|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed February 10, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100210 |
924.00 |
939.75 |
918.75 |
937.50 |
+13.00 |
95,026 |
167,105 |
-9,931 |
| May10 |
100210 |
935.25 |
948.75 |
928.75 |
947.00 |
+11.75 |
49,322 |
124,454 |
+11,076 |
| Jul10 |
100210 |
944.00 |
955.25 |
937.25 |
954.50 |
+10.50 |
27,374 |
75,000 |
+871 |
| Aug10 |
100210 |
940.50 |
950.00 |
934.25 |
950.00 |
+8.50 |
573 |
2,884 |
+20 |
| Sep10 |
100210 |
919.00 |
933.00 |
919.00 |
931.50 |
+5.75 |
1,212 |
2,570 |
+192 |
| Nov10 |
100210 |
913.00 |
918.00 |
904.25 |
915.50 |
+3.00 |
17,634 |
94,304 |
+3,124 |
| Jan11 |
100210 |
921.00 |
925.00 |
914.75 |
925.00 |
+3.25 |
400 |
5,176 |
+19 |
| Total Volume and Open Interest |
191,684 |
479,696 |
+5,410 |
| Soybean Meal(CBOT) |
| Mar10 |
100210 |
270.70 |
276.80 |
270.00 |
276.40 |
+5.80 |
20,314 |
63,099 |
-645 |
| May10 |
100210 |
264.60 |
270.00 |
263.50 |
269.80 |
+5.60 |
13,344 |
48,982 |
+2,134 |
| Jul10 |
100210 |
263.50 |
268.50 |
262.70 |
268.00 |
+4.50 |
6,845 |
34,610 |
-213 |
| Aug10 |
100210 |
261.70 |
265.90 |
260.80 |
265.40 |
+3.70 |
646 |
9,230 |
+126 |
| Sep10 |
100210 |
258.00 |
262.10 |
257.60 |
261.40 |
+3.40 |
1,092 |
8,878 |
+201 |
| Oct10 |
100210 |
251.00 |
253.70 |
249.20 |
252.40 |
+2.50 |
1,443 |
4,924 |
+258 |
| Dec10 |
100210 |
249.40 |
252.80 |
248.30 |
250.60 |
+1.60 |
3,762 |
22,006 |
-480 |
| Jan11 |
100210 |
250.00 |
252.20 |
250.00 |
252.00 |
+1.50 |
75 |
1,256 |
+53 |
| Total Volume and Open Interest |
47,799 |
195,759 |
+1,580 |
| Soybean Oil(CBOT) |
| Mar10 |
100210 |
38.35 |
38.52 |
37.92 |
38.27 |
-0.11 |
55,625 |
110,298 |
-8,126 |
| May10 |
100210 |
38.87 |
39.00 |
38.45 |
38.75 |
-0.12 |
34,325 |
72,215 |
+3,242 |
| Jul10 |
100210 |
39.29 |
39.44 |
38.92 |
39.21 |
-0.13 |
21,425 |
56,471 |
+5,280 |
| Aug10 |
100210 |
39.46 |
39.56 |
39.13 |
39.39 |
-0.13 |
1,818 |
4,264 |
+701 |
| Sep10 |
100210 |
39.43 |
39.73 |
39.25 |
39.51 |
-0.12 |
1,778 |
6,147 |
+557 |
| Oct10 |
100210 |
39.28 |
39.83 |
39.28 |
39.56 |
-0.12 |
1,388 |
4,303 |
+340 |
| Dec10 |
100210 |
39.94 |
40.08 |
39.50 |
39.78 |
-0.13 |
5,762 |
28,925 |
-367 |
| Jan11 |
100210 |
40.03 |
40.16 |
40.03 |
40.03 |
-0.13 |
141 |
472 |
+55 |
| Total Volume and Open Interest |
122,628 |
283,791 |
+1,936 |
| Canola(WCE) |
| Mar10 |
100210 |
384.8 |
386.7 |
380.8 |
386.2 |
+0.3 |
8,999 |
63,121 |
-2,105 |
| May10 |
100210 |
389.3 |
392.9 |
386.5 |
392.4 |
+0.3 |
9,957 |
39,589 |
+4,949 |
| Jul10 |
100210 |
391.5 |
397.0 |
391.4 |
396.6 |
unch |
760 |
14,178 |
+369 |
| Nov10 |
100210 |
401.0 |
405.0 |
399.4 |
404.6 |
+0.1 |
299 |
12,127 |
+264 |
| Jan11 |
100210 |
407.9 |
407.9 |
407.9 |
407.9 |
+0.1 |
33 |
388 |
+33 |
| Total Volume and Open Interest |
20,048 |
129,603 |
+3,510 |
| Corn(CBOT) |
| Mar10 |
100210 |
358.75 |
365.50 |
355.25 |
361.75 |
+3.25 |
148,576 |
337,391 |
-26,036 |
| May10 |
100210 |
370.25 |
376.75 |
366.75 |
373.25 |
+3.00 |
70,790 |
276,700 |
+16,742 |
| Jul10 |
100210 |
380.75 |
387.00 |
377.50 |
383.75 |
+3.00 |
31,461 |
175,436 |
+2,880 |
| Sep10 |
100210 |
387.00 |
392.75 |
384.25 |
390.25 |
+3.00 |
8,340 |
50,378 |
-420 |
| Dec10 |
100210 |
393.50 |
399.50 |
390.00 |
396.00 |
+2.50 |
28,249 |
245,851 |
-950 |
| Mar11 |
100210 |
404.25 |
410.25 |
401.00 |
406.75 |
+2.00 |
3,776 |
25,966 |
+597 |
| Total Volume and Open Interest |
292,037 |
1,147,591 |
-7,217 |
| Wheat(CBOT) |
| Mar10 |
100210 |
483.50 |
503.00 |
480.75 |
496.75 |
+14.50 |
55,118 |
135,079 |
-8,435 |
| May10 |
100210 |
498.00 |
517.50 |
495.50 |
511.75 |
+14.50 |
30,762 |
108,445 |
+9,943 |
| Jul10 |
100210 |
510.75 |
529.50 |
508.00 |
524.25 |
+14.25 |
13,865 |
95,640 |
+2,805 |
| Sep10 |
100210 |
527.25 |
544.00 |
526.25 |
540.00 |
+13.75 |
2,137 |
22,895 |
+495 |
| Dec10 |
100210 |
554.50 |
570.75 |
551.50 |
565.00 |
+12.50 |
3,909 |
57,195 |
+1,225 |
| Total Volume and Open Interest |
106,679 |
434,593 |
+6,345 |
| Wheat(KCBT) |
| Mar10 |
100210 |
492.75 |
513.50 |
489.50 |
505.75 |
+15.75 |
10,156 |
36,547 |
-3,416 |
| May10 |
100210 |
502.75 |
533.00 |
501.25 |
517.00 |
+15.25 |
4,542 |
29,578 |
+759 |
| Jul10 |
100210 |
515.00 |
535.00 |
512.50 |
528.00 |
+15.00 |
4,066 |
33,267 |
+33 |
| Sep10 |
100210 |
528.00 |
547.00 |
528.00 |
539.50 |
+15.00 |
827 |
4,927 |
+484 |
| Dec10 |
100210 |
544.00 |
570.00 |
541.50 |
556.75 |
+15.50 |
2,042 |
39,380 |
-197 |
| Total Volume and Open Interest |
22,190 |
145,977 |
-2,013 |
| Wheat(MGE) |
| Mar10 |
100210 |
505.25 |
524.00 |
503.00 |
515.25 |
+9.50 |
2,227 |
13,350 |
-1,043 |
| May10 |
100210 |
517.00 |
533.00 |
516.25 |
528.25 |
+11.25 |
632 |
9,160 |
-46 |
| Jul10 |
100210 |
529.00 |
545.50 |
528.25 |
538.00 |
+9.75 |
283 |
9,829 |
-90 |
| Sep10 |
100210 |
540.00 |
559.00 |
540.00 |
550.25 |
+10.50 |
100 |
4,770 |
+7 |
| Dec10 |
100210 |
559.50 |
576.50 |
556.50 |
569.00 |
+12.25 |
196 |
5,724 |
+106 |
| Total Volume and Open Interest |
3,459 |
43,891 |
-1,064 |
| Oats(CBOT) |
| Mar10 |
100210 |
230.00 |
234.00 |
227.00 |
232.25 |
+2.25 |
702 |
4,747 |
-18 |
| May10 |
100210 |
237.50 |
242.75 |
235.25 |
240.75 |
+2.25 |
434 |
5,795 |
+263 |
| Jul10 |
100210 |
246.00 |
249.25 |
246.00 |
249.25 |
+2.00 |
19 |
1,389 |
+12 |
| Sep10 |
100210 |
257.25 |
257.25 |
255.25 |
257.25 |
+2.00 |
0 |
372 |
+0 |
| Total Volume and Open Interest |
1,181 |
13,605 |
+274 |
| Rough Rice(CBOT) |
| Mar10 |
100210 |
14.45 |
14.52 |
14.27 |
14.32 |
-0.13 |
774 |
8,955 |
-47 |
| May10 |
100210 |
14.82 |
14.84 |
14.59 |
14.64 |
-0.14 |
402 |
3,885 |
+264 |
| Jul10 |
100210 |
14.85 |
14.94 |
14.85 |
14.89 |
-0.11 |
6 |
777 |
-1 |
| Sep10 |
100210 |
13.75 |
13.75 |
13.75 |
13.75 |
unch |
13 |
982 |
+2 |
| Total Volume and Open Interest |
1,197 |
15,610 |
+216 |
| Live Cattle(CME) |
| Feb10 |
100210 |
88.700 |
88.900 |
88.250 |
88.830 |
+0.080 |
16,740 |
20,263 |
+1,801 |
| Apr10 |
100210 |
91.450 |
91.700 |
90.900 |
91.550 |
+0.070 |
19,053 |
141,942 |
+2,887 |
| Jun10 |
100210 |
88.730 |
89.230 |
88.550 |
89.135 |
+0.235 |
7,723 |
74,912 |
-251 |
| Aug10 |
100210 |
87.785 |
88.100 |
87.600 |
88.100 |
+0.200 |
2,901 |
26,085 |
+768 |
| Oct10 |
100210 |
90.550 |
91.000 |
90.250 |
90.700 |
+0.050 |
1,493 |
16,216 |
+218 |
| Dec10 |
100210 |
91.200 |
91.930 |
91.050 |
91.750 |
+0.200 |
532 |
4,800 |
+237 |
| Total Volume and Open Interest |
48,629 |
286,530 |
+5,769 |
| Feeder Cattle(CME) |
| Mar10 |
100210 |
100.135 |
100.430 |
99.480 |
100.250 |
+0.270 |
3,250 |
13,103 |
-884 |
| Apr10 |
100210 |
100.800 |
101.300 |
100.350 |
101.150 |
+0.550 |
2,027 |
6,186 |
+77 |
| May10 |
100210 |
101.800 |
102.330 |
101.400 |
102.230 |
+0.380 |
1,070 |
6,381 |
+80 |
| Aug10 |
100210 |
102.950 |
103.500 |
102.850 |
103.480 |
+0.380 |
694 |
3,485 |
+172 |
| Sep10 |
100210 |
103.150 |
103.500 |
103.150 |
103.500 |
+0.270 |
31 |
218 |
+23 |
| Oct10 |
100210 |
102.900 |
103.000 |
102.480 |
102.950 |
+0.350 |
20 |
134 |
+5 |
| Nov10 |
100210 |
102.500 |
103.100 |
102.000 |
103.100 |
+0.750 |
4 |
29 |
+3 |
| Total Volume and Open Interest |
7,096 |
29,536 |
-524 |
| Lean Hogs(CME) |
| Feb10 |
100210 |
67.800 |
68.000 |
67.600 |
67.900 |
+0.365 |
4,982 |
8,926 |
-2,382 |
| Apr10 |
100210 |
67.850 |
68.500 |
67.700 |
68.180 |
+0.330 |
15,764 |
82,535 |
+781 |
| May10 |
100210 |
73.800 |
74.680 |
73.750 |
74.635 |
+0.435 |
215 |
4,596 |
+16 |
| Jun10 |
100210 |
76.900 |
77.430 |
76.725 |
77.150 |
+0.350 |
4,020 |
45,392 |
-375 |
| Jul10 |
100210 |
76.475 |
77.180 |
76.285 |
77.050 |
+0.450 |
3,511 |
15,324 |
+501 |
| Aug10 |
100210 |
75.700 |
76.500 |
75.500 |
76.430 |
+0.580 |
2,281 |
14,298 |
+948 |
| Oct10 |
100210 |
67.750 |
68.100 |
67.650 |
68.050 |
+0.350 |
808 |
6,502 |
+376 |
| Dec10 |
100210 |
65.750 |
65.850 |
65.500 |
65.750 |
-0.050 |
385 |
3,370 |
+136 |
| Total Volume and Open Interest |
32,074 |
181,456 |
+99 |
| Pork Bellies(CME) |
| Feb10 |
100210 |
83.700 |
83.700 |
83.500 |
83.500 |
unch |
2 |
48 |
-2 |
| Mar10 |
100210 |
84.000 |
85.000 |
83.000 |
84.500 |
+1.450 |
51 |
161 |
-9 |
| May10 |
100210 |
86.250 |
86.250 |
85.200 |
86.250 |
+1.850 |
2 |
158 |
+0 |
| Jul10 |
100210 |
90.750 |
90.750 |
89.000 |
90.750 |
+1.250 |
1 |
50 |
+2 |
| Aug10 |
100210 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
56 |
439 |
-9 |
| Class III Milk(CME) |
| Feb10 |
100210 |
14.20 |
14.31 |
14.18 |
14.30 |
+0.11 |
51 |
4,004 |
-5 |
| Mar10 |
100210 |
13.73 |
14.17 |
13.67 |
14.14 |
+0.47 |
157 |
3,784 |
+17 |
| Apr10 |
100210 |
13.36 |
13.90 |
13.25 |
13.82 |
+0.52 |
154 |
3,548 |
+48 |
| May10 |
100210 |
13.45 |
13.97 |
13.35 |
13.90 |
+0.53 |
123 |
2,857 |
+2 |
| Jun10 |
100210 |
13.93 |
14.32 |
13.85 |
14.25 |
+0.36 |
105 |
2,385 |
+10 |
| Total Volume and Open Interest |
798 |
27,793 |
+170 |
| Cocoa(ICE) |
| Mar10 |
100210 |
2988 |
3027 |
2967 |
3012 |
+9 |
11,317 |
14,644 |
-7,691 |
| May10 |
100210 |
3029 |
3052 |
3002 |
3040 |
+2 |
9,020 |
65,842 |
+4,050 |
| Jul10 |
100210 |
3040 |
3075 |
3040 |
3067 |
+1 |
1,522 |
17,434 |
+1,269 |
| Sep10 |
100210 |
3068 |
3094 |
3064 |
3085 |
-7 |
320 |
8,595 |
+152 |
| Dec10 |
100210 |
3100 |
3125 |
3097 |
3116 |
-6 |
79 |
6,250 |
+3 |
| Mar11 |
100210 |
3142 |
3154 |
3139 |
3146 |
-5 |
83 |
11,146 |
+46 |
| May11 |
100210 |
3127 |
3146 |
3127 |
3146 |
-5 |
30 |
4,571 |
-25 |
| Total Volume and Open Interest |
22,375 |
131,000 |
-2,196 |
| Coffee "C"(ICE) |
| Mar10 |
100210 |
130.10 |
132.65 |
129.40 |
132.20 |
+1.80 |
12,882 |
45,302 |
-4,575 |
| May10 |
100210 |
131.95 |
134.05 |
131.15 |
133.80 |
+1.55 |
9,117 |
48,856 |
+3,832 |
| Jul10 |
100210 |
134.50 |
135.40 |
132.95 |
135.30 |
+1.45 |
1,346 |
15,140 |
+528 |
| Sep10 |
100210 |
134.55 |
136.75 |
134.30 |
136.75 |
+1.45 |
293 |
7,728 |
+59 |
| Dec10 |
100210 |
136.60 |
138.55 |
136.25 |
138.55 |
+1.35 |
182 |
6,749 |
-48 |
| Mar11 |
100210 |
138.50 |
140.15 |
138.50 |
140.15 |
+1.25 |
49 |
4,262 |
+39 |
| Total Volume and Open Interest |
23,888 |
128,871 |
-160 |
| Orange Juice(ICE) |
| Mar10 |
100210 |
137.85 |
139.70 |
136.10 |
136.95 |
-0.70 |
1,210 |
16,539 |
-585 |
| May10 |
100210 |
141.25 |
142.85 |
139.75 |
140.40 |
-0.75 |
441 |
11,614 |
+148 |
| Jul10 |
100210 |
144.50 |
146.25 |
143.05 |
143.65 |
-0.65 |
322 |
4,482 |
+80 |
| Sep10 |
100210 |
145.50 |
145.50 |
143.65 |
144.30 |
-0.65 |
6 |
1,122 |
+4 |
| Nov10 |
100210 |
144.00 |
144.00 |
143.85 |
143.85 |
-0.60 |
4 |
400 |
+3 |
| Jan11 |
100210 |
146.20 |
146.80 |
146.20 |
146.35 |
-0.10 |
5 |
593 |
+3 |
| Total Volume and Open Interest |
1,992 |
34,960 |
-344 |
| Sugar #11(ICE) |
| Mar10 |
100210 |
26.98 |
27.21 |
26.41 |
26.64 |
-0.43 |
50,247 |
213,091 |
-10,633 |
| May10 |
100210 |
26.20 |
26.30 |
25.58 |
25.93 |
-0.27 |
41,173 |
191,203 |
+5,304 |
| Jul10 |
100210 |
24.22 |
24.24 |
23.59 |
23.96 |
-0.21 |
17,464 |
171,629 |
+2,342 |
| Oct10 |
100210 |
22.33 |
22.35 |
21.88 |
22.27 |
-0.06 |
5,011 |
150,999 |
+426 |
| Mar11 |
100210 |
20.58 |
20.75 |
20.40 |
20.65 |
-0.10 |
2,892 |
56,387 |
+495 |
| Total Volume and Open Interest |
118,629 |
858,693 |
-1,513 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| Mar11 |
091231 |
2097 |
2123 |
2097 |
2119 |
+1 |
8 |
8,491 |
-73 |
| Total Volume and Open Interest |
4,483 |
165,502 |
-250 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100210 |
72.16 |
73.91 |
71.54 |
72.82 |
+0.66 |
17,253 |
55,070 |
-7,218 |
| May10 |
100210 |
72.70 |
74.16 |
72.35 |
73.63 |
+0.65 |
11,855 |
51,502 |
+3,948 |
| Jul10 |
100210 |
73.88 |
74.94 |
73.35 |
74.61 |
+0.64 |
3,759 |
29,170 |
+501 |
| Oct10 |
100210 |
72.29 |
73.24 |
72.06 |
73.24 |
+0.77 |
2 |
204 |
+0 |
| Dec10 |
100210 |
72.26 |
72.62 |
71.35 |
72.51 |
+0.25 |
1,655 |
22,209 |
+290 |
| Mar11 |
100210 |
74.00 |
74.19 |
74.00 |
74.19 |
-0.29 |
569 |
2,260 |
+446 |
| Total Volume and Open Interest |
35,093 |
162,140 |
-2,033 |
| Lumber(CME) |
| Mar10 |
100210 |
267.0 |
267.0 |
260.0 |
261.6 |
-8.4 |
454 |
3,358 |
-223 |
| May10 |
100210 |
283.0 |
283.5 |
277.0 |
277.0 |
-7.3 |
399 |
5,071 |
+30 |
| Jul10 |
100210 |
287.1 |
287.1 |
283.0 |
285.5 |
-6.1 |
106 |
1,394 |
-21 |
| Sep10 |
100210 |
278.0 |
279.8 |
277.5 |
279.8 |
-2.2 |
2 |
537 |
+1 |
| Total Volume and Open Interest |
961 |
10,386 |
-213 |
| Crude Oil(NYM) |
| Mar10 |
100210 |
73.79 |
74.97 |
72.60 |
74.52 |
+0.77 |
345,638 |
259,192 |
-28,098 |
| Apr10 |
100210 |
74.14 |
75.32 |
72.97 |
74.89 |
+0.69 |
141,625 |
166,442 |
+20,882 |
| May10 |
100210 |
74.46 |
75.72 |
73.43 |
75.34 |
+0.63 |
62,871 |
113,254 |
+5,073 |
| Jun10 |
100210 |
75.08 |
76.17 |
73.95 |
75.83 |
+0.59 |
36,273 |
127,959 |
+1,417 |
| Jul10 |
100210 |
76.05 |
76.60 |
74.58 |
76.31 |
+0.54 |
8,668 |
44,942 |
+299 |
| Aug10 |
100210 |
76.27 |
76.82 |
75.00 |
76.74 |
+0.49 |
4,880 |
26,620 |
+440 |
| Sep10 |
100210 |
76.12 |
77.36 |
75.42 |
77.14 |
+0.45 |
3,989 |
29,246 |
+204 |
| Oct10 |
100210 |
77.13 |
77.80 |
76.70 |
77.55 |
+0.42 |
1,504 |
17,115 |
-61 |
| Nov10 |
100210 |
77.32 |
77.97 |
77.16 |
77.97 |
+0.39 |
3,207 |
22,291 |
-1,106 |
| Dec10 |
100210 |
77.50 |
78.79 |
76.64 |
78.41 |
+0.35 |
20,195 |
187,923 |
+994 |
| Jan11 |
100210 |
77.93 |
78.74 |
77.15 |
78.74 |
+0.31 |
1,790 |
21,135 |
+496 |
| Feb11 |
100210 |
78.68 |
79.07 |
78.68 |
79.07 |
+0.28 |
1,332 |
15,119 |
+386 |
| Mar11 |
100210 |
79.37 |
79.37 |
79.37 |
79.37 |
+0.25 |
492 |
9,462 |
+132 |
| Apr11 |
100210 |
79.64 |
79.64 |
79.64 |
79.64 |
+0.23 |
452 |
10,892 |
+392 |
| May11 |
100210 |
78.60 |
79.89 |
78.60 |
79.89 |
+0.23 |
46 |
3,998 |
+18 |
| Jun11 |
100210 |
80.12 |
80.12 |
80.12 |
80.12 |
+0.23 |
409 |
22,575 |
+80 |
| Total Volume and Open Interest |
642,005 |
1,308,633 |
+3,412 |
| 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 |
100210 |
74.000 |
75.250 |
73.000 |
74.900 |
+0.700 |
395 |
1,249 |
+16 |
| May10 |
100210 |
74.450 |
75.575 |
73.500 |
75.350 |
+0.650 |
118 |
254 |
+40 |
| Jun10 |
100210 |
75.200 |
76.175 |
74.200 |
75.825 |
+0.575 |
18 |
166 |
+2 |
| Jul10 |
100210 |
76.300 |
76.300 |
76.300 |
76.300 |
+0.525 |
8 |
16 |
-4 |
| Aug10 |
100210 |
76.200 |
76.750 |
76.200 |
76.750 |
+0.500 |
0 |
3 |
+0 |
| Sep10 |
100210 |
77.150 |
77.150 |
77.150 |
77.150 |
+0.450 |
0 |
2 |
+0 |
| Oct10 |
100210 |
77.550 |
77.550 |
77.550 |
77.550 |
+0.425 |
0 |
10 |
+0 |
| Nov10 |
100210 |
77.975 |
77.975 |
77.975 |
77.975 |
+0.400 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,475 |
6,234 |
-441 |
| Heating Oil(NYM) |
| Mar10 |
100210 |
193.80 |
196.12 |
190.76 |
194.69 |
+0.96 |
44,145 |
80,819 |
-4,291 |
| Apr10 |
100210 |
193.34 |
196.72 |
191.54 |
195.42 |
+0.98 |
16,981 |
49,600 |
+654 |
| May10 |
100210 |
194.70 |
197.44 |
192.47 |
196.25 |
+0.92 |
8,430 |
32,046 |
+1,106 |
| Jun10 |
100210 |
196.20 |
198.55 |
193.43 |
197.32 |
+0.84 |
7,030 |
39,468 |
+858 |
| Jul10 |
100210 |
197.34 |
200.06 |
195.50 |
199.19 |
+0.74 |
2,368 |
14,958 |
+832 |
| Aug10 |
100210 |
199.22 |
201.50 |
197.19 |
201.17 |
+0.65 |
916 |
8,818 |
+86 |
| Sep10 |
100210 |
201.19 |
203.61 |
199.72 |
203.32 |
+0.56 |
677 |
9,850 |
+126 |
| Oct10 |
100210 |
204.23 |
205.75 |
201.97 |
205.75 |
+0.55 |
1,229 |
8,904 |
+286 |
| Nov10 |
100210 |
206.00 |
208.12 |
204.60 |
208.12 |
+0.54 |
577 |
6,885 |
+6 |
| Dec10 |
100210 |
209.40 |
211.53 |
201.49 |
210.48 |
+0.53 |
2,167 |
24,280 |
+475 |
| Jan11 |
100210 |
209.90 |
212.87 |
209.20 |
212.87 |
+0.52 |
238 |
12,027 |
+29 |
| Feb11 |
100210 |
214.22 |
214.22 |
214.22 |
214.22 |
+0.52 |
10 |
4,802 |
+2 |
| Total Volume and Open Interest |
84,958 |
311,969 |
+315 |
| Gasoline(NYMEX) |
| Mar10 |
100210 |
193.25 |
194.70 |
188.92 |
192.90 |
unch |
43,776 |
73,379 |
-5,710 |
| Apr10 |
100210 |
204.70 |
206.48 |
200.75 |
205.07 |
+0.57 |
22,953 |
46,829 |
+1,747 |
| May10 |
100210 |
205.05 |
207.30 |
202.20 |
206.51 |
+0.67 |
9,948 |
33,345 |
+1,994 |
| Jun10 |
100210 |
206.15 |
207.36 |
202.98 |
206.97 |
+0.74 |
5,530 |
28,259 |
+636 |
| Jul10 |
100210 |
204.88 |
207.30 |
202.55 |
206.64 |
+0.80 |
3,848 |
16,594 |
+1,156 |
| Aug10 |
100210 |
202.11 |
205.88 |
202.11 |
205.88 |
+0.83 |
1,880 |
8,540 |
-3 |
| Sep10 |
100210 |
203.17 |
205.00 |
201.18 |
204.96 |
+0.84 |
1,356 |
14,939 |
+486 |
| Oct10 |
100210 |
195.13 |
195.13 |
195.13 |
195.13 |
+0.81 |
96 |
5,132 |
-89 |
| Nov10 |
100210 |
194.30 |
194.30 |
194.30 |
194.30 |
+0.85 |
77 |
11,410 |
-3 |
| Dec10 |
100210 |
193.58 |
194.35 |
190.21 |
194.35 |
+0.75 |
298 |
9,728 |
+46 |
| Total Volume and Open Interest |
89,819 |
255,574 |
+243 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100210 |
192.90 |
192.90 |
192.90 |
192.90 |
unch |
0 |
7 |
+0 |
| Apr10 |
100210 |
205.10 |
205.10 |
205.07 |
205.10 |
+0.60 |
|
|
|
| May10 |
100210 |
206.50 |
206.51 |
206.50 |
206.50 |
+0.70 |
|
|
|
| Jun10 |
100210 |
207.00 |
207.00 |
206.97 |
207.00 |
+0.80 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100210 |
5.348 |
5.380 |
5.240 |
5.292 |
+0.002 |
140,790 |
166,568 |
-20,056 |
| Apr10 |
100210 |
5.328 |
5.353 |
5.222 |
5.278 |
+0.013 |
53,036 |
108,927 |
+3,834 |
| May10 |
100210 |
5.386 |
5.408 |
5.288 |
5.340 |
+0.012 |
47,398 |
91,701 |
+8,767 |
| Jun10 |
100210 |
5.463 |
5.466 |
5.367 |
5.420 |
+0.014 |
11,482 |
35,978 |
+2,708 |
| Jul10 |
100210 |
5.545 |
5.545 |
5.447 |
5.502 |
+0.014 |
6,309 |
29,463 |
+1,414 |
| Aug10 |
100210 |
5.554 |
5.607 |
5.516 |
5.566 |
+0.012 |
2,527 |
35,882 |
-208 |
| Sep10 |
100210 |
5.648 |
5.649 |
5.548 |
5.600 |
+0.008 |
2,302 |
23,894 |
+134 |
| Oct10 |
100210 |
5.747 |
5.747 |
5.652 |
5.703 |
+0.008 |
8,898 |
53,775 |
+1,015 |
| Nov10 |
100210 |
6.025 |
6.031 |
5.969 |
6.005 |
+0.010 |
1,182 |
12,406 |
-122 |
| Dec10 |
100210 |
6.375 |
6.380 |
6.289 |
6.327 |
+0.012 |
1,090 |
24,161 |
+253 |
| Jan11 |
100210 |
6.573 |
6.583 |
6.510 |
6.550 |
+0.015 |
4,724 |
31,808 |
+925 |
| Feb11 |
100210 |
6.534 |
6.547 |
6.475 |
6.513 |
+0.018 |
153 |
10,785 |
+17 |
| Mar11 |
100210 |
6.355 |
6.355 |
6.300 |
6.335 |
+0.018 |
2,019 |
23,455 |
+416 |
| Apr11 |
100210 |
5.910 |
5.931 |
5.883 |
5.917 |
+0.025 |
1,170 |
23,965 |
+278 |
| May11 |
100210 |
5.860 |
5.892 |
5.860 |
5.892 |
+0.025 |
57 |
9,823 |
-5 |
| Jun11 |
100210 |
5.931 |
5.960 |
5.920 |
5.937 |
+0.025 |
12 |
4,413 |
+1 |
| Total Volume and Open Interest |
283,429 |
781,083 |
-509 |
| Brent Crude Oil(ICE) |
| Mar10 |
100210 |
71.89 |
73.00 |
70.83 |
72.54 |
+0.41 |
156,216 |
75,905 |
-8,770 |
| Apr10 |
100210 |
72.42 |
73.57 |
71.35 |
73.12 |
+0.45 |
106,853 |
187,461 |
+9,869 |
| May10 |
100210 |
73.04 |
74.13 |
71.97 |
73.69 |
+0.39 |
46,141 |
125,648 |
+14,400 |
| Jun10 |
100210 |
73.68 |
74.70 |
72.65 |
74.28 |
+0.35 |
26,647 |
96,944 |
+6,566 |
| Jul10 |
100210 |
74.25 |
75.12 |
73.20 |
74.83 |
+0.33 |
9,637 |
28,251 |
+867 |
| Aug10 |
100210 |
74.51 |
75.71 |
73.76 |
75.33 |
+0.30 |
6,395 |
20,910 |
+335 |
| Sep10 |
100210 |
74.99 |
76.17 |
74.19 |
75.80 |
+0.28 |
5,988 |
14,331 |
-729 |
| Oct10 |
100210 |
75.47 |
76.30 |
74.65 |
76.26 |
+0.26 |
3,039 |
16,301 |
+261 |
| Nov10 |
100210 |
75.94 |
77.06 |
75.11 |
76.71 |
+0.22 |
2,339 |
13,271 |
+260 |
| Dec10 |
100210 |
76.37 |
77.51 |
75.59 |
77.17 |
+0.19 |
10,458 |
82,343 |
+791 |
| Jan11 |
100210 |
77.59 |
77.59 |
77.59 |
77.59 |
+0.16 |
813 |
12,039 |
-169 |
| Feb11 |
100210 |
78.00 |
78.00 |
78.00 |
78.00 |
+0.13 |
879 |
6,209 |
+104 |
| Mar11 |
100210 |
78.40 |
78.40 |
78.40 |
78.40 |
+0.12 |
1,017 |
5,445 |
+463 |
| Apr11 |
100210 |
78.79 |
78.79 |
78.79 |
78.79 |
+0.10 |
175 |
2,600 |
+28 |
| Total Volume and Open Interest |
380,009 |
798,111 |
+24,297 |
| Gas Oil(ICE) |
| Feb10 |
100210 |
581.50 |
590.00 |
574.50 |
576.75 |
+4.25 |
25,603 |
62,794 |
-6,654 |
| Mar10 |
100210 |
588.75 |
598.25 |
581.75 |
584.25 |
+4.75 |
62,054 |
172,879 |
+4,794 |
| Apr10 |
100210 |
594.50 |
603.75 |
588.00 |
590.25 |
+4.75 |
20,680 |
97,224 |
+6,960 |
| May10 |
100210 |
601.75 |
609.50 |
594.25 |
596.25 |
+4.25 |
6,739 |
49,476 |
+1,996 |
| Jun10 |
100210 |
606.00 |
616.00 |
600.50 |
602.00 |
+3.75 |
8,030 |
43,696 |
+370 |
| Jul10 |
100210 |
612.25 |
620.00 |
608.25 |
608.25 |
+3.50 |
2,872 |
20,507 |
-604 |
| Aug10 |
100210 |
618.50 |
626.75 |
614.50 |
614.50 |
+3.50 |
1,415 |
23,131 |
+245 |
| Sep10 |
100210 |
624.50 |
634.25 |
620.25 |
620.50 |
+3.50 |
2,555 |
22,688 |
+221 |
| Oct10 |
100210 |
630.50 |
639.75 |
626.25 |
626.25 |
+3.50 |
406 |
13,698 |
+129 |
| Nov10 |
100210 |
637.75 |
644.00 |
630.75 |
630.75 |
+3.50 |
141 |
14,053 |
+66 |
| Total Volume and Open Interest |
137,292 |
670,822 |
+8,287 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100210 |
1.745 |
1.753 |
1.745 |
1.748 |
-0.013 |
55 |
852 |
-28 |
| Apr10 |
100210 |
1.749 |
1.753 |
1.745 |
1.751 |
-0.009 |
266 |
1,515 |
-26 |
| May10 |
100210 |
1.752 |
1.758 |
1.752 |
1.757 |
-0.005 |
62 |
771 |
+7 |
| Jun10 |
100210 |
1.753 |
1.755 |
1.753 |
1.755 |
-0.008 |
48 |
719 |
+21 |
| Jul10 |
100210 |
1.753 |
1.755 |
1.753 |
1.755 |
-0.006 |
132 |
1,012 |
+123 |
| Aug10 |
100210 |
1.743 |
1.744 |
1.736 |
1.736 |
-0.005 |
21 |
632 |
+21 |
| Sep10 |
100210 |
1.730 |
1.731 |
1.730 |
1.730 |
-0.005 |
16 |
607 |
+15 |
| Total Volume and Open Interest |
673 |
8,062 |
+191 |
| US Dollar Index(ICE) |
| Mar10 |
100210 |
79.895 |
80.435 |
79.770 |
80.140 |
+0.150 |
26,858 |
56,065 |
-1,264 |
| Jun10 |
100210 |
80.410 |
80.720 |
80.315 |
80.440 |
+0.120 |
705 |
4,916 |
+12 |
| Sep10 |
100210 |
80.660 |
80.660 |
80.660 |
80.660 |
+0.140 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
27,563 |
60,983 |
-1,252 |
| Australian Dollar(CME) |
| Mar10 |
100210 |
87.55 |
87.64 |
86.80 |
87.39 |
+0.14 |
78,018 |
93,262 |
-212 |
| Jun10 |
100210 |
86.70 |
86.74 |
85.97 |
86.55 |
+0.14 |
361 |
5,187 |
+131 |
| Sep10 |
100210 |
85.69 |
85.69 |
85.55 |
85.69 |
+0.14 |
1 |
31 |
+1 |
| Total Volume and Open Interest |
78,380 |
98,487 |
-80 |
| British Pound(CME) |
| Mar10 |
100210 |
157.02 |
157.62 |
155.67 |
155.85 |
-0.97 |
93,544 |
108,699 |
+476 |
| Jun10 |
100210 |
156.97 |
157.50 |
155.59 |
155.75 |
-0.97 |
421 |
1,116 |
+20 |
| Sep10 |
100210 |
155.75 |
156.63 |
155.68 |
155.68 |
-0.95 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
93,965 |
109,940 |
+496 |
| Canadian Dollar(CME) |
| Mar10 |
100210 |
93.75 |
94.36 |
93.37 |
94.20 |
+0.65 |
54,753 |
79,051 |
+1,695 |
| Jun10 |
100210 |
93.72 |
94.34 |
93.39 |
94.19 |
+0.64 |
388 |
2,593 |
+109 |
| Sep10 |
100210 |
93.50 |
94.33 |
93.37 |
94.18 |
+0.65 |
31 |
786 |
+22 |
| Dec10 |
100210 |
93.54 |
94.26 |
93.40 |
94.13 |
+0.65 |
42 |
661 |
+39 |
| Total Volume and Open Interest |
55,214 |
83,162 |
+1,865 |
| Japanese Yen(CME) |
| Mar10 |
100210 |
111.38 |
112.07 |
111.04 |
111.25 |
-0.32 |
73,070 |
117,575 |
-2,522 |
| Jun10 |
100210 |
111.37 |
112.08 |
111.11 |
111.31 |
-0.32 |
147 |
640 |
+37 |
| Sep10 |
100210 |
111.41 |
111.93 |
111.41 |
111.41 |
-0.32 |
0 |
196 |
+0 |
| Total Volume and Open Interest |
73,217 |
118,435 |
-2,485 |
| Swiss Franc(CME) |
| Mar10 |
100210 |
93.95 |
94.20 |
93.29 |
93.67 |
-0.19 |
42,984 |
40,032 |
+277 |
| Jun10 |
100210 |
93.93 |
94.24 |
93.36 |
93.73 |
-0.19 |
70 |
186 |
-14 |
| Sep10 |
100210 |
93.82 |
94.01 |
93.71 |
93.82 |
-0.19 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
43,058 |
40,233 |
+268 |
| EuroFX(CME) |
| Mar10 |
100210 |
137.92 |
138.12 |
136.76 |
137.35 |
-0.38 |
247,392 |
188,214 |
+5,159 |
| Jun10 |
100210 |
137.79 |
138.09 |
136.74 |
137.32 |
-0.38 |
685 |
2,405 |
+232 |
| Sep10 |
100210 |
137.40 |
137.62 |
137.25 |
137.25 |
-0.37 |
1 |
674 |
+1 |
| Total Volume and Open Interest |
248,079 |
191,334 |
+5,392 |
| Mexican Peso(CME) |
| Feb10 |
100210 |
765.0 |
765.0 |
764.2 |
764.2 |
-0.8 |
0 |
2 |
+0 |
| Mar10 |
100210 |
766.0 |
768.0 |
758.0 |
761.2 |
-0.8 |
14,650 |
85,895 |
-930 |
| Total Volume and Open Interest |
14,657 |
87,615 |
-926 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100210 |
118~070 |
118~210 |
117~110 |
117~180 |
-0~230 |
|
|
|
| Jun10 |
100210 |
116~220 |
117~050 |
115~280 |
116~020 |
-0~240 |
571 |
15,335 |
+122 |
| Sep10 |
100210 |
114~250 |
115~170 |
114~250 |
114~250 |
-0~240 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
172,389 |
676,282 |
+50 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100210 |
118~055 |
118~145 |
117~245 |
117~290 |
-0~105 |
677,849 |
1,397,765 |
-26,420 |
| Jun10 |
100210 |
116~240 |
116~285 |
116~110 |
116~150 |
-0~100 |
1,823 |
20,187 |
+432 |
| Sep10 |
100210 |
115~010 |
115~105 |
115~010 |
115~010 |
-0~095 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
679,672 |
1,417,956 |
-25,988 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100210 |
116~056 |
116~056 |
116~054 |
116~054 |
-0~034 |
|
|
|
| Jun10 |
100210 |
115~068 |
115~068 |
115~024 |
115~029 |
-0~035 |
252 |
9,680 |
+59 |
| Sep10 |
100210 |
114~004 |
114~040 |
114~004 |
114~004 |
-0~036 |
|
|
|
| Total Volume and Open Interest |
321,726 |
930,484 |
+9,676 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100210 |
108~117 |
108~117 |
108~117 |
108~117 |
-0~014 |
|
|
|
| Jun10 |
100210 |
108~065 |
108~065 |
108~045 |
108~048 |
-0~016 |
5,666 |
31,581 |
+3,170 |
| Sep10 |
100210 |
107~107 |
107~125 |
107~107 |
107~107 |
-0~018 |
|
|
|
| Total Volume and Open Interest |
176,677 |
989,512 |
+2,568 |
| Eurodollars(CME) |
| Mar10 |
100210 |
99.705 |
99.720 |
99.705 |
99.710 |
+0.005 |
174,140 |
1,205,059 |
-13,134 |
| Jun10 |
100210 |
99.575 |
99.595 |
99.555 |
99.565 |
-0.010 |
199,612 |
1,110,935 |
-11,757 |
| Sep10 |
100210 |
99.340 |
99.370 |
99.295 |
99.305 |
-0.035 |
258,191 |
933,512 |
-12,425 |
| Dec10 |
100210 |
99.020 |
99.060 |
98.955 |
98.970 |
-0.055 |
189,554 |
898,698 |
-5,466 |
| Mar11 |
100210 |
98.675 |
98.720 |
98.595 |
98.610 |
-0.070 |
215,148 |
634,584 |
-10,408 |
| Jun11 |
100210 |
98.310 |
98.365 |
98.230 |
98.240 |
-0.080 |
148,536 |
728,202 |
-101 |
| Sep11 |
100210 |
97.965 |
98.020 |
97.875 |
97.890 |
-0.085 |
108,343 |
558,565 |
+5,540 |
| Dec11 |
100210 |
97.635 |
97.685 |
97.540 |
97.555 |
-0.090 |
75,241 |
372,760 |
+8,908 |
| Mar12 |
100210 |
97.335 |
97.395 |
97.245 |
97.260 |
-0.090 |
43,709 |
257,281 |
-175 |
| Jun12 |
100210 |
97.035 |
97.100 |
96.950 |
96.965 |
-0.090 |
27,812 |
224,394 |
-969 |
| Sep12 |
100210 |
96.800 |
96.835 |
96.685 |
96.700 |
-0.090 |
21,705 |
129,398 |
+753 |
| Dec12 |
100210 |
96.520 |
96.575 |
96.430 |
96.445 |
-0.085 |
16,021 |
108,620 |
-398 |
| Mar13 |
100210 |
96.315 |
96.365 |
96.225 |
96.240 |
-0.080 |
9,809 |
75,869 |
+411 |
| Jun13 |
100210 |
96.110 |
96.160 |
96.025 |
96.040 |
-0.080 |
5,703 |
60,971 |
+353 |
| Sep13 |
100210 |
95.945 |
95.970 |
95.845 |
95.860 |
-0.075 |
5,298 |
52,418 |
+194 |
| Dec13 |
100210 |
95.735 |
95.785 |
95.660 |
95.675 |
-0.075 |
4,503 |
33,609 |
+280 |
| Mar14 |
100210 |
95.615 |
95.630 |
95.520 |
95.530 |
-0.075 |
3,561 |
34,564 |
+248 |
| Jun14 |
100210 |
95.465 |
95.475 |
95.370 |
95.385 |
-0.070 |
2,986 |
28,983 |
+601 |
| Total Volume and Open Interest |
1,520,763 |
7,654,827 |
-37,078 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100210 |
99.868 |
99.868 |
99.865 |
99.868 |
+0.003 |
5,607 |
87,677 |
-632 |
| Mar10 |
100210 |
99.855 |
99.860 |
99.845 |
99.850 |
unch |
4,944 |
55,881 |
+26 |
| Apr10 |
100210 |
99.835 |
99.840 |
99.825 |
99.835 |
-0.005 |
4,062 |
68,061 |
+487 |
| May10 |
100210 |
99.815 |
99.820 |
99.805 |
99.815 |
unch |
3,747 |
64,643 |
-870 |
| Jun10 |
100210 |
99.795 |
99.800 |
99.785 |
99.795 |
unch |
5,897 |
55,123 |
-524 |
| Jul10 |
100210 |
99.760 |
99.765 |
99.750 |
99.755 |
-0.005 |
10,462 |
52,797 |
-1,198 |
| Total Volume and Open Interest |
57,942 |
546,240 |
+305 |
| 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 |
100210 |
99.575 |
99.575 |
99.575 |
99.575 |
+0.005 |
0 |
1,338 |
+0 |
| Jun10 |
100210 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
80 |
+0 |
| Sep10 |
100210 |
99.645 |
99.645 |
99.645 |
99.645 |
+0.005 |
0 |
230 |
+0 |
| Dec10 |
100210 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100210 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
|
|
|
| Jun11 |
100210 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
| Sep11 |
100210 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
| Dec11 |
100210 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.005 |
|
|
|
| Mar12 |
100210 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.005 |
|
|
|
| Jun12 |
100210 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,890 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100210 |
99.57 |
99.58 |
99.57 |
99.57 |
+0.00 |
0 |
4,285 |
+3 |
| Jun10 |
100210 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
28 |
1,533 |
+0 |
| Sep10 |
100210 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.00 |
0 |
1,921 |
+0 |
| Dec10 |
100210 |
99.64 |
99.64 |
99.63 |
99.63 |
+0.00 |
10 |
1,438 |
+0 |
| Mar11 |
100210 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
664 |
+0 |
| Jun11 |
100210 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
56 |
+0 |
| Sep11 |
100210 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100210 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
38 |
11,421 |
+3 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100210 |
139.26 |
139.50 |
139.10 |
139.48 |
+0.42 |
2,055 |
15,816 |
-343 |
| Jun10 |
100210 |
139.40 |
139.40 |
139.40 |
139.40 |
+0.16 |
|
|
|
| Sep10 |
100210 |
139.40 |
139.40 |
139.40 |
139.40 |
+0.16 |
|
|
|
| Total Volume and Open Interest |
1,771 |
15,713 |
-103 |
| Euro-Bund(EUREX) |
| Mar10 |
100210 |
123.34 |
123.71 |
122.98 |
123.47 |
-0.51 |
795,493 |
984,262 |
+11,271 |
| Jun10 |
100210 |
121.69 |
122.21 |
121.63 |
121.99 |
-0.52 |
116 |
3,719 |
+53 |
| Sep10 |
100210 |
121.67 |
121.67 |
121.67 |
121.67 |
-0.51 |
|
|
|
| Total Volume and Open Interest |
795,609 |
987,981 |
+11,324 |
| Euro-Bobl(EUREX) |
| Mar10 |
100205 |
117.65 |
118.11 |
117.64 |
117.94 |
+0.20 |
490,512 |
748,283 |
+748,283 |
| Jun10 |
100210 |
115.99 |
116.26 |
115.88 |
116.11 |
-0.30 |
1,082 |
6,158 |
+976 |
| Sep10 |
100210 |
115.89 |
115.89 |
115.89 |
115.89 |
-0.29 |
150 |
0 |
+0 |
| Total Volume and Open Interest |
424,506 |
770,085 |
-19,719 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100210 |
99.315 |
99.315 |
99.315 |
99.315 |
+0.005 |
135 |
11,184 |
+0 |
| Jun10 |
100210 |
99.080 |
99.080 |
99.075 |
99.075 |
unch |
110 |
7,183 |
-3 |
| Sep10 |
100210 |
98.835 |
98.840 |
98.835 |
98.840 |
-0.005 |
6 |
2,519 |
+0 |
| Total Volume and Open Interest |
297 |
24,768 |
-65 |
| Long Gilt(LIFFE) |
| Mar10 |
100210 |
115~04 |
115~30 |
114~27 |
115~23 |
+0~10 |
86,812 |
255,866 |
-7,504 |
| Jun10 |
100210 |
114~09 |
114~09 |
114~09 |
114~09 |
+0~10 |
|
|
|
| Total Volume and Open Interest |
86,812 |
255,866 |
-7,504 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100210 |
99.33 |
99.38 |
99.33 |
99.35 |
+0.02 |
50,326 |
310,519 |
-6,131 |
| Jun10 |
100210 |
99.21 |
99.27 |
99.20 |
99.24 |
+0.03 |
68,565 |
345,233 |
-5,577 |
| Sep10 |
100210 |
98.95 |
99.06 |
98.94 |
99.03 |
+0.06 |
42,063 |
315,633 |
-543 |
| Dec10 |
100210 |
98.59 |
98.75 |
98.57 |
98.71 |
+0.09 |
51,088 |
349,800 |
-3,203 |
| Mar11 |
100210 |
98.22 |
98.43 |
98.20 |
98.38 |
+0.12 |
44,296 |
301,822 |
-3,681 |
| Jun11 |
100210 |
97.82 |
98.09 |
97.82 |
98.02 |
+0.12 |
27,975 |
178,822 |
-1,083 |
| Total Volume and Open Interest |
323,486 |
2,196,580 |
-19,880 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100210 |
99.315 |
99.320 |
99.305 |
99.315 |
+0.005 |
101,450 |
731,842 |
-11,487 |
| Jun10 |
100210 |
99.065 |
99.090 |
99.050 |
99.075 |
unch |
160,333 |
794,040 |
+7,474 |
| Sep10 |
100210 |
98.830 |
98.935 |
98.805 |
98.840 |
-0.005 |
143,438 |
594,229 |
-3,506 |
| Total Volume and Open Interest |
833,603 |
3,797,966 |
-15,584 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100210 |
95.79 |
95.82 |
95.77 |
95.81 |
+0.01 |
17,562 |
303,623 |
-8,945 |
| Jun10 |
100210 |
95.59 |
95.60 |
95.54 |
95.59 |
-0.01 |
22,068 |
233,758 |
-10,878 |
| Sep10 |
100210 |
95.35 |
95.35 |
95.26 |
95.33 |
-0.02 |
8,501 |
119,352 |
-2,859 |
| Dec10 |
100210 |
95.10 |
95.10 |
95.01 |
95.07 |
-0.03 |
6,277 |
94,064 |
-3,456 |
| Mar11 |
100210 |
94.87 |
94.87 |
94.79 |
94.85 |
-0.03 |
4,396 |
38,428 |
-1,948 |
| Jun11 |
100210 |
94.66 |
94.68 |
94.61 |
94.68 |
-0.02 |
4,412 |
32,642 |
+1,026 |
| Sep11 |
100210 |
94.53 |
94.53 |
94.46 |
94.53 |
-0.01 |
1,537 |
17,348 |
-335 |
| Dec11 |
100210 |
94.42 |
94.42 |
94.34 |
94.42 |
-0.01 |
547 |
8,406 |
-328 |
| Mar12 |
100210 |
94.35 |
94.35 |
94.35 |
94.35 |
unch |
300 |
2,943 |
+0 |
| Jun12 |
100210 |
94.30 |
94.30 |
94.30 |
94.30 |
unch |
0 |
1,422 |
+0 |
| Total Volume and Open Interest |
65,600 |
853,351 |
-27,723 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100210 |
94.54 |
94.55 |
94.47 |
94.49 |
-0.06 |
30,306 |
366,946 |
+2,755 |
| Jun10 |
100210 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
30,306 |
366,946 |
+2,755 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100210 |
95.25 |
95.27 |
95.16 |
95.20 |
-0.06 |
120,347 |
752,284 |
+7,180 |
| Jun10 |
100210 |
95.20 |
95.20 |
95.20 |
95.20 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
120,347 |
752,284 |
+7,180 |
| Gold(CMX) |
| Feb10 |
100210 |
1078.0 |
1081.1 |
1063.3 |
1075.8 |
-0.9 |
549 |
1,289 |
-36 |
| Apr10 |
100210 |
1078.6 |
1083.0 |
1063.1 |
1076.3 |
-0.9 |
142,157 |
280,429 |
-17,335 |
| Jun10 |
100210 |
1078.0 |
1083.4 |
1064.3 |
1077.4 |
-0.9 |
7,272 |
57,754 |
-84 |
| Aug10 |
100210 |
1079.5 |
1083.0 |
1066.0 |
1078.4 |
-0.9 |
2,230 |
21,221 |
-42 |
| Oct10 |
100210 |
1083.1 |
1084.7 |
1067.9 |
1079.4 |
-0.8 |
276 |
9,098 |
+186 |
| Dec10 |
100210 |
1083.1 |
1087.0 |
1068.4 |
1080.6 |
-0.8 |
3,177 |
35,152 |
-928 |
| Feb11 |
100210 |
1080.8 |
1082.4 |
1080.8 |
1082.4 |
-0.6 |
137 |
7,789 |
+117 |
| Apr11 |
100210 |
1073.9 |
1084.5 |
1073.9 |
1084.5 |
-0.5 |
10 |
3,899 |
+4 |
| Jun11 |
100210 |
431.7 |
431.7 |
431.7 |
431.7 |
-0.4 |
1,507 |
7,846 |
+596 |
| Aug11 |
100210 |
1090.1 |
1090.1 |
1090.1 |
1090.1 |
-0.3 |
113 |
1,686 |
+100 |
| Oct11 |
100210 |
1093.6 |
1093.6 |
1093.6 |
1093.6 |
-0.2 |
50 |
3,254 |
+50 |
| Dec11 |
100210 |
1100.6 |
1100.6 |
1097.5 |
1097.5 |
unch |
659 |
11,672 |
-261 |
| Total Volume and Open Interest |
162,375 |
461,388 |
-20,972 |
| Silver(CMX) |
| Mar10 |
100210 |
1547.5 |
1564.5 |
1507.5 |
1530.0 |
-13.5 |
34,599 |
57,350 |
-3,641 |
| May10 |
100210 |
1550.0 |
1565.0 |
1511.0 |
1532.5 |
-13.5 |
5,198 |
23,923 |
+1,222 |
| Jul10 |
100210 |
1552.5 |
1563.5 |
1519.5 |
1534.4 |
-13.5 |
2,717 |
10,343 |
-1,181 |
| Sep10 |
100210 |
1540.0 |
1540.0 |
1520.0 |
1536.1 |
-13.5 |
281 |
3,566 |
+180 |
| Dec10 |
100210 |
1558.5 |
1569.0 |
1520.0 |
1538.4 |
-13.5 |
3,242 |
12,549 |
+93 |
| Mar11 |
100210 |
1541.4 |
1541.4 |
1541.4 |
1541.4 |
-13.1 |
540 |
1,262 |
+383 |
| May11 |
100210 |
1543.3 |
1543.3 |
1543.3 |
1543.3 |
-12.9 |
1 |
1,725 |
-1 |
| Total Volume and Open Interest |
47,771 |
120,901 |
-3,483 |
| Platinum(NYMEX) |
| Apr10 |
100210 |
1502.1 |
1528.2 |
1493.2 |
1512.9 |
+10.5 |
2,873 |
32,208 |
+92 |
| Jul10 |
100210 |
1526.0 |
1526.0 |
1492.6 |
1512.2 |
+10.7 |
71 |
1,751 |
+61 |
| Oct10 |
100210 |
1512.2 |
1512.2 |
1512.2 |
1512.2 |
+10.7 |
0 |
29 |
+0 |
| Jan11 |
100210 |
1502.9 |
1502.9 |
1502.9 |
1502.9 |
+10.5 |
0 |
208 |
+0 |
| Total Volume and Open Interest |
2,944 |
34,313 |
+153 |
| Palladium(NYMEX) |
| Mar10 |
100210 |
419.50 |
424.95 |
407.40 |
413.35 |
-3.25 |
3,042 |
18,943 |
-797 |
| Jun10 |
100210 |
418.25 |
423.80 |
408.30 |
414.30 |
-3.10 |
671 |
2,959 |
+496 |
| Sep10 |
100210 |
415.65 |
415.65 |
415.65 |
415.65 |
-3.10 |
0 |
251 |
+0 |
| Total Volume and Open Interest |
3,713 |
22,178 |
-301 |
| Copper(CMX) |
| Mar10 |
100210 |
299.75 |
301.50 |
293.05 |
298.90 |
+0.20 |
35,941 |
57,309 |
-9,491 |
| May10 |
100210 |
301.10 |
303.35 |
294.90 |
300.85 |
+0.30 |
12,287 |
42,372 |
+4,783 |
| Jul10 |
100210 |
302.40 |
302.50 |
296.00 |
301.80 |
+0.30 |
945 |
13,559 |
+307 |
| Sep10 |
100210 |
302.10 |
302.10 |
302.10 |
302.10 |
+0.20 |
120 |
5,201 |
+1 |
| Dec10 |
100210 |
304.25 |
304.25 |
300.50 |
302.35 |
+0.10 |
127 |
4,877 |
+45 |
| Total Volume and Open Interest |
49,703 |
126,834 |
-4,353 |
| DJIA Index(CBOT) |
| Mar10 |
100210 |
10019 |
10050 |
9930 |
9985 |
-19 |
480 |
13,537 |
+43 |
| Jun10 |
100210 |
9900 |
9922 |
9900 |
9922 |
-19 |
1 |
23 |
+1 |
| Sep10 |
100210 |
9865 |
9884 |
9865 |
9865 |
-19 |
|
|
|
| Dec10 |
100210 |
9815 |
9834 |
9815 |
9815 |
-19 |
|
|
|
| Total Volume and Open Interest |
481 |
13,560 |
+44 |
| S & P 500(CME) |
| Mar10 |
100210 |
1066.70 |
1072.40 |
1056.20 |
1063.30 |
-2.90 |
28,036 |
369,684 |
+9,277 |
| Jun10 |
100210 |
1053.00 |
1065.40 |
1052.00 |
1058.50 |
-2.90 |
1,356 |
8,283 |
+1,338 |
| Sep10 |
100210 |
1053.60 |
1060.50 |
1047.00 |
1053.60 |
-2.90 |
40 |
1,262 |
+45 |
| Dec10 |
100210 |
1049.30 |
1056.00 |
1042.50 |
1049.30 |
-2.70 |
0 |
811 |
+0 |
| Total Volume and Open Interest |
29,432 |
380,041 |
+10,660 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100210 |
1063.50 |
1063.75 |
1063.00 |
1063.25 |
-3.00 |
2,061,320 |
2,795,324 |
+43,175 |
| Jun10 |
100210 |
1062.00 |
1067.50 |
1051.75 |
1058.50 |
-3.00 |
2,249 |
16,227 |
-1,229 |
| Total Volume and Open Interest |
2,063,593 |
2,812,996 |
+41,955 |
| NASDAQ 100(CME) |
| Mar10 |
100210 |
1753.50 |
1762.30 |
1736.00 |
1744.80 |
-7.20 |
1,713 |
26,711 |
+1,203 |
| Jun10 |
100210 |
1742.30 |
1750.00 |
1742.30 |
1742.30 |
-7.20 |
0 |
698 |
+3 |
| Sep10 |
100210 |
1741.30 |
1742.00 |
1741.30 |
1741.30 |
-7.20 |
|
|
|
| Total Volume and Open Interest |
1,713 |
27,409 |
+1,206 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100210 |
1752.50 |
1762.80 |
1736.00 |
1744.80 |
-7.20 |
295,062 |
378,400 |
-1,558 |
| Jun10 |
100210 |
1751.80 |
1759.50 |
1734.00 |
1742.30 |
-7.20 |
81 |
6,207 |
+44 |
| Total Volume and Open Interest |
295,143 |
384,621 |
-1,514 |
| S & P Midcap 400(CME) |
| Mar10 |
100210 |
699.00 |
704.00 |
692.00 |
698.00 |
-0.20 |
206 |
3,114 |
+168 |
| Jun10 |
100210 |
695.80 |
696.00 |
695.80 |
695.80 |
-0.20 |
|
|
|
| Sep10 |
100210 |
693.80 |
694.00 |
693.80 |
693.80 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
206 |
3,114 |
+168 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100210 |
10065 |
10110 |
9955 |
10055 |
+15 |
9,812 |
39,779 |
-2,628 |
| Jun10 |
100210 |
10055 |
10055 |
10040 |
10055 |
+15 |
|
|
|
| Total Volume and Open Interest |
9,812 |
39,779 |
-2,628 |
| Nikkei 225(SGX) |
| Mar10 |
100210 |
9970 |
10045 |
9915 |
9995 |
+70 |
133,755 |
187,856 |
-1,234 |
| Jun10 |
100210 |
9950 |
9950 |
9935 |
9935 |
+70 |
39 |
1,737 |
+25 |
| Sep10 |
100210 |
9940 |
9940 |
9940 |
9940 |
+70 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
134,469 |
196,808 |
+467 |
| CAC 40(EURONEXT) |
| Feb10 |
100210 |
3634.5 |
3677.5 |
3614.0 |
3634.5 |
+19.5 |
145,765 |
372,038 |
-14,590 |
| Mar10 |
100210 |
3635.5 |
3675.5 |
3618.0 |
3635.5 |
+20.0 |
840 |
80,876 |
+616 |
| Apr10 |
100210 |
3620.5 |
3639.5 |
3620.5 |
3636.5 |
+20.5 |
36 |
174 |
+36 |
| Total Volume and Open Interest |
146,647 |
455,180 |
-13,932 |
| Hang Seng Index(HKFE) |
| Feb10 |
100210 |
19852 |
19969 |
19637 |
19958 |
+208 |
78,171 |
80,672 |
-421 |
| Mar10 |
100210 |
19799 |
19915 |
19591 |
19915 |
+225 |
1,728 |
9,583 |
+1,583 |
| Total Volume and Open Interest |
80,026 |
91,491 |
+1,192 |
| DAX(EUREX) |
| Mar10 |
100210 |
5535.0 |
5595.0 |
5506.0 |
5532.5 |
+54.5 |
166,366 |
155,596 |
+1,777 |
| Jun10 |
100210 |
5541.0 |
5600.0 |
5518.0 |
5540.0 |
+54.0 |
2,206 |
11,904 |
+1,258 |
| Sep10 |
100210 |
5544.0 |
5600.0 |
5528.0 |
5549.5 |
+55.0 |
419 |
1,189 |
+143 |
| Total Volume and Open Interest |
168,991 |
168,689 |
+3,178 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100210 |
5103.50 |
5156.00 |
5077.00 |
5102.50 |
+41.00 |
120,055 |
679,080 |
-4,695 |
| Jun10 |
100210 |
5064.00 |
5097.00 |
5032.50 |
5052.50 |
+41.00 |
35 |
4,598 |
+16 |
| Sep10 |
100210 |
5014.50 |
5014.50 |
5014.50 |
5014.50 |
+41.00 |
5 |
329 |
+0 |
| Total Volume and Open Interest |
120,095 |
684,598 |
-4,679 |
| SPI 200(SFE) |
| Mar10 |
100210 |
4474.0 |
4547.0 |
4465.0 |
4481.0 |
+7.0 |
29,793 |
216,191 |
-3,021 |
| Jun10 |
100210 |
4507.0 |
4543.0 |
4495.0 |
4498.0 |
+9.0 |
154 |
2,290 |
+26 |
| Sep10 |
100210 |
4481.0 |
4481.0 |
4481.0 |
4481.0 |
+9.0 |
0 |
2,049 |
+0 |
| Total Volume and Open Interest |
29,947 |
221,898 |
-2,995 |
| GSCI(CME) |
| Feb10 |
100210 |
488.00 |
493.50 |
483.50 |
493.00 |
+6.00 |
4,927 |
10,480 |
-3,246 |
| Mar10 |
100210 |
492.00 |
497.50 |
486.50 |
497.35 |
+5.85 |
4,152 |
8,353 |
+4,002 |
| Apr10 |
100210 |
495.00 |
500.00 |
489.50 |
500.00 |
+4.50 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
9,081 |
18,833 |
+756 |
| 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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