|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri February 12, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100212 |
942.00 |
948.00 |
926.00 |
945.00 |
+2.00 |
116,039 |
132,353 |
-18,776 |
May10 |
100212 |
951.50 |
958.00 |
935.25 |
954.00 |
+2.00 |
62,196 |
150,803 |
+17,524 |
Jul10 |
100212 |
957.75 |
961.75 |
942.00 |
960.75 |
+2.00 |
33,221 |
80,108 |
+2,268 |
Aug10 |
100212 |
948.00 |
957.00 |
939.75 |
956.00 |
+1.75 |
1,958 |
3,755 |
+543 |
Sep10 |
100212 |
929.25 |
938.00 |
924.00 |
937.50 |
+1.25 |
680 |
3,073 |
+103 |
Nov10 |
100212 |
922.00 |
923.75 |
910.00 |
922.00 |
-0.50 |
14,458 |
99,023 |
+2,256 |
Jan11 |
100212 |
926.50 |
932.00 |
919.50 |
931.50 |
-0.50 |
236 |
5,322 |
+55 |
Total Volume and Open Interest |
229,667 |
483,341 |
+4,622 |
Soybean Meal(CBOT) |
Mar10 |
100212 |
277.30 |
280.30 |
273.00 |
280.00 |
+2.60 |
25,479 |
57,966 |
-2,550 |
May10 |
100212 |
271.10 |
278.50 |
267.10 |
274.20 |
+3.20 |
22,213 |
59,210 |
+4,947 |
Jul10 |
100212 |
269.90 |
273.00 |
266.10 |
273.00 |
+3.30 |
9,912 |
36,069 |
-91 |
Aug10 |
100212 |
266.90 |
270.10 |
263.50 |
269.90 |
+3.00 |
1,067 |
9,855 |
+166 |
Sep10 |
100212 |
261.00 |
266.40 |
260.70 |
265.80 |
+2.40 |
1,251 |
8,828 |
-100 |
Oct10 |
100212 |
255.40 |
257.90 |
253.70 |
257.70 |
+2.20 |
737 |
4,918 |
-23 |
Dec10 |
100212 |
253.70 |
257.00 |
251.80 |
255.90 |
+2.20 |
6,269 |
23,770 |
+1,006 |
Jan11 |
100212 |
255.40 |
257.10 |
253.30 |
257.10 |
+2.20 |
95 |
1,334 |
+58 |
Total Volume and Open Interest |
67,143 |
204,890 |
+3,465 |
Soybean Oil(CBOT) |
Mar10 |
100212 |
38.14 |
38.15 |
37.51 |
37.84 |
-0.30 |
59,648 |
93,198 |
-8,522 |
May10 |
100212 |
38.63 |
38.63 |
37.98 |
38.32 |
-0.31 |
41,315 |
86,531 |
+8,448 |
Jul10 |
100212 |
39.07 |
39.07 |
38.45 |
38.78 |
-0.30 |
19,783 |
63,247 |
+1,607 |
Aug10 |
100212 |
38.90 |
39.85 |
38.63 |
38.95 |
-0.33 |
825 |
7,825 |
+194 |
Sep10 |
100212 |
38.83 |
39.95 |
38.73 |
39.06 |
-0.32 |
488 |
6,110 |
-88 |
Oct10 |
100212 |
39.36 |
39.36 |
38.79 |
39.12 |
-0.31 |
361 |
4,702 |
-12 |
Dec10 |
100212 |
39.58 |
39.64 |
39.03 |
39.37 |
-0.31 |
7,534 |
28,362 |
-301 |
Jan11 |
100212 |
39.62 |
39.93 |
39.62 |
39.62 |
-0.31 |
0 |
472 |
+0 |
Total Volume and Open Interest |
130,013 |
291,311 |
+1,375 |
Canola(WCE) |
Mar10 |
100212 |
383.0 |
384.0 |
377.8 |
379.7 |
-4.6 |
7,887 |
55,013 |
-4,723 |
May10 |
100212 |
389.0 |
389.0 |
384.1 |
386.2 |
-4.3 |
5,214 |
45,952 |
+2,463 |
Jul10 |
100212 |
392.0 |
392.7 |
388.3 |
390.4 |
-4.6 |
518 |
14,927 |
-4 |
Nov10 |
100212 |
400.0 |
400.0 |
396.7 |
397.0 |
-5.9 |
387 |
12,753 |
+213 |
Jan11 |
100212 |
403.0 |
403.0 |
400.0 |
400.3 |
-5.9 |
0 |
388 |
+0 |
Total Volume and Open Interest |
14,006 |
129,240 |
-2,051 |
Corn(CBOT) |
Mar10 |
100212 |
363.50 |
364.25 |
357.50 |
361.50 |
-1.75 |
169,470 |
267,068 |
-29,735 |
May10 |
100212 |
375.00 |
375.75 |
369.25 |
373.25 |
-1.75 |
99,213 |
323,658 |
+21,366 |
Jul10 |
100212 |
385.50 |
386.25 |
380.00 |
384.25 |
-1.50 |
33,285 |
200,608 |
+11,336 |
Sep10 |
100212 |
392.25 |
393.00 |
387.50 |
391.25 |
-1.25 |
6,710 |
53,207 |
+1,089 |
Dec10 |
100212 |
398.50 |
399.25 |
394.00 |
397.25 |
-1.25 |
21,024 |
246,770 |
+2,963 |
Mar11 |
100212 |
409.50 |
410.00 |
405.75 |
408.25 |
-1.25 |
909 |
25,635 |
+290 |
Total Volume and Open Interest |
331,446 |
1,153,186 |
+7,551 |
Wheat(CBOT) |
Mar10 |
100212 |
493.50 |
493.75 |
480.00 |
486.50 |
-7.00 |
87,561 |
103,998 |
-19,315 |
May10 |
100212 |
508.50 |
508.75 |
495.00 |
501.25 |
-7.25 |
50,253 |
128,519 |
+13,599 |
Jul10 |
100212 |
520.00 |
520.75 |
507.75 |
514.00 |
-7.25 |
17,927 |
103,405 |
+3,975 |
Sep10 |
100212 |
535.00 |
535.00 |
524.25 |
529.50 |
-7.50 |
2,265 |
23,658 |
+674 |
Dec10 |
100212 |
556.25 |
561.75 |
550.25 |
554.50 |
-7.25 |
5,169 |
59,102 |
+860 |
Total Volume and Open Interest |
164,298 |
434,877 |
+297 |
Wheat(KCBT) |
Mar10 |
100212 |
501.00 |
502.00 |
490.75 |
494.50 |
-6.75 |
14,932 |
30,272 |
-4,255 |
May10 |
100212 |
512.00 |
513.50 |
502.25 |
505.75 |
-7.00 |
6,513 |
34,370 |
+2,839 |
Jul10 |
100212 |
524.00 |
525.00 |
513.50 |
517.00 |
-7.00 |
2,688 |
33,448 |
-31 |
Sep10 |
100212 |
527.50 |
530.25 |
525.50 |
528.50 |
-7.00 |
328 |
5,147 |
-18 |
Dec10 |
100212 |
544.50 |
548.00 |
542.75 |
545.75 |
-7.00 |
1,662 |
40,389 |
+232 |
Total Volume and Open Interest |
26,661 |
146,442 |
-852 |
Wheat(MGE) |
Mar10 |
100212 |
510.00 |
510.00 |
500.00 |
504.50 |
-6.00 |
4,090 |
12,075 |
-758 |
May10 |
100212 |
521.00 |
521.75 |
512.00 |
516.00 |
-5.00 |
1,181 |
9,679 |
+276 |
Jul10 |
100212 |
530.50 |
530.50 |
523.75 |
527.75 |
-6.75 |
507 |
9,867 |
-161 |
Sep10 |
100212 |
538.00 |
540.50 |
535.75 |
539.50 |
-7.00 |
288 |
4,804 |
+18 |
Dec10 |
100212 |
563.00 |
563.00 |
553.75 |
557.00 |
-6.00 |
497 |
6,037 |
+62 |
Total Volume and Open Interest |
6,628 |
43,597 |
-523 |
Oats(CBOT) |
Mar10 |
100212 |
234.50 |
237.00 |
228.75 |
232.75 |
+0.50 |
865 |
3,644 |
-146 |
May10 |
100212 |
243.75 |
246.25 |
237.75 |
241.75 |
+0.75 |
369 |
6,341 |
+218 |
Jul10 |
100212 |
252.00 |
252.00 |
249.00 |
250.00 |
+0.75 |
44 |
2,171 |
+27 |
Sep10 |
100212 |
258.00 |
258.00 |
257.25 |
258.00 |
+0.75 |
0 |
372 |
+0 |
Total Volume and Open Interest |
1,286 |
13,837 |
+104 |
Rough Rice(CBOT) |
Mar10 |
100212 |
14.36 |
14.50 |
14.25 |
14.26 |
-0.10 |
447 |
8,796 |
+94 |
May10 |
100212 |
14.75 |
14.81 |
14.57 |
14.59 |
-0.10 |
177 |
4,159 |
+33 |
Jul10 |
100212 |
14.94 |
15.00 |
14.84 |
14.84 |
-0.10 |
5 |
774 |
+0 |
Sep10 |
100212 |
13.73 |
13.75 |
13.65 |
13.65 |
-0.05 |
1 |
1,020 |
+0 |
Total Volume and Open Interest |
632 |
15,792 |
+127 |
Live Cattle(CME) |
Feb10 |
100212 |
89.500 |
89.700 |
89.100 |
89.385 |
-0.015 |
3,880 |
12,005 |
-5,340 |
Apr10 |
100212 |
91.600 |
91.680 |
90.700 |
90.785 |
-0.765 |
19,836 |
140,796 |
-591 |
Jun10 |
100212 |
89.200 |
89.250 |
88.500 |
88.550 |
-0.585 |
7,106 |
76,550 |
+543 |
Aug10 |
100212 |
88.135 |
88.200 |
87.635 |
87.730 |
-0.420 |
4,977 |
28,197 |
+1,238 |
Oct10 |
100212 |
90.535 |
90.730 |
90.050 |
90.230 |
-0.470 |
2,879 |
17,104 |
+510 |
Dec10 |
100212 |
91.730 |
91.900 |
91.400 |
91.550 |
-0.400 |
778 |
5,344 |
+412 |
Total Volume and Open Interest |
39,544 |
282,358 |
-3,172 |
Feeder Cattle(CME) |
Mar10 |
100212 |
100.480 |
100.900 |
99.730 |
99.750 |
-0.750 |
3,038 |
12,329 |
-517 |
Apr10 |
100212 |
101.500 |
102.000 |
100.750 |
100.830 |
-0.705 |
2,263 |
7,823 |
+985 |
May10 |
100212 |
102.500 |
102.900 |
101.700 |
101.885 |
-0.650 |
595 |
6,716 |
+221 |
Aug10 |
100212 |
103.650 |
104.100 |
103.000 |
103.285 |
-0.500 |
182 |
3,688 |
+60 |
Sep10 |
100212 |
103.600 |
104.000 |
103.100 |
103.450 |
-0.530 |
92 |
348 |
+70 |
Oct10 |
100212 |
103.480 |
103.700 |
102.500 |
103.500 |
-0.100 |
8 |
144 |
+4 |
Nov10 |
100212 |
103.000 |
103.250 |
103.000 |
103.250 |
-0.050 |
5 |
34 |
+5 |
Total Volume and Open Interest |
6,183 |
31,082 |
+828 |
Lean Hogs(CME) |
Feb10 |
100212 |
67.430 |
67.680 |
67.300 |
67.450 |
-0.185 |
2,233 |
7,901 |
-629 |
Apr10 |
100212 |
67.550 |
68.580 |
67.550 |
68.200 |
+0.520 |
9,922 |
81,292 |
+36 |
May10 |
100212 |
74.180 |
75.100 |
73.900 |
74.950 |
+0.550 |
91 |
4,674 |
+3 |
Jun10 |
100212 |
77.300 |
78.100 |
76.900 |
78.050 |
+0.765 |
3,053 |
44,551 |
-718 |
Jul10 |
100212 |
76.725 |
77.385 |
76.450 |
77.180 |
+0.295 |
1,830 |
15,797 |
-160 |
Aug10 |
100212 |
76.285 |
76.900 |
75.900 |
76.850 |
+0.450 |
680 |
15,216 |
+249 |
Oct10 |
100212 |
68.200 |
68.500 |
68.050 |
68.225 |
unch |
487 |
7,874 |
+158 |
Dec10 |
100212 |
65.830 |
65.900 |
65.500 |
65.700 |
-0.100 |
106 |
4,269 |
-2 |
Total Volume and Open Interest |
18,448 |
182,181 |
-1,023 |
Pork Bellies(CME) |
Feb10 |
100212 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
12 |
25 |
-10 |
Mar10 |
100212 |
85.000 |
86.800 |
84.000 |
84.000 |
-1.000 |
19 |
164 |
+8 |
May10 |
100212 |
86.750 |
87.750 |
86.000 |
86.000 |
-0.750 |
0 |
158 |
+0 |
Jul10 |
100212 |
90.750 |
90.750 |
89.700 |
90.750 |
unch |
0 |
50 |
+0 |
Aug10 |
100212 |
87.500 |
87.500 |
87.500 |
87.500 |
+2.000 |
0 |
22 |
+0 |
Total Volume and Open Interest |
31 |
419 |
-2 |
Class III Milk(CME) |
Feb10 |
100212 |
14.20 |
14.30 |
14.15 |
14.25 |
+0.01 |
421 |
3,671 |
-278 |
Mar10 |
100212 |
13.90 |
13.96 |
13.77 |
13.77 |
-0.19 |
451 |
3,696 |
-53 |
Apr10 |
100212 |
13.55 |
13.62 |
13.48 |
13.50 |
-0.10 |
431 |
3,504 |
-52 |
May10 |
100212 |
13.50 |
13.56 |
13.45 |
13.49 |
-0.13 |
220 |
2,830 |
-34 |
Jun10 |
100212 |
13.89 |
14.00 |
13.82 |
13.88 |
-0.07 |
243 |
2,416 |
+23 |
Total Volume and Open Interest |
2,260 |
27,477 |
-357 |
Cocoa(ICE) |
Mar10 |
100212 |
3094 |
3124 |
3019 |
3093 |
+4 |
7,161 |
6,142 |
-3,341 |
May10 |
100212 |
3114 |
3134 |
3045 |
3103 |
-13 |
10,014 |
70,468 |
+2,126 |
Jul10 |
100212 |
3141 |
3156 |
3078 |
3128 |
-16 |
2,311 |
19,252 |
+1,277 |
Sep10 |
100212 |
3114 |
3172 |
3106 |
3148 |
-15 |
818 |
9,176 |
+446 |
Dec10 |
100212 |
3147 |
3202 |
3137 |
3177 |
-15 |
378 |
6,348 |
+64 |
Mar11 |
100212 |
3201 |
3201 |
3201 |
3201 |
-15 |
226 |
11,351 |
+166 |
May11 |
100212 |
3201 |
3201 |
3201 |
3201 |
-13 |
18 |
4,571 |
+0 |
Total Volume and Open Interest |
20,935 |
129,834 |
+746 |
Coffee "C"(ICE) |
Mar10 |
100212 |
131.80 |
133.30 |
130.00 |
132.75 |
+0.55 |
28,155 |
32,888 |
-9,900 |
May10 |
100212 |
133.50 |
134.75 |
131.45 |
134.30 |
+0.65 |
27,241 |
62,132 |
+5,671 |
Jul10 |
100212 |
134.20 |
136.20 |
133.40 |
135.80 |
+0.65 |
4,006 |
17,278 |
+1,666 |
Sep10 |
100212 |
134.50 |
137.50 |
134.50 |
137.10 |
+0.60 |
562 |
7,774 |
-8 |
Dec10 |
100212 |
137.70 |
139.15 |
136.55 |
138.80 |
+0.55 |
382 |
7,010 |
+1 |
Mar11 |
100212 |
138.50 |
140.45 |
138.20 |
140.40 |
+0.55 |
133 |
4,434 |
+90 |
Total Volume and Open Interest |
60,509 |
132,401 |
-2,465 |
Orange Juice(ICE) |
Mar10 |
100212 |
134.00 |
136.45 |
134.00 |
135.35 |
+1.05 |
585 |
16,173 |
+60 |
May10 |
100212 |
139.40 |
140.00 |
137.80 |
138.85 |
+1.05 |
226 |
11,777 |
+69 |
Jul10 |
100212 |
141.80 |
142.45 |
141.50 |
142.15 |
+1.00 |
30 |
4,505 |
-1 |
Sep10 |
100212 |
142.35 |
143.00 |
142.35 |
142.70 |
+1.00 |
10 |
1,139 |
+7 |
Nov10 |
100212 |
142.60 |
142.60 |
142.60 |
142.60 |
+1.60 |
4 |
401 |
+1 |
Jan11 |
100212 |
144.25 |
144.45 |
144.25 |
144.35 |
+1.85 |
4 |
598 |
+2 |
Total Volume and Open Interest |
862 |
34,817 |
+140 |
Sugar #11(ICE) |
Mar10 |
100212 |
27.58 |
27.95 |
26.72 |
26.95 |
-0.58 |
55,206 |
187,423 |
-14,296 |
May10 |
100212 |
27.00 |
27.25 |
26.09 |
26.33 |
-0.57 |
44,456 |
215,188 |
+12,629 |
Jul10 |
100212 |
24.48 |
24.80 |
24.00 |
24.19 |
-0.37 |
15,628 |
170,512 |
-170 |
Oct10 |
100212 |
22.49 |
22.65 |
22.03 |
22.29 |
-0.23 |
5,290 |
152,203 |
+324 |
Mar11 |
100212 |
20.71 |
20.80 |
20.07 |
20.46 |
-0.26 |
1,903 |
57,339 |
+520 |
Total Volume and Open Interest |
123,336 |
858,850 |
-682 |
London Cocoa(LCE) |
Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
May10 |
100212 |
2266 |
2283 |
2227 |
2261 |
+5 |
2,881 |
43,078 |
+1,010 |
Jul10 |
100212 |
2247 |
2260 |
2211 |
2241 |
+4 |
1,010 |
30,337 |
-275 |
Sep10 |
100212 |
2225 |
2234 |
2193 |
2220 |
+1 |
376 |
16,230 |
+75 |
Dec10 |
100212 |
2197 |
2212 |
2172 |
2198 |
+1 |
373 |
11,696 |
+0 |
Mar11 |
091231 |
2097 |
2123 |
2097 |
2119 |
+1 |
8 |
8,491 |
-73 |
May11 |
100212 |
2182 |
2182 |
2182 |
2182 |
+7 |
2 |
1,538 |
+0 |
Total Volume and Open Interest |
8,015 |
155,705 |
-77 |
London Sugar(LCE) |
May10 |
100212 |
743.20 |
750.60 |
731.00 |
736.00 |
-1.60 |
5,965 |
39,817 |
+798 |
Aug10 |
100212 |
692.60 |
700.50 |
681.00 |
686.60 |
-1.10 |
1,596 |
15,055 |
-494 |
Oct10 |
100212 |
621.90 |
624.50 |
608.30 |
615.50 |
+0.30 |
227 |
7,326 |
+122 |
Dec10 |
100212 |
574.00 |
574.00 |
559.40 |
569.40 |
-1.80 |
14 |
1,744 |
+14 |
Mar11 |
100212 |
542.30 |
543.40 |
532.60 |
543.40 |
-2.80 |
17 |
769 |
+13 |
Total Volume and Open Interest |
13,892 |
74,624 |
-3,476 |
Cotton(ICE) |
Mar10 |
100212 |
73.26 |
74.60 |
72.43 |
74.39 |
+1.47 |
24,628 |
36,342 |
-12,784 |
May10 |
100212 |
73.81 |
75.09 |
73.21 |
74.91 |
+1.10 |
21,968 |
64,541 |
+8,903 |
Jul10 |
100212 |
74.65 |
75.65 |
74.05 |
75.51 |
+0.86 |
4,704 |
32,436 |
+245 |
Oct10 |
100212 |
73.49 |
73.71 |
73.49 |
73.71 |
+0.72 |
56 |
169 |
-35 |
Dec10 |
100212 |
72.50 |
73.02 |
71.94 |
73.02 |
+0.32 |
1,692 |
23,699 |
+840 |
Mar11 |
100212 |
74.49 |
75.20 |
74.15 |
74.92 |
+0.22 |
59 |
2,288 |
-51 |
Total Volume and Open Interest |
53,131 |
161,222 |
-2,871 |
Lumber(CME) |
Mar10 |
100212 |
264.4 |
271.9 |
260.7 |
270.9 |
+6.9 |
507 |
2,985 |
-299 |
May10 |
100212 |
282.0 |
288.7 |
278.3 |
288.0 |
+6.9 |
353 |
5,118 |
+78 |
Jul10 |
100212 |
289.2 |
296.4 |
286.9 |
296.4 |
+6.6 |
185 |
1,483 |
+68 |
Sep10 |
100212 |
280.8 |
288.0 |
280.6 |
288.0 |
+4.7 |
17 |
569 |
+6 |
Total Volume and Open Interest |
1,076 |
10,193 |
-135 |
Crude Oil(NYM) |
Mar10 |
100212 |
75.30 |
75.35 |
72.66 |
74.13 |
-1.15 |
422,057 |
185,178 |
-36,959 |
Apr10 |
100212 |
75.74 |
75.76 |
73.09 |
74.50 |
-1.22 |
153,593 |
207,347 |
+21,711 |
May10 |
100212 |
76.24 |
76.24 |
73.62 |
75.03 |
-1.20 |
67,340 |
131,224 |
+7,530 |
Jun10 |
100212 |
76.53 |
76.53 |
74.22 |
75.57 |
-1.16 |
41,666 |
134,417 |
+4,989 |
Jul10 |
100212 |
76.77 |
76.78 |
74.65 |
76.08 |
-1.13 |
6,803 |
49,606 |
+492 |
Aug10 |
100212 |
77.19 |
77.23 |
75.62 |
76.54 |
-1.09 |
3,607 |
25,136 |
-346 |
Sep10 |
100212 |
77.23 |
77.23 |
75.78 |
76.95 |
-1.07 |
3,302 |
30,189 |
-215 |
Oct10 |
100212 |
78.42 |
78.42 |
75.97 |
77.38 |
-1.04 |
2,803 |
18,445 |
-96 |
Nov10 |
100212 |
77.82 |
77.82 |
77.82 |
77.82 |
-1.02 |
3,970 |
21,267 |
-613 |
Dec10 |
100212 |
79.31 |
79.31 |
76.85 |
78.28 |
-0.99 |
24,844 |
187,480 |
+1,005 |
Jan11 |
100212 |
77.95 |
78.62 |
77.95 |
78.62 |
-0.97 |
1,415 |
21,089 |
+333 |
Feb11 |
100212 |
78.47 |
78.96 |
78.47 |
78.96 |
-0.94 |
969 |
14,906 |
-322 |
Mar11 |
100212 |
79.27 |
79.27 |
79.27 |
79.27 |
-0.93 |
470 |
9,551 |
+36 |
Apr11 |
100212 |
79.55 |
79.55 |
79.55 |
79.55 |
-0.92 |
672 |
11,207 |
+268 |
May11 |
100212 |
79.81 |
79.81 |
79.81 |
79.81 |
-0.91 |
501 |
3,961 |
-11 |
Jun11 |
100212 |
79.68 |
80.05 |
79.68 |
80.05 |
-0.90 |
1,093 |
22,671 |
-70 |
Total Volume and Open Interest |
743,295 |
1,305,656 |
-1,946 |
e-miNY Crude Oil(NYM) |
Feb10 |
100119 |
77.825 |
79.075 |
76.775 |
79.025 |
+1.025 |
6,744 |
2,926 |
-836 |
Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
Apr10 |
100212 |
75.800 |
75.800 |
73.125 |
74.500 |
-1.225 |
742 |
1,382 |
+115 |
May10 |
100212 |
75.900 |
76.225 |
73.700 |
75.025 |
-1.200 |
52 |
289 |
-2 |
Jun10 |
100212 |
75.700 |
76.725 |
74.750 |
75.575 |
-1.150 |
15 |
174 |
-4 |
Jul10 |
100212 |
76.000 |
77.200 |
74.925 |
76.075 |
-1.125 |
0 |
15 |
+0 |
Aug10 |
100212 |
76.550 |
77.625 |
76.550 |
76.550 |
-1.075 |
1 |
3 |
+0 |
Sep10 |
100212 |
76.950 |
78.025 |
76.950 |
76.950 |
-1.075 |
0 |
2 |
+0 |
Oct10 |
100212 |
77.375 |
78.425 |
77.375 |
77.375 |
-1.050 |
0 |
10 |
+0 |
Nov10 |
100212 |
77.825 |
78.850 |
77.825 |
77.825 |
-1.025 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,702 |
5,747 |
+80 |
Heating Oil(NYM) |
Mar10 |
100212 |
196.27 |
196.30 |
189.95 |
191.89 |
-4.41 |
40,534 |
70,740 |
-5,310 |
Apr10 |
100212 |
197.12 |
197.12 |
190.93 |
192.88 |
-4.24 |
20,080 |
53,390 |
+554 |
May10 |
100212 |
197.97 |
197.97 |
192.00 |
193.97 |
-4.00 |
11,446 |
35,783 |
+2,656 |
Jun10 |
100212 |
198.44 |
198.66 |
193.09 |
195.24 |
-3.80 |
7,030 |
40,328 |
-109 |
Jul10 |
100212 |
200.22 |
200.22 |
195.40 |
197.38 |
-3.54 |
1,170 |
16,133 |
+429 |
Aug10 |
100212 |
200.36 |
200.36 |
197.64 |
199.53 |
-3.40 |
467 |
9,035 |
+17 |
Sep10 |
100212 |
204.57 |
204.60 |
199.18 |
201.80 |
-3.29 |
804 |
10,183 |
+217 |
Oct10 |
100212 |
204.98 |
204.98 |
201.40 |
204.28 |
-3.24 |
695 |
8,645 |
-22 |
Nov10 |
100212 |
207.39 |
207.39 |
204.70 |
206.68 |
-3.21 |
630 |
7,206 |
+128 |
Dec10 |
100212 |
211.13 |
211.13 |
206.68 |
209.07 |
-3.18 |
1,866 |
24,307 |
-88 |
Jan11 |
100212 |
211.44 |
212.08 |
210.44 |
211.50 |
-3.14 |
78 |
12,067 |
-10 |
Feb11 |
100212 |
214.95 |
214.95 |
211.92 |
212.93 |
-3.06 |
35 |
4,798 |
+28 |
Total Volume and Open Interest |
85,057 |
312,262 |
-1,450 |
Gasoline(NYMEX) |
Mar10 |
100212 |
193.80 |
193.80 |
187.16 |
192.95 |
-0.62 |
50,840 |
61,516 |
-7,000 |
Apr10 |
100212 |
206.57 |
206.57 |
200.30 |
205.38 |
-1.19 |
30,495 |
53,253 |
+3,856 |
May10 |
100212 |
207.00 |
207.00 |
201.95 |
206.70 |
-1.37 |
11,691 |
37,802 |
+2,213 |
Jun10 |
100212 |
206.00 |
207.31 |
203.47 |
207.06 |
-1.52 |
5,507 |
30,229 |
+734 |
Jul10 |
100212 |
206.41 |
206.66 |
203.24 |
206.66 |
-1.68 |
2,518 |
18,113 |
+641 |
Aug10 |
100212 |
203.00 |
205.86 |
203.00 |
205.86 |
-1.76 |
1,039 |
9,010 |
+306 |
Sep10 |
100212 |
201.97 |
204.87 |
201.43 |
204.87 |
-1.86 |
1,485 |
15,214 |
+136 |
Oct10 |
100212 |
192.38 |
194.97 |
192.38 |
194.97 |
-1.96 |
1,197 |
5,417 |
+251 |
Nov10 |
100212 |
194.12 |
194.12 |
194.12 |
194.12 |
-2.03 |
991 |
11,234 |
-99 |
Dec10 |
100212 |
195.81 |
196.10 |
190.64 |
194.12 |
-2.09 |
1,834 |
11,165 |
+896 |
Total Volume and Open Interest |
108,199 |
260,846 |
+2,408 |
e-miNY RBOB Gasoline(NYM) |
Mar10 |
100212 |
193.00 |
193.60 |
192.95 |
193.00 |
-0.60 |
0 |
7 |
+0 |
Apr10 |
100212 |
205.40 |
206.60 |
205.38 |
205.40 |
-1.20 |
|
|
|
May10 |
100212 |
206.70 |
208.10 |
206.70 |
206.70 |
-1.40 |
|
|
|
Jun10 |
100212 |
207.10 |
208.60 |
207.06 |
207.10 |
-1.50 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Mar10 |
100212 |
5.404 |
5.556 |
5.308 |
5.468 |
+0.072 |
138,424 |
118,016 |
-24,338 |
Apr10 |
100212 |
5.391 |
5.527 |
5.293 |
5.447 |
+0.064 |
88,602 |
114,179 |
+3,140 |
May10 |
100212 |
5.432 |
5.568 |
5.361 |
5.495 |
+0.052 |
52,549 |
114,110 |
+11,369 |
Jun10 |
100212 |
5.460 |
5.630 |
5.460 |
5.564 |
+0.044 |
9,652 |
39,487 |
+2,290 |
Jul10 |
100212 |
5.585 |
5.690 |
5.516 |
5.636 |
+0.037 |
7,550 |
31,826 |
+1,163 |
Aug10 |
100212 |
5.610 |
5.750 |
5.560 |
5.694 |
+0.034 |
3,886 |
35,264 |
-332 |
Sep10 |
100212 |
5.641 |
5.780 |
5.600 |
5.726 |
+0.033 |
2,858 |
25,140 |
-34 |
Oct10 |
100212 |
5.775 |
5.875 |
5.735 |
5.824 |
+0.029 |
10,311 |
54,884 |
+540 |
Nov10 |
100212 |
6.080 |
6.170 |
6.032 |
6.117 |
+0.027 |
1,520 |
12,253 |
-267 |
Dec10 |
100212 |
6.405 |
6.470 |
6.355 |
6.427 |
+0.022 |
2,543 |
24,240 |
-194 |
Jan11 |
100212 |
6.574 |
6.695 |
6.570 |
6.647 |
+0.022 |
4,538 |
32,306 |
+161 |
Feb11 |
100212 |
6.541 |
6.630 |
6.450 |
6.607 |
+0.022 |
411 |
11,506 |
+290 |
Mar11 |
100212 |
6.370 |
6.450 |
6.359 |
6.414 |
+0.012 |
2,365 |
22,778 |
-607 |
Apr11 |
100212 |
5.928 |
5.991 |
5.928 |
5.946 |
-0.011 |
2,356 |
23,765 |
-627 |
May11 |
100212 |
5.950 |
5.950 |
5.916 |
5.916 |
-0.011 |
30 |
9,873 |
-1 |
Jun11 |
100212 |
6.011 |
6.011 |
5.950 |
5.959 |
-0.013 |
13 |
4,423 |
+8 |
Total Volume and Open Interest |
327,843 |
768,451 |
-7,376 |
Brent Crude Oil(ICE) |
Apr10 |
100212 |
73.91 |
74.00 |
71.65 |
72.90 |
-1.22 |
169,296 |
192,020 |
+10,010 |
May10 |
100212 |
74.50 |
74.53 |
72.21 |
73.42 |
-1.29 |
52,676 |
139,002 |
+8,533 |
Jun10 |
100212 |
75.00 |
75.00 |
73.02 |
73.97 |
-1.33 |
30,779 |
95,680 |
-2,938 |
Jul10 |
100212 |
75.12 |
75.52 |
73.72 |
74.50 |
-1.34 |
11,137 |
31,341 |
+1,527 |
Aug10 |
100212 |
75.61 |
75.70 |
74.22 |
75.00 |
-1.32 |
6,677 |
21,735 |
-43 |
Sep10 |
100212 |
76.06 |
76.15 |
74.69 |
75.47 |
-1.29 |
3,478 |
14,523 |
+191 |
Oct10 |
100212 |
76.50 |
76.59 |
75.15 |
75.93 |
-1.27 |
2,674 |
16,208 |
-251 |
Nov10 |
100212 |
76.89 |
76.89 |
75.61 |
76.38 |
-1.24 |
2,789 |
13,584 |
+53 |
Dec10 |
100212 |
77.70 |
77.70 |
75.90 |
76.85 |
-1.21 |
17,758 |
81,992 |
-275 |
Jan11 |
100212 |
77.28 |
77.28 |
77.28 |
77.28 |
-1.20 |
5,224 |
11,654 |
-149 |
Feb11 |
100212 |
77.72 |
77.72 |
77.72 |
77.72 |
-1.18 |
2,482 |
6,328 |
+317 |
Mar11 |
100212 |
78.14 |
78.14 |
78.14 |
78.14 |
-1.16 |
486 |
5,598 |
-23 |
Apr11 |
100212 |
78.54 |
78.54 |
78.54 |
78.54 |
-1.15 |
358 |
2,677 |
+28 |
May11 |
100212 |
78.91 |
78.91 |
78.91 |
78.91 |
-1.16 |
316 |
2,621 |
+69 |
Total Volume and Open Interest |
449,389 |
767,732 |
-6,048 |
Gas Oil(ICE) |
Mar10 |
100212 |
599.00 |
600.00 |
581.50 |
583.75 |
-12.25 |
100,102 |
175,674 |
+5,605 |
Apr10 |
100212 |
604.50 |
606.25 |
587.75 |
590.00 |
-12.00 |
58,414 |
110,287 |
+5,873 |
May10 |
100212 |
611.25 |
611.50 |
593.75 |
596.25 |
-11.50 |
31,704 |
52,998 |
+749 |
Jun10 |
100212 |
617.50 |
617.50 |
600.50 |
602.50 |
-11.00 |
29,617 |
43,190 |
+417 |
Jul10 |
100212 |
618.00 |
618.00 |
608.75 |
609.00 |
-10.50 |
15,311 |
21,193 |
+574 |
Aug10 |
100212 |
617.00 |
620.50 |
614.00 |
615.25 |
-10.25 |
8,811 |
23,546 |
+917 |
Sep10 |
100212 |
631.75 |
631.75 |
620.75 |
621.25 |
-10.25 |
5,983 |
23,419 |
+379 |
Oct10 |
100212 |
635.00 |
635.00 |
626.75 |
627.25 |
-10.25 |
3,921 |
14,550 |
+232 |
Nov10 |
100212 |
637.50 |
637.75 |
631.50 |
632.00 |
-10.00 |
3,410 |
14,174 |
-52 |
Dec10 |
100212 |
650.00 |
650.00 |
635.00 |
636.75 |
-9.50 |
6,028 |
80,752 |
-272 |
Total Volume and Open Interest |
308,083 |
650,650 |
-19,342 |
Ethanol(CBOT) |
Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
Mar10 |
100212 |
1.705 |
1.705 |
1.695 |
1.700 |
-0.029 |
71 |
781 |
-44 |
Apr10 |
100212 |
1.702 |
1.708 |
1.702 |
1.704 |
-0.028 |
103 |
1,402 |
-84 |
May10 |
100212 |
1.702 |
1.710 |
1.702 |
1.709 |
-0.028 |
36 |
775 |
-4 |
Jun10 |
100212 |
1.702 |
1.710 |
1.702 |
1.709 |
-0.028 |
22 |
750 |
+8 |
Jul10 |
100212 |
1.710 |
1.710 |
1.708 |
1.709 |
-0.028 |
22 |
1,039 |
+17 |
Aug10 |
100212 |
1.710 |
1.710 |
1.695 |
1.695 |
-0.024 |
26 |
644 |
+2 |
Sep10 |
100212 |
1.695 |
1.695 |
1.695 |
1.695 |
-0.025 |
15 |
632 |
+15 |
Total Volume and Open Interest |
351 |
8,047 |
-60 |
US Dollar Index(ICE) |
Mar10 |
100212 |
80.180 |
80.835 |
80.075 |
80.410 |
+0.310 |
29,073 |
54,369 |
+306 |
Jun10 |
100212 |
80.800 |
81.130 |
80.690 |
80.720 |
+0.320 |
302 |
4,839 |
-35 |
Sep10 |
100212 |
80.940 |
80.940 |
80.940 |
80.940 |
+0.320 |
0 |
1 |
+0 |
Total Volume and Open Interest |
29,375 |
59,210 |
+271 |
Australian Dollar(CME) |
Mar10 |
100212 |
88.77 |
88.89 |
87.59 |
88.59 |
-0.30 |
118,754 |
91,676 |
-2,544 |
Jun10 |
100212 |
87.83 |
87.97 |
86.75 |
87.73 |
-0.28 |
385 |
5,367 |
-16 |
Sep10 |
100212 |
86.83 |
87.09 |
86.83 |
86.83 |
-0.26 |
2 |
31 |
-2 |
Total Volume and Open Interest |
119,142 |
97,081 |
-2,562 |
British Pound(CME) |
Mar10 |
100212 |
156.93 |
157.40 |
155.76 |
156.63 |
-0.29 |
143,605 |
122,407 |
+7,272 |
Jun10 |
100212 |
156.74 |
157.28 |
155.68 |
156.53 |
-0.29 |
349 |
1,130 |
+28 |
Sep10 |
100212 |
156.45 |
156.86 |
155.92 |
156.45 |
-0.30 |
1 |
84 |
+1 |
Total Volume and Open Interest |
143,955 |
123,663 |
+7,301 |
Canadian Dollar(CME) |
Mar10 |
100212 |
95.18 |
95.34 |
94.52 |
95.16 |
-0.10 |
81,355 |
79,164 |
-930 |
Jun10 |
100212 |
95.10 |
95.25 |
94.53 |
95.15 |
-0.10 |
433 |
2,784 |
+94 |
Sep10 |
100212 |
95.13 |
95.23 |
94.54 |
95.13 |
-0.10 |
11 |
793 |
+5 |
Dec10 |
100212 |
94.85 |
95.17 |
94.53 |
95.07 |
-0.10 |
105 |
699 |
+25 |
Total Volume and Open Interest |
81,910 |
83,513 |
-804 |
Japanese Yen(CME) |
Mar10 |
100212 |
111.45 |
111.64 |
110.60 |
111.19 |
-0.25 |
121,961 |
116,780 |
-2,434 |
Jun10 |
100212 |
111.54 |
111.68 |
110.67 |
111.25 |
-0.25 |
249 |
663 |
+37 |
Sep10 |
100212 |
111.35 |
111.60 |
111.01 |
111.35 |
-0.25 |
0 |
196 |
+0 |
Total Volume and Open Interest |
122,210 |
117,663 |
-2,397 |
Swiss Franc(CME) |
Mar10 |
100212 |
93.41 |
93.48 |
92.36 |
92.90 |
-0.54 |
43,785 |
43,285 |
+1,121 |
Jun10 |
100212 |
93.18 |
93.50 |
92.44 |
92.96 |
-0.54 |
16 |
182 |
+0 |
Sep10 |
100212 |
93.04 |
93.58 |
92.69 |
93.04 |
-0.54 |
0 |
8 |
+0 |
Total Volume and Open Interest |
43,802 |
43,480 |
+1,121 |
EuroFX(CME) |
Mar10 |
100212 |
136.89 |
136.95 |
135.31 |
136.17 |
-0.70 |
298,921 |
196,772 |
+2,489 |
Jun10 |
100212 |
136.88 |
136.90 |
135.29 |
136.14 |
-0.70 |
926 |
2,793 |
+335 |
Sep10 |
100212 |
136.09 |
136.78 |
135.43 |
136.09 |
-0.69 |
2 |
672 |
-2 |
Total Volume and Open Interest |
299,854 |
200,282 |
+2,825 |
Mexican Peso(CME) |
Feb10 |
100212 |
770.5 |
771.0 |
770.5 |
770.5 |
-0.5 |
2 |
0 |
-2 |
Mar10 |
100212 |
770.2 |
771.8 |
763.5 |
770.5 |
+2.5 |
16,188 |
84,097 |
-101 |
Total Volume and Open Interest |
16,202 |
85,816 |
-100 |
30-Year T-Bonds(CBOT) |
Mar10 |
100212 |
117~110 |
117~280 |
117~080 |
117~190 |
+0~080 |
|
|
|
Jun10 |
100212 |
115~160 |
116~100 |
115~160 |
116~020 |
+0~100 |
7,432 |
17,142 |
+1,760 |
Sep10 |
100212 |
114~250 |
114~250 |
114~150 |
114~250 |
+0~100 |
0 |
16 |
+0 |
Total Volume and Open Interest |
307,261 |
667,270 |
-3,568 |
10-Year T-Notes(CBOT) |
Mar10 |
100212 |
117~255 |
118~080 |
117~240 |
118~025 |
+0~100 |
1,100,423 |
1,380,200 |
-9,169 |
Jun10 |
100212 |
116~095 |
116~250 |
116~095 |
116~200 |
+0~100 |
6,009 |
24,670 |
+3,652 |
Sep10 |
100212 |
115~055 |
115~055 |
114~275 |
115~055 |
+0~100 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,106,432 |
1,404,874 |
-5,517 |
5-Year T-Notes(CBOT) |
Mar10 |
100212 |
116~085 |
116~086 |
116~077 |
116~078 |
+0~026 |
|
|
|
Jun10 |
100212 |
115~049 |
115~064 |
115~026 |
115~052 |
+0~026 |
1,122 |
10,799 |
+205 |
Sep10 |
100212 |
114~026 |
114~026 |
114~000 |
114~026 |
+0~026 |
|
|
|
Total Volume and Open Interest |
527,309 |
942,776 |
+1,782 |
2 Year T-Notes(CBOT) |
Mar10 |
100211 |
108~117 |
108~122 |
108~112 |
108~119 |
+0~002 |
|
|
|
Jun10 |
100212 |
108~060 |
108~067 |
108~050 |
108~064 |
+0~014 |
5,049 |
40,550 |
+1,240 |
Sep10 |
100212 |
107~125 |
107~125 |
107~109 |
107~125 |
+0~016 |
|
|
|
Total Volume and Open Interest |
331,136 |
995,680 |
+417 |
Eurodollars(CME) |
Mar10 |
100212 |
99.710 |
99.715 |
99.705 |
99.710 |
unch |
201,650 |
1,183,004 |
-1,435 |
Jun10 |
100212 |
99.570 |
99.595 |
99.570 |
99.580 |
+0.010 |
234,380 |
1,089,946 |
-8,447 |
Sep10 |
100212 |
99.320 |
99.365 |
99.315 |
99.350 |
+0.040 |
371,169 |
884,856 |
-43,857 |
Dec10 |
100212 |
98.985 |
99.055 |
98.980 |
99.035 |
+0.060 |
404,807 |
906,495 |
+8,698 |
Mar11 |
100212 |
98.635 |
98.720 |
98.635 |
98.695 |
+0.070 |
396,374 |
615,259 |
+1,206 |
Jun11 |
100212 |
98.275 |
98.360 |
98.270 |
98.335 |
+0.070 |
304,518 |
716,271 |
-15,547 |
Sep11 |
100212 |
97.925 |
98.010 |
97.925 |
97.985 |
+0.070 |
214,643 |
550,728 |
-7,801 |
Dec11 |
100212 |
97.590 |
97.670 |
97.585 |
97.645 |
+0.070 |
202,465 |
360,780 |
-11,626 |
Mar12 |
100212 |
97.285 |
97.365 |
97.285 |
97.340 |
+0.065 |
79,603 |
259,735 |
+153 |
Jun12 |
100212 |
96.990 |
97.060 |
96.990 |
97.040 |
+0.065 |
61,925 |
218,931 |
-2,897 |
Sep12 |
100212 |
96.715 |
96.790 |
96.715 |
96.765 |
+0.060 |
53,852 |
124,804 |
-3,254 |
Dec12 |
100212 |
96.470 |
96.525 |
96.460 |
96.500 |
+0.055 |
45,777 |
109,592 |
+809 |
Mar13 |
100212 |
96.240 |
96.315 |
96.240 |
96.290 |
+0.050 |
15,474 |
76,083 |
-189 |
Jun13 |
100212 |
96.055 |
96.110 |
96.055 |
96.085 |
+0.045 |
12,030 |
61,076 |
+488 |
Sep13 |
100212 |
95.875 |
95.920 |
95.870 |
95.895 |
+0.040 |
9,868 |
53,264 |
+578 |
Dec13 |
100212 |
95.710 |
95.735 |
95.680 |
95.710 |
+0.040 |
12,547 |
33,591 |
-479 |
Mar14 |
100212 |
95.545 |
95.585 |
95.535 |
95.560 |
+0.035 |
7,232 |
35,212 |
+865 |
Jun14 |
100212 |
95.395 |
95.435 |
95.385 |
95.410 |
+0.035 |
6,472 |
30,321 |
+906 |
Total Volume and Open Interest |
2,688,296 |
7,506,791 |
-93,312 |
30 Day Federal Funds(CBOT) |
Feb10 |
100212 |
99.870 |
99.872 |
99.868 |
99.870 |
+0.003 |
12,871 |
83,269 |
-2,730 |
Mar10 |
100212 |
99.855 |
99.860 |
99.855 |
99.855 |
unch |
4,193 |
56,795 |
+1,168 |
Apr10 |
100212 |
99.840 |
99.840 |
99.835 |
99.835 |
unch |
24,433 |
75,092 |
+6,755 |
May10 |
100212 |
99.815 |
99.825 |
99.810 |
99.820 |
+0.005 |
9,928 |
65,893 |
+1,754 |
Jun10 |
100212 |
99.795 |
99.810 |
99.795 |
99.805 |
+0.010 |
9,047 |
53,949 |
-759 |
Jul10 |
100212 |
99.760 |
99.775 |
99.755 |
99.765 |
+0.010 |
11,523 |
53,077 |
-927 |
Total Volume and Open Interest |
106,981 |
560,095 |
+8,789 |
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 |
100212 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
0 |
1,338 |
+0 |
Jun10 |
100212 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
80 |
+0 |
Sep10 |
100212 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
230 |
+0 |
Dec10 |
100212 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
242 |
+0 |
Mar11 |
100212 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
Jun11 |
100212 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Sep11 |
100212 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
Dec11 |
100212 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Mar12 |
100212 |
99.490 |
99.490 |
99.490 |
99.490 |
unch |
|
|
|
Jun12 |
100212 |
99.540 |
99.540 |
99.540 |
99.540 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
1,890 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100212 |
99.58 |
99.58 |
99.57 |
99.57 |
unch |
307 |
4,545 |
+321 |
Jun10 |
100212 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
101 |
1,622 |
+0 |
Sep10 |
100212 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
101 |
2,021 |
-1 |
Dec10 |
100212 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
100 |
1,438 |
-100 |
Mar11 |
100212 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
664 |
+0 |
Jun11 |
100212 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
56 |
+0 |
Sep11 |
100212 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
51 |
+0 |
Dec11 |
100212 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
102 |
+0 |
Total Volume and Open Interest |
609 |
11,870 |
+220 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100210 |
139.26 |
139.50 |
139.10 |
139.48 |
+0.42 |
2,055 |
15,816 |
-343 |
Jun10 |
100212 |
139.32 |
139.32 |
139.32 |
139.32 |
-0.08 |
|
|
|
Sep10 |
100212 |
139.32 |
139.32 |
139.32 |
139.32 |
-0.08 |
|
|
|
Total Volume and Open Interest |
2,639 |
15,235 |
-478 |
Euro-Bund(EUREX) |
Mar10 |
100212 |
123.15 |
123.63 |
123.10 |
123.55 |
+0.40 |
1,324,886 |
977,311 |
-10,531 |
Jun10 |
100212 |
121.72 |
122.10 |
121.67 |
122.07 |
+0.40 |
1,365 |
6,507 |
+842 |
Sep10 |
100212 |
121.75 |
121.75 |
121.75 |
121.75 |
+0.40 |
|
|
|
Total Volume and Open Interest |
1,326,251 |
983,818 |
-9,689 |
Euro-Bobl(EUREX) |
Mar10 |
100205 |
117.65 |
118.11 |
117.64 |
117.94 |
+0.20 |
490,512 |
748,283 |
+748,283 |
Jun10 |
100212 |
116.11 |
116.25 |
116.06 |
116.25 |
+0.31 |
9,543 |
15,237 |
+8,572 |
Sep10 |
100212 |
116.04 |
116.04 |
116.04 |
116.04 |
+0.32 |
|
|
|
Total Volume and Open Interest |
667,502 |
781,182 |
+45,720 |
3-Mth Euribor(EUREX) |
Mar10 |
100212 |
99.325 |
99.330 |
99.320 |
99.325 |
+0.005 |
93 |
11,189 |
+5 |
Jun10 |
100212 |
99.120 |
99.135 |
99.110 |
99.130 |
+0.010 |
24 |
7,158 |
+1 |
Sep10 |
100212 |
98.895 |
98.920 |
98.890 |
98.920 |
+0.045 |
1 |
2,521 |
+0 |
Total Volume and Open Interest |
235 |
24,784 |
+42 |
Long Gilt(LIFFE) |
Mar10 |
100212 |
114~26 |
115~02 |
114~05 |
114~20 |
-0~05 |
133,547 |
253,118 |
+2,565 |
Jun10 |
100212 |
113~10 |
113~14 |
112~29 |
113~06 |
-0~05 |
|
|
|
Total Volume and Open Interest |
133,547 |
253,118 |
+2,565 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100212 |
99.35 |
99.36 |
99.33 |
99.33 |
-0.02 |
68,668 |
335,374 |
+17,659 |
Jun10 |
100212 |
99.26 |
99.27 |
99.23 |
99.24 |
-0.01 |
122,546 |
335,361 |
-1,869 |
Sep10 |
100212 |
99.05 |
99.05 |
99.02 |
99.04 |
unch |
129,427 |
316,085 |
+1,194 |
Dec10 |
100212 |
98.72 |
98.74 |
98.69 |
98.73 |
+0.02 |
184,886 |
341,906 |
-7,710 |
Mar11 |
100212 |
98.36 |
98.41 |
98.33 |
98.39 |
+0.04 |
192,035 |
297,936 |
-5,086 |
Jun11 |
100212 |
97.98 |
98.03 |
97.94 |
98.02 |
+0.05 |
125,832 |
186,293 |
+5,923 |
Total Volume and Open Interest |
1,018,542 |
2,200,850 |
+7,767 |
3-Mth Euribor(LIFFE) |
Mar10 |
100212 |
99.325 |
99.330 |
99.315 |
99.325 |
+0.005 |
76,342 |
711,581 |
-5,158 |
Jun10 |
100212 |
99.125 |
99.140 |
99.110 |
99.130 |
+0.010 |
163,937 |
758,590 |
-125 |
Sep10 |
100212 |
98.890 |
98.935 |
98.875 |
98.920 |
+0.045 |
201,977 |
612,487 |
+10,024 |
Total Volume and Open Interest |
1,150,737 |
3,746,632 |
+13,898 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100212 |
95.75 |
95.77 |
95.72 |
95.74 |
-0.01 |
32,572 |
291,776 |
-2,355 |
Jun10 |
100212 |
95.47 |
95.49 |
95.43 |
95.47 |
+0.01 |
55,366 |
237,865 |
-3,739 |
Sep10 |
100212 |
95.20 |
95.22 |
95.16 |
95.21 |
+0.01 |
24,059 |
119,475 |
+4,178 |
Dec10 |
100212 |
94.95 |
94.97 |
94.91 |
94.96 |
+0.01 |
8,454 |
92,403 |
-818 |
Mar11 |
100212 |
94.73 |
94.76 |
94.68 |
94.75 |
+0.02 |
4,930 |
40,247 |
+984 |
Jun11 |
100212 |
94.56 |
94.59 |
94.52 |
94.57 |
unch |
3,582 |
33,628 |
+391 |
Sep11 |
100212 |
94.39 |
94.43 |
94.39 |
94.43 |
+0.01 |
599 |
17,216 |
-230 |
Dec11 |
100212 |
94.29 |
94.32 |
94.29 |
94.32 |
unch |
519 |
8,140 |
-123 |
Mar12 |
100212 |
94.25 |
94.25 |
94.25 |
94.25 |
unch |
0 |
2,963 |
+0 |
Jun12 |
100212 |
94.20 |
94.20 |
94.20 |
94.20 |
unch |
0 |
1,522 |
+0 |
Total Volume and Open Interest |
130,081 |
846,700 |
-1,712 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100212 |
94.43 |
94.46 |
94.40 |
94.43 |
unch |
40,463 |
368,640 |
-717 |
Jun10 |
100212 |
94.43 |
94.43 |
94.43 |
94.43 |
unch |
|
|
|
Total Volume and Open Interest |
40,463 |
368,640 |
-717 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100212 |
95.08 |
95.11 |
95.03 |
95.08 |
-0.01 |
180,421 |
783,406 |
+41,186 |
Jun10 |
100212 |
95.08 |
95.08 |
95.08 |
95.08 |
-0.01 |
|
|
|
Total Volume and Open Interest |
180,421 |
783,406 |
+41,186 |
Gold(CMX) |
Feb10 |
100212 |
1089.6 |
1092.0 |
1079.8 |
1089.5 |
-4.7 |
640 |
892 |
-88 |
Apr10 |
100212 |
1094.6 |
1097.7 |
1078.1 |
1090.0 |
-4.7 |
163,920 |
285,378 |
-1,845 |
Jun10 |
100212 |
1097.4 |
1098.4 |
1079.6 |
1091.1 |
-4.7 |
3,095 |
57,501 |
+213 |
Aug10 |
100212 |
1097.5 |
1097.5 |
1080.4 |
1092.1 |
-4.7 |
2,747 |
21,109 |
-295 |
Oct10 |
100212 |
1089.0 |
1093.1 |
1088.5 |
1093.1 |
-4.8 |
512 |
9,643 |
+341 |
Dec10 |
100212 |
1097.5 |
1097.5 |
1082.8 |
1094.3 |
-4.9 |
2,351 |
35,140 |
+465 |
Feb11 |
100212 |
1093.7 |
1095.9 |
1093.7 |
1095.9 |
-5.1 |
755 |
8,156 |
+335 |
Apr11 |
100212 |
1092.0 |
1098.0 |
1092.0 |
1098.0 |
-5.2 |
103 |
3,952 |
+50 |
Jun11 |
100212 |
445.0 |
445.0 |
445.0 |
445.0 |
-5.4 |
400 |
7,442 |
-400 |
Aug11 |
100212 |
1103.3 |
1103.3 |
1103.3 |
1103.3 |
-5.6 |
0 |
1,686 |
+0 |
Oct11 |
100212 |
1106.7 |
1106.7 |
1106.7 |
1106.7 |
-5.8 |
210 |
3,444 |
+190 |
Dec11 |
100212 |
1100.0 |
1110.5 |
1100.0 |
1110.4 |
-6.0 |
1,285 |
11,725 |
+218 |
Total Volume and Open Interest |
177,940 |
466,217 |
-688 |
Silver(CMX) |
Mar10 |
100212 |
1565.0 |
1574.0 |
1521.0 |
1544.7 |
-14.3 |
42,715 |
50,945 |
-3,102 |
May10 |
100212 |
1574.0 |
1574.0 |
1524.0 |
1547.2 |
-14.4 |
7,729 |
27,172 |
+2,437 |
Jul10 |
100212 |
1577.0 |
1577.0 |
1530.0 |
1549.2 |
-14.4 |
507 |
10,749 |
+231 |
Sep10 |
100212 |
1566.0 |
1572.5 |
1538.5 |
1550.9 |
-14.4 |
87 |
3,624 |
+35 |
Dec10 |
100212 |
1567.0 |
1567.0 |
1531.5 |
1553.2 |
-14.5 |
403 |
12,548 |
+67 |
Mar11 |
100212 |
1556.0 |
1556.0 |
1556.0 |
1556.0 |
-14.6 |
3 |
1,463 |
+3 |
May11 |
100212 |
1548.0 |
1557.7 |
1548.0 |
1557.7 |
-14.9 |
2 |
1,727 |
+2 |
Total Volume and Open Interest |
51,892 |
118,571 |
-22 |
Platinum(NYMEX) |
Apr10 |
100212 |
1527.2 |
1531.0 |
1489.5 |
1511.1 |
-8.2 |
4,348 |
31,904 |
-367 |
Jul10 |
100212 |
1523.6 |
1524.9 |
1490.0 |
1511.3 |
-8.2 |
157 |
1,837 |
+71 |
Oct10 |
100212 |
1513.6 |
1513.6 |
1511.3 |
1511.3 |
-8.2 |
0 |
29 |
+0 |
Jan11 |
100212 |
1501.1 |
1501.1 |
1501.1 |
1501.1 |
-8.2 |
0 |
207 |
+0 |
Total Volume and Open Interest |
4,573 |
34,097 |
-228 |
Palladium(NYMEX) |
Mar10 |
100212 |
419.50 |
422.95 |
409.50 |
418.15 |
-0.80 |
2,945 |
18,320 |
-324 |
Jun10 |
100212 |
420.30 |
423.00 |
411.30 |
419.20 |
-0.90 |
882 |
3,737 |
+564 |
Sep10 |
100212 |
420.55 |
420.55 |
420.55 |
420.55 |
-0.90 |
0 |
251 |
+0 |
Total Volume and Open Interest |
3,829 |
22,337 |
+242 |
Copper(CMX) |
Mar10 |
100212 |
313.25 |
314.00 |
303.40 |
308.25 |
-5.10 |
42,592 |
43,571 |
-5,698 |
May10 |
100212 |
315.00 |
315.70 |
305.35 |
310.20 |
-4.95 |
13,519 |
51,700 |
+4,463 |
Jul10 |
100212 |
314.25 |
314.50 |
307.00 |
311.20 |
-4.85 |
1,796 |
14,546 |
+749 |
Sep10 |
100212 |
311.60 |
311.70 |
310.25 |
311.70 |
-4.60 |
346 |
5,559 |
+277 |
Dec10 |
100212 |
312.50 |
312.50 |
308.00 |
311.70 |
-4.70 |
216 |
4,799 |
-84 |
Total Volume and Open Interest |
58,994 |
123,945 |
-131 |
DJIA Index(CBOT) |
Mar10 |
100212 |
10132 |
10132 |
9953 |
10117 |
+7 |
340 |
13,511 |
-49 |
Jun10 |
100212 |
10005 |
10054 |
10005 |
10054 |
+7 |
20 |
28 |
+11 |
Sep10 |
100212 |
9997 |
9997 |
9990 |
9997 |
+7 |
|
|
|
Dec10 |
100212 |
9947 |
9947 |
9940 |
9947 |
+7 |
|
|
|
Total Volume and Open Interest |
360 |
13,539 |
-38 |
S & P 500(CME) |
Mar10 |
100212 |
1076.10 |
1079.60 |
1060.50 |
1079.10 |
+2.50 |
14,795 |
365,755 |
-2,512 |
Jun10 |
100212 |
1057.50 |
1074.30 |
1055.00 |
1074.30 |
+2.50 |
125 |
8,419 |
-305 |
Sep10 |
100212 |
1069.40 |
1069.40 |
1051.90 |
1069.40 |
+2.50 |
27 |
1,262 |
+0 |
Dec10 |
100212 |
1065.00 |
1065.00 |
1047.50 |
1065.00 |
+2.50 |
2 |
813 |
+2 |
Total Volume and Open Interest |
14,949 |
376,250 |
-2,815 |
S & P 500 E-Mini(Globex) |
Mar10 |
100212 |
1076.25 |
1079.75 |
1060.00 |
1079.00 |
+2.50 |
2,204,772 |
2,813,255 |
+2,813,255 |
Jun10 |
100212 |
1071.75 |
1076.00 |
1055.25 |
1074.25 |
+2.50 |
2,791 |
25,808 |
+2,352 |
Total Volume and Open Interest |
2,207,604 |
2,840,528 |
+5,242 |
NASDAQ 100(CME) |
Mar10 |
100212 |
1777.00 |
1784.00 |
1754.00 |
1783.30 |
+7.80 |
2,443 |
29,605 |
+1,961 |
Jun10 |
100212 |
1780.80 |
1780.80 |
1766.00 |
1780.80 |
+7.80 |
2 |
695 |
-2 |
Sep10 |
100212 |
1779.80 |
1779.80 |
1778.00 |
1779.80 |
+7.80 |
|
|
|
Total Volume and Open Interest |
2,445 |
30,300 |
+1,959 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100212 |
1773.30 |
1783.50 |
1754.00 |
1783.30 |
+7.80 |
296,949 |
388,775 |
+8,960 |
Jun10 |
100212 |
1770.80 |
1780.80 |
1752.50 |
1780.80 |
+7.80 |
373 |
6,557 |
+104 |
Total Volume and Open Interest |
297,322 |
395,346 |
+9,064 |
S & P Midcap 400(CME) |
Mar10 |
100212 |
701.00 |
717.00 |
700.00 |
716.70 |
+8.40 |
8 |
2,949 |
+3 |
Jun10 |
100212 |
714.50 |
714.60 |
714.50 |
714.50 |
+8.40 |
|
|
|
Sep10 |
100212 |
712.50 |
712.60 |
712.50 |
712.50 |
+8.40 |
|
|
|
Total Volume and Open Interest |
8 |
2,949 |
+3 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100212 |
10075 |
10135 |
9985 |
10105 |
+30 |
10,031 |
40,125 |
+665 |
Jun10 |
100212 |
10105 |
10105 |
10075 |
10105 |
+30 |
|
|
|
Total Volume and Open Interest |
10,031 |
40,125 |
+665 |
Nikkei 225(SGX) |
Mar10 |
100212 |
10075 |
10110 |
9930 |
10105 |
+110 |
108,584 |
186,481 |
-1,375 |
Jun10 |
100212 |
9995 |
10045 |
9965 |
10045 |
+110 |
42 |
1,740 |
+3 |
Sep10 |
100212 |
10050 |
10050 |
10050 |
10050 |
+110 |
0 |
55 |
+0 |
Total Volume and Open Interest |
110,984 |
196,192 |
-616 |
CAC 40(EURONEXT) |
Feb10 |
100212 |
3659.0 |
3661.0 |
3577.0 |
3598.5 |
-19.0 |
150,373 |
362,861 |
-2,620 |
Mar10 |
100212 |
3668.0 |
3668.0 |
3580.5 |
3599.5 |
-19.0 |
1,638 |
82,444 |
+935 |
Apr10 |
100212 |
3606.0 |
3613.0 |
3600.0 |
3600.0 |
-19.0 |
6 |
199 |
+14 |
Total Volume and Open Interest |
152,047 |
447,773 |
-1,637 |
Hang Seng Index(HKFE) |
Feb10 |
100212 |
20200 |
20424 |
20170 |
20336 |
+131 |
88,291 |
80,402 |
+215 |
Mar10 |
100212 |
20156 |
20357 |
20128 |
20275 |
+122 |
2,167 |
11,217 |
+680 |
Total Volume and Open Interest |
90,530 |
92,861 |
+899 |
DAX(EUREX) |
Mar10 |
100212 |
5569.0 |
5570.0 |
5460.5 |
5504.5 |
-7.0 |
175,040 |
148,774 |
-3,584 |
Jun10 |
100212 |
5566.0 |
5570.0 |
5470.0 |
5512.0 |
-7.5 |
222 |
11,751 |
-58 |
Sep10 |
100212 |
5575.0 |
5575.5 |
5487.5 |
5521.0 |
-7.0 |
29 |
1,150 |
-1 |
Total Volume and Open Interest |
175,291 |
161,675 |
-3,643 |
FT-SE 100(EURONEXT) |
Mar10 |
100212 |
5161.00 |
5181.00 |
5089.00 |
5121.00 |
-16.50 |
136,032 |
669,977 |
-3,931 |
Jun10 |
100212 |
5117.50 |
5120.00 |
5054.00 |
5071.00 |
-16.50 |
20 |
4,600 |
-7 |
Sep10 |
100212 |
5071.50 |
5071.50 |
5033.00 |
5033.00 |
-16.00 |
0 |
329 |
+0 |
Total Volume and Open Interest |
136,052 |
675,497 |
-3,938 |
SPI 200(SFE) |
Mar10 |
100212 |
4524.0 |
4565.0 |
4481.0 |
4534.0 |
+12.0 |
25,326 |
200,380 |
-19,675 |
Jun10 |
100212 |
4546.0 |
4575.0 |
4540.0 |
4551.0 |
+13.0 |
177 |
2,283 |
-86 |
Sep10 |
100212 |
4534.0 |
4534.0 |
4534.0 |
4534.0 |
+13.0 |
0 |
1,965 |
+0 |
Total Volume and Open Interest |
25,591 |
206,089 |
-19,673 |
GSCI(CME) |
Feb10 |
100212 |
490.10 |
497.05 |
484.50 |
491.00 |
-6.00 |
1,562 |
8,228 |
-1,034 |
Mar10 |
100212 |
494.60 |
501.70 |
489.00 |
495.30 |
-6.35 |
1,981 |
10,773 |
+1,273 |
Apr10 |
100212 |
497.50 |
505.05 |
493.50 |
499.00 |
-6.00 |
2 |
0 |
+0 |
Total Volume and Open Interest |
3,545 |
19,001 |
+239 |
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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