|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 16, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100216 |
948.00 |
966.00 |
945.25 |
965.50 |
+20.50 |
108,012 |
116,777 |
-15,576 |
May10 |
100216 |
957.50 |
975.00 |
954.00 |
974.50 |
+20.50 |
62,864 |
160,118 |
+9,315 |
Jul10 |
100216 |
963.00 |
982.00 |
961.00 |
981.75 |
+21.00 |
31,954 |
81,851 |
+1,743 |
Aug10 |
100216 |
964.00 |
977.00 |
956.00 |
977.00 |
+21.00 |
229 |
3,770 |
+15 |
Sep10 |
100216 |
942.50 |
956.50 |
942.50 |
956.50 |
+19.00 |
327 |
2,950 |
-123 |
Nov10 |
100216 |
922.75 |
941.00 |
921.50 |
941.00 |
+19.00 |
14,336 |
99,519 |
+496 |
Jan11 |
100216 |
934.00 |
950.25 |
934.00 |
950.25 |
+18.75 |
46 |
5,331 |
+9 |
Total Volume and Open Interest |
218,116 |
479,460 |
-3,881 |
Soybean Meal(CBOT) |
Mar10 |
100216 |
282.00 |
284.50 |
280.60 |
283.90 |
+3.90 |
29,325 |
51,888 |
-6,078 |
May10 |
100216 |
274.50 |
278.50 |
274.50 |
278.30 |
+4.10 |
23,550 |
65,531 |
+6,321 |
Jul10 |
100216 |
273.50 |
277.70 |
273.50 |
277.20 |
+4.20 |
9,907 |
37,033 |
+964 |
Aug10 |
100216 |
272.00 |
274.30 |
271.80 |
274.00 |
+4.10 |
1,669 |
10,088 |
+233 |
Sep10 |
100216 |
267.90 |
269.70 |
265.80 |
269.50 |
+3.70 |
2,076 |
9,218 |
+390 |
Oct10 |
100216 |
259.50 |
261.30 |
259.10 |
260.50 |
+2.80 |
1,535 |
5,216 |
+298 |
Dec10 |
100216 |
257.40 |
259.90 |
256.50 |
258.90 |
+3.00 |
6,854 |
23,625 |
-145 |
Jan11 |
100216 |
259.50 |
260.10 |
257.10 |
260.10 |
+3.00 |
210 |
1,386 |
+52 |
Total Volume and Open Interest |
75,593 |
206,864 |
+1,974 |
Soybean Oil(CBOT) |
Mar10 |
100216 |
37.82 |
39.02 |
37.56 |
38.95 |
+1.11 |
54,713 |
76,667 |
-16,531 |
May10 |
100216 |
38.25 |
39.49 |
38.07 |
39.43 |
+1.11 |
35,499 |
94,275 |
+7,744 |
Jul10 |
100216 |
38.66 |
39.95 |
38.65 |
39.89 |
+1.11 |
14,309 |
66,745 |
+3,498 |
Aug10 |
100216 |
39.27 |
40.07 |
39.27 |
40.07 |
+1.12 |
1,339 |
8,485 |
+660 |
Sep10 |
100216 |
39.53 |
40.18 |
39.53 |
40.17 |
+1.11 |
1,218 |
6,371 |
+261 |
Oct10 |
100216 |
39.45 |
40.27 |
39.45 |
40.22 |
+1.10 |
629 |
4,819 |
+117 |
Dec10 |
100216 |
39.18 |
40.53 |
39.18 |
40.47 |
+1.10 |
7,591 |
29,886 |
+1,524 |
Jan11 |
100216 |
40.22 |
40.72 |
39.62 |
40.72 |
+1.10 |
6 |
472 |
+0 |
Total Volume and Open Interest |
115,354 |
288,634 |
-2,677 |
Canola(WCE) |
Mar10 |
100216 |
379.9 |
386.3 |
379.9 |
385.3 |
+5.6 |
8,715 |
54,392 |
-621 |
May10 |
100216 |
386.5 |
392.3 |
386.5 |
391.7 |
+5.5 |
4,007 |
48,629 |
+2,677 |
Jul10 |
100216 |
390.4 |
397.2 |
390.4 |
396.4 |
+6.0 |
606 |
15,345 |
+418 |
Nov10 |
100216 |
396.8 |
405.6 |
396.8 |
404.2 |
+7.2 |
440 |
13,174 |
+421 |
Jan11 |
100216 |
407.5 |
407.5 |
407.5 |
407.5 |
+7.2 |
35 |
420 |
+32 |
Total Volume and Open Interest |
13,803 |
132,167 |
+2,927 |
Corn(CBOT) |
Mar10 |
100216 |
362.25 |
368.75 |
362.00 |
367.25 |
+5.75 |
134,275 |
243,914 |
-23,154 |
May10 |
100216 |
373.75 |
380.50 |
373.75 |
379.00 |
+5.75 |
78,191 |
351,355 |
+27,697 |
Jul10 |
100216 |
384.25 |
391.25 |
384.25 |
390.00 |
+5.75 |
28,535 |
208,797 |
+8,189 |
Sep10 |
100216 |
391.25 |
398.00 |
391.25 |
396.75 |
+5.50 |
3,033 |
53,569 |
+362 |
Dec10 |
100216 |
397.50 |
404.00 |
397.50 |
402.75 |
+5.50 |
16,132 |
248,003 |
+1,233 |
Mar11 |
100216 |
408.00 |
415.00 |
408.00 |
414.00 |
+5.75 |
1,056 |
25,870 |
+235 |
Total Volume and Open Interest |
261,785 |
1,167,622 |
+14,436 |
Wheat(CBOT) |
Mar10 |
100216 |
490.00 |
509.00 |
488.25 |
505.00 |
+18.50 |
54,328 |
100,085 |
-3,913 |
May10 |
100216 |
504.75 |
523.25 |
503.00 |
519.50 |
+18.25 |
29,618 |
140,082 |
+11,563 |
Jul10 |
100216 |
518.00 |
536.00 |
516.00 |
532.25 |
+18.25 |
9,307 |
105,803 |
+2,398 |
Sep10 |
100216 |
536.00 |
552.00 |
536.00 |
548.25 |
+18.75 |
1,831 |
23,846 |
+188 |
Dec10 |
100216 |
558.50 |
575.75 |
558.50 |
572.25 |
+17.75 |
4,366 |
59,813 |
+711 |
Total Volume and Open Interest |
100,164 |
446,246 |
+11,369 |
Wheat(KCBT) |
Mar10 |
100216 |
497.25 |
516.75 |
496.00 |
512.50 |
+18.00 |
8,765 |
29,115 |
-1,157 |
May10 |
100216 |
510.00 |
528.00 |
507.25 |
523.75 |
+18.00 |
4,336 |
35,494 |
+1,124 |
Jul10 |
100216 |
518.50 |
538.50 |
518.50 |
534.25 |
+17.25 |
1,581 |
33,852 |
+404 |
Sep10 |
100216 |
540.25 |
548.50 |
540.00 |
545.75 |
+17.25 |
215 |
5,159 |
+12 |
Dec10 |
100216 |
550.00 |
567.00 |
549.00 |
563.00 |
+17.25 |
1,616 |
41,012 |
+623 |
Total Volume and Open Interest |
16,617 |
147,491 |
+1,049 |
Wheat(MGE) |
Mar10 |
100216 |
507.50 |
525.25 |
507.50 |
520.50 |
+16.00 |
2,213 |
11,622 |
-453 |
May10 |
100216 |
516.75 |
536.25 |
516.75 |
531.50 |
+15.50 |
891 |
9,746 |
+67 |
Jul10 |
100216 |
530.50 |
547.50 |
530.50 |
542.75 |
+15.00 |
573 |
9,505 |
-362 |
Sep10 |
100216 |
546.00 |
560.00 |
546.00 |
555.00 |
+15.50 |
267 |
5,108 |
+304 |
Dec10 |
100216 |
560.00 |
576.75 |
560.00 |
573.50 |
+16.50 |
285 |
6,124 |
+87 |
Total Volume and Open Interest |
4,286 |
43,255 |
-342 |
Oats(CBOT) |
Mar10 |
100216 |
232.50 |
237.75 |
229.75 |
236.00 |
+3.25 |
498 |
3,568 |
-76 |
May10 |
100216 |
242.00 |
246.75 |
241.00 |
245.00 |
+3.25 |
236 |
6,417 |
+76 |
Jul10 |
100216 |
251.25 |
255.00 |
250.00 |
253.50 |
+3.50 |
11 |
2,176 |
+5 |
Sep10 |
100216 |
262.25 |
262.25 |
258.00 |
261.50 |
+3.50 |
0 |
372 |
+0 |
Total Volume and Open Interest |
776 |
13,860 |
+23 |
Rough Rice(CBOT) |
Mar10 |
100216 |
14.23 |
14.31 |
14.14 |
14.16 |
-0.10 |
1,266 |
8,391 |
-405 |
May10 |
100216 |
14.57 |
14.64 |
14.48 |
14.48 |
-0.11 |
1,084 |
5,075 |
+916 |
Jul10 |
100216 |
14.83 |
14.83 |
14.74 |
14.74 |
-0.10 |
16 |
783 |
+9 |
Sep10 |
100216 |
13.65 |
13.65 |
13.62 |
13.62 |
-0.02 |
14 |
1,020 |
+0 |
Total Volume and Open Interest |
2,395 |
16,315 |
+523 |
Live Cattle(CME) |
Feb10 |
100216 |
89.430 |
90.580 |
89.400 |
90.480 |
+1.095 |
4,777 |
13,565 |
+1,560 |
Apr10 |
100216 |
90.830 |
92.250 |
90.830 |
92.180 |
+1.395 |
19,171 |
141,417 |
+621 |
Jun10 |
100216 |
88.600 |
90.000 |
88.600 |
89.980 |
+1.430 |
9,852 |
77,672 |
+1,122 |
Aug10 |
100216 |
87.600 |
88.850 |
87.600 |
88.750 |
+1.020 |
6,739 |
30,735 |
+2,538 |
Oct10 |
100216 |
90.150 |
91.200 |
90.150 |
91.135 |
+0.905 |
1,992 |
17,322 |
+218 |
Dec10 |
100216 |
91.650 |
92.500 |
91.550 |
92.500 |
+0.950 |
550 |
5,787 |
+443 |
Total Volume and Open Interest |
44,075 |
289,162 |
+6,804 |
Feeder Cattle(CME) |
Mar10 |
100216 |
99.830 |
101.350 |
99.730 |
101.135 |
+1.385 |
2,761 |
11,662 |
-667 |
Apr10 |
100216 |
100.930 |
102.350 |
100.900 |
102.330 |
+1.500 |
2,472 |
8,870 |
+1,047 |
May10 |
100216 |
101.800 |
103.200 |
101.800 |
103.150 |
+1.265 |
470 |
6,820 |
+104 |
Aug10 |
100216 |
103.500 |
104.500 |
103.500 |
104.285 |
+1.000 |
395 |
3,885 |
+197 |
Sep10 |
100216 |
103.900 |
104.450 |
103.900 |
104.450 |
+1.000 |
85 |
450 |
+102 |
Oct10 |
100216 |
103.480 |
104.300 |
103.480 |
104.300 |
+0.800 |
33 |
171 |
+27 |
Nov10 |
100216 |
103.000 |
103.800 |
103.000 |
103.800 |
+0.550 |
5 |
39 |
+5 |
Total Volume and Open Interest |
6,221 |
31,897 |
+815 |
Lean Hogs(CME) |
Apr10 |
100216 |
68.300 |
69.300 |
67.885 |
68.285 |
+0.085 |
13,088 |
79,221 |
-2,071 |
May10 |
100216 |
74.900 |
75.400 |
74.535 |
74.950 |
unch |
130 |
4,699 |
+25 |
Jun10 |
100216 |
77.750 |
78.950 |
77.700 |
78.225 |
+0.175 |
5,412 |
44,496 |
-55 |
Jul10 |
100216 |
77.150 |
78.000 |
76.930 |
77.535 |
+0.355 |
2,283 |
16,147 |
+350 |
Aug10 |
100216 |
76.635 |
77.385 |
76.400 |
76.885 |
+0.035 |
677 |
15,191 |
-25 |
Oct10 |
100216 |
68.300 |
68.800 |
68.000 |
68.250 |
+0.025 |
356 |
8,059 |
+185 |
Dec10 |
100216 |
65.900 |
66.250 |
65.700 |
65.900 |
+0.200 |
47 |
4,280 |
+11 |
Feb11 |
100216 |
68.500 |
68.650 |
68.300 |
68.600 |
+0.300 |
29 |
527 |
+28 |
Total Volume and Open Interest |
23,376 |
180,206 |
-1,975 |
Pork Bellies(CME) |
Feb10 |
100216 |
83.700 |
84.400 |
83.700 |
83.700 |
-1.800 |
6 |
15 |
-10 |
Mar10 |
100216 |
84.300 |
84.500 |
82.600 |
83.600 |
-0.400 |
38 |
151 |
-13 |
May10 |
100216 |
86.550 |
87.000 |
85.600 |
85.600 |
-0.400 |
11 |
162 |
+4 |
Jul10 |
100216 |
90.750 |
90.750 |
90.450 |
90.750 |
unch |
0 |
50 |
+0 |
Aug10 |
100216 |
87.500 |
87.500 |
87.500 |
87.500 |
unch |
0 |
22 |
+0 |
Total Volume and Open Interest |
55 |
400 |
-19 |
Class III Milk(CME) |
Feb10 |
100216 |
14.21 |
14.26 |
14.17 |
14.20 |
-0.05 |
41 |
3,648 |
-23 |
Mar10 |
100216 |
13.80 |
13.87 |
13.45 |
13.51 |
-0.26 |
363 |
3,615 |
-81 |
Apr10 |
100216 |
13.47 |
13.53 |
13.05 |
13.11 |
-0.39 |
351 |
3,473 |
-31 |
May10 |
100216 |
13.49 |
13.49 |
13.12 |
13.22 |
-0.27 |
211 |
2,844 |
+14 |
Jun10 |
100216 |
13.88 |
13.90 |
13.53 |
13.62 |
-0.26 |
149 |
2,483 |
+67 |
Total Volume and Open Interest |
1,333 |
27,478 |
+1 |
Cocoa(ICE) |
Mar10 |
100216 |
3115 |
3165 |
3115 |
3153 |
+60 |
4,496 |
2,306 |
-3,836 |
May10 |
100216 |
3134 |
3169 |
3127 |
3163 |
+60 |
12,264 |
69,440 |
-1,028 |
Jul10 |
100216 |
3171 |
3190 |
3153 |
3187 |
+59 |
1,884 |
19,069 |
-183 |
Sep10 |
100216 |
3193 |
3205 |
3174 |
3205 |
+57 |
680 |
9,220 |
+44 |
Dec10 |
100216 |
3219 |
3238 |
3205 |
3232 |
+55 |
240 |
6,323 |
-25 |
Mar11 |
100216 |
3236 |
3262 |
3233 |
3256 |
+55 |
244 |
11,377 |
+26 |
May11 |
100216 |
3230 |
3260 |
3230 |
3256 |
+55 |
197 |
4,578 |
+7 |
Total Volume and Open Interest |
20,007 |
124,839 |
-4,995 |
Coffee "C"(ICE) |
Mar10 |
100216 |
133.15 |
134.80 |
132.00 |
133.45 |
+0.70 |
15,886 |
24,608 |
-8,280 |
May10 |
100216 |
134.70 |
136.45 |
133.60 |
135.05 |
+0.75 |
15,272 |
68,150 |
+6,018 |
Jul10 |
100216 |
135.90 |
137.75 |
135.20 |
136.55 |
+0.75 |
1,142 |
17,592 |
+314 |
Sep10 |
100216 |
137.70 |
138.20 |
136.50 |
137.85 |
+0.75 |
423 |
7,897 |
+123 |
Dec10 |
100216 |
139.30 |
140.85 |
138.55 |
139.60 |
+0.80 |
283 |
7,714 |
+704 |
Mar11 |
100216 |
140.10 |
142.40 |
140.10 |
141.15 |
+0.75 |
66 |
4,542 |
+108 |
Total Volume and Open Interest |
33,087 |
131,501 |
-900 |
Orange Juice(ICE) |
Mar10 |
100216 |
136.00 |
139.20 |
136.00 |
138.30 |
+2.95 |
1,204 |
15,701 |
-472 |
May10 |
100216 |
139.25 |
142.70 |
139.25 |
142.00 |
+3.15 |
471 |
11,974 |
+197 |
Jul10 |
100216 |
144.40 |
145.95 |
143.50 |
145.10 |
+2.95 |
83 |
4,519 |
+14 |
Sep10 |
100216 |
146.25 |
146.45 |
145.70 |
146.30 |
+3.60 |
22 |
1,155 |
+16 |
Nov10 |
100216 |
145.00 |
146.85 |
145.00 |
146.70 |
+4.10 |
9 |
404 |
+3 |
Jan11 |
100216 |
147.00 |
148.20 |
147.00 |
148.05 |
+3.70 |
6 |
599 |
+1 |
Total Volume and Open Interest |
1,796 |
34,576 |
-241 |
Sugar #11(ICE) |
Mar10 |
100216 |
27.30 |
27.72 |
27.12 |
27.36 |
+0.41 |
63,888 |
178,245 |
-9,178 |
May10 |
100216 |
26.63 |
27.07 |
26.52 |
26.78 |
+0.45 |
65,329 |
232,244 |
+17,056 |
Jul10 |
100216 |
24.32 |
24.80 |
24.32 |
24.70 |
+0.51 |
18,736 |
171,598 |
+1,086 |
Oct10 |
100216 |
22.35 |
22.75 |
22.30 |
22.74 |
+0.45 |
7,982 |
152,166 |
-37 |
Mar11 |
100216 |
20.39 |
20.85 |
20.39 |
20.85 |
+0.39 |
3,317 |
58,090 |
+751 |
Total Volume and Open Interest |
160,162 |
868,602 |
+9,752 |
London Cocoa(LCE) |
Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
May10 |
100216 |
2287 |
2294 |
2277 |
2286 |
+25 |
6,270 |
44,083 |
+1,005 |
Jul10 |
100216 |
2265 |
2273 |
2259 |
2262 |
+21 |
323 |
30,358 |
+21 |
Sep10 |
100216 |
2249 |
2254 |
2243 |
2243 |
+23 |
183 |
16,253 |
+23 |
Dec10 |
100216 |
2231 |
2231 |
2218 |
2218 |
+20 |
425 |
11,807 |
+111 |
Mar11 |
100216 |
2203 |
2203 |
2203 |
2203 |
+17 |
37 |
11,297 |
+11,297 |
May11 |
100216 |
2201 |
2201 |
2201 |
2201 |
+19 |
0 |
1,538 |
+1,538 |
Total Volume and Open Interest |
|
|
|
London Sugar(LCE) |
May10 |
100216 |
739.30 |
745.50 |
735.00 |
739.00 |
+3.00 |
5,387 |
41,574 |
+1,757 |
Aug10 |
100216 |
689.00 |
696.50 |
689.00 |
689.60 |
+3.00 |
1,048 |
15,391 |
+336 |
Oct10 |
100216 |
615.00 |
620.30 |
613.30 |
616.30 |
+0.80 |
417 |
7,250 |
-76 |
Dec10 |
100216 |
566.90 |
567.60 |
563.30 |
567.60 |
-1.80 |
83 |
1,797 |
+53 |
Mar11 |
100216 |
541.60 |
545.00 |
540.30 |
543.00 |
-0.40 |
16 |
782 |
+13 |
Total Volume and Open Interest |
9,175 |
71,768 |
-12,967 |
Cotton(ICE) |
Mar10 |
100216 |
74.29 |
75.74 |
74.27 |
75.34 |
+0.95 |
9,667 |
31,048 |
-5,294 |
May10 |
100216 |
74.90 |
76.46 |
74.68 |
76.26 |
+1.35 |
9,227 |
69,186 |
+4,645 |
Jul10 |
100216 |
75.41 |
76.93 |
75.38 |
76.62 |
+1.11 |
1,824 |
32,841 |
+405 |
Oct10 |
100216 |
74.00 |
74.09 |
74.00 |
74.01 |
+0.30 |
0 |
169 |
+0 |
Dec10 |
100216 |
73.02 |
73.45 |
72.35 |
73.13 |
+0.11 |
1,052 |
23,848 |
+149 |
Mar11 |
100216 |
75.08 |
75.58 |
74.99 |
75.18 |
+0.26 |
44 |
2,317 |
+29 |
Total Volume and Open Interest |
21,819 |
161,158 |
-64 |
Lumber(CME) |
Mar10 |
100216 |
270.7 |
277.8 |
269.6 |
270.0 |
-0.9 |
385 |
2,984 |
-1 |
May10 |
100216 |
286.9 |
293.0 |
286.9 |
288.9 |
+0.9 |
310 |
5,114 |
-4 |
Jul10 |
100216 |
295.7 |
298.0 |
293.2 |
295.8 |
-0.6 |
199 |
1,526 |
+43 |
Sep10 |
100216 |
289.6 |
290.8 |
285.0 |
290.8 |
+2.8 |
12 |
578 |
+9 |
Total Volume and Open Interest |
915 |
10,248 |
+55 |
Crude Oil(NYM) |
Mar10 |
100216 |
74.02 |
77.42 |
73.71 |
77.01 |
+2.88 |
464,441 |
156,710 |
-28,468 |
Apr10 |
100216 |
74.36 |
77.83 |
74.06 |
77.42 |
+2.92 |
221,849 |
235,068 |
+27,721 |
May10 |
100216 |
74.98 |
78.26 |
74.58 |
77.92 |
+2.89 |
88,139 |
144,131 |
+12,907 |
Jun10 |
100216 |
75.65 |
78.65 |
75.24 |
78.42 |
+2.85 |
52,787 |
143,567 |
+9,150 |
Jul10 |
100216 |
75.97 |
79.04 |
75.73 |
78.91 |
+2.83 |
12,976 |
49,197 |
-409 |
Aug10 |
100216 |
76.55 |
79.48 |
76.49 |
79.33 |
+2.79 |
4,266 |
25,389 |
+253 |
Sep10 |
100216 |
76.94 |
79.81 |
76.53 |
79.72 |
+2.77 |
6,192 |
31,354 |
+1,165 |
Oct10 |
100216 |
78.78 |
80.18 |
78.78 |
80.11 |
+2.73 |
2,832 |
18,132 |
-313 |
Nov10 |
100216 |
80.45 |
80.51 |
80.30 |
80.51 |
+2.69 |
2,631 |
21,136 |
-131 |
Dec10 |
100216 |
78.31 |
81.18 |
77.79 |
80.94 |
+2.66 |
31,401 |
189,261 |
+1,781 |
Jan11 |
100216 |
81.52 |
81.52 |
81.26 |
81.26 |
+2.64 |
1,223 |
21,089 |
+0 |
Feb11 |
100216 |
81.58 |
81.58 |
81.58 |
81.58 |
+2.62 |
464 |
14,978 |
+72 |
Mar11 |
100216 |
81.88 |
81.88 |
81.88 |
81.88 |
+2.61 |
1,059 |
9,976 |
+425 |
Apr11 |
100216 |
82.15 |
82.15 |
82.15 |
82.15 |
+2.60 |
184 |
11,181 |
-26 |
May11 |
100216 |
82.39 |
82.39 |
82.39 |
82.39 |
+2.58 |
45 |
3,936 |
-25 |
Jun11 |
100216 |
81.49 |
82.69 |
81.49 |
82.61 |
+2.56 |
1,351 |
22,932 |
+261 |
Total Volume and Open Interest |
904,485 |
1,331,464 |
+25,808 |
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 |
100216 |
74.500 |
78.175 |
74.075 |
77.425 |
+2.925 |
877 |
1,430 |
+48 |
May10 |
100216 |
75.100 |
78.175 |
74.650 |
77.925 |
+2.900 |
148 |
286 |
-3 |
Jun10 |
100216 |
75.675 |
78.575 |
75.575 |
78.425 |
+2.850 |
20 |
183 |
+9 |
Jul10 |
100216 |
78.900 |
78.900 |
76.075 |
78.900 |
+2.825 |
1 |
15 |
+0 |
Aug10 |
100216 |
78.500 |
79.325 |
78.500 |
79.325 |
+2.775 |
0 |
3 |
+0 |
Sep10 |
100216 |
78.125 |
79.725 |
78.125 |
79.725 |
+2.775 |
0 |
2 |
+0 |
Oct10 |
100216 |
80.100 |
80.100 |
77.375 |
80.100 |
+2.725 |
0 |
10 |
+0 |
Nov10 |
100216 |
80.500 |
80.500 |
77.825 |
80.500 |
+2.675 |
0 |
1 |
+0 |
Total Volume and Open Interest |
15,160 |
5,653 |
-94 |
Heating Oil(NYM) |
Mar10 |
100216 |
192.00 |
200.73 |
190.80 |
199.63 |
+7.74 |
47,830 |
64,475 |
-6,265 |
Apr10 |
100216 |
192.88 |
201.65 |
191.75 |
200.59 |
+7.71 |
22,953 |
52,665 |
-725 |
May10 |
100216 |
194.05 |
202.58 |
192.77 |
201.61 |
+7.64 |
9,101 |
36,672 |
+889 |
Jun10 |
100216 |
196.00 |
203.50 |
194.50 |
202.80 |
+7.56 |
5,839 |
40,235 |
-93 |
Jul10 |
100216 |
197.29 |
205.67 |
197.28 |
204.91 |
+7.53 |
2,153 |
16,346 |
+213 |
Aug10 |
100216 |
198.76 |
207.06 |
198.76 |
207.06 |
+7.53 |
1,075 |
8,985 |
-50 |
Sep10 |
100216 |
207.57 |
209.45 |
207.57 |
209.29 |
+7.49 |
1,565 |
10,462 |
+279 |
Oct10 |
100216 |
210.25 |
212.00 |
210.25 |
211.77 |
+7.49 |
286 |
8,619 |
-26 |
Nov10 |
100216 |
206.50 |
214.15 |
206.50 |
214.15 |
+7.47 |
376 |
7,248 |
+42 |
Dec10 |
100216 |
209.74 |
217.00 |
208.06 |
216.51 |
+7.44 |
1,421 |
24,311 |
+4 |
Jan11 |
100216 |
216.45 |
218.91 |
216.45 |
218.91 |
+7.41 |
401 |
12,081 |
+14 |
Feb11 |
100216 |
220.31 |
220.31 |
220.31 |
220.31 |
+7.38 |
188 |
4,852 |
+54 |
Total Volume and Open Interest |
93,802 |
306,480 |
-5,782 |
Gasoline(NYMEX) |
Mar10 |
100216 |
192.93 |
201.00 |
191.86 |
198.82 |
+5.87 |
54,461 |
51,260 |
-10,256 |
Apr10 |
100216 |
205.30 |
213.17 |
204.07 |
211.34 |
+5.96 |
37,200 |
57,075 |
+3,822 |
May10 |
100216 |
206.49 |
214.31 |
206.05 |
212.59 |
+5.89 |
12,959 |
39,939 |
+2,137 |
Jun10 |
100216 |
207.41 |
214.25 |
205.69 |
212.90 |
+5.84 |
6,411 |
29,933 |
-296 |
Jul10 |
100216 |
209.06 |
213.19 |
209.06 |
212.55 |
+5.89 |
2,505 |
18,253 |
+140 |
Aug10 |
100216 |
211.86 |
212.31 |
211.85 |
211.85 |
+5.99 |
1,641 |
9,454 |
+444 |
Sep10 |
100216 |
210.42 |
211.82 |
210.42 |
210.93 |
+6.06 |
1,272 |
15,222 |
+8 |
Oct10 |
100216 |
201.03 |
201.03 |
201.03 |
201.03 |
+6.06 |
192 |
5,411 |
-6 |
Nov10 |
100216 |
200.02 |
200.13 |
200.02 |
200.13 |
+6.01 |
243 |
11,247 |
+13 |
Dec10 |
100216 |
194.41 |
200.72 |
194.05 |
200.16 |
+6.04 |
546 |
11,317 |
+152 |
Total Volume and Open Interest |
117,480 |
257,016 |
-3,830 |
e-miNY RBOB Gasoline(NYM) |
Mar10 |
100216 |
198.80 |
198.82 |
193.00 |
198.80 |
+5.80 |
0 |
7 |
+0 |
Apr10 |
100216 |
211.30 |
211.34 |
205.40 |
211.30 |
+5.90 |
|
|
|
May10 |
100216 |
212.60 |
212.60 |
206.70 |
212.60 |
+5.90 |
|
|
|
Jun10 |
100216 |
212.90 |
212.90 |
207.10 |
212.90 |
+5.80 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Mar10 |
100216 |
5.429 |
5.560 |
5.305 |
5.310 |
-0.158 |
135,613 |
95,570 |
-22,446 |
Apr10 |
100216 |
5.431 |
5.531 |
5.298 |
5.302 |
-0.145 |
84,543 |
124,939 |
+10,760 |
May10 |
100216 |
5.489 |
5.572 |
5.357 |
5.360 |
-0.135 |
38,826 |
124,754 |
+10,644 |
Jun10 |
100216 |
5.543 |
5.635 |
5.434 |
5.434 |
-0.130 |
8,644 |
42,157 |
+2,670 |
Jul10 |
100216 |
5.615 |
5.703 |
5.512 |
5.512 |
-0.124 |
5,351 |
32,603 |
+777 |
Aug10 |
100216 |
5.700 |
5.752 |
5.569 |
5.570 |
-0.124 |
2,007 |
35,693 |
+429 |
Sep10 |
100216 |
5.789 |
5.789 |
5.598 |
5.602 |
-0.124 |
1,779 |
25,083 |
-57 |
Oct10 |
100216 |
5.832 |
5.885 |
5.696 |
5.698 |
-0.126 |
6,963 |
56,365 |
+1,481 |
Nov10 |
100216 |
6.170 |
6.170 |
5.998 |
5.998 |
-0.119 |
575 |
12,204 |
-49 |
Dec10 |
100216 |
6.446 |
6.476 |
6.318 |
6.318 |
-0.109 |
982 |
24,399 |
+159 |
Jan11 |
100216 |
6.667 |
6.691 |
6.538 |
6.538 |
-0.109 |
4,508 |
33,037 |
+731 |
Feb11 |
100216 |
6.605 |
6.624 |
6.496 |
6.496 |
-0.111 |
461 |
11,653 |
+147 |
Mar11 |
100216 |
6.431 |
6.438 |
6.308 |
6.308 |
-0.106 |
2,424 |
23,287 |
+509 |
Apr11 |
100216 |
5.974 |
5.976 |
5.835 |
5.835 |
-0.111 |
1,243 |
23,617 |
-148 |
May11 |
100216 |
5.860 |
5.860 |
5.805 |
5.805 |
-0.111 |
57 |
9,852 |
-21 |
Jun11 |
100216 |
5.970 |
5.970 |
5.850 |
5.850 |
-0.109 |
65 |
4,447 |
+24 |
Total Volume and Open Interest |
295,799 |
774,511 |
+6,060 |
Brent Crude Oil(ICE) |
Apr10 |
100216 |
72.62 |
76.00 |
72.55 |
75.68 |
+2.78 |
187,893 |
200,664 |
+8,644 |
May10 |
100216 |
73.07 |
76.51 |
73.07 |
76.18 |
+2.76 |
61,376 |
149,738 |
+10,736 |
Jun10 |
100216 |
73.96 |
77.03 |
73.96 |
76.72 |
+2.75 |
41,079 |
98,779 |
+3,099 |
Jul10 |
100216 |
74.17 |
77.40 |
74.17 |
77.25 |
+2.75 |
5,910 |
31,855 |
+514 |
Aug10 |
100216 |
75.17 |
78.01 |
75.17 |
77.73 |
+2.73 |
3,081 |
21,759 |
+24 |
Sep10 |
100216 |
75.63 |
78.36 |
75.63 |
78.19 |
+2.72 |
3,176 |
14,461 |
-62 |
Oct10 |
100216 |
76.07 |
78.91 |
76.07 |
78.63 |
+2.70 |
2,741 |
16,384 |
+176 |
Nov10 |
100216 |
76.94 |
79.33 |
76.94 |
79.06 |
+2.68 |
2,452 |
13,959 |
+375 |
Dec10 |
100216 |
77.07 |
79.76 |
76.98 |
79.51 |
+2.66 |
15,878 |
82,906 |
+914 |
Jan11 |
100216 |
79.93 |
79.93 |
79.93 |
79.93 |
+2.65 |
1,174 |
11,522 |
-132 |
Feb11 |
100216 |
80.35 |
80.35 |
80.35 |
80.35 |
+2.63 |
626 |
6,181 |
-147 |
Mar11 |
100216 |
80.75 |
80.75 |
80.75 |
80.75 |
+2.61 |
369 |
5,456 |
-142 |
Apr11 |
100216 |
81.13 |
81.13 |
81.13 |
81.13 |
+2.59 |
265 |
2,864 |
+187 |
May11 |
100216 |
81.47 |
81.47 |
81.47 |
81.47 |
+2.56 |
56 |
2,621 |
+0 |
Total Volume and Open Interest |
330,383 |
767,152 |
-580 |
Gas Oil(ICE) |
Mar10 |
100216 |
588.00 |
614.50 |
587.25 |
611.25 |
+27.50 |
90,421 |
164,668 |
-11,006 |
Apr10 |
100216 |
592.50 |
620.25 |
592.50 |
617.00 |
+27.00 |
61,540 |
110,939 |
+652 |
May10 |
100216 |
600.00 |
626.50 |
600.00 |
623.00 |
+26.75 |
20,798 |
57,736 |
+4,738 |
Jun10 |
100216 |
609.00 |
632.50 |
609.00 |
629.50 |
+27.00 |
12,274 |
43,652 |
+462 |
Jul10 |
100216 |
618.00 |
638.75 |
617.00 |
636.00 |
+27.00 |
3,620 |
22,315 |
+1,122 |
Aug10 |
100216 |
623.00 |
645.00 |
623.00 |
642.25 |
+27.00 |
1,673 |
23,625 |
+79 |
Sep10 |
100216 |
629.50 |
650.00 |
629.50 |
648.25 |
+27.00 |
1,869 |
22,798 |
-621 |
Oct10 |
100216 |
640.00 |
654.00 |
639.75 |
654.00 |
+26.75 |
950 |
14,680 |
+130 |
Nov10 |
100216 |
654.25 |
658.75 |
654.25 |
658.75 |
+26.75 |
848 |
14,142 |
-32 |
Dec10 |
100216 |
645.00 |
666.25 |
645.00 |
663.25 |
+26.50 |
7,386 |
78,395 |
-2,357 |
Total Volume and Open Interest |
204,318 |
627,424 |
-23,226 |
Ethanol(CBOT) |
Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
Mar10 |
100216 |
1.715 |
1.720 |
1.712 |
1.718 |
+0.018 |
179 |
718 |
-63 |
Apr10 |
100216 |
1.715 |
1.720 |
1.715 |
1.720 |
+0.016 |
63 |
1,376 |
-26 |
May10 |
100216 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.016 |
42 |
817 |
+42 |
Jun10 |
100216 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.016 |
32 |
778 |
+28 |
Jul10 |
100216 |
1.725 |
1.725 |
1.725 |
1.725 |
+0.016 |
20 |
1,059 |
+20 |
Aug10 |
100216 |
1.720 |
1.720 |
1.682 |
1.707 |
+0.012 |
21 |
664 |
+20 |
Sep10 |
100216 |
1.720 |
1.720 |
1.690 |
1.690 |
-0.005 |
25 |
652 |
+20 |
Total Volume and Open Interest |
502 |
8,177 |
+130 |
US Dollar Index(ICE) |
Mar10 |
100216 |
80.435 |
80.445 |
79.655 |
79.755 |
-0.655 |
32,291 |
53,645 |
-724 |
Jun10 |
100216 |
80.620 |
80.620 |
79.980 |
80.075 |
-0.645 |
130 |
4,849 |
+10 |
Sep10 |
100216 |
80.300 |
80.300 |
80.300 |
80.300 |
-0.640 |
0 |
1 |
+0 |
Total Volume and Open Interest |
32,421 |
58,496 |
-714 |
Australian Dollar(CME) |
Mar10 |
100216 |
88.50 |
90.03 |
88.24 |
89.85 |
+1.26 |
146,623 |
94,187 |
+2,511 |
Jun10 |
100216 |
87.65 |
89.14 |
87.65 |
88.97 |
+1.24 |
916 |
5,589 |
+222 |
Sep10 |
100216 |
88.06 |
88.06 |
86.83 |
88.06 |
+1.23 |
10 |
41 |
+10 |
Total Volume and Open Interest |
147,550 |
99,824 |
+2,743 |
British Pound(CME) |
Mar10 |
100216 |
156.63 |
157.94 |
156.08 |
157.77 |
+1.14 |
153,797 |
120,442 |
-1,965 |
Jun10 |
100216 |
156.54 |
157.82 |
156.00 |
157.67 |
+1.14 |
439 |
1,199 |
+69 |
Sep10 |
100216 |
157.58 |
157.58 |
156.25 |
157.58 |
+1.13 |
0 |
84 |
+0 |
Total Volume and Open Interest |
154,275 |
121,728 |
-1,935 |
Canadian Dollar(CME) |
Mar10 |
100216 |
95.12 |
96.06 |
94.94 |
95.70 |
+0.54 |
107,134 |
87,454 |
+8,290 |
Jun10 |
100216 |
95.08 |
96.03 |
95.08 |
95.69 |
+0.54 |
747 |
3,182 |
+398 |
Sep10 |
100216 |
95.50 |
96.00 |
95.13 |
95.67 |
+0.54 |
11 |
792 |
-1 |
Dec10 |
100216 |
95.61 |
95.95 |
95.07 |
95.61 |
+0.54 |
31 |
698 |
-1 |
Total Volume and Open Interest |
107,930 |
92,199 |
+8,686 |
Japanese Yen(CME) |
Mar10 |
100216 |
111.08 |
111.49 |
110.49 |
110.95 |
-0.24 |
86,799 |
118,029 |
+1,249 |
Jun10 |
100216 |
111.20 |
111.53 |
110.60 |
111.01 |
-0.24 |
256 |
673 |
+10 |
Sep10 |
100216 |
111.11 |
111.39 |
110.91 |
111.11 |
-0.24 |
10 |
204 |
+8 |
Total Volume and Open Interest |
87,065 |
118,930 |
+1,267 |
Swiss Franc(CME) |
Mar10 |
100216 |
92.90 |
93.89 |
92.59 |
93.69 |
+0.79 |
50,084 |
44,342 |
+1,057 |
Jun10 |
100216 |
92.90 |
93.89 |
92.90 |
93.75 |
+0.79 |
34 |
183 |
+1 |
Sep10 |
100216 |
93.83 |
93.88 |
93.01 |
93.83 |
+0.79 |
0 |
8 |
+0 |
Total Volume and Open Interest |
50,118 |
44,538 |
+1,058 |
EuroFX(CME) |
Mar10 |
100216 |
136.18 |
137.79 |
135.78 |
137.56 |
+1.39 |
369,678 |
198,510 |
+1,738 |
Jun10 |
100216 |
136.13 |
137.75 |
135.76 |
137.53 |
+1.39 |
1,322 |
2,912 |
+119 |
Sep10 |
100216 |
135.83 |
137.48 |
135.83 |
137.48 |
+1.39 |
10 |
682 |
+10 |
Total Volume and Open Interest |
371,036 |
202,149 |
+1,867 |
Mexican Peso(CME) |
Feb10 |
100212 |
770.5 |
771.0 |
770.5 |
770.5 |
-0.5 |
2 |
0 |
-2 |
Mar10 |
100216 |
770.5 |
777.0 |
768.0 |
775.0 |
+4.5 |
40,652 |
85,905 |
+1,808 |
Total Volume and Open Interest |
41,131 |
88,019 |
+2,203 |
30-Year T-Bonds(CBOT) |
Mar10 |
100216 |
117~150 |
118~010 |
117~000 |
117~260 |
+0~070 |
|
|
|
Jun10 |
100216 |
115~270 |
116~170 |
115~180 |
116~100 |
+0~080 |
2,783 |
17,967 |
+825 |
Sep10 |
100216 |
115~000 |
115~170 |
114~250 |
115~010 |
+0~080 |
134 |
19 |
+3 |
Total Volume and Open Interest |
327,480 |
670,697 |
+3,427 |
10-Year T-Notes(CBOT) |
Mar10 |
100216 |
118~025 |
118~135 |
117~255 |
118~100 |
+0~075 |
1,037,379 |
1,398,587 |
+18,387 |
Jun10 |
100216 |
116~175 |
116~295 |
116~120 |
116~280 |
+0~080 |
5,287 |
25,578 |
+908 |
Sep10 |
100216 |
115~140 |
115~140 |
115~055 |
115~140 |
+0~085 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,042,666 |
1,424,169 |
+19,295 |
5-Year T-Notes(CBOT) |
Mar10 |
100216 |
116~078 |
116~101 |
116~078 |
116~101 |
+0~023 |
|
|
|
Jun10 |
100216 |
115~051 |
115~079 |
115~036 |
115~077 |
+0~025 |
2,998 |
12,343 |
+1,544 |
Sep10 |
100216 |
114~053 |
114~053 |
114~026 |
114~053 |
+0~027 |
|
|
|
Total Volume and Open Interest |
461,912 |
953,352 |
+10,576 |
2 Year T-Notes(CBOT) |
Mar10 |
100211 |
108~117 |
108~122 |
108~112 |
108~119 |
+0~002 |
|
|
|
Jun10 |
100216 |
108~064 |
108~075 |
108~060 |
108~073 |
+0~009 |
13,471 |
49,525 |
+8,975 |
Sep10 |
100216 |
108~007 |
108~008 |
107~125 |
108~007 |
+0~010 |
|
|
|
Total Volume and Open Interest |
241,647 |
1,001,277 |
+5,597 |
Eurodollars(CME) |
Mar10 |
100216 |
99.710 |
99.725 |
99.710 |
99.720 |
+0.010 |
77,578 |
1,175,945 |
-7,059 |
Jun10 |
100216 |
99.585 |
99.610 |
99.575 |
99.605 |
+0.025 |
149,625 |
1,091,392 |
+1,446 |
Sep10 |
100216 |
99.350 |
99.400 |
99.340 |
99.395 |
+0.045 |
188,119 |
878,363 |
-6,493 |
Dec10 |
100216 |
99.030 |
99.090 |
99.020 |
99.080 |
+0.045 |
286,222 |
920,547 |
+14,052 |
Mar11 |
100216 |
98.690 |
98.755 |
98.675 |
98.740 |
+0.045 |
247,090 |
618,141 |
+2,882 |
Jun11 |
100216 |
98.335 |
98.395 |
98.315 |
98.380 |
+0.045 |
189,891 |
718,553 |
+2,282 |
Sep11 |
100216 |
97.980 |
98.045 |
97.960 |
98.030 |
+0.045 |
163,694 |
559,489 |
+8,761 |
Dec11 |
100216 |
97.635 |
97.700 |
97.615 |
97.690 |
+0.045 |
108,774 |
358,208 |
-2,572 |
Mar12 |
100216 |
97.335 |
97.400 |
97.305 |
97.385 |
+0.045 |
50,439 |
260,620 |
+885 |
Jun12 |
100216 |
97.020 |
97.090 |
97.005 |
97.080 |
+0.040 |
52,737 |
220,669 |
+1,738 |
Sep12 |
100216 |
96.750 |
96.815 |
96.725 |
96.805 |
+0.040 |
40,668 |
127,713 |
+2,909 |
Dec12 |
100216 |
96.480 |
96.550 |
96.460 |
96.540 |
+0.040 |
30,478 |
110,974 |
+1,382 |
Mar13 |
100216 |
96.285 |
96.340 |
96.250 |
96.330 |
+0.040 |
10,239 |
75,992 |
-91 |
Jun13 |
100216 |
96.060 |
96.135 |
96.040 |
96.125 |
+0.040 |
7,565 |
61,197 |
+121 |
Sep13 |
100216 |
95.870 |
95.945 |
95.850 |
95.935 |
+0.040 |
6,522 |
53,368 |
+104 |
Dec13 |
100216 |
95.700 |
95.760 |
95.660 |
95.750 |
+0.040 |
6,025 |
33,607 |
+16 |
Mar14 |
100216 |
95.530 |
95.610 |
95.515 |
95.600 |
+0.040 |
3,764 |
35,685 |
+473 |
Jun14 |
100216 |
95.405 |
95.460 |
95.365 |
95.450 |
+0.040 |
4,317 |
31,061 |
+740 |
Total Volume and Open Interest |
1,648,461 |
7,526,853 |
+20,062 |
30 Day Federal Funds(CBOT) |
Feb10 |
100216 |
99.870 |
99.872 |
99.870 |
99.870 |
unch |
3,446 |
84,133 |
+864 |
Mar10 |
100216 |
99.860 |
99.865 |
99.855 |
99.860 |
+0.005 |
5,766 |
56,114 |
-681 |
Apr10 |
100216 |
99.840 |
99.850 |
99.835 |
99.840 |
+0.005 |
1,875 |
75,178 |
+86 |
May10 |
100216 |
99.820 |
99.830 |
99.815 |
99.825 |
+0.005 |
2,735 |
66,614 |
+721 |
Jun10 |
100216 |
99.810 |
99.815 |
99.795 |
99.810 |
+0.005 |
2,937 |
55,081 |
+1,132 |
Jul10 |
100216 |
99.770 |
99.775 |
99.755 |
99.770 |
+0.005 |
4,617 |
55,059 |
+1,982 |
Total Volume and Open Interest |
39,377 |
567,754 |
+7,659 |
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 |
100216 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
0 |
1,338 |
+0 |
Jun10 |
100216 |
99.665 |
99.665 |
99.665 |
99.665 |
+0.040 |
0 |
80 |
+0 |
Sep10 |
100216 |
99.685 |
99.685 |
99.685 |
99.685 |
+0.040 |
0 |
230 |
+0 |
Dec10 |
100216 |
99.670 |
99.670 |
99.670 |
99.670 |
+0.040 |
0 |
242 |
+0 |
Mar11 |
100216 |
99.660 |
99.660 |
99.660 |
99.660 |
+0.040 |
|
|
|
Jun11 |
100216 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.040 |
|
|
|
Sep11 |
100216 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.040 |
|
|
|
Dec11 |
100216 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.040 |
|
|
|
Mar12 |
100216 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.040 |
|
|
|
Jun12 |
100216 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.040 |
|
|
|
Total Volume and Open Interest |
0 |
1,890 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100216 |
99.57 |
99.57 |
99.57 |
99.57 |
0.00 |
403 |
4,548 |
+3 |
Jun10 |
100216 |
99.67 |
99.67 |
99.63 |
99.67 |
+0.04 |
0 |
1,622 |
+0 |
Sep10 |
100216 |
99.68 |
99.68 |
99.68 |
99.68 |
+0.04 |
0 |
2,021 |
+0 |
Dec10 |
100216 |
99.67 |
99.67 |
99.67 |
99.67 |
+0.04 |
0 |
1,438 |
+0 |
Mar11 |
100216 |
99.66 |
99.66 |
99.66 |
99.66 |
+0.04 |
0 |
664 |
+0 |
Jun11 |
100216 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.04 |
0 |
56 |
+0 |
Sep11 |
100216 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.04 |
0 |
51 |
+0 |
Dec11 |
100216 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.04 |
0 |
102 |
+0 |
Total Volume and Open Interest |
403 |
11,873 |
+3 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100216 |
139.55 |
139.75 |
139.51 |
139.63 |
+0.15 |
2,639 |
15,235 |
-581 |
Jun10 |
100216 |
138.70 |
139.38 |
138.70 |
139.38 |
+0.06 |
|
|
|
Sep10 |
100216 |
139.38 |
139.38 |
139.38 |
139.38 |
+0.06 |
|
|
|
Total Volume and Open Interest |
1,575 |
15,494 |
+259 |
Euro-Bund(EUREX) |
Mar10 |
100216 |
123.48 |
123.70 |
123.21 |
123.38 |
-0.17 |
1,219,464 |
997,111 |
+19,800 |
Jun10 |
100216 |
121.95 |
122.20 |
121.77 |
121.90 |
-0.17 |
722 |
6,701 |
+194 |
Sep10 |
100216 |
121.58 |
121.58 |
121.58 |
121.58 |
-0.17 |
78 |
0 |
+0 |
Total Volume and Open Interest |
1,220,264 |
1,003,812 |
+19,994 |
Euro-Bobl(EUREX) |
Mar10 |
100216 |
117.74 |
117.83 |
117.60 |
117.69 |
-0.25 |
634,957 |
778,080 |
+29,797 |
Jun10 |
100216 |
116.13 |
116.20 |
116.13 |
116.20 |
-0.05 |
3,201 |
17,738 |
+2,501 |
Sep10 |
100216 |
115.99 |
115.99 |
115.99 |
115.99 |
-0.05 |
|
|
|
Total Volume and Open Interest |
642,053 |
805,769 |
+24,587 |
3-Mth Euribor(EUREX) |
Mar10 |
100216 |
99.320 |
99.325 |
99.315 |
99.320 |
-0.005 |
69 |
11,167 |
-22 |
Jun10 |
100216 |
99.145 |
99.150 |
99.135 |
99.140 |
+0.010 |
46 |
7,166 |
+8 |
Sep10 |
100216 |
98.940 |
98.945 |
98.925 |
98.940 |
+0.020 |
0 |
2,499 |
-22 |
Total Volume and Open Interest |
428 |
24,621 |
-163 |
Long Gilt(LIFFE) |
Mar10 |
100216 |
114~09 |
114~30 |
114~09 |
114~22 |
+0~02 |
121,832 |
252,576 |
-542 |
Jun10 |
100216 |
113~10 |
113~10 |
113~07 |
113~07 |
+0~02 |
40 |
40 |
+40 |
Total Volume and Open Interest |
121,872 |
252,616 |
-502 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100216 |
99.33 |
99.33 |
99.30 |
99.32 |
-0.01 |
10,827 |
333,427 |
-1,947 |
Jun10 |
100216 |
99.22 |
99.24 |
99.21 |
99.23 |
-0.01 |
49,328 |
336,062 |
+701 |
Sep10 |
100216 |
99.02 |
99.07 |
99.01 |
99.06 |
+0.02 |
50,041 |
320,346 |
+4,261 |
Dec10 |
100216 |
98.72 |
98.78 |
98.69 |
98.78 |
+0.05 |
61,035 |
341,075 |
-831 |
Mar11 |
100216 |
98.35 |
98.44 |
98.33 |
98.44 |
+0.05 |
78,882 |
299,157 |
+1,221 |
Jun11 |
100216 |
97.97 |
98.07 |
97.95 |
98.06 |
+0.04 |
81,146 |
190,938 |
+4,645 |
Total Volume and Open Interest |
453,588 |
2,202,008 |
+1,158 |
3-Mth Euribor(LIFFE) |
Mar10 |
100216 |
99.330 |
99.330 |
99.305 |
99.320 |
-0.005 |
144,826 |
705,200 |
-6,381 |
Jun10 |
100216 |
99.150 |
99.155 |
99.130 |
99.140 |
+0.010 |
320,981 |
769,406 |
+10,816 |
Sep10 |
100216 |
98.945 |
98.955 |
98.920 |
98.940 |
+0.020 |
303,134 |
623,957 |
+11,470 |
Total Volume and Open Interest |
1,504,268 |
3,810,577 |
+63,945 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100216 |
95.78 |
95.81 |
95.75 |
95.79 |
+0.05 |
20,898 |
300,460 |
+8,684 |
Jun10 |
100216 |
95.51 |
95.56 |
95.49 |
95.53 |
+0.06 |
21,917 |
237,407 |
-458 |
Sep10 |
100216 |
95.26 |
95.30 |
95.22 |
95.26 |
+0.05 |
10,840 |
118,534 |
-941 |
Dec10 |
100216 |
94.99 |
95.04 |
94.97 |
95.00 |
+0.04 |
4,354 |
89,461 |
-2,942 |
Mar11 |
100216 |
94.78 |
94.82 |
94.76 |
94.78 |
+0.03 |
2,167 |
39,045 |
-1,202 |
Jun11 |
100216 |
94.61 |
94.64 |
94.57 |
94.60 |
+0.03 |
2,831 |
33,631 |
+3 |
Sep11 |
100216 |
94.44 |
94.49 |
94.44 |
94.46 |
+0.03 |
1,724 |
17,388 |
+172 |
Dec11 |
100216 |
94.33 |
94.38 |
94.33 |
94.34 |
+0.02 |
483 |
8,223 |
+83 |
Mar12 |
100216 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.01 |
0 |
2,963 |
+0 |
Jun12 |
100216 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.01 |
10 |
1,532 |
+10 |
Total Volume and Open Interest |
65,234 |
850,119 |
+3,419 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100216 |
94.47 |
94.49 |
94.42 |
94.43 |
unch |
17,230 |
371,197 |
+2,557 |
Jun10 |
100216 |
94.43 |
94.43 |
94.43 |
94.43 |
unch |
|
|
|
Total Volume and Open Interest |
17,230 |
371,197 |
+2,557 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100216 |
95.13 |
95.17 |
95.11 |
95.12 |
+0.04 |
87,246 |
742,265 |
-41,141 |
Jun10 |
100216 |
95.12 |
95.12 |
95.12 |
95.12 |
+0.04 |
|
|
|
Total Volume and Open Interest |
87,246 |
742,265 |
-41,141 |
Gold(CMX) |
Feb10 |
100216 |
1094.8 |
1120.4 |
1092.4 |
1119.3 |
+29.8 |
1,491 |
825 |
-67 |
Apr10 |
100216 |
1093.7 |
1121.9 |
1092.0 |
1119.8 |
+29.8 |
188,052 |
277,737 |
-7,641 |
Jun10 |
100216 |
1095.4 |
1122.8 |
1094.2 |
1120.9 |
+29.8 |
2,773 |
57,367 |
-134 |
Aug10 |
100216 |
1097.5 |
1123.6 |
1096.2 |
1121.9 |
+29.8 |
2,082 |
21,303 |
+194 |
Oct10 |
100216 |
1118.7 |
1122.9 |
1118.7 |
1122.9 |
+29.8 |
1,577 |
9,585 |
-58 |
Dec10 |
100216 |
1099.3 |
1125.0 |
1099.0 |
1124.1 |
+29.8 |
3,462 |
36,535 |
+1,395 |
Feb11 |
100216 |
1105.2 |
1125.7 |
1105.2 |
1125.7 |
+29.8 |
179 |
8,278 |
+122 |
Apr11 |
100216 |
1126.9 |
1127.8 |
1125.1 |
1127.8 |
+29.8 |
105 |
3,951 |
-1 |
Jun11 |
100216 |
474.9 |
474.9 |
474.9 |
474.9 |
+29.9 |
200 |
7,342 |
-100 |
Aug11 |
100216 |
1133.1 |
1133.1 |
1133.1 |
1133.1 |
+29.8 |
400 |
1,982 |
+296 |
Oct11 |
100216 |
1136.5 |
1136.5 |
1136.5 |
1136.5 |
+29.8 |
200 |
3,644 |
+200 |
Dec11 |
100216 |
1120.2 |
1140.2 |
1120.2 |
1140.2 |
+29.8 |
216 |
11,743 |
+18 |
Total Volume and Open Interest |
202,363 |
460,743 |
-5,474 |
Silver(CMX) |
Mar10 |
100216 |
1557.0 |
1621.5 |
1545.0 |
1614.8 |
+70.1 |
40,994 |
47,565 |
-3,380 |
May10 |
100216 |
1560.0 |
1624.0 |
1550.0 |
1617.5 |
+70.3 |
7,455 |
30,589 |
+3,417 |
Jul10 |
100216 |
1560.0 |
1626.0 |
1558.0 |
1619.6 |
+70.4 |
499 |
10,890 |
+141 |
Sep10 |
100216 |
1566.0 |
1621.4 |
1558.0 |
1621.4 |
+70.5 |
675 |
3,236 |
-388 |
Dec10 |
100216 |
1570.0 |
1627.5 |
1563.0 |
1623.8 |
+70.6 |
699 |
12,620 |
+72 |
Mar11 |
100216 |
1630.0 |
1630.0 |
1626.6 |
1626.6 |
+70.6 |
43 |
1,468 |
+5 |
May11 |
100216 |
1628.4 |
1628.4 |
1628.4 |
1628.4 |
+70.7 |
3 |
1,725 |
-2 |
Total Volume and Open Interest |
50,763 |
118,324 |
-247 |
Platinum(NYMEX) |
Apr10 |
100216 |
1517.9 |
1544.0 |
1509.1 |
1537.7 |
+26.6 |
3,837 |
32,383 |
+479 |
Jul10 |
100216 |
1528.0 |
1540.4 |
1528.0 |
1538.1 |
+26.8 |
118 |
1,876 |
+39 |
Oct10 |
100216 |
1520.0 |
1537.8 |
1520.0 |
1537.1 |
+25.8 |
0 |
29 |
+0 |
Jan11 |
100216 |
1527.7 |
1527.7 |
1527.7 |
1527.7 |
+26.6 |
0 |
207 |
+0 |
Total Volume and Open Interest |
3,958 |
34,550 |
+453 |
Palladium(NYMEX) |
Mar10 |
100216 |
418.00 |
434.00 |
417.00 |
432.45 |
+14.30 |
3,309 |
16,926 |
-1,394 |
Jun10 |
100216 |
419.00 |
434.90 |
419.00 |
433.60 |
+14.40 |
1,892 |
5,375 |
+1,638 |
Sep10 |
100216 |
429.50 |
433.60 |
429.50 |
433.60 |
+13.05 |
0 |
251 |
+0 |
Total Volume and Open Interest |
5,203 |
22,582 |
+245 |
Copper(CMX) |
Mar10 |
100216 |
308.70 |
322.60 |
306.35 |
322.15 |
+13.90 |
50,586 |
38,508 |
-5,063 |
May10 |
100216 |
311.25 |
324.30 |
308.25 |
323.95 |
+13.75 |
13,431 |
56,223 |
+4,523 |
Jul10 |
100216 |
312.50 |
325.00 |
310.00 |
324.70 |
+13.50 |
1,482 |
14,924 |
+378 |
Sep10 |
100216 |
314.05 |
325.50 |
314.05 |
325.15 |
+13.45 |
404 |
5,833 |
+274 |
Dec10 |
100216 |
316.45 |
325.25 |
316.45 |
325.25 |
+13.55 |
173 |
4,764 |
-35 |
Total Volume and Open Interest |
66,535 |
124,137 |
+192 |
DJIA Index(CBOT) |
Mar10 |
100216 |
10107 |
10252 |
10080 |
10241 |
+124 |
268 |
13,536 |
+25 |
Jun10 |
100216 |
10066 |
10178 |
10054 |
10178 |
+124 |
0 |
28 |
+0 |
Sep10 |
100216 |
10121 |
10121 |
9997 |
10121 |
+124 |
|
|
|
Dec10 |
100216 |
10071 |
10071 |
9947 |
10071 |
+124 |
|
|
|
Total Volume and Open Interest |
268 |
13,564 |
+25 |
S & P 500(CME) |
Mar10 |
100216 |
1077.60 |
1093.90 |
1073.70 |
1093.20 |
+14.10 |
22,578 |
366,671 |
+916 |
Jun10 |
100216 |
1079.30 |
1089.00 |
1075.00 |
1088.40 |
+14.10 |
1,838 |
9,359 |
+940 |
Sep10 |
100216 |
1083.40 |
1084.40 |
1070.90 |
1083.40 |
+14.00 |
61 |
1,321 |
+59 |
Dec10 |
100216 |
1079.00 |
1080.00 |
1066.50 |
1079.00 |
+14.00 |
1,400 |
2,161 |
+1,348 |
Total Volume and Open Interest |
25,877 |
379,513 |
+3,263 |
S & P 500 E-Mini(Globex) |
Mar10 |
100216 |
1077.50 |
1094.00 |
1073.50 |
1093.25 |
+14.25 |
2,262,497 |
2,826,210 |
+12,955 |
Jun10 |
100216 |
1072.25 |
1089.00 |
1070.00 |
1088.50 |
+14.25 |
3,601 |
27,197 |
+1,389 |
Total Volume and Open Interest |
2,266,151 |
2,854,873 |
+14,345 |
NASDAQ 100(CME) |
Mar10 |
100216 |
1781.00 |
1802.00 |
1775.80 |
1799.30 |
+16.00 |
3,638 |
29,463 |
-142 |
Jun10 |
100216 |
1796.80 |
1796.80 |
1781.00 |
1796.80 |
+16.00 |
0 |
695 |
+0 |
Sep10 |
100216 |
1795.80 |
1795.80 |
1795.80 |
1795.80 |
+16.00 |
|
|
|
Total Volume and Open Interest |
3,638 |
30,158 |
-142 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100216 |
1781.50 |
1801.50 |
1775.30 |
1799.30 |
+16.00 |
339,083 |
380,249 |
-8,526 |
Jun10 |
100216 |
1777.50 |
1798.30 |
1777.50 |
1796.80 |
+16.00 |
363 |
6,666 |
+109 |
Total Volume and Open Interest |
339,466 |
386,938 |
-8,408 |
S & P Midcap 400(CME) |
Mar10 |
100216 |
721.00 |
726.50 |
715.30 |
726.00 |
+9.30 |
477 |
2,995 |
+46 |
Jun10 |
100216 |
723.80 |
723.80 |
723.80 |
723.80 |
+9.30 |
|
|
|
Sep10 |
100216 |
721.80 |
721.80 |
721.80 |
721.80 |
+9.30 |
|
|
|
Total Volume and Open Interest |
477 |
2,995 |
+46 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100216 |
10030 |
10215 |
10025 |
10200 |
+95 |
8,105 |
38,352 |
-1,773 |
Jun10 |
100216 |
10200 |
10200 |
10190 |
10200 |
+95 |
|
|
|
Total Volume and Open Interest |
8,105 |
38,352 |
-1,773 |
Nikkei 225(SGX) |
Mar10 |
100216 |
10000 |
10070 |
9995 |
10025 |
-80 |
99,488 |
179,843 |
-6,638 |
Jun10 |
100216 |
9965 |
9965 |
9965 |
9965 |
-80 |
3 |
1,740 |
+0 |
Sep10 |
100216 |
9970 |
9970 |
9970 |
9970 |
-80 |
0 |
55 |
+0 |
Total Volume and Open Interest |
103,715 |
182,762 |
-13,430 |
CAC 40(EURONEXT) |
Feb10 |
100216 |
3614.0 |
3682.5 |
3600.0 |
3671.0 |
+72.5 |
159,459 |
360,021 |
-2,840 |
Mar10 |
100216 |
3615.0 |
3680.0 |
3602.5 |
3672.0 |
+72.5 |
970 |
82,859 |
+415 |
Apr10 |
100216 |
3646.0 |
3673.0 |
3635.5 |
3673.0 |
+73.0 |
18 |
181 |
-18 |
Total Volume and Open Interest |
160,529 |
445,268 |
-2,505 |
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 |
100216 |
5532.0 |
5617.0 |
5496.5 |
5590.5 |
+86.0 |
215,045 |
153,031 |
+4,257 |
Jun10 |
100216 |
5556.0 |
5624.0 |
5514.0 |
5599.0 |
+87.0 |
267 |
11,774 |
+23 |
Sep10 |
100216 |
5564.5 |
5632.0 |
5560.0 |
5606.5 |
+85.5 |
133 |
1,236 |
+86 |
Total Volume and Open Interest |
215,445 |
166,041 |
+4,366 |
FT-SE 100(EURONEXT) |
Mar10 |
100216 |
5179.50 |
5240.00 |
5152.50 |
5216.00 |
+95.00 |
140,136 |
667,273 |
-2,704 |
Jun10 |
100216 |
5136.50 |
5168.00 |
5109.00 |
5166.00 |
+95.00 |
23 |
4,598 |
-2 |
Sep10 |
100216 |
5128.50 |
5128.50 |
5128.50 |
5128.50 |
+95.50 |
0 |
329 |
+0 |
Total Volume and Open Interest |
140,159 |
672,791 |
-2,706 |
SPI 200(SFE) |
Mar10 |
100216 |
4521.0 |
4574.0 |
4514.0 |
4535.0 |
+1.0 |
30,506 |
195,108 |
-5,272 |
Jun10 |
100216 |
4544.0 |
4589.0 |
4544.0 |
4552.0 |
+1.0 |
43 |
2,282 |
-1 |
Sep10 |
100216 |
4560.0 |
4560.0 |
4535.0 |
4535.0 |
+1.0 |
0 |
1,965 |
+0 |
Total Volume and Open Interest |
30,674 |
200,864 |
-5,225 |
GSCI(CME) |
Mar10 |
100216 |
503.40 |
513.00 |
503.30 |
511.00 |
+15.70 |
3,271 |
13,609 |
+2,836 |
Apr10 |
100216 |
515.00 |
515.00 |
498.95 |
515.00 |
+16.00 |
|
|
|
May10 |
100216 |
518.00 |
518.00 |
518.00 |
518.00 |
|
|
|
|
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. |
|
|