|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed February 17, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100217 |
963.50 |
964.00 |
948.00 |
951.50 |
-14.00 |
80,635 |
110,038 |
-6,739 |
| May10 |
100217 |
972.75 |
973.00 |
958.00 |
961.00 |
-13.50 |
45,257 |
165,340 |
+5,222 |
| Jul10 |
100217 |
978.75 |
980.25 |
965.75 |
968.75 |
-13.00 |
25,077 |
86,660 |
+4,809 |
| Aug10 |
100217 |
975.00 |
977.00 |
964.75 |
964.75 |
-12.25 |
1,065 |
4,017 |
+247 |
| Sep10 |
100217 |
954.25 |
956.50 |
945.00 |
946.75 |
-9.75 |
253 |
2,909 |
-41 |
| Nov10 |
100217 |
939.75 |
940.25 |
928.25 |
931.75 |
-9.25 |
12,685 |
99,853 |
+334 |
| Jan11 |
100217 |
947.00 |
949.00 |
939.00 |
941.00 |
-9.25 |
259 |
5,418 |
+87 |
| Total Volume and Open Interest |
165,880 |
483,647 |
+4,187 |
| Soybean Meal(CBOT) |
| Mar10 |
100217 |
283.90 |
284.40 |
277.70 |
279.40 |
-4.50 |
21,343 |
48,273 |
-3,615 |
| May10 |
100217 |
278.10 |
278.60 |
272.70 |
274.20 |
-4.10 |
13,166 |
67,743 |
+2,212 |
| Jul10 |
100217 |
277.20 |
277.20 |
272.10 |
273.50 |
-3.70 |
7,255 |
36,459 |
-574 |
| Aug10 |
100217 |
274.00 |
274.00 |
269.20 |
270.50 |
-3.50 |
1,112 |
10,351 |
+263 |
| Sep10 |
100217 |
269.50 |
270.00 |
265.60 |
266.50 |
-3.00 |
544 |
9,176 |
-42 |
| Oct10 |
100217 |
260.80 |
260.80 |
256.90 |
257.50 |
-3.00 |
542 |
5,204 |
-12 |
| Dec10 |
100217 |
259.60 |
260.10 |
255.20 |
256.20 |
-2.70 |
2,969 |
23,963 |
+338 |
| Jan11 |
100217 |
259.40 |
260.10 |
256.70 |
257.30 |
-2.80 |
231 |
1,534 |
+148 |
| Total Volume and Open Interest |
47,646 |
205,593 |
-1,271 |
| Soybean Oil(CBOT) |
| Mar10 |
100217 |
38.89 |
38.93 |
38.51 |
38.75 |
-0.20 |
40,868 |
67,895 |
-8,772 |
| May10 |
100217 |
39.42 |
39.42 |
38.99 |
39.23 |
-0.20 |
27,415 |
100,300 |
+6,025 |
| Jul10 |
100217 |
39.81 |
39.84 |
39.42 |
39.69 |
-0.20 |
11,996 |
69,528 |
+2,783 |
| Aug10 |
100217 |
39.95 |
39.98 |
39.70 |
39.87 |
-0.20 |
561 |
8,489 |
+4 |
| Sep10 |
100217 |
40.00 |
40.11 |
39.78 |
39.99 |
-0.18 |
674 |
6,358 |
-13 |
| Oct10 |
100217 |
40.16 |
40.17 |
39.85 |
40.06 |
-0.16 |
460 |
4,811 |
-8 |
| Dec10 |
100217 |
40.27 |
40.45 |
40.05 |
40.31 |
-0.16 |
4,072 |
30,066 |
+180 |
| Jan11 |
100217 |
40.60 |
40.60 |
40.56 |
40.56 |
-0.16 |
168 |
560 |
+88 |
| Total Volume and Open Interest |
86,391 |
289,016 |
+382 |
| Canola(WCE) |
| Mar10 |
100217 |
385.0 |
385.7 |
382.2 |
383.1 |
-2.2 |
12,100 |
52,389 |
-2,003 |
| May10 |
100217 |
392.2 |
392.2 |
388.1 |
389.2 |
-2.5 |
6,597 |
53,998 |
+5,369 |
| Jul10 |
100217 |
397.0 |
397.0 |
393.3 |
394.4 |
-2.0 |
1,445 |
16,391 |
+1,046 |
| Nov10 |
100217 |
400.0 |
402.6 |
398.0 |
401.9 |
-2.3 |
1,218 |
14,361 |
+1,187 |
| Jan11 |
100217 |
405.0 |
405.2 |
404.8 |
405.2 |
-2.3 |
27 |
437 |
+17 |
| Total Volume and Open Interest |
21,387 |
137,783 |
+5,616 |
| Corn(CBOT) |
| Mar10 |
100217 |
367.00 |
368.00 |
359.50 |
360.00 |
-7.25 |
101,557 |
229,895 |
-14,019 |
| May10 |
100217 |
378.50 |
379.50 |
371.25 |
371.75 |
-7.25 |
45,883 |
358,685 |
+7,330 |
| Jul10 |
100217 |
389.50 |
390.25 |
382.00 |
382.50 |
-7.50 |
26,013 |
214,041 |
+5,244 |
| Sep10 |
100217 |
396.00 |
397.25 |
389.75 |
390.00 |
-6.75 |
3,696 |
53,877 |
+308 |
| Dec10 |
100217 |
402.00 |
403.25 |
396.50 |
396.75 |
-6.00 |
20,597 |
248,370 |
+367 |
| Mar11 |
100217 |
413.50 |
414.75 |
408.00 |
408.00 |
-6.00 |
593 |
26,030 |
+160 |
| Total Volume and Open Interest |
200,036 |
1,167,937 |
+315 |
| Wheat(CBOT) |
| Mar10 |
100217 |
504.25 |
504.75 |
492.50 |
494.75 |
-10.25 |
40,776 |
90,338 |
-9,747 |
| May10 |
100217 |
518.75 |
519.50 |
506.75 |
509.25 |
-10.25 |
25,999 |
141,878 |
+1,796 |
| Jul10 |
100217 |
530.50 |
531.75 |
519.50 |
522.00 |
-10.25 |
11,046 |
109,526 |
+3,723 |
| Sep10 |
100217 |
547.50 |
548.25 |
537.00 |
537.75 |
-10.50 |
1,595 |
24,395 |
+549 |
| Dec10 |
100217 |
572.00 |
572.25 |
560.00 |
562.50 |
-9.75 |
2,324 |
60,040 |
+227 |
| Total Volume and Open Interest |
82,874 |
443,326 |
-2,920 |
| Wheat(KCBT) |
| Mar10 |
100217 |
511.50 |
512.00 |
499.00 |
502.00 |
-10.50 |
5,887 |
27,321 |
-1,794 |
| May10 |
100217 |
522.50 |
522.50 |
511.00 |
513.25 |
-10.50 |
3,111 |
35,731 |
+237 |
| Jul10 |
100217 |
533.00 |
533.00 |
521.75 |
524.25 |
-10.00 |
1,233 |
34,399 |
+547 |
| Sep10 |
100217 |
541.50 |
542.50 |
535.00 |
536.00 |
-9.75 |
46 |
5,145 |
-14 |
| Dec10 |
100217 |
559.50 |
559.50 |
551.75 |
553.50 |
-9.50 |
694 |
41,309 |
+297 |
| Total Volume and Open Interest |
11,228 |
146,888 |
-603 |
| Wheat(MGE) |
| Mar10 |
100217 |
518.75 |
519.50 |
507.00 |
511.00 |
-9.50 |
2,459 |
11,203 |
-419 |
| May10 |
100217 |
530.00 |
530.00 |
518.75 |
522.75 |
-8.75 |
1,326 |
10,371 |
+625 |
| Jul10 |
100217 |
542.00 |
542.00 |
530.50 |
534.25 |
-8.50 |
213 |
9,553 |
+48 |
| Sep10 |
100217 |
552.00 |
552.00 |
542.00 |
546.00 |
-9.00 |
48 |
4,887 |
-221 |
| Dec10 |
100217 |
571.75 |
571.75 |
560.00 |
563.25 |
-10.25 |
111 |
6,151 |
+27 |
| Total Volume and Open Interest |
4,191 |
43,315 |
+60 |
| Oats(CBOT) |
| Mar10 |
100217 |
237.00 |
238.50 |
233.75 |
238.00 |
+2.00 |
666 |
3,410 |
-158 |
| May10 |
100217 |
246.00 |
247.00 |
242.75 |
247.00 |
+2.00 |
391 |
6,531 |
+114 |
| Jul10 |
100217 |
253.00 |
255.50 |
251.25 |
255.50 |
+2.00 |
52 |
2,198 |
+22 |
| Sep10 |
100217 |
263.50 |
263.50 |
261.50 |
263.50 |
+2.00 |
0 |
372 |
+0 |
| Total Volume and Open Interest |
1,155 |
13,860 |
+0 |
| Rough Rice(CBOT) |
| Mar10 |
100217 |
14.17 |
14.23 |
13.66 |
13.66 |
-0.50 |
426 |
8,237 |
-154 |
| May10 |
100217 |
14.48 |
14.56 |
13.98 |
13.98 |
-0.50 |
257 |
5,168 |
+93 |
| Jul10 |
100217 |
14.69 |
14.69 |
14.24 |
14.26 |
-0.48 |
49 |
802 |
+19 |
| Sep10 |
100217 |
13.65 |
13.65 |
13.48 |
13.48 |
-0.15 |
23 |
1,024 |
+4 |
| Total Volume and Open Interest |
766 |
16,281 |
-34 |
| Live Cattle(CME) |
| Feb10 |
100217 |
90.450 |
91.050 |
90.250 |
90.830 |
+0.350 |
4,733 |
10,879 |
-2,686 |
| Apr10 |
100217 |
92.200 |
92.200 |
91.700 |
92.150 |
-0.030 |
17,847 |
140,593 |
-824 |
| Jun10 |
100217 |
89.800 |
90.150 |
89.700 |
90.135 |
+0.155 |
8,162 |
79,054 |
+1,382 |
| Aug10 |
100217 |
88.600 |
88.950 |
88.500 |
88.885 |
+0.135 |
4,263 |
31,427 |
+692 |
| Oct10 |
100217 |
91.000 |
91.200 |
90.785 |
91.100 |
-0.035 |
1,661 |
18,008 |
+686 |
| Dec10 |
100217 |
92.385 |
92.385 |
92.100 |
92.350 |
-0.150 |
292 |
5,751 |
-36 |
| Total Volume and Open Interest |
37,174 |
288,520 |
-642 |
| Feeder Cattle(CME) |
| Mar10 |
100217 |
100.930 |
101.750 |
100.700 |
101.580 |
+0.445 |
2,317 |
11,660 |
-2 |
| Apr10 |
100217 |
101.900 |
103.035 |
101.900 |
102.930 |
+0.600 |
1,429 |
9,584 |
+714 |
| May10 |
100217 |
103.000 |
103.750 |
102.750 |
103.750 |
+0.600 |
400 |
6,964 |
+144 |
| Aug10 |
100217 |
104.100 |
105.000 |
104.080 |
105.000 |
+0.715 |
392 |
4,030 |
+145 |
| Sep10 |
100217 |
104.450 |
105.000 |
104.230 |
104.980 |
+0.530 |
52 |
393 |
-57 |
| Oct10 |
100217 |
104.000 |
104.850 |
103.930 |
104.850 |
+0.550 |
32 |
187 |
+16 |
| Nov10 |
100217 |
104.000 |
104.400 |
103.950 |
104.400 |
+0.600 |
5 |
44 |
+5 |
| Total Volume and Open Interest |
4,627 |
32,862 |
+965 |
| Lean Hogs(CME) |
| Apr10 |
100217 |
68.350 |
69.300 |
67.975 |
69.200 |
+0.915 |
9,003 |
80,273 |
+1,052 |
| May10 |
100217 |
74.800 |
75.300 |
74.800 |
75.200 |
+0.250 |
198 |
4,711 |
+12 |
| Jun10 |
100217 |
78.135 |
78.950 |
77.900 |
78.900 |
+0.675 |
3,332 |
45,036 |
+540 |
| Jul10 |
100217 |
76.135 |
78.300 |
76.135 |
78.285 |
+0.750 |
610 |
16,071 |
-76 |
| Aug10 |
100217 |
75.635 |
77.400 |
75.635 |
77.385 |
+0.500 |
618 |
15,203 |
+12 |
| Oct10 |
100217 |
68.300 |
68.500 |
68.285 |
68.300 |
+0.050 |
468 |
8,184 |
+125 |
| Dec10 |
100217 |
65.785 |
66.080 |
65.785 |
65.930 |
+0.030 |
89 |
4,300 |
+20 |
| Feb11 |
100217 |
68.725 |
68.800 |
68.600 |
68.750 |
+0.150 |
9 |
535 |
+8 |
| Total Volume and Open Interest |
14,358 |
174,452 |
-5,754 |
| Pork Bellies(CME) |
| Feb10 |
100217 |
83.700 |
83.700 |
83.700 |
83.700 |
unch |
0 |
1 |
-14 |
| Mar10 |
100217 |
84.200 |
85.000 |
83.300 |
83.785 |
+0.185 |
26 |
140 |
-11 |
| May10 |
100217 |
86.000 |
87.500 |
85.600 |
85.600 |
unch |
4 |
162 |
+0 |
| Jul10 |
100217 |
90.750 |
90.750 |
89.500 |
90.750 |
unch |
0 |
50 |
+0 |
| Aug10 |
100217 |
87.500 |
87.500 |
87.500 |
87.500 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
30 |
375 |
-25 |
| Class III Milk(CME) |
| Feb10 |
100217 |
14.18 |
14.21 |
14.16 |
14.18 |
-0.02 |
113 |
3,622 |
-26 |
| Mar10 |
100217 |
13.45 |
13.51 |
13.25 |
13.31 |
-0.20 |
225 |
3,639 |
+24 |
| Apr10 |
100217 |
13.11 |
13.14 |
12.99 |
13.05 |
-0.06 |
294 |
3,486 |
+13 |
| May10 |
100217 |
13.22 |
13.25 |
13.07 |
13.13 |
-0.09 |
116 |
2,876 |
+32 |
| Jun10 |
100217 |
13.62 |
13.65 |
13.37 |
13.47 |
-0.15 |
86 |
2,515 |
+32 |
| Total Volume and Open Interest |
1,012 |
27,653 |
+175 |
| Cocoa(ICE) |
| Mar10 |
100217 |
3120 |
3150 |
3060 |
3079 |
-74 |
923 |
1,166 |
-1,140 |
| May10 |
100217 |
3145 |
3175 |
3062 |
3094 |
-69 |
8,808 |
71,293 |
+1,853 |
| Jul10 |
100217 |
3191 |
3196 |
3097 |
3120 |
-67 |
1,297 |
19,683 |
+614 |
| Sep10 |
100217 |
3163 |
3215 |
3143 |
3143 |
-62 |
425 |
9,007 |
-213 |
| Dec10 |
100217 |
3233 |
3233 |
3155 |
3171 |
-61 |
92 |
6,336 |
+13 |
| Mar11 |
100217 |
3257 |
3268 |
3180 |
3193 |
-63 |
29 |
11,402 |
+25 |
| May11 |
100217 |
3223 |
3265 |
3184 |
3184 |
-72 |
0 |
4,578 |
+0 |
| Total Volume and Open Interest |
11,577 |
125,991 |
+1,152 |
| Coffee "C"(ICE) |
| Mar10 |
100217 |
133.50 |
134.00 |
131.55 |
132.25 |
-1.20 |
7,075 |
21,884 |
-2,724 |
| May10 |
100217 |
135.25 |
135.65 |
133.60 |
134.65 |
-0.40 |
10,118 |
67,654 |
-496 |
| Jul10 |
100217 |
137.30 |
137.30 |
135.15 |
136.15 |
-0.40 |
779 |
17,711 |
+119 |
| Sep10 |
100217 |
137.50 |
137.65 |
136.65 |
137.50 |
-0.35 |
497 |
7,905 |
+8 |
| Dec10 |
100217 |
140.00 |
140.00 |
138.80 |
139.25 |
-0.35 |
310 |
7,706 |
-8 |
| Mar11 |
100217 |
141.60 |
141.60 |
140.85 |
140.85 |
-0.30 |
258 |
4,699 |
+157 |
| Total Volume and Open Interest |
19,289 |
128,631 |
-2,870 |
| Orange Juice(ICE) |
| Mar10 |
100217 |
137.25 |
139.00 |
137.25 |
137.90 |
-0.40 |
0 |
14,758 |
-943 |
| May10 |
100217 |
141.70 |
142.75 |
141.00 |
141.45 |
-0.55 |
0 |
12,607 |
+633 |
| Jul10 |
100217 |
144.80 |
145.50 |
144.20 |
144.65 |
-0.45 |
0 |
4,506 |
-13 |
| Sep10 |
100217 |
146.65 |
146.65 |
145.20 |
145.95 |
-0.35 |
0 |
1,180 |
+25 |
| Nov10 |
100217 |
147.20 |
147.20 |
145.70 |
146.50 |
-0.20 |
0 |
405 |
+1 |
| Jan11 |
100217 |
148.40 |
148.40 |
147.50 |
147.95 |
-0.10 |
0 |
601 |
+2 |
| Total Volume and Open Interest |
0 |
34,292 |
-284 |
| Sugar #11(ICE) |
| Mar10 |
100217 |
27.40 |
27.43 |
26.02 |
26.12 |
-1.24 |
48,103 |
173,097 |
-5,148 |
| May10 |
100217 |
26.66 |
26.87 |
25.46 |
25.57 |
-1.21 |
49,928 |
236,732 |
+4,488 |
| Jul10 |
100217 |
24.66 |
24.70 |
23.55 |
23.75 |
-0.95 |
14,884 |
173,693 |
+2,095 |
| Oct10 |
100217 |
22.77 |
22.77 |
21.70 |
22.00 |
-0.74 |
4,602 |
152,517 |
+351 |
| Mar11 |
100217 |
20.70 |
20.70 |
20.24 |
20.44 |
-0.41 |
2,235 |
57,963 |
-127 |
| Total Volume and Open Interest |
123,516 |
871,829 |
+3,227 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| May10 |
100217 |
2270 |
2294 |
2228 |
2256 |
-30 |
3,610 |
45,198 |
+1,115 |
| Jul10 |
100217 |
2244 |
2269 |
2223 |
2236 |
-26 |
206 |
30,339 |
-19 |
| Sep10 |
100217 |
2230 |
2245 |
2207 |
2217 |
-26 |
28 |
16,465 |
+212 |
| Dec10 |
100217 |
2218 |
2230 |
2174 |
2200 |
-18 |
75 |
11,923 |
+116 |
| Mar11 |
100217 |
2185 |
2185 |
2185 |
2185 |
-18 |
4 |
11,309 |
+12 |
| May11 |
100217 |
2183 |
2183 |
2183 |
2183 |
-18 |
0 |
1,538 |
+0 |
| Total Volume and Open Interest |
|
|
|
| London Sugar(LCE) |
| May10 |
100217 |
736.60 |
736.60 |
711.10 |
714.00 |
-25.00 |
423 |
42,362 |
+788 |
| Aug10 |
100217 |
689.20 |
689.20 |
668.40 |
672.80 |
-16.80 |
4 |
15,618 |
+227 |
| Oct10 |
100217 |
615.10 |
615.80 |
603.20 |
605.40 |
-10.90 |
24 |
7,276 |
+26 |
| Dec10 |
100217 |
564.60 |
565.70 |
556.80 |
560.20 |
-7.40 |
24 |
1,837 |
+40 |
| Mar11 |
100217 |
543.20 |
543.20 |
536.80 |
536.80 |
-6.20 |
0 |
847 |
+65 |
| Total Volume and Open Interest |
475 |
68,388 |
-3,380 |
| Cotton(ICE) |
| Mar10 |
100217 |
75.00 |
75.64 |
74.76 |
75.17 |
-0.17 |
9,079 |
26,644 |
-4,404 |
| May10 |
100217 |
76.25 |
76.53 |
75.66 |
76.11 |
-0.15 |
11,828 |
73,285 |
+4,099 |
| Jul10 |
100217 |
76.59 |
76.94 |
75.90 |
76.39 |
-0.23 |
2,846 |
33,336 |
+495 |
| Oct10 |
100217 |
73.78 |
73.78 |
73.78 |
73.78 |
-0.23 |
1 |
169 |
+0 |
| Dec10 |
100217 |
73.20 |
73.50 |
72.51 |
73.04 |
-0.09 |
1,508 |
24,135 |
+287 |
| Mar11 |
100217 |
75.50 |
75.50 |
74.92 |
74.92 |
-0.26 |
117 |
2,414 |
+97 |
| Total Volume and Open Interest |
25,395 |
161,749 |
+591 |
| Lumber(CME) |
| Mar10 |
100217 |
272.3 |
275.7 |
271.2 |
272.0 |
+2.0 |
555 |
2,955 |
-29 |
| May10 |
100217 |
290.0 |
292.0 |
287.8 |
288.1 |
-0.8 |
416 |
5,118 |
+4 |
| Jul10 |
100217 |
293.9 |
296.5 |
292.6 |
295.4 |
-0.4 |
365 |
1,721 |
+195 |
| Sep10 |
100217 |
287.7 |
289.5 |
285.0 |
289.5 |
-1.3 |
15 |
589 |
+11 |
| Total Volume and Open Interest |
1,358 |
10,436 |
+188 |
| Crude Oil(NYM) |
| Mar10 |
100217 |
77.32 |
77.82 |
76.53 |
77.33 |
+0.32 |
335,805 |
132,577 |
-24,133 |
| Apr10 |
100217 |
77.72 |
78.22 |
76.93 |
77.73 |
+0.31 |
139,389 |
242,333 |
+7,265 |
| May10 |
100217 |
78.15 |
78.69 |
77.41 |
78.22 |
+0.30 |
56,460 |
149,792 |
+5,661 |
| Jun10 |
100217 |
78.51 |
79.13 |
77.93 |
78.71 |
+0.29 |
34,355 |
145,249 |
+1,682 |
| Jul10 |
100217 |
79.00 |
79.64 |
78.51 |
79.17 |
+0.26 |
10,683 |
52,515 |
+3,318 |
| Aug10 |
100217 |
79.52 |
79.97 |
79.17 |
79.57 |
+0.24 |
5,492 |
26,267 |
+878 |
| Sep10 |
100217 |
79.93 |
80.12 |
79.32 |
79.94 |
+0.22 |
3,861 |
31,835 |
+481 |
| Oct10 |
100217 |
80.36 |
80.43 |
80.09 |
80.30 |
+0.19 |
2,857 |
18,509 |
+377 |
| Nov10 |
100217 |
80.81 |
80.81 |
80.63 |
80.68 |
+0.17 |
2,348 |
20,960 |
-176 |
| Dec10 |
100217 |
80.95 |
81.64 |
80.37 |
81.09 |
+0.15 |
18,628 |
195,004 |
+5,743 |
| Jan11 |
100217 |
80.87 |
81.39 |
80.87 |
81.39 |
+0.13 |
794 |
21,145 |
+56 |
| Feb11 |
100217 |
81.69 |
81.70 |
81.69 |
81.70 |
+0.12 |
812 |
15,160 |
+182 |
| Mar11 |
100217 |
81.98 |
81.98 |
81.98 |
81.98 |
+0.10 |
440 |
9,977 |
+1 |
| Apr11 |
100217 |
82.24 |
82.24 |
82.24 |
82.24 |
+0.09 |
33 |
11,176 |
-5 |
| May11 |
100217 |
82.47 |
82.47 |
82.47 |
82.47 |
+0.08 |
48 |
3,935 |
-1 |
| Jun11 |
100217 |
82.70 |
82.76 |
82.55 |
82.68 |
+0.07 |
361 |
22,948 |
+16 |
| Total Volume and Open Interest |
621,097 |
1,333,444 |
+1,980 |
| 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 |
100217 |
77.550 |
78.250 |
76.950 |
77.725 |
+0.300 |
1,175 |
1,512 |
+82 |
| May10 |
100217 |
78.325 |
78.450 |
77.500 |
78.225 |
+0.300 |
146 |
279 |
-7 |
| Jun10 |
100217 |
78.500 |
78.700 |
78.325 |
78.700 |
+0.275 |
29 |
208 |
+25 |
| Jul10 |
100217 |
79.175 |
79.175 |
78.900 |
79.175 |
+0.275 |
4 |
15 |
+0 |
| Aug10 |
100217 |
79.575 |
79.575 |
79.325 |
79.575 |
+0.250 |
0 |
3 |
+0 |
| Sep10 |
100217 |
79.950 |
79.950 |
79.725 |
79.950 |
+0.225 |
0 |
2 |
+0 |
| Oct10 |
100217 |
80.300 |
80.300 |
80.100 |
80.300 |
+0.200 |
0 |
10 |
+0 |
| Nov10 |
100217 |
80.675 |
80.675 |
80.500 |
80.675 |
+0.175 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,993 |
5,687 |
+34 |
| Heating Oil(NYM) |
| Mar10 |
100217 |
200.00 |
201.25 |
198.70 |
200.67 |
+1.04 |
56,076 |
58,747 |
-5,728 |
| Apr10 |
100217 |
200.97 |
202.20 |
199.69 |
201.68 |
+1.09 |
25,175 |
54,288 |
+1,623 |
| May10 |
100217 |
201.75 |
203.11 |
200.78 |
202.65 |
+1.04 |
11,239 |
36,876 |
+204 |
| Jun10 |
100217 |
203.06 |
204.27 |
201.98 |
203.84 |
+1.04 |
8,613 |
40,103 |
-132 |
| Jul10 |
100217 |
206.23 |
206.39 |
204.08 |
205.91 |
+1.00 |
2,460 |
16,915 |
+569 |
| Aug10 |
100217 |
207.00 |
208.04 |
206.47 |
208.01 |
+0.95 |
1,725 |
9,086 |
+101 |
| Sep10 |
100217 |
209.23 |
210.29 |
208.54 |
210.16 |
+0.87 |
2,128 |
10,644 |
+182 |
| Oct10 |
100217 |
211.95 |
212.56 |
211.19 |
212.56 |
+0.79 |
998 |
8,678 |
+59 |
| Nov10 |
100217 |
213.65 |
214.86 |
213.61 |
214.86 |
+0.71 |
734 |
7,322 |
+74 |
| Dec10 |
100217 |
216.70 |
217.69 |
215.58 |
217.16 |
+0.65 |
2,560 |
25,041 |
+730 |
| Jan11 |
100217 |
218.50 |
219.49 |
218.50 |
219.49 |
+0.58 |
430 |
12,058 |
-23 |
| Feb11 |
100217 |
220.84 |
220.84 |
220.84 |
220.84 |
+0.53 |
722 |
4,672 |
-180 |
| Total Volume and Open Interest |
115,013 |
304,031 |
-2,449 |
| Gasoline(NYMEX) |
| Mar10 |
100217 |
199.76 |
201.03 |
198.51 |
200.71 |
+1.89 |
49,552 |
48,225 |
-3,035 |
| Apr10 |
100217 |
212.13 |
213.24 |
210.80 |
212.79 |
+1.45 |
27,544 |
59,969 |
+2,894 |
| May10 |
100217 |
213.43 |
214.26 |
211.95 |
213.95 |
+1.36 |
10,030 |
40,699 |
+760 |
| Jun10 |
100217 |
213.80 |
214.55 |
212.12 |
214.18 |
+1.28 |
6,179 |
30,175 |
+242 |
| Jul10 |
100217 |
214.09 |
214.10 |
212.15 |
213.77 |
+1.22 |
2,522 |
18,426 |
+173 |
| Aug10 |
100217 |
212.19 |
213.09 |
211.59 |
213.02 |
+1.17 |
1,519 |
9,405 |
-49 |
| Sep10 |
100217 |
211.23 |
212.06 |
210.18 |
212.06 |
+1.13 |
1,559 |
15,054 |
-168 |
| Oct10 |
100217 |
202.24 |
202.24 |
200.78 |
202.09 |
+1.06 |
516 |
5,525 |
+114 |
| Nov10 |
100217 |
200.92 |
201.19 |
200.92 |
201.19 |
+1.06 |
525 |
11,233 |
-14 |
| Dec10 |
100217 |
200.96 |
202.00 |
199.39 |
201.20 |
+1.04 |
992 |
11,596 |
+279 |
| Total Volume and Open Interest |
101,008 |
258,198 |
+1,182 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100217 |
200.70 |
200.71 |
198.80 |
200.70 |
+1.90 |
0 |
7 |
+0 |
| Apr10 |
100217 |
212.80 |
212.80 |
211.30 |
212.80 |
+1.50 |
|
|
|
| May10 |
100217 |
214.00 |
214.00 |
212.60 |
214.00 |
+1.40 |
|
|
|
| Jun10 |
100217 |
214.20 |
214.20 |
212.90 |
214.20 |
+1.30 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100217 |
5.350 |
5.414 |
5.274 |
5.386 |
+0.076 |
149,081 |
81,914 |
-13,656 |
| Apr10 |
100217 |
5.324 |
5.388 |
5.261 |
5.363 |
+0.061 |
71,235 |
136,294 |
+11,355 |
| May10 |
100217 |
5.410 |
5.436 |
5.320 |
5.416 |
+0.056 |
25,026 |
124,899 |
+145 |
| Jun10 |
100217 |
5.479 |
5.501 |
5.400 |
5.482 |
+0.048 |
10,527 |
45,683 |
+3,526 |
| Jul10 |
100217 |
5.515 |
5.571 |
5.479 |
5.553 |
+0.041 |
8,668 |
35,843 |
+3,240 |
| Aug10 |
100217 |
5.595 |
5.626 |
5.530 |
5.609 |
+0.039 |
4,472 |
36,345 |
+652 |
| Sep10 |
100217 |
5.649 |
5.656 |
5.567 |
5.639 |
+0.037 |
3,949 |
26,180 |
+1,097 |
| Oct10 |
100217 |
5.714 |
5.750 |
5.675 |
5.732 |
+0.034 |
10,742 |
55,832 |
-533 |
| Nov10 |
100217 |
5.972 |
6.038 |
5.972 |
6.019 |
+0.021 |
1,502 |
12,420 |
+216 |
| Dec10 |
100217 |
6.329 |
6.339 |
6.290 |
6.322 |
+0.004 |
1,936 |
24,556 |
+157 |
| Jan11 |
100217 |
6.560 |
6.560 |
6.521 |
6.539 |
+0.001 |
4,879 |
33,652 |
+615 |
| Feb11 |
100217 |
6.509 |
6.520 |
6.480 |
6.492 |
-0.004 |
697 |
11,725 |
+72 |
| Mar11 |
100217 |
6.350 |
6.350 |
6.280 |
6.304 |
-0.004 |
1,496 |
23,640 |
+353 |
| Apr11 |
100217 |
5.850 |
5.850 |
5.810 |
5.819 |
-0.016 |
605 |
23,663 |
+46 |
| May11 |
100217 |
5.800 |
5.810 |
5.780 |
5.787 |
-0.018 |
33 |
9,871 |
+19 |
| Jun11 |
100217 |
5.845 |
5.880 |
5.820 |
5.832 |
-0.018 |
31 |
4,445 |
-2 |
| Total Volume and Open Interest |
295,493 |
781,788 |
+7,277 |
| Brent Crude Oil(ICE) |
| Apr10 |
100217 |
75.75 |
76.48 |
75.40 |
76.27 |
+0.59 |
43,806 |
198,210 |
-2,454 |
| May10 |
100217 |
76.25 |
76.95 |
75.83 |
76.69 |
+0.51 |
19,149 |
158,386 |
+8,648 |
| Jun10 |
100217 |
76.82 |
77.31 |
76.34 |
77.18 |
+0.46 |
8,410 |
102,121 |
+3,342 |
| Jul10 |
100217 |
77.95 |
77.99 |
76.87 |
77.69 |
+0.44 |
1,111 |
32,308 |
+453 |
| Aug10 |
100217 |
77.73 |
78.27 |
77.34 |
78.16 |
+0.43 |
252 |
21,765 |
+6 |
| Sep10 |
100217 |
78.73 |
78.73 |
77.79 |
78.60 |
+0.41 |
401 |
15,039 |
+578 |
| Oct10 |
100217 |
79.15 |
79.16 |
78.70 |
79.00 |
+0.37 |
464 |
16,271 |
-113 |
| Nov10 |
100217 |
79.57 |
79.58 |
78.74 |
79.41 |
+0.35 |
324 |
13,847 |
-112 |
| Dec10 |
100217 |
79.61 |
80.06 |
79.11 |
79.83 |
+0.32 |
1,785 |
83,833 |
+927 |
| Jan11 |
100217 |
80.24 |
80.24 |
80.24 |
80.24 |
+0.31 |
174 |
11,342 |
-180 |
| Feb11 |
100217 |
80.65 |
80.65 |
80.65 |
80.65 |
+0.30 |
69 |
6,118 |
-63 |
| Mar11 |
100217 |
81.05 |
81.05 |
81.05 |
81.05 |
+0.30 |
7 |
5,553 |
+97 |
| Apr11 |
100217 |
81.42 |
81.42 |
81.42 |
81.42 |
+0.29 |
5 |
2,873 |
+9 |
| May11 |
100217 |
81.76 |
81.76 |
81.76 |
81.76 |
+0.29 |
2 |
2,641 |
+20 |
| Total Volume and Open Interest |
76,252 |
778,286 |
+11,134 |
| Gas Oil(ICE) |
| Mar10 |
100217 |
612.50 |
617.75 |
610.25 |
611.00 |
-0.25 |
17,355 |
162,294 |
-2,374 |
| Apr10 |
100217 |
618.00 |
623.75 |
616.25 |
616.75 |
-0.25 |
15,897 |
112,935 |
+1,996 |
| May10 |
100217 |
625.00 |
629.25 |
622.00 |
622.75 |
-0.25 |
6,955 |
58,327 |
+591 |
| Jun10 |
100217 |
631.00 |
635.00 |
628.00 |
628.75 |
-0.75 |
4,269 |
43,685 |
+33 |
| Jul10 |
100217 |
639.25 |
641.50 |
634.50 |
635.25 |
-0.75 |
3,010 |
24,400 |
+2,085 |
| Aug10 |
100217 |
645.50 |
646.75 |
641.00 |
641.25 |
-1.00 |
2,535 |
23,360 |
-265 |
| Sep10 |
100217 |
652.50 |
653.50 |
646.75 |
647.00 |
-1.25 |
3,107 |
23,813 |
+1,015 |
| Oct10 |
100217 |
655.50 |
658.25 |
653.00 |
653.00 |
-1.00 |
875 |
14,943 |
+263 |
| Nov10 |
100217 |
658.00 |
660.25 |
657.75 |
657.75 |
-1.00 |
424 |
14,077 |
-65 |
| Dec10 |
100217 |
664.50 |
668.25 |
661.25 |
662.25 |
-1.00 |
1,881 |
77,125 |
-1,270 |
| Total Volume and Open Interest |
56,658 |
629,709 |
+2,285 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100217 |
1.710 |
1.710 |
1.701 |
1.706 |
-0.012 |
45 |
691 |
-27 |
| Apr10 |
100217 |
1.707 |
1.710 |
1.701 |
1.707 |
-0.013 |
33 |
1,371 |
-5 |
| May10 |
100217 |
1.710 |
1.714 |
1.701 |
1.713 |
-0.012 |
19 |
827 |
+10 |
| Jun10 |
100217 |
1.710 |
1.715 |
1.706 |
1.715 |
-0.010 |
17 |
790 |
+12 |
| Jul10 |
100217 |
1.717 |
1.717 |
1.717 |
1.717 |
-0.008 |
18 |
1,059 |
+0 |
| Aug10 |
100217 |
1.701 |
1.720 |
1.690 |
1.695 |
-0.012 |
19 |
679 |
+15 |
| Sep10 |
100217 |
1.710 |
1.710 |
1.695 |
1.695 |
+0.005 |
15 |
667 |
+15 |
| Total Volume and Open Interest |
247 |
8,249 |
+72 |
| US Dollar Index(ICE) |
| Mar10 |
100217 |
79.720 |
80.610 |
79.610 |
80.475 |
+0.720 |
2,065 |
53,848 |
+203 |
| Jun10 |
100217 |
80.015 |
80.900 |
79.920 |
80.765 |
+0.690 |
17 |
4,846 |
-3 |
| Sep10 |
100217 |
81.015 |
81.015 |
81.015 |
81.015 |
+0.715 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
2,082 |
58,696 |
+200 |
| Australian Dollar(CME) |
| Mar10 |
100217 |
89.88 |
90.13 |
89.51 |
89.75 |
-0.10 |
136,489 |
90,868 |
-3,319 |
| Jun10 |
100217 |
88.99 |
89.23 |
88.64 |
88.87 |
-0.10 |
1,231 |
5,738 |
+149 |
| Sep10 |
100217 |
87.96 |
88.06 |
87.96 |
87.96 |
-0.10 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
137,720 |
96,654 |
-3,170 |
| British Pound(CME) |
| Mar10 |
100217 |
157.79 |
158.13 |
156.62 |
156.85 |
-0.92 |
124,316 |
117,376 |
-3,066 |
| Jun10 |
100217 |
157.67 |
158.02 |
156.53 |
156.75 |
-0.92 |
413 |
1,227 |
+28 |
| Sep10 |
100217 |
156.67 |
157.80 |
156.60 |
156.67 |
-0.91 |
0 |
84 |
+0 |
| Total Volume and Open Interest |
124,733 |
118,690 |
-3,038 |
| Canadian Dollar(CME) |
| Mar10 |
100217 |
95.76 |
96.04 |
95.49 |
95.73 |
+0.03 |
86,041 |
87,404 |
-50 |
| Jun10 |
100217 |
95.74 |
96.02 |
95.49 |
95.72 |
+0.03 |
392 |
3,081 |
-101 |
| Sep10 |
100217 |
95.75 |
95.99 |
95.51 |
95.70 |
+0.03 |
0 |
792 |
+0 |
| Dec10 |
100217 |
95.51 |
95.64 |
95.47 |
95.64 |
+0.03 |
11 |
709 |
+11 |
| Total Volume and Open Interest |
86,455 |
92,063 |
-136 |
| Japanese Yen(CME) |
| Mar10 |
100217 |
110.89 |
110.94 |
109.39 |
109.74 |
-1.21 |
139,151 |
118,625 |
+596 |
| Jun10 |
100217 |
110.86 |
110.97 |
109.47 |
109.80 |
-1.21 |
676 |
783 |
+110 |
| Sep10 |
100217 |
110.20 |
111.11 |
109.87 |
109.90 |
-1.21 |
0 |
204 |
+0 |
| Total Volume and Open Interest |
139,827 |
119,636 |
+706 |
| Swiss Franc(CME) |
| Mar10 |
100217 |
93.76 |
93.94 |
92.60 |
92.85 |
-0.84 |
56,570 |
43,965 |
-377 |
| Jun10 |
100217 |
93.88 |
93.97 |
92.76 |
92.91 |
-0.84 |
34 |
186 |
+3 |
| Sep10 |
100217 |
92.99 |
93.83 |
92.99 |
92.99 |
-0.84 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
56,604 |
44,164 |
-374 |
| EuroFX(CME) |
| Mar10 |
100217 |
137.59 |
137.89 |
135.84 |
136.16 |
-1.40 |
339,011 |
198,531 |
+21 |
| Jun10 |
100217 |
137.71 |
137.84 |
135.83 |
136.13 |
-1.40 |
2,066 |
3,681 |
+769 |
| Sep10 |
100217 |
136.51 |
137.48 |
135.98 |
136.08 |
-1.40 |
0 |
682 |
+0 |
| Total Volume and Open Interest |
341,077 |
202,939 |
+790 |
| Mexican Peso(CME) |
| Mar10 |
100217 |
775.0 |
778.5 |
772.5 |
774.8 |
-0.2 |
19,560 |
86,533 |
+628 |
| Apr10 |
100217 |
772.0 |
772.0 |
772.0 |
772.0 |
unch |
|
|
|
| Total Volume and Open Interest |
19,625 |
88,671 |
+652 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100217 |
117~270 |
117~280 |
116~170 |
116~270 |
-0~310 |
|
|
|
| Jun10 |
100217 |
116~100 |
116~100 |
115~010 |
115~100 |
-1~000 |
1,133 |
18,520 |
+553 |
| Sep10 |
100217 |
114~130 |
115~010 |
114~010 |
114~010 |
-1~000 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
250,743 |
665,541 |
-5,156 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100217 |
118~095 |
118~100 |
117~165 |
117~215 |
-0~205 |
884,934 |
1,401,646 |
+3,059 |
| Jun10 |
100217 |
116~260 |
116~280 |
116~040 |
116~070 |
-0~210 |
6,979 |
26,820 |
+1,242 |
| Sep10 |
100217 |
114~245 |
115~140 |
114~245 |
114~245 |
-0~215 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
891,913 |
1,428,470 |
+4,301 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100217 |
116~082 |
116~082 |
116~045 |
116~045 |
-0~056 |
|
|
|
| Jun10 |
100217 |
115~064 |
115~066 |
115~012 |
115~021 |
-0~056 |
5,341 |
15,521 |
+3,178 |
| Sep10 |
100217 |
113~125 |
114~053 |
113~125 |
113~125 |
-0~056 |
|
|
|
| Total Volume and Open Interest |
426,442 |
945,506 |
-7,846 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100217 |
109~004 |
109~006 |
108~125 |
108~125 |
+0~006 |
326,087 |
955,130 |
+955,130 |
| Jun10 |
100217 |
108~068 |
108~073 |
108~058 |
108~058 |
-0~015 |
5,207 |
53,683 |
+4,158 |
| Sep10 |
100217 |
107~119 |
108~007 |
107~119 |
107~119 |
-0~016 |
|
|
|
| Total Volume and Open Interest |
197,703 |
997,305 |
-3,972 |
| Eurodollars(CME) |
| Mar10 |
100217 |
99.723 |
99.728 |
99.720 |
99.723 |
+0.003 |
106,545 |
1,161,309 |
-14,636 |
| Jun10 |
100217 |
99.610 |
99.610 |
99.585 |
99.600 |
-0.005 |
128,538 |
1,082,177 |
-9,215 |
| Sep10 |
100217 |
99.395 |
99.405 |
99.355 |
99.385 |
-0.010 |
197,665 |
868,858 |
-9,505 |
| Dec10 |
100217 |
99.085 |
99.085 |
99.015 |
99.055 |
-0.025 |
242,485 |
932,674 |
+12,127 |
| Mar11 |
100217 |
98.745 |
98.745 |
98.660 |
98.695 |
-0.045 |
266,889 |
600,708 |
-17,433 |
| Jun11 |
100217 |
98.385 |
98.385 |
98.285 |
98.320 |
-0.060 |
198,833 |
721,993 |
+3,440 |
| Sep11 |
100217 |
98.030 |
98.030 |
97.930 |
97.960 |
-0.070 |
145,083 |
559,553 |
+64 |
| Dec11 |
100217 |
97.690 |
97.690 |
97.580 |
97.610 |
-0.080 |
139,155 |
351,937 |
-6,271 |
| Mar12 |
100217 |
97.385 |
97.385 |
97.270 |
97.295 |
-0.090 |
49,159 |
264,841 |
+4,221 |
| Jun12 |
100217 |
97.085 |
97.085 |
96.965 |
96.985 |
-0.095 |
32,827 |
219,460 |
-1,209 |
| Sep12 |
100217 |
96.790 |
96.795 |
96.685 |
96.705 |
-0.100 |
23,125 |
127,558 |
-155 |
| Dec12 |
100217 |
96.520 |
96.525 |
96.425 |
96.440 |
-0.100 |
20,314 |
109,792 |
-1,182 |
| Mar13 |
100217 |
96.300 |
96.315 |
96.205 |
96.230 |
-0.100 |
6,738 |
75,583 |
-409 |
| Jun13 |
100217 |
96.090 |
96.110 |
96.005 |
96.025 |
-0.100 |
5,963 |
60,626 |
-571 |
| Sep13 |
100217 |
95.905 |
95.915 |
95.815 |
95.840 |
-0.095 |
4,749 |
53,636 |
+268 |
| Dec13 |
100217 |
95.715 |
95.730 |
95.630 |
95.650 |
-0.100 |
4,222 |
33,484 |
-123 |
| Mar14 |
100217 |
95.565 |
95.575 |
95.470 |
95.500 |
-0.100 |
3,125 |
35,303 |
-382 |
| Jun14 |
100217 |
95.415 |
95.425 |
95.330 |
95.350 |
-0.100 |
2,947 |
30,729 |
-332 |
| Total Volume and Open Interest |
1,589,335 |
7,416,003 |
-110,850 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100217 |
99.872 |
99.872 |
99.870 |
99.870 |
unch |
824 |
83,575 |
-558 |
| Mar10 |
100217 |
99.865 |
99.865 |
99.860 |
99.860 |
unch |
2,974 |
57,307 |
+1,193 |
| Apr10 |
100217 |
99.845 |
99.850 |
99.840 |
99.845 |
+0.005 |
4,010 |
76,764 |
+1,586 |
| May10 |
100217 |
99.830 |
99.830 |
99.820 |
99.825 |
unch |
2,658 |
67,311 |
+697 |
| Jun10 |
100217 |
99.815 |
99.815 |
99.800 |
99.810 |
unch |
4,357 |
55,672 |
+591 |
| Jul10 |
100217 |
99.775 |
99.775 |
99.760 |
99.770 |
unch |
6,187 |
55,808 |
+749 |
| Total Volume and Open Interest |
48,227 |
581,322 |
+13,568 |
| 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 |
100217 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
0 |
1,338 |
+0 |
| Jun10 |
100217 |
99.665 |
99.665 |
99.630 |
99.665 |
unch |
0 |
80 |
+0 |
| Sep10 |
100217 |
99.685 |
99.685 |
99.685 |
99.685 |
unch |
0 |
230 |
+0 |
| Dec10 |
100217 |
99.670 |
99.670 |
99.670 |
99.670 |
unch |
0 |
242 |
+0 |
| Mar11 |
100217 |
99.660 |
99.660 |
99.660 |
99.660 |
unch |
|
|
|
| Jun11 |
100217 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
| Sep11 |
100217 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
|
|
|
| Dec11 |
100217 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
|
|
|
| Mar12 |
100217 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Jun12 |
100217 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,890 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100217 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
4,540 |
-8 |
| Jun10 |
100217 |
99.62 |
99.67 |
99.62 |
99.67 |
unch |
0 |
1,629 |
+7 |
| Sep10 |
100217 |
99.68 |
99.68 |
99.68 |
99.68 |
unch |
0 |
2,021 |
+0 |
| Dec10 |
100217 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
0 |
1,438 |
+0 |
| Mar11 |
100217 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
0 |
664 |
+0 |
| Jun11 |
100217 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
56 |
+0 |
| Sep11 |
100217 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
51 |
+0 |
| Dec11 |
100217 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
102 |
+0 |
| Total Volume and Open Interest |
0 |
11,872 |
-1 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100216 |
139.55 |
139.75 |
139.51 |
139.63 |
+0.15 |
2,639 |
15,235 |
-581 |
| Jun10 |
100217 |
139.40 |
139.40 |
139.40 |
139.40 |
+0.02 |
0 |
3 |
+3 |
| Sep10 |
100217 |
139.40 |
139.40 |
139.40 |
139.40 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
2,988 |
16,783 |
+1,289 |
| Euro-Bund(EUREX) |
| Mar10 |
100217 |
123.51 |
123.61 |
123.32 |
123.51 |
+0.13 |
294,354 |
951,277 |
-45,834 |
| Jun10 |
100217 |
122.09 |
122.10 |
121.89 |
122.04 |
+0.14 |
142 |
7,090 |
+389 |
| Sep10 |
100217 |
121.61 |
121.61 |
121.61 |
121.61 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
294,496 |
958,367 |
-45,445 |
| Euro-Bobl(EUREX) |
| Mar10 |
100217 |
117.74 |
117.83 |
117.66 |
117.75 |
+0.06 |
180,286 |
761,616 |
-16,464 |
| Jun10 |
100217 |
116.25 |
116.30 |
116.23 |
116.27 |
+0.07 |
2,541 |
20,225 |
+2,487 |
| Sep10 |
100217 |
116.05 |
116.05 |
116.05 |
116.05 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
182,827 |
781,841 |
-23,928 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100217 |
99.325 |
99.330 |
99.320 |
99.325 |
+0.005 |
3,610 |
12,952 |
+1,785 |
| Jun10 |
100217 |
99.140 |
99.170 |
99.140 |
99.150 |
+0.010 |
44 |
7,226 |
+60 |
| Sep10 |
100217 |
98.950 |
98.965 |
98.950 |
98.960 |
+0.020 |
0 |
2,540 |
+41 |
| Total Volume and Open Interest |
3,685 |
26,481 |
+1,860 |
| Long Gilt(LIFFE) |
| Mar10 |
100217 |
114~25 |
115~01 |
114~15 |
114~24 |
+0~02 |
38,486 |
255,268 |
+2,692 |
| Jun10 |
100217 |
113~10 |
113~10 |
113~06 |
113~09 |
+0~02 |
2 |
60 |
+20 |
| Total Volume and Open Interest |
38,488 |
255,328 |
+2,712 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100217 |
99.31 |
99.32 |
99.30 |
99.31 |
-0.01 |
29,445 |
341,143 |
+7,716 |
| Jun10 |
100217 |
99.22 |
99.23 |
99.21 |
99.21 |
-0.02 |
43,268 |
330,088 |
-5,974 |
| Sep10 |
100217 |
99.06 |
99.06 |
99.04 |
99.05 |
-0.01 |
24,737 |
318,795 |
-1,551 |
| Dec10 |
100217 |
98.78 |
98.78 |
98.74 |
98.77 |
-0.01 |
19,320 |
343,239 |
+2,164 |
| Mar11 |
100217 |
98.43 |
98.45 |
98.40 |
98.44 |
unch |
21,473 |
304,702 |
+5,545 |
| Jun11 |
100217 |
98.06 |
98.09 |
98.04 |
98.07 |
+0.01 |
16,151 |
188,938 |
-2,000 |
| Total Volume and Open Interest |
189,093 |
2,209,832 |
+7,824 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100217 |
99.320 |
99.330 |
99.315 |
99.325 |
+0.005 |
63,841 |
684,885 |
-20,315 |
| Jun10 |
100217 |
99.140 |
99.175 |
99.135 |
99.150 |
+0.010 |
115,955 |
769,323 |
-83 |
| Sep10 |
100217 |
98.940 |
98.995 |
98.935 |
98.960 |
+0.020 |
128,976 |
608,642 |
-15,315 |
| Total Volume and Open Interest |
534,223 |
3,729,449 |
-81,128 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100217 |
95.78 |
95.79 |
95.72 |
95.76 |
-0.03 |
22,644 |
289,039 |
-11,421 |
| Jun10 |
100217 |
95.53 |
95.54 |
95.45 |
95.49 |
-0.04 |
25,279 |
237,832 |
+425 |
| Sep10 |
100217 |
95.25 |
95.28 |
95.18 |
95.22 |
-0.04 |
8,319 |
116,884 |
-1,650 |
| Dec10 |
100217 |
95.00 |
95.01 |
94.92 |
94.96 |
-0.04 |
3,345 |
89,268 |
-193 |
| Mar11 |
100217 |
94.78 |
94.78 |
94.70 |
94.75 |
-0.03 |
2,276 |
39,516 |
+471 |
| Jun11 |
100217 |
94.59 |
94.60 |
94.52 |
94.57 |
-0.03 |
4,350 |
33,770 |
+139 |
| Sep11 |
100217 |
94.45 |
94.45 |
94.36 |
94.44 |
-0.02 |
1,420 |
16,544 |
-844 |
| Dec11 |
100217 |
94.33 |
94.33 |
94.24 |
94.32 |
-0.02 |
883 |
8,225 |
+2 |
| Mar12 |
100217 |
94.22 |
94.24 |
94.21 |
94.24 |
-0.02 |
0 |
2,963 |
+0 |
| Jun12 |
100217 |
94.17 |
94.18 |
94.17 |
94.18 |
-0.03 |
0 |
1,532 |
+0 |
| Total Volume and Open Interest |
68,516 |
837,048 |
-13,071 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100217 |
94.43 |
94.45 |
94.39 |
94.43 |
unch |
18,669 |
370,246 |
-951 |
| Jun10 |
100217 |
94.43 |
94.43 |
94.43 |
94.43 |
unch |
|
|
|
| Total Volume and Open Interest |
18,669 |
370,246 |
-951 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100217 |
95.12 |
95.14 |
95.05 |
95.09 |
-0.03 |
74,962 |
746,948 |
+4,683 |
| Jun10 |
100217 |
95.09 |
95.09 |
95.09 |
95.09 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
74,962 |
746,948 |
+4,683 |
| Gold(CMX) |
| Feb10 |
100217 |
1116.4 |
1127.0 |
1108.5 |
1119.5 |
+0.2 |
197 |
602 |
-223 |
| Apr10 |
100217 |
1119.8 |
1128.7 |
1105.5 |
1120.1 |
+0.3 |
153,310 |
273,115 |
-4,622 |
| Jun10 |
100217 |
1119.7 |
1129.8 |
1106.6 |
1121.3 |
+0.4 |
2,428 |
57,438 |
+71 |
| Aug10 |
100217 |
1121.0 |
1127.8 |
1110.3 |
1122.3 |
+0.4 |
1,395 |
21,824 |
+521 |
| Oct10 |
100217 |
1125.0 |
1125.9 |
1119.4 |
1123.3 |
+0.4 |
959 |
10,174 |
+589 |
| Dec10 |
100217 |
1120.8 |
1131.2 |
1111.0 |
1124.5 |
+0.4 |
2,839 |
36,922 |
+387 |
| Feb11 |
100217 |
1127.3 |
1127.3 |
1126.2 |
1126.2 |
+0.5 |
296 |
8,229 |
-49 |
| Apr11 |
100217 |
1128.2 |
1128.4 |
1120.2 |
1128.4 |
+0.6 |
2 |
3,953 |
+2 |
| Jun11 |
100217 |
475.6 |
475.6 |
475.6 |
475.6 |
+0.7 |
0 |
7,349 |
+7 |
| Aug11 |
100217 |
1133.9 |
1133.9 |
1133.9 |
1133.9 |
+0.8 |
50 |
2,016 |
+34 |
| Oct11 |
100217 |
1137.3 |
1137.3 |
1137.3 |
1137.3 |
+0.8 |
0 |
3,644 |
+0 |
| Dec11 |
100217 |
1137.8 |
1145.2 |
1136.0 |
1141.1 |
+0.9 |
635 |
11,508 |
-235 |
| Total Volume and Open Interest |
163,772 |
456,917 |
-3,826 |
| Silver(CMX) |
| Mar10 |
100217 |
1615.5 |
1633.0 |
1582.5 |
1609.8 |
-5.0 |
31,992 |
45,945 |
-1,620 |
| May10 |
100217 |
1618.0 |
1635.5 |
1586.5 |
1612.3 |
-5.2 |
3,861 |
32,068 |
+1,479 |
| Jul10 |
100217 |
1618.0 |
1635.0 |
1587.5 |
1614.4 |
-5.2 |
870 |
11,096 |
+206 |
| Sep10 |
100217 |
1629.5 |
1638.5 |
1600.0 |
1616.2 |
-5.2 |
547 |
3,095 |
-141 |
| Dec10 |
100217 |
1633.0 |
1640.0 |
1593.5 |
1618.6 |
-5.2 |
879 |
12,940 |
+320 |
| Mar11 |
100217 |
1621.6 |
1621.6 |
1621.6 |
1621.6 |
-5.0 |
50 |
1,518 |
+50 |
| May11 |
100217 |
1623.5 |
1623.5 |
1623.5 |
1623.5 |
-4.9 |
2 |
1,725 |
+0 |
| Total Volume and Open Interest |
38,383 |
118,673 |
+349 |
| Platinum(NYMEX) |
| Apr10 |
100217 |
1538.0 |
1555.7 |
1526.0 |
1537.1 |
-0.6 |
3,662 |
32,802 |
+419 |
| Jul10 |
100217 |
1544.4 |
1551.7 |
1529.6 |
1537.5 |
-0.6 |
34 |
1,901 |
+25 |
| Oct10 |
100217 |
1545.3 |
1545.3 |
1536.5 |
1536.5 |
-0.6 |
91 |
120 |
+91 |
| Jan11 |
100217 |
1527.1 |
1527.1 |
1527.1 |
1527.1 |
-0.6 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
3,787 |
35,085 |
+535 |
| Palladium(NYMEX) |
| Mar10 |
100217 |
433.50 |
441.90 |
431.95 |
438.00 |
+5.55 |
1,765 |
16,652 |
-274 |
| Jun10 |
100217 |
434.75 |
443.00 |
433.20 |
439.30 |
+5.70 |
399 |
5,705 |
+330 |
| Sep10 |
100217 |
440.00 |
442.30 |
436.60 |
439.25 |
+5.65 |
0 |
251 |
+0 |
| Total Volume and Open Interest |
2,166 |
22,638 |
+56 |
| Copper(CMX) |
| Mar10 |
100217 |
319.40 |
326.80 |
319.40 |
323.95 |
+1.80 |
35,054 |
35,635 |
-2,873 |
| May10 |
100217 |
322.30 |
328.65 |
321.10 |
325.90 |
+1.95 |
8,781 |
57,525 |
+1,302 |
| Jul10 |
100217 |
324.35 |
329.00 |
323.00 |
326.80 |
+2.10 |
1,035 |
14,996 |
+72 |
| Sep10 |
100217 |
328.00 |
328.00 |
324.75 |
327.35 |
+2.20 |
646 |
6,042 |
+209 |
| Dec10 |
100217 |
327.50 |
328.55 |
325.75 |
327.65 |
+2.40 |
307 |
4,945 |
+181 |
| Total Volume and Open Interest |
46,496 |
123,185 |
-952 |
| DJIA Index(CBOT) |
| Mar10 |
100217 |
10239 |
10300 |
10239 |
10296 |
+55 |
303 |
13,564 |
+28 |
| Jun10 |
100217 |
10210 |
10233 |
10205 |
10233 |
+55 |
1 |
28 |
+0 |
| Sep10 |
100217 |
10183 |
10183 |
10121 |
10183 |
+62 |
|
|
|
| Dec10 |
100217 |
10126 |
10126 |
10071 |
10126 |
+55 |
|
|
|
| Total Volume and Open Interest |
304 |
13,592 |
+28 |
| S & P 500(CME) |
| Mar10 |
100217 |
1093.30 |
1100.00 |
1092.70 |
1099.60 |
+6.40 |
23,227 |
370,748 |
+4,077 |
| Jun10 |
100217 |
1092.70 |
1094.80 |
1089.40 |
1094.80 |
+6.40 |
10 |
9,359 |
+0 |
| Sep10 |
100217 |
1089.80 |
1089.80 |
1082.90 |
1089.80 |
+6.40 |
300 |
1,111 |
-210 |
| Dec10 |
100217 |
1085.40 |
1085.40 |
1078.50 |
1085.40 |
+6.40 |
400 |
2,211 |
+50 |
| Total Volume and Open Interest |
23,937 |
383,430 |
+3,917 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100217 |
1093.25 |
1100.00 |
1092.50 |
1099.50 |
+6.25 |
2,747,993 |
2,837,310 |
+11,100 |
| Jun10 |
100217 |
1088.50 |
1095.00 |
1087.75 |
1094.75 |
+6.25 |
2,817 |
27,724 |
+527 |
| Total Volume and Open Interest |
2,750,819 |
2,866,503 |
+11,630 |
| NASDAQ 100(CME) |
| Mar10 |
100217 |
1800.00 |
1812.00 |
1797.00 |
1811.80 |
+12.50 |
1,511 |
30,012 |
+549 |
| Jun10 |
100217 |
1809.30 |
1809.30 |
1802.00 |
1809.30 |
+12.50 |
0 |
695 |
+0 |
| Sep10 |
100217 |
1808.30 |
1808.30 |
1806.80 |
1808.30 |
+12.50 |
|
|
|
| Total Volume and Open Interest |
1,511 |
30,707 |
+549 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100217 |
1799.30 |
1812.50 |
1797.50 |
1811.80 |
+12.50 |
328,637 |
388,295 |
+8,046 |
| Jun10 |
100217 |
1798.50 |
1809.30 |
1795.80 |
1809.30 |
+12.50 |
241 |
6,477 |
-189 |
| Total Volume and Open Interest |
328,878 |
394,795 |
+7,857 |
| S & P Midcap 400(CME) |
| Mar10 |
100217 |
728.00 |
732.80 |
727.50 |
732.80 |
+6.80 |
8 |
2,989 |
-6 |
| Jun10 |
100217 |
730.60 |
730.60 |
730.60 |
730.60 |
+6.80 |
|
|
|
| Sep10 |
100217 |
728.60 |
728.60 |
728.60 |
728.60 |
+6.80 |
|
|
|
| Total Volume and Open Interest |
8 |
2,989 |
-6 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100217 |
10290 |
10395 |
10290 |
10380 |
+180 |
8,718 |
40,186 |
+1,834 |
| Jun10 |
100217 |
10380 |
10380 |
10370 |
10380 |
+180 |
|
|
|
| Total Volume and Open Interest |
8,718 |
40,186 |
+1,834 |
| Nikkei 225(SGX) |
| Mar10 |
100217 |
10050 |
10310 |
10035 |
10290 |
+265 |
54,261 |
180,675 |
+832 |
| Jun10 |
100217 |
10180 |
10235 |
10180 |
10235 |
+270 |
24 |
1,825 |
+85 |
| Sep10 |
100217 |
10240 |
10240 |
10240 |
10240 |
+270 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
54,297 |
183,671 |
+909 |
| CAC 40(EURONEXT) |
| Feb10 |
100217 |
3695.0 |
3748.0 |
3688.0 |
3722.5 |
+51.5 |
67,832 |
336,222 |
-23,799 |
| Mar10 |
100217 |
3697.5 |
3748.0 |
3689.5 |
3723.5 |
+51.5 |
8,368 |
93,328 |
+10,469 |
| Apr10 |
100217 |
3731.0 |
3731.0 |
3721.5 |
3724.5 |
+51.5 |
2 |
193 |
+12 |
| Total Volume and Open Interest |
76,540 |
431,816 |
-13,452 |
| Hang Seng Index(HKFE) |
| Feb10 |
100217 |
20594 |
20744 |
20443 |
20591 |
+255 |
74,703 |
78,510 |
-1,892 |
| Mar10 |
100217 |
20598 |
20687 |
20389 |
20535 |
+260 |
2,305 |
11,380 |
+163 |
| Total Volume and Open Interest |
77,085 |
91,166 |
-1,695 |
| DAX(EUREX) |
| Mar10 |
100217 |
5626.5 |
5683.5 |
5613.0 |
5644.0 |
+53.5 |
63,309 |
151,189 |
-1,842 |
| Jun10 |
100217 |
5634.5 |
5680.0 |
5623.0 |
5652.0 |
+53.0 |
585 |
12,129 |
+355 |
| Sep10 |
100217 |
5634.5 |
5688.0 |
5634.5 |
5660.0 |
+53.5 |
21 |
1,240 |
+4 |
| Total Volume and Open Interest |
63,915 |
164,558 |
-1,483 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100217 |
5257.00 |
5286.50 |
5244.50 |
5252.00 |
+36.00 |
57,235 |
672,213 |
+4,940 |
| Jun10 |
100217 |
5206.50 |
5235.00 |
5200.00 |
5202.50 |
+36.50 |
158 |
5,300 |
+702 |
| Sep10 |
100217 |
5169.50 |
5195.00 |
5166.00 |
5166.00 |
+37.50 |
0 |
330 |
+1 |
| Total Volume and Open Interest |
57,393 |
678,434 |
+5,643 |
| SPI 200(SFE) |
| Mar10 |
100217 |
4541.0 |
4648.0 |
4536.0 |
4638.0 |
+103.0 |
25,518 |
192,965 |
-2,143 |
| Jun10 |
100217 |
4580.0 |
4655.0 |
4570.0 |
4655.0 |
+103.0 |
525 |
2,388 |
+106 |
| Sep10 |
100217 |
4638.0 |
4638.0 |
4638.0 |
4638.0 |
+103.0 |
1 |
1,965 |
+0 |
| Total Volume and Open Interest |
26,044 |
198,884 |
-1,980 |
| GSCI(CME) |
| Mar10 |
100217 |
513.50 |
514.25 |
509.00 |
511.50 |
+0.50 |
1,253 |
14,403 |
+794 |
| Apr10 |
100217 |
514.00 |
516.00 |
512.50 |
515.00 |
unch |
2 |
0 |
+0 |
| May10 |
100217 |
517.00 |
519.00 |
514.50 |
517.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
2,315 |
18,939 |
|
| 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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