|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri February 19, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100219 |
939.50 |
948.50 |
931.75 |
945.00 |
-3.00 |
71,599 |
95,826 |
-7,730 |
| May10 |
100219 |
948.25 |
958.00 |
941.00 |
954.50 |
-3.00 |
45,693 |
168,732 |
+1,570 |
| Jul10 |
100219 |
954.50 |
965.50 |
949.00 |
962.00 |
-3.25 |
18,522 |
88,316 |
+304 |
| Aug10 |
100219 |
951.00 |
961.50 |
951.00 |
958.50 |
-3.00 |
117 |
4,516 |
-7 |
| Sep10 |
100219 |
934.50 |
944.00 |
932.00 |
940.00 |
-4.00 |
573 |
3,298 |
+23 |
| Nov10 |
100219 |
922.00 |
931.00 |
917.00 |
926.00 |
-5.25 |
7,134 |
101,110 |
+834 |
| Jan11 |
100219 |
936.00 |
940.25 |
932.75 |
934.75 |
-5.50 |
89 |
5,761 |
+58 |
| Total Volume and Open Interest |
144,138 |
477,515 |
-4,668 |
| Soybean Meal(CBOT) |
| Mar10 |
100219 |
274.90 |
277.20 |
272.30 |
276.40 |
+0.80 |
24,306 |
42,041 |
-4,483 |
| May10 |
100219 |
268.50 |
271.50 |
266.50 |
270.00 |
-0.20 |
20,365 |
72,803 |
+3,002 |
| Jul10 |
100219 |
269.00 |
271.00 |
266.10 |
269.00 |
-0.70 |
6,609 |
37,056 |
+241 |
| Aug10 |
100219 |
264.90 |
268.00 |
264.90 |
266.20 |
-0.80 |
570 |
10,618 |
+174 |
| Sep10 |
100219 |
262.00 |
263.70 |
261.30 |
262.00 |
-1.00 |
402 |
9,353 |
+68 |
| Oct10 |
100219 |
253.70 |
256.50 |
253.30 |
253.50 |
-1.60 |
1,401 |
5,244 |
+17 |
| Dec10 |
100219 |
253.10 |
255.40 |
252.00 |
252.40 |
-1.70 |
3,655 |
23,635 |
+242 |
| Jan11 |
100219 |
255.60 |
255.60 |
253.60 |
253.60 |
-1.60 |
39 |
1,532 |
-12 |
| Total Volume and Open Interest |
57,755 |
205,504 |
-806 |
| Soybean Oil(CBOT) |
| Mar10 |
100219 |
38.50 |
38.74 |
38.13 |
38.52 |
-0.18 |
33,950 |
56,780 |
-3,442 |
| May10 |
100219 |
38.80 |
39.21 |
38.60 |
39.00 |
-0.18 |
31,291 |
110,207 |
+5,498 |
| Jul10 |
100219 |
39.23 |
39.66 |
39.08 |
39.46 |
-0.17 |
9,233 |
73,747 |
+1,142 |
| Aug10 |
100219 |
39.51 |
39.82 |
39.47 |
39.63 |
-0.19 |
1,437 |
9,101 |
+593 |
| Sep10 |
100219 |
39.62 |
39.97 |
39.54 |
39.76 |
-0.18 |
693 |
6,985 |
+288 |
| Oct10 |
100219 |
39.72 |
40.07 |
39.68 |
39.86 |
-0.16 |
606 |
4,921 |
+42 |
| Dec10 |
100219 |
39.89 |
40.36 |
39.72 |
40.16 |
-0.13 |
4,162 |
30,977 |
+534 |
| Jan11 |
100219 |
40.62 |
40.62 |
40.41 |
40.41 |
-0.13 |
10 |
574 |
-10 |
| Total Volume and Open Interest |
81,392 |
294,549 |
+4,650 |
| Canola(WCE) |
| Mar10 |
100219 |
382.1 |
386.3 |
380.1 |
384.7 |
+0.4 |
13,848 |
35,785 |
-12,372 |
| May10 |
100219 |
388.0 |
392.7 |
386.0 |
391.1 |
+0.7 |
17,143 |
63,378 |
+6,418 |
| Jul10 |
100219 |
394.6 |
397.0 |
393.4 |
395.5 |
-0.6 |
1,466 |
15,580 |
-625 |
| Nov10 |
100219 |
400.0 |
402.0 |
399.2 |
400.1 |
-2.8 |
201 |
14,354 |
+36 |
| Jan11 |
100219 |
403.4 |
403.4 |
403.4 |
403.4 |
-2.8 |
2 |
437 |
+0 |
| Total Volume and Open Interest |
32,686 |
129,761 |
-6,523 |
| Corn(CBOT) |
| Mar10 |
100219 |
355.00 |
360.50 |
353.25 |
360.00 |
+2.75 |
86,665 |
205,540 |
-9,840 |
| May10 |
100219 |
367.00 |
372.00 |
365.00 |
371.75 |
+2.75 |
57,996 |
373,440 |
+1,883 |
| Jul10 |
100219 |
377.75 |
382.75 |
375.75 |
382.75 |
+3.00 |
22,489 |
223,511 |
+4,284 |
| Sep10 |
100219 |
386.50 |
390.75 |
383.75 |
390.75 |
+2.50 |
3,027 |
54,662 |
+440 |
| Dec10 |
100219 |
393.25 |
398.25 |
390.75 |
398.25 |
+3.00 |
21,650 |
246,723 |
-2,796 |
| Mar11 |
100219 |
403.50 |
409.50 |
402.25 |
409.50 |
+2.75 |
898 |
26,616 |
+72 |
| Total Volume and Open Interest |
193,702 |
1,167,898 |
-5,944 |
| Wheat(CBOT) |
| Mar10 |
100219 |
481.00 |
490.50 |
477.50 |
489.75 |
+4.75 |
42,283 |
71,913 |
-8,584 |
| May10 |
100219 |
495.25 |
504.75 |
492.00 |
504.00 |
+4.50 |
27,988 |
150,851 |
+5,697 |
| Jul10 |
100219 |
508.00 |
517.25 |
504.50 |
516.75 |
+4.50 |
6,493 |
114,402 |
+1,084 |
| Sep10 |
100219 |
523.25 |
532.75 |
523.25 |
532.75 |
+4.75 |
497 |
25,210 |
+205 |
| Dec10 |
100219 |
550.25 |
558.00 |
545.25 |
557.50 |
+4.25 |
2,811 |
61,464 |
+500 |
| Total Volume and Open Interest |
80,641 |
441,824 |
-786 |
| Wheat(KCBT) |
| Mar10 |
100219 |
490.75 |
500.25 |
486.50 |
498.25 |
+4.75 |
6,499 |
23,389 |
-1,768 |
| May10 |
100219 |
502.50 |
511.50 |
497.75 |
509.25 |
+4.75 |
2,625 |
37,962 |
+110 |
| Jul10 |
100219 |
513.25 |
522.00 |
508.00 |
520.00 |
+4.75 |
2,139 |
35,089 |
+502 |
| Sep10 |
100219 |
523.00 |
532.25 |
520.00 |
531.50 |
+4.75 |
98 |
5,224 |
+20 |
| Dec10 |
100219 |
540.00 |
550.50 |
537.50 |
548.50 |
+4.75 |
540 |
41,749 |
-69 |
| Total Volume and Open Interest |
12,376 |
146,721 |
-957 |
| Wheat(MGE) |
| Mar10 |
100219 |
500.50 |
510.00 |
496.75 |
508.50 |
+5.75 |
2,229 |
9,128 |
-396 |
| May10 |
100219 |
513.00 |
520.75 |
508.75 |
519.50 |
+4.50 |
1,140 |
11,576 |
+256 |
| Jul10 |
100219 |
524.50 |
532.00 |
520.50 |
530.00 |
+3.75 |
208 |
0 |
-9,694 |
| Sep10 |
100219 |
533.00 |
543.00 |
533.00 |
542.75 |
+5.25 |
132 |
0 |
-5,193 |
| Dec10 |
100219 |
555.00 |
561.00 |
550.75 |
560.25 |
+4.75 |
95 |
6,223 |
-7 |
| Total Volume and Open Interest |
4,013 |
42,969 |
-137 |
| Oats(CBOT) |
| Mar10 |
100219 |
233.50 |
233.50 |
227.50 |
230.00 |
-5.00 |
1,018 |
3,033 |
-334 |
| May10 |
100219 |
242.00 |
243.25 |
227.00 |
239.00 |
-5.00 |
978 |
7,072 |
+394 |
| Jul10 |
100219 |
250.00 |
252.50 |
246.75 |
247.50 |
-5.00 |
43 |
2,241 |
+25 |
| Sep10 |
100219 |
255.50 |
260.50 |
255.50 |
255.50 |
-5.00 |
0 |
372 |
+0 |
| Total Volume and Open Interest |
2,046 |
14,080 |
+83 |
| Rough Rice(CBOT) |
| Mar10 |
100219 |
13.70 |
13.70 |
13.49 |
13.63 |
-0.01 |
2,703 |
6,766 |
-1,291 |
| May10 |
100219 |
13.97 |
14.04 |
13.83 |
13.97 |
unch |
2,189 |
6,478 |
+1,299 |
| Jul10 |
100219 |
14.22 |
14.28 |
14.05 |
14.27 |
unch |
290 |
926 |
+71 |
| Sep10 |
100219 |
13.50 |
13.50 |
13.44 |
13.44 |
unch |
118 |
1,043 |
+7 |
| Total Volume and Open Interest |
5,343 |
16,275 |
+100 |
| Live Cattle(CME) |
| Feb10 |
100219 |
92.150 |
93.000 |
92.035 |
92.785 |
+0.605 |
2,555 |
8,387 |
-1,149 |
| Apr10 |
100219 |
92.950 |
93.535 |
92.885 |
93.300 |
+0.250 |
15,964 |
142,684 |
-1,025 |
| Jun10 |
100219 |
90.550 |
91.200 |
90.430 |
90.885 |
-0.015 |
7,116 |
81,896 |
+1,066 |
| Aug10 |
100219 |
89.050 |
89.450 |
88.900 |
89.330 |
-0.055 |
4,101 |
33,124 |
+297 |
| Oct10 |
100219 |
91.050 |
91.450 |
90.785 |
91.430 |
-0.070 |
1,699 |
18,776 |
+190 |
| Dec10 |
100219 |
92.550 |
92.800 |
92.135 |
92.650 |
-0.150 |
263 |
6,113 |
+10 |
| Total Volume and Open Interest |
32,163 |
294,174 |
-387 |
| Feeder Cattle(CME) |
| Mar10 |
100219 |
102.250 |
103.000 |
101.850 |
102.600 |
+0.120 |
1,209 |
10,995 |
-496 |
| Apr10 |
100219 |
103.480 |
104.300 |
103.180 |
104.000 |
+0.100 |
1,498 |
10,302 |
+543 |
| May10 |
100219 |
104.000 |
104.750 |
103.700 |
104.535 |
+0.235 |
400 |
7,231 |
+122 |
| Aug10 |
100219 |
105.250 |
106.000 |
104.850 |
105.850 |
+0.300 |
447 |
4,501 |
+300 |
| Sep10 |
100219 |
105.400 |
105.750 |
104.650 |
105.750 |
+0.200 |
97 |
513 |
+101 |
| Oct10 |
100219 |
105.000 |
105.350 |
104.285 |
105.330 |
+0.080 |
12 |
230 |
+11 |
| Nov10 |
100219 |
104.400 |
104.800 |
104.050 |
104.800 |
unch |
6 |
59 |
+6 |
| Total Volume and Open Interest |
3,674 |
33,834 |
+589 |
| Lean Hogs(CME) |
| Apr10 |
100219 |
70.700 |
70.885 |
69.550 |
69.650 |
-0.635 |
12,541 |
78,024 |
-1,756 |
| May10 |
100219 |
75.725 |
76.250 |
75.535 |
76.100 |
+0.150 |
110 |
4,779 |
+47 |
| Jun10 |
100219 |
79.535 |
79.930 |
78.950 |
79.200 |
-0.300 |
3,610 |
45,020 |
-48 |
| Jul10 |
100219 |
78.850 |
79.550 |
78.700 |
78.885 |
-0.265 |
791 |
16,176 |
+56 |
| Aug10 |
100219 |
77.750 |
78.180 |
77.580 |
77.785 |
-0.100 |
440 |
15,457 |
+124 |
| Oct10 |
100219 |
68.800 |
69.050 |
68.500 |
68.500 |
-0.250 |
144 |
8,286 |
+49 |
| Dec10 |
100219 |
66.300 |
66.500 |
66.150 |
66.300 |
-0.150 |
170 |
4,426 |
+60 |
| Feb11 |
100219 |
68.800 |
68.930 |
68.385 |
68.785 |
-0.145 |
117 |
586 |
+50 |
| Total Volume and Open Interest |
17,945 |
172,918 |
-1,396 |
| Pork Bellies(CME) |
| Feb10 |
100219 |
86.700 |
86.700 |
86.000 |
86.700 |
+3.000 |
0 |
1 |
+0 |
| Mar10 |
100219 |
86.000 |
88.400 |
86.000 |
87.550 |
+1.950 |
15 |
140 |
-1 |
| May10 |
100219 |
87.100 |
88.250 |
87.000 |
87.550 |
+0.350 |
3 |
170 |
+0 |
| Jul10 |
100219 |
91.500 |
92.000 |
91.000 |
92.000 |
-0.350 |
0 |
49 |
-1 |
| Aug10 |
100219 |
87.500 |
87.500 |
87.500 |
87.500 |
unch |
0 |
22 |
+0 |
| Total Volume and Open Interest |
18 |
382 |
-2 |
| Class III Milk(CME) |
| Feb10 |
100219 |
14.20 |
14.28 |
14.18 |
14.20 |
+0.02 |
26 |
3,586 |
-37 |
| Mar10 |
100219 |
13.33 |
13.48 |
13.22 |
13.37 |
+0.01 |
279 |
3,590 |
-76 |
| Apr10 |
100219 |
13.17 |
13.19 |
12.99 |
13.04 |
-0.15 |
447 |
3,630 |
+107 |
| May10 |
100219 |
13.29 |
13.30 |
13.11 |
13.17 |
-0.07 |
270 |
3,040 |
+94 |
| Jun10 |
100219 |
13.50 |
13.55 |
13.45 |
13.50 |
-0.05 |
166 |
2,683 |
+92 |
| Total Volume and Open Interest |
1,522 |
28,299 |
+265 |
| Cocoa(ICE) |
| Mar10 |
100219 |
3084 |
3114 |
3054 |
3098 |
+27 |
172 |
479 |
-120 |
| May10 |
100219 |
3071 |
3125 |
3062 |
3109 |
+18 |
7,593 |
66,760 |
-2,203 |
| Jul10 |
100219 |
3100 |
3143 |
3091 |
3133 |
+15 |
2,318 |
19,576 |
+30 |
| Sep10 |
100219 |
3133 |
3166 |
3130 |
3155 |
+15 |
247 |
8,767 |
-179 |
| Dec10 |
100219 |
3150 |
3192 |
3146 |
3182 |
+12 |
427 |
6,167 |
-322 |
| Mar11 |
100219 |
3176 |
3202 |
3175 |
3202 |
+10 |
316 |
11,643 |
+154 |
| May11 |
100219 |
3196 |
3203 |
3196 |
3203 |
+15 |
224 |
4,640 |
+1 |
| Total Volume and Open Interest |
11,643 |
120,832 |
-2,427 |
| Coffee "C"(ICE) |
| Mar10 |
100219 |
133.95 |
135.20 |
132.55 |
134.75 |
+0.65 |
10,773 |
2,947 |
-9,928 |
| May10 |
100219 |
135.50 |
137.15 |
134.75 |
137.05 |
+0.65 |
15,342 |
79,048 |
+5,787 |
| Jul10 |
100219 |
136.60 |
138.70 |
136.50 |
138.70 |
+0.80 |
1,231 |
18,247 |
+441 |
| Sep10 |
100219 |
138.00 |
140.20 |
138.00 |
140.20 |
+0.95 |
344 |
8,035 |
+90 |
| Dec10 |
100219 |
139.95 |
142.00 |
139.95 |
142.00 |
+0.95 |
149 |
7,785 |
+88 |
| Mar11 |
100219 |
142.50 |
143.65 |
142.50 |
143.65 |
+1.05 |
321 |
4,702 |
+7 |
| Total Volume and Open Interest |
28,175 |
121,851 |
-3,500 |
| Orange Juice(ICE) |
| Mar10 |
100219 |
138.50 |
138.50 |
135.25 |
136.70 |
-1.60 |
2,186 |
11,886 |
-1,594 |
| May10 |
100219 |
142.00 |
142.00 |
138.60 |
140.00 |
-1.85 |
1,995 |
15,620 |
+1,614 |
| Jul10 |
100219 |
144.95 |
144.95 |
142.75 |
143.00 |
-1.95 |
228 |
4,484 |
-34 |
| Sep10 |
100219 |
145.60 |
145.60 |
143.95 |
144.15 |
-1.70 |
39 |
1,164 |
-6 |
| Nov10 |
100219 |
146.70 |
146.70 |
145.15 |
145.15 |
-1.55 |
20 |
440 |
+8 |
| Jan11 |
100219 |
146.95 |
147.00 |
146.95 |
147.00 |
-1.15 |
93 |
633 |
+17 |
| Total Volume and Open Interest |
4,577 |
34,481 |
+20 |
| Sugar #11(ICE) |
| Mar10 |
100219 |
26.47 |
26.90 |
26.20 |
26.80 |
+0.33 |
43,407 |
99,687 |
-23,336 |
| May10 |
100219 |
25.80 |
26.07 |
25.36 |
25.96 |
+0.16 |
69,626 |
253,329 |
+6,613 |
| Jul10 |
100219 |
23.67 |
24.04 |
23.43 |
23.92 |
unch |
20,574 |
170,278 |
+468 |
| Oct10 |
100219 |
22.19 |
22.22 |
21.75 |
22.16 |
-0.06 |
6,135 |
154,723 |
+793 |
| Mar11 |
100219 |
20.25 |
20.72 |
20.20 |
20.66 |
+0.11 |
2,420 |
58,278 |
+348 |
| Total Volume and Open Interest |
143,617 |
814,223 |
-14,924 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| May10 |
100219 |
2266 |
2283 |
2263 |
2281 |
+18 |
9,066 |
46,410 |
+1,388 |
| Jul10 |
100219 |
2245 |
2265 |
2245 |
2265 |
+22 |
1,118 |
30,792 |
+290 |
| Sep10 |
100219 |
2227 |
2239 |
2223 |
2239 |
+22 |
139 |
16,463 |
+41 |
| Dec10 |
100219 |
2210 |
2225 |
2206 |
2222 |
+20 |
163 |
12,136 |
+94 |
| Mar11 |
100219 |
2200 |
2213 |
2196 |
2199 |
+15 |
0 |
11,309 |
+0 |
| May11 |
100219 |
2190 |
2198 |
2189 |
2197 |
+15 |
0 |
1,538 |
+0 |
| Total Volume and Open Interest |
|
|
|
| London Sugar(LCE) |
| May10 |
100219 |
709.10 |
714.50 |
699.40 |
706.30 |
-0.60 |
5,726 |
42,031 |
-649 |
| Aug10 |
100219 |
670.50 |
675.40 |
663.50 |
671.20 |
+1.30 |
1,639 |
16,424 |
+297 |
| Oct10 |
100219 |
605.90 |
608.00 |
598.00 |
605.50 |
+1.10 |
537 |
7,472 |
+130 |
| Dec10 |
100219 |
556.10 |
557.70 |
554.00 |
557.70 |
-0.20 |
29 |
1,908 |
+24 |
| Mar11 |
100219 |
537.00 |
540.00 |
536.20 |
540.00 |
+2.30 |
14 |
959 |
+14 |
| Total Volume and Open Interest |
7,945 |
69,256 |
-184 |
| Cotton(ICE) |
| Mar10 |
100219 |
76.47 |
79.87 |
76.31 |
78.79 |
+1.82 |
4,756 |
15,096 |
-5,169 |
| May10 |
100219 |
77.70 |
79.27 |
77.51 |
78.98 |
+0.85 |
12,017 |
82,824 |
+2,934 |
| Jul10 |
100219 |
77.35 |
79.11 |
77.33 |
78.40 |
+0.51 |
3,066 |
35,197 |
+1,013 |
| Oct10 |
100219 |
74.15 |
74.15 |
73.77 |
73.77 |
-0.47 |
0 |
174 |
+0 |
| Dec10 |
100219 |
72.51 |
73.60 |
72.40 |
72.66 |
-0.68 |
1,144 |
25,360 |
+209 |
| Mar11 |
100219 |
74.23 |
74.46 |
74.01 |
74.46 |
-0.82 |
77 |
2,541 |
+21 |
| Total Volume and Open Interest |
21,070 |
163,007 |
-984 |
| Lumber(CME) |
| Mar10 |
100219 |
267.2 |
269.8 |
264.6 |
268.3 |
-1.7 |
373 |
2,702 |
-156 |
| May10 |
100219 |
282.4 |
284.1 |
279.2 |
281.0 |
-2.0 |
198 |
5,402 |
+83 |
| Jul10 |
100219 |
290.0 |
290.0 |
286.0 |
289.8 |
-3.1 |
75 |
1,812 |
+50 |
| Sep10 |
100219 |
284.0 |
286.0 |
283.0 |
286.0 |
-3.0 |
15 |
608 |
+9 |
| Total Volume and Open Interest |
668 |
10,589 |
-7 |
| Crude Oil(NYM) |
| Mar10 |
100219 |
78.37 |
80.10 |
77.76 |
79.81 |
+0.75 |
283,816 |
80,257 |
-16,782 |
| Apr10 |
100219 |
78.83 |
80.34 |
78.10 |
80.06 |
+0.64 |
139,976 |
249,204 |
+7,381 |
| May10 |
100219 |
79.20 |
80.63 |
78.55 |
80.45 |
+0.60 |
42,946 |
156,394 |
+4,907 |
| Jun10 |
100219 |
79.41 |
81.04 |
78.98 |
80.85 |
+0.58 |
32,443 |
147,999 |
+1,865 |
| Jul10 |
100219 |
79.78 |
81.40 |
79.44 |
81.22 |
+0.54 |
7,691 |
53,370 |
+772 |
| Aug10 |
100219 |
80.37 |
81.59 |
80.06 |
81.53 |
+0.49 |
3,623 |
26,923 |
+210 |
| Sep10 |
100219 |
80.41 |
81.84 |
80.27 |
81.81 |
+0.45 |
4,570 |
32,112 |
-215 |
| Oct10 |
100219 |
80.76 |
82.15 |
80.60 |
82.06 |
+0.38 |
3,927 |
18,904 |
+373 |
| Nov10 |
100219 |
81.92 |
82.33 |
81.92 |
82.33 |
+0.31 |
4,096 |
21,549 |
+1,210 |
| Dec10 |
100219 |
81.50 |
82.75 |
81.14 |
82.63 |
+0.25 |
23,227 |
197,339 |
+2,515 |
| Jan11 |
100219 |
82.72 |
82.83 |
82.72 |
82.83 |
+0.20 |
2,864 |
21,121 |
-43 |
| Feb11 |
100219 |
83.04 |
83.04 |
83.04 |
83.04 |
+0.15 |
1,803 |
14,814 |
-469 |
| Mar11 |
100219 |
83.23 |
83.23 |
83.23 |
83.23 |
+0.10 |
2,473 |
10,390 |
+369 |
| Apr11 |
100219 |
83.41 |
83.41 |
83.41 |
83.41 |
+0.06 |
176 |
11,206 |
+58 |
| May11 |
100219 |
83.57 |
83.57 |
83.57 |
83.57 |
+0.03 |
139 |
3,908 |
-22 |
| Jun11 |
100219 |
83.71 |
83.85 |
83.50 |
83.73 |
+0.02 |
2,200 |
23,746 |
+280 |
| Total Volume and Open Interest |
572,537 |
1,305,590 |
+3,966 |
| 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 |
100219 |
78.600 |
80.350 |
78.100 |
80.050 |
+0.625 |
1,578 |
2,076 |
+274 |
| May10 |
100219 |
78.975 |
80.650 |
78.675 |
80.450 |
+0.600 |
64 |
292 |
+15 |
| Jun10 |
100219 |
79.650 |
80.850 |
79.575 |
80.850 |
+0.575 |
10 |
207 |
-1 |
| Jul10 |
100219 |
80.950 |
81.400 |
80.675 |
81.225 |
+0.550 |
0 |
15 |
+0 |
| Aug10 |
100219 |
81.525 |
81.525 |
81.050 |
81.525 |
+0.475 |
0 |
3 |
+0 |
| Sep10 |
100219 |
81.800 |
81.800 |
81.350 |
81.800 |
+0.450 |
0 |
3 |
+0 |
| Oct10 |
100219 |
82.050 |
82.050 |
81.675 |
82.050 |
+0.375 |
0 |
10 |
+0 |
| Nov10 |
100219 |
82.325 |
82.325 |
82.025 |
82.325 |
+0.300 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,021 |
5,879 |
-219 |
| Heating Oil(NYM) |
| Mar10 |
100219 |
204.25 |
207.80 |
201.87 |
206.99 |
+1.83 |
36,345 |
49,114 |
-4,591 |
| Apr10 |
100219 |
204.64 |
208.71 |
202.79 |
207.94 |
+1.72 |
19,182 |
57,035 |
+1,705 |
| May10 |
100219 |
205.09 |
209.30 |
203.76 |
208.72 |
+1.59 |
8,065 |
36,091 |
-384 |
| Jun10 |
100219 |
206.45 |
210.51 |
204.80 |
209.82 |
+1.50 |
6,135 |
41,335 |
+128 |
| Jul10 |
100219 |
208.17 |
211.65 |
206.97 |
211.63 |
+1.38 |
2,148 |
17,207 |
+269 |
| Aug10 |
100219 |
210.01 |
213.56 |
209.50 |
213.51 |
+1.26 |
999 |
9,349 |
+233 |
| Sep10 |
100219 |
212.12 |
215.55 |
212.05 |
215.41 |
+1.08 |
567 |
10,519 |
-68 |
| Oct10 |
100219 |
215.83 |
217.64 |
215.83 |
217.64 |
+0.98 |
455 |
8,602 |
+16 |
| Nov10 |
100219 |
219.21 |
219.80 |
219.21 |
219.80 |
+0.88 |
883 |
7,604 |
+242 |
| Dec10 |
100219 |
218.35 |
222.02 |
218.30 |
221.97 |
+0.79 |
2,354 |
25,183 |
+114 |
| Jan11 |
100219 |
223.49 |
224.16 |
223.49 |
224.16 |
+0.73 |
624 |
12,177 |
+61 |
| Feb11 |
100219 |
221.95 |
225.36 |
221.95 |
225.36 |
+0.69 |
284 |
4,629 |
-51 |
| Total Volume and Open Interest |
78,593 |
298,800 |
-1,977 |
| Gasoline(NYMEX) |
| Mar10 |
100219 |
205.13 |
209.40 |
203.50 |
208.57 |
+1.65 |
37,215 |
40,560 |
-3,350 |
| Apr10 |
100219 |
217.35 |
220.75 |
214.62 |
220.04 |
+1.94 |
22,654 |
62,154 |
+355 |
| May10 |
100219 |
216.00 |
221.38 |
216.00 |
220.69 |
+1.73 |
8,228 |
41,432 |
+784 |
| Jun10 |
100219 |
216.94 |
220.90 |
215.76 |
220.67 |
+1.66 |
4,207 |
30,942 |
+459 |
| Jul10 |
100219 |
216.37 |
220.34 |
216.37 |
220.05 |
+1.64 |
1,165 |
18,192 |
-183 |
| Aug10 |
100219 |
215.35 |
219.14 |
215.26 |
219.09 |
+1.64 |
926 |
9,574 |
+20 |
| Sep10 |
100219 |
214.28 |
218.06 |
214.28 |
217.94 |
+1.60 |
784 |
14,728 |
-77 |
| Oct10 |
100219 |
207.52 |
207.52 |
207.52 |
207.52 |
+1.36 |
469 |
5,554 |
+35 |
| Nov10 |
100219 |
205.95 |
206.32 |
205.95 |
206.32 |
+1.20 |
606 |
11,254 |
+26 |
| Dec10 |
100219 |
203.50 |
206.46 |
203.50 |
206.04 |
+1.07 |
1,000 |
11,514 |
-87 |
| Total Volume and Open Interest |
77,456 |
253,807 |
-2,016 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100219 |
208.60 |
208.60 |
206.90 |
208.60 |
+1.70 |
0 |
7 |
+0 |
| Apr10 |
100219 |
220.00 |
220.04 |
218.10 |
220.00 |
+1.90 |
|
|
|
| May10 |
100219 |
220.70 |
220.70 |
219.00 |
220.70 |
+1.70 |
|
|
|
| Jun10 |
100219 |
220.70 |
220.70 |
219.00 |
220.70 |
+1.70 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100219 |
5.151 |
5.167 |
5.008 |
5.044 |
-0.128 |
91,203 |
60,105 |
-6,519 |
| Apr10 |
100219 |
5.143 |
5.157 |
5.014 |
5.057 |
-0.107 |
49,922 |
146,379 |
+1,053 |
| May10 |
100219 |
5.202 |
5.222 |
5.078 |
5.121 |
-0.105 |
20,912 |
128,289 |
+1,220 |
| Jun10 |
100219 |
5.265 |
5.292 |
5.151 |
5.190 |
-0.108 |
7,021 |
47,746 |
+1,121 |
| Jul10 |
100219 |
5.330 |
5.330 |
5.226 |
5.262 |
-0.112 |
4,821 |
37,265 |
+895 |
| Aug10 |
100219 |
5.357 |
5.360 |
5.287 |
5.316 |
-0.113 |
4,975 |
36,471 |
-271 |
| Sep10 |
100219 |
5.419 |
5.419 |
5.309 |
5.346 |
-0.113 |
2,574 |
26,750 |
+226 |
| Oct10 |
100219 |
5.520 |
5.520 |
5.398 |
5.431 |
-0.119 |
8,630 |
55,999 |
+106 |
| Nov10 |
100219 |
5.810 |
5.810 |
5.695 |
5.716 |
-0.129 |
1,476 |
12,416 |
+25 |
| Dec10 |
100219 |
6.110 |
6.110 |
5.991 |
6.016 |
-0.134 |
2,085 |
24,689 |
+31 |
| Jan11 |
100219 |
6.338 |
6.375 |
6.225 |
6.241 |
-0.134 |
5,036 |
32,754 |
-665 |
| Feb11 |
100219 |
6.300 |
6.300 |
6.182 |
6.201 |
-0.131 |
349 |
11,784 |
+47 |
| Mar11 |
100219 |
6.089 |
6.089 |
6.006 |
6.031 |
-0.116 |
1,532 |
24,221 |
+346 |
| Apr11 |
100219 |
5.650 |
5.650 |
5.576 |
5.594 |
-0.083 |
840 |
24,057 |
+245 |
| May11 |
100219 |
5.562 |
5.590 |
5.530 |
5.566 |
-0.081 |
24 |
9,854 |
+1 |
| Jun11 |
100219 |
5.650 |
5.650 |
5.611 |
5.611 |
-0.081 |
12 |
4,506 |
+6 |
| Total Volume and Open Interest |
202,333 |
778,738 |
-1,739 |
| Brent Crude Oil(ICE) |
| Apr10 |
100219 |
76.99 |
78.45 |
76.45 |
78.19 |
+0.41 |
162,043 |
204,155 |
-3,039 |
| May10 |
100219 |
77.50 |
78.83 |
76.84 |
78.63 |
+0.46 |
79,230 |
170,090 |
+5,037 |
| Jun10 |
100219 |
77.92 |
79.41 |
77.37 |
79.17 |
+0.51 |
47,406 |
116,830 |
+5,203 |
| Jul10 |
100219 |
78.36 |
79.71 |
77.95 |
79.68 |
+0.52 |
18,110 |
38,598 |
+6,184 |
| Aug10 |
100219 |
78.82 |
80.16 |
78.44 |
80.12 |
+0.50 |
5,815 |
22,569 |
+584 |
| Sep10 |
100219 |
79.26 |
80.55 |
78.88 |
80.51 |
+0.46 |
3,779 |
15,809 |
+784 |
| Oct10 |
100219 |
79.44 |
80.89 |
79.33 |
80.85 |
+0.40 |
2,874 |
16,539 |
+246 |
| Nov10 |
100219 |
79.83 |
81.21 |
79.67 |
81.16 |
+0.33 |
2,394 |
13,982 |
+211 |
| Dec10 |
100219 |
80.27 |
81.53 |
80.07 |
81.49 |
+0.28 |
13,341 |
82,462 |
-1,038 |
| Jan11 |
100219 |
81.81 |
81.81 |
81.81 |
81.81 |
+0.24 |
1,983 |
11,569 |
+350 |
| Feb11 |
100219 |
82.13 |
82.13 |
82.13 |
82.13 |
+0.20 |
1,433 |
6,053 |
+55 |
| Mar11 |
100219 |
82.45 |
82.45 |
82.45 |
82.45 |
+0.17 |
1,210 |
5,776 |
+200 |
| Apr11 |
100219 |
82.76 |
82.76 |
82.76 |
82.76 |
+0.16 |
168 |
2,916 |
+69 |
| May11 |
100219 |
83.04 |
83.04 |
83.04 |
83.04 |
+0.13 |
104 |
2,685 |
+26 |
| Total Volume and Open Interest |
342,837 |
818,746 |
+15,550 |
| Gas Oil(ICE) |
| Mar10 |
100219 |
624.00 |
637.75 |
618.75 |
631.00 |
+6.50 |
38,901 |
146,242 |
-8,294 |
| Apr10 |
100219 |
629.75 |
643.00 |
624.50 |
636.25 |
+6.00 |
35,211 |
107,680 |
-6,199 |
| May10 |
100219 |
633.50 |
648.75 |
630.25 |
641.75 |
+5.75 |
19,085 |
59,064 |
-1,063 |
| Jun10 |
100219 |
640.50 |
654.25 |
636.25 |
647.50 |
+5.50 |
16,292 |
46,241 |
+2,397 |
| Jul10 |
100219 |
644.00 |
657.25 |
643.25 |
653.25 |
+5.00 |
3,002 |
25,628 |
+102 |
| Aug10 |
100219 |
653.00 |
662.75 |
650.00 |
659.00 |
+4.75 |
1,540 |
23,516 |
-82 |
| Sep10 |
100219 |
658.50 |
668.00 |
654.75 |
664.50 |
+4.75 |
1,236 |
24,201 |
+152 |
| Oct10 |
100219 |
664.00 |
673.25 |
660.25 |
670.00 |
+4.50 |
787 |
15,146 |
+279 |
| Nov10 |
100219 |
668.50 |
677.25 |
668.50 |
674.25 |
+4.25 |
186 |
14,239 |
+148 |
| Dec10 |
100219 |
672.75 |
681.75 |
669.25 |
678.25 |
+4.00 |
4,694 |
77,046 |
-342 |
| Total Volume and Open Interest |
121,664 |
614,600 |
-12,730 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100219 |
1.707 |
1.710 |
1.702 |
1.705 |
+0.003 |
53 |
609 |
-31 |
| Apr10 |
100219 |
1.703 |
1.706 |
1.700 |
1.701 |
+0.001 |
29 |
1,368 |
-19 |
| May10 |
100219 |
1.701 |
1.709 |
1.700 |
1.707 |
+0.007 |
46 |
825 |
-17 |
| Jun10 |
100219 |
1.702 |
1.707 |
1.700 |
1.703 |
+0.003 |
32 |
795 |
-10 |
| Jul10 |
100219 |
1.700 |
1.711 |
1.700 |
1.709 |
+0.009 |
15 |
1,074 |
+0 |
| Aug10 |
100219 |
1.700 |
1.701 |
1.694 |
1.699 |
+0.006 |
17 |
704 |
+10 |
| Sep10 |
100219 |
1.700 |
1.700 |
1.694 |
1.697 |
+0.010 |
21 |
682 |
+20 |
| Total Volume and Open Interest |
270 |
8,275 |
+1 |
| US Dollar Index(ICE) |
| Mar10 |
100219 |
81.195 |
81.430 |
80.600 |
80.720 |
+0.255 |
28,409 |
54,366 |
+503 |
| Jun10 |
100219 |
81.500 |
81.700 |
80.950 |
81.035 |
+0.275 |
436 |
4,919 |
+51 |
| Sep10 |
100219 |
81.295 |
81.295 |
81.295 |
81.295 |
+0.275 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
28,845 |
59,287 |
+554 |
| Australian Dollar(CME) |
| Mar10 |
100219 |
89.03 |
90.04 |
88.59 |
89.62 |
-0.42 |
81,236 |
94,155 |
+1,741 |
| Jun10 |
100219 |
88.03 |
89.17 |
87.74 |
88.75 |
-0.42 |
326 |
5,984 |
-3 |
| Sep10 |
100219 |
87.84 |
88.26 |
87.84 |
87.84 |
-0.42 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
81,568 |
100,183 |
+1,734 |
| British Pound(CME) |
| Mar10 |
100219 |
154.85 |
154.93 |
153.36 |
154.63 |
-1.61 |
107,722 |
121,682 |
+3,949 |
| Jun10 |
100219 |
154.44 |
156.14 |
153.36 |
154.53 |
-1.61 |
607 |
1,372 |
+107 |
| Sep10 |
100219 |
154.46 |
156.06 |
153.53 |
154.46 |
-1.60 |
0 |
84 |
+0 |
| Total Volume and Open Interest |
108,329 |
123,141 |
+4,056 |
| Canadian Dollar(CME) |
| Mar10 |
100219 |
95.22 |
96.27 |
94.96 |
96.11 |
-0.04 |
57,745 |
89,595 |
+1,204 |
| Jun10 |
100219 |
95.40 |
96.24 |
94.96 |
96.10 |
-0.04 |
441 |
3,321 |
-5 |
| Sep10 |
100219 |
95.20 |
96.20 |
94.97 |
96.08 |
-0.04 |
5 |
793 |
+1 |
| Dec10 |
100219 |
95.73 |
96.12 |
95.66 |
96.02 |
-0.04 |
3 |
708 |
-1 |
| Total Volume and Open Interest |
58,194 |
94,529 |
+1,199 |
| Japanese Yen(CME) |
| Mar10 |
100219 |
108.71 |
109.30 |
108.52 |
109.01 |
-0.50 |
138,931 |
119,625 |
+824 |
| Jun10 |
100219 |
108.71 |
109.57 |
108.60 |
109.07 |
-0.50 |
263 |
845 |
+63 |
| Sep10 |
100219 |
109.17 |
109.67 |
108.95 |
109.17 |
-0.50 |
17 |
202 |
-2 |
| Total Volume and Open Interest |
139,211 |
120,701 |
+885 |
| Swiss Franc(CME) |
| Mar10 |
100219 |
92.11 |
93.03 |
91.76 |
92.83 |
+0.01 |
46,656 |
41,876 |
+1,190 |
| Jun10 |
100219 |
92.08 |
93.08 |
91.85 |
92.89 |
+0.01 |
29 |
191 |
+9 |
| Sep10 |
100219 |
92.97 |
92.97 |
92.17 |
92.97 |
+0.01 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
46,687 |
42,080 |
+1,199 |
| EuroFX(CME) |
| Mar10 |
100219 |
134.96 |
136.19 |
134.42 |
135.95 |
-0.21 |
293,170 |
202,797 |
+11,644 |
| Jun10 |
100219 |
135.01 |
136.15 |
134.41 |
135.93 |
-0.21 |
1,934 |
4,404 |
+242 |
| Sep10 |
100219 |
135.80 |
136.09 |
135.80 |
135.88 |
-0.21 |
1 |
682 |
+0 |
| Total Volume and Open Interest |
295,105 |
207,928 |
+11,886 |
| Mexican Peso(CME) |
| Mar10 |
100219 |
774.2 |
780.5 |
771.5 |
778.5 |
-0.2 |
14,364 |
88,735 |
+1,974 |
| Apr10 |
100219 |
775.5 |
776.0 |
775.5 |
775.5 |
-0.5 |
|
|
|
| Total Volume and Open Interest |
14,458 |
91,156 |
+1,986 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100219 |
116~090 |
116~280 |
116~060 |
116~250 |
+0~230 |
|
|
|
| Jun10 |
100219 |
114~260 |
115~120 |
114~230 |
115~100 |
+0~200 |
7,613 |
23,512 |
+2,897 |
| Sep10 |
100219 |
113~180 |
114~000 |
113~130 |
114~000 |
+0~190 |
1 |
20 |
+0 |
| Total Volume and Open Interest |
282,660 |
669,359 |
+2,331 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100219 |
117~005 |
117~125 |
116~285 |
117~060 |
-0~005 |
936,955 |
1,364,823 |
-32,074 |
| Jun10 |
100219 |
115~205 |
115~300 |
115~145 |
115~240 |
unch |
29,716 |
48,247 |
+12,055 |
| Sep10 |
100219 |
114~100 |
114~100 |
114~095 |
114~100 |
+0~005 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
966,671 |
1,413,074 |
-20,019 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100219 |
116~004 |
116~004 |
115~102 |
115~125 |
-0~017 |
|
|
|
| Jun10 |
100219 |
114~087 |
114~120 |
114~079 |
114~103 |
-0~015 |
11,559 |
28,222 |
+6,493 |
| Sep10 |
100219 |
113~081 |
113~094 |
113~081 |
113~081 |
-0~013 |
|
|
|
| Total Volume and Open Interest |
443,130 |
938,585 |
-11,553 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100219 |
108~110 |
108~110 |
108~110 |
108~110 |
-0~015 |
|
|
|
| Jun10 |
100219 |
108~035 |
108~054 |
108~031 |
108~040 |
-0~014 |
16,837 |
70,588 |
+7,946 |
| Sep10 |
100219 |
107~104 |
107~115 |
107~100 |
107~100 |
-0~015 |
|
|
|
| Total Volume and Open Interest |
260,891 |
993,956 |
-16,917 |
| Eurodollars(CME) |
| Mar10 |
100219 |
99.707 |
99.720 |
99.698 |
99.715 |
-0.008 |
114,061 |
1,165,009 |
-11,224 |
| Jun10 |
100219 |
99.565 |
99.590 |
99.540 |
99.585 |
-0.010 |
163,297 |
1,087,531 |
+463 |
| Sep10 |
100219 |
99.310 |
99.365 |
99.280 |
99.340 |
-0.040 |
292,798 |
923,044 |
+29,530 |
| Dec10 |
100219 |
98.960 |
99.020 |
98.925 |
98.990 |
-0.055 |
315,160 |
950,550 |
+3,670 |
| Mar11 |
100219 |
98.590 |
98.650 |
98.545 |
98.605 |
-0.070 |
255,385 |
624,966 |
+5,185 |
| Jun11 |
100219 |
98.190 |
98.270 |
98.155 |
98.210 |
-0.080 |
195,291 |
727,082 |
+1,715 |
| Sep11 |
100219 |
97.830 |
97.900 |
97.775 |
97.830 |
-0.085 |
136,538 |
563,827 |
+264 |
| Dec11 |
100219 |
97.465 |
97.545 |
97.420 |
97.475 |
-0.080 |
127,620 |
354,922 |
+476 |
| Mar12 |
100219 |
97.170 |
97.230 |
97.115 |
97.170 |
-0.065 |
57,168 |
264,412 |
-2,393 |
| Jun12 |
100219 |
96.850 |
96.920 |
96.815 |
96.870 |
-0.055 |
44,852 |
217,321 |
-4,433 |
| Sep12 |
100219 |
96.595 |
96.645 |
96.545 |
96.600 |
-0.045 |
29,719 |
128,426 |
-1,208 |
| Dec12 |
100219 |
96.345 |
96.385 |
96.290 |
96.340 |
-0.035 |
27,636 |
112,217 |
+1,524 |
| Mar13 |
100219 |
96.120 |
96.180 |
96.085 |
96.140 |
-0.025 |
12,146 |
77,607 |
+1,229 |
| Jun13 |
100219 |
95.935 |
95.980 |
95.885 |
95.940 |
-0.020 |
9,287 |
61,836 |
+1,083 |
| Sep13 |
100219 |
95.770 |
95.800 |
95.700 |
95.760 |
-0.015 |
9,798 |
52,664 |
-1,013 |
| Dec13 |
100219 |
95.550 |
95.615 |
95.515 |
95.580 |
-0.005 |
6,486 |
32,780 |
-434 |
| Mar14 |
100219 |
95.425 |
95.465 |
95.370 |
95.435 |
unch |
5,496 |
35,609 |
-10 |
| Jun14 |
100219 |
95.295 |
95.320 |
95.230 |
95.290 |
+0.005 |
5,750 |
30,546 |
+43 |
| Total Volume and Open Interest |
1,822,655 |
7,535,995 |
+23,362 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100219 |
99.865 |
99.875 |
99.865 |
99.872 |
+0.002 |
4,329 |
83,859 |
+142 |
| Mar10 |
100219 |
99.850 |
99.865 |
99.845 |
99.855 |
-0.005 |
14,224 |
61,725 |
+4,698 |
| Apr10 |
100219 |
99.830 |
99.845 |
99.820 |
99.835 |
-0.010 |
6,373 |
80,525 |
+22 |
| May10 |
100219 |
99.800 |
99.825 |
99.790 |
99.810 |
-0.015 |
4,662 |
69,094 |
+352 |
| Jun10 |
100219 |
99.785 |
99.810 |
99.775 |
99.790 |
-0.020 |
4,209 |
55,607 |
+102 |
| Jul10 |
100219 |
99.745 |
99.770 |
99.735 |
99.755 |
-0.015 |
6,773 |
56,991 |
-793 |
| Total Volume and Open Interest |
62,203 |
597,569 |
+7,199 |
| 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 |
100219 |
99.560 |
99.560 |
99.560 |
99.560 |
-0.005 |
0 |
1,551 |
-101 |
| Jun10 |
100219 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.050 |
0 |
80 |
+0 |
| Sep10 |
100219 |
99.620 |
99.625 |
99.620 |
99.620 |
-0.060 |
0 |
230 |
+0 |
| Dec10 |
100219 |
99.605 |
99.625 |
99.605 |
99.605 |
-0.060 |
0 |
242 |
+0 |
| Mar11 |
100219 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.060 |
|
|
|
| Jun11 |
100219 |
99.535 |
99.535 |
99.535 |
99.535 |
-0.060 |
|
|
|
| Sep11 |
100219 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.060 |
|
|
|
| Dec11 |
100219 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.060 |
|
|
|
| Mar12 |
100219 |
99.465 |
99.465 |
99.465 |
99.465 |
-0.060 |
|
|
|
| Jun12 |
100219 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.060 |
|
|
|
| Total Volume and Open Interest |
0 |
2,103 |
-101 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100219 |
99.56 |
99.56 |
99.56 |
99.56 |
-0.01 |
0 |
4,728 |
+188 |
| Jun10 |
100219 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.05 |
9 |
1,625 |
+0 |
| Sep10 |
100219 |
99.62 |
99.62 |
99.62 |
99.62 |
-0.06 |
0 |
2,021 |
+0 |
| Dec10 |
100219 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.06 |
0 |
1,438 |
+0 |
| Mar11 |
100219 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.06 |
0 |
664 |
+0 |
| Jun11 |
100219 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.06 |
0 |
56 |
+0 |
| Sep11 |
100219 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.06 |
0 |
51 |
+0 |
| Dec11 |
100219 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.06 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
9 |
12,056 |
+188 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100219 |
139.60 |
139.60 |
139.38 |
139.44 |
-0.18 |
1,235 |
17,636 |
+856 |
| Jun10 |
100219 |
139.19 |
139.19 |
139.19 |
139.19 |
-0.18 |
0 |
3 |
+0 |
| Sep10 |
100219 |
139.19 |
139.19 |
139.19 |
139.19 |
-0.18 |
|
|
|
| Total Volume and Open Interest |
1,235 |
17,639 |
+380 |
| Euro-Bund(EUREX) |
| Mar10 |
100219 |
122.95 |
123.05 |
122.56 |
122.66 |
-0.34 |
680,589 |
957,540 |
-5,628 |
| Jun10 |
100219 |
121.54 |
121.56 |
121.11 |
121.20 |
-0.33 |
3,198 |
8,419 |
+919 |
| Sep10 |
100219 |
120.76 |
120.76 |
120.76 |
120.76 |
-0.34 |
105 |
0 |
+0 |
| Total Volume and Open Interest |
683,892 |
965,959 |
-4,709 |
| Euro-Bobl(EUREX) |
| Mar10 |
100219 |
117.45 |
117.48 |
117.20 |
117.38 |
-0.14 |
350,588 |
761,023 |
-5,721 |
| Jun10 |
100219 |
115.96 |
115.96 |
115.79 |
115.92 |
-0.13 |
2,931 |
22,090 |
+1,864 |
| Sep10 |
100219 |
115.68 |
115.68 |
115.68 |
115.68 |
-0.14 |
1,150 |
0 |
+0 |
| Total Volume and Open Interest |
354,669 |
783,113 |
-3,857 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100219 |
99.325 |
99.330 |
99.320 |
99.330 |
unch |
811 |
11,768 |
-721 |
| Jun10 |
100219 |
99.150 |
99.150 |
99.140 |
99.150 |
-0.015 |
31 |
7,263 |
-9 |
| Sep10 |
100219 |
98.925 |
98.930 |
98.925 |
98.930 |
-0.035 |
40 |
2,167 |
-3 |
| Total Volume and Open Interest |
930 |
24,966 |
-729 |
| Long Gilt(LIFFE) |
| Mar10 |
100219 |
114~04 |
114~06 |
113~15 |
113~22 |
-0~16 |
61,624 |
258,133 |
+1,458 |
| Jun10 |
100219 |
112~21 |
112~21 |
112~01 |
112~05 |
-0~19 |
61 |
120 |
+60 |
| Total Volume and Open Interest |
61,685 |
258,253 |
+1,518 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100219 |
99.32 |
99.33 |
99.30 |
99.32 |
unch |
31,326 |
332,412 |
-4,321 |
| Jun10 |
100219 |
99.21 |
99.23 |
99.20 |
99.21 |
-0.02 |
45,004 |
343,115 |
+7,415 |
| Sep10 |
100219 |
99.02 |
99.06 |
99.02 |
99.03 |
-0.03 |
36,754 |
330,543 |
+2,108 |
| Dec10 |
100219 |
98.73 |
98.77 |
98.72 |
98.73 |
-0.04 |
51,164 |
354,473 |
+8,173 |
| Mar11 |
100219 |
98.39 |
98.44 |
98.37 |
98.39 |
-0.05 |
42,847 |
315,274 |
+5,231 |
| Jun11 |
100219 |
98.01 |
98.07 |
97.99 |
98.01 |
-0.06 |
45,237 |
195,221 |
+4,473 |
| Total Volume and Open Interest |
317,143 |
2,260,486 |
+23,784 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100219 |
99.325 |
99.330 |
99.320 |
99.330 |
unch |
39,098 |
684,586 |
-3,985 |
| Jun10 |
100219 |
99.160 |
99.160 |
99.125 |
99.150 |
-0.015 |
113,468 |
770,988 |
+4,871 |
| Sep10 |
100219 |
98.950 |
98.955 |
98.915 |
98.930 |
-0.035 |
136,973 |
590,556 |
+5,394 |
| Total Volume and Open Interest |
743,999 |
3,777,360 |
+53,140 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100219 |
95.75 |
95.76 |
95.71 |
95.75 |
-0.01 |
11,387 |
292,374 |
-961 |
| Jun10 |
100219 |
95.48 |
95.50 |
95.43 |
95.48 |
-0.01 |
13,641 |
237,588 |
-3,465 |
| Sep10 |
100219 |
95.21 |
95.21 |
95.13 |
95.20 |
-0.02 |
6,782 |
116,809 |
-1,603 |
| Dec10 |
100219 |
94.95 |
94.96 |
94.87 |
94.94 |
-0.02 |
4,669 |
90,823 |
+1,192 |
| Mar11 |
100219 |
94.74 |
94.74 |
94.68 |
94.74 |
-0.01 |
3,971 |
41,566 |
+1,131 |
| Jun11 |
100219 |
94.57 |
94.59 |
94.51 |
94.58 |
-0.01 |
4,564 |
36,317 |
+2,910 |
| Sep11 |
100219 |
94.40 |
94.47 |
94.40 |
94.44 |
-0.01 |
695 |
15,855 |
-296 |
| Dec11 |
100219 |
94.33 |
94.36 |
94.31 |
94.33 |
-0.01 |
2,117 |
9,156 |
+850 |
| Mar12 |
100219 |
94.25 |
94.25 |
94.24 |
94.24 |
-0.03 |
100 |
2,984 |
+0 |
| Jun12 |
100219 |
94.20 |
94.20 |
94.19 |
94.19 |
-0.02 |
0 |
1,552 |
+0 |
| Total Volume and Open Interest |
47,926 |
846,499 |
-242 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100219 |
94.41 |
94.43 |
94.34 |
94.38 |
-0.03 |
30,684 |
388,113 |
+8,199 |
| Jun10 |
100219 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
30,684 |
388,113 |
+8,199 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100219 |
95.09 |
95.10 |
94.99 |
95.05 |
-0.03 |
108,041 |
771,505 |
-11,496 |
| Jun10 |
100219 |
95.05 |
95.05 |
95.05 |
95.05 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
108,041 |
771,505 |
-11,496 |
| Gold(CMX) |
| Feb10 |
100219 |
1107.3 |
1124.3 |
1099.7 |
1121.3 |
+3.3 |
1,083 |
634 |
-118 |
| Apr10 |
100219 |
1108.5 |
1127.4 |
1099.3 |
1122.1 |
+3.4 |
172,886 |
280,769 |
-2,848 |
| Jun10 |
100219 |
1108.6 |
1128.3 |
1101.0 |
1123.3 |
+3.4 |
3,568 |
58,315 |
+958 |
| Aug10 |
100219 |
1109.5 |
1128.8 |
1102.0 |
1124.4 |
+3.5 |
1,817 |
21,865 |
-78 |
| Oct10 |
100219 |
1105.2 |
1125.5 |
1105.2 |
1125.5 |
+3.6 |
982 |
10,355 |
-42 |
| Dec10 |
100219 |
1108.6 |
1130.9 |
1105.1 |
1126.8 |
+3.7 |
3,141 |
36,494 |
-211 |
| Feb11 |
100219 |
1122.3 |
1128.7 |
1122.3 |
1128.7 |
+3.9 |
1,011 |
7,964 |
-256 |
| Apr11 |
100219 |
1119.0 |
1131.0 |
1118.9 |
1131.0 |
+4.0 |
569 |
3,669 |
+236 |
| Jun11 |
100219 |
478.4 |
478.4 |
478.4 |
478.4 |
+4.1 |
150 |
7,197 |
+50 |
| Aug11 |
100219 |
1137.0 |
1137.0 |
1137.0 |
1137.0 |
+4.3 |
100 |
2,222 |
+100 |
| Oct11 |
100219 |
1140.6 |
1140.6 |
1140.6 |
1140.6 |
+4.4 |
0 |
3,644 |
+0 |
| Dec11 |
100219 |
1144.6 |
1144.6 |
1144.6 |
1144.6 |
+4.5 |
208 |
11,662 |
+162 |
| Total Volume and Open Interest |
187,846 |
464,997 |
-1,512 |
| Silver(CMX) |
| Mar10 |
100219 |
1584.5 |
1651.0 |
1576.0 |
1641.3 |
+35.3 |
45,143 |
41,641 |
-1,750 |
| May10 |
100219 |
1585.5 |
1653.5 |
1578.5 |
1643.9 |
+35.4 |
12,705 |
37,068 |
+1,671 |
| Jul10 |
100219 |
1586.5 |
1654.0 |
1581.0 |
1646.0 |
+35.4 |
1,747 |
12,189 |
+121 |
| Sep10 |
100219 |
1619.0 |
1653.0 |
1619.0 |
1648.0 |
+35.6 |
333 |
3,285 |
+140 |
| Dec10 |
100219 |
1590.0 |
1660.0 |
1590.0 |
1650.6 |
+35.8 |
461 |
13,173 |
+159 |
| Mar11 |
100219 |
1599.5 |
1653.8 |
1599.5 |
1653.8 |
+35.9 |
54 |
1,569 |
+52 |
| May11 |
100219 |
1656.2 |
1656.2 |
1656.2 |
1656.2 |
+36.3 |
5 |
1,729 |
+2 |
| Total Volume and Open Interest |
60,833 |
120,626 |
+460 |
| Platinum(NYMEX) |
| Apr10 |
100219 |
1512.4 |
1546.0 |
1500.4 |
1543.6 |
+24.0 |
4,048 |
31,643 |
-1,226 |
| Jul10 |
100219 |
1501.4 |
1545.1 |
1501.4 |
1544.8 |
+24.7 |
71 |
1,950 |
+49 |
| Oct10 |
100219 |
1525.8 |
1544.3 |
1525.8 |
1544.3 |
+24.7 |
1 |
121 |
+0 |
| Jan11 |
100219 |
1533.6 |
1533.6 |
1533.6 |
1533.6 |
+24.0 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
4,130 |
33,976 |
-1,177 |
| Palladium(NYMEX) |
| Mar10 |
100219 |
429.75 |
448.45 |
425.35 |
442.35 |
+7.10 |
4,440 |
12,938 |
-2,853 |
| Jun10 |
100219 |
428.55 |
449.90 |
426.75 |
443.80 |
+7.25 |
2,787 |
9,221 |
+2,481 |
| Sep10 |
100219 |
445.55 |
445.55 |
444.20 |
444.20 |
+7.40 |
8 |
255 |
+4 |
| Total Volume and Open Interest |
7,235 |
22,445 |
-368 |
| Copper(CMX) |
| Mar10 |
100219 |
328.15 |
336.35 |
321.20 |
335.70 |
+7.15 |
35,833 |
25,437 |
-7,103 |
| May10 |
100219 |
330.75 |
338.55 |
323.05 |
337.90 |
+7.35 |
11,376 |
65,750 |
+2,971 |
| Jul10 |
100219 |
328.55 |
339.10 |
324.50 |
338.90 |
+7.35 |
1,108 |
15,898 |
+69 |
| Sep10 |
100219 |
332.30 |
339.45 |
332.30 |
339.45 |
+7.35 |
530 |
5,938 |
-93 |
| Dec10 |
100219 |
330.05 |
339.80 |
326.50 |
339.80 |
+7.40 |
458 |
5,052 |
+144 |
| Total Volume and Open Interest |
50,166 |
122,790 |
-3,573 |
| DJIA Index(CBOT) |
| Mar10 |
100219 |
10332 |
10420 |
10280 |
10378 |
+3 |
175 |
14,131 |
+10 |
| Jun10 |
100219 |
10250 |
10314 |
10250 |
10314 |
+3 |
4 |
29 |
+1 |
| Sep10 |
100219 |
10265 |
10265 |
10262 |
10265 |
+3 |
|
|
|
| Dec10 |
100219 |
10218 |
10218 |
10205 |
10218 |
+13 |
|
|
|
| Total Volume and Open Interest |
179 |
14,160 |
+11 |
| S & P 500(CME) |
| Mar10 |
100219 |
1105.50 |
1111.00 |
1092.60 |
1106.20 |
+0.60 |
21,530 |
369,999 |
+146 |
| Jun10 |
100219 |
1096.50 |
1105.80 |
1095.00 |
1101.40 |
+0.60 |
1,885 |
11,317 |
+1,266 |
| Sep10 |
100219 |
1096.50 |
1100.80 |
1089.80 |
1096.50 |
+0.70 |
50 |
1,446 |
-345 |
| Dec10 |
100219 |
1091.90 |
1096.20 |
1085.20 |
1091.90 |
+0.70 |
0 |
2,111 |
-100 |
| Total Volume and Open Interest |
23,465 |
384,894 |
+967 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100219 |
1105.50 |
1111.00 |
1092.50 |
1106.25 |
+0.75 |
1,669,958 |
2,803,301 |
+8,008 |
| Jun10 |
100219 |
1094.75 |
1106.00 |
1088.00 |
1101.50 |
+0.75 |
5,138 |
33,559 |
+2,439 |
| Total Volume and Open Interest |
1,675,121 |
2,838,421 |
+10,434 |
| NASDAQ 100(CME) |
| Mar10 |
100219 |
1815.00 |
1830.00 |
1801.50 |
1819.30 |
-1.50 |
1,558 |
31,066 |
+1,050 |
| Jun10 |
100219 |
1816.80 |
1820.00 |
1816.80 |
1816.80 |
-1.50 |
0 |
695 |
+0 |
| Sep10 |
100219 |
1815.80 |
1815.80 |
1815.80 |
1815.80 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
1,558 |
31,761 |
+1,050 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100219 |
1819.30 |
1830.00 |
1801.00 |
1819.30 |
-1.50 |
238,098 |
394,712 |
+3,981 |
| Jun10 |
100219 |
1810.30 |
1827.00 |
1799.50 |
1816.80 |
-1.50 |
851 |
7,075 |
+411 |
| Total Volume and Open Interest |
238,969 |
401,797 |
+4,379 |
| S & P Midcap 400(CME) |
| Mar10 |
100219 |
734.50 |
741.00 |
729.15 |
738.80 |
+2.60 |
116 |
2,915 |
+41 |
| Jun10 |
100219 |
736.60 |
736.60 |
736.00 |
736.60 |
+2.60 |
|
|
|
| Sep10 |
100219 |
734.60 |
734.60 |
734.00 |
734.60 |
+2.60 |
|
|
|
| Total Volume and Open Interest |
116 |
2,915 |
+41 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100219 |
10405 |
10410 |
10165 |
10285 |
-150 |
7,341 |
39,089 |
-354 |
| Jun10 |
100219 |
10285 |
10335 |
10285 |
10285 |
-150 |
|
|
|
| Total Volume and Open Interest |
7,341 |
39,089 |
-354 |
| Nikkei 225(SGX) |
| Mar10 |
100219 |
10310 |
10385 |
10120 |
10135 |
-195 |
85,574 |
182,900 |
-1,796 |
| Jun10 |
100219 |
10240 |
10240 |
10075 |
10075 |
-195 |
31 |
1,815 |
-2 |
| Sep10 |
100219 |
10080 |
10080 |
10080 |
10080 |
-195 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
85,605 |
185,915 |
-1,769 |
| CAC 40(EURONEXT) |
| Feb10 |
100219 |
3716.0 |
3756.5 |
3709.0 |
3745.0 |
-2.0 |
259,406 |
406,685 |
-15,677 |
| Mar10 |
100219 |
3730.0 |
3777.0 |
3709.0 |
3772.0 |
+24.0 |
127,275 |
280,415 |
+107,951 |
| Apr10 |
100219 |
3725.0 |
3773.0 |
3725.0 |
3773.0 |
+24.0 |
16 |
211 |
+15 |
| Total Volume and Open Interest |
386,715 |
689,395 |
+92,298 |
| Hang Seng Index(HKFE) |
| Feb10 |
100219 |
20312 |
20315 |
19819 |
19912 |
-433 |
54,408 |
75,017 |
-3,957 |
| Mar10 |
100219 |
20285 |
20285 |
19773 |
19852 |
-437 |
1,572 |
12,029 |
+302 |
| Total Volume and Open Interest |
56,095 |
88,404 |
-3,620 |
| DAX(EUREX) |
| Mar10 |
100219 |
5640.0 |
5732.0 |
5627.0 |
5727.5 |
+39.5 |
142,618 |
156,100 |
+1,429 |
| Jun10 |
100219 |
5648.5 |
5740.0 |
5637.0 |
5735.5 |
+39.5 |
188 |
12,005 |
+14 |
| Sep10 |
100219 |
5650.0 |
5746.0 |
5650.0 |
5744.0 |
+40.0 |
103 |
1,255 |
-10 |
| Total Volume and Open Interest |
142,909 |
169,360 |
+1,433 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100219 |
5279.00 |
5348.50 |
5250.00 |
5345.00 |
+40.50 |
109,850 |
680,314 |
+5,221 |
| Jun10 |
100219 |
5220.50 |
5295.00 |
5220.50 |
5295.00 |
+40.50 |
71 |
4,969 |
+23 |
| Sep10 |
100219 |
5259.00 |
5259.00 |
5259.00 |
5259.00 |
+41.00 |
104 |
423 |
+93 |
| Total Volume and Open Interest |
110,095 |
686,367 |
+5,407 |
| SPI 200(SFE) |
| Mar10 |
100219 |
4628.0 |
4674.0 |
4581.0 |
4608.0 |
-17.0 |
33,587 |
198,661 |
+1,760 |
| Jun10 |
100219 |
4662.0 |
4662.0 |
4608.0 |
4624.0 |
-18.0 |
100 |
2,407 |
+93 |
| Sep10 |
100219 |
4607.0 |
4607.0 |
4607.0 |
4607.0 |
-18.0 |
0 |
1,965 |
+0 |
| Total Volume and Open Interest |
33,687 |
204,609 |
+1,853 |
| GSCI(CME) |
| Mar10 |
100219 |
519.00 |
522.90 |
516.50 |
522.80 |
+3.30 |
750 |
15,267 |
+446 |
| Apr10 |
100219 |
525.00 |
525.00 |
519.50 |
525.00 |
+3.00 |
2 |
0 |
+0 |
| May10 |
100219 |
527.00 |
527.00 |
522.00 |
527.00 |
+2.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
754 |
15,267 |
+446 |
| 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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