|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue February 23, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100223 |
959.50 |
978.75 |
952.00 |
952.50 |
-9.00 |
50,516 |
73,569 |
-13,075 |
May10 |
100223 |
967.00 |
985.00 |
958.50 |
959.50 |
-9.50 |
35,591 |
172,458 |
+2,538 |
Jul10 |
100223 |
973.00 |
990.25 |
965.00 |
965.50 |
-9.75 |
13,839 |
89,855 |
+828 |
Aug10 |
100223 |
969.00 |
984.25 |
961.25 |
961.25 |
-9.25 |
331 |
4,660 |
+88 |
Sep10 |
100223 |
953.50 |
963.00 |
942.75 |
942.75 |
-9.25 |
339 |
3,323 |
+0 |
Nov10 |
100223 |
932.75 |
945.75 |
926.00 |
927.25 |
-8.50 |
7,767 |
102,354 |
+108 |
Jan11 |
100223 |
944.00 |
954.50 |
935.25 |
935.75 |
-8.75 |
297 |
6,031 |
+205 |
Total Volume and Open Interest |
108,887 |
462,060 |
-9,535 |
Soybean Meal(CBOT) |
Mar10 |
100223 |
281.30 |
289.60 |
279.50 |
279.60 |
-2.10 |
21,223 |
31,216 |
-8,439 |
May10 |
100223 |
275.20 |
283.60 |
273.50 |
273.90 |
-1.80 |
20,474 |
75,729 |
+1,713 |
Jul10 |
100223 |
273.30 |
281.40 |
272.10 |
272.10 |
-2.00 |
5,109 |
37,079 |
-213 |
Aug10 |
100223 |
271.10 |
278.70 |
269.30 |
269.30 |
-1.70 |
436 |
10,875 |
+38 |
Sep10 |
100223 |
266.00 |
273.10 |
264.30 |
264.30 |
-1.70 |
228 |
9,469 |
+46 |
Oct10 |
100223 |
256.90 |
262.40 |
255.30 |
255.30 |
-1.60 |
165 |
5,542 |
+22 |
Dec10 |
100223 |
255.70 |
261.30 |
254.40 |
254.40 |
-1.30 |
2,219 |
24,486 |
+519 |
Jan11 |
100223 |
256.60 |
262.40 |
255.60 |
255.60 |
-1.30 |
27 |
1,537 |
+7 |
Total Volume and Open Interest |
50,044 |
199,328 |
-6,215 |
Soybean Oil(CBOT) |
Mar10 |
100223 |
38.80 |
38.97 |
38.30 |
38.31 |
-0.52 |
26,647 |
41,474 |
-9,937 |
May10 |
100223 |
39.24 |
39.43 |
38.75 |
38.78 |
-0.52 |
25,301 |
121,569 |
+6,284 |
Jul10 |
100223 |
39.66 |
39.87 |
39.21 |
39.23 |
-0.52 |
7,070 |
73,644 |
-150 |
Aug10 |
100223 |
39.99 |
40.03 |
39.42 |
39.42 |
-0.52 |
448 |
9,658 |
+164 |
Sep10 |
100223 |
39.71 |
40.04 |
39.57 |
39.57 |
-0.50 |
494 |
7,038 |
+50 |
Oct10 |
100223 |
40.10 |
40.22 |
39.67 |
39.67 |
-0.50 |
200 |
5,054 |
+8 |
Dec10 |
100223 |
40.35 |
40.60 |
39.97 |
39.97 |
-0.49 |
3,915 |
33,180 |
+768 |
Jan11 |
100223 |
40.43 |
40.71 |
40.22 |
40.22 |
-0.49 |
1 |
574 |
+0 |
Total Volume and Open Interest |
64,176 |
293,549 |
-2,713 |
Canola(WCE) |
Mar10 |
100223 |
385.3 |
386.5 |
382.1 |
384.9 |
+0.2 |
5,549 |
19,125 |
-11,218 |
May10 |
100223 |
392.0 |
394.3 |
389.6 |
392.6 |
+0.6 |
9,816 |
69,593 |
+3,963 |
Jul10 |
100223 |
396.5 |
398.6 |
394.8 |
398.3 |
+1.5 |
1,081 |
16,577 |
+171 |
Nov10 |
100223 |
401.4 |
404.3 |
400.0 |
403.5 |
+1.9 |
852 |
14,972 |
+40 |
Jan11 |
100223 |
405.0 |
406.8 |
405.0 |
406.5 |
+1.6 |
0 |
437 |
+0 |
Total Volume and Open Interest |
17,298 |
120,931 |
-7,044 |
Corn(CBOT) |
Mar10 |
100223 |
370.00 |
373.00 |
367.25 |
367.75 |
-3.75 |
97,358 |
159,291 |
-29,576 |
May10 |
100223 |
381.25 |
384.00 |
378.25 |
378.75 |
-4.00 |
64,607 |
397,747 |
+10,296 |
Jul10 |
100223 |
391.75 |
394.50 |
389.00 |
389.25 |
-4.50 |
32,253 |
231,832 |
+5,796 |
Sep10 |
100223 |
398.50 |
401.75 |
396.25 |
396.50 |
-4.75 |
3,822 |
57,035 |
+1,913 |
Dec10 |
100223 |
405.50 |
409.00 |
402.50 |
403.00 |
-5.00 |
19,576 |
244,810 |
+339 |
Mar11 |
100223 |
415.75 |
419.00 |
413.50 |
414.25 |
-4.50 |
1,533 |
27,355 |
+399 |
Total Volume and Open Interest |
219,810 |
1,155,858 |
-10,788 |
Wheat(CBOT) |
Mar10 |
100223 |
499.25 |
501.50 |
491.00 |
491.75 |
-9.50 |
41,882 |
47,871 |
-21,771 |
May10 |
100223 |
513.00 |
515.25 |
504.75 |
505.75 |
-9.50 |
31,532 |
157,357 |
+2,146 |
Jul10 |
100223 |
525.25 |
527.75 |
517.00 |
518.25 |
-9.50 |
10,569 |
118,239 |
+1,881 |
Sep10 |
100223 |
543.00 |
543.25 |
533.75 |
533.75 |
-9.50 |
1,668 |
26,122 |
+596 |
Dec10 |
100223 |
567.00 |
567.75 |
558.00 |
558.25 |
-9.75 |
3,026 |
61,679 |
+194 |
Total Volume and Open Interest |
89,196 |
429,634 |
-16,675 |
Wheat(KCBT) |
Mar10 |
100223 |
506.25 |
508.50 |
498.25 |
498.25 |
-10.25 |
9,923 |
17,667 |
-4,848 |
May10 |
100223 |
517.00 |
519.50 |
509.00 |
509.50 |
-10.00 |
6,253 |
41,607 |
+1,385 |
Jul10 |
100223 |
528.00 |
530.50 |
520.50 |
520.50 |
-10.00 |
2,396 |
35,674 |
+726 |
Sep10 |
100223 |
534.75 |
538.75 |
532.00 |
532.00 |
-10.00 |
151 |
5,207 |
-41 |
Dec10 |
100223 |
558.00 |
558.00 |
549.00 |
549.00 |
-9.75 |
127 |
41,726 |
+28 |
Total Volume and Open Interest |
18,870 |
145,052 |
-2,753 |
Wheat(MGE) |
Mar10 |
100223 |
514.50 |
515.75 |
501.00 |
506.75 |
-9.75 |
3,657 |
7,741 |
-959 |
May10 |
100223 |
526.75 |
527.50 |
518.00 |
518.75 |
-9.75 |
2,076 |
12,865 |
+827 |
Jul10 |
100223 |
538.25 |
539.25 |
530.50 |
530.50 |
-10.00 |
345 |
9,856 |
+115 |
Sep10 |
100223 |
545.25 |
550.75 |
542.25 |
542.25 |
-9.50 |
140 |
5,172 |
+26 |
Dec10 |
100223 |
565.00 |
568.50 |
560.00 |
560.00 |
-9.50 |
93 |
6,252 |
+19 |
Total Volume and Open Interest |
6,365 |
43,086 |
+46 |
Oats(CBOT) |
Mar10 |
100223 |
228.75 |
230.00 |
223.75 |
226.50 |
-1.50 |
900 |
2,143 |
-544 |
May10 |
100223 |
237.25 |
239.00 |
232.00 |
235.00 |
-2.00 |
963 |
7,654 |
+295 |
Jul10 |
100223 |
247.00 |
247.00 |
241.50 |
243.00 |
-2.50 |
87 |
2,293 |
+48 |
Sep10 |
100223 |
251.00 |
253.50 |
251.00 |
251.00 |
-2.50 |
0 |
372 |
+0 |
Total Volume and Open Interest |
1,980 |
13,885 |
-181 |
Rough Rice(CBOT) |
Mar10 |
100223 |
13.47 |
13.69 |
13.20 |
13.65 |
+0.15 |
1,047 |
5,677 |
-723 |
May10 |
100223 |
13.85 |
14.03 |
13.56 |
13.99 |
+0.15 |
843 |
7,162 |
+374 |
Jul10 |
100223 |
14.10 |
14.28 |
13.88 |
14.27 |
+0.15 |
423 |
1,199 |
+228 |
Sep10 |
100223 |
13.31 |
13.50 |
13.31 |
13.50 |
+0.18 |
11 |
1,062 |
-3 |
Total Volume and Open Interest |
2,345 |
16,162 |
-128 |
Live Cattle(CME) |
Feb10 |
100223 |
92.300 |
92.300 |
91.600 |
91.750 |
-0.300 |
2,866 |
4,330 |
-1,571 |
Apr10 |
100223 |
93.250 |
93.330 |
92.200 |
92.430 |
-0.800 |
18,819 |
141,095 |
-1,640 |
Jun10 |
100223 |
90.900 |
90.900 |
90.150 |
90.500 |
-0.450 |
12,699 |
89,702 |
+3,890 |
Aug10 |
100223 |
89.050 |
89.150 |
88.285 |
88.600 |
-0.650 |
2,850 |
35,095 |
+886 |
Oct10 |
100223 |
91.300 |
91.300 |
90.535 |
91.050 |
-0.380 |
2,167 |
20,261 |
+547 |
Dec10 |
100223 |
92.650 |
92.650 |
91.730 |
92.285 |
-0.415 |
733 |
6,994 |
+337 |
Total Volume and Open Interest |
40,331 |
301,047 |
+2,503 |
Feeder Cattle(CME) |
Mar10 |
100223 |
101.635 |
101.800 |
101.000 |
101.150 |
-0.680 |
1,406 |
10,847 |
-208 |
Apr10 |
100223 |
103.150 |
103.300 |
102.350 |
102.480 |
-0.700 |
1,226 |
11,007 |
+549 |
May10 |
100223 |
103.680 |
103.850 |
103.000 |
103.230 |
-0.820 |
721 |
7,669 |
+176 |
Aug10 |
100223 |
105.000 |
105.050 |
104.300 |
104.400 |
-0.850 |
608 |
5,300 |
+348 |
Sep10 |
100223 |
104.200 |
104.500 |
104.000 |
104.150 |
-0.950 |
92 |
586 |
+82 |
Oct10 |
100223 |
104.100 |
104.400 |
104.080 |
104.400 |
-0.600 |
69 |
280 |
+39 |
Nov10 |
100223 |
104.200 |
104.250 |
103.750 |
104.200 |
-0.300 |
4 |
59 |
+0 |
Total Volume and Open Interest |
4,126 |
35,752 |
+986 |
Lean Hogs(CME) |
Apr10 |
100223 |
70.450 |
70.950 |
69.035 |
69.450 |
-0.850 |
11,493 |
77,560 |
-178 |
May10 |
100223 |
76.600 |
77.150 |
75.400 |
76.180 |
-0.720 |
169 |
5,033 |
+23 |
Jun10 |
100223 |
79.830 |
80.200 |
78.475 |
79.050 |
-0.675 |
5,122 |
44,722 |
-637 |
Jul10 |
100223 |
79.550 |
79.785 |
78.400 |
79.135 |
-0.415 |
1,252 |
16,851 |
+569 |
Aug10 |
100223 |
78.700 |
78.850 |
77.750 |
78.580 |
-0.070 |
1,218 |
15,874 |
+256 |
Oct10 |
100223 |
69.200 |
69.300 |
68.635 |
68.900 |
-0.235 |
437 |
8,744 |
+173 |
Dec10 |
100223 |
66.700 |
66.750 |
66.200 |
66.550 |
+0.100 |
104 |
4,686 |
-3 |
Feb11 |
100223 |
68.950 |
69.180 |
68.850 |
69.180 |
-0.105 |
89 |
697 |
+105 |
Total Volume and Open Interest |
19,889 |
174,352 |
+329 |
Pork Bellies(CME) |
Mar10 |
100223 |
87.000 |
87.000 |
84.000 |
84.000 |
-2.800 |
139 |
97 |
-35 |
May10 |
100223 |
88.035 |
88.035 |
86.050 |
86.200 |
-2.100 |
133 |
206 |
+32 |
Jul10 |
100223 |
90.600 |
90.750 |
88.785 |
89.600 |
-1.650 |
1 |
50 |
+1 |
Aug10 |
100223 |
87.500 |
87.500 |
87.500 |
87.500 |
unch |
0 |
22 |
+0 |
Feb11 |
100223 |
92.000 |
92.000 |
92.000 |
92.000 |
|
|
|
|
Class III Milk(CME) |
Feb10 |
100223 |
14.24 |
14.24 |
14.20 |
14.24 |
unch |
12 |
3,570 |
-2 |
Mar10 |
100223 |
13.47 |
13.51 |
13.30 |
13.40 |
+0.09 |
181 |
3,598 |
-11 |
Apr10 |
100223 |
12.98 |
13.40 |
12.96 |
13.06 |
+0.10 |
293 |
3,752 |
+132 |
May10 |
100223 |
13.22 |
13.36 |
13.09 |
13.14 |
+0.03 |
222 |
3,189 |
+100 |
Jun10 |
100223 |
13.49 |
13.70 |
13.46 |
13.50 |
+0.04 |
83 |
2,735 |
+34 |
Total Volume and Open Interest |
890 |
28,724 |
+286 |
Cocoa(ICE) |
Mar10 |
100223 |
3068 |
3068 |
2906 |
2931 |
-143 |
41 |
452 |
-24 |
May10 |
100223 |
3091 |
3099 |
2931 |
2945 |
-138 |
4,836 |
66,653 |
-637 |
Jul10 |
100223 |
3120 |
3123 |
2958 |
2973 |
-137 |
1,023 |
20,943 |
+34 |
Sep10 |
100223 |
3068 |
3097 |
2987 |
2999 |
-134 |
318 |
9,367 |
+192 |
Dec10 |
100223 |
3100 |
3107 |
3027 |
3030 |
-131 |
323 |
6,490 |
-2 |
Mar11 |
100223 |
3120 |
3125 |
3046 |
3050 |
-137 |
520 |
11,814 |
+129 |
May11 |
100223 |
3125 |
3130 |
3055 |
3055 |
-133 |
168 |
4,700 |
+97 |
Total Volume and Open Interest |
7,229 |
123,278 |
-211 |
Coffee "C"(ICE) |
Mar10 |
100223 |
130.55 |
130.75 |
129.75 |
130.35 |
+0.50 |
425 |
989 |
-1,550 |
May10 |
100223 |
132.00 |
132.80 |
131.30 |
132.25 |
+0.35 |
6,446 |
79,370 |
+70 |
Jul10 |
100223 |
133.90 |
134.50 |
133.05 |
133.90 |
+0.30 |
972 |
19,972 |
+554 |
Sep10 |
100223 |
135.70 |
136.00 |
135.00 |
135.50 |
+0.35 |
489 |
8,466 |
+51 |
Dec10 |
100223 |
137.60 |
137.75 |
136.55 |
137.30 |
+0.35 |
101 |
7,825 |
-1 |
Mar11 |
100223 |
138.60 |
138.95 |
138.60 |
138.95 |
+0.25 |
56 |
4,750 |
+34 |
Total Volume and Open Interest |
8,534 |
122,510 |
-821 |
Orange Juice(ICE) |
Mar10 |
100223 |
135.30 |
138.75 |
135.30 |
138.25 |
+2.10 |
2,246 |
7,166 |
-3,864 |
May10 |
100223 |
140.50 |
142.70 |
138.80 |
141.75 |
+1.95 |
2,166 |
18,688 |
+1,217 |
Jul10 |
100223 |
142.55 |
145.05 |
141.90 |
144.70 |
+1.80 |
102 |
4,535 |
+12 |
Sep10 |
100223 |
146.25 |
146.25 |
145.95 |
146.00 |
+1.80 |
29 |
1,167 |
+4 |
Nov10 |
100223 |
147.25 |
147.25 |
147.20 |
147.20 |
+1.90 |
130 |
570 |
+107 |
Jan11 |
100223 |
148.85 |
148.85 |
148.80 |
148.80 |
+2.00 |
24 |
633 |
+0 |
Total Volume and Open Interest |
4,698 |
33,014 |
-2,524 |
Sugar #11(ICE) |
Mar10 |
100223 |
25.00 |
25.48 |
24.14 |
24.37 |
-0.42 |
22,707 |
75,277 |
-15,256 |
May10 |
100223 |
24.40 |
24.60 |
23.49 |
23.68 |
-0.44 |
51,837 |
267,655 |
+6,707 |
Jul10 |
100223 |
23.03 |
23.03 |
22.08 |
22.24 |
-0.31 |
8,835 |
171,489 |
+510 |
Oct10 |
100223 |
21.55 |
21.55 |
20.80 |
20.98 |
-0.24 |
5,084 |
156,273 |
+670 |
Mar11 |
100223 |
19.89 |
20.20 |
19.54 |
19.73 |
-0.16 |
1,499 |
57,825 |
-450 |
Total Volume and Open Interest |
91,223 |
806,962 |
-7,643 |
London Cocoa(LCE) |
Mar10 |
100223 |
2260 |
2272 |
2171 |
2177 |
-48 |
7,526 |
57,087 |
+57,087 |
May10 |
100223 |
2272 |
2285 |
2182 |
2185 |
-87 |
5,813 |
47,341 |
+1,093 |
Jul10 |
100223 |
2257 |
2271 |
2170 |
2173 |
-87 |
530 |
31,056 |
+132 |
Sep10 |
100223 |
2234 |
2234 |
2151 |
2151 |
-83 |
409 |
16,805 |
+174 |
Dec10 |
100223 |
2221 |
2221 |
2137 |
2139 |
-78 |
1,195 |
12,509 |
+280 |
Mar11 |
100223 |
2195 |
2199 |
2110 |
2110 |
-84 |
952 |
12,090 |
+781 |
May11 |
100223 |
2167 |
2167 |
2104 |
2104 |
-78 |
151 |
1,658 |
+120 |
Total Volume and Open Interest |
|
|
|
London Sugar(LCE) |
May10 |
100223 |
681.30 |
681.80 |
653.30 |
653.90 |
-33.20 |
4,239 |
42,491 |
+710 |
Aug10 |
100223 |
652.20 |
652.40 |
631.00 |
632.40 |
-28.70 |
1,083 |
17,184 |
+515 |
Oct10 |
100223 |
591.20 |
591.80 |
575.60 |
579.60 |
-19.50 |
1,039 |
7,882 |
+366 |
Dec10 |
100223 |
543.00 |
543.00 |
531.80 |
537.30 |
-13.60 |
67 |
1,942 |
+34 |
Mar11 |
100223 |
533.60 |
533.60 |
518.50 |
522.30 |
-13.70 |
27 |
981 |
+17 |
Total Volume and Open Interest |
6,476 |
70,923 |
+1,623 |
Cotton(ICE) |
Mar10 |
100223 |
80.72 |
80.96 |
79.56 |
80.00 |
-0.74 |
2,474 |
5,672 |
-2,638 |
May10 |
100223 |
79.51 |
80.10 |
78.71 |
79.77 |
+0.07 |
15,012 |
92,718 |
+3,315 |
Jul10 |
100223 |
78.86 |
79.70 |
78.50 |
79.41 |
+0.38 |
3,264 |
35,241 |
+53 |
Oct10 |
100223 |
74.91 |
74.91 |
74.91 |
74.91 |
+0.26 |
24 |
156 |
-18 |
Dec10 |
100223 |
73.65 |
74.09 |
73.25 |
73.75 |
+0.32 |
1,434 |
26,241 |
+371 |
Mar11 |
100223 |
75.25 |
76.00 |
75.25 |
75.74 |
+0.57 |
50 |
2,632 |
+5 |
Total Volume and Open Interest |
22,306 |
164,543 |
+1,108 |
Lumber(CME) |
Mar10 |
100223 |
259.5 |
260.3 |
257.7 |
258.2 |
-3.3 |
409 |
2,263 |
-317 |
May10 |
100223 |
275.0 |
275.0 |
271.6 |
272.0 |
-4.0 |
370 |
5,498 |
-37 |
Jul10 |
100223 |
283.1 |
283.1 |
279.0 |
281.6 |
-3.4 |
84 |
1,851 |
+0 |
Sep10 |
100223 |
277.5 |
281.7 |
277.0 |
281.7 |
-1.0 |
1 |
611 |
-1 |
Total Volume and Open Interest |
864 |
10,288 |
-355 |
Crude Oil(NYM) |
Apr10 |
100223 |
80.03 |
80.39 |
78.22 |
78.86 |
-1.45 |
314,632 |
270,598 |
+15,038 |
May10 |
100223 |
80.41 |
80.80 |
78.65 |
79.29 |
-1.43 |
56,635 |
157,866 |
+1,674 |
Jun10 |
100223 |
80.82 |
81.14 |
79.13 |
79.74 |
-1.39 |
52,433 |
157,956 |
+4,897 |
Jul10 |
100223 |
81.21 |
81.21 |
79.63 |
80.17 |
-1.35 |
9,234 |
55,454 |
+814 |
Aug10 |
100223 |
81.00 |
81.05 |
80.07 |
80.53 |
-1.32 |
8,700 |
28,682 |
+1,632 |
Sep10 |
100223 |
82.07 |
82.07 |
80.30 |
80.84 |
-1.31 |
8,106 |
32,288 |
+598 |
Oct10 |
100223 |
82.29 |
82.29 |
80.57 |
81.13 |
-1.29 |
6,120 |
19,233 |
+135 |
Nov10 |
100223 |
82.57 |
82.57 |
81.24 |
81.42 |
-1.28 |
7,457 |
23,009 |
+1,168 |
Dec10 |
100223 |
82.72 |
83.19 |
81.20 |
81.74 |
-1.26 |
37,806 |
194,973 |
-403 |
Jan11 |
100223 |
82.29 |
82.29 |
81.96 |
81.96 |
-1.25 |
3,677 |
22,172 |
+935 |
Feb11 |
100223 |
82.24 |
82.24 |
82.19 |
82.19 |
-1.24 |
618 |
15,153 |
+74 |
Mar11 |
100223 |
82.40 |
82.40 |
82.40 |
82.40 |
-1.23 |
1,680 |
11,167 |
+733 |
Apr11 |
100223 |
82.59 |
82.59 |
82.59 |
82.59 |
-1.22 |
439 |
11,362 |
+94 |
May11 |
100223 |
82.75 |
82.75 |
82.75 |
82.75 |
-1.21 |
272 |
4,028 |
+78 |
Jun11 |
100223 |
83.00 |
83.00 |
82.78 |
82.91 |
-1.19 |
1,251 |
24,477 |
+104 |
Jul11 |
100223 |
83.05 |
83.05 |
83.05 |
83.05 |
-1.18 |
138 |
4,067 |
+84 |
Total Volume and Open Interest |
547,856 |
1,269,755 |
-21,886 |
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 |
100223 |
80.400 |
80.425 |
78.750 |
79.300 |
-1.425 |
349 |
395 |
+15 |
Jun10 |
100223 |
80.800 |
81.000 |
79.150 |
79.750 |
-1.375 |
56 |
166 |
-18 |
Jul10 |
100223 |
80.750 |
80.750 |
80.050 |
80.175 |
-1.350 |
2 |
16 |
+1 |
Aug10 |
100223 |
80.525 |
80.525 |
80.525 |
80.525 |
-1.325 |
0 |
3 |
+0 |
Sep10 |
100223 |
80.850 |
80.850 |
80.850 |
80.850 |
-1.300 |
0 |
3 |
+0 |
Oct10 |
100223 |
81.125 |
81.125 |
81.125 |
81.125 |
-1.300 |
0 |
10 |
+0 |
Nov10 |
100223 |
81.425 |
81.425 |
81.425 |
81.425 |
-1.275 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,083 |
4,366 |
-1,939 |
Heating Oil(NYM) |
Mar10 |
100223 |
207.60 |
208.00 |
202.17 |
203.23 |
-4.65 |
29,472 |
38,071 |
-4,300 |
Apr10 |
100223 |
208.80 |
208.97 |
203.05 |
204.26 |
-4.56 |
33,918 |
66,864 |
+5,594 |
May10 |
100223 |
209.00 |
209.88 |
204.24 |
205.35 |
-4.35 |
9,420 |
37,887 |
+384 |
Jun10 |
100223 |
210.54 |
210.87 |
205.56 |
206.70 |
-4.20 |
7,491 |
40,394 |
-1,014 |
Jul10 |
100223 |
212.60 |
212.90 |
207.90 |
208.53 |
-4.18 |
1,290 |
17,738 |
+166 |
Aug10 |
100223 |
214.50 |
214.50 |
209.27 |
210.42 |
-4.13 |
857 |
9,645 |
+140 |
Sep10 |
100223 |
216.07 |
216.52 |
212.00 |
212.42 |
-4.08 |
992 |
10,802 |
+151 |
Oct10 |
100223 |
214.68 |
215.54 |
214.15 |
214.70 |
-4.03 |
315 |
8,867 |
-83 |
Nov10 |
100223 |
216.91 |
217.61 |
216.39 |
217.00 |
-3.91 |
287 |
7,662 |
+68 |
Dec10 |
100223 |
222.73 |
223.23 |
218.05 |
219.30 |
-3.80 |
2,654 |
26,220 |
+724 |
Jan11 |
100223 |
223.19 |
223.19 |
221.41 |
221.57 |
-3.72 |
236 |
12,354 |
+29 |
Feb11 |
100223 |
224.95 |
224.95 |
222.20 |
222.84 |
-3.64 |
68 |
4,585 |
-33 |
Total Volume and Open Interest |
87,309 |
301,289 |
+1,724 |
Gasoline(NYMEX) |
Mar10 |
100223 |
211.50 |
211.91 |
206.12 |
206.56 |
-5.02 |
37,593 |
35,001 |
-3,413 |
Apr10 |
100223 |
222.31 |
222.70 |
216.46 |
216.83 |
-5.47 |
36,683 |
70,575 |
+5,832 |
May10 |
100223 |
222.11 |
222.82 |
217.29 |
217.39 |
-5.26 |
12,774 |
42,107 |
+848 |
Jun10 |
100223 |
222.51 |
222.51 |
217.09 |
217.16 |
-5.18 |
10,304 |
31,345 |
+73 |
Jul10 |
100223 |
219.73 |
219.73 |
216.40 |
216.48 |
-5.00 |
4,171 |
18,684 |
+36 |
Aug10 |
100223 |
217.79 |
218.26 |
215.57 |
215.57 |
-4.76 |
2,107 |
9,970 |
+454 |
Sep10 |
100223 |
214.70 |
214.70 |
214.47 |
214.47 |
-4.56 |
3,129 |
15,144 |
+423 |
Oct10 |
100223 |
205.35 |
205.35 |
204.17 |
204.17 |
-4.37 |
1,405 |
5,097 |
-205 |
Nov10 |
100223 |
203.32 |
203.32 |
203.17 |
203.17 |
-4.12 |
1,113 |
11,284 |
+24 |
Dec10 |
100223 |
207.17 |
207.17 |
203.05 |
203.07 |
-3.90 |
1,638 |
11,201 |
-162 |
Total Volume and Open Interest |
111,071 |
258,415 |
+3,914 |
e-miNY RBOB Gasoline(NYM) |
Mar10 |
100223 |
206.60 |
206.60 |
206.56 |
206.60 |
-5.00 |
0 |
7 |
+0 |
Apr10 |
100223 |
216.80 |
216.83 |
216.80 |
216.80 |
-5.50 |
|
|
|
May10 |
100223 |
217.40 |
217.40 |
217.39 |
217.40 |
-5.30 |
|
|
|
Jun10 |
100223 |
217.20 |
217.20 |
217.16 |
217.20 |
-5.10 |
|
|
|
Total Volume and Open Interest |
0 |
7 |
+0 |
Natural Gas(NYM) |
Mar10 |
100223 |
4.915 |
4.934 |
4.766 |
4.778 |
-0.117 |
96,759 |
35,064 |
-11,664 |
Apr10 |
100223 |
4.935 |
4.946 |
4.805 |
4.809 |
-0.104 |
70,888 |
168,588 |
+10,021 |
May10 |
100223 |
5.005 |
5.006 |
4.870 |
4.875 |
-0.102 |
26,951 |
138,612 |
+1,133 |
Jun10 |
100223 |
5.075 |
5.075 |
4.949 |
4.952 |
-0.100 |
10,691 |
49,563 |
+936 |
Jul10 |
100223 |
5.155 |
5.155 |
5.028 |
5.032 |
-0.095 |
6,929 |
38,624 |
+375 |
Aug10 |
100223 |
5.162 |
5.166 |
5.088 |
5.091 |
-0.092 |
3,802 |
34,891 |
-554 |
Sep10 |
100223 |
5.250 |
5.250 |
5.120 |
5.123 |
-0.092 |
3,380 |
27,532 |
+332 |
Oct10 |
100223 |
5.340 |
5.340 |
5.215 |
5.217 |
-0.088 |
10,673 |
57,957 |
+1,343 |
Nov10 |
100223 |
5.577 |
5.587 |
5.524 |
5.524 |
-0.086 |
1,601 |
12,528 |
-274 |
Dec10 |
100223 |
5.928 |
5.928 |
5.844 |
5.844 |
-0.084 |
2,599 |
24,578 |
-118 |
Jan11 |
100223 |
6.136 |
6.152 |
6.070 |
6.072 |
-0.085 |
8,990 |
34,957 |
+2,340 |
Feb11 |
100223 |
6.081 |
6.098 |
6.039 |
6.039 |
-0.083 |
1,770 |
11,460 |
-279 |
Mar11 |
100223 |
5.935 |
5.950 |
5.894 |
5.894 |
-0.078 |
6,378 |
27,548 |
+2,879 |
Apr11 |
100223 |
5.557 |
5.557 |
5.512 |
5.512 |
-0.055 |
2,494 |
24,664 |
-18 |
May11 |
100223 |
5.530 |
5.530 |
5.487 |
5.487 |
-0.055 |
1,428 |
10,779 |
+878 |
Jun11 |
100223 |
5.590 |
5.595 |
5.537 |
5.537 |
-0.050 |
140 |
4,712 |
+114 |
Total Volume and Open Interest |
262,744 |
800,384 |
+9,601 |
Brent Crude Oil(ICE) |
Apr10 |
100223 |
78.40 |
78.64 |
76.57 |
77.25 |
-1.36 |
157,829 |
209,363 |
+2,066 |
May10 |
100223 |
78.82 |
79.11 |
77.00 |
77.63 |
-1.45 |
71,827 |
178,447 |
+4,328 |
Jun10 |
100223 |
79.38 |
79.65 |
77.65 |
78.15 |
-1.49 |
48,218 |
126,254 |
+2,851 |
Jul10 |
100223 |
79.87 |
80.15 |
78.17 |
78.68 |
-1.48 |
17,555 |
41,484 |
+1,300 |
Aug10 |
100223 |
80.36 |
80.59 |
78.72 |
79.16 |
-1.47 |
8,892 |
23,770 |
+744 |
Sep10 |
100223 |
80.78 |
81.02 |
79.10 |
79.59 |
-1.44 |
6,426 |
16,505 |
+305 |
Oct10 |
100223 |
81.21 |
81.38 |
79.50 |
79.98 |
-1.41 |
5,487 |
17,091 |
+543 |
Nov10 |
100223 |
81.70 |
81.71 |
79.87 |
80.32 |
-1.39 |
4,743 |
13,952 |
+116 |
Dec10 |
100223 |
81.56 |
82.04 |
80.25 |
80.67 |
-1.37 |
20,120 |
82,897 |
+1,101 |
Jan11 |
100223 |
81.00 |
81.00 |
81.00 |
81.00 |
-1.37 |
2,008 |
11,918 |
+219 |
Feb11 |
100223 |
81.33 |
81.33 |
81.33 |
81.33 |
-1.36 |
808 |
6,489 |
+247 |
Mar11 |
100223 |
81.90 |
81.90 |
81.66 |
81.66 |
-1.35 |
356 |
6,028 |
+175 |
Apr11 |
100223 |
81.98 |
81.98 |
81.98 |
81.98 |
-1.33 |
89 |
2,906 |
-40 |
May11 |
100223 |
82.27 |
82.27 |
82.27 |
82.27 |
-1.32 |
116 |
2,703 |
+28 |
Total Volume and Open Interest |
354,669 |
849,684 |
+15,060 |
Gas Oil(ICE) |
Mar10 |
100223 |
640.00 |
641.50 |
622.50 |
628.75 |
-8.50 |
64,103 |
146,417 |
-2,423 |
Apr10 |
100223 |
644.75 |
646.50 |
627.25 |
633.50 |
-8.50 |
73,008 |
109,863 |
+2,218 |
May10 |
100223 |
648.50 |
651.25 |
633.00 |
639.00 |
-8.25 |
21,644 |
63,572 |
+2,849 |
Jun10 |
100223 |
655.00 |
655.50 |
639.00 |
644.50 |
-7.75 |
18,240 |
46,183 |
-4 |
Jul10 |
100223 |
661.00 |
661.00 |
645.00 |
650.00 |
-7.75 |
6,296 |
25,522 |
+244 |
Aug10 |
100223 |
666.50 |
666.50 |
650.00 |
655.50 |
-7.75 |
2,620 |
23,867 |
+72 |
Sep10 |
100223 |
671.75 |
672.50 |
655.00 |
661.00 |
-7.75 |
3,576 |
23,995 |
-494 |
Oct10 |
100223 |
677.00 |
677.75 |
660.00 |
666.00 |
-7.75 |
2,529 |
15,746 |
+484 |
Nov10 |
100223 |
667.50 |
670.75 |
667.00 |
670.25 |
-7.75 |
3,195 |
13,813 |
-233 |
Dec10 |
100223 |
684.75 |
685.25 |
669.00 |
674.50 |
-7.50 |
9,059 |
73,844 |
-1,226 |
Total Volume and Open Interest |
209,676 |
619,580 |
+2,360 |
Ethanol(CBOT) |
Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
Mar10 |
100223 |
1.708 |
1.710 |
1.699 |
1.703 |
-0.018 |
78 |
567 |
-33 |
Apr10 |
100223 |
1.700 |
1.708 |
1.695 |
1.701 |
-0.018 |
116 |
1,296 |
-19 |
May10 |
100223 |
1.705 |
1.715 |
1.705 |
1.713 |
-0.016 |
100 |
810 |
-15 |
Jun10 |
100223 |
1.715 |
1.717 |
1.710 |
1.715 |
-0.017 |
120 |
783 |
-11 |
Jul10 |
100223 |
1.710 |
1.724 |
1.710 |
1.721 |
-0.014 |
65 |
1,062 |
-15 |
Aug10 |
100223 |
1.704 |
1.710 |
1.704 |
1.707 |
-0.011 |
46 |
747 |
+31 |
Sep10 |
100223 |
1.704 |
1.714 |
1.704 |
1.708 |
-0.010 |
37 |
725 |
+30 |
Total Volume and Open Interest |
722 |
8,405 |
+111 |
US Dollar Index(ICE) |
Mar10 |
100223 |
80.590 |
81.050 |
80.145 |
80.910 |
+0.325 |
23,239 |
53,355 |
+171 |
Jun10 |
100223 |
80.960 |
81.330 |
80.430 |
81.230 |
+0.330 |
273 |
4,985 |
+0 |
Sep10 |
100223 |
81.510 |
81.510 |
81.510 |
81.510 |
+0.350 |
0 |
1 |
+0 |
Total Volume and Open Interest |
23,512 |
58,342 |
+171 |
Australian Dollar(CME) |
Mar10 |
100223 |
89.87 |
90.53 |
88.60 |
88.88 |
-1.04 |
106,856 |
96,252 |
+465 |
Jun10 |
100223 |
88.89 |
89.65 |
87.75 |
88.02 |
-1.02 |
691 |
6,521 |
+171 |
Sep10 |
100223 |
87.12 |
88.12 |
87.12 |
87.12 |
-1.00 |
0 |
41 |
+0 |
Total Volume and Open Interest |
107,557 |
102,822 |
+641 |
British Pound(CME) |
Mar10 |
100223 |
154.76 |
155.74 |
153.91 |
154.41 |
-0.45 |
135,876 |
121,390 |
-313 |
Jun10 |
100223 |
154.67 |
155.62 |
153.84 |
154.31 |
-0.45 |
615 |
1,685 |
+39 |
Sep10 |
100223 |
153.88 |
154.69 |
153.88 |
154.23 |
-0.46 |
0 |
80 |
+0 |
Total Volume and Open Interest |
136,491 |
123,179 |
-274 |
Canadian Dollar(CME) |
Mar10 |
100223 |
95.92 |
96.32 |
94.51 |
94.75 |
-1.25 |
86,309 |
98,468 |
+3,376 |
Jun10 |
100223 |
95.90 |
96.30 |
94.52 |
94.74 |
-1.25 |
617 |
4,068 |
+214 |
Sep10 |
100223 |
96.04 |
96.26 |
94.49 |
94.71 |
-1.26 |
22 |
800 |
+6 |
Dec10 |
100223 |
94.97 |
95.91 |
94.43 |
94.64 |
-1.27 |
33 |
730 |
+22 |
Total Volume and Open Interest |
86,984 |
104,183 |
+3,623 |
Japanese Yen(CME) |
Mar10 |
100223 |
109.67 |
111.24 |
109.54 |
110.89 |
+1.22 |
107,280 |
124,966 |
+1,842 |
Jun10 |
100223 |
109.64 |
111.27 |
109.63 |
110.95 |
+1.22 |
315 |
1,148 |
+32 |
Sep10 |
100223 |
111.20 |
111.29 |
109.82 |
111.04 |
+1.22 |
0 |
202 |
+0 |
Total Volume and Open Interest |
107,595 |
126,345 |
+1,874 |
Swiss Franc(CME) |
Mar10 |
100223 |
92.97 |
93.34 |
92.19 |
92.37 |
-0.60 |
46,030 |
42,661 |
+407 |
Jun10 |
100223 |
93.16 |
93.39 |
92.26 |
92.43 |
-0.61 |
224 |
342 |
+10 |
Sep10 |
100223 |
92.50 |
93.30 |
92.50 |
92.50 |
-0.61 |
0 |
8 |
+0 |
Total Volume and Open Interest |
46,254 |
43,016 |
+417 |
EuroFX(CME) |
Mar10 |
100223 |
136.00 |
136.92 |
134.97 |
135.22 |
-0.85 |
342,249 |
192,357 |
-4,616 |
Jun10 |
100223 |
135.96 |
136.88 |
134.94 |
135.20 |
-0.85 |
2,269 |
5,502 |
+518 |
Sep10 |
100223 |
136.68 |
136.68 |
135.02 |
135.14 |
-0.85 |
251 |
929 |
+251 |
Total Volume and Open Interest |
344,769 |
198,864 |
-3,847 |
Mexican Peso(CME) |
Mar10 |
100223 |
779.2 |
781.8 |
771.5 |
773.2 |
-6.0 |
19,974 |
93,821 |
+3,003 |
Apr10 |
100223 |
770.2 |
776.2 |
770.2 |
770.2 |
-6.0 |
|
|
|
Total Volume and Open Interest |
20,023 |
96,273 |
+3,024 |
30-Year T-Bonds(CBOT) |
Mar10 |
100223 |
116~130 |
118~000 |
116~100 |
117~270 |
+1~130 |
|
|
|
Jun10 |
100223 |
114~300 |
116~170 |
114~280 |
116~130 |
+1~160 |
50,931 |
66,651 |
+37,397 |
Sep10 |
100223 |
114~000 |
115~030 |
113~190 |
115~030 |
+1~160 |
2 |
20 |
+1 |
Total Volume and Open Interest |
354,260 |
670,788 |
-3,081 |
10-Year T-Notes(CBOT) |
Mar10 |
100223 |
117~060 |
118~055 |
117~040 |
118~015 |
+0~275 |
1,038,265 |
1,230,019 |
-98,717 |
Jun10 |
100223 |
115~245 |
116~245 |
115~230 |
116~205 |
+0~280 |
66,748 |
111,493 |
+37,270 |
Sep10 |
100223 |
115~075 |
115~075 |
114~110 |
115~075 |
+0~285 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,105,013 |
1,341,517 |
-61,447 |
5-Year T-Notes(CBOT) |
Mar10 |
100223 |
116~005 |
116~075 |
116~002 |
116~065 |
+0~059 |
622,341 |
859,756 |
+859,756 |
Jun10 |
100223 |
114~114 |
115~053 |
114~109 |
115~045 |
+0~061 |
66,432 |
87,053 |
+35,394 |
Sep10 |
100223 |
114~025 |
114~025 |
113~090 |
114~025 |
+0~063 |
|
|
|
Total Volume and Open Interest |
688,773 |
946,809 |
+21,392 |
2 Year T-Notes(CBOT) |
Mar10 |
100223 |
108~127 |
109~006 |
108~126 |
109~005 |
+0~025 |
|
|
|
Jun10 |
100223 |
108~050 |
108~067 |
108~048 |
108~063 |
+0~012 |
58,721 |
115,879 |
+27,597 |
Sep10 |
100223 |
107~121 |
107~121 |
107~111 |
107~121 |
+0~010 |
|
|
|
Total Volume and Open Interest |
541,028 |
1,010,380 |
+27,013 |
Eurodollars(CME) |
Mar10 |
100223 |
99.720 |
99.730 |
99.717 |
99.723 |
+0.003 |
183,177 |
1,156,534 |
-6,319 |
Jun10 |
100223 |
99.595 |
99.630 |
99.590 |
99.615 |
+0.020 |
252,862 |
1,103,983 |
+12,591 |
Sep10 |
100223 |
99.380 |
99.440 |
99.370 |
99.420 |
+0.040 |
420,020 |
942,451 |
+12,070 |
Dec10 |
100223 |
99.050 |
99.130 |
99.040 |
99.110 |
+0.060 |
496,893 |
962,408 |
+8,419 |
Mar11 |
100223 |
98.675 |
98.765 |
98.660 |
98.745 |
+0.075 |
556,478 |
627,664 |
+9,511 |
Jun11 |
100223 |
98.270 |
98.380 |
98.265 |
98.360 |
+0.085 |
398,054 |
714,498 |
-8,619 |
Sep11 |
100223 |
97.895 |
98.010 |
97.890 |
97.985 |
+0.090 |
284,102 |
565,542 |
+4,921 |
Dec11 |
100223 |
97.535 |
97.655 |
97.535 |
97.630 |
+0.095 |
217,171 |
355,599 |
+3,342 |
Mar12 |
100223 |
97.225 |
97.350 |
97.225 |
97.320 |
+0.095 |
87,986 |
267,752 |
+5,845 |
Jun12 |
100223 |
96.915 |
97.040 |
96.915 |
97.015 |
+0.095 |
66,862 |
213,125 |
-218 |
Sep12 |
100223 |
96.645 |
96.755 |
96.640 |
96.740 |
+0.100 |
59,404 |
126,609 |
+1,514 |
Dec12 |
100223 |
96.385 |
96.495 |
96.365 |
96.480 |
+0.105 |
39,653 |
110,849 |
-2,427 |
Mar13 |
100223 |
96.160 |
96.285 |
96.155 |
96.275 |
+0.110 |
16,854 |
78,068 |
+620 |
Jun13 |
100223 |
95.950 |
96.085 |
95.950 |
96.075 |
+0.120 |
10,199 |
61,950 |
-333 |
Sep13 |
100223 |
95.765 |
95.900 |
95.765 |
95.895 |
+0.130 |
8,163 |
55,145 |
-491 |
Dec13 |
100223 |
95.580 |
95.720 |
95.575 |
95.710 |
+0.135 |
8,835 |
32,747 |
-197 |
Mar14 |
100223 |
95.430 |
95.570 |
95.420 |
95.560 |
+0.135 |
4,001 |
35,748 |
+297 |
Jun14 |
100223 |
95.275 |
95.425 |
95.270 |
95.415 |
+0.135 |
4,947 |
29,856 |
-221 |
Total Volume and Open Interest |
3,132,846 |
7,571,696 |
+39,184 |
30 Day Federal Funds(CBOT) |
Feb10 |
100223 |
99.870 |
99.875 |
99.870 |
99.872 |
unch |
2,708 |
86,496 |
-374 |
Mar10 |
100223 |
99.855 |
99.865 |
99.850 |
99.855 |
unch |
11,701 |
68,350 |
+2,711 |
Apr10 |
100223 |
99.840 |
99.845 |
99.830 |
99.835 |
unch |
9,595 |
82,248 |
+552 |
May10 |
100223 |
99.805 |
99.820 |
99.800 |
99.810 |
unch |
8,919 |
70,476 |
+626 |
Jun10 |
100223 |
99.790 |
99.805 |
99.785 |
99.790 |
unch |
12,354 |
56,429 |
+624 |
Jul10 |
100223 |
99.765 |
99.785 |
99.760 |
99.765 |
+0.005 |
13,329 |
59,412 |
+2,711 |
Total Volume and Open Interest |
95,873 |
619,272 |
+13,863 |
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 |
100223 |
99.560 |
99.565 |
99.560 |
99.560 |
-0.010 |
0 |
1,452 |
-99 |
Jun10 |
100223 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.020 |
400 |
480 |
+400 |
Sep10 |
100223 |
99.615 |
99.625 |
99.615 |
99.615 |
-0.015 |
0 |
230 |
+0 |
Dec10 |
100223 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.010 |
0 |
242 |
+0 |
Mar11 |
100223 |
99.595 |
99.595 |
99.595 |
99.595 |
-0.010 |
|
|
|
Jun11 |
100223 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.010 |
|
|
|
Sep11 |
100223 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.010 |
|
|
|
Dec11 |
100223 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.010 |
|
|
|
Mar12 |
100223 |
99.470 |
99.470 |
99.470 |
99.470 |
-0.005 |
|
|
|
Jun12 |
100223 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.005 |
|
|
|
Total Volume and Open Interest |
400 |
2,404 |
+301 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100223 |
99.57 |
99.57 |
99.57 |
99.57 |
0.00 |
1 |
4,720 |
-9 |
Jun10 |
100223 |
99.60 |
99.62 |
99.60 |
99.62 |
0.00 |
0 |
1,625 |
+0 |
Sep10 |
100223 |
99.61 |
99.62 |
99.61 |
99.62 |
0.00 |
0 |
2,026 |
+5 |
Dec10 |
100223 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
0 |
1,438 |
+0 |
Mar11 |
100223 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
664 |
+0 |
Jun11 |
100223 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
56 |
+0 |
Sep11 |
100223 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
51 |
+0 |
Dec11 |
100223 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
102 |
+0 |
Total Volume and Open Interest |
1 |
12,053 |
-4 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100222 |
139.40 |
139.52 |
139.25 |
139.29 |
-0.15 |
2,248 |
17,351 |
-285 |
Jun10 |
100223 |
138.45 |
138.45 |
138.45 |
138.45 |
-0.59 |
0 |
3 |
+0 |
Sep10 |
100223 |
138.45 |
138.45 |
138.45 |
138.45 |
-0.59 |
|
|
|
Total Volume and Open Interest |
1,949 |
16,942 |
-412 |
Euro-Bund(EUREX) |
Mar10 |
100222 |
122.70 |
122.90 |
122.54 |
122.82 |
+0.16 |
1,029,402 |
914,964 |
-42,576 |
Jun10 |
100222 |
121.27 |
121.43 |
121.10 |
121.36 |
+0.16 |
2,157 |
9,903 |
+1,484 |
Sep10 |
100222 |
120.92 |
120.92 |
120.92 |
120.92 |
+0.16 |
|
|
|
Total Volume and Open Interest |
1,031,559 |
924,867 |
-41,092 |
Euro-Bobl(EUREX) |
Mar10 |
100222 |
117.39 |
117.51 |
117.29 |
117.46 |
+0.08 |
534,305 |
798,081 |
+37,058 |
Jun10 |
100223 |
116.04 |
116.60 |
115.95 |
116.57 |
+0.57 |
5,206 |
25,900 |
+3,460 |
Sep10 |
100223 |
116.28 |
116.28 |
116.28 |
116.28 |
+0.52 |
|
|
|
Total Volume and Open Interest |
565,467 |
783,287 |
-37,234 |
3-Mth Euribor(EUREX) |
Mar10 |
100222 |
99.325 |
99.330 |
99.325 |
99.325 |
-0.005 |
59 |
11,821 |
+53 |
Jun10 |
100222 |
99.145 |
99.155 |
99.145 |
99.150 |
unch |
31 |
7,234 |
-29 |
Sep10 |
100222 |
98.935 |
98.940 |
98.935 |
98.940 |
+0.010 |
83 |
2,186 |
+19 |
Total Volume and Open Interest |
195 |
25,026 |
+60 |
Long Gilt(LIFFE) |
Mar10 |
100223 |
113~32 |
114~26 |
113~28 |
114~15 |
+0~16 |
91,310 |
271,220 |
+5,213 |
Jun10 |
100223 |
112~12 |
113~11 |
112~10 |
112~31 |
+0~17 |
2,829 |
2,986 |
+2,756 |
Total Volume and Open Interest |
94,139 |
274,206 |
+7,969 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100223 |
99.32 |
99.34 |
99.32 |
99.33 |
+0.01 |
33,576 |
328,493 |
-8,651 |
Jun10 |
100223 |
99.22 |
99.25 |
99.22 |
99.24 |
+0.02 |
37,394 |
350,413 |
-2,974 |
Sep10 |
100223 |
99.04 |
99.09 |
99.04 |
99.08 |
+0.04 |
51,320 |
335,848 |
+974 |
Dec10 |
100223 |
98.78 |
98.82 |
98.76 |
98.81 |
+0.05 |
68,743 |
361,333 |
+515 |
Mar11 |
100223 |
98.44 |
98.50 |
98.42 |
98.48 |
+0.06 |
80,044 |
325,099 |
+13,251 |
Jun11 |
100223 |
98.06 |
98.14 |
98.04 |
98.11 |
+0.07 |
70,270 |
216,382 |
+17,223 |
Total Volume and Open Interest |
428,828 |
2,310,010 |
+24,347 |
3-Mth Euribor(LIFFE) |
Mar10 |
100219 |
99.325 |
99.330 |
99.320 |
99.330 |
unch |
39,098 |
684,586 |
-3,985 |
Jun10 |
100223 |
99.155 |
99.175 |
99.145 |
99.165 |
+0.015 |
136,118 |
753,358 |
-76 |
Sep10 |
100223 |
98.945 |
99.000 |
98.930 |
98.980 |
+0.040 |
151,523 |
582,537 |
-1,225 |
Total Volume and Open Interest |
811,915 |
3,746,141 |
-16,546 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100223 |
95.74 |
95.75 |
95.73 |
95.75 |
+0.01 |
12,150 |
294,507 |
+2,152 |
Jun10 |
100223 |
95.46 |
95.49 |
95.45 |
95.49 |
+0.02 |
7,782 |
240,166 |
-1,283 |
Sep10 |
100223 |
95.18 |
95.22 |
95.16 |
95.20 |
+0.02 |
3,442 |
118,049 |
+555 |
Dec10 |
100223 |
94.92 |
94.95 |
94.90 |
94.94 |
+0.02 |
1,224 |
90,939 |
+250 |
Mar11 |
100223 |
94.71 |
94.75 |
94.70 |
94.74 |
+0.02 |
1,329 |
38,918 |
+625 |
Jun11 |
100223 |
94.55 |
94.60 |
94.54 |
94.58 |
+0.02 |
773 |
35,830 |
+181 |
Sep11 |
100223 |
94.43 |
94.47 |
94.43 |
94.45 |
+0.01 |
309 |
16,021 |
-129 |
Dec11 |
100223 |
94.34 |
94.36 |
94.33 |
94.35 |
+0.02 |
209 |
9,077 |
-101 |
Mar12 |
100223 |
94.27 |
94.27 |
94.27 |
94.27 |
+0.02 |
60 |
2,934 |
+0 |
Jun12 |
100223 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.03 |
0 |
1,502 |
+0 |
Total Volume and Open Interest |
27,278 |
849,418 |
+2,250 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100223 |
94.36 |
94.38 |
94.33 |
94.36 |
unch |
20,051 |
390,097 |
+5,166 |
Jun10 |
100223 |
94.36 |
94.36 |
94.36 |
94.36 |
unch |
|
|
|
Total Volume and Open Interest |
20,051 |
390,097 |
+5,166 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100223 |
95.04 |
95.07 |
95.01 |
95.05 |
+0.01 |
65,558 |
779,746 |
+2,646 |
Jun10 |
100223 |
95.05 |
95.05 |
95.05 |
95.05 |
+0.01 |
|
|
|
Total Volume and Open Interest |
65,558 |
779,746 |
+2,646 |
Gold(CMX) |
Feb10 |
100223 |
1116.4 |
1118.3 |
1102.6 |
1102.7 |
-9.9 |
137 |
348 |
-300 |
Apr10 |
100223 |
1114.1 |
1121.7 |
1099.6 |
1103.2 |
-9.9 |
170,952 |
287,548 |
+2,685 |
Jun10 |
100223 |
1114.5 |
1122.9 |
1101.2 |
1104.4 |
-9.9 |
6,074 |
58,945 |
+297 |
Aug10 |
100223 |
1118.5 |
1122.5 |
1102.4 |
1105.4 |
-9.9 |
1,480 |
21,939 |
-50 |
Oct10 |
100223 |
1108.0 |
1108.0 |
1106.4 |
1106.4 |
-10.0 |
310 |
10,326 |
-2 |
Dec10 |
100223 |
1121.7 |
1123.8 |
1105.0 |
1107.5 |
-10.1 |
1,392 |
36,858 |
-30 |
Feb11 |
100223 |
1110.9 |
1110.9 |
1106.9 |
1109.1 |
-10.2 |
26 |
7,982 |
+8 |
Apr11 |
100223 |
1121.0 |
1121.0 |
1111.1 |
1111.1 |
-10.4 |
2 |
3,684 |
+0 |
Jun11 |
100223 |
459.7 |
459.7 |
458.2 |
458.2 |
-10.6 |
4 |
7,218 |
-1 |
Aug11 |
100223 |
1116.4 |
1116.4 |
1116.4 |
1116.4 |
-10.8 |
2 |
2,222 |
+0 |
Oct11 |
100223 |
1119.7 |
1119.7 |
1119.7 |
1119.7 |
-10.9 |
0 |
3,644 |
+0 |
Dec11 |
100223 |
1134.2 |
1134.2 |
1121.5 |
1123.4 |
-11.1 |
56 |
11,675 |
+6 |
Total Volume and Open Interest |
181,736 |
471,698 |
+2,350 |
Silver(CMX) |
Mar10 |
100223 |
1622.0 |
1642.5 |
1578.5 |
1588.8 |
-33.4 |
37,014 |
36,697 |
-1,706 |
May10 |
100223 |
1624.0 |
1646.0 |
1581.0 |
1591.3 |
-33.5 |
7,450 |
40,295 |
+1,873 |
Jul10 |
100223 |
1624.0 |
1646.5 |
1583.5 |
1593.4 |
-33.4 |
1,798 |
11,969 |
-142 |
Sep10 |
100223 |
1628.0 |
1628.0 |
1585.0 |
1595.2 |
-33.5 |
35 |
2,868 |
+12 |
Dec10 |
100223 |
1633.0 |
1645.0 |
1588.5 |
1597.6 |
-33.6 |
841 |
13,048 |
-19 |
Mar11 |
100223 |
1600.3 |
1600.3 |
1600.3 |
1600.3 |
-33.9 |
1,117 |
1,015 |
-554 |
May11 |
100223 |
1596.5 |
1605.5 |
1596.5 |
1602.2 |
-34.2 |
7 |
1,730 |
+1 |
Total Volume and Open Interest |
48,565 |
118,625 |
-476 |
Platinum(NYMEX) |
Apr10 |
100223 |
1529.6 |
1547.6 |
1506.1 |
1510.3 |
-21.6 |
4,650 |
32,661 |
+1,075 |
Jul10 |
100223 |
1545.5 |
1545.5 |
1510.0 |
1512.3 |
-21.1 |
212 |
2,099 |
+103 |
Oct10 |
100223 |
1510.0 |
1513.5 |
1510.0 |
1513.5 |
-19.4 |
1 |
123 |
+0 |
Jan11 |
100223 |
1500.3 |
1503.5 |
1500.3 |
1500.3 |
-21.6 |
0 |
207 |
+0 |
Total Volume and Open Interest |
4,872 |
35,147 |
+1,176 |
Palladium(NYMEX) |
Mar10 |
100223 |
442.90 |
451.15 |
430.00 |
434.00 |
-8.10 |
2,871 |
10,844 |
-960 |
Jun10 |
100223 |
444.95 |
453.00 |
432.45 |
436.00 |
-8.05 |
2,148 |
11,932 |
+1,562 |
Sep10 |
100223 |
440.00 |
449.40 |
436.65 |
436.65 |
-8.05 |
1 |
258 |
-1 |
Total Volume and Open Interest |
5,020 |
23,065 |
+601 |
Copper(CMX) |
Mar10 |
100223 |
329.40 |
334.35 |
319.20 |
321.60 |
-9.05 |
36,674 |
19,613 |
-3,981 |
May10 |
100223 |
331.95 |
336.50 |
321.10 |
323.45 |
-9.40 |
14,170 |
74,915 |
+5,163 |
Jul10 |
100223 |
332.60 |
337.00 |
323.70 |
324.70 |
-9.25 |
1,220 |
16,460 |
+179 |
Sep10 |
100223 |
326.25 |
326.25 |
325.20 |
325.25 |
-9.20 |
272 |
5,947 |
-56 |
Dec10 |
100223 |
337.50 |
337.50 |
325.10 |
325.70 |
-9.10 |
300 |
5,259 |
+176 |
Total Volume and Open Interest |
54,093 |
127,294 |
+1,408 |
DJIA Index(CBOT) |
Mar10 |
100223 |
10366 |
10408 |
10255 |
10299 |
-75 |
1,235 |
14,561 |
+411 |
Jun10 |
100223 |
10230 |
10235 |
10200 |
10235 |
-75 |
1 |
29 |
+1 |
Sep10 |
100223 |
10179 |
10254 |
10179 |
10179 |
-75 |
|
|
|
Dec10 |
100223 |
10139 |
10214 |
10139 |
10139 |
-75 |
|
|
|
Total Volume and Open Interest |
1,236 |
14,590 |
+412 |
S & P 500(CME) |
Mar10 |
100223 |
1107.00 |
1112.60 |
1090.40 |
1097.20 |
-10.30 |
24,171 |
366,299 |
+614 |
Jun10 |
100223 |
1094.00 |
1094.00 |
1086.50 |
1092.40 |
-10.30 |
16 |
12,708 |
-6 |
Sep10 |
100223 |
1087.40 |
1097.70 |
1081.70 |
1087.40 |
-10.30 |
0 |
1,646 |
+0 |
Dec10 |
100223 |
1082.70 |
1093.10 |
1077.10 |
1082.70 |
-10.40 |
0 |
2,111 |
+0 |
Total Volume and Open Interest |
24,187 |
382,785 |
+608 |
S & P 500 E-Mini(Globex) |
Mar10 |
100223 |
1107.00 |
1112.75 |
1090.25 |
1097.25 |
-10.25 |
2,096,659 |
2,749,477 |
-55,041 |
Jun10 |
100223 |
1102.50 |
1107.50 |
1085.50 |
1092.50 |
-10.25 |
5,388 |
37,586 |
+657 |
Total Volume and Open Interest |
2,102,054 |
2,788,642 |
-54,383 |
NASDAQ 100(CME) |
Mar10 |
100223 |
1819.30 |
1828.30 |
1785.00 |
1801.00 |
-20.00 |
1,193 |
31,108 |
-181 |
Jun10 |
100223 |
1798.50 |
1815.00 |
1787.50 |
1798.50 |
-20.00 |
0 |
695 |
+0 |
Sep10 |
100223 |
1797.50 |
1797.50 |
1794.50 |
1797.50 |
-20.00 |
|
|
|
Total Volume and Open Interest |
1,193 |
31,803 |
-181 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100223 |
1819.80 |
1829.00 |
1785.30 |
1801.00 |
-20.00 |
281,740 |
403,306 |
+3,988 |
Jun10 |
100223 |
1816.80 |
1826.00 |
1783.00 |
1798.50 |
-20.00 |
324 |
7,097 |
+17 |
Total Volume and Open Interest |
282,064 |
410,413 |
+4,005 |
S & P Midcap 400(CME) |
Mar10 |
100223 |
739.00 |
741.60 |
729.00 |
731.30 |
-7.30 |
167 |
2,584 |
-133 |
Jun10 |
100223 |
729.10 |
729.40 |
729.10 |
729.10 |
-7.30 |
|
|
|
Sep10 |
100223 |
727.10 |
727.40 |
727.10 |
727.10 |
-7.30 |
|
|
|
Total Volume and Open Interest |
167 |
2,584 |
-133 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100223 |
10370 |
10385 |
10145 |
10215 |
-165 |
11,853 |
41,548 |
+1,203 |
Jun10 |
100223 |
10305 |
10305 |
10165 |
10220 |
-160 |
|
|
|
Total Volume and Open Interest |
11,853 |
41,548 |
+1,203 |
Nikkei 225(SGX) |
Mar10 |
100223 |
10355 |
10375 |
10270 |
10335 |
-40 |
112,248 |
195,822 |
+8,688 |
Jun10 |
100223 |
10280 |
10280 |
10225 |
10280 |
-35 |
35 |
1,836 |
+2 |
Sep10 |
100223 |
10280 |
10280 |
10280 |
10280 |
-40 |
0 |
55 |
+0 |
Total Volume and Open Interest |
112,283 |
198,919 |
+8,751 |
CAC 40(EURONEXT) |
Mar10 |
100223 |
3770.5 |
3793.5 |
3695.0 |
3708.5 |
-47.0 |
151,983 |
328,825 |
+18,295 |
Apr10 |
100223 |
3771.0 |
3790.0 |
3700.5 |
3709.5 |
-47.0 |
179 |
368 |
-452 |
May10 |
100223 |
3709.5 |
3709.5 |
3709.5 |
3709.5 |
-47.0 |
|
|
|
Total Volume and Open Interest |
152,195 |
331,311 |
|
Hang Seng Index(HKFE) |
Feb10 |
100223 |
20250 |
20759 |
20092 |
20660 |
+265 |
78,400 |
73,830 |
-7,123 |
Mar10 |
100223 |
20250 |
20700 |
20040 |
20600 |
+248 |
4,941 |
21,323 |
+7,837 |
Total Volume and Open Interest |
83,521 |
96,650 |
+788 |
DAX(EUREX) |
Mar10 |
100222 |
5725.0 |
5757.5 |
5683.0 |
5688.5 |
-39.0 |
152,536 |
157,614 |
+1,514 |
Jun10 |
100222 |
5732.0 |
5759.0 |
5692.0 |
5697.0 |
-38.5 |
289 |
11,938 |
-67 |
Sep10 |
100222 |
5752.0 |
5755.0 |
5700.0 |
5704.5 |
-39.5 |
8 |
1,252 |
-3 |
Total Volume and Open Interest |
152,833 |
170,804 |
+1,444 |
FT-SE 100(EURONEXT) |
Mar10 |
100223 |
5355.00 |
5376.00 |
5275.50 |
5287.50 |
-42.00 |
116,351 |
691,585 |
+7,937 |
Jun10 |
100223 |
5320.00 |
5322.50 |
5232.00 |
5237.50 |
-42.00 |
227 |
6,030 |
-1 |
Sep10 |
100223 |
5241.50 |
5241.50 |
5200.50 |
5200.50 |
-42.50 |
0 |
423 |
+0 |
Total Volume and Open Interest |
116,598 |
698,719 |
+7,956 |
SPI 200(SFE) |
Mar10 |
100223 |
4707.0 |
4720.0 |
4673.0 |
4718.0 |
+17.0 |
29,513 |
199,782 |
-759 |
Jun10 |
100223 |
4720.0 |
4736.0 |
4702.0 |
4736.0 |
+18.0 |
129 |
2,366 |
-76 |
Sep10 |
100223 |
4719.0 |
4719.0 |
4719.0 |
4719.0 |
+18.0 |
0 |
1,965 |
+0 |
Total Volume and Open Interest |
29,642 |
205,677 |
-835 |
GSCI(CME) |
Mar10 |
100223 |
516.00 |
520.00 |
512.50 |
512.50 |
-10.75 |
620 |
15,168 |
-142 |
Apr10 |
100223 |
519.00 |
526.05 |
515.50 |
515.50 |
-10.50 |
1 |
2 |
+1 |
May10 |
100223 |
521.00 |
528.05 |
517.50 |
517.50 |
-10.50 |
|
|
|
Total Volume and Open Interest |
621 |
15,170 |
-141 |
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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