|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue January 26, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100126 |
941.00 |
949.50 |
932.00 |
947.50 |
+7.00 |
72,563 |
225,881 |
+500 |
| May10 |
100126 |
949.75 |
958.75 |
940.50 |
957.00 |
+7.50 |
26,346 |
72,721 |
+3,336 |
| Jul10 |
100126 |
956.00 |
966.25 |
946.00 |
964.00 |
+7.75 |
15,063 |
65,514 |
+1,331 |
| Aug10 |
100126 |
958.75 |
958.75 |
950.00 |
957.00 |
+7.00 |
187 |
1,925 |
-19 |
| Sep10 |
100126 |
932.00 |
941.25 |
932.00 |
939.50 |
+4.50 |
586 |
1,922 |
+120 |
| Nov10 |
100126 |
925.00 |
939.00 |
917.00 |
929.25 |
+3.75 |
8,447 |
81,372 |
+163 |
| Jan11 |
100126 |
935.00 |
943.50 |
924.75 |
938.75 |
+3.75 |
198 |
5,221 |
+42 |
| Total Volume and Open Interest |
123,583 |
461,434 |
+5,486 |
| Soybean Meal(CBOT) |
| Mar10 |
100126 |
283.20 |
287.50 |
281.20 |
287.40 |
+4.40 |
23,362 |
73,490 |
-349 |
| May10 |
100126 |
277.40 |
280.50 |
275.00 |
280.50 |
+3.60 |
6,447 |
38,018 |
+552 |
| Jul10 |
100126 |
276.80 |
279.70 |
274.80 |
279.50 |
+3.30 |
4,790 |
26,426 |
+387 |
| Aug10 |
100126 |
275.20 |
277.00 |
274.40 |
277.00 |
+3.00 |
616 |
7,148 |
-63 |
| Sep10 |
100126 |
270.00 |
274.00 |
270.00 |
273.40 |
+3.00 |
430 |
7,979 |
+66 |
| Oct10 |
100126 |
265.60 |
268.80 |
264.00 |
267.10 |
+2.10 |
610 |
4,131 |
-160 |
| Dec10 |
100126 |
264.00 |
267.40 |
262.80 |
265.90 |
+2.20 |
2,113 |
16,202 |
+22 |
| Jan11 |
100126 |
266.50 |
267.20 |
265.00 |
267.20 |
+2.20 |
37 |
912 |
+27 |
| Total Volume and Open Interest |
38,458 |
176,089 |
+517 |
| Soybean Oil(CBOT) |
| Mar10 |
100126 |
36.55 |
36.87 |
36.10 |
36.77 |
+0.27 |
29,128 |
124,105 |
-72 |
| May10 |
100126 |
37.01 |
37.28 |
36.50 |
37.23 |
+0.28 |
8,130 |
39,854 |
+1,384 |
| Jul10 |
100126 |
37.46 |
37.73 |
36.97 |
37.65 |
+0.28 |
7,648 |
31,850 |
+676 |
| Aug10 |
100126 |
37.47 |
37.81 |
37.25 |
37.81 |
+0.28 |
112 |
2,759 |
-3 |
| Sep10 |
100126 |
37.35 |
37.94 |
37.35 |
37.94 |
+0.28 |
337 |
4,294 |
+20 |
| Oct10 |
100126 |
37.71 |
38.06 |
37.37 |
38.03 |
+0.30 |
570 |
2,358 |
+129 |
| Dec10 |
100126 |
37.96 |
38.40 |
37.63 |
38.33 |
+0.30 |
2,545 |
21,249 |
+262 |
| Jan11 |
100126 |
38.30 |
38.63 |
38.30 |
38.63 |
+0.30 |
0 |
35 |
+0 |
| Total Volume and Open Interest |
48,470 |
226,607 |
+2,396 |
| Canola(WCE) |
| Mar10 |
100126 |
382.3 |
387.8 |
380.3 |
383.6 |
-0.3 |
4,628 |
84,584 |
-699 |
| May10 |
100126 |
388.9 |
394.1 |
388.4 |
389.9 |
-0.6 |
990 |
16,359 |
+190 |
| Jul10 |
100126 |
394.4 |
398.9 |
393.3 |
394.8 |
-0.5 |
543 |
11,375 |
+344 |
| Nov10 |
100126 |
401.3 |
406.8 |
401.3 |
402.6 |
-0.3 |
419 |
10,195 |
+325 |
| Jan11 |
100126 |
405.9 |
405.9 |
405.9 |
405.9 |
-0.3 |
0 |
282 |
+0 |
| Total Volume and Open Interest |
6,580 |
122,994 |
+160 |
| Corn(CBOT) |
| Mar10 |
100126 |
367.75 |
369.00 |
360.25 |
362.25 |
-5.50 |
83,425 |
469,149 |
-5,882 |
| May10 |
100126 |
378.75 |
379.75 |
371.25 |
373.25 |
-5.50 |
22,742 |
175,685 |
+4,167 |
| Jul10 |
100126 |
388.25 |
389.50 |
380.75 |
382.75 |
-5.50 |
15,058 |
145,975 |
+1,324 |
| Sep10 |
100126 |
395.00 |
395.25 |
388.00 |
389.50 |
-5.00 |
2,748 |
48,237 |
+766 |
| Dec10 |
100126 |
399.75 |
400.75 |
393.50 |
395.50 |
-4.25 |
16,631 |
241,277 |
+1,555 |
| Mar11 |
100126 |
409.00 |
410.50 |
403.75 |
405.75 |
-4.00 |
758 |
20,168 |
+208 |
| Total Volume and Open Interest |
142,210 |
1,131,745 |
+2,194 |
| Wheat(CBOT) |
| Mar10 |
100126 |
497.25 |
500.50 |
491.50 |
494.00 |
-4.25 |
30,539 |
185,548 |
-65 |
| May10 |
100126 |
511.00 |
513.00 |
505.25 |
507.75 |
-4.25 |
7,465 |
58,637 |
+2,025 |
| Jul10 |
100126 |
522.75 |
525.25 |
516.00 |
519.75 |
-3.75 |
4,525 |
71,241 |
+580 |
| Sep10 |
100126 |
533.50 |
538.25 |
531.25 |
535.00 |
-3.25 |
964 |
19,936 |
+105 |
| Dec10 |
100126 |
563.50 |
564.25 |
558.00 |
561.00 |
-3.00 |
2,270 |
56,290 |
+256 |
| Total Volume and Open Interest |
46,243 |
402,141 |
+3,171 |
| Wheat(KCBT) |
| Mar10 |
100126 |
500.25 |
503.50 |
496.75 |
499.50 |
-1.50 |
7,770 |
52,629 |
-378 |
| May10 |
100126 |
512.00 |
514.25 |
501.50 |
511.50 |
-1.25 |
1,492 |
19,247 |
+318 |
| Jul10 |
100126 |
524.50 |
526.25 |
520.75 |
523.25 |
-1.50 |
2,167 |
31,053 |
+624 |
| Sep10 |
100126 |
537.00 |
537.00 |
534.00 |
535.25 |
-1.25 |
286 |
4,293 |
+109 |
| Dec10 |
100126 |
555.00 |
555.50 |
550.00 |
553.00 |
-1.25 |
2,358 |
40,103 |
+120 |
| Total Volume and Open Interest |
14,085 |
148,638 |
+795 |
| Wheat(MGE) |
| Mar10 |
100126 |
512.25 |
514.50 |
508.25 |
510.25 |
-2.00 |
1,715 |
16,535 |
+217 |
| May10 |
100126 |
523.75 |
525.25 |
520.00 |
522.25 |
-1.50 |
495 |
7,561 |
+0 |
| Jul10 |
100126 |
535.00 |
536.25 |
532.00 |
533.50 |
-3.25 |
472 |
10,849 |
+261 |
| Sep10 |
100126 |
546.00 |
547.75 |
543.50 |
545.50 |
-2.25 |
50 |
4,753 |
-24 |
| Dec10 |
100126 |
564.75 |
565.75 |
561.50 |
563.75 |
-1.00 |
138 |
6,282 |
+7 |
| Total Volume and Open Interest |
2,872 |
46,853 |
+454 |
| Oats(CBOT) |
| Mar10 |
100126 |
233.50 |
234.50 |
228.25 |
231.75 |
-1.50 |
858 |
7,944 |
+366 |
| May10 |
100126 |
243.25 |
243.25 |
239.00 |
240.75 |
-1.50 |
111 |
2,683 |
+59 |
| Jul10 |
100126 |
249.75 |
251.00 |
244.50 |
248.25 |
-1.50 |
17 |
1,099 |
+5 |
| Sep10 |
100126 |
255.75 |
257.25 |
255.75 |
255.75 |
-1.50 |
0 |
370 |
+0 |
| Total Volume and Open Interest |
1,001 |
13,274 |
+433 |
| Rough Rice(CBOT) |
| Mar10 |
100126 |
14.15 |
14.19 |
13.93 |
14.11 |
unch |
554 |
10,929 |
-84 |
| May10 |
100126 |
14.47 |
14.47 |
14.22 |
14.40 |
unch |
86 |
1,644 |
+12 |
| Jul10 |
100126 |
14.71 |
14.73 |
14.61 |
14.63 |
unch |
23 |
677 |
+9 |
| Sep10 |
100126 |
13.69 |
13.70 |
13.68 |
13.68 |
-0.01 |
23 |
969 |
+9 |
| Total Volume and Open Interest |
690 |
15,136 |
-53 |
| Live Cattle(CME) |
| Feb10 |
100126 |
86.230 |
86.230 |
85.450 |
85.535 |
-0.665 |
11,225 |
49,536 |
-3,373 |
| Apr10 |
100126 |
90.100 |
90.200 |
89.250 |
89.330 |
-0.850 |
16,066 |
131,876 |
+1,919 |
| Jun10 |
100126 |
88.035 |
88.100 |
87.350 |
87.450 |
-0.750 |
7,873 |
65,795 |
+1,584 |
| Aug10 |
100126 |
87.635 |
87.635 |
87.000 |
87.180 |
-0.500 |
3,009 |
18,084 |
+715 |
| Oct10 |
100126 |
89.680 |
89.700 |
89.350 |
89.635 |
-0.295 |
230 |
13,343 |
+44 |
| Dec10 |
100126 |
90.150 |
90.150 |
89.600 |
89.950 |
-0.250 |
67 |
3,040 |
+19 |
| Total Volume and Open Interest |
38,479 |
283,440 |
+915 |
| Feeder Cattle(CME) |
| Jan10 |
100126 |
96.550 |
96.650 |
96.500 |
96.650 |
+0.115 |
359 |
2,239 |
-126 |
| Mar10 |
100126 |
98.850 |
99.150 |
98.500 |
98.980 |
+0.195 |
1,117 |
18,036 |
+152 |
| Apr10 |
100126 |
99.930 |
100.400 |
99.600 |
100.385 |
+0.405 |
417 |
4,752 |
-48 |
| May10 |
100126 |
100.430 |
100.930 |
100.150 |
100.830 |
+0.280 |
428 |
5,908 |
-41 |
| Aug10 |
100126 |
101.650 |
102.200 |
101.300 |
102.200 |
+0.600 |
125 |
2,585 |
+45 |
| Sep10 |
100126 |
101.000 |
102.000 |
101.000 |
102.000 |
+0.200 |
1 |
91 |
+1 |
| Oct10 |
100126 |
101.000 |
102.000 |
101.000 |
102.000 |
+0.700 |
0 |
77 |
+0 |
| Total Volume and Open Interest |
2,447 |
33,704 |
-17 |
| Lean Hogs(CME) |
| Feb10 |
100126 |
68.180 |
68.180 |
66.250 |
66.475 |
-1.910 |
5,369 |
24,706 |
-1,702 |
| Apr10 |
100126 |
70.330 |
70.400 |
68.535 |
68.680 |
-1.820 |
12,518 |
89,457 |
-535 |
| May10 |
100126 |
73.930 |
73.975 |
72.750 |
73.100 |
-1.250 |
109 |
4,725 |
+8 |
| Jun10 |
100126 |
78.135 |
78.135 |
76.600 |
76.800 |
-1.600 |
3,921 |
45,579 |
+290 |
| Jul10 |
100126 |
76.450 |
76.450 |
75.250 |
75.475 |
-1.410 |
784 |
15,189 |
+69 |
| Aug10 |
100126 |
74.950 |
74.975 |
74.000 |
74.350 |
-0.850 |
869 |
11,504 |
+215 |
| Oct10 |
100126 |
65.600 |
65.725 |
65.000 |
65.200 |
-0.950 |
274 |
5,626 |
+135 |
| Dec10 |
100126 |
63.650 |
63.800 |
62.950 |
63.000 |
-1.000 |
100 |
2,988 |
+10 |
| Total Volume and Open Interest |
23,948 |
200,194 |
-1,510 |
| Pork Bellies(CME) |
| Feb10 |
100126 |
82.500 |
82.700 |
81.200 |
81.400 |
-2.100 |
50 |
164 |
+7 |
| Mar10 |
100126 |
83.300 |
83.300 |
81.400 |
81.400 |
-1.900 |
14 |
113 |
+12 |
| May10 |
100126 |
85.850 |
86.000 |
84.500 |
84.500 |
-3.000 |
2 |
134 |
+0 |
| Jul10 |
100126 |
88.050 |
89.500 |
88.050 |
88.500 |
-1.500 |
0 |
44 |
+0 |
| Aug10 |
100126 |
85.135 |
87.135 |
85.135 |
85.135 |
-0.865 |
1 |
16 |
+1 |
| Total Volume and Open Interest |
67 |
471 |
+20 |
| Class III Milk(CME) |
| Jan10 |
100126 |
14.48 |
14.54 |
14.48 |
14.54 |
+0.01 |
18 |
4,224 |
-41 |
| Feb10 |
100126 |
14.24 |
14.24 |
14.12 |
14.15 |
-0.06 |
178 |
4,040 |
-108 |
| Mar10 |
100126 |
14.14 |
14.17 |
13.95 |
13.95 |
-0.15 |
209 |
3,647 |
-32 |
| Apr10 |
100126 |
14.15 |
14.21 |
14.03 |
14.05 |
-0.11 |
133 |
2,946 |
+52 |
| May10 |
100126 |
14.52 |
14.58 |
14.38 |
14.38 |
-0.16 |
93 |
2,261 |
+20 |
| Total Volume and Open Interest |
953 |
28,519 |
-13 |
| Cocoa(ICE) |
| Mar10 |
100126 |
3395 |
3410 |
3312 |
3363 |
-43 |
4,091 |
64,960 |
-825 |
| May10 |
100126 |
3424 |
3437 |
3347 |
3399 |
-39 |
2,131 |
39,672 |
+1,290 |
| Jul10 |
100126 |
3440 |
3440 |
3362 |
3409 |
-38 |
725 |
11,155 |
+361 |
| Sep10 |
100126 |
3442 |
3442 |
3369 |
3415 |
-30 |
312 |
7,448 |
+250 |
| Dec10 |
100126 |
3432 |
3432 |
3355 |
3404 |
-35 |
117 |
6,044 |
+63 |
| Mar11 |
100126 |
3376 |
3403 |
3375 |
3403 |
-32 |
44 |
8,145 |
+8 |
| May11 |
100126 |
3405 |
3405 |
3405 |
3405 |
-36 |
5 |
4,323 |
+5 |
| Total Volume and Open Interest |
7,425 |
144,040 |
+1,152 |
| Coffee "C"(ICE) |
| Mar10 |
100126 |
139.05 |
139.20 |
137.00 |
138.25 |
-1.15 |
7,637 |
72,528 |
+10 |
| May10 |
100126 |
141.00 |
141.00 |
138.80 |
140.10 |
-1.10 |
1,846 |
29,992 |
+533 |
| Jul10 |
100126 |
142.60 |
142.65 |
140.65 |
141.80 |
-0.95 |
1,458 |
9,596 |
-10 |
| Sep10 |
100126 |
144.00 |
144.00 |
142.00 |
143.20 |
-0.95 |
518 |
7,358 |
+130 |
| Dec10 |
100126 |
145.80 |
145.80 |
144.50 |
144.90 |
-0.95 |
147 |
7,250 |
+31 |
| Mar11 |
100126 |
147.45 |
147.45 |
146.05 |
146.60 |
-0.90 |
143 |
3,042 |
+115 |
| Total Volume and Open Interest |
12,090 |
130,371 |
+801 |
| Orange Juice(ICE) |
| Mar10 |
100126 |
142.00 |
144.00 |
140.80 |
142.85 |
+0.80 |
968 |
22,416 |
+137 |
| May10 |
100126 |
144.85 |
147.40 |
144.30 |
146.25 |
+0.75 |
222 |
7,421 |
+138 |
| Jul10 |
100126 |
148.50 |
150.10 |
148.50 |
148.95 |
+0.70 |
69 |
3,701 |
+22 |
| Sep10 |
100126 |
150.55 |
150.55 |
149.85 |
149.95 |
+0.75 |
33 |
1,076 |
-1 |
| Nov10 |
100126 |
150.00 |
150.35 |
150.00 |
150.25 |
+0.50 |
7 |
382 |
+6 |
| Jan11 |
100126 |
152.00 |
152.55 |
152.00 |
152.45 |
+1.35 |
6 |
578 |
+5 |
| Total Volume and Open Interest |
1,308 |
35,769 |
+309 |
| Sugar #11(ICE) |
| Mar10 |
100126 |
29.67 |
30.03 |
29.19 |
29.30 |
-0.50 |
54,361 |
271,326 |
-3,023 |
| May10 |
100126 |
28.50 |
28.70 |
28.07 |
28.17 |
-0.33 |
25,609 |
169,813 |
+165 |
| Jul10 |
100126 |
24.45 |
24.65 |
24.08 |
24.09 |
-0.41 |
12,317 |
157,168 |
+40 |
| Oct10 |
100126 |
22.19 |
22.34 |
21.77 |
21.85 |
-0.36 |
7,453 |
105,783 |
-577 |
| Mar11 |
100126 |
20.28 |
20.50 |
20.05 |
20.17 |
-0.31 |
4,172 |
51,964 |
-603 |
| Total Volume and Open Interest |
104,923 |
827,145 |
-5,313 |
| London Cocoa(LCE) |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100126 |
70.00 |
70.44 |
69.38 |
69.82 |
-0.14 |
11,738 |
95,388 |
-2,190 |
| May10 |
100126 |
71.40 |
71.71 |
70.65 |
71.16 |
-0.07 |
3,238 |
31,268 |
+795 |
| Jul10 |
100126 |
72.41 |
72.65 |
71.68 |
72.10 |
-0.23 |
1,137 |
25,438 |
-30 |
| Oct10 |
100126 |
71.30 |
71.30 |
71.30 |
71.30 |
-0.49 |
0 |
172 |
+0 |
| Dec10 |
100126 |
71.95 |
72.20 |
71.50 |
71.55 |
-0.46 |
657 |
18,647 |
+307 |
| Mar11 |
100126 |
73.35 |
73.35 |
73.35 |
73.35 |
-0.16 |
0 |
337 |
+0 |
| Total Volume and Open Interest |
16,771 |
172,129 |
-1,118 |
| Lumber(CME) |
| Mar10 |
100126 |
254.0 |
254.0 |
246.5 |
247.1 |
-5.4 |
195 |
6,348 |
-31 |
| May10 |
100126 |
274.0 |
274.0 |
269.6 |
270.7 |
-3.6 |
81 |
2,813 |
+23 |
| Jul10 |
100126 |
278.3 |
278.3 |
274.0 |
276.1 |
-1.5 |
21 |
873 |
+6 |
| Sep10 |
100126 |
273.7 |
274.9 |
271.2 |
274.9 |
-1.1 |
12 |
402 |
+1 |
| Total Volume and Open Interest |
315 |
10,445 |
+3 |
| Crude Oil(NYM) |
| Mar10 |
100126 |
75.28 |
75.39 |
73.82 |
74.71 |
-0.55 |
280,559 |
359,909 |
+1,758 |
| Apr10 |
100126 |
75.70 |
75.73 |
74.27 |
75.15 |
-0.54 |
87,651 |
129,896 |
-954 |
| May10 |
100126 |
76.07 |
76.19 |
74.85 |
75.73 |
-0.54 |
31,153 |
77,442 |
+5,610 |
| Jun10 |
100126 |
76.72 |
76.82 |
75.42 |
76.29 |
-0.55 |
28,641 |
124,083 |
+704 |
| Jul10 |
100126 |
77.05 |
77.13 |
76.00 |
76.85 |
-0.58 |
7,418 |
42,785 |
-848 |
| Aug10 |
100126 |
77.12 |
77.41 |
77.04 |
77.38 |
-0.60 |
4,567 |
19,023 |
-300 |
| Sep10 |
100126 |
77.67 |
77.87 |
77.51 |
77.87 |
-0.63 |
4,146 |
28,831 |
+159 |
| Oct10 |
100126 |
78.20 |
78.35 |
78.20 |
78.35 |
-0.65 |
2,139 |
19,472 |
+54 |
| Nov10 |
100126 |
78.74 |
78.83 |
78.62 |
78.83 |
-0.68 |
1,569 |
25,188 |
+256 |
| Dec10 |
100126 |
80.05 |
80.05 |
78.57 |
79.33 |
-0.71 |
17,982 |
187,373 |
+439 |
| Jan11 |
100126 |
79.70 |
79.70 |
79.70 |
79.70 |
-0.72 |
439 |
20,909 |
-129 |
| Feb11 |
100126 |
80.05 |
80.05 |
80.05 |
80.05 |
-0.72 |
518 |
11,942 |
+1 |
| Mar11 |
100126 |
80.40 |
80.40 |
80.40 |
80.40 |
-0.72 |
763 |
7,809 |
-216 |
| Apr11 |
100126 |
80.74 |
80.74 |
80.74 |
80.74 |
-0.72 |
707 |
10,015 |
+417 |
| May11 |
100126 |
81.02 |
81.02 |
81.02 |
81.02 |
-0.72 |
363 |
3,896 |
+43 |
| Jun11 |
100126 |
82.00 |
82.00 |
80.85 |
81.28 |
-0.72 |
482 |
21,870 |
-95 |
| Total Volume and Open Interest |
480,922 |
1,318,133 |
+7,125 |
| e-miNY Crude Oil(NYM) |
| Jan10 |
091218 |
72.850 |
74.675 |
72.550 |
73.350 |
+0.700 |
8,590 |
3,806 |
-360 |
| Feb10 |
100119 |
77.825 |
79.075 |
76.775 |
79.025 |
+1.025 |
6,744 |
2,926 |
-836 |
| Mar10 |
100126 |
75.275 |
75.325 |
73.825 |
74.700 |
-0.550 |
9,854 |
4,102 |
-769 |
| Apr10 |
100126 |
75.475 |
75.600 |
74.350 |
75.150 |
-0.550 |
493 |
482 |
+94 |
| May10 |
100126 |
76.100 |
76.100 |
74.900 |
75.725 |
-0.550 |
107 |
52 |
-2 |
| Jun10 |
100126 |
76.025 |
76.300 |
75.600 |
76.300 |
-0.550 |
20 |
78 |
+1 |
| Jul10 |
100126 |
76.850 |
76.850 |
76.850 |
76.850 |
-0.575 |
1 |
14 |
+1 |
| Aug10 |
100126 |
77.225 |
77.375 |
77.225 |
77.375 |
-0.600 |
0 |
2 |
+0 |
| Sep10 |
100126 |
77.700 |
77.875 |
77.700 |
77.875 |
-0.625 |
|
|
|
| Oct10 |
100126 |
78.350 |
78.350 |
78.350 |
78.350 |
-0.650 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
10,478 |
4,834 |
-674 |
| Heating Oil(NYM) |
| Feb10 |
100126 |
196.90 |
196.90 |
193.36 |
195.08 |
-1.50 |
20,809 |
33,934 |
-5,447 |
| Mar10 |
100126 |
197.53 |
197.54 |
194.24 |
196.16 |
-1.34 |
37,732 |
91,552 |
+4,018 |
| Apr10 |
100126 |
197.47 |
198.01 |
194.89 |
196.79 |
-1.23 |
9,695 |
35,330 |
-47 |
| May10 |
100126 |
198.50 |
198.62 |
195.61 |
197.49 |
-1.23 |
6,257 |
22,585 |
+355 |
| Jun10 |
100126 |
198.98 |
199.57 |
197.01 |
198.43 |
-1.29 |
6,129 |
37,359 |
-184 |
| Jul10 |
100126 |
199.75 |
201.37 |
198.50 |
200.28 |
-1.33 |
2,488 |
12,835 |
+479 |
| Aug10 |
100126 |
201.82 |
203.08 |
200.50 |
202.23 |
-1.37 |
1,053 |
6,564 |
+240 |
| Sep10 |
100126 |
203.50 |
205.47 |
203.50 |
204.48 |
-1.40 |
843 |
10,043 |
+262 |
| Oct10 |
100126 |
206.36 |
207.80 |
206.36 |
207.08 |
-1.42 |
571 |
8,875 |
+13 |
| Nov10 |
100126 |
209.00 |
210.73 |
209.00 |
209.63 |
-1.49 |
298 |
6,334 |
+25 |
| Dec10 |
100126 |
211.68 |
213.28 |
211.10 |
212.18 |
-1.58 |
1,318 |
18,359 |
-52 |
| Jan11 |
100126 |
214.95 |
215.72 |
213.73 |
214.65 |
-1.61 |
852 |
9,502 |
+86 |
| Total Volume and Open Interest |
89,123 |
315,246 |
+186 |
| Gasoline(NYMEX) |
| Feb10 |
100126 |
200.00 |
200.00 |
196.50 |
196.74 |
-3.34 |
24,659 |
24,765 |
-6,964 |
| Mar10 |
100126 |
200.75 |
200.85 |
197.30 |
197.67 |
-3.09 |
42,966 |
94,878 |
+3,354 |
| Apr10 |
100126 |
209.15 |
209.15 |
206.55 |
207.24 |
-2.36 |
14,225 |
41,163 |
+892 |
| May10 |
100126 |
208.77 |
209.05 |
207.15 |
208.07 |
-2.04 |
6,692 |
24,724 |
+801 |
| Jun10 |
100126 |
208.00 |
209.60 |
207.50 |
208.22 |
-1.86 |
7,163 |
21,172 |
-661 |
| Jul10 |
100126 |
208.00 |
208.46 |
207.10 |
207.82 |
-1.68 |
2,255 |
13,191 |
+187 |
| Aug10 |
100126 |
206.46 |
207.66 |
206.46 |
207.15 |
-1.54 |
2,274 |
7,471 |
+47 |
| Sep10 |
100126 |
205.10 |
206.65 |
205.10 |
206.32 |
-1.55 |
2,155 |
11,331 |
+492 |
| Oct10 |
100126 |
195.95 |
196.75 |
195.95 |
196.59 |
-1.60 |
1,290 |
4,861 |
+261 |
| Nov10 |
100126 |
195.58 |
196.20 |
195.58 |
196.14 |
-1.69 |
1,218 |
11,101 |
-10 |
| Total Volume and Open Interest |
105,994 |
270,327 |
-1,709 |
| e-miNY RBOB Gasoline(NYM) |
| Feb10 |
100126 |
196.70 |
196.74 |
196.70 |
196.70 |
-3.40 |
5 |
6 |
-5 |
| Mar10 |
100126 |
197.70 |
197.70 |
197.67 |
197.70 |
-3.10 |
5 |
6 |
+5 |
| Apr10 |
100126 |
207.20 |
207.24 |
207.20 |
207.20 |
-2.40 |
|
|
|
| May10 |
100126 |
208.10 |
208.10 |
208.07 |
208.10 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
10 |
12 |
+0 |
| Natural Gas(NYM) |
| Feb10 |
100126 |
5.707 |
5.721 |
5.434 |
5.485 |
-0.237 |
85,294 |
22,969 |
-6,647 |
| Mar10 |
100126 |
5.660 |
5.668 |
5.383 |
5.430 |
-0.233 |
55,414 |
223,848 |
+282 |
| Apr10 |
100126 |
5.615 |
5.621 |
5.365 |
5.411 |
-0.204 |
21,156 |
90,243 |
+2,234 |
| May10 |
100126 |
5.643 |
5.643 |
5.424 |
5.459 |
-0.192 |
10,332 |
68,426 |
+2,152 |
| Jun10 |
100126 |
5.710 |
5.710 |
5.504 |
5.526 |
-0.183 |
3,881 |
24,941 |
+604 |
| Jul10 |
100126 |
5.705 |
5.713 |
5.556 |
5.606 |
-0.176 |
2,456 |
24,700 |
+229 |
| Aug10 |
100126 |
5.780 |
5.780 |
5.640 |
5.674 |
-0.175 |
1,723 |
33,453 |
+837 |
| Sep10 |
100126 |
5.797 |
5.797 |
5.668 |
5.706 |
-0.173 |
1,402 |
22,394 |
-70 |
| Oct10 |
100126 |
5.904 |
5.904 |
5.768 |
5.811 |
-0.169 |
4,871 |
50,037 |
-140 |
| Nov10 |
100126 |
6.172 |
6.181 |
6.107 |
6.131 |
-0.149 |
987 |
12,672 |
-93 |
| Dec10 |
100126 |
6.540 |
6.540 |
6.445 |
6.471 |
-0.129 |
1,440 |
21,179 |
+8 |
| Jan11 |
100126 |
6.821 |
6.821 |
6.676 |
6.701 |
-0.119 |
2,804 |
29,168 |
+343 |
| Feb11 |
100126 |
6.663 |
6.683 |
6.635 |
6.661 |
-0.114 |
360 |
9,351 |
+147 |
| Mar11 |
100126 |
6.550 |
6.557 |
6.448 |
6.471 |
-0.109 |
893 |
23,282 |
+235 |
| Apr11 |
100126 |
6.082 |
6.100 |
5.991 |
5.996 |
-0.069 |
470 |
22,477 |
+13 |
| May11 |
100126 |
5.984 |
6.010 |
5.966 |
5.966 |
-0.069 |
255 |
9,589 |
-72 |
| Total Volume and Open Interest |
193,979 |
784,535 |
+59 |
| Brent Crude Oil(ICE) |
| Mar10 |
100126 |
73.69 |
73.70 |
72.45 |
73.29 |
-0.40 |
138,594 |
207,007 |
-9,468 |
| Apr10 |
100126 |
74.24 |
74.33 |
73.02 |
73.88 |
-0.44 |
58,247 |
135,496 |
+4,260 |
| May10 |
100126 |
74.92 |
74.97 |
73.72 |
74.55 |
-0.45 |
26,982 |
62,709 |
-275 |
| Jun10 |
100126 |
75.66 |
75.66 |
74.36 |
75.23 |
-0.45 |
20,758 |
69,186 |
+699 |
| Jul10 |
100126 |
76.23 |
76.23 |
75.00 |
75.84 |
-0.47 |
7,113 |
20,672 |
-217 |
| Aug10 |
100126 |
76.84 |
76.84 |
75.72 |
76.41 |
-0.51 |
4,761 |
18,854 |
-87 |
| Sep10 |
100126 |
77.08 |
77.15 |
76.35 |
76.95 |
-0.52 |
3,925 |
14,264 |
+764 |
| Oct10 |
100126 |
77.61 |
77.61 |
76.87 |
77.46 |
-0.54 |
2,194 |
15,246 |
-143 |
| Nov10 |
100126 |
78.14 |
78.14 |
77.38 |
77.96 |
-0.57 |
2,240 |
12,798 |
+378 |
| Dec10 |
100126 |
78.68 |
78.69 |
77.68 |
78.47 |
-0.59 |
12,503 |
75,021 |
-677 |
| Jan11 |
100126 |
78.94 |
78.94 |
78.94 |
78.94 |
-0.59 |
2,956 |
10,400 |
-399 |
| Feb11 |
100126 |
79.39 |
79.39 |
79.39 |
79.39 |
-0.59 |
1,353 |
5,461 |
+668 |
| Mar11 |
100126 |
79.81 |
79.81 |
79.81 |
79.81 |
-0.60 |
98 |
4,652 |
+0 |
| Apr11 |
100126 |
80.23 |
80.23 |
80.23 |
80.23 |
-0.60 |
147 |
2,382 |
+366 |
| Total Volume and Open Interest |
286,610 |
757,026 |
-4,112 |
| Gas Oil(ICE) |
| Feb10 |
100126 |
595.75 |
598.00 |
588.50 |
596.25 |
+2.00 |
45,107 |
100,120 |
-3,648 |
| Mar10 |
100126 |
603.25 |
605.00 |
595.50 |
603.50 |
+1.75 |
48,411 |
128,913 |
+3,954 |
| Apr10 |
100126 |
609.75 |
611.00 |
602.25 |
609.75 |
+1.25 |
10,957 |
56,373 |
+2,219 |
| May10 |
100126 |
610.50 |
617.25 |
608.50 |
615.75 |
+0.75 |
7,294 |
32,544 |
+342 |
| Jun10 |
100126 |
617.00 |
622.50 |
615.00 |
621.75 |
+0.50 |
8,731 |
44,973 |
+629 |
| Jul10 |
100126 |
625.00 |
629.25 |
622.25 |
627.75 |
+0.25 |
2,459 |
22,554 |
+841 |
| Aug10 |
100126 |
630.00 |
635.50 |
627.75 |
634.25 |
unch |
1,454 |
21,864 |
-321 |
| Sep10 |
100126 |
636.50 |
640.75 |
634.00 |
640.25 |
-0.50 |
1,357 |
22,101 |
+224 |
| Oct10 |
100126 |
642.75 |
647.50 |
640.00 |
646.00 |
-0.75 |
1,700 |
11,813 |
+118 |
| Nov10 |
100126 |
648.00 |
652.25 |
648.00 |
650.75 |
-1.00 |
1,335 |
10,932 |
+49 |
| Total Volume and Open Interest |
140,734 |
588,060 |
+10,303 |
| Ethanol(CBOT) |
| Jan10 |
100106 |
1.949 |
1.958 |
1.941 |
1.957 |
+0.010 |
21 |
369 |
-4 |
| Feb10 |
100126 |
1.800 |
1.808 |
1.795 |
1.798 |
-0.009 |
123 |
572 |
-81 |
| Mar10 |
100126 |
1.790 |
1.790 |
1.785 |
1.789 |
-0.011 |
51 |
1,036 |
+11 |
| Apr10 |
100126 |
1.790 |
1.797 |
1.783 |
1.794 |
-0.010 |
42 |
1,271 |
+14 |
| May10 |
100126 |
1.789 |
1.790 |
1.786 |
1.789 |
-0.003 |
35 |
497 |
+28 |
| Jun10 |
100126 |
1.785 |
1.789 |
1.775 |
1.781 |
-0.010 |
59 |
306 |
-47 |
| Jul10 |
100126 |
1.775 |
1.779 |
1.774 |
1.775 |
-0.010 |
29 |
772 |
+29 |
| Aug10 |
100126 |
1.765 |
1.765 |
1.757 |
1.757 |
-0.011 |
19 |
510 |
+10 |
| Total Volume and Open Interest |
410 |
6,902 |
+0 |
| US Dollar Index(ICE) |
| Mar10 |
100126 |
78.305 |
78.835 |
78.235 |
78.610 |
+0.260 |
11,278 |
50,915 |
-871 |
| Jun10 |
100126 |
78.735 |
79.090 |
78.735 |
78.910 |
+0.260 |
13 |
4,911 |
+10 |
| Sep10 |
100126 |
79.210 |
79.210 |
79.210 |
79.210 |
+0.260 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11,291 |
55,827 |
-861 |
| Australian Dollar(CME) |
| Mar10 |
100126 |
89.93 |
90.39 |
88.93 |
89.60 |
-0.43 |
75,844 |
111,242 |
-989 |
| Jun10 |
100126 |
88.75 |
89.09 |
88.03 |
88.67 |
-0.42 |
57 |
4,226 |
-25 |
| Sep10 |
100126 |
87.70 |
88.11 |
87.70 |
87.70 |
-0.41 |
0 |
20 |
+0 |
| Total Volume and Open Interest |
75,901 |
115,492 |
-1,014 |
| British Pound(CME) |
| Mar10 |
100126 |
162.39 |
162.63 |
160.88 |
161.39 |
-0.99 |
99,066 |
84,279 |
-1,000 |
| Jun10 |
100126 |
162.22 |
162.45 |
160.80 |
161.29 |
-0.99 |
119 |
650 |
-51 |
| Sep10 |
100126 |
161.20 |
162.16 |
161.19 |
161.19 |
-0.97 |
0 |
79 |
+0 |
| Total Volume and Open Interest |
99,185 |
85,011 |
-1,051 |
| Canadian Dollar(CME) |
| Mar10 |
100126 |
94.54 |
94.82 |
93.52 |
94.29 |
-0.29 |
62,406 |
88,580 |
-5,011 |
| Jun10 |
100126 |
94.75 |
94.79 |
93.54 |
94.29 |
-0.29 |
152 |
1,802 |
-93 |
| Sep10 |
100126 |
94.25 |
94.55 |
93.58 |
94.26 |
-0.29 |
7 |
636 |
+0 |
| Dec10 |
100126 |
94.00 |
94.30 |
93.55 |
94.21 |
-0.29 |
31 |
549 |
+8 |
| Total Volume and Open Interest |
62,598 |
91,633 |
-5,096 |
| Japanese Yen(CME) |
| Mar10 |
100126 |
110.83 |
111.96 |
110.44 |
111.50 |
+0.69 |
73,399 |
117,768 |
-312 |
| Jun10 |
100126 |
110.63 |
112.00 |
110.54 |
111.56 |
+0.68 |
48 |
662 |
-21 |
| Sep10 |
100126 |
111.65 |
111.85 |
110.96 |
111.65 |
+0.69 |
0 |
196 |
+0 |
| Total Volume and Open Interest |
73,447 |
118,650 |
-333 |
| Swiss Franc(CME) |
| Mar10 |
100126 |
96.20 |
96.38 |
95.33 |
95.63 |
-0.58 |
37,884 |
33,113 |
-295 |
| Jun10 |
100126 |
95.83 |
96.27 |
95.40 |
95.69 |
-0.58 |
13 |
151 |
-3 |
| Sep10 |
100126 |
95.76 |
96.34 |
95.76 |
95.76 |
-0.58 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
37,897 |
33,274 |
-298 |
| EuroFX(CME) |
| Mar10 |
100126 |
141.48 |
141.77 |
140.40 |
140.85 |
-0.64 |
187,851 |
179,981 |
+6,488 |
| Jun10 |
100126 |
141.65 |
141.66 |
140.38 |
140.81 |
-0.64 |
210 |
1,519 |
+37 |
| Sep10 |
100126 |
140.30 |
141.36 |
140.30 |
140.72 |
-0.64 |
0 |
670 |
+0 |
| Total Volume and Open Interest |
188,061 |
182,186 |
+6,525 |
| Mexican Peso(CME) |
| Feb10 |
100126 |
778.2 |
778.2 |
776.8 |
778.2 |
+1.5 |
0 |
3 |
+0 |
| Mar10 |
100126 |
773.8 |
777.0 |
766.0 |
775.2 |
+1.5 |
15,927 |
95,178 |
-1,995 |
| Total Volume and Open Interest |
15,929 |
96,930 |
-1,995 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100126 |
118~120 |
119~060 |
118~060 |
118~090 |
-0~010 |
178,319 |
653,535 |
+10,519 |
| Jun10 |
100126 |
116~230 |
117~200 |
116~230 |
116~250 |
-0~010 |
1,021 |
2,931 |
+854 |
| Sep10 |
100126 |
115~160 |
115~160 |
115~140 |
115~140 |
-0~010 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
179,340 |
656,474 |
+11,373 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100126 |
117~235 |
118~070 |
117~210 |
117~265 |
+0~030 |
583,391 |
1,306,788 |
+8,348 |
| Jun10 |
100126 |
116~170 |
116~170 |
116~050 |
116~085 |
+0~035 |
564 |
6,942 |
+275 |
| Sep10 |
100126 |
114~225 |
114~225 |
114~185 |
114~225 |
+0~040 |
|
|
|
| Total Volume and Open Interest |
583,955 |
1,313,730 |
+8,623 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100126 |
116~016 |
116~054 |
116~008 |
116~021 |
+0~005 |
287,005 |
824,508 |
+10,758 |
| Jun10 |
100126 |
114~106 |
114~112 |
114~106 |
114~112 |
+0~005 |
10 |
75 |
-1 |
| Sep10 |
100126 |
113~075 |
113~075 |
113~070 |
113~075 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
287,015 |
824,583 |
+10,757 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100126 |
108~114 |
108~124 |
108~110 |
108~113 |
-0~002 |
189,349 |
888,316 |
+2,029 |
| Jun10 |
100126 |
108~049 |
108~049 |
108~043 |
108~043 |
-0~002 |
20 |
14,704 |
+13 |
| Sep10 |
100126 |
107~101 |
107~103 |
107~101 |
107~101 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
189,369 |
903,020 |
+2,042 |
| Eurodollars(CME) |
| Mar10 |
100126 |
99.710 |
99.715 |
99.705 |
99.710 |
unch |
97,606 |
1,188,530 |
-11,007 |
| Jun10 |
100126 |
99.595 |
99.615 |
99.590 |
99.595 |
-0.005 |
141,478 |
1,035,578 |
+8,698 |
| Sep10 |
100126 |
99.335 |
99.375 |
99.330 |
99.345 |
+0.005 |
162,884 |
904,976 |
+21,773 |
| Dec10 |
100126 |
98.980 |
99.035 |
98.970 |
98.995 |
+0.010 |
197,048 |
852,564 |
+8,859 |
| Mar11 |
100126 |
98.600 |
98.670 |
98.590 |
98.620 |
+0.010 |
200,769 |
569,452 |
+15,805 |
| Jun11 |
100126 |
98.230 |
98.300 |
98.220 |
98.245 |
+0.010 |
154,541 |
670,952 |
-963 |
| Sep11 |
100126 |
97.880 |
97.950 |
97.865 |
97.890 |
+0.005 |
99,531 |
523,337 |
+3,785 |
| Dec11 |
100126 |
97.540 |
97.610 |
97.530 |
97.550 |
unch |
98,994 |
346,735 |
+5,489 |
| Mar12 |
100126 |
97.235 |
97.310 |
97.230 |
97.250 |
unch |
68,366 |
253,065 |
+3,531 |
| Jun12 |
100126 |
96.935 |
97.020 |
96.935 |
96.955 |
unch |
38,941 |
222,820 |
-1,320 |
| Sep12 |
100126 |
96.670 |
96.750 |
96.670 |
96.690 |
+0.005 |
21,332 |
125,408 |
-1,111 |
| Dec12 |
100126 |
96.405 |
96.490 |
96.405 |
96.430 |
+0.005 |
19,135 |
104,739 |
-423 |
| Mar13 |
100126 |
96.235 |
96.285 |
96.215 |
96.220 |
+0.005 |
6,371 |
74,039 |
-249 |
| Jun13 |
100126 |
96.005 |
96.090 |
96.005 |
96.020 |
+0.005 |
4,219 |
63,929 |
-267 |
| Sep13 |
100126 |
95.875 |
95.910 |
95.835 |
95.840 |
+0.005 |
3,544 |
50,682 |
+257 |
| Dec13 |
100126 |
95.635 |
95.730 |
95.635 |
95.655 |
+0.005 |
3,480 |
34,047 |
-498 |
| Mar14 |
100126 |
95.525 |
95.595 |
95.515 |
95.520 |
+0.005 |
1,391 |
35,232 |
+276 |
| Jun14 |
100126 |
95.390 |
95.460 |
95.375 |
95.380 |
unch |
699 |
28,789 |
-3 |
| Total Volume and Open Interest |
1,331,050 |
7,263,659 |
+52,699 |
| 30 Day Federal Funds(CBOT) |
| Jan10 |
100126 |
99.887 |
99.887 |
99.885 |
99.885 |
unch |
5,600 |
68,865 |
-64 |
| Feb10 |
100126 |
99.865 |
99.870 |
99.865 |
99.865 |
unch |
4,114 |
94,575 |
-1,161 |
| Mar10 |
100126 |
99.855 |
99.855 |
99.850 |
99.850 |
-0.005 |
2,012 |
56,689 |
-220 |
| Apr10 |
100126 |
99.835 |
99.840 |
99.835 |
99.840 |
unch |
3,448 |
74,426 |
-1,131 |
| May10 |
100126 |
99.825 |
99.830 |
99.815 |
99.825 |
unch |
5,185 |
63,067 |
-913 |
| Jun10 |
100126 |
99.815 |
99.820 |
99.805 |
99.810 |
-0.005 |
5,158 |
49,184 |
-1,463 |
| Total Volume and Open Interest |
47,291 |
574,647 |
+775 |
| 30 Day Fed Funds(e-CBOT) |
| Jan10 |
090519 |
99.600 |
99.615 |
99.595 |
99.615 |
unch |
2,329 |
25,494 |
|
| 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 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Mar10 |
100126 |
99.580 |
99.580 |
99.575 |
99.580 |
unch |
0 |
1,263 |
+0 |
| Jun10 |
100126 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
80 |
+0 |
| Sep10 |
100126 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
230 |
+0 |
| Dec10 |
100126 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
| Mar11 |
100126 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
| Jun11 |
100126 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Sep11 |
100126 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Dec11 |
100126 |
99.505 |
99.505 |
99.505 |
99.505 |
+0.125 |
|
|
|
| Mar12 |
100126 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Jun12 |
100126 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,815 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100126 |
99.58 |
99.58 |
99.57 |
99.57 |
unch |
586 |
4,760 |
-486 |
| Jun10 |
100126 |
99.63 |
99.63 |
99.61 |
99.61 |
unch |
80 |
1,641 |
+20 |
| Sep10 |
100126 |
99.64 |
99.65 |
99.64 |
99.64 |
unch |
0 |
1,666 |
+0 |
| Dec10 |
100126 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,431 |
+0 |
| Mar11 |
100126 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
664 |
+0 |
| Jun11 |
100126 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
52 |
+0 |
| Sep11 |
100126 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
51 |
+0 |
| Dec11 |
100126 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
1 |
102 |
+0 |
| Total Volume and Open Interest |
667 |
11,738 |
-466 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100126 |
139.08 |
139.40 |
138.99 |
139.34 |
+0.24 |
1,222 |
15,604 |
-95 |
| Jun10 |
100126 |
139.26 |
139.26 |
139.26 |
139.26 |
+0.24 |
|
|
|
| Sep10 |
100126 |
139.26 |
139.26 |
139.26 |
139.26 |
+0.24 |
|
|
|
| Total Volume and Open Interest |
1,222 |
15,604 |
-95 |
| Euro-Bund(EUREX) |
| Mar10 |
100126 |
123.44 |
123.51 |
123.16 |
123.28 |
+0.13 |
545,870 |
849,346 |
-33,511 |
| Jun10 |
100126 |
122.12 |
122.12 |
121.77 |
121.83 |
+0.12 |
11 |
1,021 |
+4 |
| Sep10 |
100126 |
121.48 |
121.48 |
121.48 |
121.48 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
545,881 |
850,367 |
-33,507 |
| Euro-Bobl(EUREX) |
| Mar10 |
100126 |
117.26 |
117.32 |
117.09 |
117.18 |
+0.06 |
342,615 |
739,682 |
-14,823 |
| Jun10 |
100126 |
115.79 |
115.81 |
115.65 |
115.73 |
+0.08 |
309 |
509 |
+276 |
| Sep10 |
100126 |
115.48 |
115.48 |
115.48 |
115.48 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
342,924 |
740,191 |
-14,547 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100126 |
99.315 |
99.320 |
99.315 |
99.315 |
-0.005 |
3,149 |
13,647 |
+146 |
| Jun10 |
100126 |
99.110 |
99.110 |
99.080 |
99.080 |
-0.025 |
8 |
7,441 |
+8 |
| Sep10 |
100126 |
98.830 |
98.835 |
98.810 |
98.810 |
-0.020 |
0 |
2,484 |
+0 |
| Total Volume and Open Interest |
3,159 |
27,304 |
+155 |
| Long Gilt(LIFFE) |
| Mar10 |
100126 |
115~23 |
116~10 |
115~16 |
115~29 |
+0~09 |
42,203 |
247,195 |
-2,418 |
| Jun10 |
100126 |
114~15 |
114~15 |
114~15 |
114~15 |
+0~09 |
|
|
|
| Total Volume and Open Interest |
42,203 |
247,195 |
-2,418 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100126 |
99.36 |
99.38 |
99.35 |
99.37 |
+0.01 |
38,519 |
317,196 |
-12,284 |
| Jun10 |
100126 |
99.21 |
99.27 |
99.20 |
99.23 |
+0.02 |
56,590 |
363,850 |
-25,299 |
| Sep10 |
100126 |
98.87 |
98.97 |
98.87 |
98.92 |
+0.05 |
83,737 |
329,703 |
-19,179 |
| Dec10 |
100126 |
98.45 |
98.55 |
98.43 |
98.50 |
+0.06 |
118,163 |
327,544 |
-5,499 |
| Mar11 |
100126 |
98.04 |
98.16 |
98.02 |
98.10 |
+0.07 |
78,146 |
314,307 |
+1,860 |
| Jun11 |
100126 |
97.65 |
97.77 |
97.63 |
97.71 |
+0.07 |
45,825 |
178,320 |
+2,607 |
| Total Volume and Open Interest |
476,090 |
2,238,525 |
-58,154 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100126 |
99.325 |
99.335 |
99.310 |
99.315 |
-0.005 |
109,365 |
733,869 |
-22,811 |
| Jun10 |
100126 |
99.100 |
99.120 |
99.070 |
99.080 |
-0.025 |
114,437 |
802,693 |
+2,941 |
| Sep10 |
100126 |
98.830 |
98.850 |
98.800 |
98.810 |
-0.020 |
127,446 |
566,808 |
-11,142 |
| Total Volume and Open Interest |
659,018 |
3,681,140 |
-43,623 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100125 |
95.55 |
95.57 |
95.52 |
95.56 |
+0.01 |
15,858 |
276,616 |
-8,018 |
| Jun10 |
100125 |
95.21 |
95.24 |
95.18 |
95.23 |
+0.02 |
13,822 |
204,255 |
-1,094 |
| Sep10 |
100125 |
94.98 |
95.02 |
94.95 |
95.00 |
+0.02 |
6,881 |
104,759 |
-1,391 |
| Dec10 |
100125 |
94.80 |
94.84 |
94.77 |
94.83 |
+0.03 |
3,503 |
88,867 |
-2,857 |
| Mar11 |
100125 |
94.62 |
94.68 |
94.60 |
94.66 |
+0.02 |
662 |
32,062 |
+281 |
| Jun11 |
100125 |
94.51 |
94.52 |
94.51 |
94.52 |
+0.03 |
1 |
24,302 |
-250 |
| Sep11 |
100125 |
94.39 |
94.41 |
94.39 |
94.41 |
+0.03 |
1 |
16,832 |
-84 |
| Dec11 |
100125 |
94.29 |
94.32 |
94.29 |
94.32 |
+0.02 |
252 |
8,237 |
+121 |
| Mar12 |
100125 |
94.26 |
94.26 |
94.26 |
94.26 |
+0.02 |
0 |
3,169 |
+0 |
| Jun12 |
100125 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.02 |
0 |
1,186 |
+0 |
| Total Volume and Open Interest |
40,980 |
761,303 |
-13,292 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100125 |
94.49 |
94.51 |
94.45 |
94.46 |
-0.04 |
17,463 |
337,259 |
-856 |
| Jun10 |
100125 |
94.46 |
94.46 |
94.46 |
94.46 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
17,463 |
337,259 |
-856 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100125 |
94.98 |
95.01 |
94.94 |
95.00 |
+0.02 |
71,160 |
566,269 |
-1,517 |
| Jun10 |
100125 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
71,160 |
566,269 |
-1,517 |
| Gold(CMX) |
| Feb10 |
100126 |
1097.9 |
1103.2 |
1085.2 |
1098.3 |
+2.6 |
155,359 |
146,626 |
-25,162 |
| Apr10 |
100126 |
1099.2 |
1104.2 |
1086.5 |
1099.5 |
+2.7 |
48,492 |
196,865 |
+21,509 |
| Jun10 |
100126 |
1101.7 |
1105.0 |
1087.5 |
1100.4 |
+2.7 |
1,949 |
51,881 |
+1,245 |
| Aug10 |
100126 |
1099.8 |
1102.9 |
1088.8 |
1101.3 |
+2.7 |
303 |
22,504 |
+14 |
| Oct10 |
100126 |
1097.6 |
1102.1 |
1097.6 |
1102.1 |
+2.7 |
424 |
7,637 |
+327 |
| Dec10 |
100126 |
1106.9 |
1106.9 |
1090.5 |
1103.1 |
+2.6 |
1,833 |
31,680 |
+949 |
| Feb11 |
100126 |
1104.0 |
1104.7 |
1104.0 |
1104.7 |
+2.6 |
190 |
7,546 |
+162 |
| Apr11 |
100126 |
1104.5 |
1106.7 |
1104.5 |
1106.7 |
+2.6 |
0 |
3,789 |
+0 |
| Jun11 |
100126 |
453.9 |
453.9 |
453.9 |
453.9 |
+2.5 |
67 |
6,342 |
-28 |
| Aug11 |
100126 |
1112.2 |
1112.2 |
1112.2 |
1112.2 |
+2.5 |
0 |
1,486 |
+0 |
| Oct11 |
100126 |
1115.5 |
1115.5 |
1115.5 |
1115.5 |
+2.5 |
0 |
1,360 |
+0 |
| Dec11 |
100126 |
1107.7 |
1119.3 |
1107.0 |
1119.1 |
+2.4 |
96 |
10,995 |
+28 |
| Total Volume and Open Interest |
210,193 |
509,610 |
-954 |
| Silver(CMX) |
| Mar10 |
100126 |
1715.5 |
1727.0 |
1634.0 |
1686.0 |
-28.5 |
27,773 |
70,889 |
-1,670 |
| May10 |
100126 |
1724.0 |
1728.5 |
1637.5 |
1688.2 |
-28.5 |
980 |
15,633 |
+120 |
| Jul10 |
100126 |
1725.0 |
1725.0 |
1648.0 |
1689.9 |
-28.6 |
408 |
10,425 |
+192 |
| Sep10 |
100126 |
1708.0 |
1708.0 |
1659.0 |
1691.5 |
-28.7 |
13 |
2,878 |
+0 |
| Dec10 |
100126 |
1730.5 |
1731.0 |
1643.5 |
1694.1 |
-28.8 |
1,635 |
11,355 |
+313 |
| Mar11 |
100126 |
1696.7 |
1696.7 |
1696.7 |
1696.7 |
-29.0 |
5 |
782 |
+0 |
| May11 |
100126 |
1686.0 |
1698.5 |
1686.0 |
1698.5 |
-29.1 |
40 |
1,693 |
-39 |
| Total Volume and Open Interest |
31,198 |
124,775 |
-1,093 |
| Platinum(NYMEX) |
| Jan10 |
100126 |
1500.0 |
1529.4 |
1500.0 |
1522.2 |
-18.3 |
6 |
17 |
+6 |
| Apr10 |
100126 |
1549.5 |
1563.5 |
1501.1 |
1531.3 |
-14.8 |
3,025 |
32,701 |
+107 |
| Jul10 |
100126 |
1522.9 |
1530.8 |
1521.0 |
1530.8 |
-15.1 |
56 |
1,384 |
+50 |
| Oct10 |
100126 |
1530.8 |
1530.8 |
1530.8 |
1530.8 |
-15.1 |
0 |
24 |
+0 |
| Total Volume and Open Interest |
3,096 |
34,373 |
+168 |
| Palladium(NYMEX) |
| Mar10 |
100126 |
442.95 |
444.35 |
421.50 |
427.55 |
-12.45 |
1,246 |
22,412 |
-155 |
| Jun10 |
100126 |
437.50 |
437.50 |
422.50 |
427.95 |
-12.20 |
93 |
941 |
+76 |
| Sep10 |
100126 |
429.00 |
429.00 |
429.00 |
429.00 |
-12.45 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
1,339 |
23,382 |
-79 |
| Copper(CMX) |
| Mar10 |
100126 |
338.30 |
339.65 |
330.60 |
333.95 |
-5.35 |
25,185 |
95,548 |
-344 |
| May10 |
100126 |
339.60 |
340.60 |
332.40 |
335.35 |
-5.25 |
3,919 |
21,439 |
+66 |
| Jul10 |
100126 |
338.00 |
338.00 |
335.25 |
336.05 |
-5.35 |
160 |
11,055 |
+45 |
| Sep10 |
100126 |
335.65 |
337.15 |
335.65 |
336.15 |
-5.45 |
21 |
4,188 |
+14 |
| Dec10 |
100126 |
334.10 |
335.75 |
334.10 |
335.75 |
-5.60 |
47 |
4,625 |
-24 |
| Total Volume and Open Interest |
29,694 |
141,233 |
-253 |
| DJIA Index(CBOT) |
| Mar10 |
100126 |
10149 |
10234 |
10059 |
10138 |
-2 |
1,021 |
12,425 |
-371 |
| Jun10 |
100126 |
10076 |
10079 |
10076 |
10077 |
-2 |
0 |
13 |
+0 |
| Sep10 |
100126 |
10018 |
10020 |
10018 |
10018 |
-2 |
|
|
|
| Dec10 |
100126 |
9968 |
9970 |
9968 |
9968 |
-2 |
|
|
|
| Total Volume and Open Interest |
1,021 |
12,438 |
-371 |
| S & P 500(CME) |
| Mar10 |
100126 |
1093.70 |
1100.00 |
1081.00 |
1087.20 |
-5.40 |
21,046 |
338,741 |
-2,556 |
| Jun10 |
100126 |
1089.50 |
1092.70 |
1080.20 |
1082.30 |
-5.40 |
269 |
3,776 |
+231 |
| Sep10 |
100126 |
1078.00 |
1087.80 |
1075.30 |
1077.40 |
-5.40 |
159 |
1,012 |
+165 |
| Dec10 |
100126 |
1073.20 |
1083.70 |
1071.20 |
1073.20 |
-5.50 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
21,474 |
343,540 |
-2,160 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100126 |
1094.00 |
1100.00 |
1081.00 |
1087.25 |
-5.25 |
2,080,292 |
2,589,797 |
-25,883 |
| Jun10 |
100126 |
1088.25 |
1094.75 |
1077.25 |
1082.25 |
-5.50 |
971 |
8,928 |
+47 |
| Total Volume and Open Interest |
2,081,286 |
2,600,139 |
-25,835 |
| NASDAQ 100(CME) |
| Mar10 |
100126 |
1809.00 |
1825.00 |
1784.30 |
1796.50 |
-2.00 |
1,378 |
14,710 |
+114 |
| Jun10 |
100126 |
1794.00 |
1796.00 |
1794.00 |
1794.00 |
-2.00 |
0 |
625 |
+0 |
| Sep10 |
100126 |
1793.00 |
1795.00 |
1793.00 |
1793.00 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
1,378 |
15,335 |
+114 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100126 |
1809.80 |
1823.80 |
1783.80 |
1796.50 |
-2.00 |
340,316 |
348,509 |
+5,289 |
| Jun10 |
100126 |
1808.00 |
1821.00 |
1781.80 |
1794.00 |
-2.00 |
199 |
3,900 |
+45 |
| Total Volume and Open Interest |
340,555 |
352,423 |
+5,345 |
| S & P Midcap 400(CME) |
| Mar10 |
100126 |
721.50 |
726.00 |
717.00 |
718.70 |
-3.50 |
9 |
1,477 |
-5 |
| Jun10 |
100126 |
716.60 |
716.60 |
716.60 |
716.60 |
-3.50 |
|
|
|
| Sep10 |
100126 |
714.60 |
714.60 |
714.60 |
714.60 |
-3.50 |
|
|
|
| Total Volume and Open Interest |
9 |
1,477 |
-5 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100126 |
10345 |
10425 |
10310 |
10370 |
-135 |
8,811 |
39,682 |
+629 |
| Jun10 |
100126 |
10370 |
10370 |
10350 |
10370 |
-135 |
|
|
|
| Total Volume and Open Interest |
8,811 |
39,682 |
+629 |
| Nikkei 225(SGX) |
| Mar10 |
100126 |
10505 |
10575 |
10320 |
10320 |
-180 |
123,189 |
185,552 |
+3,319 |
| Jun10 |
100126 |
10460 |
10460 |
10260 |
10260 |
-185 |
18 |
1,387 |
-6 |
| Sep10 |
100126 |
10265 |
10265 |
10265 |
10265 |
-185 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
123,207 |
189,030 |
+3,339 |
| CAC 40(EURONEXT) |
| Feb10 |
100126 |
3735.0 |
3817.0 |
3728.0 |
3807.5 |
+25.0 |
111,730 |
366,892 |
-2,426 |
| Mar10 |
100126 |
3739.5 |
3816.0 |
3731.0 |
3808.5 |
+25.0 |
616 |
74,410 |
-1,168 |
| Apr10 |
100126 |
3776.5 |
3807.0 |
3770.0 |
3807.0 |
+25.5 |
|
|
|
| Total Volume and Open Interest |
112,363 |
443,337 |
-3,583 |
| Hang Seng Index(HKFE) |
| Jan10 |
100126 |
20525 |
20543 |
20016 |
20090 |
-505 |
86,671 |
55,353 |
-15,129 |
| Feb10 |
100126 |
20500 |
20534 |
20015 |
20089 |
-500 |
14,414 |
42,889 |
+28,636 |
| Mar10 |
100126 |
20452 |
20452 |
19960 |
20037 |
-481 |
579 |
5,781 |
+281 |
| Total Volume and Open Interest |
101,750 |
104,955 |
+13,784 |
| DAX(EUREX) |
| Mar10 |
100126 |
5557.0 |
5689.0 |
5549.5 |
5675.5 |
+35.0 |
163,664 |
149,128 |
-988 |
| Jun10 |
100126 |
5550.0 |
5697.0 |
5550.0 |
5684.0 |
+35.0 |
212 |
9,639 |
-12 |
| Sep10 |
100126 |
5606.0 |
5707.0 |
5606.0 |
5694.0 |
+35.0 |
24 |
679 |
+15 |
| Total Volume and Open Interest |
163,900 |
159,446 |
-985 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100126 |
5194.00 |
5250.50 |
5172.50 |
5233.50 |
+9.00 |
129,444 |
691,319 |
+17,312 |
| Jun10 |
100126 |
5184.00 |
5184.00 |
5184.00 |
5184.00 |
+9.00 |
0 |
2,476 |
+0 |
| Sep10 |
100126 |
5146.50 |
5146.50 |
5146.50 |
5146.50 |
+9.50 |
0 |
323 |
+0 |
| Total Volume and Open Interest |
129,444 |
694,709 |
+17,312 |
| SPI 200(SFE) |
| Mar10 |
100125 |
4711.0 |
4724.0 |
4611.0 |
4676.0 |
-30.0 |
33,555 |
197,822 |
+659 |
| Jun10 |
100125 |
4666.0 |
4699.0 |
4666.0 |
4699.0 |
-30.0 |
172 |
1,858 |
+118 |
| Sep10 |
100125 |
4699.0 |
4699.0 |
4699.0 |
4699.0 |
-30.0 |
0 |
2,038 |
+0 |
| Total Volume and Open Interest |
33,727 |
202,649 |
+777 |
| GSCI(CME) |
| Feb10 |
100126 |
498.50 |
501.75 |
497.00 |
500.10 |
-3.40 |
1,039 |
17,647 |
-234 |
| Mar10 |
100126 |
502.50 |
505.50 |
501.00 |
504.00 |
-4.00 |
2 |
0 |
+0 |
| Apr10 |
100126 |
506.00 |
508.50 |
503.50 |
507.00 |
-4.00 |
|
|
|
| Total Volume and Open Interest |
1,041 |
17,647 |
-234 |
| 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. |
|
|