|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue February 02, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100202 |
911.25 |
930.00 |
905.25 |
925.50 |
+15.75 |
85,062 |
214,916 |
+214,916 |
| May10 |
100202 |
922.00 |
941.00 |
916.00 |
936.50 |
+15.75 |
26,395 |
85,246 |
+85,246 |
| Jul10 |
100202 |
929.50 |
950.00 |
924.25 |
945.75 |
+17.00 |
21,732 |
68,961 |
+68,961 |
| Aug10 |
100202 |
922.50 |
945.00 |
922.50 |
941.00 |
+16.50 |
445 |
2,488 |
+2,488 |
| Sep10 |
100202 |
911.00 |
933.25 |
910.00 |
927.50 |
+13.75 |
460 |
2,227 |
+2,227 |
| Nov10 |
100202 |
910.50 |
928.75 |
905.25 |
921.50 |
+12.75 |
14,755 |
85,476 |
+85,476 |
| Jan11 |
100202 |
922.00 |
936.50 |
922.00 |
930.75 |
+12.75 |
173 |
5,233 |
+5,233 |
| Total Volume and Open Interest |
149,261 |
471,783 |
+4,118 |
| Soybean Meal(CBOT) |
| Mar10 |
100202 |
272.00 |
275.30 |
270.70 |
273.60 |
+1.80 |
31,288 |
68,837 |
+68,837 |
| May10 |
100202 |
266.90 |
269.70 |
265.70 |
267.90 |
+1.00 |
13,975 |
40,920 |
+40,920 |
| Jul10 |
100202 |
266.60 |
269.10 |
265.00 |
267.20 |
+1.30 |
8,329 |
29,357 |
+29,357 |
| Aug10 |
100202 |
264.30 |
267.10 |
264.30 |
265.50 |
+1.20 |
1,024 |
7,880 |
+7,880 |
| Sep10 |
100202 |
262.50 |
265.30 |
261.70 |
262.90 |
+1.10 |
1,135 |
8,663 |
+8,663 |
| Oct10 |
100202 |
258.30 |
261.20 |
257.80 |
258.30 |
+0.50 |
1,300 |
4,481 |
+4,481 |
| Dec10 |
100202 |
259.10 |
262.10 |
257.70 |
258.10 |
+0.30 |
4,492 |
18,887 |
+18,887 |
| Jan11 |
100202 |
259.50 |
259.50 |
259.20 |
259.50 |
+0.30 |
40 |
952 |
+952 |
| Total Volume and Open Interest |
61,762 |
181,986 |
+1,408 |
| Soybean Oil(CBOT) |
| Mar10 |
100202 |
36.31 |
37.50 |
36.00 |
37.47 |
+1.28 |
31,761 |
121,693 |
+121,693 |
| May10 |
100202 |
36.77 |
37.95 |
36.45 |
37.93 |
+1.28 |
15,752 |
51,231 |
+51,231 |
| Jul10 |
100202 |
37.32 |
38.40 |
36.88 |
38.37 |
+1.29 |
12,778 |
37,053 |
+37,053 |
| Aug10 |
100202 |
37.17 |
38.54 |
37.17 |
38.54 |
+1.30 |
326 |
3,089 |
+3,089 |
| Sep10 |
100202 |
37.32 |
38.68 |
37.32 |
38.68 |
+1.31 |
569 |
4,905 |
+4,905 |
| Oct10 |
100202 |
38.09 |
38.79 |
38.02 |
38.79 |
+1.33 |
1,004 |
3,163 |
+3,163 |
| Dec10 |
100202 |
38.13 |
39.09 |
37.56 |
39.07 |
+1.33 |
2,969 |
24,010 |
+24,010 |
| Jan11 |
100202 |
39.37 |
39.37 |
38.04 |
39.37 |
+1.33 |
37 |
71 |
+71 |
| Total Volume and Open Interest |
65,243 |
245,355 |
+4,653 |
| Canola(WCE) |
| Mar10 |
100202 |
375.6 |
382.9 |
371.4 |
380.2 |
+4.0 |
9,272 |
76,079 |
+76,079 |
| May10 |
100202 |
382.0 |
388.3 |
377.8 |
385.5 |
+3.0 |
3,243 |
24,605 |
+24,605 |
| Jul10 |
100202 |
385.6 |
392.3 |
385.6 |
389.8 |
+2.1 |
275 |
12,705 |
+12,705 |
| Nov10 |
100202 |
396.3 |
401.0 |
395.2 |
397.2 |
+1.1 |
104 |
10,944 |
+10,944 |
| Jan11 |
100202 |
399.3 |
400.4 |
398.8 |
400.4 |
+1.0 |
1 |
284 |
+284 |
| Total Volume and Open Interest |
12,895 |
124,817 |
-1,585 |
| Corn(CBOT) |
| Mar10 |
100202 |
359.00 |
367.25 |
358.75 |
365.00 |
+6.00 |
131,890 |
443,575 |
+443,575 |
| May10 |
100202 |
370.00 |
378.25 |
370.00 |
376.25 |
+6.00 |
36,041 |
208,218 |
+208,218 |
| Jul10 |
100202 |
380.00 |
388.50 |
380.00 |
386.25 |
+6.00 |
22,528 |
154,386 |
+154,386 |
| Sep10 |
100202 |
387.75 |
396.25 |
387.75 |
394.00 |
+6.50 |
3,955 |
49,393 |
+49,393 |
| Dec10 |
100202 |
394.00 |
403.00 |
394.00 |
401.00 |
+6.50 |
24,364 |
241,017 |
+241,017 |
| Mar11 |
100202 |
404.75 |
414.00 |
404.75 |
412.25 |
+6.75 |
1,770 |
20,784 |
+20,784 |
| Total Volume and Open Interest |
221,861 |
1,149,428 |
+7,978 |
| Wheat(CBOT) |
| Mar10 |
100202 |
474.25 |
492.50 |
474.25 |
487.25 |
+12.50 |
62,568 |
166,876 |
+166,876 |
| May10 |
100202 |
489.50 |
506.25 |
489.50 |
501.50 |
+12.00 |
30,642 |
84,549 |
+84,549 |
| Jul10 |
100202 |
501.25 |
518.25 |
501.00 |
513.00 |
+11.50 |
13,128 |
75,277 |
+75,277 |
| Sep10 |
100202 |
524.25 |
533.50 |
517.25 |
529.00 |
+11.75 |
1,486 |
21,360 |
+21,360 |
| Dec10 |
100202 |
545.00 |
560.75 |
544.50 |
556.00 |
+12.25 |
2,711 |
54,656 |
+54,656 |
| Total Volume and Open Interest |
111,371 |
414,891 |
+5,822 |
| Wheat(KCBT) |
| Mar10 |
100202 |
486.00 |
503.00 |
486.00 |
499.00 |
+11.50 |
10,432 |
47,813 |
+47,813 |
| May10 |
100202 |
499.00 |
514.50 |
499.00 |
511.00 |
+11.50 |
4,626 |
25,065 |
+25,065 |
| Jul10 |
100202 |
514.00 |
525.75 |
513.25 |
522.00 |
+11.50 |
1,722 |
31,207 |
+31,207 |
| Sep10 |
100202 |
528.25 |
536.75 |
526.50 |
533.75 |
+11.50 |
523 |
4,428 |
+4,428 |
| Dec10 |
100202 |
539.75 |
554.75 |
539.50 |
551.00 |
+11.25 |
712 |
40,605 |
+40,605 |
| Total Volume and Open Interest |
18,157 |
150,583 |
+1,120 |
| Wheat(MGE) |
| Mar10 |
100202 |
501.00 |
516.75 |
499.25 |
512.25 |
+11.00 |
1,672 |
15,690 |
+15,690 |
| May10 |
100202 |
513.00 |
528.25 |
513.00 |
523.75 |
+10.75 |
655 |
7,832 |
+7,832 |
| Jul10 |
100202 |
523.50 |
540.00 |
523.50 |
535.25 |
+10.75 |
401 |
10,212 |
+10,212 |
| Sep10 |
100202 |
536.00 |
551.00 |
536.00 |
546.25 |
+11.00 |
98 |
4,767 |
+4,767 |
| Dec10 |
100202 |
552.50 |
568.25 |
552.50 |
563.50 |
+11.00 |
304 |
5,481 |
+5,481 |
| Total Volume and Open Interest |
3,214 |
44,950 |
-793 |
| Oats(CBOT) |
| Mar10 |
100202 |
227.00 |
232.00 |
226.50 |
232.00 |
+4.00 |
1,339 |
6,571 |
+6,571 |
| May10 |
100202 |
237.50 |
241.25 |
236.00 |
241.25 |
+3.75 |
1,016 |
4,346 |
+4,346 |
| Jul10 |
100202 |
248.50 |
249.50 |
245.00 |
249.00 |
+4.00 |
10 |
1,112 |
+1,112 |
| Sep10 |
100202 |
256.00 |
257.00 |
253.00 |
257.00 |
+4.00 |
0 |
370 |
+370 |
| Total Volume and Open Interest |
2,405 |
13,727 |
+115 |
| Rough Rice(CBOT) |
| Mar10 |
100202 |
14.15 |
14.46 |
14.13 |
14.45 |
+0.30 |
913 |
9,615 |
+9,615 |
| May10 |
100202 |
14.45 |
14.76 |
14.44 |
14.73 |
+0.26 |
654 |
2,704 |
+2,704 |
| Jul10 |
100202 |
14.81 |
14.99 |
14.81 |
14.98 |
+0.29 |
62 |
766 |
+766 |
| Sep10 |
100202 |
13.75 |
13.94 |
13.75 |
13.85 |
+0.08 |
249 |
945 |
+945 |
| Total Volume and Open Interest |
1,946 |
14,965 |
+188 |
| Live Cattle(CME) |
| Feb10 |
100202 |
85.300 |
86.400 |
85.285 |
86.230 |
+0.980 |
7,196 |
40,635 |
+40,635 |
| Apr10 |
100202 |
88.730 |
89.930 |
88.730 |
89.885 |
+1.185 |
15,529 |
132,108 |
+132,108 |
| Jun10 |
100202 |
87.250 |
87.885 |
87.250 |
87.785 |
+0.555 |
6,364 |
70,383 |
+70,383 |
| Aug10 |
100202 |
86.980 |
87.450 |
86.900 |
87.400 |
+0.470 |
2,953 |
21,479 |
+21,479 |
| Oct10 |
100202 |
89.680 |
89.980 |
89.450 |
89.900 |
+0.400 |
553 |
13,818 |
+13,818 |
| Dec10 |
100202 |
90.080 |
90.750 |
89.950 |
90.730 |
+0.680 |
251 |
3,535 |
+3,535 |
| Total Volume and Open Interest |
32,936 |
283,947 |
-891 |
| Feeder Cattle(CME) |
| Mar10 |
100202 |
97.800 |
98.430 |
97.150 |
97.230 |
-0.500 |
2,963 |
18,390 |
+18,390 |
| Apr10 |
100202 |
99.930 |
100.200 |
99.285 |
99.300 |
-0.380 |
1,225 |
5,651 |
+5,651 |
| May10 |
100202 |
100.800 |
101.200 |
100.200 |
100.300 |
-0.550 |
733 |
6,353 |
+6,353 |
| Aug10 |
100202 |
101.980 |
102.350 |
101.385 |
101.900 |
-0.200 |
362 |
3,108 |
+3,108 |
| Sep10 |
100202 |
101.400 |
101.980 |
101.400 |
101.980 |
-0.020 |
45 |
152 |
+152 |
| Oct10 |
100202 |
101.300 |
101.800 |
101.300 |
101.800 |
+0.100 |
39 |
110 |
+110 |
| Nov10 |
100202 |
101.980 |
101.980 |
101.750 |
101.980 |
-0.020 |
1 |
23 |
+23 |
| Total Volume and Open Interest |
5,368 |
33,787 |
+913 |
| Lean Hogs(CME) |
| Feb10 |
100202 |
64.475 |
66.000 |
64.350 |
65.400 |
+1.015 |
4,630 |
18,849 |
+18,849 |
| Apr10 |
100202 |
66.150 |
67.385 |
65.800 |
66.850 |
+0.700 |
13,454 |
84,374 |
+84,374 |
| May10 |
100202 |
71.400 |
72.385 |
70.900 |
72.135 |
+0.835 |
187 |
4,665 |
+4,665 |
| Jun10 |
100202 |
74.580 |
75.830 |
74.400 |
75.285 |
+0.635 |
3,741 |
47,218 |
+47,218 |
| Jul10 |
100202 |
73.700 |
74.750 |
73.450 |
74.385 |
+0.660 |
863 |
15,388 |
+15,388 |
| Aug10 |
100202 |
73.100 |
73.885 |
72.800 |
73.600 |
+0.350 |
375 |
11,954 |
+11,954 |
| Oct10 |
100202 |
64.450 |
65.180 |
64.450 |
64.900 |
+0.300 |
218 |
5,894 |
+5,894 |
| Dec10 |
100202 |
63.200 |
63.800 |
63.200 |
63.650 |
+0.450 |
94 |
3,136 |
+3,136 |
| Total Volume and Open Interest |
23,562 |
191,890 |
-1,528 |
| Pork Bellies(CME) |
| Feb10 |
100202 |
80.100 |
82.000 |
80.100 |
81.500 |
+1.000 |
15 |
105 |
+105 |
| Mar10 |
100202 |
80.000 |
81.400 |
79.680 |
80.800 |
+1.400 |
8 |
137 |
+137 |
| May10 |
100202 |
82.500 |
83.500 |
82.500 |
83.000 |
+0.750 |
0 |
138 |
+138 |
| Jul10 |
100202 |
86.750 |
86.750 |
86.750 |
86.750 |
+0.750 |
3 |
47 |
+47 |
| Aug10 |
100202 |
85.500 |
85.500 |
85.500 |
85.500 |
unch |
1 |
17 |
+17 |
| Total Volume and Open Interest |
27 |
444 |
-16 |
| Class III Milk(CME) |
| Feb10 |
100202 |
13.95 |
13.95 |
13.82 |
13.86 |
-0.04 |
109 |
4,084 |
+4,084 |
| Mar10 |
100202 |
13.30 |
13.49 |
13.25 |
13.43 |
+0.15 |
118 |
3,714 |
+3,714 |
| Apr10 |
100202 |
13.10 |
13.20 |
12.98 |
13.11 |
+0.06 |
189 |
3,193 |
+3,193 |
| May10 |
100202 |
13.35 |
13.43 |
13.23 |
13.38 |
+0.07 |
124 |
2,598 |
+2,598 |
| Jun10 |
100202 |
14.00 |
14.06 |
13.84 |
14.05 |
+0.17 |
92 |
2,213 |
+2,213 |
| Total Volume and Open Interest |
1,024 |
30,224 |
+364 |
| Cocoa(ICE) |
| Mar10 |
100202 |
3150 |
3154 |
3040 |
3132 |
-20 |
11,614 |
52,550 |
+52,550 |
| May10 |
100202 |
3199 |
3199 |
3083 |
3176 |
-20 |
7,416 |
50,712 |
+50,712 |
| Jul10 |
100202 |
3187 |
3210 |
3127 |
3203 |
-13 |
901 |
12,552 |
+12,552 |
| Sep10 |
100202 |
3200 |
3223 |
3136 |
3220 |
-4 |
290 |
8,057 |
+8,057 |
| Dec10 |
100202 |
3178 |
3243 |
3148 |
3240 |
+7 |
183 |
5,882 |
+5,882 |
| Mar11 |
100202 |
3186 |
3261 |
3170 |
3256 |
+13 |
141 |
8,704 |
+8,704 |
| May11 |
100202 |
3247 |
3247 |
3247 |
3247 |
+24 |
73 |
4,483 |
+4,483 |
| Total Volume and Open Interest |
20,715 |
145,376 |
+4,384 |
| Coffee "C"(ICE) |
| Mar10 |
100202 |
132.85 |
135.65 |
132.20 |
135.05 |
+2.50 |
10,265 |
64,031 |
+64,031 |
| May10 |
100202 |
134.85 |
137.50 |
134.05 |
136.95 |
+2.50 |
4,116 |
34,627 |
+34,627 |
| Jul10 |
100202 |
137.00 |
138.95 |
135.85 |
138.40 |
+2.45 |
1,531 |
10,403 |
+10,403 |
| Sep10 |
100202 |
137.55 |
140.45 |
137.15 |
139.90 |
+2.50 |
816 |
7,775 |
+7,775 |
| Dec10 |
100202 |
139.45 |
141.85 |
139.10 |
141.75 |
+2.50 |
921 |
7,363 |
+7,363 |
| Mar11 |
100202 |
141.35 |
143.55 |
141.35 |
143.55 |
+2.60 |
154 |
3,407 |
+3,407 |
| Total Volume and Open Interest |
17,825 |
128,342 |
+45 |
| Orange Juice(ICE) |
| Mar10 |
100202 |
137.20 |
143.80 |
137.20 |
138.85 |
+1.65 |
2,034 |
20,982 |
+20,982 |
| May10 |
100202 |
140.85 |
147.00 |
140.85 |
142.35 |
+1.50 |
802 |
8,885 |
+8,885 |
| Jul10 |
100202 |
144.00 |
147.75 |
144.00 |
145.65 |
+1.80 |
25 |
3,777 |
+3,777 |
| Sep10 |
100202 |
145.10 |
146.55 |
145.10 |
146.55 |
+1.70 |
5 |
1,090 |
+1,090 |
| Nov10 |
100202 |
144.65 |
147.30 |
144.65 |
146.45 |
+1.65 |
4 |
385 |
+385 |
| Jan11 |
100202 |
148.60 |
149.55 |
148.60 |
149.35 |
+1.75 |
2 |
586 |
+586 |
| Total Volume and Open Interest |
2,874 |
35,904 |
-831 |
| Sugar #11(ICE) |
| Mar10 |
100202 |
29.30 |
29.82 |
28.88 |
29.40 |
+0.12 |
80,551 |
258,746 |
+258,746 |
| May10 |
100202 |
28.25 |
28.73 |
27.89 |
28.38 |
+0.14 |
52,976 |
180,183 |
+180,183 |
| Jul10 |
100202 |
24.58 |
25.00 |
24.50 |
24.96 |
+0.36 |
15,455 |
162,463 |
+162,463 |
| Oct10 |
100202 |
22.28 |
22.60 |
22.24 |
22.53 |
+0.25 |
5,848 |
146,681 |
+146,681 |
| Mar11 |
100202 |
20.49 |
20.80 |
20.49 |
20.80 |
+0.25 |
4,949 |
53,836 |
+53,836 |
| Total Volume and Open Interest |
161,827 |
873,563 |
+17,765 |
| London Cocoa(LCE) |
| Mar10 |
100201 |
2230 |
2249 |
2221 |
2225 |
-8 |
|
|
|
| Total Volume and Open Interest |
21,567 |
170,282 |
-3,253 |
| London Sugar(LCE) |
| Cotton(ICE) |
| Mar10 |
100202 |
68.25 |
69.46 |
68.18 |
69.26 |
+1.04 |
10,434 |
83,475 |
+83,475 |
| May10 |
100202 |
69.86 |
70.89 |
69.86 |
70.72 |
+0.86 |
7,037 |
38,161 |
+38,161 |
| Jul10 |
100202 |
71.03 |
71.85 |
70.75 |
71.64 |
+0.84 |
2,754 |
27,137 |
+27,137 |
| Oct10 |
100202 |
70.49 |
70.59 |
70.49 |
70.59 |
+0.47 |
4 |
178 |
+178 |
| Dec10 |
100202 |
70.49 |
71.00 |
70.11 |
70.96 |
+0.77 |
1,005 |
21,004 |
+21,004 |
| Mar11 |
100202 |
73.40 |
73.75 |
73.00 |
73.75 |
+0.79 |
9 |
325 |
+325 |
| Total Volume and Open Interest |
21,322 |
171,178 |
+1,474 |
| Lumber(CME) |
| Mar10 |
100202 |
261.9 |
268.2 |
258.1 |
261.0 |
+2.5 |
1,328 |
5,168 |
+5,168 |
| May10 |
100202 |
278.1 |
284.0 |
276.2 |
283.0 |
+4.3 |
730 |
3,688 |
+3,688 |
| Jul10 |
100202 |
278.9 |
283.9 |
278.4 |
282.0 |
-1.6 |
81 |
910 |
+910 |
| Sep10 |
100202 |
279.8 |
280.8 |
278.0 |
280.5 |
unch |
5 |
410 |
+410 |
| Total Volume and Open Interest |
2,145 |
10,187 |
+260 |
| Crude Oil(NYM) |
| Mar10 |
100202 |
74.94 |
77.41 |
74.40 |
77.23 |
+2.80 |
335,270 |
342,928 |
+342,928 |
| Apr10 |
100202 |
75.47 |
77.88 |
74.88 |
77.72 |
+2.81 |
66,262 |
132,990 |
+132,990 |
| May10 |
100202 |
76.11 |
78.50 |
75.50 |
78.34 |
+2.82 |
31,517 |
89,284 |
+89,284 |
| Jun10 |
100202 |
76.63 |
79.04 |
76.12 |
78.91 |
+2.80 |
28,900 |
125,645 |
+125,645 |
| Jul10 |
100202 |
77.53 |
79.51 |
76.69 |
79.44 |
+2.78 |
8,812 |
43,232 |
+43,232 |
| Aug10 |
100202 |
77.44 |
79.95 |
77.31 |
79.93 |
+2.76 |
4,962 |
19,215 |
+19,215 |
| Sep10 |
100202 |
78.30 |
80.37 |
78.10 |
80.37 |
+2.73 |
3,352 |
29,255 |
+29,255 |
| Oct10 |
100202 |
79.58 |
80.88 |
79.37 |
80.81 |
+2.71 |
3,089 |
19,953 |
+19,953 |
| Nov10 |
100202 |
80.67 |
81.25 |
80.67 |
81.25 |
+2.67 |
3,086 |
25,214 |
+25,214 |
| Dec10 |
100202 |
79.60 |
81.79 |
78.99 |
81.70 |
+2.63 |
24,596 |
186,269 |
+186,269 |
| Jan11 |
100202 |
81.94 |
82.05 |
81.94 |
82.05 |
+2.61 |
1,530 |
20,798 |
+20,798 |
| Feb11 |
100202 |
82.38 |
82.38 |
82.38 |
82.38 |
+2.59 |
1,624 |
13,604 |
+13,604 |
| Mar11 |
100202 |
82.69 |
82.69 |
82.69 |
82.69 |
+2.57 |
1,358 |
8,388 |
+8,388 |
| Apr11 |
100202 |
82.98 |
82.98 |
82.98 |
82.98 |
+2.55 |
231 |
10,404 |
+10,404 |
| May11 |
100202 |
83.21 |
83.21 |
83.21 |
83.21 |
+2.52 |
233 |
3,867 |
+3,867 |
| Jun11 |
100202 |
81.62 |
83.49 |
81.62 |
83.40 |
+2.47 |
402 |
22,389 |
+22,389 |
| Total Volume and Open Interest |
530,099 |
1,319,629 |
+4,004 |
| e-miNY Crude Oil(NYM) |
| Feb10 |
100119 |
77.825 |
79.075 |
76.775 |
79.025 |
+1.025 |
6,744 |
2,926 |
-836 |
| Mar10 |
100129 |
73.800 |
74.800 |
72.425 |
72.900 |
-0.750 |
10,453 |
5,545 |
+5 |
| Apr10 |
100202 |
75.450 |
77.850 |
74.925 |
77.725 |
+2.825 |
421 |
756 |
+756 |
| May10 |
100202 |
76.175 |
78.425 |
75.650 |
78.350 |
+2.825 |
44 |
163 |
+163 |
| Jun10 |
100202 |
76.750 |
78.900 |
76.100 |
78.900 |
+2.800 |
7 |
99 |
+99 |
| Jul10 |
100202 |
79.450 |
79.450 |
79.450 |
79.450 |
+2.800 |
0 |
13 |
+13 |
| Aug10 |
100202 |
79.525 |
79.925 |
79.525 |
79.925 |
+2.750 |
1 |
3 |
+3 |
| Sep10 |
100202 |
80.375 |
80.375 |
80.375 |
80.375 |
+2.725 |
0 |
1 |
+1 |
| Oct10 |
100202 |
80.800 |
80.800 |
80.800 |
80.800 |
+2.700 |
1 |
3 |
+3 |
| Nov10 |
100202 |
79.000 |
81.250 |
79.000 |
81.250 |
+2.675 |
1 |
2 |
+2 |
| Total Volume and Open Interest |
12,042 |
7,290 |
+733 |
| Heating Oil(NYM) |
| Mar10 |
100202 |
196.95 |
203.76 |
195.23 |
203.17 |
+7.68 |
45,017 |
99,204 |
+99,204 |
| Apr10 |
100202 |
196.57 |
204.30 |
196.16 |
203.79 |
+7.74 |
10,290 |
38,678 |
+38,678 |
| May10 |
100202 |
197.00 |
204.97 |
196.82 |
204.41 |
+7.72 |
6,078 |
27,370 |
+27,370 |
| Jun10 |
100202 |
199.28 |
205.95 |
197.53 |
205.38 |
+7.66 |
4,965 |
39,086 |
+39,086 |
| Jul10 |
100202 |
200.52 |
207.60 |
200.52 |
207.10 |
+7.52 |
903 |
13,396 |
+13,396 |
| Aug10 |
100202 |
203.15 |
209.34 |
203.15 |
208.99 |
+7.37 |
323 |
7,203 |
+7,203 |
| Sep10 |
100202 |
205.11 |
211.74 |
205.08 |
211.24 |
+7.34 |
393 |
9,445 |
+9,445 |
| Oct10 |
100202 |
208.71 |
213.71 |
208.51 |
213.71 |
+7.31 |
348 |
9,155 |
+9,155 |
| Nov10 |
100202 |
211.09 |
216.09 |
210.83 |
216.09 |
+7.26 |
302 |
6,420 |
+6,420 |
| Dec10 |
100202 |
211.26 |
218.53 |
211.26 |
218.47 |
+7.21 |
908 |
21,103 |
+21,103 |
| Jan11 |
100202 |
215.01 |
220.84 |
214.69 |
220.84 |
+7.20 |
313 |
10,588 |
+10,588 |
| Feb11 |
100202 |
218.21 |
222.19 |
218.21 |
222.19 |
+7.13 |
284 |
4,191 |
+4,191 |
| Total Volume and Open Interest |
70,500 |
304,097 |
-6,789 |
| Gasoline(NYMEX) |
| Mar10 |
100202 |
194.75 |
202.50 |
193.16 |
201.79 |
+8.58 |
48,875 |
89,131 |
+89,131 |
| Apr10 |
100202 |
206.00 |
213.02 |
204.70 |
212.63 |
+7.98 |
20,643 |
40,111 |
+40,111 |
| May10 |
100202 |
207.14 |
214.08 |
206.63 |
213.72 |
+7.79 |
6,787 |
26,926 |
+26,926 |
| Jun10 |
100202 |
207.54 |
214.42 |
206.52 |
214.13 |
+7.61 |
3,290 |
22,404 |
+22,404 |
| Jul10 |
100202 |
207.82 |
214.00 |
207.82 |
213.81 |
+7.50 |
2,120 |
13,571 |
+13,571 |
| Aug10 |
100202 |
206.86 |
213.09 |
206.86 |
213.09 |
+7.38 |
787 |
8,345 |
+8,345 |
| Sep10 |
100202 |
207.24 |
212.17 |
207.24 |
212.17 |
+7.25 |
814 |
12,403 |
+12,403 |
| Oct10 |
100202 |
197.60 |
202.42 |
197.60 |
202.42 |
+7.12 |
301 |
4,964 |
+4,964 |
| Nov10 |
100202 |
197.25 |
201.88 |
197.25 |
201.88 |
+6.91 |
381 |
11,108 |
+11,108 |
| Dec10 |
100202 |
195.64 |
202.45 |
195.61 |
202.45 |
+6.84 |
490 |
9,238 |
+9,238 |
| Total Volume and Open Interest |
84,566 |
245,080 |
-4,926 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100202 |
201.80 |
201.80 |
201.79 |
201.80 |
+8.60 |
1 |
7 |
+7 |
| Apr10 |
100202 |
212.60 |
212.63 |
212.60 |
212.60 |
+7.90 |
|
|
|
| May10 |
100202 |
213.70 |
213.72 |
213.70 |
213.70 |
+7.80 |
|
|
|
| Jun10 |
100202 |
214.10 |
214.13 |
214.10 |
214.10 |
+7.60 |
|
|
|
| Total Volume and Open Interest |
1 |
7 |
+1 |
| Natural Gas(NYM) |
| Mar10 |
100202 |
5.436 |
5.538 |
5.378 |
5.454 |
+0.020 |
79,679 |
215,687 |
+215,687 |
| Apr10 |
100202 |
5.405 |
5.505 |
5.357 |
5.432 |
+0.027 |
25,506 |
97,069 |
+97,069 |
| May10 |
100202 |
5.445 |
5.547 |
5.408 |
5.483 |
+0.033 |
14,632 |
77,163 |
+77,163 |
| Jun10 |
100202 |
5.550 |
5.611 |
5.480 |
5.552 |
+0.035 |
6,159 |
25,032 |
+25,032 |
| Jul10 |
100202 |
5.585 |
5.670 |
5.555 |
5.626 |
+0.035 |
3,220 |
25,141 |
+25,141 |
| Aug10 |
100202 |
5.703 |
5.731 |
5.627 |
5.688 |
+0.032 |
1,849 |
34,970 |
+34,970 |
| Sep10 |
100202 |
5.700 |
5.770 |
5.660 |
5.721 |
+0.032 |
1,550 |
23,032 |
+23,032 |
| Oct10 |
100202 |
5.805 |
5.877 |
5.768 |
5.829 |
+0.034 |
6,878 |
50,964 |
+50,964 |
| Nov10 |
100202 |
6.100 |
6.167 |
6.095 |
6.139 |
+0.029 |
1,651 |
12,531 |
+12,531 |
| Dec10 |
100202 |
6.440 |
6.522 |
6.440 |
6.476 |
+0.026 |
2,423 |
23,048 |
+23,048 |
| Jan11 |
100202 |
6.700 |
6.750 |
6.659 |
6.704 |
+0.024 |
4,234 |
30,070 |
+30,070 |
| Feb11 |
100202 |
6.668 |
6.690 |
6.625 |
6.669 |
+0.024 |
437 |
9,898 |
+9,898 |
| Mar11 |
100202 |
6.472 |
6.500 |
6.445 |
6.479 |
+0.024 |
2,162 |
22,344 |
+22,344 |
| Apr11 |
100202 |
6.031 |
6.068 |
5.995 |
6.032 |
+0.037 |
1,032 |
22,522 |
+22,522 |
| May11 |
100202 |
5.990 |
6.007 |
5.980 |
6.007 |
+0.037 |
43 |
9,814 |
+9,814 |
| Jun11 |
100202 |
6.040 |
6.052 |
6.030 |
6.052 |
+0.032 |
20 |
4,325 |
+4,325 |
| Total Volume and Open Interest |
151,967 |
776,283 |
+5,040 |
| Brent Crude Oil(ICE) |
| Mar10 |
100202 |
73.60 |
76.17 |
73.00 |
76.06 |
+2.95 |
147,501 |
177,555 |
+177,555 |
| Apr10 |
100202 |
74.26 |
76.73 |
73.60 |
76.62 |
+2.91 |
62,977 |
143,747 |
+143,747 |
| May10 |
100202 |
75.70 |
77.36 |
74.27 |
77.27 |
+2.89 |
28,333 |
84,377 |
+84,377 |
| Jun10 |
100202 |
75.51 |
78.01 |
75.02 |
77.93 |
+2.87 |
22,535 |
79,425 |
+79,425 |
| Jul10 |
100202 |
75.80 |
78.60 |
75.69 |
78.52 |
+2.84 |
8,192 |
26,436 |
+26,436 |
| Aug10 |
100202 |
76.26 |
79.13 |
76.26 |
79.05 |
+2.82 |
5,263 |
18,587 |
+18,587 |
| Sep10 |
100202 |
76.88 |
79.62 |
76.83 |
79.54 |
+2.79 |
4,367 |
13,888 |
+13,888 |
| Oct10 |
100202 |
77.24 |
80.08 |
77.24 |
79.99 |
+2.76 |
3,792 |
14,803 |
+14,803 |
| Nov10 |
100202 |
77.72 |
80.53 |
77.72 |
80.43 |
+2.72 |
3,295 |
12,866 |
+12,866 |
| Dec10 |
100202 |
78.21 |
81.00 |
78.21 |
80.90 |
+2.69 |
10,696 |
77,219 |
+77,219 |
| Jan11 |
100202 |
81.34 |
81.34 |
81.34 |
81.34 |
+2.67 |
861 |
11,117 |
+11,117 |
| Feb11 |
100202 |
81.76 |
81.76 |
81.76 |
81.76 |
+2.65 |
415 |
5,441 |
+5,441 |
| Mar11 |
100202 |
82.15 |
82.15 |
82.15 |
82.15 |
+2.63 |
453 |
4,900 |
+4,900 |
| Apr11 |
100202 |
82.52 |
82.52 |
82.52 |
82.52 |
+2.60 |
306 |
2,496 |
+2,496 |
| Total Volume and Open Interest |
304,018 |
776,550 |
+438 |
| Gas Oil(ICE) |
| Feb10 |
100202 |
592.75 |
616.25 |
588.50 |
602.25 |
+15.75 |
39,143 |
89,795 |
+89,795 |
| Mar10 |
100202 |
600.00 |
622.75 |
595.50 |
609.00 |
+15.50 |
57,450 |
138,052 |
+138,052 |
| Apr10 |
100202 |
602.75 |
629.00 |
602.25 |
615.25 |
+15.50 |
13,367 |
70,525 |
+70,525 |
| May10 |
100202 |
609.25 |
633.50 |
609.00 |
622.00 |
+15.75 |
5,065 |
39,302 |
+39,302 |
| Jun10 |
100202 |
616.50 |
641.50 |
616.00 |
628.25 |
+15.75 |
6,443 |
45,137 |
+45,137 |
| Jul10 |
100202 |
622.75 |
644.50 |
622.75 |
635.00 |
+16.25 |
2,343 |
23,764 |
+23,764 |
| Aug10 |
100202 |
634.00 |
650.75 |
634.00 |
641.25 |
+16.00 |
1,321 |
23,502 |
+23,502 |
| Sep10 |
100202 |
635.25 |
653.75 |
635.25 |
647.50 |
+16.00 |
1,151 |
23,231 |
+23,231 |
| Oct10 |
100202 |
641.00 |
662.75 |
641.00 |
653.25 |
+16.00 |
1,070 |
13,021 |
+13,021 |
| Nov10 |
100202 |
645.50 |
663.75 |
645.50 |
658.00 |
+16.25 |
891 |
13,110 |
+13,110 |
| Total Volume and Open Interest |
136,800 |
625,930 |
+1,010 |
| Ethanol(CBOT) |
| Feb10 |
100202 |
1.810 |
1.818 |
1.810 |
1.817 |
+0.024 |
86 |
302 |
+302 |
| Mar10 |
100202 |
1.804 |
1.810 |
1.804 |
1.808 |
+0.026 |
187 |
860 |
+860 |
| Apr10 |
100202 |
1.796 |
1.805 |
1.795 |
1.804 |
+0.024 |
154 |
1,429 |
+1,429 |
| May10 |
100202 |
1.795 |
1.800 |
1.790 |
1.800 |
+0.021 |
33 |
597 |
+597 |
| Jun10 |
100202 |
1.790 |
1.802 |
1.790 |
1.800 |
+0.024 |
45 |
462 |
+462 |
| Jul10 |
100202 |
1.790 |
1.794 |
1.780 |
1.793 |
+0.020 |
20 |
814 |
+814 |
| Aug10 |
100202 |
1.775 |
1.781 |
1.770 |
1.774 |
+0.022 |
17 |
556 |
+556 |
| Sep10 |
100202 |
1.770 |
1.770 |
1.766 |
1.766 |
+0.028 |
18 |
523 |
+523 |
| Total Volume and Open Interest |
636 |
7,186 |
+99 |
| US Dollar Index(ICE) |
| Mar10 |
100202 |
79.410 |
79.580 |
79.135 |
79.180 |
-0.240 |
23,437 |
58,691 |
+58,691 |
| Jun10 |
100202 |
79.765 |
79.765 |
79.485 |
79.490 |
-0.240 |
24 |
4,936 |
+4,936 |
| Sep10 |
100202 |
79.960 |
79.960 |
79.960 |
79.960 |
-0.040 |
0 |
1 |
+1 |
| Total Volume and Open Interest |
23,461 |
63,629 |
+3,540 |
| Australian Dollar(CME) |
| Mar10 |
100202 |
88.85 |
88.88 |
87.44 |
88.17 |
-0.53 |
142,139 |
98,525 |
+98,525 |
| Jun10 |
100202 |
87.82 |
87.96 |
86.61 |
87.31 |
-0.50 |
490 |
4,458 |
+4,458 |
| Sep10 |
100202 |
86.50 |
86.88 |
86.43 |
86.43 |
-0.45 |
1 |
19 |
+19 |
| Total Volume and Open Interest |
142,631 |
103,007 |
-3,297 |
| British Pound(CME) |
| Mar10 |
100202 |
159.59 |
159.92 |
158.99 |
159.70 |
+0.21 |
147,214 |
88,256 |
+88,256 |
| Jun10 |
100202 |
159.34 |
159.68 |
159.01 |
159.59 |
+0.21 |
371 |
575 |
+575 |
| Sep10 |
100202 |
159.48 |
159.48 |
159.09 |
159.48 |
+0.22 |
0 |
79 |
+79 |
| Total Volume and Open Interest |
147,585 |
88,913 |
+6,377 |
| Canadian Dollar(CME) |
| Mar10 |
100202 |
94.25 |
94.64 |
93.96 |
94.38 |
+0.35 |
84,803 |
80,516 |
+80,516 |
| Jun10 |
100202 |
94.22 |
94.64 |
93.97 |
94.37 |
+0.35 |
304 |
2,324 |
+2,324 |
| Sep10 |
100202 |
94.35 |
94.50 |
94.00 |
94.35 |
+0.35 |
66 |
733 |
+733 |
| Dec10 |
100202 |
94.20 |
94.45 |
93.94 |
94.29 |
+0.35 |
41 |
629 |
+629 |
| Total Volume and Open Interest |
85,215 |
84,269 |
+380 |
| Japanese Yen(CME) |
| Mar10 |
100202 |
110.28 |
110.80 |
110.01 |
110.68 |
+0.34 |
155,952 |
116,638 |
+116,638 |
| Jun10 |
100202 |
110.18 |
110.76 |
110.09 |
110.74 |
+0.34 |
93 |
597 |
+597 |
| Sep10 |
100202 |
110.83 |
110.83 |
110.49 |
110.83 |
+0.34 |
0 |
204 |
+204 |
| Total Volume and Open Interest |
156,045 |
117,463 |
-59 |
| Swiss Franc(CME) |
| Mar10 |
100202 |
94.70 |
94.89 |
94.29 |
94.81 |
+0.26 |
71,688 |
36,463 |
+36,463 |
| Jun10 |
100202 |
94.67 |
94.93 |
94.37 |
94.87 |
+0.26 |
150 |
215 |
+215 |
| Sep10 |
100202 |
94.94 |
94.94 |
94.68 |
94.94 |
+0.26 |
0 |
8 |
+8 |
| Total Volume and Open Interest |
71,838 |
36,688 |
+330 |
| EuroFX(CME) |
| Mar10 |
100202 |
139.32 |
139.74 |
138.84 |
139.63 |
+0.43 |
356,293 |
187,156 |
+187,156 |
| Jun10 |
100202 |
139.10 |
139.68 |
138.82 |
139.59 |
+0.43 |
517 |
1,396 |
+1,396 |
| Sep10 |
100202 |
139.12 |
139.48 |
138.76 |
139.48 |
+0.43 |
15 |
669 |
+669 |
| Total Volume and Open Interest |
356,835 |
189,248 |
+1,018 |
| Mexican Peso(CME) |
| Feb10 |
100202 |
776.2 |
776.2 |
775.5 |
776.2 |
+0.8 |
0 |
2 |
+2 |
| Mar10 |
100202 |
773.0 |
775.5 |
768.8 |
773.2 |
+0.8 |
27,317 |
92,307 |
+92,307 |
| Total Volume and Open Interest |
27,320 |
94,059 |
-1,571 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100202 |
118~060 |
118~140 |
117~290 |
118~050 |
unch |
|
|
|
| Jun10 |
100202 |
116~190 |
116~290 |
116~160 |
116~290 |
+0~080 |
2,415 |
5,267 |
+5,267 |
| Sep10 |
100202 |
115~200 |
115~200 |
115~120 |
115~200 |
+0~080 |
2 |
5 |
+5 |
| Total Volume and Open Interest |
319,608 |
659,186 |
+6,946 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100202 |
117~275 |
118~015 |
117~210 |
118~005 |
+0~050 |
1,211,739 |
1,415,293 |
+1,415,293 |
| Jun10 |
100202 |
116~090 |
116~175 |
116~050 |
116~170 |
+0~060 |
5,611 |
13,005 |
+13,005 |
| Sep10 |
100202 |
115~015 |
115~015 |
114~265 |
115~015 |
+0~070 |
4 |
4 |
+4 |
| Total Volume and Open Interest |
1,217,354 |
1,428,302 |
+46,271 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100202 |
116~052 |
116~052 |
116~052 |
116~052 |
+0~011 |
|
|
|
| Jun10 |
100202 |
115~021 |
115~021 |
115~009 |
115~021 |
+0~012 |
3,358 |
3,863 |
+3,863 |
| Sep10 |
100202 |
113~119 |
113~119 |
113~105 |
113~119 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
503,021 |
892,998 |
+2,966 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100202 |
108~121 |
108~121 |
108~121 |
108~121 |
-0~004 |
|
|
|
| Jun10 |
100202 |
108~050 |
108~050 |
108~048 |
108~050 |
+0~002 |
2,947 |
19,279 |
+19,279 |
| Sep10 |
100202 |
107~107 |
107~107 |
107~105 |
107~107 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
321,628 |
959,730 |
+27,316 |
| Eurodollars(CME) |
| Mar10 |
100202 |
99.710 |
99.715 |
99.705 |
99.710 |
unch |
135,456 |
1,215,435 |
+1,215,435 |
| Jun10 |
100202 |
99.600 |
99.605 |
99.580 |
99.590 |
-0.005 |
221,558 |
1,099,547 |
+1,099,547 |
| Sep10 |
100202 |
99.330 |
99.350 |
99.310 |
99.330 |
unch |
228,392 |
938,128 |
+938,128 |
| Dec10 |
100202 |
98.975 |
99.010 |
98.950 |
98.990 |
+0.010 |
316,404 |
878,967 |
+878,967 |
| Mar11 |
100202 |
98.605 |
98.640 |
98.565 |
98.615 |
+0.015 |
327,394 |
582,029 |
+582,029 |
| Jun11 |
100202 |
98.220 |
98.265 |
98.190 |
98.245 |
+0.020 |
253,742 |
707,140 |
+707,140 |
| Sep11 |
100202 |
97.860 |
97.910 |
97.830 |
97.895 |
+0.025 |
191,327 |
537,643 |
+537,643 |
| Dec11 |
100202 |
97.535 |
97.575 |
97.500 |
97.560 |
+0.025 |
163,936 |
344,373 |
+344,373 |
| Mar12 |
100202 |
97.245 |
97.285 |
97.210 |
97.270 |
+0.025 |
73,370 |
252,445 |
+252,445 |
| Jun12 |
100202 |
96.950 |
96.995 |
96.920 |
96.980 |
+0.025 |
61,304 |
217,298 |
+217,298 |
| Sep12 |
100202 |
96.685 |
96.730 |
96.660 |
96.715 |
+0.025 |
49,418 |
125,985 |
+125,985 |
| Dec12 |
100202 |
96.425 |
96.470 |
96.405 |
96.455 |
+0.025 |
40,780 |
107,101 |
+107,101 |
| Mar13 |
100202 |
96.215 |
96.260 |
96.200 |
96.245 |
+0.020 |
17,232 |
75,680 |
+75,680 |
| Jun13 |
100202 |
96.030 |
96.060 |
96.010 |
96.050 |
+0.020 |
12,046 |
63,057 |
+63,057 |
| Sep13 |
100202 |
95.835 |
95.880 |
95.825 |
95.870 |
+0.020 |
8,560 |
49,870 |
+49,870 |
| Dec13 |
100202 |
95.670 |
95.695 |
95.640 |
95.690 |
+0.020 |
6,201 |
33,500 |
+33,500 |
| Mar14 |
100202 |
95.510 |
95.555 |
95.500 |
95.550 |
+0.020 |
3,864 |
35,151 |
+35,151 |
| Jun14 |
100202 |
95.370 |
95.420 |
95.360 |
95.410 |
+0.020 |
3,347 |
29,169 |
+29,169 |
| Total Volume and Open Interest |
2,130,214 |
7,480,818 |
-801 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100202 |
99.868 |
99.870 |
99.865 |
99.868 |
unch |
4,628 |
88,471 |
+88,471 |
| Mar10 |
100202 |
99.855 |
99.860 |
99.850 |
99.855 |
unch |
7,326 |
59,989 |
+59,989 |
| Apr10 |
100202 |
99.840 |
99.840 |
99.830 |
99.840 |
unch |
6,154 |
70,518 |
+70,518 |
| May10 |
100202 |
99.815 |
99.820 |
99.815 |
99.820 |
unch |
7,596 |
62,719 |
+62,719 |
| Jun10 |
100202 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
8,953 |
52,467 |
+52,467 |
| Jul10 |
100202 |
99.770 |
99.770 |
99.760 |
99.770 |
unch |
10,305 |
50,410 |
+50,410 |
| Total Volume and Open Interest |
64,628 |
523,241 |
-60,722 |
| 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 |
100202 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
0 |
1,263 |
+1,263 |
| Jun10 |
100202 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
80 |
+80 |
| Sep10 |
100202 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
230 |
+230 |
| Dec10 |
100202 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
242 |
+242 |
| Mar11 |
100202 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
|
|
|
| Jun11 |
100202 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Sep11 |
100202 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Dec11 |
100202 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
| Mar12 |
100202 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.005 |
|
|
|
| Jun12 |
100202 |
99.535 |
99.535 |
99.535 |
99.535 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
1,815 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100202 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
200 |
4,556 |
+4,556 |
| Jun10 |
100202 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
25 |
1,592 |
+1,592 |
| Sep10 |
100202 |
99.64 |
99.64 |
99.64 |
99.64 |
0.00 |
0 |
1,921 |
+1,921 |
| Dec10 |
100202 |
99.64 |
99.64 |
99.62 |
99.62 |
0.00 |
0 |
1,431 |
+1,431 |
| Mar11 |
100202 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
0 |
664 |
+664 |
| Jun11 |
100202 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
0 |
52 |
+52 |
| Sep11 |
100202 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.01 |
0 |
51 |
+51 |
| Dec11 |
100202 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
0 |
102 |
+102 |
| Total Volume and Open Interest |
225 |
11,740 |
-195 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100202 |
139.33 |
139.34 |
139.03 |
139.15 |
-0.26 |
3,394 |
16,159 |
+16,159 |
| Jun10 |
100202 |
139.07 |
139.07 |
139.07 |
139.07 |
-0.26 |
|
|
|
| Sep10 |
100202 |
139.07 |
139.07 |
139.07 |
139.07 |
-0.26 |
|
|
|
| Total Volume and Open Interest |
3,394 |
16,159 |
-449 |
| Euro-Bund(EUREX) |
| Mar10 |
100202 |
123.48 |
123.58 |
123.18 |
123.47 |
-0.04 |
923,100 |
935,146 |
+935,146 |
| Jun10 |
100202 |
121.79 |
122.06 |
121.78 |
121.99 |
-0.05 |
109 |
1,155 |
+1,155 |
| Sep10 |
100202 |
121.67 |
121.67 |
121.67 |
121.67 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
923,209 |
936,301 |
+49,435 |
| Euro-Bobl(EUREX) |
| Mar10 |
100129 |
117.31 |
117.44 |
117.00 |
117.26 |
+0.04 |
601,196 |
742,539 |
+5,635 |
| Jun10 |
100202 |
115.87 |
115.90 |
115.76 |
115.81 |
-0.04 |
84 |
774 |
+774 |
| Sep10 |
100202 |
115.57 |
115.57 |
115.57 |
115.57 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
503,154 |
748,047 |
+4,780 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100202 |
99.300 |
99.310 |
99.300 |
99.305 |
+0.005 |
254 |
14,766 |
+14,766 |
| Jun10 |
100202 |
99.025 |
99.035 |
99.025 |
99.035 |
+0.005 |
108 |
7,346 |
+7,346 |
| Sep10 |
100202 |
98.760 |
98.760 |
98.760 |
98.760 |
unch |
83 |
2,414 |
+2,414 |
| Total Volume and Open Interest |
547 |
28,223 |
-210 |
| Long Gilt(LIFFE) |
| Mar10 |
100202 |
115~17 |
115~29 |
115~17 |
115~22 |
-0~04 |
84,268 |
249,103 |
+249,103 |
| Jun10 |
100202 |
114~08 |
114~08 |
114~08 |
114~08 |
-0~04 |
|
|
|
| Total Volume and Open Interest |
84,268 |
249,103 |
-1,228 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100202 |
99.35 |
99.37 |
99.35 |
99.36 |
unch |
34,565 |
304,699 |
+304,699 |
| Jun10 |
100202 |
99.19 |
99.22 |
99.19 |
99.21 |
+0.01 |
42,890 |
346,148 |
+346,148 |
| Sep10 |
100202 |
98.91 |
98.94 |
98.89 |
98.92 |
+0.01 |
44,524 |
331,581 |
+331,581 |
| Dec10 |
100202 |
98.51 |
98.54 |
98.48 |
98.52 |
+0.01 |
50,077 |
355,376 |
+355,376 |
| Mar11 |
100202 |
98.09 |
98.12 |
98.06 |
98.10 |
unch |
63,296 |
315,365 |
+315,365 |
| Jun11 |
100202 |
97.69 |
97.71 |
97.65 |
97.69 |
-0.01 |
47,722 |
183,291 |
+183,291 |
| Total Volume and Open Interest |
369,960 |
2,229,024 |
+1,057 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100202 |
99.300 |
99.310 |
99.295 |
99.305 |
+0.005 |
91,412 |
727,492 |
+727,492 |
| Jun10 |
100202 |
99.030 |
99.050 |
99.020 |
99.035 |
+0.005 |
184,550 |
826,281 |
+826,281 |
| Sep10 |
100202 |
98.760 |
98.775 |
98.740 |
98.760 |
unch |
177,831 |
596,344 |
+596,344 |
| Total Volume and Open Interest |
958,736 |
3,784,753 |
+33,009 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100202 |
95.60 |
95.84 |
95.56 |
95.83 |
+0.22 |
31,971 |
293,932 |
+293,932 |
| Jun10 |
100202 |
95.36 |
95.63 |
95.34 |
95.61 |
+0.23 |
39,887 |
212,138 |
+212,138 |
| Sep10 |
100202 |
95.16 |
95.44 |
95.13 |
95.38 |
+0.21 |
16,134 |
112,255 |
+112,255 |
| Dec10 |
100202 |
94.98 |
95.26 |
94.94 |
95.18 |
+0.19 |
7,924 |
88,306 |
+88,306 |
| Mar11 |
100202 |
94.82 |
95.08 |
94.78 |
94.99 |
+0.17 |
3,136 |
35,518 |
+35,518 |
| Jun11 |
100202 |
94.63 |
94.91 |
94.63 |
94.83 |
+0.16 |
2,047 |
25,788 |
+25,788 |
| Sep11 |
100202 |
94.55 |
94.77 |
94.53 |
94.71 |
+0.15 |
855 |
16,392 |
+16,392 |
| Dec11 |
100202 |
94.44 |
94.67 |
94.43 |
94.62 |
+0.16 |
380 |
8,873 |
+8,873 |
| Mar12 |
100202 |
94.54 |
94.54 |
94.54 |
94.54 |
+0.14 |
0 |
3,326 |
+3,326 |
| Jun12 |
100202 |
94.50 |
94.50 |
94.50 |
94.50 |
+0.13 |
0 |
1,205 |
+1,205 |
| Total Volume and Open Interest |
102,334 |
798,846 |
+8,274 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100202 |
94.54 |
94.56 |
94.44 |
94.49 |
-0.07 |
38,857 |
352,610 |
+352,610 |
| Jun10 |
100202 |
94.49 |
94.49 |
94.49 |
94.49 |
-0.07 |
|
|
|
| Total Volume and Open Interest |
38,857 |
352,610 |
+4,666 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100202 |
95.15 |
95.33 |
95.10 |
95.27 |
+0.10 |
139,144 |
705,654 |
+705,654 |
| Jun10 |
100202 |
95.27 |
95.27 |
95.27 |
95.27 |
+0.10 |
|
|
|
| Total Volume and Open Interest |
139,144 |
705,654 |
+21,401 |
| Gold(CMX) |
| Feb10 |
100202 |
1106.8 |
1118.5 |
1100.2 |
1117.4 |
+13.1 |
11,456 |
6,068 |
+6,068 |
| Apr10 |
100202 |
1107.3 |
1119.9 |
1099.5 |
1118.0 |
+13.0 |
182,586 |
302,336 |
+302,336 |
| Jun10 |
100202 |
1108.5 |
1120.7 |
1101.0 |
1119.0 |
+13.0 |
1,523 |
53,984 |
+53,984 |
| Aug10 |
100202 |
1109.0 |
1120.0 |
1102.1 |
1119.9 |
+13.0 |
331 |
22,244 |
+22,244 |
| Oct10 |
100202 |
1107.7 |
1120.8 |
1104.7 |
1120.8 |
+13.0 |
1,165 |
7,229 |
+7,229 |
| Dec10 |
100202 |
1109.5 |
1122.8 |
1103.3 |
1121.9 |
+13.1 |
3,243 |
33,638 |
+33,638 |
| Feb11 |
100202 |
1123.5 |
1123.5 |
1123.5 |
1123.5 |
+13.1 |
1,036 |
7,383 |
+7,383 |
| Apr11 |
100202 |
1125.0 |
1125.5 |
1125.0 |
1125.5 |
+13.1 |
235 |
3,765 |
+3,765 |
| Jun11 |
100202 |
472.6 |
472.6 |
472.6 |
472.6 |
+13.0 |
715 |
5,903 |
+5,903 |
| Aug11 |
100202 |
1131.0 |
1131.0 |
1131.0 |
1131.0 |
+13.0 |
4 |
1,486 |
+1,486 |
| Oct11 |
100202 |
1134.6 |
1134.6 |
1134.6 |
1134.6 |
+13.0 |
0 |
1,360 |
+1,360 |
| Dec11 |
100202 |
1140.0 |
1140.0 |
1138.5 |
1138.5 |
+13.1 |
243 |
11,465 |
+11,465 |
| Total Volume and Open Interest |
204,658 |
478,471 |
+110 |
| Silver(CMX) |
| Mar10 |
100202 |
1669.5 |
1681.0 |
1655.5 |
1674.3 |
+8.3 |
34,638 |
66,831 |
+66,831 |
| May10 |
100202 |
1667.5 |
1681.5 |
1660.5 |
1676.6 |
+8.4 |
1,289 |
17,919 |
+17,919 |
| Jul10 |
100202 |
1672.0 |
1682.0 |
1661.0 |
1678.6 |
+8.5 |
688 |
10,814 |
+10,814 |
| Sep10 |
100202 |
1673.0 |
1680.3 |
1665.0 |
1680.3 |
+8.5 |
22 |
3,049 |
+3,049 |
| Dec10 |
100202 |
1685.0 |
1687.0 |
1669.0 |
1682.8 |
+8.5 |
208 |
11,086 |
+11,086 |
| Mar11 |
100202 |
1685.3 |
1685.3 |
1685.3 |
1685.3 |
+8.5 |
21 |
832 |
+832 |
| May11 |
100202 |
1687.1 |
1687.1 |
1687.1 |
1687.1 |
+8.5 |
22 |
1,725 |
+1,725 |
| Total Volume and Open Interest |
37,091 |
123,393 |
+1,249 |
| Platinum(NYMEX) |
| Apr10 |
100202 |
1550.0 |
1584.5 |
1534.5 |
1578.8 |
+39.5 |
4,197 |
32,713 |
+32,713 |
| Jul10 |
100202 |
1546.2 |
1579.3 |
1546.2 |
1577.7 |
+38.9 |
10 |
1,525 |
+1,525 |
| Oct10 |
100202 |
1577.7 |
1577.7 |
1577.7 |
1577.7 |
+38.9 |
4 |
29 |
+29 |
| Jan11 |
100202 |
1568.8 |
1568.8 |
1568.8 |
1568.8 |
+39.5 |
0 |
205 |
+205 |
| Total Volume and Open Interest |
4,213 |
34,509 |
-100 |
| Palladium(NYMEX) |
| Mar10 |
100202 |
428.55 |
445.00 |
426.00 |
444.75 |
+16.20 |
1,937 |
21,731 |
+21,731 |
| Jun10 |
100202 |
428.95 |
445.55 |
428.25 |
445.20 |
+16.35 |
137 |
1,306 |
+1,306 |
| Sep10 |
100202 |
446.25 |
446.25 |
446.25 |
446.25 |
+16.35 |
0 |
17 |
+17 |
| Total Volume and Open Interest |
2,074 |
23,070 |
+92 |
| Copper(CMX) |
| Mar10 |
100202 |
310.90 |
312.45 |
305.30 |
308.95 |
+0.60 |
42,980 |
85,263 |
+85,263 |
| May10 |
100202 |
311.30 |
313.85 |
307.00 |
310.40 |
+0.55 |
4,261 |
26,307 |
+26,307 |
| Jul10 |
100202 |
313.00 |
313.10 |
308.00 |
311.30 |
+0.60 |
955 |
11,891 |
+11,891 |
| Sep10 |
100202 |
312.00 |
312.00 |
311.25 |
311.60 |
+0.60 |
120 |
5,039 |
+5,039 |
| Dec10 |
100202 |
310.55 |
311.40 |
310.55 |
311.30 |
+0.75 |
209 |
4,822 |
+4,822 |
| Total Volume and Open Interest |
49,335 |
137,169 |
+1,643 |
| DJIA Index(CBOT) |
| Mar10 |
100202 |
10139 |
10265 |
10105 |
10224 |
+87 |
554 |
13,642 |
+13,642 |
| Jun10 |
100202 |
10163 |
10163 |
10076 |
10163 |
+87 |
2 |
15 |
+15 |
| Sep10 |
100202 |
10104 |
10104 |
10017 |
10104 |
+87 |
|
|
|
| Dec10 |
100202 |
10054 |
10054 |
9967 |
10054 |
+87 |
|
|
|
| Total Volume and Open Interest |
556 |
13,657 |
+109 |
| S & P 500(CME) |
| Mar10 |
100202 |
1086.10 |
1101.50 |
1082.00 |
1097.20 |
+10.90 |
24,149 |
338,829 |
+338,829 |
| Jun10 |
100202 |
1091.20 |
1096.50 |
1080.50 |
1092.40 |
+10.90 |
1 |
5,295 |
+5,295 |
| Sep10 |
100202 |
1087.50 |
1091.60 |
1075.60 |
1087.50 |
+10.90 |
0 |
1,066 |
+1,066 |
| Dec10 |
100202 |
1083.30 |
1087.40 |
1071.40 |
1083.30 |
+10.90 |
0 |
10 |
+10 |
| Total Volume and Open Interest |
24,150 |
345,201 |
-3,960 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100202 |
1086.00 |
1101.50 |
1082.00 |
1097.25 |
+11.00 |
3,068,079 |
2,638,822 |
+2,638,822 |
| Jun10 |
100202 |
1081.25 |
1096.50 |
1077.75 |
1092.50 |
+11.00 |
1,720 |
14,065 |
+14,065 |
| Total Volume and Open Interest |
3,069,811 |
2,654,303 |
+25,280 |
| NASDAQ 100(CME) |
| Mar10 |
100202 |
1757.80 |
1779.00 |
1749.00 |
1769.00 |
+13.20 |
2,241 |
20,493 |
+20,493 |
| Jun10 |
100202 |
1766.50 |
1769.00 |
1755.00 |
1766.50 |
+13.20 |
0 |
625 |
+625 |
| Sep10 |
100202 |
1765.50 |
1765.50 |
1765.30 |
1765.50 |
+13.20 |
|
|
|
| Total Volume and Open Interest |
2,241 |
21,118 |
-223 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100202 |
1756.30 |
1778.00 |
1747.80 |
1769.00 |
+13.20 |
538,161 |
403,801 |
+403,801 |
| Jun10 |
100202 |
1751.30 |
1774.30 |
1746.00 |
1766.50 |
+13.20 |
563 |
5,041 |
+5,041 |
| Total Volume and Open Interest |
538,724 |
408,856 |
+3,209 |
| S & P Midcap 400(CME) |
| Mar10 |
100202 |
713.50 |
723.00 |
709.90 |
720.00 |
+8.70 |
616 |
2,310 |
+2,310 |
| Jun10 |
100202 |
717.80 |
717.80 |
717.60 |
717.80 |
+8.70 |
|
|
|
| Sep10 |
100202 |
715.80 |
715.80 |
715.60 |
715.80 |
+8.70 |
|
|
|
| Total Volume and Open Interest |
616 |
2,310 |
+310 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100202 |
10295 |
10525 |
10295 |
10450 |
+135 |
12,142 |
40,946 |
+40,946 |
| Jun10 |
100202 |
10450 |
10465 |
10450 |
10450 |
+135 |
|
|
|
| Total Volume and Open Interest |
12,142 |
40,946 |
-465 |
| Nikkei 225(SGX) |
| Mar10 |
100202 |
10220 |
10395 |
10205 |
10360 |
+160 |
121,026 |
185,872 |
+185,872 |
| Jun10 |
100202 |
10270 |
10320 |
10270 |
10300 |
+155 |
113 |
1,464 |
+1,464 |
| Sep10 |
100202 |
10305 |
10305 |
10305 |
10305 |
+155 |
0 |
55 |
+55 |
| Total Volume and Open Interest |
121,179 |
190,451 |
-3,873 |
| CAC 40(EURONEXT) |
| Feb10 |
100202 |
3752.0 |
3823.0 |
3736.5 |
3812.5 |
+49.0 |
159,290 |
356,730 |
+356,730 |
| Mar10 |
100202 |
3751.0 |
3823.0 |
3737.5 |
3813.0 |
+49.0 |
1,131 |
76,587 |
+76,587 |
| Apr10 |
100202 |
3790.0 |
3813.5 |
3790.0 |
3813.5 |
+49.0 |
1 |
44 |
+44 |
| Total Volume and Open Interest |
160,422 |
435,505 |
-4,443 |
| Hang Seng Index(HKFE) |
| Feb10 |
100202 |
20344 |
20496 |
20138 |
20164 |
+13 |
91,321 |
73,869 |
+73,869 |
| Mar10 |
100202 |
20288 |
20433 |
20086 |
20121 |
+41 |
1,118 |
6,816 |
+6,816 |
| Total Volume and Open Interest |
92,669 |
81,710 |
+2,645 |
| DAX(EUREX) |
| Mar10 |
100202 |
5642.0 |
5737.5 |
5625.5 |
5717.5 |
+59.5 |
191,262 |
152,956 |
+152,956 |
| Jun10 |
100202 |
5653.5 |
5745.0 |
5638.0 |
5726.5 |
+59.0 |
907 |
10,215 |
+10,215 |
| Sep10 |
100202 |
5656.0 |
5753.5 |
5656.0 |
5736.5 |
+59.0 |
184 |
807 |
+807 |
| Total Volume and Open Interest |
192,353 |
163,978 |
+6,262 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100202 |
5200.00 |
5268.50 |
5163.00 |
5237.50 |
+41.50 |
161,918 |
695,680 |
+695,680 |
| Jun10 |
100202 |
5175.00 |
5187.50 |
5170.50 |
5187.50 |
+41.50 |
10 |
2,498 |
+2,498 |
| Sep10 |
100202 |
5150.50 |
5150.50 |
5150.50 |
5150.50 |
+41.50 |
0 |
323 |
+323 |
| Total Volume and Open Interest |
161,928 |
699,092 |
-8,839 |
| SPI 200(SFE) |
| Mar10 |
100202 |
4513.0 |
4576.0 |
4510.0 |
4572.0 |
+63.0 |
41,692 |
213,511 |
+213,511 |
| Jun10 |
100202 |
4541.0 |
4593.0 |
4541.0 |
4593.0 |
+62.0 |
40 |
1,863 |
+1,863 |
| Sep10 |
100202 |
4568.0 |
4576.0 |
4568.0 |
4576.0 |
+45.0 |
0 |
2,038 |
+2,038 |
| Total Volume and Open Interest |
41,732 |
218,544 |
+7,342 |
| GSCI(CME) |
| Feb10 |
100202 |
496.00 |
508.00 |
496.00 |
507.00 |
+12.50 |
2,384 |
18,104 |
+18,104 |
| Mar10 |
100202 |
500.50 |
512.50 |
498.50 |
511.50 |
+12.50 |
4 |
0 |
+0 |
| Apr10 |
100202 |
504.00 |
515.75 |
500.50 |
515.75 |
+14.75 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
2,390 |
18,104 |
+785 |
| 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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