|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed February 03, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100203 |
926.50 |
934.00 |
908.00 |
908.00 |
-17.50 |
84,217 |
211,616 |
-3,300 |
| May10 |
100203 |
937.25 |
944.75 |
918.50 |
919.00 |
-17.50 |
44,230 |
90,731 |
+5,485 |
| Jul10 |
100203 |
946.25 |
954.00 |
928.25 |
928.50 |
-17.25 |
23,463 |
69,836 |
+875 |
| Aug10 |
100203 |
937.25 |
941.00 |
924.50 |
924.50 |
-16.50 |
358 |
2,582 |
+94 |
| Sep10 |
100203 |
926.75 |
927.50 |
912.00 |
912.50 |
-15.00 |
148 |
2,216 |
-11 |
| Nov10 |
100203 |
921.75 |
930.00 |
906.00 |
907.00 |
-14.50 |
11,664 |
86,263 |
+787 |
| Jan11 |
100203 |
931.00 |
931.75 |
915.75 |
916.00 |
-14.75 |
214 |
5,291 |
+58 |
| Total Volume and Open Interest |
164,743 |
475,912 |
+4,129 |
| Soybean Meal(CBOT) |
| Mar10 |
100203 |
273.60 |
276.90 |
268.00 |
268.90 |
-4.70 |
28,392 |
66,178 |
-2,659 |
| May10 |
100203 |
267.80 |
271.00 |
262.30 |
263.10 |
-4.80 |
12,710 |
43,833 |
+2,913 |
| Jul10 |
100203 |
267.50 |
270.50 |
262.00 |
262.80 |
-4.40 |
7,924 |
30,193 |
+836 |
| Aug10 |
100203 |
265.00 |
267.70 |
260.70 |
261.20 |
-4.30 |
1,430 |
7,933 |
+53 |
| Sep10 |
100203 |
263.60 |
263.80 |
258.60 |
258.90 |
-4.00 |
2,530 |
8,323 |
-340 |
| Oct10 |
100203 |
259.10 |
260.10 |
254.60 |
255.00 |
-3.30 |
2,240 |
4,505 |
+24 |
| Dec10 |
100203 |
258.10 |
260.80 |
253.30 |
254.40 |
-3.70 |
6,968 |
21,076 |
+2,189 |
| Jan11 |
100203 |
258.90 |
259.50 |
255.50 |
255.90 |
-3.60 |
58 |
975 |
+23 |
| Total Volume and Open Interest |
62,748 |
185,302 |
+3,316 |
| Soybean Oil(CBOT) |
| Mar10 |
100203 |
37.46 |
37.53 |
36.72 |
36.90 |
-0.57 |
34,344 |
119,991 |
-1,702 |
| May10 |
100203 |
37.87 |
38.00 |
37.19 |
37.36 |
-0.57 |
14,968 |
54,138 |
+2,907 |
| Jul10 |
100203 |
38.34 |
38.44 |
37.63 |
37.80 |
-0.57 |
9,839 |
38,502 |
+1,449 |
| Aug10 |
100203 |
38.30 |
38.44 |
37.81 |
37.97 |
-0.57 |
181 |
3,067 |
-22 |
| Sep10 |
100203 |
38.65 |
38.68 |
38.09 |
38.11 |
-0.57 |
300 |
4,970 |
+65 |
| Oct10 |
100203 |
38.71 |
38.80 |
38.08 |
38.22 |
-0.57 |
190 |
3,124 |
-39 |
| Dec10 |
100203 |
39.00 |
39.12 |
38.34 |
38.50 |
-0.57 |
6,774 |
25,634 |
+1,624 |
| Jan11 |
100203 |
38.80 |
39.37 |
38.80 |
38.80 |
-0.57 |
4 |
75 |
+4 |
| Total Volume and Open Interest |
66,600 |
249,641 |
+4,286 |
| Canola(WCE) |
| Mar10 |
100203 |
379.0 |
383.6 |
376.6 |
377.0 |
-3.2 |
8,673 |
73,922 |
-2,157 |
| May10 |
100203 |
387.1 |
388.7 |
382.3 |
382.9 |
-2.6 |
3,538 |
27,667 |
+3,062 |
| Jul10 |
100203 |
390.6 |
391.2 |
386.4 |
387.1 |
-2.7 |
189 |
12,635 |
-70 |
| Nov10 |
100203 |
397.4 |
398.8 |
393.6 |
394.5 |
-2.7 |
291 |
11,024 |
+80 |
| Jan11 |
100203 |
401.0 |
401.0 |
397.6 |
397.6 |
-2.8 |
0 |
284 |
+0 |
| Total Volume and Open Interest |
12,691 |
125,732 |
+915 |
| Corn(CBOT) |
| Mar10 |
100203 |
365.00 |
368.25 |
352.50 |
353.00 |
-12.00 |
112,634 |
431,826 |
-11,749 |
| May10 |
100203 |
376.00 |
379.50 |
364.00 |
364.50 |
-11.75 |
35,241 |
220,140 |
+11,922 |
| Jul10 |
100203 |
386.00 |
389.50 |
374.25 |
374.75 |
-11.50 |
23,279 |
158,365 |
+3,979 |
| Sep10 |
100203 |
393.50 |
396.75 |
382.25 |
382.75 |
-11.25 |
3,304 |
50,067 |
+674 |
| Dec10 |
100203 |
400.75 |
403.75 |
389.25 |
389.75 |
-11.25 |
19,041 |
244,421 |
+3,404 |
| Mar11 |
100203 |
412.00 |
414.75 |
401.00 |
401.50 |
-10.75 |
1,915 |
21,410 |
+626 |
| Total Volume and Open Interest |
197,113 |
1,159,059 |
+9,631 |
| Wheat(CBOT) |
| Mar10 |
100203 |
487.50 |
494.75 |
462.00 |
469.00 |
-18.25 |
57,026 |
163,537 |
-3,339 |
| May10 |
100203 |
501.75 |
508.75 |
482.75 |
483.50 |
-18.00 |
23,524 |
90,513 |
+5,964 |
| Jul10 |
100203 |
513.00 |
520.00 |
494.75 |
495.50 |
-17.50 |
17,446 |
80,360 |
+5,083 |
| Sep10 |
100203 |
533.75 |
533.75 |
511.00 |
511.25 |
-17.75 |
1,494 |
21,733 |
+373 |
| Dec10 |
100203 |
559.00 |
563.25 |
538.50 |
539.00 |
-17.00 |
3,507 |
54,687 |
+31 |
| Total Volume and Open Interest |
105,115 |
423,980 |
+9,089 |
| Wheat(KCBT) |
| Mar10 |
100203 |
499.00 |
504.00 |
482.50 |
483.25 |
-15.75 |
9,033 |
45,928 |
-1,885 |
| May10 |
100203 |
511.00 |
515.75 |
494.50 |
495.00 |
-16.00 |
2,861 |
26,386 |
+1,321 |
| Jul10 |
100203 |
522.00 |
526.50 |
505.50 |
507.00 |
-15.00 |
1,732 |
30,574 |
-633 |
| Sep10 |
100203 |
526.25 |
526.50 |
519.00 |
519.00 |
-14.75 |
52 |
4,336 |
-92 |
| Dec10 |
100203 |
553.00 |
555.50 |
535.00 |
536.50 |
-14.50 |
880 |
40,220 |
-385 |
| Total Volume and Open Interest |
14,657 |
148,961 |
-1,622 |
| Wheat(MGE) |
| Mar10 |
100203 |
511.75 |
516.00 |
498.00 |
498.75 |
-13.50 |
2,329 |
14,935 |
-755 |
| May10 |
100203 |
523.75 |
527.25 |
510.25 |
511.00 |
-12.75 |
1,340 |
8,340 |
+508 |
| Jul10 |
100203 |
535.25 |
538.50 |
521.75 |
522.00 |
-13.25 |
392 |
10,176 |
-36 |
| Sep10 |
100203 |
545.00 |
545.00 |
533.00 |
533.00 |
-13.25 |
97 |
4,766 |
-1 |
| Dec10 |
100203 |
559.00 |
566.00 |
550.25 |
550.50 |
-13.00 |
142 |
5,386 |
-95 |
| Total Volume and Open Interest |
4,335 |
44,550 |
-400 |
| Oats(CBOT) |
| Mar10 |
100203 |
232.00 |
232.25 |
228.50 |
231.00 |
-1.00 |
1,550 |
5,638 |
-933 |
| May10 |
100203 |
241.25 |
241.25 |
238.25 |
240.25 |
-1.00 |
1,190 |
5,339 |
+993 |
| Jul10 |
100203 |
248.00 |
249.00 |
248.00 |
248.00 |
-1.00 |
2 |
1,113 |
+1 |
| Sep10 |
100203 |
256.00 |
257.00 |
256.00 |
256.00 |
-1.00 |
0 |
370 |
+0 |
| Total Volume and Open Interest |
2,790 |
13,799 |
+72 |
| Rough Rice(CBOT) |
| Mar10 |
100203 |
14.40 |
14.49 |
14.28 |
14.38 |
-0.07 |
901 |
9,075 |
-540 |
| May10 |
100203 |
14.73 |
14.77 |
14.56 |
14.66 |
-0.07 |
734 |
3,328 |
+624 |
| Jul10 |
100203 |
14.98 |
14.98 |
14.85 |
14.90 |
-0.07 |
9 |
767 |
+1 |
| Sep10 |
100203 |
13.85 |
13.93 |
13.60 |
13.77 |
-0.08 |
6 |
946 |
+1 |
| Total Volume and Open Interest |
1,663 |
15,051 |
+86 |
| Live Cattle(CME) |
| Feb10 |
100203 |
86.400 |
86.550 |
85.800 |
86.450 |
+0.220 |
9,667 |
35,342 |
-5,293 |
| Apr10 |
100203 |
89.830 |
90.150 |
89.150 |
90.100 |
+0.215 |
18,577 |
133,205 |
+1,097 |
| Jun10 |
100203 |
87.750 |
88.100 |
87.300 |
88.050 |
+0.265 |
7,767 |
71,658 |
+1,275 |
| Aug10 |
100203 |
87.200 |
87.400 |
86.830 |
87.385 |
-0.015 |
2,171 |
21,492 |
+13 |
| Oct10 |
100203 |
89.900 |
89.900 |
89.400 |
89.785 |
-0.115 |
597 |
13,915 |
+97 |
| Dec10 |
100203 |
90.580 |
90.600 |
90.135 |
90.600 |
-0.130 |
113 |
3,591 |
+56 |
| Total Volume and Open Interest |
38,929 |
281,222 |
-2,725 |
| Feeder Cattle(CME) |
| Mar10 |
100203 |
97.680 |
98.000 |
97.100 |
97.400 |
+0.170 |
3,144 |
17,739 |
-651 |
| Apr10 |
100203 |
99.700 |
99.700 |
98.930 |
99.385 |
+0.085 |
1,468 |
5,901 |
+250 |
| May10 |
100203 |
100.500 |
100.550 |
99.900 |
100.430 |
+0.130 |
1,055 |
6,083 |
-270 |
| Aug10 |
100203 |
101.900 |
102.000 |
101.200 |
101.885 |
-0.015 |
181 |
3,128 |
+20 |
| Sep10 |
100203 |
101.500 |
101.800 |
101.385 |
101.800 |
-0.180 |
6 |
155 |
+3 |
| Oct10 |
100203 |
101.480 |
101.800 |
101.080 |
101.800 |
unch |
5 |
113 |
+3 |
| Nov10 |
100203 |
101.980 |
101.980 |
101.750 |
101.980 |
unch |
6 |
26 |
+3 |
| Total Volume and Open Interest |
5,865 |
33,145 |
-642 |
| Lean Hogs(CME) |
| Feb10 |
100203 |
65.800 |
66.225 |
65.450 |
66.135 |
+0.735 |
10,147 |
14,051 |
-4,798 |
| Apr10 |
100203 |
67.250 |
67.300 |
66.650 |
67.080 |
+0.230 |
19,150 |
82,604 |
-1,770 |
| May10 |
100203 |
72.180 |
73.100 |
71.800 |
73.035 |
+0.900 |
220 |
4,608 |
-57 |
| Jun10 |
100203 |
75.650 |
76.050 |
75.050 |
75.900 |
+0.615 |
4,159 |
47,039 |
-179 |
| Jul10 |
100203 |
74.535 |
74.750 |
73.950 |
74.680 |
+0.295 |
1,774 |
14,982 |
-406 |
| Aug10 |
100203 |
73.800 |
74.350 |
73.300 |
74.285 |
+0.685 |
955 |
12,301 |
+347 |
| Oct10 |
100203 |
64.950 |
65.450 |
64.700 |
65.450 |
+0.550 |
352 |
5,842 |
-52 |
| Dec10 |
100203 |
63.500 |
64.100 |
63.300 |
64.100 |
+0.450 |
191 |
3,191 |
+55 |
| Total Volume and Open Interest |
36,965 |
185,031 |
-6,859 |
| Pork Bellies(CME) |
| Feb10 |
100203 |
82.250 |
83.500 |
82.000 |
82.050 |
+0.550 |
22 |
90 |
-15 |
| Mar10 |
100203 |
82.000 |
83.500 |
82.000 |
82.100 |
+1.300 |
105 |
164 |
+27 |
| May10 |
100203 |
85.500 |
85.500 |
83.000 |
83.000 |
unch |
25 |
149 |
+11 |
| Jul10 |
100203 |
87.385 |
87.750 |
87.385 |
87.750 |
+1.000 |
0 |
47 |
+0 |
| Aug10 |
100203 |
85.500 |
86.250 |
85.500 |
85.500 |
unch |
6 |
22 |
+5 |
| Total Volume and Open Interest |
158 |
472 |
+28 |
| Class III Milk(CME) |
| Feb10 |
100203 |
13.87 |
13.99 |
13.87 |
13.96 |
+0.10 |
273 |
4,043 |
-41 |
| Mar10 |
100203 |
13.50 |
13.64 |
13.43 |
13.56 |
+0.13 |
418 |
3,822 |
+108 |
| Apr10 |
100203 |
13.25 |
13.43 |
13.22 |
13.36 |
+0.25 |
463 |
3,421 |
+228 |
| May10 |
100203 |
13.50 |
13.68 |
13.38 |
13.60 |
+0.22 |
272 |
2,735 |
+137 |
| Jun10 |
100203 |
14.14 |
14.37 |
14.05 |
14.30 |
+0.25 |
163 |
2,264 |
+51 |
| Total Volume and Open Interest |
2,433 |
30,970 |
+746 |
| Cocoa(ICE) |
| Mar10 |
100203 |
3136 |
3154 |
3070 |
3144 |
+12 |
10,187 |
45,858 |
-6,692 |
| May10 |
100203 |
3186 |
3191 |
3106 |
3180 |
+4 |
6,118 |
52,005 |
+1,293 |
| Jul10 |
100203 |
3211 |
3217 |
3141 |
3207 |
+4 |
640 |
12,761 |
+209 |
| Sep10 |
100203 |
3226 |
3232 |
3180 |
3222 |
+2 |
385 |
8,262 |
+205 |
| Dec10 |
100203 |
3249 |
3249 |
3200 |
3241 |
+1 |
302 |
5,891 |
+9 |
| Mar11 |
100203 |
3225 |
3267 |
3204 |
3251 |
-5 |
386 |
8,766 |
+62 |
| May11 |
100203 |
3204 |
3267 |
3204 |
3253 |
+6 |
11 |
4,486 |
+3 |
| Total Volume and Open Interest |
18,081 |
140,517 |
-4,859 |
| Coffee "C"(ICE) |
| Mar10 |
100203 |
135.45 |
135.95 |
132.40 |
133.00 |
-2.05 |
11,116 |
61,293 |
-2,738 |
| May10 |
100203 |
137.05 |
137.85 |
134.25 |
134.85 |
-2.10 |
4,354 |
36,924 |
+2,297 |
| Jul10 |
100203 |
138.50 |
139.15 |
135.60 |
136.20 |
-2.20 |
881 |
10,756 |
+353 |
| Sep10 |
100203 |
140.75 |
140.75 |
137.10 |
137.55 |
-2.35 |
303 |
7,812 |
+37 |
| Dec10 |
100203 |
142.35 |
142.35 |
139.00 |
139.30 |
-2.45 |
291 |
7,146 |
-217 |
| Mar11 |
100203 |
143.85 |
143.85 |
140.80 |
141.00 |
-2.55 |
963 |
3,188 |
-219 |
| Total Volume and Open Interest |
17,940 |
127,887 |
-455 |
| Orange Juice(ICE) |
| Mar10 |
100203 |
140.00 |
140.60 |
137.50 |
139.60 |
+0.75 |
1,436 |
19,903 |
-1,079 |
| May10 |
100203 |
142.35 |
144.00 |
141.55 |
143.10 |
+0.75 |
543 |
9,740 |
+855 |
| Jul10 |
100203 |
145.75 |
147.00 |
144.85 |
146.50 |
+0.85 |
93 |
3,764 |
-13 |
| Sep10 |
100203 |
147.30 |
147.40 |
147.15 |
147.40 |
+0.85 |
54 |
1,121 |
+31 |
| Nov10 |
100203 |
147.40 |
147.40 |
147.25 |
147.25 |
+0.80 |
9 |
392 |
+7 |
| Jan11 |
100203 |
150.90 |
150.90 |
150.00 |
150.75 |
+1.40 |
1 |
587 |
+1 |
| Total Volume and Open Interest |
2,137 |
35,707 |
-197 |
| Sugar #11(ICE) |
| Mar10 |
100203 |
29.55 |
29.65 |
28.45 |
28.58 |
-0.82 |
52,229 |
255,375 |
-3,371 |
| May10 |
100203 |
28.38 |
28.58 |
27.55 |
27.66 |
-0.72 |
32,353 |
183,752 |
+3,569 |
| Jul10 |
100203 |
24.97 |
25.03 |
24.42 |
24.88 |
-0.08 |
11,505 |
163,483 |
+1,020 |
| Oct10 |
100203 |
22.54 |
22.66 |
22.15 |
22.65 |
+0.12 |
3,023 |
146,853 |
+172 |
| Mar11 |
100203 |
20.80 |
21.01 |
20.50 |
21.01 |
+0.21 |
1,672 |
53,850 |
+14 |
| Total Volume and Open Interest |
101,417 |
875,040 |
+1,477 |
| 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 |
100203 |
69.50 |
70.67 |
69.26 |
69.82 |
+0.56 |
12,216 |
80,153 |
-3,322 |
| May10 |
100203 |
71.08 |
72.22 |
70.76 |
71.35 |
+0.63 |
6,095 |
40,668 |
+2,507 |
| Jul10 |
100203 |
71.68 |
73.10 |
71.52 |
72.14 |
+0.50 |
1,688 |
27,199 |
+62 |
| Oct10 |
100203 |
72.00 |
72.00 |
71.58 |
71.65 |
+1.06 |
43 |
194 |
+16 |
| Dec10 |
100203 |
71.04 |
72.00 |
70.68 |
71.43 |
+0.47 |
929 |
21,126 |
+122 |
| Mar11 |
100203 |
74.00 |
74.84 |
73.50 |
74.34 |
+0.59 |
270 |
582 |
+257 |
| Total Volume and Open Interest |
21,271 |
170,830 |
-348 |
| Lumber(CME) |
| Mar10 |
100203 |
261.5 |
270.2 |
258.5 |
269.0 |
+8.0 |
649 |
4,932 |
-236 |
| May10 |
100203 |
279.0 |
286.8 |
277.0 |
283.0 |
unch |
585 |
3,690 |
+2 |
| Jul10 |
100203 |
281.9 |
287.0 |
280.0 |
286.0 |
+4.0 |
138 |
998 |
+88 |
| Sep10 |
100203 |
277.5 |
284.0 |
277.5 |
284.0 |
+3.5 |
70 |
465 |
+55 |
| Total Volume and Open Interest |
1,444 |
10,098 |
-89 |
| Crude Oil(NYM) |
| Mar10 |
100203 |
76.99 |
78.04 |
76.52 |
76.98 |
-0.25 |
277,411 |
338,307 |
-4,621 |
| Apr10 |
100203 |
77.47 |
78.54 |
76.98 |
77.43 |
-0.29 |
63,158 |
137,375 |
+4,385 |
| May10 |
100203 |
78.10 |
79.15 |
77.62 |
78.05 |
-0.29 |
25,394 |
93,357 |
+4,073 |
| Jun10 |
100203 |
78.69 |
79.66 |
78.21 |
78.64 |
-0.27 |
26,395 |
124,834 |
-811 |
| Jul10 |
100203 |
79.06 |
80.22 |
78.76 |
79.18 |
-0.26 |
6,504 |
42,991 |
-241 |
| Aug10 |
100203 |
80.02 |
80.45 |
79.29 |
79.68 |
-0.25 |
4,537 |
20,557 |
+1,342 |
| Sep10 |
100203 |
80.95 |
80.95 |
80.13 |
80.13 |
-0.24 |
5,817 |
31,590 |
+2,335 |
| Oct10 |
100203 |
80.88 |
80.88 |
80.57 |
80.58 |
-0.23 |
4,789 |
20,417 |
+464 |
| Nov10 |
100203 |
81.41 |
81.56 |
81.05 |
81.05 |
-0.20 |
4,172 |
24,545 |
-669 |
| Dec10 |
100203 |
81.32 |
82.38 |
81.13 |
81.53 |
-0.17 |
22,465 |
185,504 |
-765 |
| Jan11 |
100203 |
82.15 |
82.15 |
81.90 |
81.90 |
-0.15 |
2,735 |
20,290 |
-508 |
| Feb11 |
100203 |
82.40 |
82.44 |
82.25 |
82.25 |
-0.13 |
1,736 |
14,233 |
+629 |
| Mar11 |
100203 |
82.58 |
82.58 |
82.58 |
82.58 |
-0.11 |
1,321 |
8,660 |
+272 |
| Apr11 |
100203 |
82.88 |
82.88 |
82.88 |
82.88 |
-0.10 |
263 |
10,491 |
+87 |
| May11 |
100203 |
83.13 |
83.13 |
83.13 |
83.13 |
-0.08 |
246 |
3,961 |
+94 |
| Jun11 |
100203 |
83.55 |
83.75 |
83.36 |
83.36 |
-0.04 |
908 |
22,183 |
-206 |
| Total Volume and Open Interest |
457,954 |
1,324,749 |
+5,120 |
| 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 |
100203 |
77.400 |
78.500 |
76.975 |
77.425 |
-0.300 |
329 |
842 |
+86 |
| May10 |
100203 |
77.900 |
79.050 |
77.850 |
78.050 |
-0.300 |
55 |
161 |
-2 |
| Jun10 |
100203 |
78.550 |
79.500 |
78.400 |
78.650 |
-0.250 |
161 |
159 |
+60 |
| Jul10 |
100203 |
79.175 |
79.175 |
79.175 |
79.175 |
-0.275 |
0 |
13 |
+0 |
| Aug10 |
100203 |
79.675 |
79.675 |
79.675 |
79.675 |
-0.250 |
1 |
2 |
-1 |
| Sep10 |
100203 |
80.125 |
80.125 |
80.125 |
80.125 |
-0.250 |
0 |
1 |
+0 |
| Oct10 |
100203 |
80.575 |
80.575 |
80.575 |
80.575 |
-0.225 |
0 |
3 |
+0 |
| Nov10 |
100203 |
81.050 |
81.050 |
81.050 |
81.050 |
-0.200 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
9,657 |
5,676 |
-1,614 |
| Heating Oil(NYM) |
| Mar10 |
100203 |
202.93 |
205.74 |
200.74 |
201.94 |
-1.23 |
46,044 |
101,907 |
+2,703 |
| Apr10 |
100203 |
203.30 |
206.20 |
201.56 |
202.71 |
-1.08 |
11,331 |
40,380 |
+1,702 |
| May10 |
100203 |
203.76 |
205.89 |
202.50 |
203.48 |
-0.93 |
6,270 |
28,814 |
+1,444 |
| Jun10 |
100203 |
204.60 |
207.79 |
204.00 |
204.64 |
-0.74 |
6,370 |
39,524 |
+438 |
| Jul10 |
100203 |
207.60 |
208.33 |
206.00 |
206.48 |
-0.62 |
1,179 |
13,550 |
+154 |
| Aug10 |
100203 |
208.00 |
209.90 |
207.80 |
208.47 |
-0.52 |
452 |
7,219 |
+16 |
| Sep10 |
100203 |
210.90 |
212.56 |
210.34 |
210.77 |
-0.47 |
738 |
9,602 |
+157 |
| Oct10 |
100203 |
213.90 |
214.89 |
212.10 |
213.19 |
-0.52 |
600 |
9,157 |
+2 |
| Nov10 |
100203 |
216.65 |
217.26 |
215.54 |
215.54 |
-0.55 |
831 |
6,428 |
+8 |
| Dec10 |
100203 |
219.33 |
220.05 |
216.93 |
217.89 |
-0.58 |
2,408 |
21,234 |
+131 |
| Jan11 |
100203 |
222.32 |
222.32 |
219.80 |
220.26 |
-0.58 |
184 |
10,604 |
+16 |
| Feb11 |
100203 |
221.61 |
221.61 |
221.61 |
221.61 |
-0.58 |
66 |
4,216 |
+25 |
| Total Volume and Open Interest |
76,685 |
310,899 |
+6,802 |
| Gasoline(NYMEX) |
| Mar10 |
100203 |
202.00 |
206.62 |
201.54 |
203.62 |
+1.83 |
47,587 |
87,572 |
-1,559 |
| Apr10 |
100203 |
212.40 |
216.47 |
212.33 |
213.96 |
+1.33 |
21,566 |
42,123 |
+2,012 |
| May10 |
100203 |
215.00 |
217.06 |
213.53 |
214.93 |
+1.21 |
8,697 |
27,165 |
+239 |
| Jun10 |
100203 |
213.88 |
216.60 |
213.88 |
215.22 |
+1.09 |
7,108 |
24,287 |
+1,883 |
| Jul10 |
100203 |
214.00 |
216.74 |
214.00 |
214.83 |
+1.02 |
1,970 |
13,945 |
+374 |
| Aug10 |
100203 |
214.30 |
215.23 |
213.50 |
214.03 |
+0.94 |
978 |
8,457 |
+112 |
| Sep10 |
100203 |
213.00 |
214.01 |
211.47 |
213.07 |
+0.90 |
2,140 |
13,029 |
+626 |
| Oct10 |
100203 |
204.15 |
204.15 |
203.22 |
203.22 |
+0.80 |
1,179 |
4,714 |
-250 |
| Nov10 |
100203 |
202.45 |
202.63 |
202.45 |
202.45 |
+0.57 |
644 |
11,109 |
+1 |
| Dec10 |
100203 |
202.40 |
203.60 |
202.40 |
202.65 |
+0.20 |
823 |
9,600 |
+362 |
| Total Volume and Open Interest |
93,435 |
249,139 |
+4,059 |
| e-miNY RBOB Gasoline(NYM) |
| Mar10 |
100203 |
203.60 |
203.62 |
203.60 |
203.60 |
+1.80 |
0 |
7 |
+0 |
| Apr10 |
100203 |
214.00 |
214.00 |
213.96 |
214.00 |
+1.40 |
|
|
|
| May10 |
100203 |
214.90 |
214.93 |
214.90 |
214.90 |
+1.20 |
|
|
|
| Jun10 |
100203 |
215.20 |
215.22 |
215.20 |
215.20 |
+1.10 |
|
|
|
| Total Volume and Open Interest |
0 |
7 |
+0 |
| Natural Gas(NYM) |
| Mar10 |
100203 |
5.441 |
5.558 |
5.360 |
5.419 |
-0.035 |
106,102 |
213,802 |
-1,885 |
| Apr10 |
100203 |
5.432 |
5.529 |
5.337 |
5.389 |
-0.043 |
31,847 |
101,716 |
+4,647 |
| May10 |
100203 |
5.440 |
5.571 |
5.397 |
5.436 |
-0.047 |
15,300 |
78,289 |
+1,126 |
| Jun10 |
100203 |
5.485 |
5.629 |
5.458 |
5.507 |
-0.045 |
5,211 |
25,147 |
+115 |
| Jul10 |
100203 |
5.560 |
5.706 |
5.560 |
5.583 |
-0.043 |
3,112 |
25,608 |
+467 |
| Aug10 |
100203 |
5.596 |
5.755 |
5.596 |
5.646 |
-0.042 |
1,479 |
35,321 |
+351 |
| Sep10 |
100203 |
5.775 |
5.800 |
5.669 |
5.681 |
-0.040 |
1,441 |
23,261 |
+229 |
| Oct10 |
100203 |
5.818 |
5.901 |
5.770 |
5.788 |
-0.041 |
7,522 |
50,903 |
-61 |
| Nov10 |
100203 |
6.080 |
6.219 |
6.070 |
6.098 |
-0.041 |
1,372 |
12,622 |
+91 |
| Dec10 |
100203 |
6.430 |
6.550 |
6.413 |
6.433 |
-0.043 |
1,492 |
23,324 |
+276 |
| Jan11 |
100203 |
6.666 |
6.752 |
6.637 |
6.658 |
-0.046 |
3,588 |
30,013 |
-57 |
| Feb11 |
100203 |
6.730 |
6.730 |
6.605 |
6.620 |
-0.049 |
431 |
9,927 |
+29 |
| Mar11 |
100203 |
6.450 |
6.544 |
6.430 |
6.433 |
-0.046 |
2,132 |
22,110 |
-234 |
| Apr11 |
100203 |
6.041 |
6.050 |
6.000 |
6.001 |
-0.031 |
770 |
22,673 |
+151 |
| May11 |
100203 |
6.010 |
6.028 |
5.960 |
5.976 |
-0.031 |
4 |
9,808 |
-6 |
| Jun11 |
100203 |
6.050 |
6.080 |
6.020 |
6.021 |
-0.031 |
7 |
4,327 |
+2 |
| Total Volume and Open Interest |
182,968 |
782,114 |
+5,831 |
| Brent Crude Oil(ICE) |
| Mar10 |
100203 |
75.80 |
76.99 |
75.46 |
75.92 |
-0.14 |
142,976 |
170,009 |
-7,546 |
| Apr10 |
100203 |
76.40 |
77.49 |
75.95 |
76.39 |
-0.23 |
78,655 |
149,035 |
+5,288 |
| May10 |
100203 |
76.93 |
78.06 |
76.57 |
77.02 |
-0.25 |
26,616 |
88,124 |
+3,747 |
| Jun10 |
100203 |
77.66 |
78.65 |
77.22 |
77.67 |
-0.26 |
16,309 |
80,932 |
+1,507 |
| Jul10 |
100203 |
78.84 |
79.22 |
77.96 |
78.25 |
-0.27 |
3,807 |
26,601 |
+165 |
| Aug10 |
100203 |
79.36 |
79.73 |
78.50 |
78.78 |
-0.27 |
2,634 |
18,530 |
-57 |
| Sep10 |
100203 |
80.19 |
80.20 |
78.84 |
79.28 |
-0.26 |
2,573 |
14,220 |
+332 |
| Oct10 |
100203 |
80.66 |
80.66 |
79.30 |
79.74 |
-0.25 |
1,810 |
15,146 |
+343 |
| Nov10 |
100203 |
80.74 |
81.10 |
79.75 |
80.19 |
-0.24 |
1,515 |
12,847 |
-19 |
| Dec10 |
100203 |
80.45 |
81.55 |
80.21 |
80.64 |
-0.26 |
8,936 |
77,775 |
+556 |
| Jan11 |
100203 |
81.08 |
81.08 |
81.08 |
81.08 |
-0.26 |
904 |
10,937 |
-180 |
| Feb11 |
100203 |
81.50 |
81.50 |
81.50 |
81.50 |
-0.26 |
395 |
5,474 |
+33 |
| Mar11 |
100203 |
81.92 |
81.92 |
81.92 |
81.92 |
-0.23 |
203 |
4,899 |
-1 |
| Apr11 |
100203 |
82.33 |
82.33 |
82.33 |
82.33 |
-0.19 |
57 |
2,523 |
+27 |
| Total Volume and Open Interest |
290,030 |
781,399 |
+4,849 |
| Gas Oil(ICE) |
| Feb10 |
100203 |
612.00 |
623.75 |
608.75 |
617.25 |
+15.00 |
39,360 |
88,410 |
-1,385 |
| Mar10 |
100203 |
618.50 |
630.00 |
615.50 |
624.00 |
+15.00 |
66,556 |
155,790 |
+17,738 |
| Apr10 |
100203 |
624.75 |
635.50 |
622.00 |
630.25 |
+15.00 |
27,114 |
77,097 |
+6,572 |
| May10 |
100203 |
635.75 |
641.00 |
630.75 |
636.50 |
+14.50 |
10,503 |
41,917 |
+2,615 |
| Jun10 |
100203 |
636.75 |
647.25 |
635.75 |
642.75 |
+14.50 |
10,680 |
46,025 |
+888 |
| Jul10 |
100203 |
652.50 |
652.50 |
643.50 |
649.00 |
+14.00 |
5,041 |
22,301 |
-1,463 |
| Aug10 |
100203 |
658.25 |
659.75 |
653.00 |
655.25 |
+14.00 |
3,585 |
23,879 |
+377 |
| Sep10 |
100203 |
664.25 |
665.75 |
658.00 |
661.25 |
+13.75 |
2,404 |
23,653 |
+422 |
| Oct10 |
100203 |
670.00 |
670.25 |
664.50 |
667.00 |
+13.75 |
1,692 |
13,190 |
+169 |
| Nov10 |
100203 |
674.50 |
675.75 |
669.00 |
671.50 |
+13.50 |
461 |
13,217 |
+107 |
| Total Volume and Open Interest |
173,836 |
653,279 |
+27,349 |
| Ethanol(CBOT) |
| Feb10 |
100203 |
1.810 |
1.810 |
1.810 |
1.810 |
-0.007 |
31 |
264 |
-38 |
| Mar10 |
100203 |
1.800 |
1.800 |
1.777 |
1.781 |
-0.027 |
58 |
888 |
+28 |
| Apr10 |
100203 |
1.800 |
1.800 |
1.781 |
1.785 |
-0.019 |
63 |
1,461 |
+32 |
| May10 |
100203 |
1.789 |
1.791 |
1.779 |
1.781 |
-0.019 |
26 |
609 |
+12 |
| Jun10 |
100203 |
1.791 |
1.792 |
1.765 |
1.776 |
-0.024 |
20 |
482 |
+20 |
| Jul10 |
100203 |
1.778 |
1.779 |
1.760 |
1.776 |
-0.017 |
20 |
829 |
+15 |
| Aug10 |
100203 |
1.752 |
1.752 |
1.746 |
1.747 |
-0.027 |
16 |
566 |
+10 |
| Sep10 |
100203 |
1.756 |
1.756 |
1.740 |
1.741 |
-0.025 |
7 |
529 |
+6 |
| Total Volume and Open Interest |
283 |
7,312 |
+126 |
| US Dollar Index(ICE) |
| Mar10 |
100203 |
79.145 |
79.620 |
78.830 |
79.550 |
+0.370 |
17,882 |
60,666 |
+1,975 |
| Jun10 |
100203 |
79.500 |
79.865 |
79.250 |
79.855 |
+0.365 |
19 |
4,933 |
-3 |
| Sep10 |
100203 |
80.055 |
80.055 |
80.055 |
80.055 |
+0.095 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
17,901 |
65,601 |
+1,972 |
| Australian Dollar(CME) |
| Mar10 |
100203 |
88.24 |
88.80 |
87.75 |
87.92 |
-0.25 |
101,870 |
92,885 |
-5,640 |
| Jun10 |
100203 |
87.56 |
87.84 |
86.92 |
87.07 |
-0.24 |
483 |
4,444 |
-14 |
| Sep10 |
100203 |
86.19 |
86.43 |
86.19 |
86.19 |
-0.24 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
102,353 |
97,353 |
-5,654 |
| British Pound(CME) |
| Mar10 |
100203 |
159.74 |
160.68 |
158.73 |
158.91 |
-0.79 |
117,861 |
93,015 |
+4,759 |
| Jun10 |
100203 |
159.68 |
160.46 |
158.64 |
158.80 |
-0.79 |
185 |
585 |
+10 |
| Sep10 |
100203 |
158.71 |
160.09 |
158.71 |
158.71 |
-0.77 |
6 |
83 |
+4 |
| Total Volume and Open Interest |
118,052 |
93,686 |
+4,773 |
| Canadian Dollar(CME) |
| Mar10 |
100203 |
94.59 |
94.83 |
94.01 |
94.19 |
-0.19 |
73,059 |
80,994 |
+478 |
| Jun10 |
100203 |
94.55 |
94.79 |
94.02 |
94.18 |
-0.19 |
452 |
2,292 |
-32 |
| Sep10 |
100203 |
94.44 |
94.44 |
94.03 |
94.16 |
-0.19 |
20 |
737 |
+4 |
| Dec10 |
100203 |
94.50 |
94.60 |
94.08 |
94.10 |
-0.19 |
5 |
631 |
+2 |
| Total Volume and Open Interest |
73,537 |
84,722 |
+453 |
| Japanese Yen(CME) |
| Mar10 |
100203 |
110.64 |
111.03 |
109.57 |
109.94 |
-0.74 |
98,662 |
113,146 |
-3,492 |
| Jun10 |
100203 |
110.67 |
111.09 |
109.64 |
110.00 |
-0.74 |
100 |
596 |
-1 |
| Sep10 |
100203 |
110.09 |
110.94 |
109.96 |
110.09 |
-0.74 |
0 |
204 |
+0 |
| Total Volume and Open Interest |
98,762 |
113,970 |
-3,493 |
| Swiss Franc(CME) |
| Mar10 |
100203 |
94.79 |
95.28 |
94.35 |
94.50 |
-0.31 |
36,868 |
35,167 |
-1,296 |
| Jun10 |
100203 |
94.77 |
95.02 |
94.43 |
94.56 |
-0.31 |
23 |
221 |
+6 |
| Sep10 |
100203 |
94.63 |
95.13 |
94.56 |
94.63 |
-0.31 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
36,891 |
35,398 |
-1,290 |
| EuroFX(CME) |
| Mar10 |
100203 |
139.65 |
140.26 |
138.85 |
139.02 |
-0.61 |
246,958 |
181,334 |
-5,822 |
| Jun10 |
100203 |
139.65 |
140.20 |
138.81 |
138.98 |
-0.61 |
246 |
1,444 |
+48 |
| Sep10 |
100203 |
138.88 |
139.86 |
138.88 |
138.88 |
-0.60 |
10 |
672 |
+3 |
| Total Volume and Open Interest |
247,214 |
183,477 |
-5,771 |
| Mexican Peso(CME) |
| Feb10 |
100203 |
771.2 |
776.2 |
771.2 |
771.2 |
-5.0 |
0 |
2 |
+0 |
| Mar10 |
100203 |
773.2 |
775.8 |
766.5 |
768.2 |
-5.0 |
23,323 |
90,020 |
-2,287 |
| Total Volume and Open Interest |
23,347 |
91,762 |
-2,297 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100203 |
118~100 |
118~110 |
117~080 |
117~110 |
-0~260 |
|
|
|
| Jun10 |
100203 |
116~180 |
116~290 |
115~270 |
115~280 |
-1~010 |
778 |
5,631 |
+364 |
| Sep10 |
100203 |
114~190 |
115~200 |
114~190 |
114~190 |
-1~010 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
223,915 |
653,055 |
-6,131 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100203 |
118~000 |
118~000 |
117~160 |
117~185 |
-0~140 |
752,572 |
1,400,392 |
-14,901 |
| Jun10 |
100203 |
116~080 |
116~090 |
116~015 |
116~025 |
-0~145 |
1,261 |
13,698 |
+693 |
| Sep10 |
100203 |
114~290 |
115~015 |
114~185 |
114~185 |
-0~150 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
753,833 |
1,414,094 |
-14,208 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100203 |
116~021 |
116~025 |
116~021 |
116~025 |
-0~027 |
|
|
|
| Jun10 |
100203 |
115~001 |
115~021 |
114~120 |
114~123 |
-0~026 |
52 |
3,913 |
+50 |
| Sep10 |
100203 |
113~093 |
113~119 |
113~093 |
113~093 |
-0~026 |
|
|
|
| Total Volume and Open Interest |
316,549 |
891,849 |
-1,149 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100203 |
108~114 |
108~114 |
108~114 |
108~114 |
-0~007 |
|
|
|
| Jun10 |
100203 |
108~043 |
108~050 |
108~043 |
108~043 |
-0~007 |
117 |
19,301 |
+22 |
| Sep10 |
100203 |
107~100 |
107~107 |
107~100 |
107~100 |
-0~007 |
|
|
|
| Total Volume and Open Interest |
216,410 |
968,646 |
+8,916 |
| Eurodollars(CME) |
| Mar10 |
100203 |
99.710 |
99.715 |
99.710 |
99.710 |
unch |
102,916 |
1,201,738 |
-13,697 |
| Jun10 |
100203 |
99.590 |
99.595 |
99.575 |
99.580 |
-0.010 |
183,161 |
1,107,157 |
+7,610 |
| Sep10 |
100203 |
99.325 |
99.330 |
99.305 |
99.310 |
-0.020 |
221,155 |
952,259 |
+14,131 |
| Dec10 |
100203 |
98.985 |
98.985 |
98.950 |
98.960 |
-0.030 |
212,732 |
888,908 |
+9,941 |
| Mar11 |
100203 |
98.610 |
98.610 |
98.565 |
98.585 |
-0.030 |
222,371 |
581,387 |
-642 |
| Jun11 |
100203 |
98.240 |
98.240 |
98.190 |
98.210 |
-0.035 |
168,275 |
705,232 |
-1,908 |
| Sep11 |
100203 |
97.895 |
97.895 |
97.835 |
97.860 |
-0.035 |
109,610 |
535,811 |
-1,832 |
| Dec11 |
100203 |
97.565 |
97.565 |
97.505 |
97.530 |
-0.030 |
111,280 |
353,221 |
+8,848 |
| Mar12 |
100203 |
97.270 |
97.270 |
97.210 |
97.235 |
-0.035 |
43,106 |
250,981 |
-1,464 |
| Jun12 |
100203 |
96.985 |
96.985 |
96.925 |
96.945 |
-0.035 |
36,892 |
218,879 |
+1,581 |
| Sep12 |
100203 |
96.720 |
96.720 |
96.660 |
96.680 |
-0.035 |
23,861 |
124,769 |
-1,216 |
| Dec12 |
100203 |
96.460 |
96.460 |
96.400 |
96.415 |
-0.040 |
19,900 |
105,191 |
-1,910 |
| Mar13 |
100203 |
96.240 |
96.240 |
96.190 |
96.205 |
-0.040 |
6,658 |
76,405 |
+725 |
| Jun13 |
100203 |
96.045 |
96.045 |
95.995 |
96.005 |
-0.045 |
6,310 |
62,312 |
-745 |
| Sep13 |
100203 |
95.860 |
95.865 |
95.810 |
95.825 |
-0.045 |
4,858 |
49,546 |
-324 |
| Dec13 |
100203 |
95.655 |
95.660 |
95.630 |
95.640 |
-0.050 |
5,073 |
32,901 |
-599 |
| Mar14 |
100203 |
95.515 |
95.525 |
95.490 |
95.500 |
-0.050 |
2,821 |
34,402 |
-749 |
| Jun14 |
100203 |
95.380 |
95.385 |
95.350 |
95.360 |
-0.050 |
2,724 |
28,443 |
-726 |
| Total Volume and Open Interest |
1,495,849 |
7,502,488 |
+21,670 |
| 30 Day Federal Funds(CBOT) |
| Feb10 |
100203 |
99.865 |
99.868 |
99.863 |
99.865 |
-0.003 |
6,350 |
88,501 |
+30 |
| Mar10 |
100203 |
99.855 |
99.855 |
99.845 |
99.850 |
-0.005 |
1,559 |
59,719 |
-270 |
| Apr10 |
100203 |
99.835 |
99.840 |
99.830 |
99.835 |
-0.005 |
2,706 |
70,790 |
+272 |
| May10 |
100203 |
99.815 |
99.820 |
99.805 |
99.815 |
-0.005 |
2,505 |
63,765 |
+1,046 |
| Jun10 |
100203 |
99.805 |
99.805 |
99.795 |
99.800 |
-0.005 |
5,183 |
52,104 |
-363 |
| Jul10 |
100203 |
99.765 |
99.770 |
99.750 |
99.760 |
-0.010 |
5,961 |
51,341 |
+931 |
| Total Volume and Open Interest |
32,561 |
524,963 |
+1,722 |
| 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 |
100203 |
99.575 |
99.575 |
99.575 |
99.575 |
-0.005 |
0 |
1,263 |
+0 |
| Jun10 |
100203 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
0 |
80 |
+0 |
| Sep10 |
100203 |
99.640 |
99.640 |
99.640 |
99.640 |
-0.005 |
0 |
230 |
+0 |
| Dec10 |
100203 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
0 |
242 |
+0 |
| Mar11 |
100203 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
|
|
|
| Jun11 |
100203 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
| Sep11 |
100203 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.005 |
|
|
|
| Dec11 |
100203 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.005 |
|
|
|
| Mar12 |
100203 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
| Jun12 |
100203 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
1,815 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100203 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
135 |
4,513 |
-43 |
| Jun10 |
100203 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
97 |
1,590 |
-2 |
| Sep10 |
100203 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,921 |
+0 |
| Dec10 |
100203 |
99.63 |
99.63 |
99.62 |
99.62 |
unch |
0 |
1,431 |
+0 |
| Mar11 |
100203 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
664 |
+0 |
| Jun11 |
100203 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
52 |
+0 |
| Sep11 |
100203 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
51 |
+0 |
| Dec11 |
100203 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
102 |
+0 |
| Total Volume and Open Interest |
232 |
11,695 |
-45 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100202 |
139.33 |
139.34 |
139.03 |
139.15 |
-0.26 |
3,394 |
16,159 |
+16,159 |
| Jun10 |
100203 |
138.99 |
138.99 |
138.99 |
138.99 |
-0.08 |
|
|
|
| Sep10 |
100203 |
138.99 |
138.99 |
138.99 |
138.99 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
2,337 |
16,040 |
-119 |
| Euro-Bund(EUREX) |
| Mar10 |
100203 |
123.38 |
123.39 |
122.96 |
123.21 |
-0.26 |
673,031 |
930,760 |
-4,386 |
| Jun10 |
100203 |
121.78 |
121.87 |
121.50 |
121.74 |
-0.25 |
433 |
1,412 |
+257 |
| Sep10 |
100203 |
121.41 |
121.41 |
121.41 |
121.41 |
-0.26 |
100 |
0 |
+0 |
| Total Volume and Open Interest |
673,564 |
932,172 |
-4,129 |
| Euro-Bobl(EUREX) |
| Mar10 |
100129 |
117.31 |
117.44 |
117.00 |
117.26 |
+0.04 |
601,196 |
742,539 |
+5,635 |
| Jun10 |
100203 |
115.69 |
115.78 |
115.62 |
115.75 |
-0.06 |
67 |
775 |
+1 |
| Sep10 |
100203 |
115.50 |
115.50 |
115.50 |
115.50 |
-0.07 |
190 |
0 |
+0 |
| Total Volume and Open Interest |
346,623 |
751,236 |
+3,189 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100203 |
99.305 |
99.310 |
99.300 |
99.305 |
unch |
4,673 |
11,794 |
-2,972 |
| Jun10 |
100203 |
99.020 |
99.035 |
99.020 |
99.035 |
unch |
11 |
7,263 |
-83 |
| Sep10 |
100203 |
98.745 |
98.755 |
98.735 |
98.755 |
-0.005 |
12 |
2,402 |
-12 |
| Total Volume and Open Interest |
4,709 |
25,165 |
-3,058 |
| Long Gilt(LIFFE) |
| Mar10 |
100203 |
115~17 |
115~27 |
115~11 |
115~22 |
unch |
54,430 |
252,075 |
+2,972 |
| Jun10 |
100203 |
114~08 |
114~08 |
114~08 |
114~08 |
unch |
|
|
|
| Total Volume and Open Interest |
54,430 |
252,075 |
+2,972 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100203 |
99.36 |
99.38 |
99.36 |
99.37 |
+0.01 |
30,988 |
304,358 |
-341 |
| Jun10 |
100203 |
99.20 |
99.23 |
99.19 |
99.23 |
+0.02 |
60,078 |
339,443 |
-6,705 |
| Sep10 |
100203 |
98.90 |
98.94 |
98.89 |
98.94 |
+0.02 |
72,606 |
332,383 |
+802 |
| Dec10 |
100203 |
98.50 |
98.54 |
98.48 |
98.53 |
+0.01 |
73,141 |
355,448 |
+72 |
| Mar11 |
100203 |
98.08 |
98.13 |
98.05 |
98.12 |
+0.02 |
67,332 |
312,477 |
-2,888 |
| Jun11 |
100203 |
97.67 |
97.72 |
97.64 |
97.71 |
+0.02 |
41,057 |
186,064 |
+2,773 |
| Total Volume and Open Interest |
403,491 |
2,215,335 |
-13,689 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100203 |
99.305 |
99.315 |
99.300 |
99.305 |
unch |
106,584 |
724,270 |
-3,222 |
| Jun10 |
100203 |
99.030 |
99.045 |
99.010 |
99.035 |
unch |
205,894 |
822,164 |
-4,117 |
| Sep10 |
100203 |
98.750 |
98.760 |
98.730 |
98.755 |
-0.005 |
123,739 |
592,600 |
-3,744 |
| Total Volume and Open Interest |
835,478 |
3,777,823 |
-6,930 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100203 |
95.83 |
95.84 |
95.80 |
95.82 |
-0.01 |
46,087 |
297,659 |
+3,727 |
| Jun10 |
100203 |
95.61 |
95.63 |
95.57 |
95.60 |
-0.01 |
68,514 |
226,113 |
+13,975 |
| Sep10 |
100203 |
95.39 |
95.40 |
95.32 |
95.35 |
-0.03 |
23,048 |
114,188 |
+1,933 |
| Dec10 |
100203 |
95.17 |
95.19 |
95.11 |
95.12 |
-0.06 |
24,587 |
92,692 |
+4,386 |
| Mar11 |
100203 |
94.99 |
95.01 |
94.91 |
94.92 |
-0.07 |
7,084 |
36,149 |
+631 |
| Jun11 |
100203 |
94.83 |
94.83 |
94.75 |
94.75 |
-0.08 |
4,827 |
27,120 |
+1,332 |
| Sep11 |
100203 |
94.68 |
94.68 |
94.61 |
94.61 |
-0.10 |
1,823 |
16,163 |
-229 |
| Dec11 |
100203 |
94.58 |
94.59 |
94.51 |
94.51 |
-0.11 |
1,116 |
8,930 |
+57 |
| Mar12 |
100203 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.11 |
100 |
2,873 |
-453 |
| Jun12 |
100203 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.12 |
0 |
1,205 |
+0 |
| Total Volume and Open Interest |
177,186 |
824,205 |
+25,359 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100203 |
94.49 |
94.53 |
94.46 |
94.48 |
-0.01 |
46,189 |
359,651 |
+7,041 |
| Jun10 |
100203 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
46,189 |
359,651 |
+7,041 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100203 |
95.27 |
95.29 |
95.22 |
95.23 |
-0.04 |
209,342 |
718,389 |
+12,735 |
| Jun10 |
100203 |
95.23 |
95.23 |
95.23 |
95.23 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
209,342 |
718,389 |
+12,735 |
| Gold(CMX) |
| Feb10 |
100203 |
1115.8 |
1124.9 |
1108.6 |
1111.4 |
-6.0 |
2,452 |
4,276 |
-1,792 |
| Apr10 |
100203 |
1115.8 |
1126.4 |
1107.5 |
1112.0 |
-6.0 |
162,343 |
303,045 |
+709 |
| Jun10 |
100203 |
1117.5 |
1127.3 |
1108.6 |
1113.0 |
-6.0 |
3,782 |
53,944 |
-40 |
| Aug10 |
100203 |
1115.7 |
1125.9 |
1111.8 |
1114.0 |
-5.9 |
375 |
22,351 |
+107 |
| Oct10 |
100203 |
1116.6 |
1119.2 |
1112.5 |
1114.9 |
-5.9 |
515 |
7,668 |
+439 |
| Dec10 |
100203 |
1117.0 |
1128.9 |
1112.0 |
1116.1 |
-5.8 |
1,362 |
33,550 |
-88 |
| Feb11 |
100203 |
1117.8 |
1117.8 |
1117.8 |
1117.8 |
-5.7 |
66 |
7,381 |
-2 |
| Apr11 |
100203 |
1122.1 |
1123.1 |
1119.9 |
1119.9 |
-5.6 |
36 |
3,781 |
+16 |
| Jun11 |
100203 |
471.2 |
471.2 |
467.1 |
467.1 |
-5.5 |
201 |
6,055 |
+152 |
| Aug11 |
100203 |
1125.6 |
1125.6 |
1125.6 |
1125.6 |
-5.4 |
0 |
1,486 |
+0 |
| Oct11 |
100203 |
1129.2 |
1129.2 |
1129.2 |
1129.2 |
-5.4 |
0 |
1,360 |
+0 |
| Dec11 |
100203 |
1135.0 |
1136.3 |
1130.8 |
1133.2 |
-5.3 |
25 |
11,458 |
-7 |
| Total Volume and Open Interest |
173,450 |
478,576 |
+105 |
| Silver(CMX) |
| Mar10 |
100203 |
1674.0 |
1695.0 |
1628.0 |
1631.7 |
-42.6 |
32,608 |
64,628 |
-2,203 |
| May10 |
100203 |
1677.0 |
1696.0 |
1633.0 |
1634.0 |
-42.6 |
2,762 |
18,132 |
+213 |
| Jul10 |
100203 |
1678.0 |
1693.0 |
1633.0 |
1635.9 |
-42.7 |
886 |
10,759 |
-55 |
| Sep10 |
100203 |
1698.0 |
1698.0 |
1635.0 |
1637.5 |
-42.8 |
22 |
3,054 |
+5 |
| Dec10 |
100203 |
1680.0 |
1698.0 |
1639.5 |
1640.0 |
-42.8 |
859 |
11,155 |
+69 |
| Mar11 |
100203 |
1642.6 |
1642.6 |
1642.5 |
1642.6 |
-42.7 |
0 |
832 |
+0 |
| May11 |
100203 |
1644.5 |
1644.5 |
1644.4 |
1644.5 |
-42.6 |
4 |
1,725 |
+0 |
| Total Volume and Open Interest |
37,459 |
121,619 |
-1,774 |
| Platinum(NYMEX) |
| Apr10 |
100203 |
1579.0 |
1594.0 |
1567.2 |
1576.2 |
-2.6 |
3,476 |
32,736 |
+23 |
| Jul10 |
100203 |
1591.8 |
1591.8 |
1569.8 |
1575.1 |
-2.6 |
85 |
1,575 |
+50 |
| Oct10 |
100203 |
1575.1 |
1575.1 |
1575.1 |
1575.1 |
-2.6 |
0 |
29 |
+0 |
| Jan11 |
100203 |
1566.2 |
1566.2 |
1566.2 |
1566.2 |
-2.6 |
1 |
206 |
+1 |
| Total Volume and Open Interest |
3,568 |
34,586 |
+77 |
| Palladium(NYMEX) |
| Mar10 |
100203 |
443.30 |
448.80 |
434.50 |
436.80 |
-7.95 |
2,415 |
21,232 |
-499 |
| Jun10 |
100203 |
444.65 |
449.00 |
435.00 |
437.40 |
-7.80 |
217 |
1,469 |
+163 |
| Sep10 |
100203 |
447.65 |
447.65 |
438.40 |
438.40 |
-7.85 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
2,632 |
22,734 |
-336 |
| Copper(CMX) |
| Mar10 |
100203 |
309.05 |
314.40 |
295.35 |
297.35 |
-11.60 |
32,379 |
79,744 |
-5,519 |
| May10 |
100203 |
311.00 |
315.60 |
296.90 |
298.75 |
-11.65 |
3,930 |
27,304 |
+997 |
| Jul10 |
100203 |
315.00 |
315.15 |
297.75 |
299.55 |
-11.75 |
329 |
11,874 |
-17 |
| Sep10 |
100203 |
313.40 |
315.00 |
299.00 |
300.00 |
-11.60 |
110 |
5,025 |
-14 |
| Dec10 |
100203 |
315.00 |
315.00 |
298.40 |
300.15 |
-11.15 |
105 |
4,768 |
-54 |
| Total Volume and Open Interest |
37,464 |
132,478 |
-4,691 |
| DJIA Index(CBOT) |
| Mar10 |
100203 |
10232 |
10258 |
10192 |
10241 |
+17 |
532 |
13,580 |
-62 |
| Jun10 |
100203 |
10180 |
10180 |
10163 |
10180 |
+17 |
0 |
15 |
+0 |
| Sep10 |
100203 |
10121 |
10121 |
10104 |
10121 |
+17 |
|
|
|
| Dec10 |
100203 |
10071 |
10071 |
10054 |
10071 |
+17 |
|
|
|
| Total Volume and Open Interest |
532 |
13,595 |
-62 |
| S & P 500(CME) |
| Mar10 |
100203 |
1097.40 |
1100.00 |
1090.50 |
1096.40 |
-0.80 |
20,642 |
344,390 |
+5,561 |
| Jun10 |
100203 |
1090.50 |
1093.40 |
1085.90 |
1091.60 |
-0.80 |
554 |
5,769 |
+474 |
| Sep10 |
100203 |
1086.70 |
1088.50 |
1081.00 |
1086.70 |
-0.80 |
0 |
1,066 |
+0 |
| Dec10 |
100203 |
1082.40 |
1084.30 |
1076.80 |
1082.40 |
-0.90 |
1 |
11 |
+1 |
| Total Volume and Open Interest |
21,197 |
351,237 |
+6,036 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100203 |
1097.00 |
1100.25 |
1090.50 |
1096.50 |
-0.75 |
1,896,011 |
2,619,197 |
-19,625 |
| Jun10 |
100203 |
1092.75 |
1095.00 |
1085.75 |
1091.50 |
-1.00 |
714 |
14,104 |
+39 |
| Total Volume and Open Interest |
1,896,741 |
2,634,719 |
-19,584 |
| NASDAQ 100(CME) |
| Mar10 |
100203 |
1771.00 |
1787.00 |
1763.50 |
1785.50 |
+16.50 |
4,378 |
21,084 |
+591 |
| Jun10 |
100203 |
1783.00 |
1783.00 |
1768.00 |
1783.00 |
+16.50 |
0 |
625 |
+0 |
| Sep10 |
100203 |
1782.00 |
1782.00 |
1782.00 |
1782.00 |
+16.50 |
|
|
|
| Total Volume and Open Interest |
4,378 |
21,709 |
+591 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100203 |
1769.00 |
1786.50 |
1763.50 |
1785.50 |
+16.50 |
344,059 |
407,199 |
+3,398 |
| Jun10 |
100203 |
1768.00 |
1783.50 |
1764.50 |
1783.00 |
+16.50 |
410 |
5,150 |
+109 |
| Total Volume and Open Interest |
344,469 |
412,363 |
+3,507 |
| S & P Midcap 400(CME) |
| Mar10 |
100203 |
718.00 |
721.50 |
714.50 |
720.70 |
+0.70 |
322 |
2,603 |
+293 |
| Jun10 |
100203 |
718.50 |
718.50 |
717.80 |
718.50 |
+0.70 |
|
|
|
| Sep10 |
100203 |
716.50 |
716.50 |
715.80 |
716.50 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
322 |
2,603 |
+293 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100203 |
10470 |
10485 |
10415 |
10465 |
+15 |
7,423 |
40,933 |
-13 |
| Jun10 |
100203 |
10465 |
10465 |
10460 |
10465 |
+15 |
|
|
|
| Total Volume and Open Interest |
7,423 |
40,933 |
-13 |
| Nikkei 225(SGX) |
| Mar10 |
100203 |
10370 |
10465 |
10335 |
10415 |
+55 |
108,338 |
184,838 |
-1,034 |
| Jun10 |
100203 |
10305 |
10360 |
10305 |
10360 |
+60 |
19 |
1,441 |
-23 |
| Sep10 |
100203 |
10365 |
10365 |
10365 |
10365 |
+60 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
109,498 |
189,519 |
-932 |
| CAC 40(EURONEXT) |
| Feb10 |
100203 |
3820.0 |
3831.5 |
3783.0 |
3793.0 |
-19.5 |
103,699 |
349,607 |
-7,123 |
| Mar10 |
100203 |
3824.0 |
3830.0 |
3785.5 |
3793.5 |
-19.5 |
2,250 |
76,984 |
+397 |
| Apr10 |
100203 |
3817.5 |
3827.0 |
3794.0 |
3794.0 |
-19.5 |
1 |
45 |
+1 |
| Total Volume and Open Interest |
105,980 |
428,790 |
-6,715 |
| Hang Seng Index(HKFE) |
| Feb10 |
100203 |
20450 |
20746 |
20270 |
20612 |
+448 |
86,585 |
75,291 |
+1,422 |
| Mar10 |
100203 |
20398 |
20686 |
20224 |
20540 |
+419 |
1,531 |
6,858 |
+42 |
| Total Volume and Open Interest |
88,261 |
83,173 |
+1,463 |
| DAX(EUREX) |
| Mar10 |
100203 |
5739.5 |
5740.0 |
5656.5 |
5672.0 |
-45.5 |
132,282 |
154,370 |
+1,414 |
| Jun10 |
100203 |
5743.0 |
5743.0 |
5672.5 |
5680.5 |
-46.0 |
293 |
10,369 |
+154 |
| Sep10 |
100203 |
5753.0 |
5753.0 |
5691.5 |
5691.5 |
-45.0 |
110 |
833 |
+26 |
| Total Volume and Open Interest |
132,685 |
165,572 |
+1,594 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100203 |
5237.00 |
5269.00 |
5199.00 |
5211.00 |
-26.50 |
111,104 |
688,180 |
-7,500 |
| Jun10 |
100203 |
5213.50 |
5213.50 |
5161.00 |
5161.00 |
-26.50 |
381 |
2,196 |
-302 |
| Sep10 |
100203 |
5124.00 |
5124.00 |
5124.00 |
5124.00 |
-26.50 |
0 |
323 |
+0 |
| Total Volume and Open Interest |
111,485 |
691,290 |
-7,802 |
| SPI 200(SFE) |
| Mar10 |
100203 |
4564.0 |
4632.0 |
4548.0 |
4607.0 |
+35.0 |
38,677 |
215,017 |
+1,506 |
| Jun10 |
100203 |
4584.0 |
4632.0 |
4584.0 |
4627.0 |
+34.0 |
17 |
1,860 |
-3 |
| Sep10 |
100203 |
4610.0 |
4610.0 |
4610.0 |
4610.0 |
+34.0 |
9 |
2,038 |
+0 |
| Total Volume and Open Interest |
38,829 |
220,068 |
+1,524 |
| GSCI(CME) |
| Feb10 |
100203 |
506.50 |
510.25 |
503.00 |
505.00 |
-2.00 |
683 |
18,294 |
+190 |
| Mar10 |
100203 |
509.30 |
515.00 |
507.00 |
509.30 |
-2.20 |
167 |
110 |
+110 |
| Apr10 |
100203 |
511.50 |
517.00 |
511.00 |
511.50 |
-4.25 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
852 |
18,404 |
+300 |
| 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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