|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 02, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100302 |
952.00 |
959.50 |
948.50 |
954.25 |
+1.75 |
22,885 |
9,468 |
-3,950 |
May10 |
100302 |
962.00 |
969.00 |
957.75 |
963.50 |
+1.00 |
71,838 |
192,828 |
+933 |
Jul10 |
100302 |
970.75 |
976.50 |
966.00 |
970.75 |
+0.25 |
18,696 |
91,577 |
-92 |
Aug10 |
100302 |
968.00 |
971.50 |
965.00 |
965.75 |
-0.50 |
473 |
4,731 |
+61 |
Sep10 |
100302 |
952.00 |
956.00 |
950.25 |
951.00 |
-1.50 |
386 |
3,323 |
+67 |
Nov10 |
100302 |
942.00 |
945.50 |
937.50 |
938.75 |
-3.75 |
12,308 |
104,774 |
+1,131 |
Jan11 |
100302 |
951.00 |
953.00 |
946.00 |
947.25 |
-3.75 |
302 |
5,975 |
+19 |
Total Volume and Open Interest |
127,380 |
422,907 |
-1,653 |
Soybean Meal(CBOT) |
Mar10 |
100302 |
270.90 |
273.10 |
269.00 |
270.50 |
-0.50 |
7,305 |
9,278 |
-2,683 |
May10 |
100302 |
268.20 |
270.30 |
266.50 |
268.30 |
-0.10 |
25,705 |
88,542 |
+2,554 |
Jul10 |
100302 |
268.00 |
269.80 |
266.40 |
267.70 |
-0.60 |
8,598 |
40,099 |
+1,181 |
Aug10 |
100302 |
266.20 |
268.10 |
264.90 |
265.80 |
-0.70 |
1,935 |
12,374 |
+196 |
Sep10 |
100302 |
263.00 |
265.40 |
262.60 |
263.10 |
-1.10 |
1,005 |
10,271 |
+279 |
Oct10 |
100302 |
258.80 |
258.90 |
255.00 |
256.30 |
-2.50 |
1,076 |
6,684 |
+232 |
Dec10 |
100302 |
258.00 |
258.70 |
254.50 |
256.30 |
-2.50 |
6,892 |
24,587 |
+381 |
Jan11 |
100302 |
257.90 |
258.00 |
255.60 |
257.30 |
-2.40 |
179 |
1,734 |
+60 |
Total Volume and Open Interest |
52,704 |
197,463 |
+2,200 |
Soybean Oil(CBOT) |
Mar10 |
100302 |
39.42 |
40.00 |
39.42 |
39.81 |
+0.31 |
11,624 |
7,228 |
-6,311 |
May10 |
100302 |
39.84 |
40.40 |
39.73 |
40.20 |
+0.30 |
38,233 |
134,058 |
-121 |
Jul10 |
100302 |
40.31 |
40.83 |
40.16 |
40.63 |
+0.29 |
11,961 |
78,363 |
-658 |
Aug10 |
100302 |
40.66 |
40.98 |
40.55 |
40.79 |
+0.28 |
1,276 |
10,615 |
+128 |
Sep10 |
100302 |
40.73 |
41.08 |
40.63 |
40.91 |
+0.29 |
1,386 |
7,296 |
+439 |
Oct10 |
100302 |
40.73 |
41.18 |
40.66 |
41.00 |
+0.29 |
819 |
5,403 |
+70 |
Dec10 |
100302 |
40.95 |
41.44 |
40.80 |
41.27 |
+0.29 |
6,112 |
34,365 |
+394 |
Jan11 |
100302 |
41.33 |
41.57 |
41.25 |
41.52 |
+0.29 |
237 |
1,058 |
+109 |
Total Volume and Open Interest |
71,832 |
279,876 |
-5,871 |
Canola(WCE) |
Mar10 |
100302 |
381.5 |
386.5 |
381.5 |
384.0 |
-0.5 |
968 |
591 |
-515 |
May10 |
100302 |
386.6 |
387.7 |
384.1 |
386.0 |
-0.6 |
6,856 |
79,137 |
-640 |
Jul10 |
100302 |
390.7 |
393.4 |
390.2 |
392.3 |
-0.6 |
1,294 |
18,024 |
+173 |
Nov10 |
100302 |
399.1 |
399.5 |
397.0 |
397.5 |
-2.1 |
1,002 |
14,273 |
-436 |
Jan11 |
100302 |
400.6 |
400.6 |
400.6 |
400.6 |
-2.1 |
0 |
544 |
+0 |
Total Volume and Open Interest |
10,128 |
112,804 |
-1,410 |
Corn(CBOT) |
Mar10 |
100302 |
371.00 |
373.50 |
365.25 |
370.50 |
-0.25 |
47,785 |
27,145 |
-13,167 |
May10 |
100302 |
382.00 |
384.50 |
376.00 |
381.50 |
-0.25 |
124,054 |
464,415 |
+3,995 |
Jul10 |
100302 |
392.50 |
395.00 |
386.75 |
392.25 |
-0.25 |
34,563 |
242,348 |
+5,044 |
Sep10 |
100302 |
400.00 |
402.00 |
394.25 |
400.00 |
+0.25 |
3,403 |
57,792 |
+200 |
Dec10 |
100302 |
406.50 |
409.00 |
401.00 |
407.00 |
+0.50 |
21,868 |
252,309 |
+5,223 |
Mar11 |
100302 |
416.50 |
419.50 |
411.25 |
417.25 |
+0.50 |
1,666 |
29,319 |
+400 |
Total Volume and Open Interest |
235,999 |
1,112,485 |
+2,057 |
Wheat(CBOT) |
Mar10 |
100302 |
493.00 |
497.25 |
487.00 |
492.00 |
-0.75 |
6,934 |
4,848 |
-2,977 |
May10 |
100302 |
505.75 |
509.75 |
498.25 |
504.50 |
unch |
49,119 |
171,417 |
-1,781 |
Jul10 |
100302 |
517.75 |
522.00 |
510.75 |
516.75 |
unch |
17,561 |
128,725 |
+2,144 |
Sep10 |
100302 |
530.75 |
535.25 |
526.25 |
531.00 |
+0.25 |
1,660 |
27,202 |
+32 |
Dec10 |
100302 |
555.50 |
560.00 |
549.50 |
555.00 |
+0.50 |
5,567 |
65,484 |
+1,343 |
Total Volume and Open Interest |
81,655 |
417,588 |
-1,008 |
Wheat(KCBT) |
Mar10 |
100302 |
501.00 |
504.75 |
495.00 |
499.00 |
-0.50 |
1,775 |
970 |
-991 |
May10 |
100302 |
510.75 |
514.50 |
504.75 |
508.50 |
-1.75 |
7,109 |
48,060 |
+341 |
Jul10 |
100302 |
522.00 |
525.25 |
515.75 |
519.25 |
-1.75 |
2,130 |
36,338 |
-360 |
Sep10 |
100302 |
531.50 |
536.00 |
527.50 |
530.50 |
-1.75 |
112 |
5,384 |
-20 |
Dec10 |
100302 |
550.50 |
554.00 |
544.75 |
547.50 |
-1.75 |
1,112 |
41,959 |
+137 |
Total Volume and Open Interest |
12,351 |
136,596 |
-934 |
Wheat(MGE) |
Mar10 |
100302 |
507.00 |
509.50 |
504.25 |
506.75 |
+1.50 |
616 |
975 |
-745 |
May10 |
100302 |
518.00 |
522.00 |
512.25 |
517.25 |
+0.50 |
2,912 |
16,501 |
+276 |
Jul10 |
100302 |
530.50 |
533.00 |
524.00 |
528.50 |
+0.75 |
611 |
10,409 |
+266 |
Sep10 |
100302 |
540.50 |
544.75 |
535.50 |
540.25 |
+0.75 |
172 |
5,321 |
-9 |
Dec10 |
100302 |
557.75 |
562.25 |
553.50 |
558.00 |
+1.00 |
442 |
6,075 |
+47 |
Total Volume and Open Interest |
4,857 |
40,628 |
-170 |
Oats(CBOT) |
Mar10 |
100302 |
221.00 |
222.00 |
219.75 |
221.50 |
+1.00 |
140 |
180 |
-61 |
May10 |
100302 |
229.00 |
230.50 |
225.00 |
230.00 |
+0.50 |
1,033 |
9,572 |
-34 |
Jul10 |
100302 |
237.00 |
239.00 |
234.00 |
238.75 |
+0.25 |
55 |
2,422 |
+17 |
Sep10 |
100302 |
245.50 |
246.50 |
245.50 |
246.50 |
unch |
3 |
373 |
+0 |
Total Volume and Open Interest |
1,298 |
14,048 |
-77 |
Rough Rice(CBOT) |
Mar10 |
100302 |
13.52 |
13.61 |
13.39 |
13.39 |
-0.16 |
298 |
1,160 |
-419 |
May10 |
100302 |
13.82 |
13.90 |
13.65 |
13.66 |
-0.19 |
705 |
10,689 |
+32 |
Jul10 |
100302 |
14.12 |
14.12 |
13.94 |
13.94 |
-0.18 |
70 |
1,221 |
-2 |
Sep10 |
100302 |
13.42 |
13.44 |
13.20 |
13.24 |
-0.19 |
151 |
1,268 |
+103 |
Total Volume and Open Interest |
1,335 |
15,452 |
-271 |
Live Cattle(CME) |
Apr10 |
100302 |
91.900 |
92.885 |
91.730 |
92.785 |
+1.055 |
14,095 |
139,920 |
-1,428 |
Jun10 |
100302 |
90.730 |
91.350 |
90.550 |
91.250 |
+0.650 |
10,599 |
98,204 |
+854 |
Aug10 |
100302 |
89.385 |
90.050 |
89.150 |
89.950 |
+0.550 |
4,975 |
39,617 |
+1,537 |
Oct10 |
100302 |
91.885 |
92.385 |
91.635 |
92.350 |
+0.370 |
1,997 |
22,913 |
+945 |
Dec10 |
100302 |
93.250 |
93.900 |
93.100 |
93.750 |
+0.420 |
642 |
8,559 |
+237 |
Feb11 |
100302 |
94.200 |
94.950 |
94.100 |
94.850 |
+0.550 |
172 |
3,461 |
+61 |
Total Volume and Open Interest |
32,670 |
314,260 |
+1,957 |
Feeder Cattle(CME) |
Mar10 |
100302 |
102.200 |
102.580 |
101.785 |
102.385 |
+0.285 |
755 |
8,814 |
-169 |
Apr10 |
100302 |
103.830 |
104.500 |
103.500 |
104.430 |
+0.780 |
708 |
12,474 |
+34 |
May10 |
100302 |
104.635 |
105.330 |
104.385 |
105.300 |
+0.800 |
459 |
8,213 |
-79 |
Aug10 |
100302 |
106.480 |
107.400 |
106.230 |
107.400 |
+0.920 |
227 |
5,711 |
+24 |
Sep10 |
100302 |
105.850 |
107.000 |
105.850 |
107.000 |
+1.150 |
24 |
576 |
+5 |
Oct10 |
100302 |
105.200 |
106.500 |
105.200 |
106.500 |
+1.070 |
15 |
346 |
+11 |
Nov10 |
100302 |
105.000 |
106.000 |
105.000 |
106.000 |
+1.100 |
31 |
85 |
+17 |
Total Volume and Open Interest |
2,219 |
36,229 |
-157 |
Lean Hogs(CME) |
Apr10 |
100302 |
73.300 |
73.430 |
71.930 |
72.450 |
-0.500 |
14,684 |
73,666 |
-384 |
May10 |
100302 |
78.300 |
78.450 |
77.180 |
77.650 |
-0.825 |
394 |
5,459 |
+56 |
Jun10 |
100302 |
82.000 |
82.250 |
80.885 |
81.385 |
-0.595 |
8,999 |
49,089 |
+1,256 |
Jul10 |
100302 |
81.250 |
81.500 |
80.475 |
81.225 |
-0.060 |
2,574 |
19,854 |
+1,127 |
Aug10 |
100302 |
80.450 |
80.750 |
80.000 |
80.550 |
-0.175 |
1,934 |
18,644 |
+451 |
Oct10 |
100302 |
70.800 |
71.200 |
70.550 |
71.135 |
+0.135 |
1,128 |
10,121 |
+410 |
Dec10 |
100302 |
68.150 |
68.450 |
67.850 |
68.450 |
+0.200 |
375 |
5,209 |
+143 |
Feb11 |
100302 |
69.930 |
70.000 |
69.400 |
69.975 |
unch |
91 |
1,004 |
+42 |
Total Volume and Open Interest |
30,189 |
183,303 |
+3,109 |
Pork Bellies(CME) |
Mar10 |
100302 |
94.800 |
95.000 |
94.000 |
94.050 |
+2.050 |
26 |
50 |
-19 |
May10 |
100302 |
95.000 |
96.900 |
95.000 |
95.580 |
+1.380 |
94 |
203 |
-12 |
Jul10 |
100302 |
95.500 |
96.000 |
95.500 |
96.000 |
+1.750 |
9 |
55 |
+5 |
Aug10 |
100302 |
88.000 |
90.500 |
88.000 |
88.000 |
+0.500 |
0 |
22 |
+0 |
Feb11 |
100302 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
129 |
332 |
-26 |
Class III Milk(CME) |
Mar10 |
100302 |
12.99 |
13.15 |
12.99 |
13.14 |
+0.14 |
150 |
3,624 |
-23 |
Apr10 |
100302 |
12.89 |
13.19 |
12.84 |
13.18 |
+0.29 |
54 |
4,095 |
+18 |
May10 |
100302 |
13.15 |
13.35 |
13.06 |
13.33 |
+0.23 |
73 |
3,423 |
+18 |
Jun10 |
100302 |
13.74 |
14.07 |
13.68 |
14.04 |
+0.38 |
49 |
2,876 |
+20 |
Jul10 |
100302 |
14.25 |
14.60 |
14.17 |
14.56 |
+0.39 |
27 |
2,273 |
+19 |
Total Volume and Open Interest |
536 |
29,957 |
+75 |
Cocoa(ICE) |
Mar10 |
100302 |
2875 |
2875 |
2816 |
2819 |
-36 |
46 |
94 |
-180 |
May10 |
100302 |
2862 |
2864 |
2809 |
2829 |
-33 |
4,707 |
63,906 |
-743 |
Jul10 |
100302 |
2882 |
2888 |
2837 |
2856 |
-35 |
1,556 |
22,359 |
+70 |
Sep10 |
100302 |
2902 |
2906 |
2863 |
2878 |
-38 |
664 |
10,201 |
+534 |
Dec10 |
100302 |
2931 |
2937 |
2895 |
2906 |
-38 |
431 |
6,846 |
+146 |
Mar11 |
100302 |
2925 |
2944 |
2918 |
2924 |
-35 |
49 |
11,855 |
+38 |
May11 |
100302 |
2946 |
2946 |
2920 |
2927 |
-34 |
1 |
4,717 |
+0 |
Total Volume and Open Interest |
7,461 |
122,967 |
-131 |
Coffee "C"(ICE) |
Mar10 |
100302 |
129.35 |
130.20 |
129.00 |
130.20 |
+0.65 |
20 |
199 |
-14 |
May10 |
100302 |
131.25 |
132.85 |
130.80 |
132.30 |
+0.55 |
8,757 |
77,046 |
-584 |
Jul10 |
100302 |
133.00 |
134.45 |
132.55 |
134.05 |
+0.60 |
2,196 |
22,947 |
+667 |
Sep10 |
100302 |
135.00 |
135.90 |
134.35 |
135.75 |
+0.70 |
1,012 |
8,436 |
+84 |
Dec10 |
100302 |
137.05 |
137.65 |
137.00 |
137.65 |
+0.75 |
421 |
7,581 |
-13 |
Mar11 |
100302 |
138.80 |
139.40 |
138.80 |
139.40 |
+0.75 |
266 |
5,008 |
+213 |
Total Volume and Open Interest |
12,692 |
122,640 |
+372 |
Orange Juice(ICE) |
Mar10 |
100302 |
151.00 |
152.15 |
150.00 |
151.15 |
+0.55 |
857 |
992 |
-664 |
May10 |
100302 |
148.50 |
149.00 |
147.50 |
148.85 |
+0.90 |
1,384 |
24,388 |
+645 |
Jul10 |
100302 |
151.35 |
151.65 |
150.75 |
151.65 |
+0.90 |
153 |
4,901 |
+83 |
Sep10 |
100302 |
151.95 |
152.75 |
151.95 |
152.75 |
+1.05 |
44 |
1,264 |
+24 |
Nov10 |
100302 |
153.20 |
153.90 |
153.10 |
153.90 |
+1.05 |
46 |
602 |
+6 |
Jan11 |
100302 |
154.20 |
154.50 |
154.20 |
154.50 |
+0.70 |
0 |
639 |
+0 |
Total Volume and Open Interest |
2,484 |
33,061 |
+94 |
Sugar #11(ICE) |
May10 |
100302 |
22.36 |
22.70 |
21.12 |
22.64 |
+0.38 |
62,192 |
280,042 |
+5,255 |
Jul10 |
100302 |
20.99 |
21.01 |
19.78 |
20.94 |
-0.04 |
22,035 |
170,990 |
+1,332 |
Oct10 |
100302 |
20.18 |
20.18 |
19.11 |
20.08 |
-0.08 |
11,206 |
155,822 |
-122 |
Mar11 |
100302 |
19.33 |
19.50 |
18.70 |
19.41 |
+0.09 |
4,504 |
58,686 |
+330 |
May11 |
100302 |
18.33 |
18.45 |
17.80 |
18.43 |
+0.13 |
759 |
17,797 |
+7 |
Total Volume and Open Interest |
102,727 |
744,997 |
-11,226 |
London Cocoa(LCE) |
Mar10 |
100302 |
2160 |
2163 |
2120 |
2133 |
-22 |
2,477 |
27,771 |
-1,465 |
May10 |
100302 |
2177 |
2177 |
2136 |
2154 |
-16 |
5,578 |
47,507 |
-2,051 |
Jul10 |
100302 |
2163 |
2167 |
2128 |
2147 |
-15 |
1,135 |
34,206 |
+163 |
Sep10 |
100302 |
2140 |
2140 |
2107 |
2125 |
-14 |
735 |
17,652 |
+380 |
Dec10 |
100302 |
2123 |
2123 |
2096 |
2113 |
-14 |
347 |
12,466 |
-68 |
Mar11 |
100302 |
2096 |
2101 |
2076 |
2094 |
-14 |
13 |
12,176 |
+0 |
May11 |
100302 |
2089 |
2100 |
2072 |
2093 |
-10 |
0 |
1,923 |
+0 |
Total Volume and Open Interest |
10,285 |
154,443 |
-3,041 |
London Sugar(LCE) |
May10 |
100302 |
626.70 |
627.80 |
606.00 |
618.60 |
-17.70 |
3,198 |
37,751 |
-607 |
Aug10 |
100302 |
600.90 |
600.90 |
579.60 |
592.90 |
-18.80 |
1,205 |
18,753 |
+188 |
Oct10 |
100302 |
558.00 |
558.90 |
537.50 |
551.40 |
-15.40 |
627 |
8,780 |
+65 |
Dec10 |
100302 |
530.00 |
530.00 |
520.00 |
529.90 |
-12.00 |
65 |
2,033 |
+34 |
Mar11 |
100302 |
517.00 |
522.00 |
510.80 |
518.50 |
-8.80 |
11 |
1,024 |
+0 |
Total Volume and Open Interest |
5,147 |
68,854 |
-281 |
Cotton(ICE) |
Mar10 |
100302 |
84.11 |
84.11 |
81.00 |
81.90 |
-1.54 |
55 |
2,240 |
-94 |
May10 |
100302 |
83.10 |
83.17 |
80.66 |
81.85 |
-1.44 |
11,867 |
101,804 |
+1,062 |
Jul10 |
100302 |
83.30 |
83.30 |
80.75 |
81.92 |
-1.50 |
4,436 |
35,714 |
-1,674 |
Oct10 |
100302 |
76.00 |
76.00 |
75.70 |
75.70 |
-1.14 |
24 |
152 |
-15 |
Dec10 |
100302 |
74.50 |
74.70 |
73.25 |
74.10 |
-0.56 |
2,175 |
29,066 |
+379 |
Mar11 |
100302 |
74.75 |
74.91 |
74.75 |
74.91 |
-0.35 |
100 |
2,900 |
+68 |
Total Volume and Open Interest |
18,678 |
173,772 |
-266 |
Lumber(CME) |
Mar10 |
100302 |
248.3 |
254.5 |
248.0 |
252.1 |
+3.7 |
279 |
1,645 |
-131 |
May10 |
100302 |
265.4 |
270.3 |
264.2 |
267.5 |
+1.9 |
448 |
5,460 |
+40 |
Jul10 |
100302 |
273.5 |
277.0 |
273.5 |
276.9 |
+1.5 |
102 |
1,872 |
+42 |
Sep10 |
100302 |
271.9 |
273.0 |
271.9 |
273.0 |
unch |
2 |
614 |
+1 |
Total Volume and Open Interest |
831 |
9,655 |
-48 |
Crude Oil(NYM) |
Apr10 |
100302 |
78.88 |
80.95 |
78.26 |
79.68 |
+0.98 |
319,038 |
259,774 |
-8,933 |
May10 |
100302 |
79.24 |
81.32 |
78.67 |
80.06 |
+0.98 |
104,180 |
161,068 |
-3,977 |
Jun10 |
100302 |
79.50 |
81.71 |
79.11 |
80.44 |
+0.96 |
56,454 |
167,803 |
+624 |
Jul10 |
100302 |
80.07 |
82.05 |
79.59 |
80.81 |
+0.95 |
13,361 |
57,131 |
+628 |
Aug10 |
100302 |
80.46 |
82.30 |
80.45 |
81.11 |
+0.93 |
9,222 |
26,272 |
-339 |
Sep10 |
100302 |
80.55 |
82.58 |
80.28 |
81.38 |
+0.91 |
8,452 |
33,260 |
-262 |
Oct10 |
100302 |
80.86 |
82.92 |
80.69 |
81.64 |
+0.89 |
6,899 |
19,708 |
+332 |
Nov10 |
100302 |
81.82 |
82.99 |
81.82 |
81.92 |
+0.87 |
4,985 |
22,849 |
+72 |
Dec10 |
100302 |
81.56 |
83.52 |
81.13 |
82.22 |
+0.85 |
33,347 |
196,840 |
+2,460 |
Jan11 |
100302 |
82.07 |
83.38 |
81.75 |
82.41 |
+0.84 |
2,383 |
23,089 |
+171 |
Feb11 |
100302 |
81.75 |
82.61 |
81.75 |
82.61 |
+0.82 |
629 |
15,104 |
-197 |
Mar11 |
100302 |
82.80 |
82.80 |
82.80 |
82.80 |
+0.80 |
624 |
11,397 |
-47 |
Apr11 |
100302 |
82.95 |
82.95 |
82.95 |
82.95 |
+0.78 |
299 |
11,020 |
-24 |
May11 |
100302 |
83.08 |
83.08 |
83.08 |
83.08 |
+0.76 |
62 |
4,024 |
-12 |
Jun11 |
100302 |
82.80 |
84.26 |
82.80 |
83.19 |
+0.73 |
1,391 |
24,586 |
-154 |
Jul11 |
100302 |
83.31 |
83.31 |
83.31 |
83.31 |
+0.71 |
111 |
4,078 |
+77 |
Total Volume and Open Interest |
582,703 |
1,274,007 |
-10,917 |
e-miNY Crude Oil(NYM) |
Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
Apr10 |
100302 |
78.825 |
80.975 |
78.275 |
79.675 |
+0.025 |
13,542 |
5,190 |
+544 |
May10 |
100302 |
79.150 |
81.325 |
78.750 |
80.050 |
+0.975 |
570 |
968 |
+48 |
Jun10 |
100302 |
79.400 |
81.700 |
79.400 |
80.450 |
+0.975 |
188 |
211 |
-12 |
Jul10 |
100302 |
80.525 |
81.625 |
80.500 |
80.800 |
+0.950 |
0 |
24 |
-1 |
Aug10 |
100302 |
81.525 |
81.525 |
81.100 |
81.100 |
+0.925 |
2 |
4 |
-1 |
Sep10 |
100302 |
81.500 |
81.500 |
81.375 |
81.375 |
+0.900 |
0 |
4 |
+0 |
Oct10 |
100302 |
81.650 |
81.650 |
81.650 |
81.650 |
+0.900 |
0 |
10 |
+0 |
Nov10 |
100302 |
81.925 |
81.925 |
81.925 |
81.925 |
+0.875 |
0 |
1 |
+0 |
Dec10 |
100302 |
82.225 |
82.225 |
82.225 |
82.225 |
+0.850 |
0 |
56 |
+0 |
Total Volume and Open Interest |
14,293 |
6,615 |
+135 |
Heating Oil(NYM) |
Apr10 |
100302 |
203.30 |
208.60 |
201.59 |
205.61 |
+3.26 |
49,887 |
79,215 |
+2,322 |
May10 |
100302 |
203.94 |
209.57 |
202.72 |
206.66 |
+3.18 |
13,440 |
46,138 |
+477 |
Jun10 |
100302 |
205.70 |
210.66 |
204.24 |
207.83 |
+3.00 |
9,212 |
46,562 |
+374 |
Jul10 |
100302 |
207.36 |
211.28 |
205.92 |
209.51 |
+2.89 |
2,955 |
19,087 |
+746 |
Aug10 |
100302 |
207.97 |
213.39 |
207.73 |
211.16 |
+2.71 |
1,532 |
10,809 |
+322 |
Sep10 |
100302 |
209.73 |
214.67 |
209.73 |
213.06 |
+2.66 |
1,013 |
11,234 |
-199 |
Oct10 |
100302 |
216.50 |
218.07 |
215.31 |
215.31 |
+2.62 |
862 |
9,899 |
-209 |
Nov10 |
100302 |
215.79 |
217.61 |
215.62 |
217.61 |
+2.60 |
570 |
7,845 |
+41 |
Dec10 |
100302 |
217.15 |
222.77 |
216.84 |
219.94 |
+2.58 |
2,904 |
27,712 |
-135 |
Jan11 |
100302 |
222.65 |
224.91 |
222.19 |
222.19 |
+2.53 |
336 |
12,586 |
+37 |
Feb11 |
100302 |
223.90 |
225.31 |
223.39 |
223.39 |
+2.43 |
73 |
4,524 |
+0 |
Mar11 |
100302 |
224.85 |
224.85 |
223.29 |
223.29 |
+2.33 |
70 |
5,022 |
+28 |
Total Volume and Open Interest |
82,950 |
296,263 |
-3,395 |
Gasoline(NYMEX) |
Apr10 |
100302 |
216.19 |
222.24 |
215.50 |
219.66 |
+4.10 |
39,984 |
94,463 |
+4,043 |
May10 |
100302 |
217.00 |
222.79 |
216.35 |
220.26 |
+3.89 |
12,419 |
49,577 |
+1,052 |
Jun10 |
100302 |
217.33 |
222.72 |
216.49 |
220.09 |
+3.72 |
7,864 |
35,908 |
+985 |
Jul10 |
100302 |
216.75 |
221.64 |
216.69 |
219.46 |
+3.62 |
2,505 |
18,422 |
+188 |
Aug10 |
100302 |
217.63 |
220.20 |
216.76 |
218.62 |
+3.48 |
1,900 |
10,798 |
+48 |
Sep10 |
100302 |
216.22 |
219.98 |
215.48 |
217.50 |
+3.29 |
1,675 |
15,819 |
+75 |
Oct10 |
100302 |
205.11 |
207.26 |
205.11 |
207.06 |
+3.02 |
1,248 |
5,454 |
+41 |
Nov10 |
100302 |
205.87 |
206.27 |
205.87 |
206.06 |
+2.90 |
1,493 |
11,505 |
+171 |
Dec10 |
100302 |
203.39 |
208.24 |
203.39 |
205.79 |
+2.73 |
1,351 |
10,933 |
+79 |
Jan11 |
100302 |
208.18 |
209.03 |
207.42 |
207.42 |
+2.66 |
27 |
3,242 |
+1 |
Total Volume and Open Interest |
70,466 |
261,713 |
+130 |
e-miNY RBOB Gasoline(NYM) |
Apr10 |
100302 |
219.70 |
219.70 |
219.66 |
219.70 |
+4.10 |
0 |
7 |
+0 |
May10 |
100302 |
220.30 |
220.30 |
220.26 |
220.30 |
+3.90 |
|
|
|
Jun10 |
100302 |
220.10 |
220.10 |
220.09 |
220.10 |
+3.70 |
|
|
|
Jul10 |
100302 |
219.50 |
219.50 |
219.46 |
219.50 |
+3.70 |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr10 |
100302 |
4.693 |
4.755 |
4.655 |
4.708 |
+0.029 |
69,232 |
187,794 |
+2,212 |
May10 |
100302 |
4.783 |
4.823 |
4.725 |
4.775 |
+0.029 |
23,908 |
151,827 |
+4,183 |
Jun10 |
100302 |
4.827 |
4.891 |
4.807 |
4.850 |
+0.023 |
8,482 |
54,376 |
+1,242 |
Jul10 |
100302 |
4.947 |
4.973 |
4.890 |
4.934 |
+0.022 |
6,348 |
41,189 |
+1,945 |
Aug10 |
100302 |
4.981 |
5.027 |
4.960 |
4.997 |
+0.021 |
2,690 |
35,049 |
+175 |
Sep10 |
100302 |
5.045 |
5.071 |
4.990 |
5.035 |
+0.019 |
2,445 |
28,034 |
+87 |
Oct10 |
100302 |
5.159 |
5.178 |
5.096 |
5.140 |
+0.018 |
6,968 |
58,284 |
+934 |
Nov10 |
100302 |
5.476 |
5.495 |
5.430 |
5.455 |
+0.005 |
933 |
12,907 |
+79 |
Dec10 |
100302 |
5.838 |
5.840 |
5.778 |
5.795 |
-0.012 |
1,556 |
26,084 |
+251 |
Jan11 |
100302 |
6.063 |
6.071 |
6.000 |
6.020 |
-0.017 |
3,969 |
36,469 |
+745 |
Feb11 |
100302 |
6.019 |
6.033 |
5.985 |
5.988 |
-0.017 |
443 |
11,424 |
+167 |
Mar11 |
100302 |
5.889 |
5.897 |
5.841 |
5.848 |
-0.017 |
1,340 |
27,091 |
+69 |
Apr11 |
100302 |
5.485 |
5.510 |
5.460 |
5.480 |
-0.015 |
888 |
23,941 |
+402 |
May11 |
100302 |
5.465 |
5.488 |
5.460 |
5.460 |
-0.013 |
40 |
11,554 |
+25 |
Jun11 |
100302 |
5.510 |
5.540 |
5.500 |
5.510 |
-0.013 |
164 |
5,666 |
+17 |
Jul11 |
100302 |
5.570 |
5.605 |
5.563 |
5.575 |
-0.013 |
53 |
4,295 |
+50 |
Total Volume and Open Interest |
133,168 |
816,126 |
+15,354 |
Brent Crude Oil(ICE) |
Apr10 |
100302 |
77.05 |
79.25 |
76.55 |
78.18 |
+1.29 |
139,708 |
178,864 |
-5,055 |
May10 |
100302 |
77.40 |
79.53 |
76.87 |
78.45 |
+1.23 |
68,751 |
198,060 |
+12,235 |
Jun10 |
100302 |
77.82 |
79.93 |
77.33 |
78.88 |
+1.18 |
41,486 |
124,490 |
+4,262 |
Jul10 |
100302 |
78.38 |
80.32 |
77.94 |
79.31 |
+1.11 |
14,383 |
47,287 |
+1,756 |
Aug10 |
100302 |
78.76 |
80.70 |
78.37 |
79.71 |
+1.05 |
9,867 |
28,085 |
+1,803 |
Sep10 |
100302 |
79.17 |
80.89 |
78.80 |
80.08 |
+1.01 |
7,193 |
20,112 |
+1,327 |
Oct10 |
100302 |
79.45 |
81.22 |
79.18 |
80.42 |
+0.97 |
2,677 |
19,177 |
+419 |
Nov10 |
100302 |
79.78 |
81.28 |
79.51 |
80.74 |
+0.95 |
2,172 |
14,385 |
+383 |
Dec10 |
100302 |
80.25 |
82.10 |
79.80 |
81.06 |
+0.93 |
13,497 |
83,157 |
+1,322 |
Jan11 |
100302 |
81.35 |
81.35 |
81.35 |
81.35 |
+0.89 |
1,157 |
12,267 |
+129 |
Feb11 |
100302 |
81.64 |
81.64 |
81.64 |
81.64 |
+0.86 |
801 |
6,698 |
+64 |
Mar11 |
100302 |
81.93 |
81.93 |
81.93 |
81.93 |
+0.85 |
832 |
6,245 |
+22 |
Apr11 |
100302 |
82.20 |
82.20 |
82.20 |
82.20 |
+0.83 |
485 |
2,799 |
-68 |
May11 |
100302 |
82.44 |
82.44 |
82.44 |
82.44 |
+0.81 |
202 |
2,842 |
+49 |
Total Volume and Open Interest |
307,565 |
857,981 |
+19,325 |
Gas Oil(ICE) |
Mar10 |
100302 |
631.00 |
646.50 |
625.75 |
638.00 |
+4.25 |
55,702 |
106,550 |
-13,203 |
Apr10 |
100302 |
634.75 |
649.25 |
627.75 |
640.75 |
+4.25 |
96,894 |
111,962 |
-3,756 |
May10 |
100302 |
640.00 |
652.75 |
631.75 |
644.50 |
+3.75 |
42,098 |
77,243 |
+5,326 |
Jun10 |
100302 |
642.50 |
657.25 |
636.00 |
649.25 |
+3.75 |
26,002 |
51,613 |
+398 |
Jul10 |
100302 |
644.25 |
661.25 |
642.00 |
654.25 |
+3.50 |
6,307 |
31,417 |
+2,868 |
Aug10 |
100302 |
648.50 |
664.50 |
648.00 |
659.75 |
+3.50 |
2,816 |
23,977 |
+295 |
Sep10 |
100302 |
655.00 |
668.75 |
653.25 |
664.75 |
+3.25 |
2,625 |
25,458 |
+226 |
Oct10 |
100302 |
659.00 |
673.25 |
659.00 |
669.50 |
+3.00 |
1,316 |
17,397 |
+198 |
Nov10 |
100302 |
664.00 |
674.25 |
662.50 |
673.50 |
+2.50 |
754 |
15,873 |
-20 |
Dec10 |
100302 |
671.75 |
684.75 |
666.00 |
677.25 |
+2.25 |
9,781 |
70,475 |
-1,234 |
Total Volume and Open Interest |
248,647 |
613,152 |
-7,862 |
Ethanol(CBOT) |
Mar10 |
100302 |
1.672 |
1.680 |
1.672 |
1.680 |
-0.012 |
27 |
247 |
-111 |
Apr10 |
100302 |
1.700 |
1.700 |
1.680 |
1.687 |
-0.002 |
353 |
1,122 |
+22 |
May10 |
100302 |
1.712 |
1.712 |
1.691 |
1.703 |
-0.006 |
62 |
778 |
+17 |
Jun10 |
100302 |
1.705 |
1.710 |
1.703 |
1.707 |
-0.004 |
29 |
857 |
-3 |
Jul10 |
100302 |
1.715 |
1.719 |
1.708 |
1.713 |
-0.009 |
47 |
1,064 |
+5 |
Aug10 |
100302 |
1.713 |
1.714 |
1.707 |
1.708 |
-0.004 |
5 |
826 |
+5 |
Sep10 |
100302 |
1.713 |
1.713 |
1.707 |
1.707 |
-0.003 |
5 |
788 |
+5 |
Oct10 |
100302 |
1.713 |
1.713 |
1.713 |
1.713 |
+0.003 |
20 |
730 |
+15 |
Total Volume and Open Interest |
616 |
8,478 |
-2 |
US Dollar Index(ICE) |
Mar10 |
100302 |
80.930 |
81.340 |
80.425 |
80.575 |
-0.130 |
29,002 |
50,912 |
-571 |
Jun10 |
100302 |
81.265 |
81.600 |
80.740 |
80.885 |
-0.130 |
293 |
4,995 |
+1 |
Sep10 |
100302 |
81.165 |
81.165 |
81.165 |
81.165 |
-0.130 |
0 |
8 |
+0 |
Total Volume and Open Interest |
29,295 |
55,916 |
-570 |
Australian Dollar(CME) |
Mar10 |
100302 |
90.01 |
90.48 |
89.43 |
90.27 |
+0.32 |
114,254 |
102,083 |
+2,610 |
Jun10 |
100302 |
89.11 |
89.56 |
88.57 |
89.38 |
+0.30 |
900 |
7,071 |
+239 |
Sep10 |
100302 |
88.44 |
88.44 |
88.15 |
88.44 |
+0.29 |
0 |
41 |
+0 |
Total Volume and Open Interest |
115,154 |
109,205 |
+2,849 |
British Pound(CME) |
Mar10 |
100302 |
149.92 |
150.70 |
148.53 |
149.48 |
-0.60 |
159,976 |
125,011 |
+931 |
Jun10 |
100302 |
149.75 |
149.99 |
148.45 |
149.38 |
-0.61 |
1,511 |
2,962 |
+278 |
Sep10 |
100302 |
149.29 |
149.89 |
148.67 |
149.29 |
-0.60 |
5 |
82 |
+1 |
Total Volume and Open Interest |
161,492 |
128,080 |
+1,210 |
Canadian Dollar(CME) |
Mar10 |
100302 |
96.02 |
97.01 |
95.75 |
96.53 |
+0.50 |
87,587 |
90,901 |
+838 |
Jun10 |
100302 |
96.00 |
96.98 |
95.74 |
96.51 |
+0.50 |
1,236 |
8,061 |
+320 |
Sep10 |
100302 |
96.00 |
96.80 |
95.75 |
96.48 |
+0.49 |
148 |
866 |
+2 |
Dec10 |
100302 |
96.20 |
96.68 |
95.91 |
96.38 |
+0.47 |
6 |
835 |
+6 |
Total Volume and Open Interest |
88,980 |
100,800 |
+1,168 |
Japanese Yen(CME) |
Mar10 |
100302 |
112.16 |
112.94 |
111.88 |
112.80 |
+0.50 |
95,681 |
124,875 |
-2,316 |
Jun10 |
100302 |
112.22 |
112.98 |
111.95 |
112.85 |
+0.50 |
1,113 |
3,532 |
+221 |
Sep10 |
100302 |
112.92 |
112.92 |
112.26 |
112.92 |
+0.49 |
1 |
205 |
+1 |
Total Volume and Open Interest |
96,796 |
128,641 |
-2,094 |
Swiss Franc(CME) |
Mar10 |
100302 |
92.68 |
93.08 |
91.84 |
92.94 |
+0.17 |
60,065 |
40,053 |
-2,957 |
Jun10 |
100302 |
92.73 |
93.13 |
91.91 |
93.00 |
+0.17 |
165 |
465 |
+48 |
Sep10 |
100302 |
92.65 |
93.06 |
92.65 |
93.06 |
+0.16 |
1 |
6 |
-1 |
Total Volume and Open Interest |
60,231 |
40,529 |
-2,910 |
EuroFX(CME) |
Mar10 |
100302 |
135.69 |
136.23 |
134.33 |
136.00 |
+0.25 |
379,305 |
201,301 |
-745 |
Jun10 |
100302 |
135.65 |
136.19 |
134.33 |
135.98 |
+0.25 |
7,921 |
15,734 |
+2,737 |
Sep10 |
100302 |
134.36 |
136.29 |
134.36 |
135.93 |
+0.25 |
12 |
940 |
+7 |
Total Volume and Open Interest |
387,238 |
218,055 |
+1,999 |
Mexican Peso(CME) |
Mar10 |
100302 |
783.8 |
787.0 |
782.8 |
783.8 |
+0.2 |
24,952 |
108,586 |
+1,838 |
Apr10 |
100302 |
781.2 |
781.2 |
780.8 |
781.2 |
+0.5 |
|
|
|
Total Volume and Open Interest |
25,115 |
111,316 |
+1,905 |
30-Year T-Bonds(CBOT) |
Mar10 |
100226 |
118~150 |
119~090 |
118~090 |
118~290 |
+0~140 |
|
|
|
Jun10 |
100302 |
117~140 |
117~160 |
116~280 |
117~110 |
-0~040 |
314,118 |
620,059 |
+28,946 |
Sep10 |
100302 |
116~000 |
116~050 |
116~000 |
116~010 |
-0~040 |
3 |
59 |
+2 |
Total Volume and Open Interest |
438,527 |
709,882 |
-15,613 |
10-Year T-Notes(CBOT) |
Mar10 |
100302 |
118~270 |
118~305 |
118~180 |
118~285 |
+0~005 |
359,041 |
176,127 |
-103,509 |
Jun10 |
100302 |
117~120 |
117~150 |
117~015 |
117~130 |
+0~005 |
878,696 |
1,279,448 |
+48,786 |
Sep10 |
100302 |
115~295 |
115~310 |
115~295 |
115~295 |
-0~015 |
1 |
31 |
+1 |
Total Volume and Open Interest |
1,237,738 |
1,455,607 |
-54,722 |
5-Year T-Notes(CBOT) |
Mar10 |
100226 |
116~108 |
117~006 |
116~108 |
117~006 |
+0~029 |
|
|
|
Jun10 |
100302 |
115~117 |
116~004 |
115~095 |
115~126 |
+0~008 |
413,352 |
885,135 |
+52,729 |
Sep10 |
100302 |
114~112 |
114~112 |
114~104 |
114~112 |
+0~008 |
|
|
|
Total Volume and Open Interest |
576,134 |
1,002,273 |
+13,227 |
2 Year T-Notes(CBOT) |
Mar10 |
100226 |
109~027 |
109~027 |
109~027 |
109~027 |
+0~009 |
|
|
|
Jun10 |
100302 |
108~092 |
108~098 |
108~085 |
108~096 |
+0~004 |
289,228 |
805,859 |
+27,436 |
Sep10 |
100302 |
108~020 |
108~029 |
108~020 |
108~020 |
-0~009 |
0 |
1 |
+0 |
Total Volume and Open Interest |
437,855 |
927,559 |
-25,755 |
Eurodollars(CME) |
Mar10 |
100302 |
99.740 |
99.745 |
99.738 |
99.740 |
+0.002 |
91,412 |
1,126,364 |
+2,170 |
Jun10 |
100302 |
99.665 |
99.670 |
99.655 |
99.665 |
+0.005 |
128,969 |
1,157,967 |
+21,911 |
Sep10 |
100302 |
99.500 |
99.515 |
99.475 |
99.505 |
+0.010 |
180,082 |
1,066,092 |
+8,644 |
Dec10 |
100302 |
99.210 |
99.235 |
99.175 |
99.220 |
+0.020 |
225,264 |
1,001,075 |
+2,432 |
Mar11 |
100302 |
98.860 |
98.895 |
98.830 |
98.885 |
+0.030 |
216,560 |
674,714 |
+153 |
Jun11 |
100302 |
98.495 |
98.530 |
98.460 |
98.520 |
+0.035 |
181,504 |
752,894 |
+8,692 |
Sep11 |
100302 |
98.130 |
98.170 |
98.100 |
98.160 |
+0.035 |
127,869 |
593,507 |
-2,136 |
Dec11 |
100302 |
97.780 |
97.825 |
97.750 |
97.810 |
+0.030 |
94,975 |
373,953 |
-36 |
Mar12 |
100302 |
97.480 |
97.520 |
97.445 |
97.505 |
+0.030 |
53,546 |
293,587 |
-908 |
Jun12 |
100302 |
97.185 |
97.220 |
97.150 |
97.205 |
+0.025 |
44,042 |
206,618 |
-5,322 |
Sep12 |
100302 |
96.900 |
96.950 |
96.875 |
96.935 |
+0.020 |
36,004 |
122,240 |
-1,075 |
Dec12 |
100302 |
96.655 |
96.685 |
96.615 |
96.670 |
+0.015 |
27,277 |
112,110 |
+1,427 |
Mar13 |
100302 |
96.430 |
96.475 |
96.405 |
96.460 |
+0.015 |
12,277 |
78,301 |
+744 |
Jun13 |
100302 |
96.230 |
96.270 |
96.200 |
96.255 |
+0.015 |
8,947 |
61,950 |
+85 |
Sep13 |
100302 |
96.045 |
96.085 |
96.015 |
96.065 |
+0.010 |
6,549 |
53,841 |
-1,208 |
Dec13 |
100302 |
95.850 |
95.890 |
95.825 |
95.875 |
+0.010 |
5,615 |
30,607 |
+43 |
Mar14 |
100302 |
95.700 |
95.740 |
95.670 |
95.725 |
+0.010 |
4,598 |
36,909 |
-189 |
Jun14 |
100302 |
95.550 |
95.590 |
95.520 |
95.575 |
+0.010 |
4,383 |
30,802 |
-425 |
Total Volume and Open Interest |
1,467,092 |
7,914,348 |
+35,560 |
30 Day Federal Funds(CBOT) |
Mar10 |
100302 |
99.860 |
99.863 |
99.857 |
99.860 |
unch |
4,542 |
76,131 |
+1,231 |
Apr10 |
100302 |
99.845 |
99.850 |
99.845 |
99.845 |
unch |
2,895 |
86,559 |
+901 |
May10 |
100302 |
99.835 |
99.840 |
99.830 |
99.835 |
+0.005 |
5,959 |
70,390 |
-654 |
Jun10 |
100302 |
99.825 |
99.830 |
99.820 |
99.825 |
+0.005 |
6,076 |
68,707 |
+116 |
Jul10 |
100302 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
6,449 |
66,834 |
-798 |
Aug10 |
100302 |
99.780 |
99.790 |
99.780 |
99.785 |
+0.005 |
5,007 |
58,192 |
+1,803 |
Total Volume and Open Interest |
41,415 |
588,042 |
-82,696 |
30 Day Fed Funds(e-CBOT) |
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 |
|
Aug10 |
090519 |
98.995 |
98.995 |
98.995 |
98.995 |
unch |
0 |
1,623 |
|
Total Volume and Open Interest |
22,142 |
354,023 |
|
3-Mth Euro-Yen(CME) |
Mar10 |
100302 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
0 |
1,838 |
-571 |
Jun10 |
100302 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
0 |
480 |
+0 |
Sep10 |
100302 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
0 |
230 |
+0 |
Dec10 |
100302 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
242 |
+0 |
Mar11 |
100302 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Jun11 |
100302 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Sep11 |
100302 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec11 |
100302 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Mar12 |
100302 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Jun12 |
100302 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,790 |
-571 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100302 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
2 |
5,057 |
+430 |
Jun10 |
100302 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
1,619 |
-155 |
Sep10 |
100302 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
50 |
2,351 |
+200 |
Dec10 |
100302 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,380 |
+0 |
Mar11 |
100302 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
704 |
+40 |
Jun11 |
100302 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
56 |
+0 |
Sep11 |
100302 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
51 |
+0 |
Dec11 |
100302 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
102 |
+0 |
Total Volume and Open Interest |
52 |
12,691 |
+584 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100302 |
139.75 |
139.90 |
139.70 |
139.90 |
+0.17 |
2,732 |
18,141 |
+1,202 |
Jun10 |
100302 |
138.92 |
139.04 |
138.84 |
139.00 |
+0.15 |
83 |
302 |
+206 |
Sep10 |
100302 |
139.00 |
139.00 |
139.00 |
139.00 |
+0.15 |
|
|
|
Total Volume and Open Interest |
2,815 |
18,443 |
+426 |
Euro-Bund(EUREX) |
Mar10 |
100302 |
124.32 |
124.40 |
123.94 |
124.20 |
-0.13 |
989,451 |
871,661 |
-46,301 |
Jun10 |
100302 |
122.84 |
122.93 |
122.48 |
122.74 |
-0.12 |
118,707 |
162,096 |
+76,797 |
Sep10 |
100302 |
121.80 |
123.32 |
121.80 |
122.30 |
-0.13 |
|
|
|
Total Volume and Open Interest |
1,108,158 |
1,033,757 |
+69,532 |
Euro-Bobl(EUREX) |
Mar10 |
100222 |
117.39 |
117.51 |
117.29 |
117.46 |
+0.08 |
534,305 |
798,081 |
+37,058 |
Jun10 |
100302 |
116.87 |
116.91 |
116.64 |
116.80 |
-0.05 |
48,878 |
121,514 |
+35,514 |
Sep10 |
100302 |
116.56 |
116.56 |
116.56 |
116.56 |
-0.06 |
|
|
|
Total Volume and Open Interest |
678,442 |
899,556 |
+52,465 |
3-Mth Euribor(EUREX) |
Mar10 |
100302 |
99.345 |
99.345 |
99.345 |
99.345 |
+0.010 |
159 |
10,738 |
-77 |
Jun10 |
100302 |
99.225 |
99.225 |
99.215 |
99.220 |
+0.005 |
285 |
6,934 |
+63 |
Sep10 |
100302 |
99.045 |
99.045 |
99.035 |
99.040 |
-0.005 |
70 |
2,236 |
-1 |
Total Volume and Open Interest |
647 |
23,841 |
-39 |
Long Gilt(LIFFE) |
Mar10 |
100225 |
115~18 |
115~28 |
115~11 |
115~23 |
+0~13 |
301,509 |
139,236 |
-76,552 |
Jun10 |
100302 |
113~30 |
114~20 |
113~30 |
114~17 |
+0~16 |
108,598 |
256,943 |
+6,831 |
Total Volume and Open Interest |
153,125 |
303,930 |
-7,514 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100302 |
99.33 |
99.35 |
99.33 |
99.34 |
+0.01 |
13,655 |
324,118 |
+3,444 |
Jun10 |
100302 |
99.25 |
99.26 |
99.23 |
99.25 |
unch |
54,915 |
383,909 |
+17,342 |
Sep10 |
100302 |
99.08 |
99.11 |
99.06 |
99.09 |
unch |
41,609 |
355,987 |
+6,076 |
Dec10 |
100302 |
98.81 |
98.84 |
98.79 |
98.81 |
-0.01 |
64,853 |
365,848 |
-6,479 |
Mar11 |
100302 |
98.52 |
98.54 |
98.48 |
98.50 |
-0.02 |
74,659 |
334,387 |
+627 |
Jun11 |
100302 |
98.16 |
98.19 |
98.13 |
98.15 |
-0.02 |
56,749 |
221,483 |
-3,944 |
Total Volume and Open Interest |
380,887 |
2,405,288 |
+24,893 |
3-Mth Euribor(LIFFE) |
Mar10 |
100302 |
99.340 |
99.345 |
99.335 |
99.345 |
+0.015 |
32,378 |
682,400 |
-2,186 |
Jun10 |
100302 |
99.215 |
99.260 |
99.205 |
99.220 |
+0.005 |
183,866 |
685,453 |
-27,715 |
Sep10 |
100302 |
99.045 |
99.065 |
99.020 |
99.040 |
-0.005 |
230,258 |
705,831 |
+23,065 |
Total Volume and Open Interest |
1,081,328 |
3,927,518 |
+22,329 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100302 |
95.73 |
95.74 |
95.66 |
95.69 |
-0.05 |
21,997 |
293,904 |
+4,379 |
Jun10 |
100302 |
95.49 |
95.51 |
95.41 |
95.44 |
-0.05 |
26,553 |
246,402 |
-1,333 |
Sep10 |
100302 |
95.19 |
95.20 |
95.11 |
95.16 |
-0.03 |
15,805 |
124,903 |
+4,506 |
Dec10 |
100302 |
94.94 |
94.95 |
94.86 |
94.92 |
-0.02 |
5,658 |
88,853 |
-557 |
Mar11 |
100302 |
94.76 |
94.78 |
94.68 |
94.76 |
-0.01 |
2,887 |
39,293 |
-289 |
Jun11 |
100302 |
94.62 |
94.65 |
94.56 |
94.64 |
+0.01 |
2,131 |
37,186 |
+1,324 |
Sep11 |
100302 |
94.51 |
94.56 |
94.49 |
94.54 |
+0.03 |
496 |
16,258 |
+111 |
Dec11 |
100302 |
94.42 |
94.49 |
94.42 |
94.46 |
+0.03 |
104 |
8,525 |
-196 |
Mar12 |
100302 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.03 |
0 |
2,653 |
+0 |
Jun12 |
100302 |
94.35 |
94.35 |
94.35 |
94.35 |
+0.02 |
0 |
1,759 |
+0 |
Total Volume and Open Interest |
75,631 |
861,516 |
+7,945 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100302 |
94.52 |
94.57 |
94.49 |
94.56 |
+0.05 |
28,749 |
395,612 |
-18,220 |
Jun10 |
100302 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.05 |
|
|
|
Total Volume and Open Interest |
28,749 |
395,612 |
-18,220 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100302 |
95.15 |
95.20 |
95.11 |
95.16 |
+0.01 |
85,503 |
801,582 |
-43,067 |
Jun10 |
100302 |
94.96 |
94.99 |
94.96 |
94.99 |
+0.01 |
11,458 |
7,208 |
+6,458 |
Total Volume and Open Interest |
96,961 |
808,790 |
-36,609 |
Gold(CMX) |
Apr10 |
100302 |
1118.0 |
1138.3 |
1115.0 |
1137.4 |
+19.1 |
129,613 |
273,758 |
-6,294 |
Jun10 |
100302 |
1119.3 |
1139.5 |
1116.4 |
1138.6 |
+19.1 |
3,847 |
64,416 |
+134 |
Aug10 |
100302 |
1121.0 |
1139.9 |
1117.8 |
1139.6 |
+19.1 |
1,523 |
23,615 |
+901 |
Oct10 |
100302 |
1121.8 |
1141.0 |
1121.8 |
1140.6 |
+19.2 |
176 |
10,839 |
+100 |
Dec10 |
100302 |
1122.0 |
1142.0 |
1120.5 |
1141.8 |
+19.2 |
2,106 |
37,302 |
-19 |
Feb11 |
100302 |
1131.0 |
1143.3 |
1131.0 |
1143.3 |
+19.2 |
25 |
8,226 |
+25 |
Apr11 |
100302 |
1133.0 |
1145.2 |
1133.0 |
1145.2 |
+19.3 |
20 |
4,492 |
+1 |
Jun11 |
100302 |
481.0 |
492.1 |
479.5 |
492.1 |
+19.4 |
916 |
7,717 |
+459 |
Aug11 |
100302 |
1150.1 |
1150.1 |
1150.1 |
1150.1 |
+19.5 |
0 |
2,222 |
+0 |
Oct11 |
100302 |
1153.3 |
1153.3 |
1153.3 |
1153.3 |
+19.4 |
0 |
3,644 |
+0 |
Dec11 |
100302 |
1156.8 |
1156.8 |
1156.8 |
1156.8 |
+19.3 |
429 |
11,952 |
-293 |
Total Volume and Open Interest |
141,277 |
467,387 |
-4,818 |
Silver(CMX) |
Mar10 |
100302 |
1647.5 |
1707.5 |
1632.0 |
1704.4 |
+59.5 |
3,883 |
1,752 |
-2,000 |
May10 |
100302 |
1647.5 |
1710.5 |
1633.0 |
1706.4 |
+59.5 |
30,203 |
62,023 |
+1,036 |
Jul10 |
100302 |
1651.0 |
1710.0 |
1637.0 |
1708.8 |
+59.7 |
948 |
13,810 |
+73 |
Sep10 |
100302 |
1651.0 |
1713.5 |
1650.0 |
1710.7 |
+59.7 |
62 |
2,899 |
+7 |
Dec10 |
100302 |
1653.5 |
1715.0 |
1647.5 |
1713.3 |
+59.7 |
284 |
12,935 |
-63 |
Mar11 |
100302 |
1696.5 |
1715.8 |
1696.5 |
1715.8 |
+59.8 |
10 |
1,070 |
+6 |
May11 |
100302 |
1688.0 |
1717.5 |
1688.0 |
1717.5 |
+59.9 |
4 |
1,726 |
-3 |
Total Volume and Open Interest |
35,643 |
107,635 |
-869 |
Platinum(NYMEX) |
Apr10 |
100302 |
1551.0 |
1578.7 |
1545.1 |
1576.0 |
+32.0 |
3,626 |
31,549 |
-386 |
Jul10 |
100302 |
1558.7 |
1581.4 |
1558.5 |
1580.6 |
+32.1 |
501 |
2,893 |
+295 |
Oct10 |
100302 |
1555.0 |
1581.6 |
1555.0 |
1581.1 |
+31.6 |
4 |
165 |
+4 |
Jan11 |
100302 |
1575.1 |
1575.1 |
1575.1 |
1575.1 |
+33.1 |
0 |
207 |
+0 |
Total Volume and Open Interest |
4,147 |
34,848 |
-91 |
Palladium(NYMEX) |
Mar10 |
100302 |
436.80 |
443.45 |
434.90 |
443.45 |
+6.95 |
433 |
290 |
-626 |
Jun10 |
100302 |
434.50 |
446.00 |
434.50 |
444.85 |
+6.85 |
1,444 |
21,170 |
+153 |
Sep10 |
100302 |
443.95 |
445.60 |
443.95 |
445.60 |
+6.85 |
0 |
309 |
+0 |
Total Volume and Open Interest |
1,877 |
21,801 |
-473 |
Copper(CMX) |
Mar10 |
100302 |
332.90 |
339.80 |
327.75 |
339.55 |
+6.25 |
3,669 |
5,667 |
-621 |
May10 |
100302 |
334.55 |
341.50 |
329.00 |
341.15 |
+6.15 |
32,369 |
83,139 |
-169 |
Jul10 |
100302 |
336.00 |
342.70 |
331.40 |
342.50 |
+6.00 |
1,242 |
18,321 |
+587 |
Sep10 |
100302 |
334.25 |
343.30 |
333.35 |
343.10 |
+5.85 |
142 |
6,781 |
+64 |
Dec10 |
100302 |
335.05 |
343.40 |
335.05 |
343.40 |
+5.75 |
47 |
5,497 |
-46 |
Total Volume and Open Interest |
37,815 |
124,234 |
+1 |
DJIA Index(CBOT) |
Mar10 |
100302 |
10389 |
10446 |
10375 |
10399 |
+14 |
398 |
13,885 |
+104 |
Jun10 |
100302 |
10336 |
10336 |
10322 |
10336 |
+14 |
1 |
29 |
-1 |
Sep10 |
100302 |
10279 |
10279 |
10265 |
10279 |
+14 |
|
|
|
Dec10 |
100302 |
10219 |
10219 |
10215 |
10219 |
+4 |
|
|
|
Total Volume and Open Interest |
399 |
13,914 |
+103 |
S & P 500(CME) |
Mar10 |
100302 |
1114.20 |
1123.00 |
1112.80 |
1117.40 |
+2.80 |
17,297 |
378,093 |
-760 |
Jun10 |
100302 |
1114.30 |
1117.50 |
1111.00 |
1112.60 |
+2.80 |
1,699 |
16,734 |
+1,525 |
Sep10 |
100302 |
1107.40 |
1111.70 |
1106.20 |
1107.40 |
+2.70 |
301 |
2,174 |
+580 |
Dec10 |
100302 |
1102.60 |
1106.90 |
1101.40 |
1102.60 |
+2.70 |
0 |
2,951 |
+0 |
Total Volume and Open Interest |
19,297 |
399,973 |
+1,345 |
S & P 500 E-Mini(Globex) |
Mar10 |
100302 |
1114.25 |
1122.75 |
1112.75 |
1117.50 |
+3.00 |
1,944,020 |
2,819,976 |
-10,323 |
Jun10 |
100302 |
1109.75 |
1117.75 |
1108.00 |
1112.50 |
+2.75 |
7,314 |
57,890 |
+1,093 |
Total Volume and Open Interest |
1,951,342 |
2,879,442 |
-9,231 |
NASDAQ 100(CME) |
Mar10 |
100302 |
1844.30 |
1863.00 |
1843.00 |
1852.30 |
+9.50 |
739 |
28,352 |
-57 |
Jun10 |
100302 |
1849.50 |
1854.00 |
1849.50 |
1849.50 |
+9.50 |
0 |
795 |
+0 |
Sep10 |
100302 |
1848.50 |
1848.80 |
1848.50 |
1848.50 |
+9.50 |
|
|
|
Total Volume and Open Interest |
739 |
29,147 |
-57 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100302 |
1842.80 |
1862.30 |
1842.50 |
1852.30 |
+9.50 |
223,029 |
397,502 |
-291 |
Jun10 |
100302 |
1842.30 |
1859.30 |
1840.30 |
1849.50 |
+9.50 |
644 |
7,373 |
-5 |
Total Volume and Open Interest |
223,673 |
404,885 |
-296 |
S & P Midcap 400(CME) |
Mar10 |
100302 |
752.00 |
758.00 |
752.00 |
755.40 |
+6.70 |
43 |
2,575 |
+2 |
Jun10 |
100302 |
752.80 |
752.90 |
752.80 |
752.80 |
+6.70 |
|
|
|
Sep10 |
100302 |
750.80 |
750.90 |
750.80 |
750.80 |
+6.70 |
|
|
|
Total Volume and Open Interest |
43 |
2,575 |
+2 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100226 |
10070 |
10160 |
10060 |
10160 |
+90 |
7,134 |
39,312 |
-1,232 |
Jun10 |
100302 |
10250 |
10315 |
10225 |
10255 |
+10 |
13 |
27 |
+6 |
Total Volume and Open Interest |
7,428 |
40,045 |
-261 |
Nikkei 225(SGX) |
Mar10 |
100302 |
10205 |
10255 |
10145 |
10230 |
+40 |
88,492 |
189,622 |
-1,583 |
Jun10 |
100302 |
10160 |
10195 |
10090 |
10170 |
+40 |
452 |
3,068 |
+707 |
Sep10 |
100302 |
10170 |
10170 |
10170 |
10170 |
+40 |
0 |
55 |
+0 |
Total Volume and Open Interest |
88,944 |
194,096 |
+1,982 |
CAC 40(EURONEXT) |
Mar10 |
100302 |
3775.0 |
3814.5 |
3763.0 |
3812.5 |
+45.0 |
118,402 |
357,884 |
-92 |
Apr10 |
100302 |
3771.5 |
3813.5 |
3771.5 |
3813.5 |
+45.0 |
57 |
700 |
+42 |
May10 |
100302 |
3739.5 |
3739.5 |
3739.5 |
3739.5 |
+45.0 |
|
|
|
Total Volume and Open Interest |
118,553 |
361,591 |
-24 |
Hang Seng Index(HKFE) |
Mar10 |
100302 |
20893 |
20956 |
20802 |
20937 |
-46 |
71,955 |
73,283 |
-370 |
Apr10 |
100302 |
20834 |
20901 |
20780 |
20901 |
-57 |
707 |
600 |
+261 |
Total Volume and Open Interest |
72,979 |
75,650 |
-139 |
DAX(EUREX) |
Mar10 |
100302 |
5725.0 |
5783.5 |
5711.0 |
5776.0 |
+62.0 |
141,620 |
154,792 |
+3,607 |
Jun10 |
100302 |
5740.0 |
5789.0 |
5721.0 |
5784.0 |
+62.5 |
299 |
11,567 |
-68 |
Sep10 |
100302 |
5746.0 |
5796.0 |
5729.5 |
5790.5 |
+61.5 |
133 |
1,945 |
-2 |
Total Volume and Open Interest |
142,052 |
168,304 |
+3,537 |
FT-SE 100(EURONEXT) |
Mar10 |
100302 |
5409.00 |
5471.50 |
5388.00 |
5464.00 |
+76.00 |
148,063 |
664,424 |
-1,679 |
Jun10 |
100302 |
5354.50 |
5419.00 |
5340.00 |
5413.50 |
+76.00 |
109 |
6,056 |
+22 |
Sep10 |
100302 |
5321.00 |
5381.00 |
5321.00 |
5374.50 |
+74.50 |
0 |
360 |
+0 |
Total Volume and Open Interest |
148,207 |
671,836 |
-1,622 |
SPI 200(SFE) |
Mar10 |
100302 |
4686.0 |
4727.0 |
4669.0 |
4703.0 |
+13.0 |
32,050 |
194,944 |
-5,764 |
Jun10 |
100302 |
4712.0 |
4725.0 |
4700.0 |
4723.0 |
+16.0 |
421 |
2,704 |
+216 |
Sep10 |
100302 |
4705.0 |
4705.0 |
4705.0 |
4705.0 |
+16.0 |
0 |
1,970 |
+0 |
Total Volume and Open Interest |
32,471 |
201,235 |
-5,548 |
GSCI(CME) |
Mar10 |
100302 |
515.25 |
522.00 |
514.50 |
518.00 |
+5.25 |
1,516 |
15,626 |
+516 |
Apr10 |
100302 |
518.25 |
525.00 |
517.50 |
521.10 |
+4.95 |
2 |
2 |
+0 |
May10 |
100302 |
523.00 |
527.00 |
520.00 |
523.00 |
+4.50 |
|
|
|
Total Volume and Open Interest |
1,518 |
15,628 |
+516 |
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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