|
MRCI's End of Day Prices |
Daily Futures Price Listing Wed March 03, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100303 |
954.75 |
962.50 |
953.50 |
954.50 |
+0.25 |
12,750 |
6,739 |
-2,729 |
May10 |
100303 |
963.00 |
971.50 |
962.00 |
963.50 |
unch |
67,432 |
188,150 |
-4,678 |
Jul10 |
100303 |
970.75 |
978.75 |
969.50 |
971.00 |
+0.25 |
11,503 |
92,974 |
+1,397 |
Aug10 |
100303 |
967.00 |
972.75 |
966.75 |
966.75 |
+1.00 |
273 |
4,772 |
+41 |
Sep10 |
100303 |
955.75 |
959.25 |
951.00 |
953.50 |
+2.50 |
523 |
3,473 |
+150 |
Nov10 |
100303 |
938.50 |
948.50 |
938.25 |
942.50 |
+3.75 |
10,595 |
108,154 |
+3,380 |
Jan11 |
100303 |
951.00 |
956.25 |
949.75 |
951.00 |
+3.75 |
567 |
6,092 |
+117 |
Total Volume and Open Interest |
103,926 |
420,681 |
-2,226 |
Soybean Meal(CBOT) |
Mar10 |
100303 |
270.50 |
271.00 |
266.10 |
266.50 |
-4.00 |
3,420 |
8,087 |
-1,191 |
May10 |
100303 |
268.10 |
270.10 |
266.90 |
267.30 |
-1.00 |
25,507 |
89,559 |
+1,017 |
Jul10 |
100303 |
267.70 |
269.50 |
266.90 |
267.50 |
-0.20 |
7,553 |
39,946 |
-153 |
Aug10 |
100303 |
265.70 |
268.00 |
265.60 |
265.90 |
+0.10 |
647 |
12,363 |
-11 |
Sep10 |
100303 |
264.00 |
265.70 |
263.20 |
263.50 |
+0.40 |
548 |
10,261 |
-10 |
Oct10 |
100303 |
256.00 |
258.80 |
256.00 |
256.50 |
+0.20 |
1,343 |
6,880 |
+196 |
Dec10 |
100303 |
255.20 |
258.40 |
255.10 |
256.50 |
+0.20 |
6,151 |
25,993 |
+1,406 |
Jan11 |
100303 |
257.50 |
259.00 |
256.90 |
257.50 |
+0.20 |
275 |
1,818 |
+84 |
Total Volume and Open Interest |
45,568 |
198,792 |
+1,329 |
Soybean Oil(CBOT) |
Mar10 |
100303 |
40.18 |
40.18 |
39.89 |
40.02 |
+0.21 |
6,285 |
5,613 |
-1,615 |
May10 |
100303 |
40.13 |
40.51 |
40.12 |
40.40 |
+0.20 |
42,119 |
131,331 |
-2,727 |
Jul10 |
100303 |
40.55 |
41.00 |
40.55 |
40.83 |
+0.20 |
20,371 |
78,098 |
-265 |
Aug10 |
100303 |
40.86 |
41.08 |
40.86 |
40.99 |
+0.20 |
1,250 |
10,677 |
+62 |
Sep10 |
100303 |
41.14 |
41.16 |
40.98 |
41.12 |
+0.21 |
514 |
7,328 |
+32 |
Oct10 |
100303 |
41.11 |
41.27 |
41.10 |
41.21 |
+0.21 |
420 |
5,324 |
-79 |
Dec10 |
100303 |
41.25 |
41.65 |
41.19 |
41.49 |
+0.22 |
6,600 |
35,723 |
+1,358 |
Jan11 |
100303 |
41.69 |
41.74 |
41.52 |
41.74 |
+0.22 |
352 |
1,261 |
+203 |
Total Volume and Open Interest |
77,931 |
276,855 |
-3,021 |
Canola(WCE) |
Mar10 |
100303 |
385.3 |
385.7 |
385.3 |
385.7 |
+1.7 |
56 |
565 |
-26 |
May10 |
100303 |
386.0 |
388.4 |
385.2 |
387.7 |
+1.7 |
7,471 |
79,788 |
+651 |
Jul10 |
100303 |
391.8 |
394.3 |
391.4 |
393.9 |
+1.6 |
527 |
18,143 |
+119 |
Nov10 |
100303 |
397.5 |
399.8 |
397.2 |
399.3 |
+1.8 |
391 |
14,391 |
+118 |
Jan11 |
100303 |
402.4 |
402.4 |
402.4 |
402.4 |
+1.8 |
10 |
554 |
+10 |
Total Volume and Open Interest |
8,457 |
113,678 |
+874 |
Corn(CBOT) |
Mar10 |
100303 |
370.00 |
377.75 |
366.75 |
375.75 |
+5.25 |
32,859 |
20,427 |
-6,718 |
May10 |
100303 |
381.00 |
389.00 |
380.75 |
386.75 |
+5.25 |
113,717 |
467,135 |
+2,720 |
Jul10 |
100303 |
391.75 |
400.00 |
391.75 |
397.75 |
+5.50 |
28,194 |
242,791 |
+443 |
Sep10 |
100303 |
399.75 |
407.50 |
399.75 |
405.75 |
+5.75 |
7,765 |
58,769 |
+977 |
Dec10 |
100303 |
406.25 |
415.00 |
406.25 |
413.00 |
+6.00 |
26,744 |
254,844 |
+2,535 |
Mar11 |
100303 |
416.25 |
425.00 |
416.25 |
423.25 |
+6.00 |
1,791 |
29,952 |
+633 |
Total Volume and Open Interest |
212,960 |
1,113,593 |
+1,108 |
Wheat(CBOT) |
Mar10 |
100303 |
497.25 |
503.75 |
494.75 |
503.50 |
+11.50 |
7,920 |
4,473 |
-375 |
May10 |
100303 |
503.75 |
517.75 |
503.75 |
515.75 |
+11.25 |
49,552 |
173,769 |
+2,352 |
Jul10 |
100303 |
515.75 |
529.75 |
515.75 |
528.25 |
+11.50 |
13,038 |
129,817 |
+1,092 |
Sep10 |
100303 |
531.50 |
542.75 |
531.00 |
542.25 |
+11.25 |
2,828 |
27,359 |
+157 |
Dec10 |
100303 |
555.00 |
567.50 |
555.00 |
565.75 |
+10.75 |
4,278 |
66,690 |
+1,206 |
Total Volume and Open Interest |
78,347 |
422,147 |
+4,559 |
Wheat(KCBT) |
Mar10 |
100303 |
504.50 |
509.50 |
503.25 |
509.50 |
+10.50 |
668 |
584 |
-386 |
May10 |
100303 |
508.00 |
520.00 |
508.00 |
518.00 |
+9.50 |
7,805 |
47,850 |
-210 |
Jul10 |
100303 |
519.00 |
531.00 |
519.00 |
529.00 |
+9.75 |
1,719 |
36,144 |
-194 |
Sep10 |
100303 |
535.25 |
542.00 |
533.00 |
540.25 |
+9.75 |
705 |
5,743 |
+359 |
Dec10 |
100303 |
549.25 |
559.25 |
548.75 |
557.50 |
+10.00 |
1,224 |
41,820 |
-139 |
Total Volume and Open Interest |
12,263 |
136,025 |
-571 |
Wheat(MGE) |
Mar10 |
100303 |
521.00 |
521.00 |
521.00 |
521.00 |
+14.25 |
187 |
575 |
-400 |
May10 |
100303 |
517.00 |
530.00 |
517.00 |
527.00 |
+9.75 |
2,313 |
16,731 |
+230 |
Jul10 |
100303 |
530.00 |
541.00 |
530.00 |
538.00 |
+9.50 |
1,283 |
10,518 |
+109 |
Sep10 |
100303 |
543.00 |
552.25 |
542.25 |
549.75 |
+9.50 |
443 |
5,534 |
+213 |
Dec10 |
100303 |
558.75 |
569.50 |
558.75 |
566.75 |
+8.75 |
351 |
6,036 |
-39 |
Total Volume and Open Interest |
4,618 |
40,756 |
+128 |
Oats(CBOT) |
Mar10 |
100303 |
223.50 |
223.50 |
221.00 |
221.75 |
+0.25 |
174 |
103 |
-77 |
May10 |
100303 |
229.00 |
231.75 |
228.00 |
230.25 |
+0.25 |
875 |
9,646 |
+74 |
Jul10 |
100303 |
236.25 |
239.50 |
236.25 |
239.00 |
+0.25 |
171 |
2,485 |
+63 |
Sep10 |
100303 |
247.50 |
247.50 |
246.50 |
246.75 |
+0.25 |
2 |
375 |
+2 |
Total Volume and Open Interest |
1,247 |
14,114 |
+66 |
Rough Rice(CBOT) |
Mar10 |
100303 |
13.36 |
13.39 |
13.12 |
13.14 |
-0.26 |
213 |
1,062 |
-98 |
May10 |
100303 |
13.66 |
13.69 |
13.36 |
13.39 |
-0.28 |
1,087 |
10,789 |
+100 |
Jul10 |
100303 |
13.91 |
13.91 |
13.66 |
13.66 |
-0.28 |
22 |
1,220 |
-1 |
Sep10 |
100303 |
13.24 |
13.24 |
13.10 |
13.10 |
-0.14 |
33 |
1,270 |
+2 |
Total Volume and Open Interest |
1,430 |
15,492 |
+40 |
Live Cattle(CME) |
Apr10 |
100303 |
92.800 |
93.250 |
92.650 |
92.900 |
+0.115 |
17,389 |
137,429 |
-2,491 |
Jun10 |
100303 |
91.300 |
91.500 |
91.100 |
91.480 |
+0.230 |
13,262 |
101,896 |
+3,692 |
Aug10 |
100303 |
89.900 |
90.135 |
89.700 |
90.080 |
+0.130 |
7,468 |
41,483 |
+1,866 |
Oct10 |
100303 |
92.230 |
92.600 |
92.050 |
92.580 |
+0.230 |
1,320 |
23,480 |
+567 |
Dec10 |
100303 |
93.650 |
94.035 |
93.580 |
93.900 |
+0.150 |
642 |
8,799 |
+240 |
Feb11 |
100303 |
94.750 |
95.100 |
94.600 |
95.050 |
+0.200 |
231 |
3,568 |
+107 |
Total Volume and Open Interest |
40,474 |
318,352 |
+4,092 |
Feeder Cattle(CME) |
Mar10 |
100303 |
102.430 |
102.900 |
102.250 |
102.500 |
+0.115 |
1,266 |
8,593 |
-221 |
Apr10 |
100303 |
104.500 |
105.050 |
104.285 |
104.750 |
+0.320 |
1,606 |
12,623 |
+149 |
May10 |
100303 |
105.300 |
105.800 |
105.000 |
105.680 |
+0.380 |
1,428 |
8,744 |
+531 |
Aug10 |
100303 |
107.300 |
107.680 |
106.850 |
107.680 |
+0.280 |
978 |
6,155 |
+444 |
Sep10 |
100303 |
106.500 |
107.300 |
106.500 |
107.200 |
+0.200 |
109 |
612 |
+36 |
Oct10 |
100303 |
106.250 |
106.600 |
106.100 |
106.600 |
+0.100 |
27 |
384 |
+38 |
Nov10 |
100303 |
105.500 |
106.200 |
105.500 |
106.150 |
+0.150 |
4 |
89 |
+4 |
Total Volume and Open Interest |
5,429 |
37,216 |
+987 |
Lean Hogs(CME) |
Apr10 |
100303 |
72.500 |
73.750 |
72.000 |
73.400 |
+0.950 |
15,725 |
71,501 |
-2,165 |
May10 |
100303 |
78.385 |
79.035 |
77.100 |
78.900 |
+1.250 |
327 |
5,553 |
+94 |
Jun10 |
100303 |
81.450 |
82.550 |
81.000 |
82.300 |
+0.915 |
8,070 |
50,762 |
+1,673 |
Jul10 |
100303 |
81.350 |
82.400 |
80.785 |
82.350 |
+1.125 |
1,674 |
20,252 |
+398 |
Aug10 |
100303 |
80.700 |
81.580 |
80.035 |
81.475 |
+0.925 |
3,187 |
19,274 |
+630 |
Oct10 |
100303 |
71.200 |
71.950 |
70.600 |
71.900 |
+0.765 |
2,108 |
10,961 |
+840 |
Dec10 |
100303 |
68.400 |
69.000 |
67.950 |
68.975 |
+0.525 |
1,309 |
5,657 |
+448 |
Feb11 |
100303 |
70.000 |
70.800 |
69.500 |
70.800 |
+0.825 |
231 |
1,208 |
+204 |
Total Volume and Open Interest |
32,636 |
185,428 |
+2,125 |
Pork Bellies(CME) |
Mar10 |
100303 |
93.750 |
95.000 |
93.700 |
94.500 |
+0.450 |
12 |
46 |
-4 |
May10 |
100303 |
95.300 |
96.200 |
94.200 |
94.750 |
-0.830 |
156 |
201 |
-2 |
Jul10 |
100303 |
96.000 |
96.000 |
96.000 |
96.000 |
unch |
13 |
60 |
+5 |
Aug10 |
100303 |
88.000 |
91.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
Feb11 |
100303 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
181 |
331 |
-1 |
Class III Milk(CME) |
Mar10 |
100303 |
13.08 |
13.16 |
12.92 |
13.00 |
-0.14 |
328 |
3,698 |
+74 |
Apr10 |
100303 |
13.10 |
13.18 |
12.96 |
13.01 |
-0.17 |
288 |
4,187 |
+92 |
May10 |
100303 |
13.31 |
13.33 |
13.05 |
13.13 |
-0.20 |
248 |
3,557 |
+134 |
Jun10 |
100303 |
14.04 |
14.10 |
13.86 |
13.90 |
-0.14 |
126 |
2,924 |
+48 |
Jul10 |
100303 |
14.62 |
14.68 |
14.44 |
14.48 |
-0.08 |
89 |
2,309 |
+36 |
Total Volume and Open Interest |
1,203 |
30,355 |
+398 |
Cocoa(ICE) |
Mar10 |
100303 |
2801 |
2813 |
2780 |
2813 |
-6 |
42 |
68 |
-26 |
May10 |
100303 |
2832 |
2844 |
2780 |
2823 |
-6 |
7,183 |
64,243 |
+337 |
Jul10 |
100303 |
2864 |
2866 |
2803 |
2849 |
-7 |
1,878 |
23,020 |
+661 |
Sep10 |
100303 |
2880 |
2891 |
2835 |
2868 |
-10 |
727 |
10,247 |
+46 |
Dec10 |
100303 |
2915 |
2915 |
2867 |
2898 |
-8 |
857 |
6,991 |
+145 |
Mar11 |
100303 |
2888 |
2933 |
2888 |
2918 |
-6 |
827 |
12,121 |
+266 |
May11 |
100303 |
2919 |
2921 |
2919 |
2921 |
-6 |
110 |
4,770 |
+53 |
Total Volume and Open Interest |
11,764 |
124,555 |
+1,588 |
Coffee "C"(ICE) |
Mar10 |
100303 |
129.85 |
130.45 |
129.15 |
129.70 |
-0.50 |
18 |
147 |
-52 |
May10 |
100303 |
131.70 |
132.70 |
130.25 |
132.10 |
-0.20 |
8,524 |
76,159 |
-887 |
Jul10 |
100303 |
134.05 |
134.25 |
132.00 |
133.80 |
-0.25 |
3,158 |
22,860 |
-87 |
Sep10 |
100303 |
135.75 |
135.85 |
133.80 |
135.45 |
-0.30 |
2,254 |
9,428 |
+992 |
Dec10 |
100303 |
137.25 |
137.75 |
136.65 |
137.25 |
-0.40 |
367 |
7,701 |
+120 |
Mar11 |
100303 |
139.15 |
139.15 |
138.95 |
138.95 |
-0.45 |
256 |
5,025 |
+17 |
Total Volume and Open Interest |
14,722 |
122,751 |
+111 |
Orange Juice(ICE) |
Mar10 |
100303 |
151.15 |
151.75 |
151.00 |
151.25 |
+0.10 |
87 |
521 |
-471 |
May10 |
100303 |
148.90 |
150.70 |
148.10 |
148.50 |
-0.35 |
2,671 |
25,901 |
+1,513 |
Jul10 |
100303 |
151.60 |
153.15 |
150.80 |
151.05 |
-0.60 |
402 |
5,104 |
+203 |
Sep10 |
100303 |
154.05 |
154.20 |
152.00 |
152.20 |
-0.55 |
81 |
1,317 |
+53 |
Nov10 |
100303 |
154.75 |
155.00 |
153.00 |
153.30 |
-0.60 |
44 |
644 |
+42 |
Jan11 |
100303 |
155.00 |
155.00 |
153.95 |
153.95 |
-0.55 |
21 |
654 |
+15 |
Total Volume and Open Interest |
3,308 |
34,416 |
+1,355 |
Sugar #11(ICE) |
May10 |
100303 |
22.52 |
22.80 |
21.93 |
22.05 |
-0.59 |
73,288 |
277,298 |
-2,744 |
Jul10 |
100303 |
20.97 |
21.25 |
20.41 |
20.45 |
-0.49 |
26,879 |
169,909 |
-1,081 |
Oct10 |
100303 |
20.10 |
20.13 |
19.53 |
19.54 |
-0.54 |
14,055 |
156,612 |
+790 |
Mar11 |
100303 |
19.41 |
19.46 |
18.95 |
18.99 |
-0.42 |
4,433 |
57,997 |
-689 |
May11 |
100303 |
18.31 |
18.45 |
18.02 |
18.07 |
-0.36 |
1,336 |
17,997 |
+200 |
Total Volume and Open Interest |
122,966 |
741,778 |
-3,219 |
London Cocoa(LCE) |
Mar10 |
100303 |
2120 |
2127 |
2096 |
2125 |
-8 |
1,954 |
26,567 |
-1,204 |
May10 |
100303 |
2139 |
2152 |
2116 |
2145 |
-9 |
5,863 |
46,809 |
-698 |
Jul10 |
100303 |
2135 |
2144 |
2111 |
2138 |
-9 |
1,741 |
35,082 |
+876 |
Sep10 |
100303 |
2116 |
2120 |
2088 |
2115 |
-10 |
614 |
17,531 |
-121 |
Dec10 |
100303 |
2108 |
2109 |
2080 |
2101 |
-12 |
369 |
12,466 |
+0 |
Mar11 |
100303 |
2075 |
2078 |
2055 |
2073 |
-21 |
382 |
12,264 |
+88 |
May11 |
100303 |
2075 |
2075 |
2069 |
2069 |
-24 |
164 |
2,002 |
+79 |
Total Volume and Open Interest |
11,229 |
153,568 |
-875 |
London Sugar(LCE) |
May10 |
100303 |
631.00 |
633.40 |
618.60 |
619.50 |
+0.90 |
5,080 |
36,956 |
-795 |
Aug10 |
100303 |
597.50 |
602.40 |
589.30 |
590.40 |
-2.50 |
1,461 |
19,059 |
+306 |
Oct10 |
100303 |
556.00 |
556.80 |
544.00 |
545.20 |
-6.20 |
907 |
9,175 |
+395 |
Dec10 |
100303 |
533.80 |
535.40 |
529.30 |
530.30 |
+0.40 |
109 |
2,054 |
+21 |
Mar11 |
100303 |
523.50 |
524.30 |
519.00 |
522.90 |
+4.40 |
56 |
1,034 |
+10 |
Total Volume and Open Interest |
7,613 |
68,791 |
-63 |
Cotton(ICE) |
Mar10 |
100303 |
82.82 |
83.19 |
82.82 |
83.19 |
+1.29 |
24 |
2,159 |
-81 |
May10 |
100303 |
81.75 |
83.40 |
81.75 |
82.97 |
+1.12 |
11,599 |
102,555 |
+751 |
Jul10 |
100303 |
81.92 |
83.40 |
81.92 |
83.05 |
+1.13 |
4,864 |
36,556 |
+842 |
Oct10 |
100303 |
75.79 |
76.65 |
75.79 |
76.65 |
+0.95 |
12 |
152 |
+0 |
Dec10 |
100303 |
74.15 |
75.12 |
74.00 |
75.07 |
+0.97 |
2,643 |
28,800 |
-266 |
Mar11 |
100303 |
76.56 |
76.56 |
76.54 |
76.54 |
+1.63 |
259 |
2,819 |
-81 |
Total Volume and Open Interest |
19,577 |
175,007 |
+1,235 |
Lumber(CME) |
Mar10 |
100303 |
253.4 |
259.9 |
253.4 |
259.0 |
+6.9 |
425 |
1,488 |
-157 |
May10 |
100303 |
269.7 |
275.7 |
268.8 |
274.0 |
+6.5 |
630 |
5,434 |
-26 |
Jul10 |
100303 |
275.5 |
282.8 |
275.5 |
282.8 |
+5.9 |
311 |
1,904 |
+32 |
Sep10 |
100303 |
275.0 |
277.5 |
275.0 |
277.5 |
+4.5 |
12 |
616 |
+2 |
Total Volume and Open Interest |
1,379 |
9,505 |
-150 |
Crude Oil(NYM) |
Apr10 |
100303 |
79.64 |
81.23 |
79.44 |
80.87 |
+1.19 |
298,718 |
256,275 |
-3,499 |
May10 |
100303 |
80.00 |
81.60 |
79.81 |
81.26 |
+1.20 |
84,974 |
163,805 |
+2,737 |
Jun10 |
100303 |
80.37 |
81.95 |
80.24 |
81.64 |
+1.20 |
45,362 |
170,682 |
+2,879 |
Jul10 |
100303 |
80.84 |
82.20 |
80.61 |
82.00 |
+1.19 |
13,607 |
56,480 |
-651 |
Aug10 |
100303 |
81.25 |
82.52 |
81.02 |
82.29 |
+1.18 |
6,414 |
25,428 |
-844 |
Sep10 |
100303 |
81.35 |
82.80 |
81.35 |
82.55 |
+1.17 |
7,125 |
33,472 |
+212 |
Oct10 |
100303 |
82.75 |
82.89 |
82.57 |
82.80 |
+1.16 |
3,741 |
19,837 |
+129 |
Nov10 |
100303 |
82.90 |
83.13 |
82.82 |
83.08 |
+1.16 |
2,851 |
22,784 |
-65 |
Dec10 |
100303 |
82.23 |
83.55 |
82.02 |
83.39 |
+1.17 |
21,390 |
198,221 |
+1,381 |
Jan11 |
100303 |
82.31 |
83.72 |
82.31 |
83.57 |
+1.16 |
2,785 |
23,596 |
+507 |
Feb11 |
100303 |
83.75 |
83.76 |
83.75 |
83.76 |
+1.15 |
2,024 |
15,779 |
+675 |
Mar11 |
100303 |
83.01 |
83.94 |
83.01 |
83.94 |
+1.14 |
2,323 |
12,579 |
+1,182 |
Apr11 |
100303 |
84.08 |
84.08 |
84.08 |
84.08 |
+1.13 |
494 |
11,174 |
+154 |
May11 |
100303 |
84.19 |
84.19 |
84.19 |
84.19 |
+1.11 |
180 |
4,057 |
+33 |
Jun11 |
100303 |
83.30 |
84.28 |
83.30 |
84.28 |
+1.09 |
729 |
24,676 |
+90 |
Jul11 |
100303 |
84.38 |
84.38 |
84.38 |
84.38 |
+1.07 |
10 |
4,082 |
+4 |
Total Volume and Open Interest |
508,010 |
1,279,332 |
+5,325 |
e-miNY Crude Oil(NYM) |
Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
Apr10 |
100303 |
79.625 |
81.250 |
79.425 |
80.875 |
+1.200 |
11,206 |
5,969 |
+779 |
May10 |
100303 |
80.175 |
81.575 |
79.850 |
81.250 |
+1.200 |
277 |
994 |
+26 |
Jun10 |
100303 |
80.525 |
81.975 |
80.525 |
81.650 |
+1.200 |
142 |
271 |
+60 |
Jul10 |
100303 |
81.025 |
82.000 |
81.025 |
82.000 |
+1.200 |
0 |
24 |
+0 |
Aug10 |
100303 |
82.300 |
82.300 |
82.300 |
82.300 |
+1.200 |
2 |
4 |
+0 |
Sep10 |
100303 |
81.375 |
82.550 |
81.375 |
82.550 |
+1.175 |
0 |
4 |
+0 |
Oct10 |
100303 |
82.800 |
82.800 |
82.800 |
82.800 |
+1.150 |
2 |
11 |
+1 |
Nov10 |
100303 |
83.075 |
83.075 |
83.075 |
83.075 |
+1.150 |
0 |
1 |
+0 |
Dec10 |
100303 |
83.400 |
83.400 |
83.400 |
83.400 |
+1.175 |
3 |
57 |
+1 |
Total Volume and Open Interest |
11,632 |
7,381 |
+766 |
Heating Oil(NYM) |
Apr10 |
100303 |
205.82 |
209.80 |
205.43 |
209.37 |
+3.76 |
46,042 |
76,774 |
-2,441 |
May10 |
100303 |
206.92 |
210.72 |
206.36 |
210.37 |
+3.71 |
12,575 |
48,017 |
+1,879 |
Jun10 |
100303 |
208.44 |
211.73 |
207.74 |
211.46 |
+3.63 |
8,897 |
47,062 |
+500 |
Jul10 |
100303 |
210.62 |
213.24 |
210.62 |
213.11 |
+3.60 |
3,397 |
19,295 |
+208 |
Aug10 |
100303 |
212.41 |
214.92 |
211.62 |
214.74 |
+3.58 |
1,736 |
10,807 |
-2 |
Sep10 |
100303 |
213.74 |
216.72 |
213.54 |
216.55 |
+3.49 |
993 |
11,424 |
+190 |
Oct10 |
100303 |
215.98 |
218.86 |
214.94 |
218.73 |
+3.42 |
309 |
9,988 |
+89 |
Nov10 |
100303 |
217.65 |
221.01 |
216.69 |
221.01 |
+3.40 |
789 |
8,182 |
+337 |
Dec10 |
100303 |
220.24 |
223.58 |
218.83 |
223.33 |
+3.39 |
3,154 |
28,659 |
+947 |
Jan11 |
100303 |
223.40 |
225.75 |
223.40 |
225.54 |
+3.35 |
266 |
12,532 |
-54 |
Feb11 |
100303 |
226.44 |
226.68 |
226.44 |
226.68 |
+3.29 |
44 |
4,531 |
+7 |
Mar11 |
100303 |
226.48 |
226.48 |
226.48 |
226.48 |
+3.19 |
89 |
5,060 |
+38 |
Total Volume and Open Interest |
78,593 |
297,829 |
+1,566 |
Gasoline(NYMEX) |
Apr10 |
100303 |
219.50 |
225.07 |
219.14 |
224.76 |
+5.10 |
44,539 |
92,945 |
-1,518 |
May10 |
100303 |
219.93 |
225.22 |
219.76 |
224.94 |
+4.68 |
16,462 |
52,333 |
+2,756 |
Jun10 |
100303 |
220.31 |
224.55 |
219.66 |
224.34 |
+4.25 |
9,850 |
36,108 |
+200 |
Jul10 |
100303 |
219.46 |
223.62 |
219.00 |
223.52 |
+4.06 |
3,864 |
17,730 |
-692 |
Aug10 |
100303 |
218.51 |
222.91 |
218.51 |
222.57 |
+3.95 |
2,772 |
11,124 |
+326 |
Sep10 |
100303 |
217.95 |
221.55 |
217.67 |
221.36 |
+3.86 |
3,059 |
15,852 |
+33 |
Oct10 |
100303 |
209.53 |
210.81 |
209.53 |
210.80 |
+3.74 |
950 |
5,646 |
+192 |
Nov10 |
100303 |
209.55 |
209.70 |
209.48 |
209.70 |
+3.64 |
457 |
11,606 |
+101 |
Dec10 |
100303 |
205.90 |
209.26 |
205.90 |
209.26 |
+3.47 |
711 |
11,083 |
+150 |
Jan11 |
100303 |
207.67 |
210.81 |
207.67 |
210.81 |
+3.39 |
183 |
3,257 |
+15 |
Total Volume and Open Interest |
83,087 |
263,180 |
+1,467 |
e-miNY RBOB Gasoline(NYM) |
Apr10 |
100303 |
224.80 |
224.80 |
224.76 |
224.80 |
+5.10 |
0 |
7 |
+0 |
May10 |
100303 |
224.90 |
224.94 |
224.90 |
224.90 |
+4.60 |
|
|
|
Jun10 |
100303 |
224.30 |
224.34 |
224.30 |
224.30 |
+4.20 |
|
|
|
Jul10 |
100303 |
223.50 |
223.52 |
223.50 |
223.50 |
+4.00 |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr10 |
100303 |
4.720 |
4.790 |
4.680 |
4.757 |
+0.049 |
89,836 |
186,588 |
-1,206 |
May10 |
100303 |
4.803 |
4.854 |
4.749 |
4.821 |
+0.046 |
29,354 |
153,225 |
+1,398 |
Jun10 |
100303 |
4.881 |
4.920 |
4.826 |
4.892 |
+0.042 |
10,850 |
55,000 |
+624 |
Jul10 |
100303 |
4.955 |
4.999 |
4.909 |
4.977 |
+0.043 |
7,549 |
42,947 |
+1,758 |
Aug10 |
100303 |
4.979 |
5.058 |
4.972 |
5.038 |
+0.041 |
4,327 |
34,391 |
-658 |
Sep10 |
100303 |
5.010 |
5.095 |
5.007 |
5.075 |
+0.040 |
2,115 |
28,117 |
+83 |
Oct10 |
100303 |
5.160 |
5.201 |
5.111 |
5.179 |
+0.039 |
9,205 |
58,854 |
+570 |
Nov10 |
100303 |
5.455 |
5.503 |
5.430 |
5.491 |
+0.036 |
2,280 |
12,951 |
+44 |
Dec10 |
100303 |
5.795 |
5.846 |
5.770 |
5.831 |
+0.036 |
3,431 |
26,008 |
-76 |
Jan11 |
100303 |
6.023 |
6.070 |
5.998 |
6.054 |
+0.034 |
11,749 |
38,078 |
+1,609 |
Feb11 |
100303 |
5.972 |
6.032 |
5.972 |
6.019 |
+0.031 |
488 |
11,399 |
-25 |
Mar11 |
100303 |
5.835 |
5.892 |
5.825 |
5.879 |
+0.031 |
5,802 |
27,357 |
+266 |
Apr11 |
100303 |
5.489 |
5.517 |
5.460 |
5.501 |
+0.021 |
3,258 |
24,434 |
+493 |
May11 |
100303 |
5.444 |
5.481 |
5.444 |
5.481 |
+0.021 |
203 |
11,578 |
+24 |
Jun11 |
100303 |
5.485 |
5.528 |
5.485 |
5.528 |
+0.018 |
270 |
5,793 |
+127 |
Jul11 |
100303 |
5.550 |
5.610 |
5.550 |
5.591 |
+0.016 |
47 |
4,310 |
+15 |
Total Volume and Open Interest |
183,980 |
821,623 |
+5,497 |
Brent Crude Oil(ICE) |
Apr10 |
100303 |
78.27 |
79.58 |
77.88 |
79.25 |
+1.07 |
130,827 |
175,711 |
-3,153 |
May10 |
100303 |
78.55 |
79.85 |
78.14 |
79.54 |
+1.09 |
71,228 |
204,292 |
+6,232 |
Jun10 |
100303 |
78.85 |
80.24 |
78.57 |
79.95 |
+1.07 |
34,946 |
122,916 |
-1,574 |
Jul10 |
100303 |
79.29 |
80.60 |
79.01 |
80.36 |
+1.05 |
9,891 |
47,835 |
+548 |
Aug10 |
100303 |
79.69 |
80.96 |
79.54 |
80.74 |
+1.03 |
5,881 |
28,180 |
+95 |
Sep10 |
100303 |
80.06 |
81.33 |
79.91 |
81.10 |
+1.02 |
4,929 |
19,396 |
-716 |
Oct10 |
100303 |
80.25 |
81.63 |
80.25 |
81.43 |
+1.01 |
3,683 |
19,440 |
+263 |
Nov10 |
100303 |
80.57 |
81.94 |
80.57 |
81.74 |
+1.00 |
2,077 |
14,463 |
+78 |
Dec10 |
100303 |
81.06 |
82.31 |
80.75 |
82.06 |
+1.00 |
12,448 |
84,043 |
+886 |
Jan11 |
100303 |
82.34 |
82.34 |
82.34 |
82.34 |
+0.99 |
779 |
12,174 |
-93 |
Feb11 |
100303 |
82.70 |
82.70 |
82.62 |
82.62 |
+0.98 |
638 |
6,671 |
-27 |
Mar11 |
100303 |
82.90 |
82.90 |
82.90 |
82.90 |
+0.97 |
463 |
6,341 |
+96 |
Apr11 |
100303 |
83.16 |
83.16 |
83.16 |
83.16 |
+0.96 |
132 |
2,796 |
-3 |
May11 |
100303 |
83.39 |
83.39 |
83.39 |
83.39 |
+0.95 |
135 |
2,819 |
-23 |
Total Volume and Open Interest |
282,559 |
859,392 |
+1,411 |
Gas Oil(ICE) |
Mar10 |
100303 |
634.50 |
648.25 |
634.50 |
646.50 |
+8.50 |
48,571 |
102,663 |
-3,887 |
Apr10 |
100303 |
642.25 |
651.50 |
638.00 |
649.25 |
+8.50 |
78,545 |
114,716 |
+2,754 |
May10 |
100303 |
644.25 |
655.25 |
642.00 |
653.25 |
+8.75 |
25,388 |
76,007 |
-1,236 |
Jun10 |
100303 |
650.00 |
660.00 |
646.50 |
658.00 |
+8.75 |
19,122 |
53,788 |
+2,175 |
Jul10 |
100303 |
655.00 |
664.75 |
651.50 |
662.75 |
+8.50 |
4,582 |
31,217 |
-200 |
Aug10 |
100303 |
660.00 |
668.50 |
657.50 |
668.00 |
+8.25 |
3,627 |
24,375 |
+398 |
Sep10 |
100303 |
665.25 |
673.00 |
662.25 |
673.00 |
+8.25 |
2,575 |
25,616 |
+158 |
Oct10 |
100303 |
667.25 |
679.50 |
665.75 |
677.75 |
+8.25 |
1,648 |
18,271 |
+874 |
Nov10 |
100303 |
671.25 |
682.50 |
669.50 |
681.75 |
+8.25 |
894 |
15,878 |
+5 |
Dec10 |
100303 |
677.75 |
687.50 |
673.00 |
685.50 |
+8.25 |
5,906 |
70,506 |
+31 |
Total Volume and Open Interest |
192,929 |
613,830 |
+678 |
Ethanol(CBOT) |
Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
Apr10 |
100303 |
1.680 |
1.680 |
1.655 |
1.661 |
-0.026 |
104 |
1,089 |
-33 |
May10 |
100303 |
1.682 |
1.688 |
1.675 |
1.679 |
-0.024 |
44 |
777 |
-1 |
Jun10 |
100303 |
1.691 |
1.692 |
1.678 |
1.688 |
-0.019 |
32 |
856 |
-1 |
Jul10 |
100303 |
1.694 |
1.699 |
1.688 |
1.698 |
-0.015 |
22 |
1,084 |
+20 |
Aug10 |
100303 |
1.701 |
1.701 |
1.684 |
1.692 |
-0.016 |
220 |
780 |
-46 |
Sep10 |
100303 |
1.707 |
1.707 |
1.690 |
1.695 |
-0.012 |
222 |
737 |
-51 |
Oct10 |
100303 |
1.715 |
1.715 |
1.695 |
1.700 |
-0.013 |
220 |
710 |
-20 |
Total Volume and Open Interest |
990 |
8,376 |
-102 |
US Dollar Index(ICE) |
Mar10 |
100303 |
80.445 |
80.600 |
79.835 |
80.020 |
-0.555 |
26,586 |
51,080 |
+168 |
Jun10 |
100303 |
80.700 |
80.890 |
80.135 |
80.310 |
-0.575 |
527 |
5,187 |
+192 |
Sep10 |
100303 |
80.630 |
80.630 |
80.630 |
80.630 |
-0.535 |
0 |
8 |
+0 |
Total Volume and Open Interest |
27,113 |
56,276 |
+360 |
Australian Dollar(CME) |
Mar10 |
100303 |
90.25 |
90.75 |
89.97 |
90.40 |
+0.13 |
81,497 |
105,444 |
+3,361 |
Jun10 |
100303 |
89.36 |
89.85 |
89.09 |
89.50 |
+0.12 |
748 |
7,194 |
+123 |
Sep10 |
100303 |
88.56 |
88.56 |
88.44 |
88.56 |
+0.12 |
1 |
42 |
+1 |
Total Volume and Open Interest |
82,246 |
112,690 |
+3,485 |
British Pound(CME) |
Mar10 |
100303 |
149.60 |
151.31 |
149.58 |
150.93 |
+1.45 |
209,836 |
124,118 |
-893 |
Jun10 |
100303 |
149.58 |
151.23 |
149.57 |
150.83 |
+1.45 |
3,857 |
3,456 |
+494 |
Sep10 |
100303 |
150.74 |
150.77 |
149.29 |
150.74 |
+1.45 |
1 |
81 |
-1 |
Total Volume and Open Interest |
213,694 |
127,680 |
-400 |
Canadian Dollar(CME) |
Mar10 |
100303 |
96.53 |
97.33 |
96.50 |
96.98 |
+0.45 |
82,571 |
94,445 |
+3,544 |
Jun10 |
100303 |
96.57 |
97.31 |
96.49 |
96.97 |
+0.46 |
2,208 |
8,350 |
+289 |
Sep10 |
100303 |
96.65 |
97.26 |
96.48 |
96.91 |
+0.43 |
24 |
876 |
+10 |
Dec10 |
100303 |
96.75 |
97.12 |
96.38 |
96.80 |
+0.42 |
9 |
838 |
+3 |
Total Volume and Open Interest |
84,814 |
104,646 |
+3,846 |
Japanese Yen(CME) |
Mar10 |
100303 |
112.66 |
113.23 |
112.36 |
113.14 |
+0.34 |
78,836 |
126,906 |
+2,031 |
Jun10 |
100303 |
112.68 |
113.29 |
112.42 |
113.19 |
+0.34 |
1,410 |
3,846 |
+314 |
Sep10 |
100303 |
113.13 |
113.26 |
112.92 |
113.26 |
+0.34 |
0 |
205 |
+0 |
Total Volume and Open Interest |
80,246 |
130,986 |
+2,345 |
Swiss Franc(CME) |
Mar10 |
100303 |
92.97 |
93.93 |
92.91 |
93.65 |
+0.71 |
57,369 |
43,722 |
+3,669 |
Jun10 |
100303 |
93.25 |
93.97 |
92.98 |
93.71 |
+0.71 |
232 |
482 |
+17 |
Sep10 |
100303 |
93.99 |
93.99 |
93.06 |
93.77 |
+0.71 |
0 |
6 |
+0 |
Total Volume and Open Interest |
57,601 |
44,215 |
+3,686 |
EuroFX(CME) |
Mar10 |
100303 |
136.08 |
137.37 |
135.92 |
137.00 |
+1.00 |
358,508 |
203,745 |
+2,444 |
Jun10 |
100303 |
136.08 |
137.34 |
135.90 |
136.98 |
+1.00 |
6,075 |
16,664 |
+930 |
Sep10 |
100303 |
136.10 |
137.03 |
136.10 |
136.93 |
+1.00 |
10 |
943 |
+3 |
Total Volume and Open Interest |
364,593 |
221,432 |
+3,377 |
Mexican Peso(CME) |
Mar10 |
100303 |
784.2 |
788.0 |
784.2 |
786.2 |
+2.5 |
12,543 |
111,632 |
+3,046 |
Apr10 |
100303 |
784.0 |
784.0 |
781.2 |
784.0 |
+2.8 |
8 |
8 |
+8 |
Total Volume and Open Interest |
13,571 |
114,754 |
+3,438 |
30-Year T-Bonds(CBOT) |
Mar10 |
100303 |
118~280 |
118~300 |
118~090 |
118~250 |
-0~040 |
|
|
|
Jun10 |
100303 |
117~120 |
117~160 |
116~240 |
117~090 |
-0~020 |
176,987 |
619,020 |
-1,039 |
Sep10 |
100303 |
115~310 |
116~010 |
115~310 |
115~310 |
-0~020 |
10 |
69 |
+10 |
Total Volume and Open Interest |
201,411 |
700,641 |
-9,241 |
10-Year T-Notes(CBOT) |
Mar10 |
100303 |
118~290 |
118~310 |
118~190 |
118~290 |
+0~005 |
157,926 |
109,779 |
-66,348 |
Jun10 |
100303 |
117~140 |
117~155 |
117~035 |
117~135 |
+0~005 |
668,826 |
1,297,687 |
+18,239 |
Sep10 |
100303 |
115~230 |
115~300 |
115~230 |
115~300 |
+0~005 |
1 |
30 |
-1 |
Total Volume and Open Interest |
826,753 |
1,407,497 |
-48,110 |
5-Year T-Notes(CBOT) |
Mar10 |
100303 |
58~066 |
58~071 |
58~063 |
58~071 |
-58~063 |
|
|
|
Jun10 |
100303 |
116~001 |
116~008 |
115~106 |
115~127 |
+0~001 |
355,312 |
913,027 |
+27,892 |
Sep10 |
100303 |
114~112 |
114~112 |
114~112 |
114~112 |
unch |
|
|
|
Total Volume and Open Interest |
421,876 |
1,001,722 |
-551 |
2 Year T-Notes(CBOT) |
Mar10 |
100303 |
54~076 |
54~078 |
54~076 |
54~078 |
-54~077 |
|
|
|
Jun10 |
100303 |
108~096 |
108~098 |
108~086 |
108~093 |
-0~003 |
179,033 |
818,920 |
+13,061 |
Sep10 |
100303 |
108~017 |
108~020 |
108~017 |
108~017 |
-0~003 |
0 |
1 |
+0 |
Total Volume and Open Interest |
216,796 |
917,574 |
-9,985 |
Eurodollars(CME) |
Mar10 |
100303 |
99.743 |
99.745 |
99.740 |
99.740 |
unch |
78,463 |
1,122,849 |
-3,515 |
Jun10 |
100303 |
99.665 |
99.670 |
99.655 |
99.665 |
unch |
110,317 |
1,157,125 |
-842 |
Sep10 |
100303 |
99.505 |
99.510 |
99.490 |
99.495 |
-0.010 |
122,521 |
1,066,288 |
+196 |
Dec10 |
100303 |
99.220 |
99.230 |
99.195 |
99.210 |
-0.010 |
190,436 |
1,004,934 |
+3,859 |
Mar11 |
100303 |
98.885 |
98.890 |
98.845 |
98.870 |
-0.015 |
182,174 |
673,881 |
-833 |
Jun11 |
100303 |
98.525 |
98.530 |
98.470 |
98.510 |
-0.010 |
127,191 |
757,587 |
+4,693 |
Sep11 |
100303 |
98.160 |
98.175 |
98.110 |
98.160 |
unch |
86,016 |
590,183 |
-3,324 |
Dec11 |
100303 |
97.815 |
97.830 |
97.765 |
97.820 |
+0.010 |
83,182 |
378,354 |
+4,401 |
Mar12 |
100303 |
97.515 |
97.535 |
97.460 |
97.520 |
+0.015 |
33,928 |
297,370 |
+3,783 |
Jun12 |
100303 |
97.215 |
97.240 |
97.165 |
97.225 |
+0.020 |
25,673 |
207,178 |
+560 |
Sep12 |
100303 |
96.930 |
96.975 |
96.890 |
96.960 |
+0.025 |
18,517 |
122,687 |
+447 |
Dec12 |
100303 |
96.680 |
96.715 |
96.630 |
96.700 |
+0.030 |
16,399 |
112,327 |
+217 |
Mar13 |
100303 |
96.470 |
96.505 |
96.420 |
96.490 |
+0.030 |
7,325 |
79,477 |
+1,176 |
Jun13 |
100303 |
96.245 |
96.305 |
96.220 |
96.285 |
+0.030 |
6,591 |
62,761 |
+811 |
Sep13 |
100303 |
96.055 |
96.120 |
96.030 |
96.095 |
+0.030 |
4,364 |
53,890 |
+49 |
Dec13 |
100303 |
95.880 |
95.925 |
95.835 |
95.900 |
+0.025 |
4,946 |
31,377 |
+770 |
Mar14 |
100303 |
95.710 |
95.770 |
95.685 |
95.750 |
+0.025 |
1,753 |
36,558 |
-351 |
Jun14 |
100303 |
95.580 |
95.615 |
95.530 |
95.595 |
+0.020 |
1,643 |
30,904 |
+102 |
Total Volume and Open Interest |
1,113,116 |
7,929,875 |
+15,527 |
30 Day Federal Funds(CBOT) |
Mar10 |
100303 |
99.860 |
99.863 |
99.853 |
99.857 |
-0.003 |
8,516 |
75,414 |
-717 |
Apr10 |
100303 |
99.850 |
99.850 |
99.840 |
99.845 |
unch |
6,194 |
85,428 |
-1,131 |
May10 |
100303 |
99.840 |
99.840 |
99.830 |
99.835 |
unch |
9,154 |
71,422 |
+1,032 |
Jun10 |
100303 |
99.830 |
99.830 |
99.820 |
99.825 |
unch |
12,201 |
71,579 |
+2,872 |
Jul10 |
100303 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
5,700 |
66,295 |
-539 |
Aug10 |
100303 |
99.785 |
99.785 |
99.780 |
99.785 |
unch |
5,377 |
58,023 |
-169 |
Total Volume and Open Interest |
71,583 |
595,928 |
+7,886 |
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 |
100303 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
0 |
1,832 |
-6 |
Jun10 |
100303 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
0 |
480 |
+0 |
Sep10 |
100303 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
0 |
230 |
+0 |
Dec10 |
100303 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
242 |
+0 |
Mar11 |
100303 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Jun11 |
100303 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Sep11 |
100303 |
99.580 |
99.580 |
99.580 |
99.580 |
unch |
|
|
|
Dec11 |
100303 |
99.510 |
99.510 |
99.510 |
99.510 |
unch |
|
|
|
Mar12 |
100303 |
99.475 |
99.475 |
99.475 |
99.475 |
unch |
|
|
|
Jun12 |
100303 |
99.525 |
99.525 |
99.525 |
99.525 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,784 |
-6 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100303 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
443 |
5,014 |
-43 |
Jun10 |
100303 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
200 |
1,619 |
+0 |
Sep10 |
100303 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
200 |
2,531 |
+180 |
Dec10 |
100303 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,380 |
+0 |
Mar11 |
100303 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
115 |
790 |
+86 |
Jun11 |
100303 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
56 |
+0 |
Sep11 |
100303 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
51 |
+0 |
Dec11 |
100303 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
102 |
+0 |
Total Volume and Open Interest |
958 |
12,914 |
+223 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100303 |
139.89 |
139.93 |
139.78 |
139.82 |
-0.08 |
2,227 |
16,439 |
-1,702 |
Jun10 |
100303 |
139.06 |
139.08 |
138.95 |
138.97 |
-0.03 |
283 |
3,279 |
+2,977 |
Sep10 |
100303 |
138.97 |
138.97 |
138.97 |
138.97 |
-0.03 |
|
|
|
Total Volume and Open Interest |
2,510 |
19,718 |
+1,275 |
Euro-Bund(EUREX) |
Mar10 |
100303 |
124.30 |
124.34 |
123.97 |
124.08 |
-0.12 |
632,735 |
803,465 |
-68,196 |
Jun10 |
100303 |
122.86 |
122.87 |
122.52 |
122.61 |
-0.13 |
117,919 |
211,012 |
+48,916 |
Sep10 |
100303 |
122.18 |
122.18 |
122.18 |
122.18 |
-0.12 |
|
|
|
Total Volume and Open Interest |
750,654 |
1,014,477 |
-19,280 |
Euro-Bobl(EUREX) |
Mar10 |
100222 |
117.39 |
117.51 |
117.29 |
117.46 |
+0.08 |
534,305 |
798,081 |
+37,058 |
Jun10 |
100303 |
116.85 |
116.89 |
116.67 |
116.73 |
-0.07 |
122,772 |
165,859 |
+44,345 |
Sep10 |
100303 |
116.50 |
116.50 |
116.50 |
116.50 |
-0.06 |
|
|
|
Total Volume and Open Interest |
612,772 |
895,539 |
-4,017 |
3-Mth Euribor(EUREX) |
Mar10 |
100303 |
99.345 |
99.345 |
99.340 |
99.340 |
-0.005 |
208 |
10,733 |
-5 |
Jun10 |
100303 |
99.225 |
99.225 |
99.215 |
99.215 |
-0.005 |
581 |
6,886 |
-48 |
Sep10 |
100303 |
99.040 |
99.040 |
99.030 |
99.030 |
-0.010 |
465 |
2,547 |
+311 |
Total Volume and Open Interest |
2,611 |
24,181 |
+340 |
Long Gilt(LIFFE) |
Mar10 |
100225 |
115~18 |
115~28 |
115~11 |
115~23 |
+0~13 |
301,509 |
139,236 |
-76,552 |
Jun10 |
100303 |
114~20 |
114~24 |
114~10 |
114~15 |
-0~03 |
93,823 |
264,621 |
+7,678 |
Total Volume and Open Interest |
108,369 |
307,106 |
+3,176 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100303 |
99.33 |
99.34 |
99.33 |
99.33 |
-0.01 |
21,255 |
321,218 |
-2,900 |
Jun10 |
100303 |
99.26 |
99.26 |
99.23 |
99.24 |
-0.01 |
52,552 |
388,946 |
+5,037 |
Sep10 |
100303 |
99.09 |
99.09 |
99.05 |
99.07 |
-0.02 |
53,494 |
354,491 |
-1,496 |
Dec10 |
100303 |
98.82 |
98.82 |
98.76 |
98.77 |
-0.04 |
63,604 |
362,668 |
-3,180 |
Mar11 |
100303 |
98.50 |
98.50 |
98.41 |
98.42 |
-0.08 |
62,307 |
335,703 |
+1,316 |
Jun11 |
100303 |
98.15 |
98.16 |
98.03 |
98.04 |
-0.11 |
49,822 |
229,233 |
+7,750 |
Total Volume and Open Interest |
365,088 |
2,412,762 |
+7,474 |
3-Mth Euribor(LIFFE) |
Mar10 |
100303 |
99.340 |
99.345 |
99.340 |
99.340 |
-0.005 |
48,634 |
702,808 |
+20,408 |
Jun10 |
100303 |
99.215 |
99.230 |
99.215 |
99.215 |
-0.005 |
108,554 |
681,040 |
-4,413 |
Sep10 |
100303 |
99.040 |
99.050 |
99.025 |
99.030 |
-0.010 |
130,457 |
721,124 |
+15,293 |
Total Volume and Open Interest |
686,205 |
3,928,744 |
+1,226 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100303 |
95.68 |
95.72 |
95.67 |
95.69 |
unch |
51,923 |
137,735 |
-156,169 |
Jun10 |
100303 |
95.44 |
95.47 |
95.42 |
95.44 |
unch |
44,279 |
261,388 |
+14,986 |
Sep10 |
100303 |
95.16 |
95.18 |
95.13 |
95.14 |
-0.02 |
16,278 |
131,454 |
+6,551 |
Dec10 |
100303 |
94.91 |
94.94 |
94.90 |
94.91 |
-0.01 |
7,731 |
88,959 |
+106 |
Mar11 |
100303 |
94.74 |
94.78 |
94.74 |
94.75 |
-0.01 |
2,845 |
39,395 |
+102 |
Jun11 |
100303 |
94.63 |
94.67 |
94.61 |
94.64 |
unch |
3,484 |
38,652 |
+1,466 |
Sep11 |
100303 |
94.55 |
94.59 |
94.53 |
94.55 |
+0.01 |
1,427 |
17,216 |
+958 |
Dec11 |
100303 |
94.51 |
94.53 |
94.47 |
94.47 |
+0.01 |
804 |
8,929 |
+404 |
Mar12 |
100303 |
94.41 |
94.41 |
94.40 |
94.40 |
+0.01 |
110 |
2,653 |
+0 |
Jun12 |
100303 |
94.35 |
94.36 |
94.35 |
94.36 |
+0.01 |
10 |
1,769 |
+10 |
Total Volume and Open Interest |
128,901 |
729,940 |
-131,576 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100303 |
94.56 |
94.58 |
94.52 |
94.53 |
-0.03 |
33,522 |
402,951 |
+7,339 |
Jun10 |
100303 |
94.48 |
94.48 |
94.48 |
94.48 |
-0.04 |
12 |
12 |
+12 |
Total Volume and Open Interest |
33,534 |
402,963 |
+7,351 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100303 |
95.16 |
95.20 |
95.14 |
95.16 |
unch |
138,213 |
833,819 |
+32,237 |
Jun10 |
100303 |
95.00 |
95.00 |
95.00 |
95.00 |
+0.01 |
1,335 |
8,543 |
+1,335 |
Total Volume and Open Interest |
139,548 |
842,362 |
+33,572 |
Gold(CMX) |
Apr10 |
100303 |
1134.5 |
1145.8 |
1132.8 |
1143.3 |
+5.9 |
124,679 |
277,963 |
+4,205 |
Jun10 |
100303 |
1136.0 |
1146.6 |
1134.4 |
1144.6 |
+6.0 |
6,788 |
65,326 |
+910 |
Aug10 |
100303 |
1137.8 |
1147.3 |
1135.5 |
1145.7 |
+6.1 |
1,850 |
24,123 |
+508 |
Oct10 |
100303 |
1137.4 |
1146.9 |
1137.4 |
1146.7 |
+6.1 |
987 |
11,023 |
+184 |
Dec10 |
100303 |
1140.0 |
1149.6 |
1137.7 |
1147.9 |
+6.1 |
1,091 |
36,826 |
-476 |
Feb11 |
100303 |
1149.4 |
1149.4 |
1149.4 |
1149.4 |
+6.1 |
219 |
8,321 |
+95 |
Apr11 |
100303 |
1148.8 |
1151.4 |
1148.8 |
1151.4 |
+6.2 |
664 |
3,995 |
-497 |
Jun11 |
100303 |
498.3 |
498.3 |
498.3 |
498.3 |
+6.2 |
214 |
7,509 |
-208 |
Aug11 |
100303 |
1156.3 |
1156.3 |
1156.3 |
1156.3 |
+6.2 |
660 |
2,262 |
+40 |
Oct11 |
100303 |
1159.6 |
1159.6 |
1159.6 |
1159.6 |
+6.3 |
0 |
3,644 |
+0 |
Dec11 |
100303 |
1159.0 |
1163.8 |
1157.0 |
1163.2 |
+6.4 |
899 |
12,228 |
+276 |
Total Volume and Open Interest |
139,772 |
472,836 |
+5,449 |
Silver(CMX) |
Mar10 |
100303 |
1694.5 |
1735.0 |
1689.5 |
1730.9 |
+26.5 |
1,010 |
1,025 |
-727 |
May10 |
100303 |
1695.5 |
1737.0 |
1688.5 |
1732.9 |
+26.5 |
25,616 |
63,104 |
+1,081 |
Jul10 |
100303 |
1699.0 |
1740.0 |
1693.0 |
1735.4 |
+26.6 |
584 |
13,836 |
+26 |
Sep10 |
100303 |
1725.0 |
1740.0 |
1725.0 |
1737.4 |
+26.7 |
28 |
2,902 |
+3 |
Dec10 |
100303 |
1699.0 |
1742.0 |
1699.0 |
1740.2 |
+26.9 |
260 |
12,957 |
+22 |
Mar11 |
100303 |
1742.9 |
1742.9 |
1742.9 |
1742.9 |
+27.1 |
8 |
1,071 |
+1 |
May11 |
100303 |
1744.6 |
1744.6 |
1744.6 |
1744.6 |
+27.1 |
4 |
1,730 |
+4 |
Total Volume and Open Interest |
27,675 |
108,073 |
+438 |
Platinum(NYMEX) |
Apr10 |
100303 |
1571.1 |
1589.0 |
1571.1 |
1583.5 |
+7.5 |
4,362 |
31,225 |
-324 |
Jul10 |
100303 |
1580.9 |
1590.4 |
1580.8 |
1587.6 |
+7.0 |
572 |
3,298 |
+405 |
Oct10 |
100303 |
1590.0 |
1590.0 |
1587.3 |
1588.5 |
+7.4 |
80 |
203 |
+38 |
Jan11 |
100303 |
1579.6 |
1583.5 |
1578.4 |
1583.5 |
+8.4 |
0 |
207 |
+0 |
Total Volume and Open Interest |
5,014 |
34,947 |
+99 |
Palladium(NYMEX) |
Mar10 |
100303 |
449.15 |
452.25 |
449.15 |
449.50 |
+6.05 |
34 |
211 |
-79 |
Jun10 |
100303 |
442.95 |
453.75 |
441.45 |
450.50 |
+5.65 |
1,363 |
21,260 |
+90 |
Sep10 |
100303 |
446.85 |
452.40 |
446.85 |
451.10 |
+5.50 |
0 |
309 |
+0 |
Total Volume and Open Interest |
1,398 |
21,812 |
+11 |
Copper(CMX) |
Mar10 |
100303 |
338.40 |
345.35 |
333.65 |
341.90 |
+2.35 |
1,923 |
5,390 |
-277 |
May10 |
100303 |
340.55 |
347.20 |
335.10 |
343.50 |
+2.35 |
46,161 |
83,365 |
+226 |
Jul10 |
100303 |
339.10 |
348.60 |
336.75 |
345.00 |
+2.50 |
2,433 |
19,088 |
+767 |
Sep10 |
100303 |
339.65 |
348.15 |
339.65 |
345.60 |
+2.50 |
653 |
7,136 |
+355 |
Dec10 |
100303 |
340.00 |
348.50 |
340.00 |
345.90 |
+2.50 |
413 |
5,705 |
+208 |
Total Volume and Open Interest |
52,449 |
125,413 |
+1,179 |
DJIA Index(CBOT) |
Mar10 |
100303 |
10387 |
10455 |
10365 |
10387 |
-12 |
226 |
13,835 |
-50 |
Jun10 |
100303 |
10377 |
10385 |
10324 |
10324 |
-12 |
0 |
29 |
+0 |
Sep10 |
100303 |
10267 |
10279 |
10267 |
10267 |
-12 |
|
|
|
Dec10 |
100303 |
10217 |
10219 |
10217 |
10217 |
-2 |
|
|
|
Total Volume and Open Interest |
226 |
13,864 |
-50 |
S & P 500(CME) |
Mar10 |
100303 |
1117.30 |
1124.90 |
1115.20 |
1118.60 |
+1.20 |
19,849 |
373,000 |
-5,093 |
Jun10 |
100303 |
1115.50 |
1120.00 |
1112.60 |
1113.90 |
+1.30 |
3,613 |
19,696 |
+2,962 |
Sep10 |
100303 |
1108.80 |
1114.40 |
1107.40 |
1108.80 |
+1.40 |
1 |
2,174 |
+0 |
Dec10 |
100303 |
1103.90 |
1109.60 |
1102.60 |
1103.90 |
+1.30 |
0 |
2,951 |
+0 |
Total Volume and Open Interest |
23,463 |
397,842 |
-2,131 |
S & P 500 E-Mini(Globex) |
Mar10 |
100303 |
1117.50 |
1125.00 |
1115.00 |
1118.50 |
+1.00 |
1,615,001 |
2,816,032 |
-3,944 |
Jun10 |
100303 |
1111.25 |
1120.00 |
1110.50 |
1114.00 |
+1.50 |
20,237 |
74,274 |
+16,384 |
Total Volume and Open Interest |
1,635,244 |
2,891,882 |
+12,440 |
NASDAQ 100(CME) |
Mar10 |
100303 |
1852.80 |
1861.00 |
1845.00 |
1852.00 |
-0.30 |
2,303 |
27,475 |
-877 |
Jun10 |
100303 |
1849.30 |
1856.50 |
1848.00 |
1849.30 |
-0.20 |
13 |
790 |
-5 |
Sep10 |
100303 |
1848.30 |
1848.50 |
1848.30 |
1848.30 |
-0.20 |
|
|
|
Total Volume and Open Interest |
2,316 |
28,265 |
-882 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100303 |
1851.00 |
1861.30 |
1845.80 |
1852.00 |
-0.30 |
257,074 |
403,164 |
+5,662 |
Jun10 |
100303 |
1850.50 |
1858.50 |
1843.30 |
1849.30 |
-0.20 |
1,377 |
7,736 |
+363 |
Total Volume and Open Interest |
258,456 |
410,910 |
+6,025 |
S & P Midcap 400(CME) |
Mar10 |
100303 |
758.00 |
762.00 |
756.00 |
759.20 |
+3.80 |
34 |
2,571 |
-4 |
Jun10 |
100303 |
756.60 |
756.60 |
756.60 |
756.60 |
+3.80 |
|
|
|
Sep10 |
100303 |
754.60 |
754.60 |
754.60 |
754.60 |
+3.80 |
|
|
|
Total Volume and Open Interest |
34 |
2,571 |
-4 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100303 |
10310 |
10325 |
10250 |
10250 |
+90 |
|
|
|
Jun10 |
100303 |
10245 |
10340 |
10245 |
10260 |
+5 |
51 |
58 |
+31 |
Total Volume and Open Interest |
6,224 |
39,392 |
-653 |
Nikkei 225(SGX) |
Mar10 |
100303 |
10240 |
10275 |
10180 |
10250 |
+20 |
86,593 |
192,451 |
+2,829 |
Jun10 |
100303 |
10130 |
10190 |
10130 |
10190 |
+20 |
700 |
4,137 |
+1,069 |
Sep10 |
100303 |
10195 |
10195 |
10195 |
10195 |
+25 |
0 |
55 |
+0 |
Total Volume and Open Interest |
87,368 |
198,159 |
+4,063 |
CAC 40(EURONEXT) |
Mar10 |
100303 |
3802.0 |
3851.5 |
3788.0 |
3842.0 |
+29.5 |
117,683 |
375,879 |
+17,995 |
Apr10 |
100303 |
3801.5 |
3850.0 |
3797.0 |
3843.0 |
+29.5 |
19 |
678 |
-22 |
May10 |
100303 |
3768.0 |
3768.0 |
3768.0 |
3768.0 |
+28.5 |
|
|
|
Total Volume and Open Interest |
117,766 |
379,635 |
+18,044 |
Hang Seng Index(HKFE) |
Mar10 |
100303 |
21028 |
21056 |
20805 |
20893 |
-44 |
68,826 |
72,259 |
-1,024 |
Apr10 |
100303 |
21010 |
21016 |
20775 |
20857 |
-44 |
802 |
799 |
+199 |
Total Volume and Open Interest |
69,907 |
74,914 |
-736 |
DAX(EUREX) |
Mar10 |
100303 |
5763.5 |
5831.5 |
5750.5 |
5815.0 |
+39.0 |
168,697 |
149,600 |
-5,192 |
Jun10 |
100303 |
5768.0 |
5837.0 |
5761.5 |
5823.0 |
+39.0 |
270 |
11,570 |
+3 |
Sep10 |
100303 |
5768.0 |
5840.0 |
5768.0 |
5830.0 |
+39.5 |
253 |
1,960 |
+15 |
Total Volume and Open Interest |
169,220 |
163,130 |
-5,174 |
FT-SE 100(EURONEXT) |
Mar10 |
100303 |
5461.00 |
5530.00 |
5451.50 |
5520.50 |
+56.50 |
127,217 |
668,461 |
+4,037 |
Jun10 |
100303 |
5408.00 |
5476.00 |
5408.00 |
5469.00 |
+55.50 |
84 |
6,068 |
+12 |
Sep10 |
100303 |
5372.50 |
5430.50 |
5372.50 |
5430.50 |
+56.00 |
6 |
364 |
+4 |
Total Volume and Open Interest |
127,419 |
675,997 |
+4,161 |
SPI 200(SFE) |
Mar10 |
100303 |
4700.0 |
4755.0 |
4692.0 |
4750.0 |
+47.0 |
28,079 |
197,219 |
+2,275 |
Jun10 |
100303 |
4738.0 |
4770.0 |
4738.0 |
4769.0 |
+46.0 |
262 |
2,885 |
+181 |
Sep10 |
100303 |
4749.0 |
4749.0 |
4749.0 |
4749.0 |
+44.0 |
0 |
1,970 |
+0 |
Total Volume and Open Interest |
28,557 |
203,655 |
+2,420 |
GSCI(CME) |
Mar10 |
100303 |
522.00 |
526.50 |
519.75 |
526.50 |
+8.50 |
757 |
15,687 |
+61 |
Apr10 |
100303 |
525.00 |
529.60 |
522.75 |
529.60 |
+8.50 |
89 |
73 |
+71 |
May10 |
100303 |
531.60 |
531.60 |
522.75 |
531.60 |
+8.60 |
|
|
|
Total Volume and Open Interest |
846 |
15,760 |
+132 |
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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