|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu March 04, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100304 |
952.00 |
952.00 |
928.00 |
932.50 |
-22.00 |
9,441 |
5,623 |
-1,116 |
| May10 |
100304 |
962.50 |
963.00 |
937.25 |
942.00 |
-21.50 |
65,176 |
190,198 |
+2,048 |
| Jul10 |
100304 |
970.00 |
970.25 |
945.50 |
950.50 |
-20.50 |
18,694 |
95,872 |
+2,898 |
| Aug10 |
100304 |
963.00 |
966.75 |
943.00 |
948.00 |
-18.75 |
277 |
4,814 |
+42 |
| Sep10 |
100304 |
950.25 |
953.50 |
931.75 |
935.00 |
-18.50 |
188 |
3,474 |
+1 |
| Nov10 |
100304 |
941.00 |
942.00 |
922.50 |
925.00 |
-17.50 |
11,269 |
109,952 |
+1,798 |
| Jan11 |
100304 |
947.00 |
947.00 |
933.00 |
933.50 |
-17.50 |
104 |
6,088 |
-4 |
| Total Volume and Open Interest |
105,247 |
426,354 |
+5,673 |
| Soybean Meal(CBOT) |
| Mar10 |
100304 |
266.80 |
266.80 |
257.90 |
257.90 |
-8.60 |
3,675 |
6,755 |
-1,332 |
| May10 |
100304 |
266.90 |
267.10 |
257.50 |
257.90 |
-9.40 |
23,181 |
90,202 |
+643 |
| Jul10 |
100304 |
267.10 |
269.70 |
258.80 |
258.80 |
-8.70 |
7,865 |
39,155 |
-791 |
| Aug10 |
100304 |
264.90 |
264.90 |
258.10 |
258.10 |
-7.80 |
624 |
12,437 |
+74 |
| Sep10 |
100304 |
263.30 |
263.30 |
256.50 |
256.50 |
-7.00 |
531 |
10,219 |
-42 |
| Oct10 |
100304 |
256.50 |
256.50 |
250.30 |
250.30 |
-6.20 |
817 |
6,835 |
-45 |
| Dec10 |
100304 |
256.50 |
256.50 |
249.80 |
249.90 |
-6.60 |
4,833 |
25,899 |
-94 |
| Jan11 |
100304 |
254.50 |
254.50 |
250.90 |
250.90 |
-6.60 |
103 |
1,853 |
+35 |
| Total Volume and Open Interest |
41,681 |
197,262 |
-1,530 |
| Soybean Oil(CBOT) |
| Mar10 |
100304 |
39.96 |
39.98 |
39.33 |
39.63 |
-0.39 |
4,976 |
4,210 |
-1,403 |
| May10 |
100304 |
40.32 |
40.46 |
39.63 |
40.00 |
-0.40 |
34,627 |
132,986 |
+1,655 |
| Jul10 |
100304 |
40.70 |
40.88 |
40.09 |
40.43 |
-0.40 |
9,328 |
79,164 |
+1,066 |
| Aug10 |
100304 |
40.75 |
41.00 |
40.30 |
40.59 |
-0.40 |
273 |
10,699 |
+22 |
| Sep10 |
100304 |
40.92 |
41.12 |
40.42 |
40.71 |
-0.41 |
524 |
7,360 |
+32 |
| Oct10 |
100304 |
40.94 |
41.24 |
40.52 |
40.81 |
-0.40 |
936 |
5,549 |
+225 |
| Dec10 |
100304 |
41.37 |
41.49 |
40.76 |
41.06 |
-0.43 |
7,138 |
36,221 |
+498 |
| Jan11 |
100304 |
41.23 |
41.30 |
41.10 |
41.30 |
-0.44 |
89 |
1,273 |
+12 |
| Total Volume and Open Interest |
57,994 |
279,049 |
+2,194 |
| Canola(WCE) |
| Mar10 |
100304 |
379.5 |
379.5 |
379.5 |
379.5 |
-6.2 |
188 |
377 |
-188 |
| May10 |
100304 |
386.2 |
388.4 |
380.2 |
380.8 |
-6.9 |
5,991 |
79,348 |
-440 |
| Jul10 |
100304 |
391.7 |
394.4 |
386.4 |
386.8 |
-7.1 |
2,574 |
18,999 |
+856 |
| Nov10 |
100304 |
397.1 |
398.0 |
393.0 |
393.0 |
-6.3 |
1,269 |
14,851 |
+460 |
| Jan11 |
100304 |
399.7 |
399.7 |
396.3 |
396.3 |
-6.1 |
0 |
554 |
+0 |
| Total Volume and Open Interest |
10,023 |
114,367 |
+689 |
| Corn(CBOT) |
| Mar10 |
100304 |
375.00 |
375.00 |
369.25 |
372.00 |
-3.75 |
28,409 |
16,085 |
-4,342 |
| May10 |
100304 |
385.75 |
386.00 |
380.25 |
383.00 |
-3.75 |
106,466 |
467,432 |
+297 |
| Jul10 |
100304 |
397.50 |
397.50 |
391.00 |
394.00 |
-3.75 |
19,259 |
242,818 |
+27 |
| Sep10 |
100304 |
405.00 |
405.00 |
399.00 |
401.50 |
-4.25 |
9,015 |
59,218 |
+449 |
| Dec10 |
100304 |
412.50 |
412.50 |
406.00 |
408.50 |
-4.50 |
18,648 |
256,653 |
+1,809 |
| Mar11 |
100304 |
422.25 |
422.50 |
416.50 |
419.00 |
-4.25 |
879 |
30,096 |
+144 |
| Total Volume and Open Interest |
183,208 |
1,112,128 |
-1,465 |
| Wheat(CBOT) |
| Mar10 |
100304 |
501.50 |
502.25 |
488.00 |
490.50 |
-13.00 |
5,407 |
2,592 |
-1,881 |
| May10 |
100304 |
514.75 |
515.25 |
499.50 |
502.25 |
-13.50 |
35,035 |
171,810 |
-1,959 |
| Jul10 |
100304 |
527.25 |
527.50 |
512.00 |
514.50 |
-13.75 |
7,718 |
129,874 |
+57 |
| Sep10 |
100304 |
540.75 |
542.25 |
526.75 |
529.00 |
-13.25 |
1,634 |
27,499 |
+140 |
| Dec10 |
100304 |
564.50 |
564.50 |
550.50 |
553.25 |
-12.50 |
6,827 |
67,133 |
+443 |
| Total Volume and Open Interest |
56,875 |
418,958 |
-3,189 |
| Wheat(KCBT) |
| Mar10 |
100304 |
506.75 |
506.75 |
499.50 |
500.00 |
-9.50 |
521 |
343 |
-241 |
| May10 |
100304 |
516.75 |
517.75 |
504.75 |
507.75 |
-10.25 |
6,037 |
47,874 |
+24 |
| Jul10 |
100304 |
527.75 |
528.50 |
515.50 |
518.50 |
-10.50 |
1,441 |
36,168 |
+24 |
| Sep10 |
100304 |
540.00 |
540.00 |
527.75 |
530.00 |
-10.25 |
388 |
5,792 |
+49 |
| Dec10 |
100304 |
556.50 |
556.50 |
544.25 |
547.25 |
-10.25 |
847 |
41,869 |
+49 |
| Total Volume and Open Interest |
9,451 |
135,949 |
-76 |
| Wheat(MGE) |
| Mar10 |
100304 |
519.75 |
519.75 |
511.50 |
511.50 |
-9.50 |
233 |
356 |
-219 |
| May10 |
100304 |
526.50 |
526.50 |
516.50 |
519.75 |
-7.25 |
1,929 |
16,444 |
-287 |
| Jul10 |
100304 |
535.50 |
535.50 |
528.00 |
530.25 |
-7.75 |
518 |
10,468 |
-50 |
| Sep10 |
100304 |
547.50 |
548.00 |
539.25 |
541.75 |
-8.00 |
86 |
5,533 |
-1 |
| Dec10 |
100304 |
566.00 |
566.00 |
556.50 |
559.00 |
-7.75 |
120 |
6,038 |
+2 |
| Total Volume and Open Interest |
2,904 |
40,176 |
-580 |
| Oats(CBOT) |
| Mar10 |
100304 |
221.50 |
221.75 |
219.00 |
219.00 |
-2.75 |
42 |
68 |
-35 |
| May10 |
100304 |
230.50 |
230.50 |
226.50 |
226.50 |
-3.75 |
359 |
9,667 |
+21 |
| Jul10 |
100304 |
238.25 |
239.00 |
235.25 |
235.25 |
-3.75 |
48 |
2,511 |
+26 |
| Sep10 |
100304 |
243.00 |
246.75 |
243.00 |
243.00 |
-3.75 |
1 |
375 |
+0 |
| Total Volume and Open Interest |
605 |
14,129 |
+15 |
| Rough Rice(CBOT) |
| Mar10 |
100304 |
13.10 |
13.10 |
12.95 |
13.00 |
-0.14 |
204 |
987 |
-75 |
| May10 |
100304 |
13.38 |
13.38 |
13.19 |
13.27 |
-0.12 |
427 |
10,722 |
-67 |
| Jul10 |
100304 |
13.56 |
13.66 |
13.42 |
13.53 |
-0.13 |
51 |
1,226 |
+6 |
| Sep10 |
100304 |
13.07 |
13.18 |
13.07 |
13.11 |
+0.01 |
55 |
1,271 |
+1 |
| Total Volume and Open Interest |
845 |
15,403 |
-89 |
| Live Cattle(CME) |
| Apr10 |
100304 |
92.980 |
93.200 |
92.600 |
93.035 |
+0.135 |
19,971 |
133,164 |
-4,265 |
| Jun10 |
100304 |
91.385 |
91.785 |
91.200 |
91.680 |
+0.200 |
13,887 |
102,925 |
+1,029 |
| Aug10 |
100304 |
90.000 |
90.250 |
89.785 |
90.200 |
+0.120 |
8,915 |
44,615 |
+3,132 |
| Oct10 |
100304 |
92.550 |
92.850 |
92.400 |
92.830 |
+0.250 |
3,020 |
24,577 |
+1,097 |
| Dec10 |
100304 |
94.000 |
94.350 |
93.785 |
94.350 |
+0.450 |
1,289 |
9,397 |
+598 |
| Feb11 |
100304 |
95.000 |
95.500 |
94.850 |
95.480 |
+0.430 |
324 |
3,773 |
+205 |
| Total Volume and Open Interest |
47,453 |
320,188 |
+1,836 |
| Feeder Cattle(CME) |
| Mar10 |
100304 |
102.500 |
102.700 |
102.100 |
102.535 |
+0.035 |
1,565 |
8,017 |
-576 |
| Apr10 |
100304 |
104.980 |
105.430 |
104.650 |
105.135 |
+0.385 |
2,395 |
12,751 |
+128 |
| May10 |
100304 |
105.650 |
106.250 |
105.650 |
106.100 |
+0.420 |
2,239 |
8,908 |
+164 |
| Aug10 |
100304 |
107.500 |
108.180 |
107.500 |
108.135 |
+0.455 |
1,243 |
6,660 |
+505 |
| Sep10 |
100304 |
107.000 |
107.580 |
107.000 |
107.480 |
+0.280 |
77 |
683 |
+71 |
| Oct10 |
100304 |
106.500 |
107.200 |
106.500 |
107.200 |
+0.600 |
47 |
430 |
+46 |
| Nov10 |
100304 |
106.000 |
106.400 |
106.000 |
106.400 |
+0.250 |
9 |
98 |
+9 |
| Total Volume and Open Interest |
7,576 |
37,563 |
+347 |
| Lean Hogs(CME) |
| Apr10 |
100304 |
73.600 |
74.150 |
73.200 |
73.580 |
+0.180 |
13,981 |
71,333 |
-168 |
| May10 |
100304 |
78.750 |
79.000 |
78.330 |
78.950 |
+0.050 |
734 |
6,036 |
+483 |
| Jun10 |
100304 |
82.450 |
82.580 |
81.680 |
82.000 |
-0.300 |
9,387 |
51,369 |
+607 |
| Jul10 |
100304 |
81.980 |
82.385 |
81.725 |
82.230 |
-0.120 |
2,700 |
20,992 |
+740 |
| Aug10 |
100304 |
81.180 |
81.635 |
81.080 |
81.385 |
-0.090 |
2,389 |
19,855 |
+581 |
| Oct10 |
100304 |
71.750 |
71.975 |
71.450 |
71.930 |
+0.030 |
2,242 |
12,161 |
+1,200 |
| Dec10 |
100304 |
69.000 |
69.000 |
68.500 |
68.975 |
unch |
705 |
5,949 |
+292 |
| Feb11 |
100304 |
70.300 |
70.600 |
70.300 |
70.600 |
-0.200 |
194 |
1,305 |
+97 |
| Total Volume and Open Interest |
32,358 |
189,279 |
+3,851 |
| Pork Bellies(CME) |
| Mar10 |
100304 |
94.000 |
94.000 |
93.500 |
93.500 |
-1.000 |
20 |
42 |
-4 |
| May10 |
100304 |
95.100 |
95.100 |
93.050 |
93.050 |
-1.700 |
146 |
239 |
+38 |
| Jul10 |
100304 |
94.500 |
95.000 |
94.000 |
95.000 |
-1.000 |
2 |
61 |
+1 |
| Aug10 |
100304 |
88.000 |
91.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100304 |
92.000 |
92.500 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
168 |
366 |
+35 |
| Class III Milk(CME) |
| Mar10 |
100304 |
12.93 |
13.00 |
12.81 |
12.88 |
-0.12 |
199 |
3,717 |
+19 |
| Apr10 |
100304 |
13.01 |
13.01 |
12.74 |
12.87 |
-0.14 |
244 |
4,218 |
+31 |
| May10 |
100304 |
13.10 |
13.13 |
13.00 |
13.09 |
-0.04 |
121 |
3,553 |
-4 |
| Jun10 |
100304 |
13.87 |
13.97 |
13.76 |
13.88 |
-0.02 |
102 |
2,919 |
-5 |
| Jul10 |
100304 |
14.50 |
14.60 |
14.37 |
14.52 |
+0.04 |
35 |
2,310 |
+1 |
| Total Volume and Open Interest |
919 |
30,389 |
+34 |
| Cocoa(ICE) |
| Mar10 |
100304 |
2808 |
2814 |
2800 |
2812 |
-1 |
11 |
66 |
-2 |
| May10 |
100304 |
2826 |
2867 |
2810 |
2829 |
+6 |
7,947 |
62,448 |
-1,795 |
| Jul10 |
100304 |
2851 |
2888 |
2840 |
2856 |
+7 |
3,557 |
24,317 |
+1,297 |
| Sep10 |
100304 |
2869 |
2905 |
2861 |
2875 |
+7 |
506 |
10,686 |
+439 |
| Dec10 |
100304 |
2900 |
2940 |
2898 |
2906 |
+8 |
465 |
7,313 |
+322 |
| Mar11 |
100304 |
2921 |
2951 |
2921 |
2928 |
+10 |
182 |
12,090 |
-31 |
| May11 |
100304 |
2931 |
2931 |
2931 |
2931 |
+10 |
105 |
4,871 |
+101 |
| Total Volume and Open Interest |
12,834 |
124,942 |
+387 |
| Coffee "C"(ICE) |
| Mar10 |
100304 |
130.00 |
130.00 |
126.55 |
127.85 |
-1.85 |
13 |
135 |
-12 |
| May10 |
100304 |
131.80 |
132.15 |
128.70 |
130.20 |
-1.90 |
6,683 |
74,728 |
-1,431 |
| Jul10 |
100304 |
133.70 |
133.75 |
130.50 |
131.85 |
-1.95 |
2,282 |
22,770 |
-90 |
| Sep10 |
100304 |
134.90 |
135.30 |
132.10 |
133.50 |
-1.95 |
713 |
9,314 |
-114 |
| Dec10 |
100304 |
137.10 |
137.15 |
134.30 |
135.35 |
-1.90 |
56 |
7,696 |
-5 |
| Mar11 |
100304 |
137.00 |
137.00 |
137.00 |
137.00 |
-1.95 |
39 |
5,038 |
+13 |
| Total Volume and Open Interest |
9,897 |
121,176 |
-1,575 |
| Orange Juice(ICE) |
| Mar10 |
100304 |
151.00 |
152.50 |
151.00 |
152.20 |
+0.95 |
177 |
622 |
+101 |
| May10 |
100304 |
148.50 |
150.10 |
148.30 |
149.45 |
+0.95 |
938 |
26,163 |
+262 |
| Jul10 |
100304 |
152.00 |
152.50 |
150.75 |
151.85 |
+0.80 |
46 |
5,119 |
+15 |
| Sep10 |
100304 |
152.50 |
153.25 |
152.45 |
152.80 |
+0.60 |
12 |
1,310 |
-7 |
| Nov10 |
100304 |
153.50 |
154.00 |
153.45 |
153.85 |
+0.55 |
13 |
657 |
+13 |
| Jan11 |
100304 |
155.00 |
155.50 |
155.00 |
155.30 |
+1.35 |
7 |
653 |
-1 |
| Total Volume and Open Interest |
1,197 |
34,799 |
+383 |
| Sugar #11(ICE) |
| May10 |
100304 |
21.99 |
22.29 |
21.24 |
21.67 |
-0.38 |
84,819 |
273,567 |
-3,731 |
| Jul10 |
100304 |
20.45 |
20.79 |
19.92 |
20.33 |
-0.12 |
34,821 |
173,257 |
+3,348 |
| Oct10 |
100304 |
19.50 |
19.83 |
19.00 |
19.48 |
-0.06 |
12,304 |
155,582 |
-1,030 |
| Mar11 |
100304 |
19.00 |
19.23 |
18.45 |
18.98 |
-0.01 |
7,375 |
58,846 |
+849 |
| May11 |
100304 |
18.28 |
18.28 |
17.61 |
18.08 |
+0.01 |
1,255 |
17,697 |
-300 |
| Total Volume and Open Interest |
143,714 |
741,206 |
-572 |
| London Cocoa(LCE) |
| Mar10 |
100303 |
2120 |
2127 |
2096 |
2125 |
-8 |
1,954 |
26,567 |
-1,204 |
| May10 |
100304 |
2143 |
2178 |
2140 |
2162 |
+17 |
7,416 |
46,572 |
-237 |
| Jul10 |
100304 |
2132 |
2164 |
2132 |
2152 |
+14 |
1,975 |
35,261 |
+179 |
| Sep10 |
100304 |
2113 |
2139 |
2112 |
2130 |
+15 |
1,386 |
18,130 |
+599 |
| Dec10 |
100304 |
2101 |
2125 |
2099 |
2116 |
+15 |
573 |
12,453 |
-13 |
| Mar11 |
100304 |
2080 |
2096 |
2080 |
2090 |
+17 |
202 |
12,163 |
-101 |
| May11 |
100304 |
2074 |
2086 |
2074 |
2086 |
+17 |
204 |
2,097 |
+95 |
| Total Volume and Open Interest |
13,583 |
153,136 |
-432 |
| London Sugar(LCE) |
| May10 |
100304 |
613.50 |
617.80 |
585.50 |
592.00 |
-27.50 |
4,541 |
35,672 |
-1,284 |
| Aug10 |
100304 |
583.60 |
586.80 |
549.50 |
557.00 |
-33.40 |
1,963 |
19,369 |
+310 |
| Oct10 |
100304 |
545.00 |
545.00 |
516.00 |
518.70 |
-26.50 |
717 |
9,167 |
-8 |
| Dec10 |
100304 |
529.90 |
529.90 |
507.00 |
510.70 |
-19.60 |
76 |
2,052 |
-2 |
| Mar11 |
100304 |
519.00 |
522.10 |
500.00 |
504.10 |
-18.80 |
25 |
1,028 |
-6 |
| Total Volume and Open Interest |
7,322 |
67,801 |
-990 |
| Cotton(ICE) |
| Mar10 |
100304 |
82.72 |
82.85 |
82.12 |
82.12 |
-1.07 |
18 |
2,116 |
-43 |
| May10 |
100304 |
82.77 |
82.83 |
81.53 |
81.82 |
-1.15 |
13,089 |
104,574 |
+2,019 |
| Jul10 |
100304 |
82.75 |
82.80 |
81.73 |
82.13 |
-0.92 |
6,555 |
38,674 |
+2,118 |
| Oct10 |
100304 |
76.70 |
76.89 |
76.00 |
76.00 |
-0.65 |
9 |
152 |
+0 |
| Dec10 |
100304 |
74.85 |
75.25 |
74.40 |
74.69 |
-0.38 |
2,091 |
29,848 |
+1,048 |
| Mar11 |
100304 |
76.04 |
76.09 |
76.04 |
76.09 |
-0.45 |
126 |
2,847 |
+28 |
| Total Volume and Open Interest |
21,907 |
180,177 |
+5,170 |
| Lumber(CME) |
| Mar10 |
100304 |
258.8 |
262.3 |
255.8 |
258.0 |
-1.0 |
631 |
1,412 |
-76 |
| May10 |
100304 |
274.2 |
277.8 |
269.3 |
269.5 |
-4.5 |
471 |
5,529 |
+95 |
| Jul10 |
100304 |
281.7 |
284.4 |
278.0 |
278.0 |
-4.8 |
376 |
1,940 |
+36 |
| Sep10 |
100304 |
275.2 |
278.0 |
274.5 |
277.5 |
unch |
6 |
620 |
+4 |
| Total Volume and Open Interest |
1,484 |
9,564 |
+59 |
| Crude Oil(NYM) |
| Apr10 |
100304 |
81.01 |
81.09 |
79.70 |
80.21 |
-0.66 |
301,698 |
255,628 |
-647 |
| May10 |
100304 |
81.32 |
81.47 |
80.14 |
80.63 |
-0.63 |
75,318 |
167,436 |
+3,631 |
| Jun10 |
100304 |
81.69 |
81.81 |
80.60 |
81.10 |
-0.54 |
43,262 |
173,416 |
+2,734 |
| Jul10 |
100304 |
81.90 |
82.10 |
81.05 |
81.54 |
-0.46 |
14,115 |
60,780 |
+4,300 |
| Aug10 |
100304 |
81.90 |
82.34 |
81.41 |
81.88 |
-0.41 |
6,365 |
25,150 |
-278 |
| Sep10 |
100304 |
82.24 |
82.60 |
81.72 |
82.18 |
-0.37 |
6,148 |
33,517 |
+45 |
| Oct10 |
100304 |
82.38 |
82.63 |
82.21 |
82.46 |
-0.34 |
4,180 |
19,876 |
+39 |
| Nov10 |
100304 |
82.60 |
82.95 |
82.60 |
82.77 |
-0.31 |
4,830 |
23,727 |
+943 |
| Dec10 |
100304 |
83.39 |
83.64 |
82.58 |
83.10 |
-0.29 |
34,923 |
200,460 |
+2,239 |
| Jan11 |
100304 |
83.07 |
83.64 |
82.79 |
83.30 |
-0.27 |
1,929 |
23,868 |
+272 |
| Feb11 |
100304 |
83.28 |
83.51 |
83.28 |
83.51 |
-0.25 |
1,210 |
15,963 |
+184 |
| Mar11 |
100304 |
83.88 |
83.88 |
83.70 |
83.70 |
-0.24 |
1,807 |
12,732 |
+153 |
| Apr11 |
100304 |
83.86 |
83.86 |
83.86 |
83.86 |
-0.22 |
1,327 |
11,362 |
+188 |
| May11 |
100304 |
84.00 |
84.00 |
84.00 |
84.00 |
-0.19 |
531 |
4,254 |
+197 |
| Jun11 |
100304 |
84.35 |
84.39 |
84.10 |
84.12 |
-0.16 |
6,166 |
27,469 |
+2,793 |
| Jul11 |
100304 |
84.24 |
84.24 |
84.24 |
84.24 |
-0.14 |
91 |
4,062 |
-20 |
| Total Volume and Open Interest |
529,808 |
1,297,435 |
+18,103 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
| Apr10 |
100304 |
81.000 |
81.075 |
79.700 |
80.200 |
-0.675 |
11,802 |
5,888 |
-81 |
| May10 |
100304 |
81.325 |
81.400 |
80.150 |
80.625 |
-0.625 |
356 |
1,030 |
+36 |
| Jun10 |
100304 |
81.200 |
81.750 |
80.825 |
81.100 |
-0.550 |
77 |
222 |
-49 |
| Jul10 |
100304 |
81.400 |
81.550 |
81.200 |
81.550 |
-0.450 |
16 |
29 |
+5 |
| Aug10 |
100304 |
81.500 |
81.875 |
81.500 |
81.875 |
-0.425 |
1 |
5 |
+1 |
| Sep10 |
100304 |
82.175 |
82.175 |
82.175 |
82.175 |
-0.375 |
1 |
5 |
+1 |
| Oct10 |
100304 |
82.450 |
82.450 |
82.450 |
82.450 |
-0.350 |
0 |
11 |
+0 |
| Nov10 |
100304 |
82.775 |
82.775 |
82.775 |
82.775 |
-0.300 |
0 |
1 |
+0 |
| Dec10 |
100304 |
83.100 |
83.100 |
83.100 |
83.100 |
-0.300 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
12,253 |
7,294 |
-87 |
| Heating Oil(NYM) |
| Apr10 |
100304 |
209.50 |
209.70 |
206.05 |
206.87 |
-2.50 |
45,248 |
75,775 |
-999 |
| May10 |
100304 |
210.38 |
210.52 |
207.31 |
208.14 |
-2.23 |
16,493 |
49,519 |
+1,502 |
| Jun10 |
100304 |
211.57 |
211.57 |
208.75 |
209.46 |
-2.00 |
14,704 |
46,503 |
-559 |
| Jul10 |
100304 |
212.10 |
213.08 |
210.65 |
211.35 |
-1.76 |
6,546 |
20,652 |
+1,357 |
| Aug10 |
100304 |
214.02 |
214.34 |
212.39 |
213.17 |
-1.57 |
4,161 |
11,455 |
+648 |
| Sep10 |
100304 |
215.15 |
215.98 |
214.23 |
215.06 |
-1.49 |
1,129 |
11,487 |
+63 |
| Oct10 |
100304 |
218.02 |
218.05 |
216.45 |
217.31 |
-1.42 |
433 |
10,015 |
+27 |
| Nov10 |
100304 |
219.95 |
220.48 |
219.04 |
219.66 |
-1.35 |
829 |
8,383 |
+201 |
| Dec10 |
100304 |
223.39 |
223.40 |
221.12 |
222.09 |
-1.24 |
4,032 |
28,650 |
-9 |
| Jan11 |
100304 |
224.15 |
224.51 |
223.71 |
224.37 |
-1.17 |
426 |
12,582 |
+50 |
| Feb11 |
100304 |
225.71 |
225.71 |
224.89 |
225.56 |
-1.12 |
220 |
4,496 |
-35 |
| Mar11 |
100304 |
225.56 |
225.56 |
224.67 |
225.40 |
-1.08 |
573 |
5,460 |
+400 |
| Total Volume and Open Interest |
95,209 |
300,498 |
+2,669 |
| Gasoline(NYMEX) |
| Apr10 |
100304 |
224.47 |
225.06 |
221.70 |
223.37 |
-1.39 |
40,922 |
93,600 |
+655 |
| May10 |
100304 |
224.79 |
225.19 |
222.06 |
223.60 |
-1.34 |
18,907 |
54,012 |
+1,679 |
| Jun10 |
100304 |
223.56 |
224.29 |
221.52 |
222.96 |
-1.38 |
11,187 |
37,039 |
+931 |
| Jul10 |
100304 |
223.20 |
223.20 |
221.67 |
222.11 |
-1.41 |
4,862 |
19,127 |
+1,397 |
| Aug10 |
100304 |
222.11 |
222.11 |
220.34 |
221.13 |
-1.44 |
2,559 |
11,252 |
+128 |
| Sep10 |
100304 |
220.54 |
220.99 |
218.75 |
219.93 |
-1.43 |
2,549 |
16,001 |
+149 |
| Oct10 |
100304 |
210.07 |
210.33 |
208.36 |
209.55 |
-1.25 |
1,087 |
5,872 |
+226 |
| Nov10 |
100304 |
208.43 |
208.43 |
208.43 |
208.43 |
-1.27 |
840 |
11,613 |
+7 |
| Dec10 |
100304 |
209.23 |
209.23 |
207.19 |
207.97 |
-1.29 |
1,546 |
11,032 |
-51 |
| Jan11 |
100304 |
209.47 |
209.47 |
209.47 |
209.47 |
-1.34 |
15 |
3,262 |
+5 |
| Total Volume and Open Interest |
84,492 |
268,321 |
+5,141 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100304 |
223.40 |
223.40 |
223.37 |
223.40 |
-1.40 |
0 |
7 |
+0 |
| May10 |
100304 |
223.60 |
223.60 |
223.60 |
223.60 |
-1.30 |
|
|
|
| Jun10 |
100304 |
223.00 |
223.00 |
222.96 |
223.00 |
-1.30 |
|
|
|
| Jul10 |
100304 |
222.10 |
222.11 |
222.10 |
222.10 |
-1.40 |
|
|
|
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Natural Gas(NYM) |
| Apr10 |
100304 |
4.761 |
4.787 |
4.556 |
4.575 |
-0.182 |
85,649 |
183,738 |
-2,850 |
| May10 |
100304 |
4.821 |
4.847 |
4.623 |
4.643 |
-0.178 |
30,594 |
155,783 |
+2,558 |
| Jun10 |
100304 |
4.880 |
4.910 |
4.695 |
4.717 |
-0.175 |
13,424 |
53,853 |
-1,147 |
| Jul10 |
100304 |
4.962 |
4.987 |
4.777 |
4.806 |
-0.171 |
9,274 |
42,374 |
-573 |
| Aug10 |
100304 |
5.006 |
5.050 |
4.850 |
4.867 |
-0.171 |
3,735 |
34,303 |
-88 |
| Sep10 |
100304 |
5.050 |
5.081 |
4.879 |
4.903 |
-0.172 |
3,178 |
28,317 |
+200 |
| Oct10 |
100304 |
5.150 |
5.189 |
4.982 |
5.004 |
-0.175 |
10,546 |
58,970 |
+116 |
| Nov10 |
100304 |
5.470 |
5.470 |
5.292 |
5.319 |
-0.172 |
2,418 |
13,439 |
+488 |
| Dec10 |
100304 |
5.831 |
5.831 |
5.645 |
5.667 |
-0.164 |
1,885 |
25,589 |
-419 |
| Jan11 |
100304 |
6.029 |
6.049 |
5.875 |
5.892 |
-0.162 |
6,595 |
37,523 |
-555 |
| Feb11 |
100304 |
6.001 |
6.003 |
5.845 |
5.856 |
-0.163 |
473 |
11,478 |
+79 |
| Mar11 |
100304 |
5.855 |
5.861 |
5.710 |
5.723 |
-0.156 |
2,285 |
27,763 |
+406 |
| Apr11 |
100304 |
5.490 |
5.490 |
5.349 |
5.383 |
-0.118 |
1,352 |
24,633 |
+199 |
| May11 |
100304 |
5.450 |
5.470 |
5.333 |
5.368 |
-0.113 |
397 |
11,581 |
+3 |
| Jun11 |
100304 |
5.500 |
5.500 |
5.375 |
5.411 |
-0.117 |
125 |
5,878 |
+85 |
| Jul11 |
100304 |
5.465 |
5.575 |
5.430 |
5.471 |
-0.120 |
11 |
4,312 |
+2 |
| Total Volume and Open Interest |
173,868 |
820,300 |
-1,323 |
| Brent Crude Oil(ICE) |
| Apr10 |
100304 |
79.32 |
79.42 |
78.15 |
78.54 |
-0.71 |
206,554 |
150,885 |
-24,826 |
| May10 |
100304 |
79.64 |
79.72 |
78.56 |
78.89 |
-0.65 |
162,969 |
200,424 |
-3,868 |
| Jun10 |
100304 |
80.03 |
80.17 |
79.02 |
79.37 |
-0.58 |
86,385 |
126,781 |
+3,865 |
| Jul10 |
100304 |
80.48 |
80.51 |
79.48 |
79.85 |
-0.51 |
25,110 |
50,858 |
+3,023 |
| Aug10 |
100304 |
80.56 |
80.90 |
79.96 |
80.27 |
-0.47 |
10,235 |
28,816 |
+636 |
| Sep10 |
100304 |
80.91 |
81.33 |
80.34 |
80.65 |
-0.45 |
5,384 |
19,398 |
+2 |
| Oct10 |
100304 |
81.24 |
81.60 |
80.69 |
81.02 |
-0.41 |
3,560 |
19,354 |
-86 |
| Nov10 |
100304 |
81.50 |
82.01 |
81.03 |
81.37 |
-0.37 |
3,358 |
15,026 |
+563 |
| Dec10 |
100304 |
82.11 |
82.40 |
81.36 |
81.72 |
-0.34 |
18,621 |
85,246 |
+1,203 |
| Jan11 |
100304 |
82.03 |
82.03 |
82.03 |
82.03 |
-0.31 |
1,172 |
12,263 |
+89 |
| Feb11 |
100304 |
82.36 |
82.36 |
82.33 |
82.33 |
-0.29 |
330 |
6,663 |
-8 |
| Mar11 |
100304 |
82.62 |
82.62 |
82.62 |
82.62 |
-0.28 |
217 |
6,429 |
+88 |
| Apr11 |
100304 |
82.88 |
82.88 |
82.88 |
82.88 |
-0.28 |
98 |
2,791 |
-5 |
| May11 |
100304 |
83.12 |
83.12 |
83.12 |
83.12 |
-0.27 |
23 |
2,820 |
+1 |
| Total Volume and Open Interest |
530,354 |
840,392 |
-19,000 |
| Gas Oil(ICE) |
| Mar10 |
100304 |
648.50 |
648.50 |
638.00 |
642.00 |
-4.50 |
56,880 |
94,103 |
-8,560 |
| Apr10 |
100304 |
650.00 |
651.25 |
641.25 |
645.25 |
-4.00 |
90,503 |
116,241 |
+1,525 |
| May10 |
100304 |
654.00 |
654.00 |
646.00 |
649.50 |
-3.75 |
32,614 |
78,178 |
+2,171 |
| Jun10 |
100304 |
660.25 |
660.25 |
650.75 |
654.50 |
-3.50 |
22,493 |
54,980 |
+1,192 |
| Jul10 |
100304 |
665.00 |
665.00 |
658.00 |
659.75 |
-3.00 |
12,062 |
32,065 |
+848 |
| Aug10 |
100304 |
665.25 |
667.25 |
661.25 |
665.00 |
-3.00 |
5,718 |
24,157 |
-218 |
| Sep10 |
100304 |
670.25 |
670.25 |
666.50 |
670.25 |
-2.75 |
2,233 |
25,856 |
+240 |
| Oct10 |
100304 |
675.00 |
678.25 |
671.25 |
675.25 |
-2.50 |
2,121 |
18,198 |
-73 |
| Nov10 |
100304 |
682.25 |
682.25 |
677.50 |
679.25 |
-2.50 |
1,780 |
15,657 |
-221 |
| Dec10 |
100304 |
687.50 |
687.50 |
679.50 |
683.25 |
-2.25 |
9,200 |
71,097 |
+591 |
| Total Volume and Open Interest |
239,498 |
611,885 |
-1,945 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100304 |
1.625 |
1.625 |
1.590 |
1.604 |
-0.057 |
54 |
1,102 |
+13 |
| May10 |
100304 |
1.617 |
1.627 |
1.617 |
1.622 |
-0.057 |
57 |
799 |
+22 |
| Jun10 |
100304 |
1.638 |
1.639 |
1.620 |
1.631 |
-0.057 |
37 |
867 |
+11 |
| Jul10 |
100304 |
1.625 |
1.645 |
1.624 |
1.639 |
-0.059 |
61 |
1,112 |
+28 |
| Aug10 |
100304 |
1.649 |
1.656 |
1.640 |
1.644 |
-0.048 |
27 |
795 |
+15 |
| Sep10 |
100304 |
1.650 |
1.650 |
1.646 |
1.649 |
-0.046 |
30 |
767 |
+30 |
| Oct10 |
100304 |
1.650 |
1.650 |
1.645 |
1.650 |
-0.050 |
31 |
735 |
+25 |
| Total Volume and Open Interest |
464 |
8,458 |
+82 |
| US Dollar Index(ICE) |
| Mar10 |
100304 |
80.085 |
80.700 |
79.970 |
80.585 |
+0.565 |
26,597 |
50,613 |
-467 |
| Jun10 |
100304 |
80.345 |
80.970 |
80.270 |
80.880 |
+0.570 |
1,391 |
5,080 |
-107 |
| Sep10 |
100304 |
81.155 |
81.155 |
81.155 |
81.155 |
+0.525 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
27,988 |
55,702 |
-574 |
| Australian Dollar(CME) |
| Mar10 |
100304 |
90.47 |
90.49 |
89.70 |
89.95 |
-0.45 |
88,391 |
109,021 |
+3,577 |
| Jun10 |
100304 |
89.55 |
89.58 |
88.81 |
89.06 |
-0.44 |
3,691 |
7,593 |
+399 |
| Sep10 |
100304 |
88.15 |
88.56 |
88.13 |
88.13 |
-0.43 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
92,084 |
116,667 |
+3,977 |
| British Pound(CME) |
| Mar10 |
100304 |
151.01 |
151.36 |
150.05 |
150.29 |
-0.64 |
163,389 |
124,350 |
+232 |
| Jun10 |
100304 |
150.97 |
151.25 |
149.96 |
150.20 |
-0.63 |
4,122 |
4,667 |
+1,211 |
| Sep10 |
100304 |
150.12 |
150.82 |
150.12 |
150.12 |
-0.62 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
167,511 |
129,123 |
+1,443 |
| Canadian Dollar(CME) |
| Mar10 |
100304 |
96.94 |
97.37 |
96.71 |
97.01 |
+0.03 |
103,185 |
98,474 |
+4,029 |
| Jun10 |
100304 |
96.96 |
97.34 |
96.70 |
97.00 |
+0.03 |
3,480 |
9,103 |
+753 |
| Sep10 |
100304 |
97.11 |
97.11 |
96.87 |
96.94 |
+0.03 |
90 |
901 |
+25 |
| Dec10 |
100304 |
96.80 |
96.82 |
96.77 |
96.82 |
+0.02 |
74 |
903 |
+65 |
| Total Volume and Open Interest |
106,831 |
109,517 |
+4,871 |
| Japanese Yen(CME) |
| Mar10 |
100304 |
113.00 |
113.46 |
112.03 |
112.24 |
-0.90 |
97,724 |
128,966 |
+2,060 |
| Jun10 |
100304 |
113.04 |
113.50 |
112.08 |
112.29 |
-0.90 |
2,689 |
4,400 |
+554 |
| Sep10 |
100304 |
113.19 |
113.26 |
112.12 |
112.36 |
-0.90 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
100,413 |
133,600 |
+2,614 |
| Swiss Franc(CME) |
| Mar10 |
100304 |
93.64 |
93.73 |
92.63 |
92.82 |
-0.83 |
56,920 |
41,514 |
-2,208 |
| Jun10 |
100304 |
93.72 |
93.78 |
92.70 |
92.88 |
-0.83 |
669 |
623 |
+141 |
| Sep10 |
100304 |
93.00 |
93.77 |
92.94 |
92.94 |
-0.83 |
1 |
5 |
-1 |
| Total Volume and Open Interest |
57,591 |
42,147 |
-2,068 |
| EuroFX(CME) |
| Mar10 |
100304 |
136.94 |
137.13 |
135.50 |
135.77 |
-1.23 |
370,881 |
199,856 |
-3,889 |
| Jun10 |
100304 |
136.93 |
137.10 |
135.48 |
135.75 |
-1.23 |
6,745 |
17,909 |
+1,245 |
| Sep10 |
100304 |
136.43 |
136.93 |
135.68 |
135.71 |
-1.22 |
22 |
958 |
+15 |
| Total Volume and Open Interest |
377,648 |
218,803 |
-2,629 |
| Mexican Peso(CME) |
| Mar10 |
100304 |
786.2 |
787.8 |
785.0 |
787.2 |
+1.0 |
17,265 |
114,871 |
+3,239 |
| Apr10 |
100304 |
784.8 |
784.8 |
784.0 |
784.8 |
+0.8 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
18,807 |
118,640 |
+3,886 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100304 |
118~230 |
119~180 |
118~190 |
119~090 |
+0~160 |
|
|
|
| Jun10 |
100304 |
117~080 |
118~020 |
117~020 |
117~260 |
+0~170 |
212,224 |
623,936 |
+4,916 |
| Sep10 |
100304 |
116~270 |
116~270 |
115~310 |
116~170 |
+0~180 |
25 |
94 |
+25 |
| Total Volume and Open Interest |
266,792 |
680,023 |
-20,618 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100304 |
118~305 |
119~055 |
118~215 |
118~310 |
+0~020 |
61,412 |
95,356 |
-14,423 |
| Jun10 |
100304 |
117~140 |
117~225 |
117~055 |
117~165 |
+0~030 |
670,401 |
1,295,862 |
-1,825 |
| Sep10 |
100304 |
116~020 |
116~020 |
115~300 |
116~020 |
+0~040 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
731,813 |
1,391,249 |
-16,248 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100304 |
58~066 |
58~066 |
58~066 |
58~066 |
-0~005 |
|
|
|
| Jun10 |
100304 |
115~127 |
116~019 |
115~094 |
115~118 |
-0~009 |
333,488 |
930,185 |
+17,158 |
| Sep10 |
100304 |
114~104 |
114~112 |
114~104 |
114~104 |
-0~008 |
|
|
|
| Total Volume and Open Interest |
373,475 |
1,004,045 |
+2,323 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100304 |
54~072 |
54~072 |
54~072 |
54~072 |
-0~006 |
|
|
|
| Jun10 |
100304 |
108~093 |
108~098 |
108~075 |
108~081 |
-0~012 |
204,587 |
838,303 |
+19,383 |
| Sep10 |
100304 |
108~005 |
108~017 |
108~005 |
108~005 |
-0~012 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
238,075 |
918,987 |
+1,413 |
| Eurodollars(CME) |
| Mar10 |
100304 |
99.743 |
99.743 |
99.730 |
99.735 |
-0.005 |
138,287 |
1,147,477 |
+24,628 |
| Jun10 |
100304 |
99.670 |
99.670 |
99.630 |
99.640 |
-0.025 |
171,459 |
1,168,192 |
+11,067 |
| Sep10 |
100304 |
99.495 |
99.515 |
99.440 |
99.445 |
-0.050 |
188,937 |
1,101,647 |
+35,359 |
| Dec10 |
100304 |
99.210 |
99.235 |
99.145 |
99.150 |
-0.060 |
193,866 |
1,022,074 |
+17,140 |
| Mar11 |
100304 |
98.870 |
98.900 |
98.805 |
98.820 |
-0.050 |
195,651 |
684,451 |
+10,570 |
| Jun11 |
100304 |
98.510 |
98.545 |
98.440 |
98.470 |
-0.040 |
178,937 |
770,073 |
+12,486 |
| Sep11 |
100304 |
98.165 |
98.200 |
98.095 |
98.130 |
-0.030 |
133,240 |
600,750 |
+10,567 |
| Dec11 |
100304 |
97.830 |
97.865 |
97.760 |
97.805 |
-0.015 |
102,422 |
379,886 |
+1,532 |
| Mar12 |
100304 |
97.525 |
97.570 |
97.465 |
97.520 |
unch |
45,800 |
301,578 |
+4,208 |
| Jun12 |
100304 |
97.235 |
97.270 |
97.175 |
97.235 |
+0.010 |
28,012 |
208,264 |
+1,086 |
| Sep12 |
100304 |
96.965 |
97.005 |
96.910 |
96.980 |
+0.020 |
22,243 |
123,611 |
+924 |
| Dec12 |
100304 |
96.705 |
96.750 |
96.655 |
96.725 |
+0.025 |
22,285 |
115,329 |
+3,002 |
| Mar13 |
100304 |
96.500 |
96.540 |
96.455 |
96.520 |
+0.030 |
5,512 |
79,361 |
-116 |
| Jun13 |
100304 |
96.285 |
96.340 |
96.255 |
96.320 |
+0.035 |
2,729 |
62,591 |
-170 |
| Sep13 |
100304 |
96.100 |
96.150 |
96.070 |
96.135 |
+0.040 |
2,262 |
53,870 |
-20 |
| Dec13 |
100304 |
95.955 |
95.960 |
95.880 |
95.945 |
+0.045 |
1,776 |
31,513 |
+136 |
| Mar14 |
100304 |
95.800 |
95.810 |
95.735 |
95.795 |
+0.045 |
1,599 |
36,520 |
-38 |
| Jun14 |
100304 |
95.630 |
95.660 |
95.585 |
95.645 |
+0.050 |
1,738 |
31,247 |
+343 |
| Total Volume and Open Interest |
1,451,062 |
8,064,422 |
+134,547 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100304 |
99.853 |
99.857 |
99.838 |
99.845 |
-0.012 |
6,479 |
78,349 |
+2,935 |
| Apr10 |
100304 |
99.845 |
99.845 |
99.825 |
99.835 |
-0.010 |
9,033 |
88,410 |
+2,982 |
| May10 |
100304 |
99.830 |
99.835 |
99.810 |
99.820 |
-0.015 |
16,891 |
76,922 |
+5,500 |
| Jun10 |
100304 |
99.820 |
99.825 |
99.800 |
99.805 |
-0.020 |
10,563 |
73,028 |
+1,449 |
| Jul10 |
100304 |
99.805 |
99.810 |
99.775 |
99.780 |
-0.025 |
13,586 |
70,736 |
+4,441 |
| Aug10 |
100304 |
99.785 |
99.785 |
99.745 |
99.755 |
-0.030 |
7,296 |
58,406 |
+383 |
| Total Volume and Open Interest |
87,359 |
618,778 |
+22,850 |
| 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 |
100304 |
99.560 |
99.560 |
99.560 |
99.560 |
-0.005 |
0 |
1,832 |
+0 |
| Jun10 |
100304 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
0 |
480 |
+0 |
| Sep10 |
100304 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
0 |
230 |
+0 |
| Dec10 |
100304 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
242 |
+0 |
| Mar11 |
100304 |
99.625 |
99.625 |
99.615 |
99.615 |
+0.010 |
|
|
|
| Jun11 |
100304 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
| Sep11 |
100304 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
| Dec11 |
100304 |
99.515 |
99.515 |
99.515 |
99.515 |
+0.005 |
|
|
|
| Mar12 |
100304 |
99.480 |
99.480 |
99.480 |
99.480 |
+0.005 |
|
|
|
| Jun12 |
100304 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
2,784 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100304 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
5,014 |
+0 |
| Jun10 |
100304 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
50 |
1,619 |
+0 |
| Sep10 |
100304 |
99.62 |
99.62 |
99.61 |
99.61 |
+0.00 |
200 |
2,531 |
+0 |
| Dec10 |
100304 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,380 |
+0 |
| Mar11 |
100304 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
106 |
790 |
+0 |
| Jun11 |
100304 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
56 |
+0 |
| Sep11 |
100304 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
51 |
+0 |
| Dec11 |
100304 |
99.51 |
99.51 |
99.51 |
99.51 |
+0.00 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
356 |
13,018 |
+104 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100304 |
139.83 |
140.07 |
139.77 |
139.95 |
+0.13 |
4,181 |
16,439 |
+0 |
| Jun10 |
100304 |
139.03 |
139.20 |
138.95 |
139.10 |
+0.13 |
3,283 |
3,279 |
+0 |
| Sep10 |
100304 |
139.10 |
139.10 |
139.10 |
139.10 |
+0.13 |
|
|
|
| Total Volume and Open Interest |
7,464 |
20,094 |
+376 |
| Euro-Bund(EUREX) |
| Mar10 |
100304 |
124.25 |
124.44 |
123.87 |
124.29 |
+0.21 |
972,211 |
722,411 |
-81,054 |
| Jun10 |
100304 |
122.71 |
122.96 |
122.40 |
122.80 |
+0.19 |
226,684 |
316,659 |
+105,647 |
| Sep10 |
100304 |
122.39 |
122.39 |
122.39 |
122.39 |
+0.21 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
1,198,897 |
1,039,070 |
+24,593 |
| Euro-Bobl(EUREX) |
| Mar10 |
100222 |
117.39 |
117.51 |
117.29 |
117.46 |
+0.08 |
534,305 |
798,081 |
+37,058 |
| Jun10 |
100304 |
116.80 |
116.91 |
116.54 |
116.81 |
+0.08 |
195,997 |
265,845 |
+99,986 |
| Sep10 |
100304 |
116.59 |
116.59 |
116.59 |
116.59 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
849,786 |
886,168 |
-9,371 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100304 |
99.340 |
99.350 |
99.340 |
99.350 |
+0.010 |
447 |
10,492 |
-241 |
| Jun10 |
100304 |
99.200 |
99.240 |
99.195 |
99.235 |
+0.020 |
151 |
6,766 |
-120 |
| Sep10 |
100304 |
99.010 |
99.030 |
98.970 |
99.030 |
unch |
135 |
2,497 |
-50 |
| Total Volume and Open Interest |
947 |
23,748 |
-433 |
| Long Gilt(LIFFE) |
| Mar10 |
100225 |
115~18 |
115~28 |
115~11 |
115~23 |
+0~13 |
301,509 |
139,236 |
-76,552 |
| Jun10 |
100304 |
114~17 |
114~30 |
114~09 |
114~23 |
+0~08 |
110,808 |
282,625 |
+18,004 |
| Total Volume and Open Interest |
118,385 |
322,138 |
+15,032 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100304 |
99.33 |
99.35 |
99.32 |
99.34 |
+0.01 |
20,738 |
313,669 |
-7,549 |
| Jun10 |
100304 |
99.24 |
99.26 |
99.23 |
99.24 |
unch |
69,303 |
377,177 |
-11,769 |
| Sep10 |
100304 |
99.07 |
99.08 |
99.04 |
99.06 |
-0.01 |
40,194 |
358,621 |
+4,130 |
| Dec10 |
100304 |
98.76 |
98.78 |
98.72 |
98.74 |
-0.03 |
58,709 |
368,057 |
+5,389 |
| Mar11 |
100304 |
98.42 |
98.43 |
98.35 |
98.38 |
-0.04 |
52,943 |
333,310 |
-2,393 |
| Jun11 |
100304 |
98.04 |
98.06 |
97.97 |
97.99 |
-0.05 |
79,170 |
221,215 |
-8,018 |
| Total Volume and Open Interest |
419,723 |
2,404,892 |
-7,870 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100304 |
99.340 |
99.395 |
99.330 |
99.350 |
+0.010 |
41,303 |
707,816 |
+5,008 |
| Jun10 |
100304 |
99.220 |
99.270 |
99.180 |
99.235 |
+0.020 |
153,128 |
694,031 |
+12,991 |
| Sep10 |
100304 |
99.035 |
99.065 |
98.965 |
99.030 |
unch |
148,828 |
721,964 |
+840 |
| Total Volume and Open Interest |
852,420 |
3,960,326 |
+31,582 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100304 |
95.69 |
95.73 |
95.68 |
95.72 |
+0.03 |
31,518 |
140,931 |
+3,196 |
| Jun10 |
100304 |
95.43 |
95.45 |
95.42 |
95.44 |
unch |
31,839 |
256,058 |
-5,330 |
| Sep10 |
100304 |
95.14 |
95.16 |
95.12 |
95.15 |
+0.01 |
6,956 |
132,410 |
+956 |
| Dec10 |
100304 |
94.91 |
94.93 |
94.88 |
94.92 |
+0.01 |
7,458 |
89,768 |
+809 |
| Mar11 |
100304 |
94.75 |
94.78 |
94.73 |
94.77 |
+0.02 |
5,640 |
38,326 |
-1,069 |
| Jun11 |
100304 |
94.64 |
94.65 |
94.62 |
94.65 |
+0.01 |
2,443 |
38,548 |
-104 |
| Sep11 |
100304 |
94.56 |
94.56 |
94.54 |
94.56 |
+0.01 |
686 |
17,068 |
-148 |
| Dec11 |
100304 |
94.47 |
94.49 |
94.46 |
94.49 |
+0.02 |
371 |
9,143 |
+214 |
| Mar12 |
100304 |
94.43 |
94.43 |
94.43 |
94.43 |
+0.03 |
200 |
2,553 |
-100 |
| Jun12 |
100304 |
94.39 |
94.39 |
94.39 |
94.39 |
+0.03 |
50 |
1,719 |
-50 |
| Total Volume and Open Interest |
87,161 |
728,314 |
-1,626 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100304 |
94.52 |
94.56 |
94.51 |
94.56 |
+0.03 |
32,415 |
407,073 |
+4,122 |
| Jun10 |
100304 |
94.49 |
94.51 |
94.48 |
94.51 |
+0.03 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
32,415 |
407,085 |
+4,122 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100304 |
95.16 |
95.18 |
95.14 |
95.18 |
+0.02 |
113,792 |
849,926 |
+16,107 |
| Jun10 |
100304 |
95.01 |
95.02 |
94.98 |
95.02 |
+0.02 |
6,206 |
14,699 |
+6,156 |
| Total Volume and Open Interest |
119,998 |
864,625 |
+22,263 |
| Gold(CMX) |
| Apr10 |
100304 |
1139.8 |
1142.3 |
1125.9 |
1133.1 |
-10.2 |
193,281 |
277,665 |
-298 |
| Jun10 |
100304 |
1140.9 |
1143.2 |
1127.7 |
1134.4 |
-10.2 |
17,318 |
72,437 |
+7,111 |
| Aug10 |
100304 |
1142.0 |
1143.5 |
1130.9 |
1135.5 |
-10.2 |
1,883 |
24,146 |
+23 |
| Oct10 |
100304 |
1140.8 |
1144.2 |
1132.3 |
1136.6 |
-10.1 |
3,655 |
12,623 |
+1,600 |
| Dec10 |
100304 |
1144.4 |
1145.7 |
1132.0 |
1137.8 |
-10.1 |
1,255 |
37,195 |
+369 |
| Feb11 |
100304 |
1136.0 |
1139.4 |
1136.0 |
1139.4 |
-10.0 |
3,312 |
7,950 |
-371 |
| Apr11 |
100304 |
1136.2 |
1141.4 |
1136.2 |
1141.4 |
-10.0 |
32 |
4,005 |
+10 |
| Jun11 |
100304 |
485.2 |
488.4 |
485.2 |
488.4 |
-9.9 |
4 |
7,505 |
-4 |
| Aug11 |
100304 |
1146.5 |
1146.5 |
1146.5 |
1146.5 |
-9.8 |
2,808 |
3,682 |
+1,420 |
| Oct11 |
100304 |
1149.8 |
1149.8 |
1149.8 |
1149.8 |
-9.8 |
0 |
3,644 |
+0 |
| Dec11 |
100304 |
1158.2 |
1158.2 |
1150.0 |
1153.5 |
-9.7 |
50 |
12,228 |
+0 |
| Total Volume and Open Interest |
223,963 |
482,786 |
+9,950 |
| Silver(CMX) |
| Mar10 |
100304 |
1714.0 |
1735.0 |
1706.0 |
1715.6 |
-15.3 |
749 |
766 |
-259 |
| May10 |
100304 |
1719.5 |
1739.5 |
1705.5 |
1717.6 |
-15.3 |
34,385 |
63,223 |
+119 |
| Jul10 |
100304 |
1716.0 |
1738.5 |
1709.0 |
1720.1 |
-15.3 |
2,300 |
13,713 |
-123 |
| Sep10 |
100304 |
1732.0 |
1740.5 |
1717.5 |
1722.1 |
-15.3 |
348 |
2,812 |
-90 |
| Dec10 |
100304 |
1721.0 |
1743.0 |
1719.0 |
1725.0 |
-15.2 |
765 |
13,078 |
+121 |
| Mar11 |
100304 |
1727.9 |
1727.9 |
1727.9 |
1727.9 |
-15.0 |
75 |
1,131 |
+60 |
| May11 |
100304 |
1745.0 |
1745.0 |
1729.7 |
1729.7 |
-14.9 |
1 |
1,730 |
+0 |
| Total Volume and Open Interest |
39,250 |
108,248 |
+175 |
| Platinum(NYMEX) |
| Apr10 |
100304 |
1579.5 |
1589.4 |
1566.7 |
1583.6 |
+0.1 |
4,223 |
31,339 |
+114 |
| Jul10 |
100304 |
1583.9 |
1588.7 |
1571.2 |
1587.8 |
+0.2 |
157 |
3,344 |
+46 |
| Oct10 |
100304 |
1585.0 |
1589.0 |
1585.0 |
1588.9 |
+0.4 |
12 |
204 |
+1 |
| Jan11 |
100304 |
1572.6 |
1583.9 |
1572.6 |
1583.9 |
+0.4 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
4,392 |
35,096 |
+149 |
| Palladium(NYMEX) |
| Mar10 |
100304 |
461.75 |
461.95 |
455.40 |
461.75 |
+12.25 |
60 |
196 |
-15 |
| Jun10 |
100304 |
449.25 |
465.95 |
447.85 |
463.20 |
+12.70 |
1,616 |
21,057 |
-203 |
| Sep10 |
100304 |
461.75 |
463.90 |
457.50 |
463.90 |
+12.80 |
3 |
312 |
+3 |
| Total Volume and Open Interest |
1,679 |
21,597 |
-215 |
| Copper(CMX) |
| Mar10 |
100304 |
341.00 |
341.70 |
333.45 |
336.05 |
-5.85 |
1,337 |
4,257 |
-1,133 |
| May10 |
100304 |
342.20 |
343.50 |
334.85 |
337.55 |
-5.95 |
31,176 |
84,709 |
+1,344 |
| Jul10 |
100304 |
344.05 |
344.65 |
336.60 |
338.95 |
-6.05 |
1,589 |
19,154 |
+66 |
| Sep10 |
100304 |
343.60 |
345.30 |
337.00 |
339.65 |
-5.95 |
793 |
7,481 |
+345 |
| Dec10 |
100304 |
337.50 |
340.05 |
337.50 |
340.05 |
-5.85 |
395 |
5,506 |
-199 |
| Total Volume and Open Interest |
35,751 |
125,878 |
+465 |
| DJIA Index(CBOT) |
| Mar10 |
100304 |
10389 |
10435 |
10356 |
10431 |
+44 |
282 |
13,873 |
+38 |
| Jun10 |
100304 |
10368 |
10368 |
10324 |
10368 |
+44 |
10 |
39 |
+10 |
| Sep10 |
100304 |
10311 |
10311 |
10267 |
10311 |
+44 |
|
|
|
| Dec10 |
100304 |
10261 |
10261 |
10217 |
10261 |
+44 |
|
|
|
| Total Volume and Open Interest |
292 |
13,912 |
+48 |
| S & P 500(CME) |
| Mar10 |
100304 |
1118.30 |
1123.30 |
1113.50 |
1122.30 |
+3.70 |
20,007 |
367,987 |
-5,013 |
| Jun10 |
100304 |
1115.30 |
1118.20 |
1110.90 |
1117.60 |
+3.70 |
5,271 |
23,616 |
+3,920 |
| Sep10 |
100304 |
1112.50 |
1112.80 |
1106.80 |
1112.50 |
+3.70 |
221 |
2,069 |
-105 |
| Dec10 |
100304 |
1107.70 |
1107.90 |
1101.90 |
1107.70 |
+3.80 |
0 |
2,951 |
+0 |
| Total Volume and Open Interest |
25,499 |
396,644 |
-1,198 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100304 |
1118.25 |
1123.50 |
1114.00 |
1122.25 |
+3.75 |
1,502,795 |
2,775,511 |
-40,521 |
| Jun10 |
100304 |
1113.25 |
1118.50 |
1109.50 |
1117.50 |
+3.50 |
24,086 |
93,576 |
+19,302 |
| Total Volume and Open Interest |
1,527,035 |
2,870,663 |
-21,219 |
| NASDAQ 100(CME) |
| Mar10 |
100304 |
1850.50 |
1861.00 |
1844.00 |
1859.80 |
+7.80 |
877 |
27,371 |
-104 |
| Jun10 |
100304 |
1850.00 |
1857.00 |
1845.00 |
1857.00 |
+7.70 |
0 |
752 |
-38 |
| Sep10 |
100304 |
1856.00 |
1856.00 |
1855.50 |
1856.00 |
+7.70 |
|
|
|
| Total Volume and Open Interest |
877 |
28,123 |
-142 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100304 |
1851.30 |
1860.80 |
1844.30 |
1859.80 |
+7.80 |
248,834 |
396,651 |
-6,513 |
| Jun10 |
100304 |
1849.00 |
1858.00 |
1842.00 |
1857.00 |
+7.70 |
822 |
7,764 |
+28 |
| Total Volume and Open Interest |
249,657 |
404,426 |
-6,484 |
| S & P Midcap 400(CME) |
| Mar10 |
100304 |
759.00 |
763.00 |
756.50 |
758.30 |
-0.90 |
43 |
2,570 |
-1 |
| Jun10 |
100304 |
755.80 |
756.60 |
755.80 |
755.80 |
-0.80 |
|
|
|
| Sep10 |
100304 |
753.80 |
754.60 |
753.80 |
753.80 |
-0.80 |
|
|
|
| Total Volume and Open Interest |
43 |
2,570 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100304 |
10230 |
10230 |
10195 |
10230 |
-20 |
|
|
|
| Jun10 |
100304 |
10155 |
10260 |
10155 |
10235 |
-25 |
175 |
212 |
+154 |
| Total Volume and Open Interest |
9,282 |
40,694 |
+1,302 |
| Nikkei 225(SGX) |
| Mar10 |
100304 |
10225 |
10325 |
10130 |
10140 |
-110 |
98,605 |
192,451 |
+0 |
| Jun10 |
100304 |
10175 |
10250 |
10080 |
10080 |
-110 |
1,735 |
4,137 |
+0 |
| Sep10 |
100304 |
10085 |
10085 |
10085 |
10085 |
-110 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
100,700 |
197,974 |
-185 |
| CAC 40(EURONEXT) |
| Mar10 |
100304 |
3812.5 |
3852.0 |
3802.0 |
3827.0 |
-15.0 |
105,995 |
361,883 |
-13,996 |
| Apr10 |
100304 |
3819.0 |
3843.0 |
3805.0 |
3828.0 |
-15.0 |
41 |
700 |
+22 |
| May10 |
100304 |
3753.0 |
3753.0 |
3753.0 |
3753.0 |
-15.0 |
|
|
|
| Total Volume and Open Interest |
106,214 |
365,800 |
-13,835 |
| Hang Seng Index(HKFE) |
| Mar10 |
100304 |
20938 |
20997 |
20545 |
20616 |
-277 |
60,938 |
71,506 |
-753 |
| Apr10 |
100304 |
20900 |
20950 |
20504 |
20574 |
-283 |
925 |
1,357 |
+558 |
| Total Volume and Open Interest |
62,452 |
74,989 |
+75 |
| DAX(EUREX) |
| Mar10 |
100304 |
5775.0 |
5825.0 |
5764.5 |
5797.0 |
-18.0 |
134,786 |
152,427 |
+2,827 |
| Jun10 |
100304 |
5778.5 |
5828.0 |
5775.0 |
5805.0 |
-18.0 |
639 |
11,842 |
+272 |
| Sep10 |
100304 |
5786.0 |
5823.5 |
5786.0 |
5812.0 |
-18.0 |
301 |
1,938 |
-22 |
| Total Volume and Open Interest |
135,726 |
166,207 |
+3,077 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100304 |
5503.50 |
5533.00 |
5489.50 |
5511.00 |
-9.50 |
122,553 |
667,561 |
-900 |
| Jun10 |
100304 |
5448.00 |
5472.00 |
5442.00 |
5460.50 |
-8.50 |
954 |
7,395 |
+1,327 |
| Sep10 |
100304 |
5432.00 |
5432.00 |
5424.00 |
5424.00 |
-6.50 |
10 |
364 |
+0 |
| Total Volume and Open Interest |
123,552 |
676,454 |
+457 |
| SPI 200(SFE) |
| Mar10 |
100304 |
4745.0 |
4790.0 |
4725.0 |
4748.0 |
-2.0 |
31,667 |
208,339 |
+11,120 |
| Jun10 |
100304 |
4762.0 |
4778.0 |
4747.0 |
4767.0 |
-2.0 |
661 |
3,346 |
+461 |
| Sep10 |
100304 |
4747.0 |
4747.0 |
4747.0 |
4747.0 |
-2.0 |
0 |
1,970 |
+0 |
| Total Volume and Open Interest |
32,328 |
215,236 |
+11,581 |
| GSCI(CME) |
| Mar10 |
100304 |
525.00 |
525.00 |
518.50 |
520.90 |
-5.60 |
241 |
15,576 |
-111 |
| Apr10 |
100304 |
528.15 |
529.70 |
521.60 |
524.20 |
-5.40 |
83 |
154 |
+81 |
| May10 |
100304 |
525.50 |
531.70 |
524.50 |
525.50 |
-6.10 |
|
|
|
| Total Volume and Open Interest |
324 |
15,730 |
-30 |
| 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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