|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri March 12, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100312 |
931.50 |
936.00 |
924.00 |
926.00 |
+0.50 |
572 |
375 |
-224 |
May10 |
100312 |
933.25 |
938.00 |
923.00 |
925.50 |
-5.00 |
95,396 |
194,288 |
-971 |
Jul10 |
100312 |
940.75 |
945.75 |
931.50 |
933.50 |
-5.50 |
35,102 |
102,824 |
+1,803 |
Aug10 |
100312 |
939.00 |
943.50 |
931.75 |
933.00 |
-4.75 |
1,076 |
5,264 |
+78 |
Sep10 |
100312 |
928.75 |
929.00 |
919.75 |
922.00 |
-3.50 |
1,523 |
4,480 |
+66 |
Nov10 |
100312 |
917.50 |
922.25 |
910.00 |
914.00 |
-2.50 |
20,378 |
113,277 |
+2,883 |
Jan11 |
100312 |
926.00 |
930.00 |
921.00 |
923.50 |
-2.25 |
289 |
5,926 |
+2 |
Total Volume and Open Interest |
155,225 |
437,615 |
+3,803 |
Soybean Meal(CBOT) |
Mar10 |
100312 |
250.60 |
251.20 |
249.60 |
251.20 |
+1.60 |
1,062 |
431 |
-415 |
May10 |
100312 |
253.60 |
254.90 |
251.20 |
251.30 |
-1.30 |
34,566 |
96,757 |
-2,271 |
Jul10 |
100312 |
253.10 |
254.80 |
251.20 |
251.40 |
-1.20 |
15,463 |
36,576 |
-186 |
Aug10 |
100312 |
251.50 |
253.90 |
250.80 |
250.80 |
-0.90 |
1,767 |
12,831 |
-58 |
Sep10 |
100312 |
250.90 |
251.90 |
241.00 |
249.00 |
-0.60 |
1,786 |
9,870 |
-241 |
Oct10 |
100312 |
244.40 |
246.00 |
244.00 |
244.00 |
-0.20 |
1,604 |
7,907 |
-82 |
Dec10 |
100312 |
244.10 |
246.00 |
243.10 |
244.00 |
-0.10 |
8,697 |
28,434 |
-76 |
Jan11 |
100312 |
245.60 |
247.00 |
245.50 |
245.50 |
unch |
201 |
2,613 |
+46 |
Total Volume and Open Interest |
65,631 |
199,965 |
-3,063 |
Soybean Oil(CBOT) |
Mar10 |
100312 |
40.10 |
40.10 |
39.05 |
39.05 |
-0.77 |
363 |
730 |
-165 |
May10 |
100312 |
40.13 |
40.41 |
39.02 |
39.55 |
-0.56 |
47,239 |
143,247 |
+6,323 |
Jul10 |
100312 |
40.58 |
40.85 |
39.47 |
39.99 |
-0.55 |
13,404 |
81,004 |
+2,013 |
Aug10 |
100312 |
40.88 |
41.00 |
39.70 |
40.18 |
-0.55 |
765 |
11,578 |
+122 |
Sep10 |
100312 |
40.88 |
40.97 |
39.90 |
40.32 |
-0.53 |
633 |
7,708 |
+101 |
Oct10 |
100312 |
40.98 |
41.05 |
39.95 |
40.43 |
-0.53 |
1,006 |
6,079 |
-156 |
Dec10 |
100312 |
41.30 |
41.57 |
40.21 |
40.74 |
-0.53 |
10,262 |
38,893 |
+444 |
Jan11 |
100312 |
41.50 |
41.50 |
40.72 |
40.97 |
-0.50 |
506 |
1,681 |
-69 |
Total Volume and Open Interest |
74,409 |
293,095 |
+8,719 |
Canola(WCE) |
Mar10 |
100312 |
378.5 |
378.5 |
378.5 |
378.5 |
-5.1 |
|
|
|
May10 |
100312 |
383.6 |
385.1 |
377.0 |
377.5 |
-5.1 |
7,030 |
81,638 |
-226 |
Jul10 |
100312 |
388.8 |
390.8 |
382.3 |
383.1 |
-5.1 |
3,500 |
21,881 |
+558 |
Nov10 |
100312 |
391.8 |
393.0 |
386.7 |
387.2 |
-4.6 |
940 |
16,153 |
+370 |
Jan11 |
100312 |
395.0 |
395.3 |
390.2 |
390.7 |
-4.8 |
38 |
583 |
-1 |
Total Volume and Open Interest |
11,508 |
120,588 |
+701 |
Corn(CBOT) |
Mar10 |
100312 |
356.25 |
357.25 |
344.00 |
354.00 |
-1.50 |
6,883 |
2,741 |
-2,298 |
May10 |
100312 |
366.25 |
367.25 |
362.00 |
364.25 |
-1.00 |
150,357 |
454,298 |
-5,297 |
Jul10 |
100312 |
377.50 |
378.25 |
373.00 |
375.50 |
-0.75 |
56,860 |
250,730 |
+398 |
Sep10 |
100312 |
386.00 |
387.25 |
382.25 |
384.25 |
-1.25 |
15,125 |
65,796 |
+1,335 |
Dec10 |
100312 |
396.25 |
396.75 |
391.75 |
393.75 |
-1.50 |
42,697 |
266,556 |
+1,291 |
Mar11 |
100312 |
406.50 |
407.25 |
403.75 |
405.00 |
-1.50 |
1,987 |
29,724 |
-348 |
Total Volume and Open Interest |
276,522 |
1,113,396 |
-5,290 |
Wheat(CBOT) |
Mar10 |
100312 |
469.50 |
472.50 |
469.50 |
472.25 |
+3.75 |
462 |
430 |
-172 |
May10 |
100312 |
479.25 |
486.25 |
477.25 |
485.25 |
+6.50 |
46,307 |
172,247 |
+1,594 |
Jul10 |
100312 |
491.50 |
499.00 |
490.50 |
498.00 |
+6.50 |
18,988 |
131,512 |
+544 |
Sep10 |
100312 |
509.00 |
515.00 |
508.50 |
514.00 |
+5.75 |
3,971 |
33,253 |
+1,627 |
Dec10 |
100312 |
535.00 |
541.00 |
533.00 |
540.25 |
+5.75 |
9,644 |
67,685 |
+255 |
Total Volume and Open Interest |
80,402 |
426,565 |
+4,203 |
Wheat(KCBT) |
Mar10 |
100312 |
487.75 |
487.75 |
487.75 |
487.75 |
+5.25 |
25 |
50 |
-6 |
May10 |
100312 |
490.00 |
496.25 |
488.00 |
494.75 |
+5.25 |
9,792 |
46,364 |
-252 |
Jul10 |
100312 |
500.00 |
507.00 |
498.50 |
505.50 |
+5.25 |
4,571 |
38,210 |
+595 |
Sep10 |
100312 |
514.75 |
518.00 |
511.50 |
516.75 |
+5.25 |
454 |
6,150 |
+129 |
Dec10 |
100312 |
530.50 |
536.00 |
529.00 |
534.50 |
+5.25 |
1,492 |
41,675 |
-486 |
Total Volume and Open Interest |
16,639 |
137,007 |
+170 |
Wheat(MGE) |
Mar10 |
100312 |
502.50 |
502.50 |
502.50 |
502.50 |
+6.00 |
|
|
|
May10 |
100312 |
504.75 |
514.75 |
503.75 |
513.50 |
+9.00 |
2,609 |
15,295 |
+389 |
Jul10 |
100312 |
515.00 |
524.75 |
515.00 |
524.25 |
+8.00 |
445 |
11,007 |
+76 |
Sep10 |
100312 |
531.00 |
536.00 |
528.50 |
535.00 |
+7.00 |
298 |
5,633 |
+127 |
Dec10 |
100312 |
544.00 |
553.50 |
543.00 |
553.25 |
+7.75 |
464 |
5,927 |
+32 |
Total Volume and Open Interest |
3,862 |
39,331 |
+616 |
Oats(CBOT) |
Mar10 |
100312 |
209.00 |
211.50 |
209.00 |
209.00 |
-2.50 |
14 |
21 |
-13 |
May10 |
100312 |
217.50 |
220.00 |
215.50 |
218.50 |
+2.00 |
793 |
9,853 |
-43 |
Jul10 |
100312 |
227.00 |
227.75 |
225.00 |
227.00 |
+2.00 |
120 |
2,599 |
+33 |
Sep10 |
100312 |
235.00 |
235.00 |
233.00 |
235.00 |
+2.00 |
3 |
867 |
+0 |
Total Volume and Open Interest |
999 |
15,027 |
-19 |
Rough Rice(CBOT) |
Mar10 |
100312 |
12.24 |
12.25 |
12.18 |
12.19 |
+0.01 |
5 |
3 |
-32 |
May10 |
100312 |
12.41 |
12.59 |
12.32 |
12.43 |
+0.03 |
1,135 |
9,859 |
-152 |
Jul10 |
100312 |
12.70 |
12.85 |
12.64 |
12.73 |
+0.02 |
262 |
1,377 |
+93 |
Sep10 |
100312 |
12.66 |
12.75 |
12.60 |
12.62 |
-0.03 |
122 |
1,451 |
+78 |
Total Volume and Open Interest |
1,636 |
14,097 |
+35 |
Live Cattle(CME) |
Apr10 |
100312 |
93.950 |
95.200 |
93.830 |
95.100 |
+1.270 |
31,236 |
93,322 |
-5,535 |
Jun10 |
100312 |
91.850 |
93.000 |
91.800 |
92.800 |
+0.850 |
29,423 |
128,267 |
+8,343 |
Aug10 |
100312 |
90.000 |
90.650 |
90.000 |
90.580 |
+0.430 |
10,276 |
60,502 |
+2,982 |
Oct10 |
100312 |
92.480 |
92.980 |
92.400 |
92.730 |
+0.195 |
2,682 |
29,871 |
+988 |
Dec10 |
100312 |
94.000 |
94.850 |
94.000 |
94.730 |
+0.445 |
1,226 |
11,897 |
+669 |
Feb11 |
100312 |
95.250 |
95.830 |
95.250 |
95.650 |
+0.350 |
430 |
5,158 |
+171 |
Total Volume and Open Interest |
75,324 |
330,979 |
+7,633 |
Feeder Cattle(CME) |
Mar10 |
100312 |
102.100 |
103.000 |
102.000 |
103.000 |
+1.070 |
1,217 |
4,983 |
-649 |
Apr10 |
100312 |
105.400 |
106.150 |
105.135 |
105.980 |
+0.880 |
3,726 |
11,285 |
-392 |
May10 |
100312 |
106.000 |
107.400 |
105.900 |
107.300 |
+1.550 |
2,601 |
11,637 |
+970 |
Aug10 |
100312 |
107.980 |
109.200 |
107.850 |
109.180 |
+1.430 |
1,011 |
8,932 |
+67 |
Sep10 |
100312 |
107.400 |
108.700 |
107.400 |
108.650 |
+1.450 |
151 |
1,075 |
+37 |
Oct10 |
100312 |
107.000 |
108.600 |
107.000 |
108.550 |
+1.515 |
58 |
560 |
+13 |
Nov10 |
100312 |
107.100 |
108.250 |
107.100 |
108.200 |
+0.700 |
90 |
152 |
+16 |
Total Volume and Open Interest |
8,854 |
38,644 |
+62 |
Lean Hogs(CME) |
Apr10 |
100312 |
72.000 |
73.385 |
71.975 |
72.650 |
+0.765 |
18,761 |
54,220 |
-3,680 |
May10 |
100312 |
77.250 |
78.200 |
76.850 |
77.950 |
+0.700 |
120 |
5,860 |
+26 |
Jun10 |
100312 |
80.250 |
81.650 |
80.250 |
80.800 |
+0.600 |
14,868 |
63,987 |
+3,461 |
Jul10 |
100312 |
80.500 |
81.200 |
80.250 |
80.750 |
+0.570 |
3,434 |
24,345 |
+898 |
Aug10 |
100312 |
80.225 |
80.500 |
79.300 |
79.500 |
-0.300 |
3,347 |
25,320 |
+1,350 |
Oct10 |
100312 |
71.000 |
71.200 |
70.580 |
70.900 |
+0.050 |
1,971 |
16,108 |
+1,345 |
Dec10 |
100312 |
68.135 |
68.330 |
67.750 |
68.225 |
+0.275 |
502 |
7,150 |
+80 |
Feb11 |
100312 |
70.000 |
70.100 |
69.700 |
70.100 |
+0.100 |
182 |
2,012 |
+87 |
Total Volume and Open Interest |
43,250 |
199,497 |
+3,615 |
Pork Bellies(CME) |
Mar10 |
100312 |
91.000 |
92.000 |
91.000 |
91.000 |
unch |
0 |
13 |
-16 |
May10 |
100312 |
92.885 |
94.500 |
92.035 |
92.050 |
-0.450 |
12 |
211 |
-8 |
Jul10 |
100312 |
95.000 |
95.000 |
95.000 |
95.000 |
+0.250 |
1 |
63 |
+1 |
Aug10 |
100312 |
88.000 |
89.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
Feb11 |
100312 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
13 |
311 |
-23 |
Class III Milk(CME) |
Mar10 |
100312 |
12.87 |
12.89 |
12.81 |
12.84 |
-0.05 |
15 |
3,959 |
+1 |
Apr10 |
100312 |
12.72 |
12.82 |
12.65 |
12.78 |
-0.01 |
217 |
4,585 |
+44 |
May10 |
100312 |
13.20 |
13.30 |
13.15 |
13.26 |
+0.07 |
203 |
3,940 |
+24 |
Jun10 |
100312 |
13.87 |
13.95 |
13.80 |
13.90 |
+0.03 |
161 |
3,153 |
+58 |
Jul10 |
100312 |
14.32 |
14.32 |
14.15 |
14.24 |
-0.01 |
122 |
2,448 |
+20 |
Total Volume and Open Interest |
976 |
28,838 |
+257 |
Cocoa(ICE) |
Mar10 |
100312 |
2844 |
2910 |
2820 |
2910 |
+66 |
4 |
8 |
-4 |
May10 |
100312 |
2852 |
2929 |
2818 |
2920 |
+66 |
9,316 |
59,570 |
-413 |
Jul10 |
100312 |
2867 |
2955 |
2849 |
2946 |
+68 |
2,469 |
26,814 |
+483 |
Sep10 |
100312 |
2889 |
2973 |
2876 |
2969 |
+67 |
1,194 |
12,708 |
+66 |
Dec10 |
100312 |
2932 |
3000 |
2906 |
2998 |
+63 |
897 |
7,942 |
-147 |
Mar11 |
100312 |
2925 |
3016 |
2924 |
3015 |
+59 |
507 |
11,951 |
-113 |
May11 |
100312 |
2936 |
3020 |
2929 |
3019 |
+57 |
306 |
5,035 |
+253 |
Total Volume and Open Interest |
15,281 |
127,699 |
+588 |
Coffee "C"(ICE) |
Mar10 |
100312 |
132.75 |
132.75 |
130.05 |
130.15 |
-1.30 |
2 |
28 |
-11 |
May10 |
100312 |
134.00 |
135.20 |
131.75 |
132.50 |
-1.25 |
6,896 |
74,330 |
-1,607 |
Jul10 |
100312 |
134.90 |
136.65 |
133.25 |
134.05 |
-1.35 |
2,704 |
22,368 |
-844 |
Sep10 |
100312 |
137.00 |
138.15 |
135.05 |
135.60 |
-1.40 |
2,786 |
9,618 |
-1,123 |
Dec10 |
100312 |
139.15 |
140.00 |
137.00 |
137.50 |
-1.45 |
1,857 |
8,339 |
-574 |
Mar11 |
100312 |
140.70 |
141.00 |
139.10 |
139.10 |
-1.50 |
283 |
5,225 |
+47 |
Total Volume and Open Interest |
14,592 |
121,441 |
-4,109 |
Orange Juice(ICE) |
May10 |
100312 |
150.10 |
152.55 |
150.05 |
151.85 |
+2.05 |
860 |
26,852 |
+156 |
Jul10 |
100312 |
153.50 |
154.80 |
153.00 |
154.10 |
+1.85 |
171 |
6,443 |
+28 |
Sep10 |
100312 |
154.40 |
155.70 |
154.40 |
155.50 |
+2.40 |
149 |
1,528 |
+107 |
Nov10 |
100312 |
155.00 |
155.00 |
155.00 |
155.00 |
+1.10 |
65 |
672 |
+56 |
Jan11 |
100312 |
156.00 |
156.00 |
156.00 |
156.00 |
+1.05 |
6 |
670 |
+5 |
Mar11 |
100312 |
157.95 |
158.50 |
157.95 |
158.50 |
+0.65 |
3 |
82 |
+3 |
Total Volume and Open Interest |
1,259 |
37,077 |
+354 |
Sugar #11(ICE) |
May10 |
100312 |
19.30 |
19.99 |
19.21 |
19.67 |
+0.40 |
89,380 |
279,392 |
+5,108 |
Jul10 |
100312 |
18.69 |
19.17 |
18.44 |
18.87 |
+0.37 |
43,347 |
179,319 |
+546 |
Oct10 |
100312 |
18.00 |
18.55 |
17.97 |
18.35 |
+0.38 |
18,395 |
156,915 |
-258 |
Mar11 |
100312 |
17.56 |
18.00 |
17.55 |
17.94 |
+0.47 |
7,190 |
60,272 |
+119 |
May11 |
100312 |
16.88 |
17.18 |
16.88 |
17.16 |
+0.39 |
2,172 |
18,067 |
-391 |
Total Volume and Open Interest |
167,930 |
759,963 |
+5,764 |
London Cocoa(LCE) |
Mar10 |
100305 |
2140 |
2172 |
2136 |
2156 |
+14 |
1,139 |
25,119 |
-433 |
May10 |
100312 |
2189 |
2236 |
2178 |
2230 |
+39 |
11,743 |
48,299 |
+1,912 |
Jul10 |
100312 |
2176 |
2229 |
2168 |
2226 |
+43 |
6,637 |
35,136 |
+1,356 |
Sep10 |
100312 |
2146 |
2175 |
2132 |
2172 |
+25 |
2,765 |
19,403 |
+1,525 |
Dec10 |
100312 |
2109 |
2145 |
2109 |
2144 |
+29 |
582 |
14,769 |
+119 |
Mar11 |
100312 |
2082 |
2122 |
2082 |
2122 |
+34 |
831 |
14,968 |
+309 |
May11 |
100312 |
2121 |
2121 |
2121 |
2121 |
+27 |
278 |
3,015 |
+53 |
Total Volume and Open Interest |
6,744 |
150,730 |
-363 |
London Sugar(LCE) |
May10 |
100312 |
530.60 |
553.00 |
530.40 |
540.90 |
+9.20 |
12,041 |
29,129 |
-1,664 |
Aug10 |
100312 |
514.10 |
530.50 |
513.20 |
517.90 |
+2.80 |
5,040 |
19,782 |
+469 |
Oct10 |
100312 |
498.50 |
508.10 |
497.20 |
497.80 |
+0.60 |
990 |
9,196 |
+260 |
Dec10 |
100312 |
485.50 |
489.20 |
484.10 |
484.60 |
+2.20 |
215 |
2,066 |
+21 |
Mar11 |
100312 |
484.40 |
484.40 |
479.90 |
483.10 |
+4.20 |
179 |
1,059 |
+33 |
Total Volume and Open Interest |
|
|
|
Cotton(ICE) |
May10 |
100312 |
78.77 |
80.77 |
78.76 |
80.47 |
+1.70 |
9,880 |
104,223 |
-503 |
Jul10 |
100312 |
79.29 |
81.25 |
79.29 |
81.02 |
+1.74 |
3,728 |
41,944 |
-136 |
Oct10 |
100312 |
76.03 |
76.97 |
76.03 |
76.91 |
+0.53 |
3 |
162 |
-1 |
Dec10 |
100312 |
75.00 |
75.67 |
74.89 |
75.62 |
+0.49 |
2,407 |
32,925 |
+157 |
Mar11 |
100312 |
76.78 |
76.78 |
76.78 |
76.78 |
+0.35 |
238 |
3,529 |
+197 |
May11 |
100312 |
77.08 |
77.08 |
76.85 |
77.08 |
+0.35 |
73 |
50 |
+4 |
Total Volume and Open Interest |
16,466 |
185,121 |
-171 |
Lumber(CME) |
Mar10 |
100312 |
271.0 |
273.7 |
266.1 |
267.2 |
-4.2 |
165 |
483 |
-148 |
May10 |
100312 |
284.5 |
289.0 |
281.8 |
283.0 |
-1.9 |
523 |
5,814 |
+26 |
Jul10 |
100312 |
295.7 |
296.9 |
291.6 |
294.3 |
+0.9 |
142 |
2,296 |
+79 |
Sep10 |
100312 |
290.0 |
290.0 |
286.7 |
289.7 |
-0.1 |
15 |
692 |
+6 |
Total Volume and Open Interest |
846 |
9,459 |
-36 |
Crude Oil(NYM) |
Apr10 |
100312 |
82.20 |
83.16 |
80.57 |
81.24 |
-0.87 |
430,148 |
190,419 |
-22,473 |
May10 |
100312 |
82.45 |
83.47 |
80.89 |
81.54 |
-0.89 |
181,314 |
247,724 |
+27,472 |
Jun10 |
100312 |
82.83 |
83.80 |
81.25 |
81.88 |
-0.90 |
96,762 |
173,882 |
-8,625 |
Jul10 |
100312 |
83.32 |
84.13 |
81.75 |
82.25 |
-0.93 |
28,375 |
75,602 |
+6,580 |
Aug10 |
100312 |
83.50 |
84.42 |
82.20 |
82.58 |
-0.97 |
7,522 |
27,689 |
+180 |
Sep10 |
100312 |
83.86 |
84.61 |
82.38 |
82.87 |
-1.02 |
8,333 |
37,809 |
+748 |
Oct10 |
100312 |
84.23 |
84.62 |
82.53 |
83.13 |
-1.05 |
3,632 |
19,684 |
-19 |
Nov10 |
100312 |
84.88 |
84.88 |
83.35 |
83.39 |
-1.09 |
2,597 |
23,868 |
-12 |
Dec10 |
100312 |
84.86 |
85.59 |
83.10 |
83.68 |
-1.12 |
33,767 |
203,563 |
+699 |
Jan11 |
100312 |
85.28 |
85.28 |
83.84 |
83.84 |
-1.14 |
1,916 |
27,142 |
+483 |
Feb11 |
100312 |
85.25 |
85.25 |
83.89 |
84.01 |
-1.15 |
985 |
16,893 |
+388 |
Mar11 |
100312 |
84.90 |
84.90 |
84.07 |
84.16 |
-1.17 |
586 |
13,360 |
-119 |
Apr11 |
100312 |
84.00 |
84.30 |
83.97 |
84.30 |
-1.19 |
471 |
11,998 |
-12 |
May11 |
100312 |
84.40 |
84.40 |
84.40 |
84.40 |
-1.21 |
170 |
4,321 |
+9 |
Jun11 |
100312 |
86.04 |
86.04 |
84.20 |
84.48 |
-1.23 |
1,121 |
29,064 |
+34 |
Jul11 |
100312 |
84.55 |
84.55 |
84.55 |
84.55 |
-1.24 |
106 |
3,699 |
+21 |
Total Volume and Open Interest |
811,362 |
1,353,762 |
+5,521 |
e-miNY Crude Oil(NYM) |
Mar10 |
100219 |
78.325 |
79.925 |
77.775 |
79.800 |
+0.750 |
9,128 |
2,521 |
-652 |
Apr10 |
100312 |
82.200 |
83.175 |
80.575 |
81.250 |
-0.850 |
17,174 |
4,655 |
-186 |
May10 |
100312 |
82.500 |
83.475 |
80.900 |
81.550 |
-0.875 |
1,670 |
2,043 |
+659 |
Jun10 |
100312 |
83.000 |
83.550 |
81.475 |
81.875 |
-0.900 |
104 |
430 |
+21 |
Jul10 |
100312 |
83.125 |
83.275 |
81.600 |
82.250 |
-0.925 |
0 |
117 |
+0 |
Aug10 |
100312 |
82.425 |
82.600 |
82.200 |
82.575 |
-0.975 |
10 |
2 |
-4 |
Sep10 |
100312 |
82.500 |
82.875 |
82.500 |
82.875 |
-1.025 |
3 |
7 |
-3 |
Oct10 |
100312 |
83.125 |
83.125 |
83.125 |
83.125 |
-1.050 |
1 |
10 |
+0 |
Nov10 |
100312 |
83.400 |
83.400 |
83.400 |
83.400 |
-1.075 |
2 |
1 |
+0 |
Dec10 |
100312 |
83.675 |
83.675 |
83.675 |
83.675 |
-1.125 |
0 |
55 |
+0 |
Total Volume and Open Interest |
18,964 |
7,366 |
+487 |
Heating Oil(NYM) |
Apr10 |
100312 |
211.97 |
214.42 |
207.51 |
209.40 |
-2.10 |
53,420 |
69,167 |
-3,806 |
May10 |
100312 |
213.00 |
215.41 |
208.66 |
210.54 |
-2.04 |
24,513 |
66,589 |
+2,984 |
Jun10 |
100312 |
214.26 |
216.50 |
209.98 |
211.76 |
-1.97 |
22,359 |
48,504 |
-1,538 |
Jul10 |
100312 |
216.25 |
217.99 |
211.85 |
213.48 |
-1.93 |
5,138 |
20,957 |
-685 |
Aug10 |
100312 |
218.18 |
218.76 |
213.30 |
215.21 |
-1.92 |
2,137 |
12,799 |
+256 |
Sep10 |
100312 |
221.09 |
221.09 |
215.10 |
217.01 |
-1.95 |
1,938 |
11,946 |
+556 |
Oct10 |
100312 |
222.20 |
222.20 |
218.01 |
219.15 |
-1.99 |
416 |
9,589 |
+7 |
Nov10 |
100312 |
224.28 |
224.28 |
220.15 |
221.42 |
-2.02 |
1,315 |
9,855 |
+188 |
Dec10 |
100312 |
226.36 |
228.41 |
222.07 |
223.74 |
-2.06 |
7,199 |
29,574 |
+1,356 |
Jan11 |
100312 |
229.14 |
229.14 |
224.60 |
225.89 |
-2.09 |
1,297 |
12,891 |
-44 |
Feb11 |
100312 |
227.18 |
227.20 |
226.25 |
226.97 |
-2.13 |
294 |
4,456 |
-71 |
Mar11 |
100312 |
226.84 |
226.84 |
226.84 |
226.84 |
-2.15 |
100 |
5,767 |
+10 |
Total Volume and Open Interest |
120,497 |
317,566 |
-859 |
Gasoline(NYMEX) |
Apr10 |
100312 |
227.77 |
229.52 |
223.28 |
225.50 |
-1.70 |
56,255 |
75,389 |
-6,626 |
May10 |
100312 |
228.19 |
230.05 |
223.80 |
225.81 |
-1.88 |
34,122 |
78,558 |
+5,335 |
Jun10 |
100312 |
227.88 |
229.60 |
223.50 |
225.24 |
-1.96 |
17,463 |
43,963 |
+1,234 |
Jul10 |
100312 |
227.72 |
228.32 |
222.99 |
224.33 |
-1.98 |
5,868 |
24,554 |
+620 |
Aug10 |
100312 |
227.31 |
227.31 |
221.63 |
223.25 |
-2.03 |
2,791 |
11,899 |
-173 |
Sep10 |
100312 |
224.41 |
224.62 |
221.30 |
221.96 |
-2.10 |
4,082 |
18,355 |
-36 |
Oct10 |
100312 |
213.04 |
213.13 |
209.47 |
211.09 |
-2.19 |
1,746 |
7,820 |
+188 |
Nov10 |
100312 |
211.63 |
211.63 |
209.10 |
209.65 |
-2.24 |
987 |
11,962 |
+259 |
Dec10 |
100312 |
211.86 |
212.91 |
207.68 |
209.23 |
-2.30 |
2,802 |
11,147 |
-579 |
Jan11 |
100312 |
210.63 |
210.63 |
210.63 |
210.63 |
-2.39 |
556 |
3,772 |
+173 |
Total Volume and Open Interest |
128,119 |
294,622 |
+1,706 |
e-miNY RBOB Gasoline(NYM) |
Apr10 |
100312 |
225.50 |
225.50 |
225.50 |
225.50 |
-1.70 |
0 |
7 |
+0 |
May10 |
100312 |
225.80 |
225.81 |
225.80 |
225.80 |
-1.90 |
|
|
|
Jun10 |
100312 |
225.20 |
225.24 |
225.20 |
225.20 |
-2.00 |
|
|
|
Jul10 |
100312 |
224.30 |
224.33 |
224.30 |
224.30 |
-2.00 |
|
|
|
Total Volume and Open Interest |
1 |
9 |
+1 |
Natural Gas(NYM) |
Apr10 |
100312 |
4.415 |
4.469 |
4.377 |
4.400 |
-0.040 |
95,843 |
160,077 |
-8,363 |
May10 |
100312 |
4.503 |
4.534 |
4.443 |
4.466 |
-0.040 |
45,419 |
178,623 |
+5,411 |
Jun10 |
100312 |
4.582 |
4.602 |
4.518 |
4.538 |
-0.041 |
25,665 |
48,611 |
-2,655 |
Jul10 |
100312 |
4.686 |
4.694 |
4.608 |
4.632 |
-0.040 |
22,191 |
56,635 |
+3,614 |
Aug10 |
100312 |
4.753 |
4.753 |
4.684 |
4.702 |
-0.038 |
13,262 |
30,660 |
-1,724 |
Sep10 |
100312 |
4.783 |
4.800 |
4.717 |
4.740 |
-0.038 |
12,405 |
32,023 |
+370 |
Oct10 |
100312 |
4.886 |
4.890 |
4.824 |
4.842 |
-0.036 |
15,933 |
59,683 |
+2,177 |
Nov10 |
100312 |
5.200 |
5.202 |
5.154 |
5.168 |
-0.027 |
2,244 |
14,991 |
+232 |
Dec10 |
100312 |
5.576 |
5.576 |
5.527 |
5.543 |
-0.015 |
3,148 |
25,190 |
-583 |
Jan11 |
100312 |
5.785 |
5.785 |
5.738 |
5.757 |
-0.016 |
9,316 |
41,060 |
+1,539 |
Feb11 |
100312 |
5.732 |
5.750 |
5.715 |
5.724 |
-0.016 |
1,045 |
15,405 |
+242 |
Mar11 |
100312 |
5.620 |
5.630 |
5.584 |
5.599 |
-0.013 |
4,609 |
33,501 |
+665 |
Apr11 |
100312 |
5.326 |
5.330 |
5.299 |
5.309 |
+0.002 |
3,689 |
28,591 |
+626 |
May11 |
100312 |
5.316 |
5.318 |
5.290 |
5.303 |
+0.002 |
1,233 |
12,732 |
+374 |
Jun11 |
100312 |
5.360 |
5.360 |
5.330 |
5.346 |
+0.002 |
384 |
5,947 |
-22 |
Jul11 |
100312 |
5.415 |
5.429 |
5.385 |
5.408 |
+0.008 |
287 |
4,436 |
+52 |
Total Volume and Open Interest |
260,549 |
855,658 |
+2,399 |
Brent Crude Oil(ICE) |
Apr10 |
100312 |
80.41 |
81.29 |
78.70 |
79.39 |
-0.89 |
174,052 |
74,642 |
-22,831 |
May10 |
100312 |
80.90 |
81.79 |
79.27 |
79.96 |
-0.81 |
148,171 |
245,430 |
+16,632 |
Jun10 |
100312 |
81.33 |
82.19 |
79.69 |
80.37 |
-0.82 |
74,182 |
178,968 |
+7,992 |
Jul10 |
100312 |
81.74 |
82.62 |
80.40 |
80.80 |
-0.83 |
18,618 |
52,954 |
-1,113 |
Aug10 |
100312 |
82.06 |
83.02 |
80.69 |
81.20 |
-0.85 |
6,989 |
32,088 |
+494 |
Sep10 |
100312 |
82.45 |
83.38 |
81.04 |
81.54 |
-0.90 |
4,606 |
19,071 |
+538 |
Oct10 |
100312 |
82.80 |
83.69 |
81.40 |
81.84 |
-0.95 |
3,375 |
20,510 |
+152 |
Nov10 |
100312 |
83.12 |
83.97 |
81.87 |
82.11 |
-0.99 |
2,482 |
15,569 |
+58 |
Dec10 |
100312 |
83.52 |
84.25 |
81.73 |
82.38 |
-1.04 |
17,383 |
87,024 |
+389 |
Jan11 |
100312 |
82.63 |
82.63 |
82.63 |
82.63 |
-1.08 |
2,483 |
12,848 |
-345 |
Feb11 |
100312 |
82.88 |
82.88 |
82.88 |
82.88 |
-1.11 |
1,704 |
6,438 |
+45 |
Mar11 |
100312 |
82.85 |
83.14 |
82.85 |
83.14 |
-1.12 |
1,859 |
7,220 |
+447 |
Apr11 |
100312 |
83.38 |
83.38 |
83.38 |
83.38 |
-1.14 |
513 |
3,923 |
+218 |
May11 |
100312 |
83.60 |
83.60 |
83.60 |
83.60 |
-1.16 |
204 |
3,051 |
-7 |
Total Volume and Open Interest |
461,522 |
868,691 |
+2,369 |
Gas Oil(ICE) |
Apr10 |
100312 |
665.25 |
675.25 |
655.25 |
665.75 |
+0.50 |
117,864 |
124,843 |
+1,602 |
May10 |
100312 |
667.00 |
676.75 |
656.50 |
666.75 |
-0.25 |
58,344 |
91,764 |
+4,437 |
Jun10 |
100312 |
671.50 |
678.50 |
658.50 |
669.00 |
-1.00 |
37,190 |
70,759 |
+3,060 |
Jul10 |
100312 |
676.00 |
681.50 |
662.25 |
673.00 |
-1.25 |
7,094 |
30,163 |
-951 |
Aug10 |
100312 |
680.50 |
683.75 |
668.25 |
677.50 |
-1.00 |
4,755 |
24,134 |
-734 |
Sep10 |
100312 |
685.25 |
689.25 |
671.50 |
682.25 |
-1.00 |
4,126 |
27,338 |
+718 |
Oct10 |
100312 |
689.75 |
692.50 |
678.25 |
686.75 |
-1.00 |
2,761 |
18,486 |
-126 |
Nov10 |
100312 |
693.50 |
694.25 |
682.25 |
690.50 |
-1.00 |
2,310 |
14,355 |
-500 |
Dec10 |
100312 |
697.25 |
703.25 |
684.50 |
694.00 |
-1.25 |
8,415 |
74,313 |
+1,217 |
Jan11 |
100312 |
702.50 |
707.00 |
699.00 |
699.00 |
-1.25 |
957 |
18,722 |
+48 |
Total Volume and Open Interest |
286,983 |
575,880 |
-22,420 |
Ethanol(CBOT) |
Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
Apr10 |
100312 |
1.604 |
1.604 |
1.584 |
1.585 |
-0.019 |
160 |
941 |
-68 |
May10 |
100312 |
1.603 |
1.603 |
1.590 |
1.594 |
-0.019 |
84 |
1,038 |
+14 |
Jun10 |
100312 |
1.620 |
1.620 |
1.614 |
1.617 |
-0.013 |
92 |
739 |
+10 |
Jul10 |
100312 |
1.634 |
1.634 |
1.627 |
1.629 |
-0.017 |
64 |
1,304 |
+31 |
Aug10 |
100312 |
1.645 |
1.645 |
1.631 |
1.631 |
-0.019 |
145 |
551 |
-65 |
Sep10 |
100312 |
1.647 |
1.647 |
1.640 |
1.642 |
-0.011 |
140 |
567 |
-70 |
Oct10 |
100312 |
1.660 |
1.660 |
1.655 |
1.656 |
-0.006 |
135 |
559 |
-78 |
Total Volume and Open Interest |
1,359 |
7,966 |
-52 |
US Dollar Index(ICE) |
Mar10 |
100312 |
80.300 |
80.330 |
79.650 |
79.840 |
-0.475 |
31,099 |
29,743 |
-9,071 |
Jun10 |
100312 |
80.540 |
80.600 |
79.945 |
80.075 |
-0.520 |
15,777 |
24,352 |
+7,379 |
Sep10 |
100312 |
80.350 |
80.375 |
80.350 |
80.375 |
-0.540 |
0 |
2,333 |
+0 |
Total Volume and Open Interest |
46,876 |
56,429 |
-1,692 |
Australian Dollar(CME) |
Mar10 |
100312 |
91.47 |
91.94 |
91.40 |
91.58 |
+0.07 |
95,723 |
54,797 |
-14,057 |
Jun10 |
100312 |
90.55 |
91.03 |
90.47 |
90.67 |
+0.07 |
43,481 |
85,717 |
+23,825 |
Sep10 |
100312 |
89.69 |
89.69 |
89.62 |
89.69 |
+0.07 |
36 |
79 |
+28 |
Total Volume and Open Interest |
139,240 |
140,604 |
+9,796 |
British Pound(CME) |
Mar10 |
100312 |
150.69 |
152.40 |
150.26 |
151.72 |
+1.23 |
160,214 |
73,496 |
-10,947 |
Jun10 |
100312 |
150.55 |
152.35 |
150.17 |
151.63 |
+1.23 |
50,794 |
83,975 |
+19,994 |
Sep10 |
100312 |
151.43 |
151.67 |
150.33 |
151.57 |
+1.24 |
17 |
105 |
-8 |
Total Volume and Open Interest |
211,025 |
157,601 |
+9,039 |
Canadian Dollar(CME) |
Mar10 |
100312 |
97.62 |
98.47 |
97.57 |
98.27 |
+0.73 |
87,185 |
59,403 |
-16,384 |
Jun10 |
100312 |
97.66 |
98.48 |
97.54 |
98.27 |
+0.73 |
49,027 |
89,195 |
+28,108 |
Sep10 |
100312 |
97.62 |
98.37 |
97.50 |
98.22 |
+0.72 |
80 |
1,076 |
-36 |
Dec10 |
100312 |
98.05 |
98.24 |
97.38 |
98.11 |
+0.73 |
13 |
845 |
-6 |
Total Volume and Open Interest |
136,306 |
150,673 |
+11,682 |
Japanese Yen(CME) |
Mar10 |
100312 |
110.34 |
110.90 |
109.78 |
110.47 |
+0.09 |
117,156 |
72,566 |
-17,093 |
Jun10 |
100312 |
110.41 |
110.96 |
109.84 |
110.53 |
+0.09 |
49,384 |
67,700 |
+20,152 |
Sep10 |
100312 |
110.23 |
110.62 |
110.17 |
110.62 |
+0.10 |
4 |
207 |
+0 |
Total Volume and Open Interest |
166,544 |
140,502 |
+3,059 |
Swiss Franc(CME) |
Mar10 |
100312 |
93.56 |
94.55 |
93.49 |
94.40 |
+0.86 |
49,535 |
27,896 |
-4,415 |
Jun10 |
100312 |
93.64 |
94.67 |
93.55 |
94.47 |
+0.87 |
19,176 |
22,609 |
+7,121 |
Sep10 |
100312 |
94.55 |
94.55 |
93.68 |
94.55 |
+0.87 |
4 |
7 |
+1 |
Total Volume and Open Interest |
68,716 |
50,517 |
+2,707 |
EuroFX(CME) |
Mar10 |
100312 |
136.78 |
137.96 |
136.70 |
137.58 |
+0.85 |
266,173 |
133,474 |
-25,671 |
Jun10 |
100312 |
136.74 |
137.96 |
136.68 |
137.57 |
+0.86 |
98,822 |
115,468 |
+32,555 |
Sep10 |
100312 |
137.12 |
138.05 |
136.69 |
137.54 |
+0.85 |
26 |
1,389 |
+5 |
Total Volume and Open Interest |
365,021 |
250,413 |
+6,889 |
Mexican Peso(CME) |
Mar10 |
100312 |
795.8 |
798.5 |
794.8 |
797.2 |
+3.0 |
36,861 |
68,455 |
-10,225 |
Apr10 |
100312 |
795.2 |
795.2 |
792.2 |
795.2 |
+3.0 |
0 |
8 |
+0 |
Total Volume and Open Interest |
71,040 |
178,288 |
+10,215 |
30-Year T-Bonds(CBOT) |
Mar10 |
100312 |
117~290 |
118~030 |
117~120 |
117~200 |
-0~010 |
|
|
|
Jun10 |
100312 |
116~150 |
117~070 |
115~270 |
116~300 |
+0~110 |
189,348 |
606,968 |
-6,163 |
Sep10 |
100312 |
115~130 |
115~220 |
115~110 |
115~220 |
+0~110 |
55 |
118 |
+3 |
Total Volume and Open Interest |
196,246 |
627,889 |
-10,359 |
10-Year T-Notes(CBOT) |
Mar10 |
100312 |
118~045 |
118~165 |
117~240 |
118~080 |
unch |
8,720 |
40,876 |
-1,802 |
Jun10 |
100312 |
116~225 |
117~010 |
116~085 |
116~255 |
+0~005 |
712,144 |
1,317,853 |
+7,925 |
Sep10 |
100312 |
115~140 |
115~140 |
115~115 |
115~115 |
unch |
71 |
1,223 |
+69 |
Total Volume and Open Interest |
720,935 |
1,359,953 |
+6,192 |
5-Year T-Notes(CBOT) |
Mar10 |
100310 |
58~036 |
58~036 |
58~036 |
58~036 |
-0~014 |
|
|
|
Jun10 |
100312 |
115~033 |
115~053 |
114~114 |
115~032 |
-0~004 |
434,896 |
935,159 |
-8,086 |
Sep10 |
100312 |
114~016 |
114~020 |
114~016 |
114~016 |
-0~004 |
|
|
|
Total Volume and Open Interest |
442,225 |
969,063 |
-15,045 |
2 Year T-Notes(CBOT) |
Mar10 |
100312 |
109~000 |
109~000 |
108~112 |
108~122 |
+54~054 |
|
|
|
Jun10 |
100312 |
108~059 |
108~062 |
108~042 |
108~055 |
-0~004 |
237,347 |
855,076 |
+15,576 |
Sep10 |
100312 |
107~107 |
107~115 |
107~107 |
107~107 |
-0~008 |
0 |
1 |
+0 |
Total Volume and Open Interest |
246,704 |
884,364 |
+8,583 |
Eurodollars(CME) |
Mar10 |
100312 |
99.738 |
99.743 |
99.738 |
99.738 |
unch |
69,276 |
1,102,276 |
-17,677 |
Jun10 |
100312 |
99.615 |
99.625 |
99.595 |
99.615 |
unch |
171,892 |
1,139,087 |
-22,928 |
Sep10 |
100312 |
99.415 |
99.425 |
99.370 |
99.400 |
-0.020 |
228,931 |
969,567 |
-20,635 |
Dec10 |
100312 |
99.110 |
99.125 |
99.050 |
99.095 |
-0.025 |
267,356 |
1,052,794 |
+17,219 |
Mar11 |
100312 |
98.755 |
98.770 |
98.675 |
98.740 |
-0.020 |
233,509 |
745,031 |
+16,565 |
Jun11 |
100312 |
98.380 |
98.390 |
98.295 |
98.375 |
-0.010 |
262,759 |
780,907 |
+30,845 |
Sep11 |
100312 |
98.030 |
98.040 |
97.940 |
98.020 |
-0.015 |
140,123 |
608,833 |
+5,503 |
Dec11 |
100312 |
97.695 |
97.705 |
97.605 |
97.680 |
-0.020 |
119,988 |
405,950 |
+6,983 |
Mar12 |
100312 |
97.405 |
97.410 |
97.310 |
97.385 |
-0.025 |
53,816 |
329,443 |
+5,329 |
Jun12 |
100312 |
97.120 |
97.130 |
97.025 |
97.100 |
-0.025 |
48,111 |
226,470 |
+5,312 |
Sep12 |
100312 |
96.860 |
96.875 |
96.770 |
96.845 |
-0.020 |
32,275 |
143,066 |
+3,871 |
Dec12 |
100312 |
96.610 |
96.625 |
96.515 |
96.595 |
-0.015 |
24,245 |
134,476 |
-1,470 |
Mar13 |
100312 |
96.405 |
96.430 |
96.310 |
96.395 |
-0.010 |
11,449 |
80,503 |
-572 |
Jun13 |
100312 |
96.200 |
96.235 |
96.110 |
96.200 |
-0.005 |
10,015 |
70,416 |
+469 |
Sep13 |
100312 |
96.020 |
96.055 |
95.925 |
96.020 |
unch |
6,558 |
59,893 |
+1,192 |
Dec13 |
100312 |
95.830 |
95.875 |
95.745 |
95.835 |
+0.005 |
6,963 |
38,572 |
+699 |
Mar14 |
100312 |
95.675 |
95.725 |
95.595 |
95.690 |
+0.010 |
4,567 |
40,110 |
+570 |
Jun14 |
100312 |
95.525 |
95.580 |
95.445 |
95.540 |
+0.010 |
4,665 |
34,034 |
+683 |
Total Volume and Open Interest |
1,711,528 |
8,152,302 |
+33,049 |
30 Day Federal Funds(CBOT) |
Mar10 |
100312 |
99.842 |
99.842 |
99.832 |
99.835 |
-0.007 |
4,606 |
68,640 |
-1,505 |
Apr10 |
100312 |
99.825 |
99.830 |
99.810 |
99.820 |
-0.010 |
4,395 |
85,908 |
-815 |
May10 |
100312 |
99.805 |
99.810 |
99.790 |
99.795 |
-0.015 |
6,786 |
77,588 |
+589 |
Jun10 |
100312 |
99.790 |
99.795 |
99.775 |
99.780 |
-0.010 |
2,714 |
80,418 |
+156 |
Jul10 |
100312 |
99.760 |
99.770 |
99.745 |
99.755 |
-0.005 |
3,870 |
78,159 |
+80 |
Aug10 |
100312 |
99.725 |
99.730 |
99.705 |
99.715 |
-0.005 |
7,040 |
60,911 |
+2,513 |
Total Volume and Open Interest |
49,514 |
640,506 |
+5,170 |
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 |
100312 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
0 |
2,628 |
-4 |
Jun10 |
100312 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
201 |
757 |
+277 |
Sep10 |
100312 |
99.630 |
99.640 |
99.630 |
99.630 |
-0.010 |
1,000 |
1,230 |
+1,000 |
Dec10 |
100312 |
99.635 |
99.645 |
99.635 |
99.635 |
-0.010 |
0 |
242 |
+0 |
Mar11 |
100312 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
8 |
+4 |
Jun11 |
100312 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Sep11 |
100312 |
99.585 |
99.605 |
99.585 |
99.585 |
-0.020 |
|
|
|
Dec11 |
100312 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar12 |
100312 |
99.505 |
99.505 |
99.500 |
99.505 |
+0.005 |
|
|
|
Jun12 |
100312 |
99.555 |
99.555 |
99.550 |
99.555 |
+0.005 |
|
|
|
Total Volume and Open Interest |
1,201 |
4,865 |
+1,277 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100312 |
99.57 |
99.63 |
99.57 |
99.63 |
+0.00 |
200 |
2,802 |
-27 |
Sep10 |
100312 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
300 |
4,012 |
+1,000 |
Dec10 |
100312 |
99.65 |
99.65 |
99.65 |
99.65 |
+0.01 |
0 |
1,380 |
+0 |
Mar11 |
100312 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,201 |
+0 |
Jun11 |
100312 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
56 |
+0 |
Sep11 |
100312 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
51 |
+0 |
Dec11 |
100312 |
99.54 |
99.54 |
99.54 |
99.54 |
+0.00 |
0 |
102 |
+0 |
Mar12 |
100312 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
305 |
+0 |
Total Volume and Open Interest |
700 |
16,643 |
+1,034 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100309 |
139.25 |
139.39 |
139.22 |
139.31 |
+0.08 |
5,520 |
14,782 |
+5,401 |
Sep10 |
100312 |
138.84 |
138.84 |
138.84 |
138.84 |
-0.24 |
|
|
|
Dec10 |
100312 |
136.75 |
136.75 |
136.75 |
136.75 |
-0.24 |
|
|
|
Total Volume and Open Interest |
1,899 |
19,879 |
-84 |
Euro-Bund(EUREX) |
Jun10 |
100312 |
122.40 |
122.68 |
122.07 |
122.56 |
+0.16 |
690,951 |
969,172 |
-2,295 |
Sep10 |
100312 |
121.55 |
121.95 |
121.55 |
121.91 |
+0.16 |
93 |
16 |
+3 |
Dec10 |
100312 |
121.56 |
121.56 |
121.56 |
121.56 |
+0.16 |
|
|
|
Total Volume and Open Interest |
691,044 |
969,188 |
-2,292 |
Euro-Bobl(EUREX) |
Jun10 |
100308 |
116.65 |
116.73 |
116.52 |
116.64 |
unch |
676,445 |
694,312 |
+189,537 |
Sep10 |
100312 |
115.94 |
116.14 |
115.83 |
116.14 |
-0.09 |
3 |
5 |
+3 |
Dec10 |
100312 |
115.94 |
115.94 |
115.94 |
115.94 |
-0.01 |
|
|
|
Total Volume and Open Interest |
497,942 |
831,244 |
+21,906 |
3-Mth Euribor(EUREX) |
Mar10 |
100312 |
99.355 |
99.355 |
99.350 |
99.350 |
unch |
361 |
8,671 |
-124 |
Jun10 |
100312 |
99.245 |
99.245 |
99.235 |
99.245 |
-0.005 |
295 |
7,566 |
+212 |
Sep10 |
100312 |
99.010 |
99.010 |
99.010 |
99.010 |
-0.015 |
9 |
2,357 |
-24 |
Total Volume and Open Interest |
746 |
22,641 |
+86 |
Long Gilt(LIFFE) |
Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
Jun10 |
100312 |
113~17 |
114~03 |
113~12 |
113~30 |
+0~12 |
61,674 |
278,217 |
-5,767 |
Total Volume and Open Interest |
62,396 |
291,224 |
-5,894 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100312 |
99.35 |
99.36 |
99.35 |
99.36 |
+0.01 |
23,941 |
321,489 |
+2,094 |
Jun10 |
100312 |
99.26 |
99.29 |
99.26 |
99.28 |
+0.02 |
50,567 |
390,201 |
+2,891 |
Sep10 |
100312 |
99.08 |
99.10 |
99.06 |
99.09 |
+0.01 |
49,792 |
360,568 |
+4,082 |
Dec10 |
100312 |
98.79 |
98.81 |
98.76 |
98.80 |
+0.02 |
76,631 |
405,819 |
-1,091 |
Mar11 |
100312 |
98.45 |
98.47 |
98.41 |
98.45 |
+0.01 |
57,487 |
327,685 |
+2,138 |
Jun11 |
100312 |
98.08 |
98.10 |
98.05 |
98.08 |
unch |
81,938 |
225,858 |
+8,141 |
Total Volume and Open Interest |
443,575 |
2,504,496 |
+23,860 |
3-Mth Euribor(LIFFE) |
Mar10 |
100312 |
99.350 |
99.355 |
99.350 |
99.350 |
unch |
37,573 |
659,624 |
+6,035 |
Jun10 |
100312 |
99.245 |
99.255 |
99.230 |
99.245 |
-0.005 |
95,995 |
737,910 |
+16,723 |
Sep10 |
100312 |
99.030 |
99.030 |
98.995 |
99.010 |
-0.015 |
132,240 |
784,296 |
+12,582 |
Total Volume and Open Interest |
794,382 |
4,111,423 |
+20,770 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100311 |
95.66 |
95.68 |
95.62 |
95.67 |
unch |
25,180 |
72,614 |
-8,970 |
Jun10 |
100312 |
95.31 |
95.33 |
95.28 |
95.31 |
unch |
37,997 |
284,931 |
+10,107 |
Sep10 |
100312 |
94.92 |
94.94 |
94.88 |
94.91 |
-0.01 |
25,347 |
157,931 |
+6,952 |
Dec10 |
100312 |
94.66 |
94.67 |
94.62 |
94.64 |
-0.01 |
10,648 |
99,826 |
-1,012 |
Mar11 |
100312 |
94.50 |
94.50 |
94.44 |
94.47 |
-0.02 |
6,441 |
42,894 |
+1,247 |
Jun11 |
100312 |
94.38 |
94.38 |
94.33 |
94.36 |
-0.01 |
3,971 |
41,901 |
+1,593 |
Sep11 |
100312 |
94.26 |
94.28 |
94.25 |
94.28 |
-0.02 |
1,460 |
19,761 |
+628 |
Dec11 |
100312 |
94.21 |
94.22 |
94.20 |
94.22 |
-0.02 |
1,655 |
11,576 |
+1,266 |
Mar12 |
100312 |
94.18 |
94.18 |
94.16 |
94.18 |
-0.02 |
2,391 |
5,210 |
+1,866 |
Jun12 |
100312 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.02 |
20 |
1,709 |
-10 |
Total Volume and Open Interest |
110,101 |
669,733 |
-47,833 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100312 |
94.35 |
94.37 |
94.31 |
94.33 |
-0.01 |
158,179 |
307,655 |
-15,080 |
Jun10 |
100312 |
94.31 |
94.34 |
94.28 |
94.30 |
-0.01 |
142,224 |
210,819 |
+87,726 |
Total Volume and Open Interest |
300,403 |
518,474 |
+72,646 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100312 |
94.89 |
94.91 |
94.86 |
94.90 |
+0.01 |
348,898 |
589,358 |
+28,918 |
Jun10 |
100312 |
94.70 |
94.72 |
94.68 |
94.71 |
+0.01 |
237,911 |
238,671 |
+152,072 |
Total Volume and Open Interest |
586,809 |
828,029 |
+180,990 |
Gold(CMX) |
Apr10 |
100312 |
1110.0 |
1119.5 |
1097.3 |
1101.7 |
-6.5 |
201,367 |
244,256 |
-12,302 |
Jun10 |
100312 |
1111.0 |
1120.7 |
1098.6 |
1103.0 |
-6.5 |
18,749 |
96,156 |
+4,403 |
Aug10 |
100312 |
1111.0 |
1121.2 |
1100.8 |
1104.1 |
-6.5 |
3,881 |
26,805 |
+2,703 |
Oct10 |
100312 |
1116.8 |
1120.9 |
1104.5 |
1105.2 |
-6.5 |
572 |
19,120 |
+238 |
Dec10 |
100312 |
1118.0 |
1123.5 |
1104.0 |
1106.4 |
-6.4 |
1,741 |
37,101 |
-113 |
Feb11 |
100312 |
1110.7 |
1110.7 |
1106.5 |
1107.9 |
-6.3 |
3,094 |
12,318 |
+2,164 |
Apr11 |
100312 |
1121.5 |
1121.5 |
1109.8 |
1109.8 |
-6.3 |
1,714 |
5,044 |
-126 |
Jun11 |
100312 |
469.0 |
469.0 |
456.9 |
456.9 |
-6.3 |
1 |
7,374 |
+0 |
Aug11 |
100312 |
1115.2 |
1115.2 |
1115.2 |
1115.2 |
-6.3 |
450 |
4,657 |
+350 |
Oct11 |
100312 |
1118.6 |
1118.6 |
1118.6 |
1118.6 |
-6.2 |
0 |
3,234 |
+0 |
Dec11 |
100312 |
1122.4 |
1122.4 |
1122.4 |
1122.4 |
-6.1 |
512 |
13,479 |
-173 |
Total Volume and Open Interest |
235,814 |
491,264 |
-2,645 |
Silver(CMX) |
Mar10 |
100312 |
1720.5 |
1722.0 |
1698.0 |
1702.4 |
-11.2 |
256 |
557 |
-126 |
May10 |
100312 |
1721.0 |
1735.0 |
1696.0 |
1704.8 |
-11.2 |
43,769 |
64,509 |
-456 |
Jul10 |
100312 |
1720.0 |
1737.0 |
1700.0 |
1707.3 |
-11.1 |
1,812 |
14,380 |
+73 |
Sep10 |
100312 |
1727.5 |
1738.0 |
1708.0 |
1709.4 |
-11.1 |
502 |
3,471 |
+177 |
Dec10 |
100312 |
1726.0 |
1739.5 |
1707.0 |
1712.4 |
-11.1 |
363 |
13,098 |
-11 |
Mar11 |
100312 |
1717.0 |
1717.0 |
1715.5 |
1715.5 |
-11.0 |
549 |
2,612 |
-485 |
May11 |
100312 |
1731.0 |
1731.0 |
1717.0 |
1717.6 |
-10.9 |
1 |
1,730 |
+0 |
Total Volume and Open Interest |
47,681 |
111,003 |
-1,127 |
Platinum(NYMEX) |
Apr10 |
100312 |
1612.8 |
1629.2 |
1600.9 |
1608.4 |
-4.3 |
6,914 |
30,167 |
-623 |
Jul10 |
100312 |
1617.4 |
1633.0 |
1606.0 |
1612.9 |
-4.1 |
923 |
5,516 |
+784 |
Oct10 |
100312 |
1623.3 |
1623.3 |
1613.4 |
1613.4 |
-4.1 |
2 |
222 |
-1 |
Jan11 |
100312 |
1620.0 |
1620.0 |
1608.9 |
1608.9 |
-3.6 |
1 |
206 |
+0 |
Total Volume and Open Interest |
7,840 |
36,113 |
+160 |
Palladium(NYMEX) |
Mar10 |
100312 |
462.25 |
462.25 |
462.25 |
462.25 |
+2.10 |
10 |
41 |
-20 |
Jun10 |
100312 |
458.50 |
469.00 |
457.90 |
463.15 |
+2.15 |
2,394 |
22,113 |
+391 |
Sep10 |
100312 |
460.40 |
466.95 |
460.40 |
463.60 |
+2.15 |
38 |
403 |
+31 |
Total Volume and Open Interest |
2,456 |
22,601 |
+406 |
Copper(CMX) |
Mar10 |
100312 |
335.60 |
338.50 |
335.60 |
336.95 |
+0.35 |
320 |
2,755 |
-77 |
May10 |
100312 |
339.00 |
340.65 |
335.85 |
338.00 |
+0.30 |
34,927 |
87,193 |
+37 |
Jul10 |
100312 |
340.60 |
342.00 |
338.20 |
339.50 |
+0.30 |
2,271 |
18,654 |
-288 |
Sep10 |
100312 |
339.15 |
340.55 |
339.15 |
340.55 |
+0.35 |
957 |
8,413 |
+561 |
Dec10 |
100312 |
343.30 |
343.45 |
341.20 |
341.20 |
+0.35 |
129 |
5,477 |
+83 |
Total Volume and Open Interest |
39,052 |
128,203 |
+590 |
DJIA Index(CBOT) |
Mar10 |
100312 |
10607 |
10650 |
10600 |
10635 |
+25 |
264 |
13,732 |
-29 |
Jun10 |
100312 |
10551 |
10585 |
10528 |
10573 |
+25 |
47 |
244 |
+51 |
Sep10 |
100312 |
10515 |
10515 |
10490 |
10515 |
+25 |
0 |
1 |
+0 |
Dec10 |
100312 |
10453 |
10453 |
10440 |
10453 |
+13 |
|
|
|
Total Volume and Open Interest |
311 |
13,977 |
+22 |
S & P 500(CME) |
Mar10 |
100312 |
1154.80 |
1155.00 |
1147.00 |
1151.30 |
+0.70 |
50,434 |
319,955 |
-17,373 |
Jun10 |
100312 |
1145.70 |
1152.00 |
1142.10 |
1146.60 |
+0.70 |
37,954 |
88,076 |
+30,981 |
Sep10 |
100312 |
1141.70 |
1142.00 |
1138.00 |
1141.70 |
+0.70 |
102 |
2,172 |
+101 |
Dec10 |
100312 |
1137.10 |
1137.30 |
1133.30 |
1137.10 |
+0.80 |
0 |
3,006 |
+0 |
Total Volume and Open Interest |
88,490 |
413,230 |
+13,709 |
S & P 500 E-Mini(Globex) |
Mar10 |
100312 |
1150.75 |
1159.50 |
1146.75 |
1151.25 |
+0.75 |
2,112,662 |
2,587,207 |
-144,821 |
Jun10 |
100312 |
1146.00 |
1152.00 |
1142.00 |
1146.50 |
+0.50 |
357,616 |
490,052 |
+252,022 |
Total Volume and Open Interest |
2,470,917 |
3,079,758 |
+107,814 |
NASDAQ 100(CME) |
Mar10 |
100312 |
1929.00 |
1929.00 |
1918.00 |
1926.80 |
+1.50 |
3,579 |
22,297 |
-1,305 |
Jun10 |
100312 |
1922.80 |
1929.30 |
1913.50 |
1924.30 |
+1.80 |
270 |
1,034 |
+180 |
Sep10 |
100312 |
1923.30 |
1923.30 |
1921.50 |
1923.30 |
+1.80 |
|
|
|
Total Volume and Open Interest |
3,849 |
23,331 |
-1,125 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100312 |
1926.00 |
1935.30 |
1916.50 |
1926.80 |
+1.50 |
321,409 |
368,450 |
-26,788 |
Jun10 |
100312 |
1922.50 |
1929.80 |
1913.80 |
1924.30 |
+1.80 |
22,871 |
31,809 |
+15,297 |
Total Volume and Open Interest |
344,281 |
400,270 |
-11,491 |
S & P Midcap 400(CME) |
Mar10 |
100312 |
782.00 |
785.20 |
778.00 |
785.20 |
+3.90 |
370 |
2,610 |
-107 |
Jun10 |
100312 |
782.00 |
782.80 |
776.00 |
782.80 |
+3.80 |
256 |
257 |
+239 |
Sep10 |
100312 |
780.80 |
780.80 |
780.80 |
780.80 |
+3.80 |
|
|
|
Total Volume and Open Interest |
626 |
2,867 |
+132 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100312 |
10800 |
10805 |
10800 |
10800 |
+80 |
8,169 |
34,540 |
+3,879 |
Sep10 |
100312 |
10840 |
10840 |
10800 |
10840 |
+120 |
|
|
|
Total Volume and Open Interest |
21,196 |
58,471 |
-2,869 |
Nikkei 225(SGX) |
Jun10 |
100312 |
10615 |
10715 |
10570 |
10680 |
+75 |
76,964 |
128,198 |
+22,442 |
Sep10 |
100312 |
10685 |
10685 |
10685 |
10685 |
+75 |
0 |
55 |
+0 |
Dec10 |
100312 |
10645 |
10645 |
10645 |
10645 |
+75 |
0 |
747 |
+0 |
Total Volume and Open Interest |
219,573 |
292,489 |
+6,902 |
CAC 40(EURONEXT) |
Mar10 |
100312 |
3942.5 |
3957.5 |
3919.0 |
3928.0 |
unch |
107,182 |
397,502 |
+16,951 |
Apr10 |
100312 |
3943.0 |
3957.5 |
3921.0 |
3929.0 |
+0.5 |
3,387 |
14,063 |
+3,267 |
May10 |
100312 |
3855.5 |
3855.5 |
3855.5 |
3855.5 |
+1.0 |
|
|
|
Total Volume and Open Interest |
118,256 |
422,662 |
+27,719 |
Hang Seng Index(HKFE) |
Mar10 |
100312 |
21240 |
21248 |
21085 |
21192 |
+65 |
54,997 |
72,146 |
+3,579 |
Apr10 |
100312 |
21198 |
21201 |
21050 |
21153 |
+63 |
1,204 |
2,405 |
+14 |
Total Volume and Open Interest |
56,800 |
77,644 |
+3,710 |
DAX(EUREX) |
Mar10 |
100312 |
5945.5 |
5991.0 |
5934.0 |
5946.0 |
+16.5 |
133,730 |
143,645 |
-1,687 |
Jun10 |
100312 |
5957.0 |
5997.0 |
5942.0 |
5953.5 |
+16.5 |
2,034 |
22,985 |
+1,082 |
Sep10 |
100312 |
5959.0 |
6002.0 |
5949.0 |
5960.0 |
+16.0 |
495 |
2,078 |
+95 |
Total Volume and Open Interest |
136,259 |
168,708 |
-510 |
FT-SE 100(EURONEXT) |
Mar10 |
100312 |
5626.00 |
5650.00 |
5608.00 |
5626.50 |
+17.00 |
131,447 |
683,784 |
-7,623 |
Jun10 |
100312 |
5575.00 |
5594.50 |
5560.00 |
5577.50 |
+16.50 |
32,936 |
56,245 |
+34,090 |
Sep10 |
100312 |
5538.50 |
5550.00 |
5520.50 |
5537.00 |
+16.50 |
54 |
371 |
+40 |
Total Volume and Open Interest |
164,444 |
742,032 |
+26,500 |
SPI 200(SFE) |
Mar10 |
100312 |
4814.0 |
4838.0 |
4807.0 |
4819.0 |
unch |
36,076 |
209,782 |
+3,495 |
Jun10 |
100312 |
4836.0 |
4862.0 |
4832.0 |
4843.0 |
+1.0 |
4,504 |
9,532 |
+3,467 |
Sep10 |
100312 |
4828.0 |
4828.0 |
4828.0 |
4828.0 |
+1.0 |
13 |
1,972 |
+0 |
Total Volume and Open Interest |
40,843 |
223,073 |
+7,212 |
GSCI(CME) |
Mar10 |
100312 |
530.00 |
530.25 |
518.65 |
522.00 |
-1.20 |
3,341 |
4,068 |
-2,676 |
Apr10 |
100312 |
532.75 |
533.00 |
521.40 |
524.60 |
-1.40 |
3,631 |
12,817 |
+2,976 |
May10 |
100312 |
534.75 |
535.00 |
524.50 |
526.85 |
-2.15 |
2 |
0 |
+0 |
Total Volume and Open Interest |
6,974 |
16,885 |
+300 |
Reuters CCI(ICE) |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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