|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon March 22, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100322 |
959.75 |
975.00 |
956.50 |
968.50 |
+6.75 |
64,849 |
183,802 |
-251 |
| Jul10 |
100322 |
967.75 |
982.75 |
955.50 |
976.75 |
+7.25 |
19,309 |
104,963 |
+1,717 |
| Aug10 |
100322 |
963.00 |
978.50 |
961.00 |
973.25 |
+7.25 |
911 |
6,381 |
+36 |
| Sep10 |
100322 |
951.25 |
961.25 |
946.75 |
957.50 |
+5.50 |
401 |
4,913 |
+128 |
| Nov10 |
100322 |
940.00 |
949.25 |
935.50 |
945.75 |
+3.75 |
13,029 |
116,277 |
+1,279 |
| Jan11 |
100322 |
948.00 |
957.00 |
945.25 |
953.75 |
+3.50 |
511 |
6,392 |
+171 |
| Mar11 |
100322 |
951.50 |
963.25 |
951.50 |
960.25 |
+2.50 |
289 |
3,165 |
+31 |
| Total Volume and Open Interest |
100,027 |
434,955 |
+3,206 |
| Soybean Meal(CBOT) |
| May10 |
100322 |
269.80 |
273.70 |
268.10 |
271.40 |
+1.20 |
30,708 |
90,722 |
-2,039 |
| Jul10 |
100322 |
268.70 |
272.50 |
267.30 |
270.40 |
+0.90 |
13,329 |
41,415 |
+128 |
| Aug10 |
100322 |
266.30 |
270.40 |
266.30 |
268.50 |
+0.70 |
1,615 |
13,620 |
+163 |
| Sep10 |
100322 |
263.70 |
267.20 |
263.70 |
265.70 |
+0.60 |
911 |
9,552 |
-36 |
| Oct10 |
100322 |
258.50 |
261.10 |
258.50 |
259.10 |
-0.30 |
391 |
8,293 |
+27 |
| Dec10 |
100322 |
258.90 |
260.50 |
256.80 |
258.70 |
-0.50 |
5,419 |
30,878 |
-980 |
| Jan11 |
100322 |
260.10 |
260.60 |
260.00 |
260.00 |
-0.60 |
35 |
2,930 |
+1 |
| Mar11 |
100322 |
262.40 |
264.50 |
261.60 |
262.90 |
-0.80 |
220 |
2,350 |
-96 |
| Total Volume and Open Interest |
52,773 |
202,803 |
-2,804 |
| Soybean Oil(CBOT) |
| May10 |
100322 |
39.21 |
39.80 |
39.12 |
39.72 |
+0.42 |
57,254 |
125,759 |
-8,042 |
| Jul10 |
100322 |
39.64 |
40.23 |
39.54 |
40.15 |
+0.42 |
24,738 |
78,147 |
-1,814 |
| Aug10 |
100322 |
39.91 |
40.39 |
39.83 |
40.33 |
+0.42 |
1,069 |
11,290 |
+78 |
| Sep10 |
100322 |
39.99 |
40.51 |
39.99 |
40.47 |
+0.42 |
290 |
7,636 |
+11 |
| Oct10 |
100322 |
40.01 |
40.64 |
40.01 |
40.57 |
+0.39 |
141 |
6,208 |
-65 |
| Dec10 |
100322 |
40.34 |
40.97 |
40.34 |
40.89 |
+0.38 |
5,669 |
41,466 |
+367 |
| Jan11 |
100322 |
40.80 |
41.12 |
40.80 |
41.12 |
+0.38 |
128 |
1,715 |
-48 |
| Mar11 |
100322 |
40.77 |
41.29 |
40.73 |
41.29 |
+0.38 |
155 |
913 |
+35 |
| Total Volume and Open Interest |
89,554 |
274,775 |
-9,437 |
| Canola(WCE) |
| Mar10 |
100312 |
378.5 |
378.5 |
378.5 |
378.5 |
-5.1 |
|
|
|
| May10 |
100322 |
375.5 |
383.1 |
374.1 |
381.1 |
+3.3 |
5,083 |
82,416 |
-694 |
| Jul10 |
100322 |
380.5 |
388.1 |
379.2 |
386.5 |
+3.2 |
1,144 |
22,136 |
+40 |
| Nov10 |
100322 |
380.5 |
388.6 |
380.0 |
387.5 |
+2.7 |
1,976 |
16,684 |
-444 |
| Jan11 |
100322 |
391.1 |
391.1 |
391.1 |
391.1 |
+2.7 |
90 |
803 |
+66 |
| Total Volume and Open Interest |
8,294 |
122,430 |
-1,031 |
| Corn(CBOT) |
| May10 |
100322 |
373.50 |
376.25 |
370.50 |
370.75 |
-3.75 |
83,044 |
440,033 |
-5,389 |
| Jul10 |
100322 |
384.75 |
387.00 |
381.50 |
381.75 |
-3.75 |
31,836 |
260,977 |
+6,041 |
| Sep10 |
100322 |
394.50 |
394.75 |
390.00 |
390.00 |
-4.00 |
12,905 |
74,027 |
+3,609 |
| Dec10 |
100322 |
402.75 |
404.75 |
398.75 |
399.25 |
-4.25 |
39,519 |
271,206 |
-1,637 |
| Mar11 |
100322 |
414.50 |
414.50 |
409.75 |
410.00 |
-4.50 |
1,883 |
31,633 |
+294 |
| May11 |
100322 |
420.50 |
420.50 |
417.00 |
417.00 |
-4.50 |
292 |
4,420 |
+21 |
| Total Volume and Open Interest |
171,813 |
1,129,567 |
+3,740 |
| Wheat(CBOT) |
| May10 |
100322 |
484.25 |
492.75 |
482.25 |
486.50 |
+2.75 |
34,830 |
164,433 |
-2,987 |
| Jul10 |
100322 |
496.75 |
505.25 |
494.75 |
499.00 |
+2.50 |
16,850 |
132,743 |
+1,173 |
| Sep10 |
100322 |
511.00 |
520.00 |
511.00 |
514.00 |
+2.50 |
2,268 |
35,991 |
+171 |
| Dec10 |
100322 |
539.50 |
546.25 |
535.50 |
540.75 |
+2.75 |
5,171 |
68,049 |
+253 |
| Mar11 |
100322 |
563.50 |
570.00 |
563.50 |
566.00 |
+2.50 |
805 |
9,864 |
+143 |
| Total Volume and Open Interest |
60,682 |
426,515 |
-1,011 |
| Wheat(KCBT) |
| May10 |
100322 |
492.25 |
500.00 |
490.00 |
494.00 |
+2.00 |
6,625 |
45,524 |
-439 |
| Jul10 |
100322 |
503.00 |
510.75 |
500.00 |
505.00 |
+2.00 |
2,625 |
39,672 |
+756 |
| Sep10 |
100322 |
515.00 |
522.00 |
514.50 |
516.50 |
+1.50 |
495 |
7,140 |
+234 |
| Dec10 |
100322 |
534.25 |
539.25 |
527.50 |
534.00 |
+1.50 |
1,140 |
40,409 |
+274 |
| Mar11 |
100322 |
550.75 |
555.00 |
550.25 |
550.50 |
+2.00 |
343 |
4,219 |
+274 |
| Total Volume and Open Interest |
11,291 |
139,607 |
+1,142 |
| Wheat(MGE) |
| Mar10 |
100312 |
502.50 |
502.50 |
502.50 |
502.50 |
+6.00 |
|
|
|
| May10 |
100322 |
509.25 |
517.75 |
508.00 |
511.25 |
+2.00 |
2,196 |
14,825 |
-342 |
| Jul10 |
100322 |
523.00 |
528.25 |
520.00 |
522.75 |
+2.50 |
626 |
11,428 |
-467 |
| Sep10 |
100322 |
532.00 |
540.00 |
532.00 |
534.75 |
+2.75 |
122 |
5,737 |
+2 |
| Dec10 |
100322 |
550.00 |
556.75 |
550.00 |
551.50 |
+1.75 |
240 |
5,998 |
+14 |
| Total Volume and Open Interest |
3,220 |
39,583 |
-794 |
| Oats(CBOT) |
| May10 |
100322 |
222.00 |
225.00 |
218.00 |
218.50 |
-6.00 |
401 |
9,954 |
-120 |
| Jul10 |
100322 |
232.50 |
233.50 |
227.00 |
227.00 |
-6.00 |
93 |
3,584 |
+36 |
| Sep10 |
100322 |
237.00 |
239.00 |
233.00 |
233.00 |
-6.00 |
0 |
866 |
+0 |
| Dec10 |
100322 |
252.25 |
252.50 |
246.00 |
246.00 |
-6.00 |
32 |
1,715 |
+5 |
| Total Volume and Open Interest |
526 |
16,120 |
-79 |
| Rough Rice(CBOT) |
| Mar10 |
100312 |
12.24 |
12.25 |
12.18 |
12.19 |
+0.01 |
5 |
3 |
-32 |
| May10 |
100322 |
12.70 |
12.90 |
12.60 |
12.83 |
+0.13 |
322 |
10,058 |
+7 |
| Jul10 |
100322 |
13.02 |
13.19 |
12.93 |
13.13 |
+0.13 |
119 |
1,619 |
+62 |
| Sep10 |
100322 |
12.83 |
12.89 |
12.72 |
12.79 |
+0.03 |
25 |
1,790 |
+13 |
| Total Volume and Open Interest |
489 |
14,999 |
+75 |
| Live Cattle(CME) |
| Apr10 |
100322 |
98.000 |
98.230 |
96.635 |
97.100 |
-0.880 |
17,797 |
71,091 |
-2,881 |
| Jun10 |
100322 |
94.950 |
95.300 |
93.750 |
94.080 |
-1.055 |
20,861 |
155,498 |
+4,950 |
| Aug10 |
100322 |
92.350 |
92.500 |
90.900 |
91.300 |
-1.180 |
7,393 |
68,503 |
+1,084 |
| Oct10 |
100322 |
94.100 |
94.300 |
92.800 |
93.080 |
-1.370 |
3,249 |
33,253 |
+645 |
| Dec10 |
100322 |
96.100 |
96.550 |
95.050 |
95.480 |
-0.920 |
2,103 |
15,133 |
+190 |
| Feb11 |
100322 |
97.000 |
97.250 |
95.830 |
96.450 |
-0.780 |
2,018 |
8,892 |
+1,705 |
| Total Volume and Open Interest |
54,014 |
355,292 |
+6,131 |
| Feeder Cattle(CME) |
| Mar10 |
100322 |
105.135 |
105.580 |
104.250 |
104.700 |
-0.100 |
711 |
3,097 |
-195 |
| Apr10 |
100322 |
108.700 |
109.200 |
107.000 |
107.450 |
-1.230 |
2,125 |
9,098 |
-558 |
| May10 |
100322 |
110.285 |
110.750 |
108.550 |
109.300 |
-1.085 |
3,156 |
15,838 |
+1,257 |
| Aug10 |
100322 |
110.700 |
111.500 |
109.500 |
110.400 |
-0.635 |
1,692 |
10,046 |
+519 |
| Sep10 |
100322 |
110.385 |
110.980 |
109.180 |
110.400 |
-0.330 |
224 |
1,377 |
+135 |
| Oct10 |
100322 |
109.800 |
110.100 |
108.500 |
109.500 |
-0.035 |
100 |
712 |
+47 |
| Nov10 |
100322 |
109.000 |
109.900 |
108.680 |
109.200 |
-0.280 |
12 |
214 |
+4 |
| Total Volume and Open Interest |
8,029 |
40,418 |
+1,216 |
| Lean Hogs(CME) |
| Apr10 |
100322 |
73.400 |
73.930 |
72.900 |
73.100 |
-0.250 |
11,192 |
33,408 |
-1,899 |
| May10 |
100322 |
79.830 |
80.300 |
79.350 |
79.850 |
-0.050 |
379 |
6,002 |
+38 |
| Jun10 |
100322 |
82.580 |
83.500 |
82.400 |
82.850 |
+0.270 |
14,468 |
76,636 |
+3,022 |
| Jul10 |
100322 |
83.250 |
84.000 |
83.050 |
83.150 |
unch |
3,721 |
26,883 |
+1,167 |
| Aug10 |
100322 |
82.035 |
82.550 |
81.900 |
81.950 |
-0.150 |
2,942 |
30,227 |
+1,371 |
| Oct10 |
100322 |
71.680 |
72.080 |
71.600 |
71.900 |
+0.200 |
1,123 |
18,345 |
+499 |
| Dec10 |
100322 |
68.830 |
69.450 |
68.830 |
69.350 |
+0.550 |
356 |
7,489 |
+122 |
| Feb11 |
100322 |
70.800 |
70.950 |
70.600 |
70.900 |
+0.100 |
158 |
2,327 |
+109 |
| Total Volume and Open Interest |
34,432 |
201,881 |
+4,473 |
| Pork Bellies(CME) |
| Mar10 |
100322 |
93.250 |
93.250 |
91.500 |
91.500 |
unch |
0 |
11 |
+0 |
| May10 |
100322 |
93.400 |
95.000 |
93.000 |
93.150 |
-0.330 |
11 |
192 |
-3 |
| Jul10 |
100322 |
95.000 |
96.500 |
95.000 |
95.900 |
unch |
0 |
64 |
+0 |
| Aug10 |
100322 |
88.000 |
88.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100322 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
11 |
291 |
-3 |
| Class III Milk(CME) |
| Mar10 |
100322 |
12.77 |
12.81 |
12.77 |
12.79 |
-0.02 |
27 |
4,006 |
+13 |
| Apr10 |
100322 |
12.41 |
12.56 |
12.29 |
12.35 |
-0.10 |
226 |
4,753 |
+27 |
| May10 |
100322 |
12.99 |
13.10 |
12.62 |
12.75 |
-0.24 |
201 |
4,363 |
+36 |
| Jun10 |
100322 |
13.68 |
13.75 |
13.33 |
13.47 |
-0.22 |
343 |
3,560 |
+166 |
| Jul10 |
100322 |
13.85 |
13.95 |
13.46 |
13.64 |
-0.31 |
95 |
2,591 |
+42 |
| Total Volume and Open Interest |
1,275 |
30,603 |
+417 |
| Cocoa(ICE) |
| May10 |
100322 |
2844 |
2898 |
2782 |
2873 |
+39 |
8,062 |
54,448 |
-858 |
| Jul10 |
100322 |
2857 |
2921 |
2809 |
2899 |
+38 |
2,687 |
31,982 |
+1,251 |
| Sep10 |
100322 |
2889 |
2944 |
2835 |
2921 |
+38 |
530 |
13,786 |
-146 |
| Dec10 |
100322 |
2890 |
2952 |
2885 |
2949 |
+38 |
840 |
9,348 |
+639 |
| Mar11 |
100322 |
2900 |
2968 |
2900 |
2968 |
+38 |
125 |
12,178 |
+80 |
| May11 |
100322 |
2973 |
2973 |
2973 |
2973 |
+38 |
0 |
5,220 |
+0 |
| Jul11 |
100322 |
2985 |
2985 |
2985 |
2985 |
+39 |
10 |
2,660 |
+8 |
| Total Volume and Open Interest |
12,521 |
131,195 |
+1,241 |
| Coffee "C"(ICE) |
| Mar10 |
100319 |
132.45 |
133.00 |
130.30 |
130.30 |
-2.85 |
6 |
25 |
-1 |
| May10 |
100322 |
132.10 |
133.65 |
130.85 |
133.00 |
+0.50 |
13,814 |
71,439 |
-1,566 |
| Jul10 |
100322 |
133.70 |
135.25 |
132.55 |
134.70 |
+0.50 |
2,646 |
22,777 |
+689 |
| Sep10 |
100322 |
135.80 |
136.70 |
134.50 |
136.30 |
+0.50 |
1,464 |
13,304 |
+516 |
| Dec10 |
100322 |
137.80 |
138.50 |
136.60 |
138.20 |
+0.40 |
683 |
9,108 |
+1 |
| Mar11 |
100322 |
139.95 |
139.95 |
139.90 |
139.90 |
+0.40 |
147 |
5,362 |
-28 |
| Total Volume and Open Interest |
18,848 |
123,822 |
-313 |
| Orange Juice(ICE) |
| May10 |
100322 |
146.00 |
146.00 |
143.05 |
144.55 |
-1.00 |
2,136 |
25,861 |
-859 |
| Jul10 |
100322 |
146.95 |
148.00 |
145.55 |
147.05 |
-0.90 |
462 |
7,288 |
+169 |
| Sep10 |
100322 |
148.30 |
149.20 |
148.15 |
148.25 |
-0.90 |
86 |
1,743 |
+47 |
| Nov10 |
100322 |
148.95 |
148.95 |
148.55 |
148.55 |
-0.75 |
16 |
773 |
+8 |
| Jan11 |
100322 |
149.90 |
149.90 |
149.90 |
149.90 |
-0.75 |
2 |
670 |
+0 |
| Mar11 |
100322 |
152.40 |
152.40 |
152.40 |
152.40 |
-0.75 |
1 |
75 |
+1 |
| Total Volume and Open Interest |
2,703 |
36,621 |
-634 |
| Sugar #11(ICE) |
| May10 |
100322 |
18.70 |
18.85 |
17.59 |
17.84 |
-0.80 |
52,494 |
278,893 |
-2,528 |
| Jul10 |
100322 |
18.30 |
18.55 |
17.40 |
17.62 |
-0.69 |
34,905 |
192,914 |
+4,481 |
| Oct10 |
100322 |
17.95 |
18.22 |
17.31 |
17.46 |
-0.50 |
13,000 |
132,589 |
-31,395 |
| Mar11 |
100322 |
18.00 |
18.24 |
17.50 |
17.58 |
-0.41 |
5,149 |
59,713 |
+863 |
| May11 |
100322 |
17.40 |
17.60 |
17.05 |
17.14 |
-0.25 |
578 |
18,602 |
+30 |
| Total Volume and Open Interest |
108,662 |
750,205 |
-28,401 |
| London Cocoa(LCE) |
| May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
| Jul10 |
100322 |
2195 |
2219 |
2165 |
2218 |
+11 |
3,348 |
36,605 |
-84 |
| Sep10 |
100322 |
2155 |
2170 |
2120 |
2170 |
+11 |
587 |
21,704 |
+43 |
| Dec10 |
100322 |
2133 |
2148 |
2106 |
2148 |
+15 |
1,052 |
15,326 |
+371 |
| Mar11 |
100322 |
2096 |
2116 |
2081 |
2116 |
+19 |
377 |
15,247 |
+201 |
| Jul11 |
100322 |
2106 |
2106 |
2106 |
2106 |
+17 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
22,207 |
153,266 |
+558 |
| London Sugar(LCE) |
| May10 |
100322 |
528.10 |
531.50 |
505.00 |
507.50 |
-20.60 |
3,214 |
26,729 |
+206 |
| Aug10 |
100322 |
509.70 |
513.90 |
490.90 |
493.50 |
-16.20 |
1,281 |
22,953 |
+844 |
| Oct10 |
100322 |
491.40 |
496.90 |
474.60 |
477.70 |
-13.70 |
374 |
9,090 |
-37 |
| Dec10 |
100322 |
480.60 |
480.90 |
476.10 |
476.10 |
-6.30 |
52 |
2,424 |
+41 |
| Mar11 |
100322 |
485.00 |
486.90 |
480.00 |
482.90 |
-4.00 |
15 |
1,134 |
+14 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100322 |
82.28 |
82.80 |
81.69 |
82.49 |
+0.31 |
8,575 |
101,428 |
+1,220 |
| Jul10 |
100322 |
82.89 |
83.55 |
82.50 |
83.33 |
+0.35 |
3,185 |
45,556 |
+1,080 |
| Oct10 |
100322 |
76.70 |
76.73 |
76.31 |
76.58 |
+0.09 |
4 |
170 |
+2 |
| Dec10 |
100322 |
75.17 |
75.48 |
74.74 |
74.96 |
+0.22 |
1,486 |
34,273 |
-194 |
| Mar11 |
100322 |
76.34 |
76.38 |
75.90 |
76.01 |
+0.27 |
139 |
3,597 |
+104 |
| May11 |
100322 |
76.51 |
76.51 |
76.51 |
76.51 |
+0.37 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
13,827 |
187,726 |
+2,427 |
| Lumber(CME) |
| May10 |
100322 |
290.9 |
290.9 |
278.2 |
278.8 |
-9.4 |
404 |
5,909 |
+86 |
| Jul10 |
100322 |
299.4 |
300.8 |
290.8 |
292.9 |
-7.9 |
223 |
2,547 |
+84 |
| Sep10 |
100322 |
291.9 |
291.9 |
285.6 |
288.0 |
-4.0 |
76 |
746 |
+17 |
| Nov10 |
100322 |
271.0 |
273.0 |
268.5 |
273.0 |
unch |
28 |
200 |
+25 |
| Total Volume and Open Interest |
731 |
9,402 |
+212 |
| Crude Oil(NYM) |
| Apr10 |
100322 |
80.93 |
81.49 |
78.57 |
81.25 |
+0.57 |
208,343 |
52,698 |
-20,218 |
| May10 |
100322 |
80.86 |
81.76 |
78.86 |
81.60 |
+0.63 |
197,918 |
361,171 |
+33,332 |
| Jun10 |
100322 |
81.31 |
82.18 |
79.27 |
81.97 |
+0.61 |
83,719 |
189,402 |
+21,563 |
| Jul10 |
100322 |
81.52 |
82.53 |
79.70 |
82.38 |
+0.61 |
35,885 |
94,673 |
+12,016 |
| Aug10 |
100322 |
81.58 |
82.92 |
80.12 |
82.74 |
+0.62 |
19,877 |
36,019 |
+8,235 |
| Sep10 |
100322 |
82.12 |
83.13 |
80.45 |
83.02 |
+0.63 |
10,708 |
41,269 |
+1,577 |
| Oct10 |
100322 |
81.70 |
83.33 |
80.82 |
83.25 |
+0.64 |
3,380 |
21,587 |
-532 |
| Nov10 |
100322 |
81.13 |
83.57 |
80.89 |
83.46 |
+0.66 |
3,438 |
25,469 |
+741 |
| Dec10 |
100322 |
82.68 |
83.80 |
81.13 |
83.68 |
+0.67 |
36,672 |
210,828 |
-579 |
| Jan11 |
100322 |
81.83 |
83.82 |
81.78 |
83.80 |
+0.67 |
3,370 |
29,912 |
+160 |
| Feb11 |
100322 |
82.60 |
84.02 |
81.61 |
83.93 |
+0.66 |
880 |
17,881 |
-272 |
| Mar11 |
100322 |
82.29 |
84.05 |
82.29 |
84.05 |
+0.65 |
1,190 |
14,112 |
+451 |
| Apr11 |
100322 |
82.14 |
84.20 |
82.04 |
84.17 |
+0.65 |
426 |
13,257 |
+278 |
| May11 |
100322 |
84.27 |
84.27 |
84.27 |
84.27 |
+0.65 |
410 |
4,387 |
+38 |
| Jun11 |
100322 |
84.36 |
84.36 |
84.36 |
84.36 |
+0.65 |
1,938 |
30,245 |
+452 |
| Jul11 |
100322 |
82.75 |
84.43 |
82.75 |
84.43 |
+0.64 |
15 |
4,205 |
+1 |
| Total Volume and Open Interest |
630,294 |
1,403,466 |
+61,139 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100219 |
78.325 |
79.925 |
77.775 |
79.800 |
+0.750 |
9,128 |
2,521 |
-652 |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
8,280 |
3,452 |
-420 |
| May10 |
100319 |
82.400 |
82.450 |
80.125 |
80.975 |
-1.575 |
2,012 |
2,834 |
+220 |
| Jun10 |
100322 |
81.000 |
82.150 |
79.350 |
81.975 |
+0.625 |
162 |
525 |
-4 |
| Jul10 |
100322 |
81.300 |
82.375 |
79.700 |
82.375 |
+0.600 |
13 |
124 |
-1 |
| Aug10 |
100322 |
81.675 |
82.800 |
80.500 |
82.750 |
+0.625 |
3 |
4 |
+1 |
| Sep10 |
100322 |
82.100 |
83.025 |
82.100 |
83.025 |
+0.625 |
0 |
8 |
+0 |
| Oct10 |
100322 |
83.250 |
83.250 |
83.250 |
83.250 |
+0.650 |
1 |
11 |
+1 |
| Nov10 |
100322 |
83.450 |
83.450 |
83.450 |
83.450 |
+0.650 |
0 |
3 |
+0 |
| Dec10 |
100322 |
83.675 |
83.675 |
83.675 |
83.675 |
+0.675 |
2 |
55 |
-2 |
| Total Volume and Open Interest |
10,029 |
7,018 |
-49 |
| Heating Oil(NYM) |
| Apr10 |
100322 |
207.70 |
208.95 |
202.53 |
208.37 |
+0.70 |
33,539 |
53,650 |
-4,067 |
| May10 |
100322 |
209.30 |
210.24 |
203.84 |
209.79 |
+0.88 |
19,905 |
80,253 |
+3,643 |
| Jun10 |
100322 |
209.48 |
211.74 |
205.37 |
211.29 |
+0.93 |
14,692 |
51,807 |
+901 |
| Jul10 |
100322 |
209.30 |
213.18 |
207.34 |
213.09 |
+0.97 |
4,972 |
23,827 |
+15 |
| Aug10 |
100322 |
210.00 |
215.03 |
208.92 |
214.89 |
+1.01 |
3,199 |
13,282 |
-48 |
| Sep10 |
100322 |
212.00 |
217.15 |
211.12 |
216.83 |
+1.03 |
2,052 |
14,253 |
+119 |
| Oct10 |
100322 |
215.10 |
219.15 |
215.10 |
218.90 |
+1.07 |
1,927 |
10,874 |
+300 |
| Nov10 |
100322 |
216.10 |
221.24 |
216.10 |
221.13 |
+1.15 |
1,047 |
9,890 |
-288 |
| Dec10 |
100322 |
221.20 |
223.50 |
217.45 |
223.42 |
+1.22 |
4,789 |
30,876 |
-1,172 |
| Jan11 |
100322 |
224.15 |
225.55 |
221.00 |
225.54 |
+1.29 |
247 |
13,215 |
-97 |
| Feb11 |
100322 |
225.24 |
226.65 |
221.50 |
226.65 |
+1.40 |
185 |
4,377 |
-1 |
| Mar11 |
100322 |
225.24 |
226.77 |
221.70 |
226.77 |
+1.47 |
57 |
6,263 |
+5 |
| Total Volume and Open Interest |
86,871 |
329,435 |
-671 |
| Gasoline(NYMEX) |
| Apr10 |
100322 |
225.85 |
226.12 |
220.03 |
225.62 |
+0.06 |
39,343 |
55,941 |
-3,736 |
| May10 |
100322 |
225.00 |
226.17 |
219.88 |
225.60 |
+0.17 |
32,720 |
103,846 |
+5,389 |
| Jun10 |
100322 |
223.12 |
225.11 |
218.90 |
224.78 |
+0.40 |
20,493 |
52,766 |
+1,579 |
| Jul10 |
100322 |
222.47 |
224.00 |
217.80 |
223.74 |
+0.52 |
7,807 |
29,773 |
+1,901 |
| Aug10 |
100322 |
217.64 |
222.80 |
216.85 |
222.51 |
+0.52 |
2,135 |
12,909 |
+27 |
| Sep10 |
100322 |
215.50 |
221.78 |
215.50 |
221.24 |
+0.55 |
1,574 |
20,544 |
-32 |
| Oct10 |
100322 |
205.50 |
210.57 |
204.53 |
210.20 |
+0.64 |
706 |
9,977 |
-151 |
| Nov10 |
100322 |
208.62 |
208.62 |
208.62 |
208.62 |
+0.66 |
177 |
12,615 |
+10 |
| Dec10 |
100322 |
206.16 |
208.70 |
203.50 |
208.24 |
+0.71 |
1,127 |
11,978 |
+67 |
| Jan11 |
100322 |
204.75 |
209.69 |
204.75 |
209.69 |
+0.71 |
47 |
4,025 |
-14 |
| Total Volume and Open Interest |
106,372 |
322,935 |
+4,954 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100322 |
225.60 |
225.62 |
225.60 |
225.60 |
unch |
0 |
13 |
+0 |
| May10 |
100322 |
225.60 |
225.60 |
225.60 |
225.60 |
+0.20 |
0 |
9 |
+0 |
| Jun10 |
100322 |
224.80 |
224.80 |
224.78 |
224.80 |
+0.40 |
|
|
|
| Jul10 |
100322 |
223.70 |
223.74 |
223.70 |
223.70 |
+0.50 |
|
|
|
| Total Volume and Open Interest |
0 |
24 |
+0 |
| Natural Gas(NYM) |
| Apr10 |
100322 |
4.158 |
4.168 |
4.036 |
4.079 |
-0.090 |
153,905 |
81,842 |
-28,721 |
| May10 |
100322 |
4.218 |
4.231 |
4.093 |
4.145 |
-0.083 |
90,835 |
222,508 |
+7,989 |
| Jun10 |
100322 |
4.244 |
4.284 |
4.161 |
4.211 |
-0.085 |
24,584 |
52,889 |
+1,026 |
| Jul10 |
100322 |
4.337 |
4.361 |
4.255 |
4.304 |
-0.083 |
16,396 |
64,706 |
+3,067 |
| Aug10 |
100322 |
4.390 |
4.438 |
4.337 |
4.379 |
-0.083 |
12,164 |
30,514 |
+245 |
| Sep10 |
100322 |
4.444 |
4.485 |
4.380 |
4.417 |
-0.084 |
7,649 |
35,338 |
+685 |
| Oct10 |
100322 |
4.548 |
4.605 |
4.500 |
4.529 |
-0.092 |
23,864 |
58,836 |
+833 |
| Nov10 |
100322 |
4.959 |
4.976 |
4.896 |
4.916 |
-0.100 |
3,776 |
14,683 |
-178 |
| Dec10 |
100322 |
5.414 |
5.432 |
5.352 |
5.363 |
-0.102 |
4,321 |
24,968 |
+21 |
| Jan11 |
100322 |
5.635 |
5.661 |
5.573 |
5.590 |
-0.105 |
17,344 |
39,237 |
+1,436 |
| Feb11 |
100322 |
5.622 |
5.623 |
5.550 |
5.560 |
-0.110 |
1,436 |
16,102 |
+131 |
| Mar11 |
100322 |
5.500 |
5.523 |
5.436 |
5.450 |
-0.110 |
3,971 |
35,548 |
+16 |
| Apr11 |
100322 |
5.245 |
5.249 |
5.166 |
5.187 |
-0.110 |
3,428 |
28,567 |
+437 |
| May11 |
100322 |
5.228 |
5.228 |
5.166 |
5.187 |
-0.110 |
628 |
14,960 |
+58 |
| Jun11 |
100322 |
5.225 |
5.232 |
5.210 |
5.232 |
-0.110 |
252 |
6,152 |
+82 |
| Jul11 |
100322 |
5.352 |
5.360 |
5.285 |
5.298 |
-0.112 |
67 |
4,661 |
+23 |
| Total Volume and Open Interest |
369,307 |
843,155 |
-10,851 |
| Brent Crude Oil(ICE) |
| May10 |
100322 |
79.61 |
80.80 |
78.00 |
80.54 |
+0.66 |
133,572 |
255,648 |
+0 |
| Jun10 |
100322 |
80.00 |
81.15 |
78.36 |
80.89 |
+0.63 |
82,962 |
207,404 |
+0 |
| Jul10 |
100322 |
80.35 |
81.44 |
78.80 |
81.29 |
+0.62 |
31,059 |
71,608 |
+0 |
| Aug10 |
100322 |
80.72 |
81.73 |
79.20 |
81.64 |
+0.61 |
17,528 |
39,071 |
+0 |
| Sep10 |
100322 |
81.03 |
81.99 |
79.56 |
81.95 |
+0.61 |
16,054 |
23,179 |
+0 |
| Oct10 |
100322 |
81.30 |
82.31 |
79.88 |
82.22 |
+0.61 |
11,785 |
20,390 |
+0 |
| Nov10 |
100322 |
81.51 |
82.44 |
80.10 |
82.44 |
+0.61 |
8,776 |
14,327 |
+0 |
| Dec10 |
100322 |
81.71 |
82.81 |
80.27 |
82.65 |
+0.62 |
22,231 |
93,814 |
+0 |
| Jan11 |
100322 |
82.33 |
82.84 |
82.28 |
82.84 |
+0.61 |
2,588 |
12,961 |
+0 |
| Feb11 |
100322 |
83.03 |
83.03 |
83.03 |
83.03 |
+0.60 |
1,488 |
6,554 |
+0 |
| Mar11 |
100322 |
83.22 |
83.22 |
83.22 |
83.22 |
+0.60 |
1,293 |
7,364 |
+0 |
| Apr11 |
100322 |
83.43 |
83.43 |
83.43 |
83.43 |
+0.60 |
114 |
4,406 |
+0 |
| May11 |
100322 |
83.62 |
83.62 |
83.62 |
83.62 |
+0.60 |
46 |
3,034 |
+0 |
| Jun11 |
100322 |
83.80 |
83.80 |
83.80 |
83.80 |
+0.60 |
648 |
18,092 |
+0 |
| Total Volume and Open Interest |
334,069 |
872,200 |
+0 |
| Gas Oil(ICE) |
| Apr10 |
100322 |
662.00 |
669.00 |
649.25 |
662.25 |
+3.50 |
54,521 |
107,039 |
+0 |
| May10 |
100322 |
660.50 |
667.75 |
647.50 |
660.75 |
+3.50 |
59,082 |
99,308 |
+0 |
| Jun10 |
100322 |
660.75 |
669.00 |
648.25 |
662.00 |
+3.75 |
38,591 |
66,628 |
+0 |
| Jul10 |
100322 |
661.25 |
672.25 |
652.50 |
666.25 |
+4.25 |
14,204 |
30,814 |
+0 |
| Aug10 |
100322 |
666.25 |
676.50 |
657.50 |
671.00 |
+4.25 |
8,643 |
25,718 |
+0 |
| Sep10 |
100322 |
671.25 |
680.50 |
663.00 |
675.75 |
+4.25 |
6,087 |
30,699 |
+0 |
| Oct10 |
100322 |
674.75 |
682.50 |
667.00 |
680.00 |
+4.25 |
4,536 |
18,391 |
+0 |
| Nov10 |
100322 |
676.00 |
683.50 |
673.75 |
683.50 |
+4.50 |
3,248 |
15,225 |
+0 |
| Dec10 |
100322 |
685.50 |
692.75 |
674.00 |
687.00 |
+4.75 |
10,934 |
73,455 |
+0 |
| Jan11 |
100322 |
685.00 |
691.50 |
681.00 |
691.50 |
+4.75 |
1,967 |
22,405 |
+0 |
| Total Volume and Open Interest |
205,040 |
556,535 |
+0 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100322 |
1.558 |
1.570 |
1.557 |
1.568 |
+0.003 |
122 |
727 |
-71 |
| May10 |
100322 |
1.594 |
1.595 |
1.588 |
1.595 |
+0.004 |
84 |
1,067 |
+11 |
| Jun10 |
100322 |
1.617 |
1.625 |
1.609 |
1.619 |
-0.004 |
132 |
838 |
+6 |
| Jul10 |
100322 |
1.630 |
1.641 |
1.630 |
1.638 |
-0.003 |
64 |
1,319 |
-51 |
| Aug10 |
100322 |
1.640 |
1.640 |
1.640 |
1.640 |
-0.005 |
98 |
636 |
+73 |
| Sep10 |
100322 |
1.647 |
1.647 |
1.644 |
1.645 |
-0.001 |
67 |
626 |
+65 |
| Oct10 |
100322 |
1.653 |
1.653 |
1.650 |
1.652 |
-0.004 |
107 |
606 |
+105 |
| Total Volume and Open Interest |
839 |
8,516 |
+268 |
| US Dollar Index(ICE) |
| Jun10 |
100322 |
80.975 |
81.345 |
80.780 |
80.882 |
-0.092 |
24,334 |
44,961 |
-1,028 |
| Sep10 |
100322 |
81.440 |
81.550 |
81.120 |
81.158 |
-0.107 |
43 |
2,296 |
-37 |
| Dec10 |
100322 |
81.408 |
81.408 |
81.408 |
81.408 |
+0.092 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
24,377 |
47,258 |
-1,065 |
| Australian Dollar(CME) |
| Jun10 |
100322 |
90.69 |
91.01 |
90.01 |
90.89 |
+0.15 |
69,113 |
136,644 |
+5,635 |
| Sep10 |
100322 |
89.66 |
89.95 |
89.17 |
89.94 |
+0.15 |
89 |
170 |
+14 |
| Dec10 |
100322 |
88.96 |
88.96 |
88.81 |
88.96 |
+0.15 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
69,202 |
136,825 |
+5,649 |
| British Pound(CME) |
| Jun10 |
100322 |
149.98 |
151.00 |
149.23 |
150.83 |
+0.71 |
112,582 |
123,752 |
+2,922 |
| Sep10 |
100322 |
149.84 |
150.84 |
149.20 |
150.77 |
+0.71 |
915 |
460 |
+281 |
| Dec10 |
100322 |
150.00 |
150.73 |
149.68 |
150.73 |
+0.71 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
113,497 |
124,237 |
+3,203 |
| Canadian Dollar(CME) |
| Jun10 |
100322 |
98.39 |
98.55 |
97.61 |
98.04 |
-0.40 |
54,340 |
143,304 |
+4,238 |
| Sep10 |
100322 |
98.24 |
98.51 |
97.63 |
98.01 |
-0.40 |
626 |
1,433 |
+174 |
| Dec10 |
100322 |
98.25 |
98.34 |
97.59 |
97.89 |
-0.37 |
65 |
880 |
+23 |
| Mar11 |
100322 |
97.50 |
98.10 |
97.36 |
97.73 |
-0.37 |
1 |
151 |
+0 |
| Total Volume and Open Interest |
55,034 |
145,781 |
+4,436 |
| Japanese Yen(CME) |
| Jun10 |
100322 |
110.57 |
111.39 |
110.22 |
111.01 |
+0.44 |
125,964 |
97,744 |
+35 |
| Sep10 |
100322 |
110.70 |
111.46 |
110.34 |
111.10 |
+0.44 |
363 |
350 |
+110 |
| Dec10 |
100322 |
111.24 |
111.36 |
110.64 |
111.24 |
+0.44 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
126,327 |
98,126 |
+145 |
| Swiss Franc(CME) |
| Jun10 |
100322 |
94.38 |
94.76 |
93.88 |
94.50 |
+0.05 |
62,806 |
30,595 |
-615 |
| Sep10 |
100322 |
94.58 |
94.80 |
93.99 |
94.58 |
+0.05 |
134 |
436 |
-72 |
| Dec10 |
100322 |
94.67 |
94.80 |
94.31 |
94.67 |
+0.06 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
62,940 |
31,036 |
-687 |
| EuroFX(CME) |
| Jun10 |
100322 |
135.31 |
135.69 |
134.63 |
135.44 |
+0.08 |
309,394 |
175,925 |
+14,755 |
| Sep10 |
100322 |
135.21 |
135.62 |
134.64 |
135.42 |
+0.08 |
947 |
1,667 |
+24 |
| Dec10 |
100322 |
135.60 |
135.60 |
135.32 |
135.40 |
+0.08 |
4 |
80 |
+1 |
| Total Volume and Open Interest |
310,345 |
177,677 |
+14,780 |
| Mexican Peso(CME) |
| Apr10 |
100322 |
794.8 |
794.8 |
794.0 |
794.8 |
+0.8 |
0 |
8 |
+0 |
| May10 |
100322 |
791.8 |
791.8 |
791.0 |
791.8 |
+0.8 |
|
|
|
| Total Volume and Open Interest |
13,147 |
131,034 |
-207 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100322 |
119~060 |
119~200 |
119~060 |
119~140 |
+0~160 |
|
|
|
| Jun10 |
100322 |
117~300 |
118~050 |
117~240 |
117~310 |
+0~020 |
234,578 |
647,793 |
+4,605 |
| Sep10 |
100322 |
116~210 |
116~250 |
116~210 |
116~250 |
+0~030 |
30 |
107 |
+3 |
| Total Volume and Open Interest |
236,935 |
658,106 |
+4,459 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100322 |
118~120 |
118~225 |
118~115 |
118~205 |
+0~090 |
10,169 |
15,167 |
-3,802 |
| Jun10 |
100322 |
116~300 |
117~115 |
116~280 |
117~090 |
+0~100 |
821,484 |
1,391,029 |
-27,659 |
| Sep10 |
100322 |
115~240 |
115~270 |
115~170 |
115~270 |
+0~100 |
164 |
1,178 |
+139 |
| Total Volume and Open Interest |
831,817 |
1,407,375 |
-31,322 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100322 |
116~044 |
116~060 |
116~028 |
116~054 |
+0~026 |
1,919 |
20,113 |
-1,021 |
| Jun10 |
100322 |
115~007 |
115~048 |
115~006 |
115~038 |
+0~026 |
433,136 |
912,788 |
-7,279 |
| Sep10 |
100322 |
114~022 |
114~022 |
113~124 |
114~022 |
+0~026 |
|
|
|
| Total Volume and Open Interest |
435,055 |
932,901 |
-8,300 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100322 |
108~103 |
108~124 |
108~103 |
108~120 |
+54~059 |
|
|
|
| Jun10 |
100322 |
108~050 |
108~065 |
108~049 |
108~058 |
+0~008 |
249,357 |
869,750 |
+7,815 |
| Sep10 |
100322 |
107~114 |
107~114 |
107~106 |
107~114 |
+0~008 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
251,461 |
883,967 |
+5,655 |
| Eurodollars(CME) |
| Jun10 |
100322 |
99.580 |
99.610 |
99.575 |
99.605 |
+0.020 |
276,340 |
1,186,433 |
-7,536 |
| Sep10 |
100322 |
99.380 |
99.430 |
99.380 |
99.420 |
+0.030 |
327,413 |
986,943 |
-3,381 |
| Dec10 |
100322 |
99.100 |
99.155 |
99.095 |
99.140 |
+0.035 |
337,094 |
1,117,937 |
-6,192 |
| Mar11 |
100322 |
98.765 |
98.825 |
98.755 |
98.800 |
+0.040 |
269,944 |
689,258 |
-5,776 |
| Jun11 |
100322 |
98.380 |
98.455 |
98.380 |
98.425 |
+0.040 |
292,381 |
856,745 |
+5,627 |
| Sep11 |
100322 |
98.025 |
98.100 |
98.025 |
98.070 |
+0.045 |
196,873 |
642,216 |
-1,588 |
| Dec11 |
100322 |
97.685 |
97.765 |
97.685 |
97.735 |
+0.045 |
182,702 |
432,997 |
+22,151 |
| Mar12 |
100322 |
97.390 |
97.470 |
97.390 |
97.445 |
+0.045 |
129,340 |
311,718 |
-6,002 |
| Jun12 |
100322 |
97.110 |
97.190 |
97.110 |
97.170 |
+0.050 |
61,639 |
214,948 |
-4,272 |
| Sep12 |
100322 |
96.870 |
96.930 |
96.855 |
96.915 |
+0.050 |
39,162 |
149,170 |
+2,867 |
| Dec12 |
100322 |
96.620 |
96.675 |
96.605 |
96.660 |
+0.050 |
38,136 |
132,095 |
+761 |
| Mar13 |
100322 |
96.405 |
96.470 |
96.405 |
96.455 |
+0.050 |
44,507 |
104,482 |
+4,457 |
| Jun13 |
100322 |
96.215 |
96.275 |
96.200 |
96.260 |
+0.050 |
22,145 |
76,112 |
+4,203 |
| Sep13 |
100322 |
96.030 |
96.100 |
96.030 |
96.085 |
+0.050 |
9,971 |
63,884 |
+831 |
| Dec13 |
100322 |
95.860 |
95.920 |
95.860 |
95.905 |
+0.050 |
7,687 |
37,285 |
-524 |
| Mar14 |
100322 |
95.710 |
95.775 |
95.710 |
95.760 |
+0.050 |
6,107 |
39,788 |
+639 |
| Jun14 |
100322 |
95.585 |
95.630 |
95.580 |
95.615 |
+0.050 |
2,744 |
32,692 |
-298 |
| Sep14 |
100322 |
95.460 |
95.500 |
95.450 |
95.490 |
+0.050 |
2,832 |
19,198 |
-125 |
| Total Volume and Open Interest |
2,308,275 |
7,325,974 |
+15,220 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100322 |
99.827 |
99.830 |
99.825 |
99.827 |
+0.003 |
2,539 |
74,481 |
-184 |
| Apr10 |
100322 |
99.795 |
99.810 |
99.795 |
99.800 |
unch |
5,993 |
82,394 |
+772 |
| May10 |
100322 |
99.785 |
99.800 |
99.785 |
99.790 |
unch |
5,120 |
75,140 |
-1,120 |
| Jun10 |
100322 |
99.775 |
99.785 |
99.775 |
99.780 |
+0.005 |
6,294 |
90,748 |
-592 |
| Jul10 |
100322 |
99.745 |
99.755 |
99.740 |
99.750 |
+0.005 |
10,055 |
80,563 |
+1,180 |
| Aug10 |
100322 |
99.695 |
99.720 |
99.695 |
99.710 |
+0.010 |
9,089 |
62,070 |
+290 |
| Total Volume and Open Interest |
59,038 |
683,924 |
+1,709 |
| 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) |
| Jun10 |
100322 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
|
|
|
| Sep10 |
100322 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
2,230 |
+0 |
| Dec10 |
100322 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100322 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
0 |
4 |
+0 |
| Jun11 |
100322 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.005 |
|
|
|
| Sep11 |
100322 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.010 |
|
|
|
| Dec11 |
100322 |
99.510 |
99.510 |
99.510 |
99.510 |
-0.010 |
|
|
|
| Mar12 |
100322 |
99.475 |
99.475 |
99.475 |
99.475 |
-0.010 |
|
|
|
| Jun12 |
100322 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.010 |
|
|
|
| Sep12 |
100322 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.010 |
|
|
|
| Total Volume and Open Interest |
0 |
3,026 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100322 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
2 |
4,565 |
+211 |
| Sep10 |
100322 |
99.63 |
99.63 |
99.62 |
99.62 |
+0.00 |
0 |
3,967 |
-25 |
| Dec10 |
100322 |
99.67 |
99.67 |
99.64 |
99.64 |
+0.01 |
50 |
1,310 |
+0 |
| Mar11 |
100322 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
0 |
1,316 |
+0 |
| Jun11 |
100322 |
99.61 |
99.61 |
99.60 |
99.60 |
+0.01 |
0 |
56 |
+0 |
| Sep11 |
100322 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
100322 |
99.51 |
99.51 |
99.51 |
99.51 |
-0.01 |
0 |
102 |
+0 |
| Mar12 |
100322 |
99.47 |
99.47 |
99.47 |
99.47 |
-0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
52 |
12,738 |
+186 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100318 |
138.75 |
138.75 |
138.40 |
138.62 |
-0.09 |
1,037 |
0 |
-18,783 |
| Sep10 |
100319 |
138.68 |
138.68 |
138.68 |
138.68 |
+0.06 |
|
|
|
| Dec10 |
100319 |
136.59 |
136.59 |
136.59 |
136.59 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
1,451 |
18,709 |
-352 |
| Euro-Bund(EUREX) |
| Jun10 |
100322 |
123.17 |
123.69 |
123.13 |
123.58 |
+0.39 |
741,747 |
1,002,210 |
+12,123 |
| Sep10 |
100322 |
122.55 |
123.04 |
122.55 |
122.94 |
+0.38 |
262 |
26 |
+0 |
| Dec10 |
100322 |
122.58 |
122.58 |
122.58 |
122.58 |
+0.39 |
|
|
|
| Total Volume and Open Interest |
742,009 |
1,002,236 |
+12,123 |
| Euro-Bobl(EUREX) |
| Jun10 |
100322 |
116.84 |
117.16 |
116.82 |
117.05 |
+0.19 |
437,407 |
833,036 |
+31,851 |
| Sep10 |
100322 |
116.77 |
116.77 |
116.77 |
116.77 |
+0.22 |
2 |
100 |
-1 |
| Dec10 |
100322 |
116.94 |
116.94 |
116.94 |
116.94 |
+0.66 |
|
|
|
| Total Volume and Open Interest |
541,433 |
857,668 |
+24,531 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100322 |
99.250 |
99.275 |
99.250 |
99.275 |
+0.025 |
948 |
6,973 |
+388 |
| Sep10 |
100322 |
99.075 |
99.085 |
99.075 |
99.085 |
+0.025 |
12 |
2,357 |
+0 |
| Total Volume and Open Interest |
1,010 |
13,665 |
+406 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100322 |
115~11 |
115~19 |
115~06 |
115~16 |
+0~11 |
125,058 |
271,199 |
-963 |
| Total Volume and Open Interest |
125,170 |
284,342 |
-972 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100322 |
99.27 |
99.29 |
99.26 |
99.28 |
+0.01 |
48,812 |
376,047 |
+2,114 |
| Sep10 |
100322 |
99.11 |
99.13 |
99.10 |
99.12 |
+0.01 |
72,085 |
408,284 |
+9,409 |
| Dec10 |
100322 |
98.84 |
98.87 |
98.83 |
98.86 |
+0.02 |
67,175 |
411,821 |
-5,218 |
| Mar11 |
100322 |
98.50 |
98.55 |
98.50 |
98.54 |
+0.03 |
71,149 |
314,405 |
+7,214 |
| Jun11 |
100322 |
98.15 |
98.20 |
98.15 |
98.19 |
+0.04 |
79,850 |
241,787 |
+167 |
| Sep11 |
100322 |
97.78 |
97.85 |
97.78 |
97.84 |
+0.05 |
40,365 |
135,952 |
+5,627 |
| Total Volume and Open Interest |
495,931 |
2,265,704 |
+23,306 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100322 |
99.245 |
99.285 |
99.240 |
99.275 |
+0.025 |
113,490 |
831,391 |
+6,808 |
| Sep10 |
100322 |
99.070 |
99.095 |
99.050 |
99.085 |
+0.025 |
160,177 |
814,514 |
+4,242 |
| Dec10 |
100322 |
98.845 |
98.890 |
98.835 |
98.880 |
+0.030 |
142,946 |
485,017 |
+3,342 |
| Total Volume and Open Interest |
922,965 |
3,702,528 |
+31,685 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100322 |
95.36 |
95.38 |
95.32 |
95.35 |
-0.02 |
9,661 |
272,643 |
-1,553 |
| Sep10 |
100322 |
94.99 |
95.00 |
94.93 |
94.95 |
-0.04 |
10,259 |
161,918 |
+277 |
| Dec10 |
100322 |
94.68 |
94.70 |
94.64 |
94.67 |
-0.02 |
6,276 |
103,473 |
-132 |
| Mar11 |
100322 |
94.49 |
94.51 |
94.44 |
94.47 |
-0.03 |
3,003 |
42,653 |
-184 |
| Jun11 |
100322 |
94.34 |
94.36 |
94.32 |
94.33 |
-0.03 |
2,100 |
39,888 |
+299 |
| Sep11 |
100322 |
94.26 |
94.26 |
94.22 |
94.22 |
-0.05 |
1,557 |
21,010 |
+1,129 |
| Dec11 |
100322 |
94.18 |
94.18 |
94.15 |
94.16 |
-0.05 |
540 |
11,323 |
+10 |
| Mar12 |
100322 |
94.14 |
94.14 |
94.11 |
94.11 |
-0.06 |
448 |
7,720 |
+265 |
| Jun12 |
100322 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.07 |
157 |
2,135 |
-154 |
| Sep12 |
100322 |
94.09 |
94.09 |
94.09 |
94.09 |
-0.07 |
12 |
1,701 |
+7 |
| Total Volume and Open Interest |
34,013 |
664,922 |
-36 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100322 |
94.30 |
94.34 |
94.28 |
94.29 |
-0.01 |
31,137 |
333,015 |
+3,875 |
| Sep10 |
100322 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
31,137 |
333,015 |
+3,875 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100322 |
94.70 |
94.72 |
94.66 |
94.68 |
-0.02 |
95,891 |
434,691 |
-37,852 |
| Sep10 |
100322 |
94.68 |
94.68 |
94.68 |
94.68 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
95,891 |
434,691 |
-37,852 |
| Gold(CMX) |
| Apr10 |
100322 |
1108.0 |
1108.6 |
1092.1 |
1099.5 |
-8.1 |
123,991 |
217,298 |
-859 |
| Jun10 |
100322 |
1108.2 |
1109.7 |
1093.2 |
1100.7 |
-8.1 |
14,626 |
120,515 |
+2,277 |
| Aug10 |
100322 |
1107.0 |
1110.8 |
1094.6 |
1101.9 |
-8.1 |
2,525 |
28,820 |
+525 |
| Oct10 |
100322 |
1109.2 |
1111.0 |
1097.0 |
1103.0 |
-8.1 |
824 |
20,150 |
+366 |
| Dec10 |
100322 |
1110.4 |
1112.6 |
1097.2 |
1104.3 |
-8.1 |
1,300 |
37,364 |
+123 |
| Feb11 |
100322 |
1108.1 |
1108.1 |
1101.3 |
1106.0 |
-8.1 |
32 |
15,221 |
-15 |
| Apr11 |
100322 |
1113.8 |
1113.8 |
1103.0 |
1108.0 |
-8.2 |
318 |
11,031 |
+53 |
| Jun11 |
100322 |
460.4 |
460.4 |
454.3 |
455.0 |
-8.4 |
2 |
5,930 |
-2 |
| Aug11 |
100322 |
1113.5 |
1113.5 |
1113.5 |
1113.5 |
-8.4 |
0 |
2,657 |
+0 |
| Oct11 |
100322 |
1116.7 |
1116.7 |
1116.7 |
1116.7 |
-8.6 |
265 |
3,192 |
-42 |
| Dec11 |
100322 |
1120.4 |
1120.4 |
1120.4 |
1120.4 |
-8.7 |
151 |
12,902 |
+86 |
| Total Volume and Open Interest |
144,509 |
499,239 |
+2,590 |
| Silver(CMX) |
| Mar10 |
100322 |
1683.5 |
1692.0 |
1664.0 |
1692.0 |
-9.7 |
144 |
329 |
-2 |
| May10 |
100322 |
1701.0 |
1701.0 |
1662.0 |
1693.5 |
-9.7 |
24,390 |
64,797 |
+194 |
| Jul10 |
100322 |
1693.0 |
1699.0 |
1665.0 |
1695.9 |
-9.7 |
826 |
16,485 |
+615 |
| Sep10 |
100322 |
1699.0 |
1702.5 |
1671.0 |
1698.0 |
-9.8 |
516 |
3,830 |
-169 |
| Dec10 |
100322 |
1700.0 |
1705.0 |
1670.0 |
1701.1 |
-9.8 |
589 |
13,162 |
+24 |
| Mar11 |
100322 |
1704.2 |
1704.2 |
1704.2 |
1704.2 |
-10.0 |
210 |
2,914 |
+199 |
| May11 |
100322 |
1692.0 |
1708.0 |
1688.0 |
1706.2 |
-10.1 |
1 |
1,776 |
+0 |
| Total Volume and Open Interest |
27,071 |
114,132 |
+1,043 |
| Platinum(NYMEX) |
| Apr10 |
100322 |
1609.5 |
1609.5 |
1575.0 |
1601.3 |
-7.3 |
3,969 |
22,581 |
-1,276 |
| Jul10 |
100322 |
1615.0 |
1615.0 |
1582.0 |
1608.0 |
-6.7 |
1,732 |
14,005 |
+1,344 |
| Oct10 |
100322 |
1608.9 |
1609.5 |
1608.9 |
1609.5 |
-6.0 |
1 |
226 |
+1 |
| Jan11 |
100322 |
1609.9 |
1611.0 |
1609.9 |
1611.0 |
-4.5 |
1 |
207 |
+1 |
| Total Volume and Open Interest |
5,703 |
37,020 |
+70 |
| Palladium(NYMEX) |
| Mar10 |
100322 |
459.50 |
459.50 |
459.50 |
459.50 |
-8.05 |
0 |
34 |
-26 |
| Jun10 |
100322 |
465.00 |
466.00 |
452.10 |
460.60 |
-7.90 |
1,346 |
23,331 |
-33 |
| Sep10 |
100322 |
454.60 |
462.20 |
454.20 |
461.20 |
-7.65 |
138 |
692 |
+133 |
| Total Volume and Open Interest |
1,487 |
24,112 |
+77 |
| Copper(CMX) |
| Mar10 |
100322 |
337.65 |
337.75 |
330.35 |
337.25 |
+0.80 |
188 |
1,393 |
+434 |
| May10 |
100322 |
337.70 |
338.90 |
331.05 |
338.05 |
+0.80 |
19,925 |
86,491 |
-657 |
| Jul10 |
100322 |
337.70 |
340.50 |
333.05 |
339.85 |
+0.90 |
2,189 |
20,983 |
+1,171 |
| Sep10 |
100322 |
336.60 |
341.65 |
336.60 |
341.00 |
+0.90 |
487 |
8,740 |
-43 |
| Dec10 |
100322 |
335.00 |
341.80 |
335.00 |
341.80 |
+0.90 |
516 |
6,261 |
+307 |
| Total Volume and Open Interest |
23,558 |
130,231 |
+1,229 |
| DJIA Index(CBOT) |
| Jun10 |
100322 |
10624 |
10749 |
10622 |
10727 |
+40 |
1,623 |
4,142 |
+840 |
| Sep10 |
100322 |
10664 |
10664 |
10664 |
10664 |
+40 |
0 |
11 |
+0 |
| Dec10 |
100322 |
10608 |
10608 |
10568 |
10608 |
+40 |
|
|
|
| Mar11 |
100322 |
10553 |
10553 |
10513 |
10553 |
+40 |
|
|
|
| Total Volume and Open Interest |
2,885 |
16,198 |
|
| S & P 500(CME) |
| Jun10 |
100322 |
1151.80 |
1163.30 |
1147.00 |
1162.00 |
+5.70 |
21,188 |
298,000 |
+4,460 |
| Sep10 |
100322 |
1157.20 |
1157.40 |
1143.40 |
1157.20 |
+5.80 |
77 |
2,252 |
+75 |
| Dec10 |
100322 |
1152.80 |
1152.90 |
1138.90 |
1152.80 |
+5.90 |
29 |
3,040 |
-2 |
| Mar11 |
100322 |
1147.00 |
1150.90 |
1136.90 |
1150.80 |
+5.90 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
42,778 |
482,320 |
-8,004 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100322 |
1153.25 |
1163.25 |
1146.75 |
1162.00 |
+5.75 |
1,819,642 |
2,326,816 |
+97,762 |
| Sep10 |
100322 |
1144.50 |
1158.25 |
1142.50 |
1157.25 |
+5.75 |
166 |
2,122 |
+46 |
| Total Volume and Open Interest |
2,142,924 |
3,602,070 |
-35,217 |
| NASDAQ 100(CME) |
| Jun10 |
100322 |
1923.50 |
1955.00 |
1919.30 |
1948.50 |
+16.20 |
4,321 |
10,742 |
+4,107 |
| Sep10 |
100322 |
1940.50 |
1946.00 |
1940.50 |
1946.00 |
+16.20 |
0 |
5 |
+0 |
| Dec10 |
100322 |
1943.50 |
1943.50 |
1942.30 |
1943.50 |
+16.20 |
|
|
|
| Total Volume and Open Interest |
7,283 |
29,908 |
+5,425 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100322 |
1927.30 |
1954.30 |
1919.00 |
1948.50 |
+16.20 |
245,304 |
271,738 |
+17,307 |
| Sep10 |
100322 |
1921.30 |
1951.80 |
1916.50 |
1946.00 |
+16.20 |
3 |
14 |
+1 |
| Total Volume and Open Interest |
280,535 |
445,918 |
+14,611 |
| S & P Midcap 400(CME) |
| Jun10 |
100322 |
778.00 |
793.00 |
776.95 |
791.10 |
+9.30 |
56 |
1,311 |
+11 |
| Sep10 |
100322 |
789.10 |
789.10 |
788.30 |
789.10 |
+9.30 |
|
|
|
| Dec10 |
100322 |
787.10 |
787.10 |
786.30 |
787.10 |
+9.30 |
|
|
|
| Total Volume and Open Interest |
542 |
2,967 |
-225 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100318 |
10795 |
10795 |
10775 |
10795 |
-35 |
|
|
|
| Sep10 |
100322 |
10760 |
10790 |
10760 |
10760 |
-30 |
|
|
|
| Total Volume and Open Interest |
6,745 |
42,887 |
-39 |
| Nikkei 225(SGX) |
| Jun10 |
100319 |
10685 |
10770 |
10650 |
10745 |
+60 |
86,973 |
145,546 |
+3,532 |
| Sep10 |
100319 |
10750 |
10750 |
10750 |
10750 |
+60 |
0 |
55 |
+0 |
| Dec10 |
100319 |
10710 |
10710 |
10710 |
10710 |
+60 |
0 |
747 |
+0 |
| Total Volume and Open Interest |
87,013 |
155,548 |
+3,467 |
| CAC 40(EURONEXT) |
| Apr10 |
100322 |
3916.0 |
3938.0 |
3869.0 |
3930.5 |
+2.0 |
104,527 |
322,429 |
+48,414 |
| May10 |
100322 |
3807.0 |
3860.5 |
3803.5 |
3856.5 |
+1.5 |
0 |
28 |
+0 |
| Jun10 |
100322 |
3806.5 |
3829.5 |
3775.5 |
3826.0 |
+2.5 |
3,610 |
47,967 |
+1,855 |
| Total Volume and Open Interest |
270,072 |
580,306 |
-97,031 |
| Hang Seng Index(HKFE) |
| Mar10 |
100322 |
21129 |
21132 |
20859 |
20875 |
-446 |
54,309 |
72,241 |
-508 |
| Apr10 |
100322 |
21070 |
21070 |
20825 |
20844 |
-444 |
918 |
4,072 |
+98 |
| Total Volume and Open Interest |
55,576 |
79,811 |
-309 |
| DAX(EUREX) |
| Mar10 |
100319 |
6039.0 |
6042.0 |
6011.0 |
6041.5 |
+28.5 |
184,205 |
91,297 |
-26,074 |
| Jun10 |
100322 |
5968.0 |
6013.5 |
5917.5 |
5990.0 |
+4.0 |
73,331 |
136,276 |
+19,877 |
| Sep10 |
100322 |
5980.0 |
6019.0 |
5927.0 |
5996.5 |
+4.5 |
8,632 |
4,470 |
+1,023 |
| Total Volume and Open Interest |
224,217 |
208,553 |
-2,590 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100322 |
5586.50 |
5613.00 |
5534.50 |
5594.50 |
-8.00 |
102,968 |
667,098 |
+42,382 |
| Sep10 |
100322 |
5521.00 |
5553.50 |
5521.00 |
5553.50 |
-8.00 |
121 |
508 |
+89 |
| Dec10 |
100322 |
5527.50 |
5527.50 |
5527.50 |
5527.50 |
-8.00 |
92 |
2,002 |
+92 |
| Total Volume and Open Interest |
264,910 |
811,941 |
-26,495 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100322 |
4897.0 |
4909.0 |
4842.0 |
4854.0 |
-38.0 |
18,624 |
191,421 |
+4,182 |
| Sep10 |
100322 |
4884.0 |
4884.0 |
4840.0 |
4840.0 |
-39.0 |
31 |
1,998 |
+24 |
| Total Volume and Open Interest |
18,851 |
195,267 |
-63,601 |
| GSCI(CME) |
| Apr10 |
100322 |
512.25 |
524.25 |
511.50 |
523.50 |
+1.50 |
595 |
18,931 |
+153 |
| May10 |
100322 |
515.50 |
526.00 |
514.50 |
526.00 |
+2.00 |
1 |
1 |
-1 |
| Jun10 |
100322 |
517.50 |
528.00 |
517.25 |
528.00 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
596 |
18,932 |
+152 |
| 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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