|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue March 23, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100323 |
966.75 |
976.50 |
964.75 |
968.00 |
-0.50 |
45,955 |
181,470 |
-2,332 |
| Jul10 |
100323 |
974.50 |
984.00 |
972.00 |
975.50 |
-1.25 |
13,927 |
105,673 |
+710 |
| Aug10 |
100323 |
971.00 |
979.00 |
968.25 |
970.50 |
-2.75 |
772 |
6,399 |
+18 |
| Sep10 |
100323 |
954.25 |
960.50 |
949.25 |
951.25 |
-6.25 |
955 |
5,287 |
+374 |
| Nov10 |
100323 |
943.00 |
946.75 |
933.75 |
936.00 |
-9.75 |
8,603 |
116,351 |
+74 |
| Jan11 |
100323 |
950.75 |
954.50 |
941.75 |
944.00 |
-9.75 |
271 |
6,450 |
+58 |
| Mar11 |
100323 |
959.00 |
960.75 |
951.00 |
951.00 |
-9.25 |
92 |
3,177 |
+12 |
| Total Volume and Open Interest |
71,056 |
433,858 |
-1,097 |
| Soybean Meal(CBOT) |
| May10 |
100323 |
270.70 |
274.40 |
269.90 |
271.90 |
+0.50 |
24,747 |
89,678 |
-1,044 |
| Jul10 |
100323 |
269.80 |
273.00 |
268.40 |
270.40 |
unch |
8,000 |
41,237 |
-178 |
| Aug10 |
100323 |
270.20 |
270.50 |
266.50 |
267.50 |
-1.00 |
844 |
13,615 |
-5 |
| Sep10 |
100323 |
266.90 |
267.20 |
262.80 |
264.60 |
-1.10 |
462 |
9,490 |
-62 |
| Oct10 |
100323 |
259.40 |
260.30 |
255.20 |
255.60 |
-3.50 |
360 |
8,190 |
-103 |
| Dec10 |
100323 |
257.70 |
259.70 |
253.30 |
254.10 |
-4.60 |
2,041 |
30,494 |
-384 |
| Jan11 |
100323 |
257.80 |
260.00 |
255.10 |
255.10 |
-4.90 |
69 |
2,899 |
-31 |
| Mar11 |
100323 |
263.60 |
263.60 |
257.50 |
257.80 |
-5.10 |
74 |
2,317 |
-33 |
| Total Volume and Open Interest |
36,850 |
200,965 |
-1,838 |
| Soybean Oil(CBOT) |
| May10 |
100323 |
39.70 |
39.90 |
39.48 |
39.54 |
-0.18 |
26,784 |
126,089 |
+330 |
| Jul10 |
100323 |
40.14 |
40.31 |
39.92 |
39.95 |
-0.20 |
9,836 |
78,548 |
+401 |
| Aug10 |
100323 |
40.21 |
40.38 |
40.13 |
40.13 |
-0.20 |
441 |
11,421 |
+131 |
| Sep10 |
100323 |
40.29 |
40.50 |
40.25 |
40.25 |
-0.22 |
183 |
7,640 |
+4 |
| Oct10 |
100323 |
40.43 |
40.66 |
40.35 |
40.35 |
-0.22 |
32 |
6,198 |
-10 |
| Dec10 |
100323 |
40.88 |
41.04 |
40.67 |
40.67 |
-0.22 |
1,989 |
41,620 |
+154 |
| Jan11 |
100323 |
40.90 |
41.12 |
40.90 |
40.90 |
-0.22 |
50 |
1,722 |
+7 |
| Mar11 |
100323 |
41.06 |
41.15 |
41.01 |
41.07 |
-0.22 |
36 |
924 |
+11 |
| Total Volume and Open Interest |
39,354 |
275,806 |
+1,031 |
| Canola(WCE) |
| Mar10 |
100312 |
378.5 |
378.5 |
378.5 |
378.5 |
-5.1 |
|
|
|
| May10 |
100323 |
382.5 |
384.6 |
379.6 |
380.0 |
-1.1 |
4,969 |
81,026 |
-1,390 |
| Jul10 |
100323 |
387.7 |
389.5 |
385.6 |
386.0 |
-0.5 |
2,040 |
22,183 |
+47 |
| Nov10 |
100323 |
387.4 |
390.2 |
387.4 |
388.8 |
+1.3 |
2,484 |
16,838 |
+154 |
| Jan11 |
100323 |
390.8 |
393.0 |
390.8 |
392.4 |
+1.3 |
2 |
805 |
+2 |
| Total Volume and Open Interest |
9,495 |
121,243 |
-1,187 |
| Corn(CBOT) |
| May10 |
100323 |
371.00 |
372.25 |
362.50 |
362.75 |
-8.00 |
58,909 |
437,627 |
-2,406 |
| Jul10 |
100323 |
381.75 |
383.25 |
373.50 |
373.75 |
-8.00 |
15,053 |
263,312 |
+2,335 |
| Sep10 |
100323 |
390.00 |
391.00 |
382.50 |
382.75 |
-7.25 |
6,137 |
73,266 |
-761 |
| Dec10 |
100323 |
399.00 |
400.25 |
392.00 |
392.25 |
-7.00 |
21,067 |
273,350 |
+2,144 |
| Mar11 |
100323 |
409.75 |
410.75 |
403.00 |
403.25 |
-6.75 |
1,539 |
32,006 |
+373 |
| May11 |
100323 |
417.00 |
417.50 |
410.25 |
410.25 |
-6.75 |
139 |
4,458 |
+38 |
| Total Volume and Open Interest |
105,310 |
1,131,332 |
+1,765 |
| Wheat(CBOT) |
| May10 |
100323 |
485.25 |
489.00 |
475.50 |
476.75 |
-9.75 |
21,371 |
164,471 |
+38 |
| Jul10 |
100323 |
498.00 |
501.25 |
488.00 |
489.25 |
-9.75 |
7,694 |
133,432 |
+689 |
| Sep10 |
100323 |
513.00 |
516.00 |
504.00 |
505.25 |
-8.75 |
2,814 |
36,563 |
+572 |
| Dec10 |
100323 |
539.50 |
542.50 |
533.50 |
534.25 |
-6.50 |
7,679 |
67,851 |
-198 |
| Mar11 |
100323 |
564.00 |
567.50 |
559.75 |
560.00 |
-6.00 |
786 |
10,177 |
+313 |
| Total Volume and Open Interest |
40,982 |
428,362 |
+1,847 |
| Wheat(KCBT) |
| May10 |
100323 |
493.00 |
495.50 |
484.50 |
485.00 |
-9.00 |
5,447 |
44,991 |
-533 |
| Jul10 |
100323 |
503.25 |
506.00 |
495.50 |
495.75 |
-9.25 |
2,604 |
39,984 |
+312 |
| Sep10 |
100323 |
515.00 |
517.50 |
507.00 |
507.75 |
-8.75 |
367 |
7,093 |
-47 |
| Dec10 |
100323 |
533.00 |
534.00 |
525.00 |
525.25 |
-8.75 |
991 |
40,275 |
-134 |
| Mar11 |
100323 |
550.75 |
550.75 |
541.75 |
541.75 |
-8.75 |
726 |
4,542 |
+323 |
| Total Volume and Open Interest |
10,603 |
139,957 |
+350 |
| Wheat(MGE) |
| Mar10 |
100312 |
502.50 |
502.50 |
502.50 |
502.50 |
+6.00 |
|
|
|
| May10 |
100323 |
510.00 |
511.25 |
504.75 |
505.00 |
-6.25 |
1,899 |
14,534 |
-291 |
| Jul10 |
100323 |
522.25 |
523.50 |
515.75 |
516.00 |
-6.75 |
904 |
11,210 |
-218 |
| Sep10 |
100323 |
535.00 |
535.00 |
527.25 |
527.25 |
-7.50 |
71 |
5,688 |
-49 |
| Dec10 |
100323 |
551.50 |
552.00 |
544.50 |
544.50 |
-7.00 |
138 |
5,981 |
-17 |
| Total Volume and Open Interest |
3,034 |
39,002 |
-581 |
| Oats(CBOT) |
| May10 |
100323 |
220.00 |
221.00 |
215.50 |
216.50 |
-2.00 |
240 |
9,863 |
-91 |
| Jul10 |
100323 |
229.75 |
229.75 |
224.75 |
225.00 |
-2.00 |
56 |
3,592 |
+8 |
| Sep10 |
100323 |
233.75 |
233.75 |
231.00 |
231.00 |
-2.00 |
2 |
866 |
+0 |
| Dec10 |
100323 |
247.25 |
248.25 |
244.00 |
244.25 |
-1.75 |
6 |
1,718 |
+3 |
| Total Volume and Open Interest |
304 |
16,040 |
-80 |
| Rough Rice(CBOT) |
| May10 |
100323 |
12.83 |
12.88 |
12.74 |
12.74 |
-0.09 |
390 |
10,085 |
+27 |
| Jul10 |
100323 |
13.08 |
13.16 |
13.04 |
13.04 |
-0.09 |
191 |
1,760 |
+141 |
| Sep10 |
100323 |
12.83 |
12.89 |
12.72 |
12.72 |
-0.07 |
37 |
1,803 |
+13 |
| Nov10 |
100323 |
12.95 |
12.98 |
12.89 |
12.89 |
-0.06 |
13 |
1,133 |
+8 |
| Total Volume and Open Interest |
637 |
15,194 |
+195 |
| Live Cattle(CME) |
| Apr10 |
100323 |
97.100 |
97.300 |
95.250 |
95.700 |
-1.400 |
14,278 |
64,592 |
-6,499 |
| Jun10 |
100323 |
94.100 |
94.680 |
92.330 |
92.385 |
-1.695 |
24,422 |
158,287 |
+2,789 |
| Aug10 |
100323 |
91.250 |
91.830 |
89.730 |
89.885 |
-1.415 |
8,136 |
69,272 |
+769 |
| Oct10 |
100323 |
93.050 |
93.480 |
91.700 |
91.950 |
-1.130 |
3,494 |
33,827 |
+574 |
| Dec10 |
100323 |
95.230 |
95.650 |
93.930 |
94.250 |
-1.230 |
2,149 |
16,041 |
+908 |
| Feb11 |
100323 |
96.000 |
96.300 |
95.080 |
95.480 |
-0.970 |
959 |
9,105 |
+213 |
| Total Volume and Open Interest |
53,988 |
354,427 |
-865 |
| Feeder Cattle(CME) |
| Mar10 |
100323 |
105.000 |
105.550 |
104.550 |
105.385 |
+0.685 |
466 |
2,923 |
-174 |
| Apr10 |
100323 |
107.750 |
108.285 |
106.650 |
107.050 |
-0.400 |
1,417 |
8,737 |
-361 |
| May10 |
100323 |
109.350 |
109.885 |
108.285 |
108.750 |
-0.550 |
3,043 |
16,363 |
+525 |
| Aug10 |
100323 |
110.230 |
110.750 |
109.200 |
109.550 |
-0.850 |
1,618 |
10,528 |
+482 |
| Sep10 |
100323 |
109.900 |
110.300 |
108.635 |
109.500 |
-0.900 |
226 |
1,469 |
+92 |
| Oct10 |
100323 |
109.000 |
109.200 |
107.700 |
108.800 |
-0.700 |
167 |
797 |
+85 |
| Nov10 |
100323 |
109.180 |
109.180 |
107.250 |
108.900 |
-0.300 |
28 |
233 |
+19 |
| Total Volume and Open Interest |
6,971 |
41,087 |
+669 |
| Lean Hogs(CME) |
| Apr10 |
100323 |
73.150 |
73.350 |
71.600 |
71.930 |
-1.170 |
6,830 |
32,371 |
-1,037 |
| May10 |
100323 |
80.150 |
80.150 |
78.700 |
79.225 |
-0.625 |
305 |
6,046 |
+44 |
| Jun10 |
100323 |
82.930 |
83.250 |
81.785 |
82.050 |
-0.800 |
7,598 |
76,990 |
+354 |
| Jul10 |
100323 |
83.250 |
83.550 |
82.300 |
82.700 |
-0.450 |
1,476 |
26,906 |
+23 |
| Aug10 |
100323 |
82.150 |
82.250 |
81.100 |
81.650 |
-0.300 |
1,965 |
29,864 |
-363 |
| Oct10 |
100323 |
71.950 |
72.100 |
71.200 |
71.650 |
-0.250 |
622 |
18,645 |
+300 |
| Dec10 |
100323 |
69.035 |
69.200 |
68.580 |
69.100 |
-0.250 |
831 |
8,061 |
+572 |
| Feb11 |
100323 |
70.800 |
70.800 |
70.450 |
70.700 |
-0.200 |
136 |
2,336 |
+9 |
| Total Volume and Open Interest |
19,779 |
201,796 |
-85 |
| Pork Bellies(CME) |
| Mar10 |
100323 |
93.250 |
94.500 |
93.250 |
94.500 |
+3.000 |
1 |
10 |
-1 |
| May10 |
100323 |
93.000 |
96.150 |
93.000 |
96.150 |
+3.000 |
13 |
188 |
-4 |
| Jul10 |
100323 |
95.900 |
96.950 |
95.900 |
96.950 |
+1.050 |
0 |
64 |
+0 |
| Aug10 |
100323 |
88.000 |
91.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100323 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14 |
286 |
-5 |
| Class III Milk(CME) |
| Mar10 |
100323 |
12.81 |
12.81 |
12.79 |
12.80 |
+0.01 |
19 |
4,057 |
+51 |
| Apr10 |
100323 |
12.33 |
12.41 |
12.20 |
12.35 |
unch |
188 |
4,781 |
+28 |
| May10 |
100323 |
12.74 |
12.86 |
12.57 |
12.80 |
+0.05 |
171 |
4,379 |
+16 |
| Jun10 |
100323 |
13.45 |
13.55 |
13.23 |
13.44 |
-0.03 |
137 |
3,563 |
+3 |
| Jul10 |
100323 |
13.59 |
13.75 |
13.40 |
13.67 |
+0.03 |
85 |
2,640 |
+49 |
| Total Volume and Open Interest |
847 |
30,833 |
+230 |
| Cocoa(ICE) |
| May10 |
100323 |
2880 |
2935 |
2857 |
2895 |
+22 |
5,394 |
53,586 |
-862 |
| Jul10 |
100323 |
2914 |
2956 |
2891 |
2919 |
+20 |
1,845 |
32,497 |
+515 |
| Sep10 |
100323 |
2918 |
2976 |
2915 |
2941 |
+20 |
162 |
13,871 |
+85 |
| Dec10 |
100323 |
2945 |
3007 |
2945 |
2968 |
+19 |
139 |
9,333 |
-15 |
| Mar11 |
100323 |
2996 |
3022 |
2981 |
2984 |
+16 |
143 |
12,158 |
-20 |
| May11 |
100323 |
3001 |
3026 |
2989 |
2989 |
+16 |
15 |
5,220 |
+0 |
| Jul11 |
100323 |
3001 |
3001 |
3001 |
3001 |
+16 |
10 |
2,670 |
+10 |
| Total Volume and Open Interest |
7,708 |
130,908 |
-287 |
| Coffee "C"(ICE) |
| May10 |
100323 |
133.00 |
135.00 |
132.40 |
134.75 |
+1.75 |
12,948 |
72,258 |
+819 |
| Jul10 |
100323 |
134.80 |
136.45 |
134.10 |
136.35 |
+1.65 |
2,018 |
22,731 |
-46 |
| Sep10 |
100323 |
136.30 |
138.00 |
135.75 |
137.85 |
+1.55 |
1,161 |
13,620 |
+316 |
| Dec10 |
100323 |
138.65 |
139.75 |
138.00 |
139.70 |
+1.50 |
717 |
9,073 |
-35 |
| Mar11 |
100323 |
140.20 |
141.40 |
139.90 |
141.35 |
+1.45 |
101 |
5,431 |
+69 |
| May11 |
100323 |
142.60 |
142.60 |
142.60 |
142.60 |
+1.35 |
54 |
789 |
+3 |
| Total Volume and Open Interest |
17,212 |
124,866 |
+1,044 |
| Orange Juice(ICE) |
| May10 |
100323 |
144.80 |
145.25 |
141.55 |
142.50 |
-2.05 |
921 |
25,863 |
+2 |
| Jul10 |
100323 |
147.05 |
147.60 |
144.00 |
145.00 |
-2.05 |
242 |
7,339 |
+51 |
| Sep10 |
100323 |
148.60 |
148.60 |
145.20 |
146.05 |
-2.20 |
81 |
1,775 |
+32 |
| Nov10 |
100323 |
146.70 |
146.75 |
146.00 |
146.60 |
-1.95 |
16 |
781 |
+8 |
| Jan11 |
100323 |
148.40 |
148.40 |
147.80 |
148.25 |
-1.65 |
1 |
671 |
+1 |
| Mar11 |
100323 |
150.95 |
150.95 |
150.80 |
150.80 |
-1.60 |
11 |
86 |
+11 |
| Total Volume and Open Interest |
1,272 |
36,726 |
+105 |
| Sugar #11(ICE) |
| May10 |
100323 |
17.80 |
17.80 |
16.40 |
16.57 |
-1.27 |
52,358 |
274,583 |
-4,310 |
| Jul10 |
100323 |
17.62 |
17.62 |
16.35 |
16.45 |
-1.17 |
28,012 |
191,910 |
-1,004 |
| Oct10 |
100323 |
17.33 |
17.34 |
16.36 |
16.46 |
-1.00 |
11,150 |
131,833 |
-756 |
| Mar11 |
100323 |
17.50 |
17.50 |
16.70 |
16.78 |
-0.80 |
6,370 |
58,876 |
-837 |
| May11 |
100323 |
16.30 |
17.10 |
16.30 |
16.50 |
-0.64 |
1,548 |
18,691 |
+89 |
| Total Volume and Open Interest |
102,913 |
744,025 |
-6,180 |
| London Cocoa(LCE) |
| May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
| Jul10 |
100323 |
2227 |
2244 |
2214 |
2227 |
+9 |
2,958 |
36,750 |
+145 |
| Sep10 |
100323 |
2181 |
2192 |
2167 |
2184 |
+14 |
187 |
21,615 |
-89 |
| Dec10 |
100323 |
2155 |
2163 |
2140 |
2158 |
+10 |
689 |
15,922 |
+596 |
| Mar11 |
100323 |
2122 |
2135 |
2122 |
2125 |
+9 |
476 |
15,252 |
+5 |
| Jul11 |
100323 |
2119 |
2119 |
2119 |
2119 |
+13 |
2 |
654 |
+0 |
| Total Volume and Open Interest |
11,546 |
151,434 |
-1,832 |
| London Sugar(LCE) |
| May10 |
100323 |
504.10 |
504.70 |
472.00 |
473.70 |
-33.80 |
3,342 |
26,345 |
-384 |
| Aug10 |
100323 |
491.40 |
491.40 |
455.10 |
457.00 |
-36.50 |
1,451 |
23,531 |
+578 |
| Oct10 |
100323 |
470.00 |
471.60 |
445.10 |
447.50 |
-30.20 |
327 |
9,070 |
-20 |
| Dec10 |
100323 |
465.40 |
468.70 |
452.40 |
452.40 |
-23.70 |
156 |
2,437 |
+13 |
| Mar11 |
100323 |
471.20 |
475.00 |
463.60 |
463.60 |
-19.30 |
96 |
1,187 |
+53 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100323 |
82.49 |
82.96 |
82.00 |
82.89 |
+0.40 |
6,437 |
100,773 |
-655 |
| Jul10 |
100323 |
83.28 |
83.76 |
82.81 |
83.68 |
+0.35 |
2,071 |
45,914 |
+358 |
| Oct10 |
100323 |
76.69 |
76.94 |
76.65 |
76.94 |
+0.36 |
5 |
169 |
-1 |
| Dec10 |
100323 |
74.85 |
75.40 |
74.80 |
75.38 |
+0.42 |
1,182 |
34,567 |
+294 |
| Mar11 |
100323 |
76.10 |
76.40 |
76.10 |
76.40 |
+0.39 |
276 |
3,566 |
-31 |
| May11 |
100323 |
76.66 |
76.66 |
76.51 |
76.66 |
+0.15 |
40 |
91 |
+37 |
| Total Volume and Open Interest |
10,126 |
187,786 |
+60 |
| Lumber(CME) |
| May10 |
100323 |
279.4 |
279.4 |
275.7 |
277.1 |
-1.7 |
565 |
6,014 |
+105 |
| Jul10 |
100323 |
290.0 |
290.3 |
287.3 |
289.7 |
-3.2 |
152 |
2,620 |
+73 |
| Sep10 |
100323 |
285.1 |
287.9 |
284.8 |
287.8 |
-0.2 |
21 |
760 |
+14 |
| Nov10 |
100323 |
268.0 |
271.0 |
268.0 |
271.0 |
-2.0 |
0 |
200 |
+0 |
| Total Volume and Open Interest |
738 |
9,594 |
+192 |
| Crude Oil(NYM) |
| May10 |
100323 |
81.81 |
82.20 |
80.85 |
81.91 |
+0.31 |
327,502 |
342,543 |
-18,628 |
| Jun10 |
100323 |
82.19 |
82.54 |
81.23 |
82.25 |
+0.28 |
71,094 |
163,608 |
-25,794 |
| Jul10 |
100323 |
82.56 |
82.92 |
81.65 |
82.63 |
+0.25 |
23,490 |
90,467 |
-4,206 |
| Aug10 |
100323 |
82.40 |
83.20 |
82.00 |
82.96 |
+0.22 |
11,371 |
34,005 |
-2,014 |
| Sep10 |
100323 |
83.00 |
83.42 |
82.36 |
83.23 |
+0.21 |
8,847 |
41,752 |
+483 |
| Oct10 |
100323 |
82.93 |
83.56 |
82.51 |
83.44 |
+0.19 |
6,965 |
22,317 |
+730 |
| Nov10 |
100323 |
83.03 |
83.63 |
82.79 |
83.63 |
+0.17 |
4,573 |
25,561 |
+92 |
| Dec10 |
100323 |
83.63 |
84.08 |
82.90 |
83.84 |
+0.16 |
24,813 |
209,053 |
-1,775 |
| Jan11 |
100323 |
83.91 |
84.01 |
83.74 |
83.95 |
+0.15 |
1,812 |
30,348 |
+436 |
| Feb11 |
100323 |
84.05 |
84.07 |
84.05 |
84.07 |
+0.14 |
835 |
17,739 |
-142 |
| Mar11 |
100323 |
84.19 |
84.19 |
84.19 |
84.19 |
+0.14 |
1,877 |
14,920 |
+808 |
| Apr11 |
100323 |
84.30 |
84.30 |
84.30 |
84.30 |
+0.13 |
749 |
13,418 |
+161 |
| May11 |
100323 |
84.40 |
84.40 |
84.40 |
84.40 |
+0.13 |
409 |
4,486 |
+99 |
| Jun11 |
100323 |
84.38 |
84.50 |
84.38 |
84.50 |
+0.14 |
1,415 |
30,064 |
-181 |
| Jul11 |
100323 |
84.57 |
84.57 |
84.57 |
84.57 |
+0.14 |
114 |
4,195 |
-10 |
| Aug11 |
100323 |
84.64 |
84.64 |
84.64 |
84.64 |
+0.14 |
41 |
3,409 |
+0 |
| Total Volume and Open Interest |
649,317 |
1,324,564 |
-78,902 |
| 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 |
100323 |
82.200 |
82.500 |
81.325 |
82.250 |
+0.275 |
233 |
582 |
+57 |
| Jul10 |
100323 |
82.400 |
82.700 |
82.275 |
82.625 |
+0.250 |
37 |
124 |
+0 |
| Aug10 |
100323 |
82.625 |
83.050 |
82.625 |
82.950 |
+0.200 |
2 |
5 |
+1 |
| Sep10 |
100323 |
82.650 |
83.225 |
82.650 |
83.225 |
+0.200 |
2 |
7 |
-1 |
| Oct10 |
100323 |
83.450 |
83.450 |
83.450 |
83.450 |
+0.200 |
1 |
11 |
+0 |
| Nov10 |
100323 |
83.400 |
83.625 |
83.400 |
83.625 |
+0.175 |
0 |
3 |
+0 |
| Dec10 |
100323 |
83.850 |
83.850 |
83.850 |
83.850 |
+0.175 |
2 |
55 |
+0 |
| Total Volume and Open Interest |
10,553 |
5,219 |
-1,799 |
| Heating Oil(NYM) |
| Apr10 |
100323 |
208.75 |
210.46 |
206.83 |
210.18 |
+1.81 |
32,431 |
49,210 |
-4,440 |
| May10 |
100323 |
209.83 |
211.66 |
208.19 |
211.43 |
+1.64 |
35,304 |
81,046 |
+793 |
| Jun10 |
100323 |
211.29 |
212.99 |
209.67 |
212.74 |
+1.45 |
19,710 |
50,921 |
-886 |
| Jul10 |
100323 |
212.82 |
214.50 |
211.94 |
214.34 |
+1.25 |
4,102 |
24,078 |
+251 |
| Aug10 |
100323 |
214.69 |
216.21 |
213.80 |
216.04 |
+1.15 |
3,019 |
13,352 |
+70 |
| Sep10 |
100323 |
215.75 |
218.15 |
215.25 |
217.85 |
+1.02 |
1,885 |
14,249 |
-4 |
| Oct10 |
100323 |
217.80 |
220.31 |
217.58 |
219.91 |
+1.01 |
1,310 |
11,026 |
+152 |
| Nov10 |
100323 |
220.43 |
222.16 |
220.43 |
222.11 |
+0.98 |
1,077 |
9,937 |
+47 |
| Dec10 |
100323 |
223.41 |
224.74 |
222.10 |
224.36 |
+0.94 |
6,816 |
31,355 |
+479 |
| Jan11 |
100323 |
226.48 |
226.48 |
226.48 |
226.48 |
+0.94 |
511 |
13,049 |
-166 |
| Feb11 |
100323 |
227.58 |
227.58 |
226.95 |
227.58 |
+0.93 |
214 |
4,378 |
+1 |
| Mar11 |
100323 |
227.68 |
227.68 |
227.68 |
227.68 |
+0.91 |
116 |
6,282 |
+19 |
| Total Volume and Open Interest |
107,352 |
325,660 |
-3,775 |
| Gasoline(NYMEX) |
| Apr10 |
100323 |
226.23 |
226.64 |
223.23 |
226.28 |
+0.66 |
32,845 |
47,921 |
-8,020 |
| May10 |
100323 |
226.48 |
226.60 |
223.21 |
226.25 |
+0.65 |
29,872 |
108,055 |
+4,209 |
| Jun10 |
100323 |
224.80 |
225.76 |
222.59 |
225.49 |
+0.71 |
14,745 |
53,931 |
+1,165 |
| Jul10 |
100323 |
222.57 |
224.66 |
221.66 |
224.53 |
+0.79 |
4,870 |
31,040 |
+1,267 |
| Aug10 |
100323 |
221.80 |
223.41 |
220.76 |
223.41 |
+0.90 |
2,066 |
13,061 |
+152 |
| Sep10 |
100323 |
221.01 |
222.22 |
219.65 |
222.22 |
+0.98 |
1,828 |
20,748 |
+204 |
| Oct10 |
100323 |
209.21 |
211.23 |
208.40 |
211.23 |
+1.03 |
472 |
10,063 |
+86 |
| Nov10 |
100323 |
208.50 |
209.57 |
208.25 |
209.57 |
+0.95 |
180 |
12,608 |
-7 |
| Dec10 |
100323 |
208.24 |
209.25 |
207.11 |
209.17 |
+0.93 |
1,100 |
11,835 |
-143 |
| Jan11 |
100323 |
210.62 |
210.62 |
210.62 |
210.62 |
+0.93 |
221 |
4,130 |
+105 |
| Total Volume and Open Interest |
88,364 |
321,964 |
-971 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100323 |
226.30 |
226.30 |
226.28 |
226.30 |
+0.70 |
0 |
13 |
+0 |
| May10 |
100323 |
226.30 |
226.30 |
226.25 |
226.30 |
+0.70 |
0 |
9 |
+0 |
| Jun10 |
100323 |
225.50 |
225.50 |
225.49 |
225.50 |
+0.70 |
|
|
|
| Jul10 |
100323 |
224.50 |
224.53 |
224.50 |
224.50 |
+0.80 |
|
|
|
| Total Volume and Open Interest |
0 |
24 |
+0 |
| Natural Gas(NYM) |
| Apr10 |
100323 |
4.116 |
4.160 |
4.058 |
4.130 |
+0.051 |
74,118 |
70,669 |
-11,173 |
| May10 |
100323 |
4.192 |
4.217 |
4.115 |
4.190 |
+0.045 |
43,351 |
225,902 |
+3,394 |
| Jun10 |
100323 |
4.285 |
4.285 |
4.180 |
4.258 |
+0.047 |
20,599 |
54,775 |
+1,886 |
| Jul10 |
100323 |
4.318 |
4.374 |
4.270 |
4.352 |
+0.048 |
11,782 |
66,846 |
+2,140 |
| Aug10 |
100323 |
4.402 |
4.441 |
4.358 |
4.423 |
+0.044 |
4,036 |
31,172 |
+658 |
| Sep10 |
100323 |
4.448 |
4.476 |
4.380 |
4.459 |
+0.042 |
4,599 |
36,387 |
+1,049 |
| Oct10 |
100323 |
4.560 |
4.595 |
4.489 |
4.570 |
+0.041 |
11,658 |
58,518 |
-318 |
| Nov10 |
100323 |
4.947 |
4.958 |
4.876 |
4.932 |
+0.016 |
3,054 |
15,662 |
+979 |
| Dec10 |
100323 |
5.379 |
5.398 |
5.298 |
5.349 |
-0.014 |
3,386 |
25,735 |
+767 |
| Jan11 |
100323 |
5.601 |
5.625 |
5.504 |
5.572 |
-0.018 |
9,312 |
40,442 |
+1,205 |
| Feb11 |
100323 |
5.556 |
5.570 |
5.495 |
5.536 |
-0.024 |
514 |
16,268 |
+166 |
| Mar11 |
100323 |
5.481 |
5.481 |
5.383 |
5.424 |
-0.026 |
2,342 |
35,967 |
+419 |
| Apr11 |
100323 |
5.171 |
5.187 |
5.100 |
5.160 |
-0.027 |
2,130 |
29,401 |
+834 |
| May11 |
100323 |
5.170 |
5.170 |
5.123 |
5.155 |
-0.032 |
119 |
14,962 |
+2 |
| Jun11 |
100323 |
5.219 |
5.220 |
5.182 |
5.198 |
-0.034 |
65 |
6,195 |
+43 |
| Jul11 |
100323 |
5.250 |
5.263 |
5.250 |
5.263 |
-0.035 |
34 |
4,680 |
+19 |
| Total Volume and Open Interest |
192,850 |
844,965 |
+1,810 |
| Brent Crude Oil(ICE) |
| May10 |
100323 |
80.74 |
81.17 |
79.85 |
80.70 |
+0.16 |
163,709 |
253,068 |
-2,580 |
| Jun10 |
100323 |
80.99 |
81.48 |
80.20 |
81.10 |
+0.21 |
83,090 |
212,960 |
+5,556 |
| Jul10 |
100323 |
81.38 |
81.80 |
80.62 |
81.51 |
+0.22 |
32,170 |
77,014 |
+5,406 |
| Aug10 |
100323 |
81.74 |
82.09 |
81.02 |
81.87 |
+0.23 |
12,043 |
42,329 |
+3,258 |
| Sep10 |
100323 |
82.05 |
82.29 |
81.32 |
82.18 |
+0.23 |
7,969 |
25,191 |
+2,012 |
| Oct10 |
100323 |
82.32 |
82.58 |
81.58 |
82.44 |
+0.22 |
6,289 |
21,475 |
+1,085 |
| Nov10 |
100323 |
82.55 |
82.74 |
81.80 |
82.66 |
+0.22 |
4,792 |
14,424 |
+97 |
| Dec10 |
100323 |
82.77 |
83.10 |
82.00 |
82.86 |
+0.21 |
18,683 |
92,808 |
-1,006 |
| Jan11 |
100323 |
82.59 |
83.04 |
82.58 |
83.04 |
+0.20 |
1,600 |
12,470 |
-491 |
| Feb11 |
100323 |
83.20 |
83.22 |
83.20 |
83.22 |
+0.19 |
1,066 |
6,432 |
-122 |
| Mar11 |
100323 |
83.41 |
83.41 |
83.41 |
83.41 |
+0.19 |
1,278 |
7,719 |
+355 |
| Apr11 |
100323 |
83.61 |
83.61 |
83.61 |
83.61 |
+0.18 |
385 |
4,472 |
+66 |
| May11 |
100323 |
83.79 |
83.79 |
83.79 |
83.79 |
+0.17 |
86 |
3,053 |
+19 |
| Jun11 |
100323 |
83.90 |
83.95 |
83.80 |
83.95 |
+0.15 |
403 |
18,417 |
+325 |
| Total Volume and Open Interest |
336,780 |
887,040 |
+14,840 |
| Gas Oil(ICE) |
| Apr10 |
100323 |
668.00 |
672.50 |
662.25 |
670.25 |
+8.00 |
42,802 |
104,193 |
-2,846 |
| May10 |
100323 |
667.75 |
671.00 |
660.50 |
668.75 |
+8.00 |
46,036 |
103,926 |
+4,618 |
| Jun10 |
100323 |
667.00 |
672.00 |
662.00 |
670.25 |
+8.25 |
28,619 |
67,036 |
+408 |
| Jul10 |
100323 |
668.75 |
675.25 |
668.25 |
674.25 |
+8.00 |
7,534 |
32,464 |
+1,650 |
| Aug10 |
100323 |
679.50 |
679.50 |
675.50 |
678.75 |
+7.75 |
2,871 |
27,051 |
+1,333 |
| Sep10 |
100323 |
678.50 |
685.25 |
677.00 |
683.25 |
+7.50 |
2,668 |
30,051 |
-648 |
| Oct10 |
100323 |
683.75 |
688.25 |
683.00 |
687.25 |
+7.25 |
2,151 |
18,284 |
-107 |
| Nov10 |
100323 |
692.00 |
692.00 |
688.25 |
690.75 |
+7.25 |
1,560 |
14,982 |
-243 |
| Dec10 |
100323 |
690.75 |
696.00 |
686.50 |
694.25 |
+7.25 |
13,299 |
76,357 |
+2,902 |
| Jan11 |
100323 |
695.75 |
698.75 |
695.75 |
698.75 |
+7.25 |
592 |
21,760 |
-645 |
| Total Volume and Open Interest |
152,229 |
564,504 |
+7,969 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100323 |
1.570 |
1.570 |
1.557 |
1.564 |
-0.004 |
167 |
652 |
-75 |
| May10 |
100323 |
1.591 |
1.591 |
1.580 |
1.587 |
-0.008 |
187 |
1,082 |
+15 |
| Jun10 |
100323 |
1.610 |
1.612 |
1.606 |
1.610 |
-0.009 |
93 |
848 |
+10 |
| Jul10 |
100323 |
1.633 |
1.633 |
1.629 |
1.632 |
-0.006 |
46 |
1,327 |
+8 |
| Aug10 |
100323 |
1.633 |
1.633 |
1.629 |
1.632 |
-0.008 |
25 |
651 |
+15 |
| Sep10 |
100323 |
1.640 |
1.640 |
1.634 |
1.635 |
-0.010 |
35 |
651 |
+25 |
| Oct10 |
100323 |
1.644 |
1.644 |
1.640 |
1.641 |
-0.011 |
35 |
622 |
+16 |
| Total Volume and Open Interest |
734 |
8,626 |
+110 |
| US Dollar Index(ICE) |
| Jun10 |
100323 |
80.785 |
81.250 |
80.775 |
81.118 |
+0.235 |
27,091 |
50,177 |
+5,216 |
| Sep10 |
100323 |
81.270 |
81.412 |
81.270 |
81.412 |
+0.255 |
25 |
2,297 |
+1 |
| Dec10 |
100323 |
81.662 |
81.662 |
81.662 |
81.662 |
+0.255 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
27,116 |
52,475 |
+5,217 |
| Australian Dollar(CME) |
| Jun10 |
100323 |
91.02 |
91.16 |
90.54 |
90.90 |
+0.01 |
84,728 |
127,260 |
-9,384 |
| Sep10 |
100323 |
89.68 |
90.18 |
89.62 |
89.95 |
+0.01 |
80 |
160 |
-10 |
| Dec10 |
100323 |
88.96 |
88.96 |
88.96 |
88.96 |
unch |
0 |
11 |
+0 |
| Total Volume and Open Interest |
84,808 |
127,431 |
-9,394 |
| British Pound(CME) |
| Jun10 |
100323 |
150.98 |
151.05 |
149.65 |
150.24 |
-0.59 |
137,104 |
132,401 |
+8,649 |
| Sep10 |
100323 |
150.87 |
150.87 |
149.61 |
150.16 |
-0.61 |
629 |
492 |
+32 |
| Dec10 |
100323 |
150.10 |
150.73 |
150.10 |
150.12 |
-0.61 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
137,733 |
132,918 |
+8,681 |
| Canadian Dollar(CME) |
| Jun10 |
100323 |
98.21 |
98.50 |
97.75 |
98.26 |
+0.22 |
85,365 |
144,076 |
+772 |
| Sep10 |
100323 |
98.30 |
98.42 |
97.74 |
98.23 |
+0.22 |
403 |
1,392 |
-41 |
| Dec10 |
100323 |
98.13 |
98.33 |
98.00 |
98.11 |
+0.22 |
116 |
790 |
-90 |
| Mar11 |
100323 |
97.94 |
98.05 |
97.65 |
97.94 |
+0.21 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
85,886 |
146,423 |
+642 |
| Japanese Yen(CME) |
| Jun10 |
100323 |
111.06 |
111.08 |
110.57 |
110.65 |
-0.36 |
76,693 |
96,254 |
-1,490 |
| Sep10 |
100323 |
110.83 |
111.10 |
110.72 |
110.74 |
-0.36 |
138 |
419 |
+69 |
| Dec10 |
100323 |
110.87 |
111.24 |
110.87 |
110.87 |
-0.37 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
76,831 |
96,705 |
-1,421 |
| Swiss Franc(CME) |
| Jun10 |
100323 |
94.60 |
94.89 |
94.05 |
94.63 |
+0.13 |
46,772 |
29,092 |
-1,503 |
| Sep10 |
100323 |
94.92 |
94.95 |
94.58 |
94.71 |
+0.13 |
24 |
456 |
+20 |
| Dec10 |
100323 |
94.80 |
94.96 |
94.51 |
94.80 |
+0.13 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
46,796 |
29,553 |
-1,483 |
| EuroFX(CME) |
| Jun10 |
100323 |
135.65 |
135.70 |
134.75 |
134.89 |
-0.55 |
286,789 |
186,438 |
+10,513 |
| Sep10 |
100323 |
135.58 |
135.62 |
134.76 |
134.88 |
-0.54 |
319 |
1,636 |
-31 |
| Dec10 |
100323 |
135.50 |
135.50 |
134.87 |
134.87 |
-0.53 |
0 |
80 |
+0 |
| Total Volume and Open Interest |
287,108 |
188,159 |
+10,482 |
| Mexican Peso(CME) |
| Apr10 |
100323 |
798.0 |
798.0 |
794.8 |
798.0 |
+3.2 |
5 |
8 |
+0 |
| May10 |
100323 |
795.0 |
795.0 |
791.8 |
795.0 |
+3.2 |
|
|
|
| Total Volume and Open Interest |
19,672 |
132,564 |
+1,530 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100323 |
117~300 |
118~050 |
117~180 |
117~190 |
-0~120 |
232,417 |
658,847 |
+11,054 |
| Sep10 |
100323 |
116~170 |
116~250 |
116~170 |
116~170 |
-0~080 |
2 |
108 |
+1 |
| Dec10 |
100323 |
115~110 |
115~110 |
115~110 |
115~110 |
|
|
|
|
| 10-Year T-Notes(CBOT) |
| Jun10 |
100323 |
117~095 |
117~150 |
117~065 |
117~090 |
unch |
732,150 |
1,412,614 |
+21,585 |
| Sep10 |
100323 |
115~280 |
115~280 |
115~270 |
115~270 |
unch |
218 |
1,284 |
+106 |
| Dec10 |
100323 |
114~130 |
114~130 |
114~130 |
114~130 |
unch |
|
|
|
| Total Volume and Open Interest |
738,668 |
1,428,085 |
+20,710 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100323 |
115~040 |
115~060 |
115~033 |
115~040 |
+0~002 |
399,855 |
899,074 |
-13,714 |
| Sep10 |
100323 |
114~034 |
114~034 |
114~022 |
114~024 |
+0~002 |
|
|
|
| Dec10 |
100323 |
113~008 |
113~008 |
113~006 |
113~008 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
402,949 |
917,610 |
-15,291 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100323 |
108~059 |
108~069 |
108~058 |
108~061 |
+0~003 |
231,023 |
874,592 |
+4,842 |
| Sep10 |
100323 |
107~117 |
107~117 |
107~114 |
107~117 |
+0~003 |
210 |
106 |
+105 |
| Dec10 |
100323 |
107~045 |
107~045 |
107~042 |
107~045 |
+0~003 |
|
|
|
| Total Volume and Open Interest |
232,907 |
888,008 |
+4,041 |
| Eurodollars(CME) |
| Jun10 |
100323 |
99.605 |
99.630 |
99.600 |
99.620 |
+0.015 |
271,142 |
1,185,153 |
-1,280 |
| Sep10 |
100323 |
99.425 |
99.460 |
99.415 |
99.435 |
+0.015 |
368,247 |
964,389 |
-22,554 |
| Dec10 |
100323 |
99.140 |
99.185 |
99.135 |
99.150 |
+0.010 |
427,888 |
1,120,506 |
+2,569 |
| Mar11 |
100323 |
98.800 |
98.855 |
98.795 |
98.820 |
+0.020 |
327,668 |
679,505 |
-9,753 |
| Jun11 |
100323 |
98.430 |
98.495 |
98.420 |
98.460 |
+0.035 |
334,737 |
869,539 |
+12,794 |
| Sep11 |
100323 |
98.070 |
98.140 |
98.060 |
98.110 |
+0.040 |
219,433 |
649,041 |
+6,825 |
| Dec11 |
100323 |
97.735 |
97.805 |
97.725 |
97.775 |
+0.040 |
176,989 |
424,928 |
-8,069 |
| Mar12 |
100323 |
97.450 |
97.515 |
97.440 |
97.485 |
+0.040 |
140,637 |
313,277 |
+1,559 |
| Jun12 |
100323 |
97.170 |
97.240 |
97.165 |
97.210 |
+0.040 |
57,342 |
210,578 |
-4,370 |
| Sep12 |
100323 |
96.910 |
96.985 |
96.900 |
96.960 |
+0.045 |
40,038 |
147,483 |
-1,687 |
| Dec12 |
100323 |
96.660 |
96.735 |
96.660 |
96.710 |
+0.050 |
39,000 |
133,130 |
+1,035 |
| Mar13 |
100323 |
96.460 |
96.530 |
96.460 |
96.510 |
+0.055 |
30,122 |
104,564 |
+82 |
| Jun13 |
100323 |
96.280 |
96.335 |
96.280 |
96.320 |
+0.060 |
11,244 |
74,371 |
-1,741 |
| Sep13 |
100323 |
96.080 |
96.155 |
96.080 |
96.145 |
+0.060 |
7,492 |
63,384 |
-500 |
| Dec13 |
100323 |
95.925 |
95.975 |
95.925 |
95.965 |
+0.060 |
6,345 |
37,482 |
+197 |
| Mar14 |
100323 |
95.780 |
95.835 |
95.780 |
95.825 |
+0.065 |
5,523 |
39,294 |
-494 |
| Jun14 |
100323 |
95.635 |
95.690 |
95.635 |
95.680 |
+0.065 |
3,198 |
32,637 |
-55 |
| Sep14 |
100323 |
95.510 |
95.560 |
95.505 |
95.555 |
+0.065 |
2,883 |
19,335 |
+137 |
| Total Volume and Open Interest |
2,518,695 |
7,301,431 |
-24,543 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100323 |
99.830 |
99.832 |
99.827 |
99.830 |
+0.003 |
2,832 |
75,474 |
+993 |
| Apr10 |
100323 |
99.805 |
99.815 |
99.800 |
99.805 |
+0.005 |
6,078 |
82,774 |
+380 |
| May10 |
100323 |
99.795 |
99.805 |
99.790 |
99.795 |
+0.005 |
8,389 |
76,326 |
+1,186 |
| Jun10 |
100323 |
99.785 |
99.790 |
99.780 |
99.785 |
+0.005 |
8,948 |
89,077 |
-1,671 |
| Jul10 |
100323 |
99.760 |
99.770 |
99.750 |
99.760 |
+0.010 |
9,114 |
78,335 |
-2,228 |
| Aug10 |
100323 |
99.725 |
99.735 |
99.710 |
99.720 |
+0.010 |
9,880 |
59,172 |
-2,898 |
| Total Volume and Open Interest |
82,391 |
687,015 |
+3,091 |
| 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 |
100323 |
99.600 |
99.605 |
99.600 |
99.600 |
-0.010 |
0 |
550 |
+550 |
| Sep10 |
100323 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.010 |
0 |
2,230 |
+0 |
| Dec10 |
100323 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.010 |
0 |
242 |
+0 |
| Mar11 |
100323 |
99.610 |
99.610 |
99.610 |
99.610 |
-0.010 |
0 |
4 |
+0 |
| Jun11 |
100323 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.010 |
|
|
|
| Sep11 |
100323 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.010 |
|
|
|
| Dec11 |
100323 |
99.500 |
99.500 |
99.500 |
99.500 |
-0.010 |
|
|
|
| Mar12 |
100323 |
99.465 |
99.465 |
99.465 |
99.465 |
-0.010 |
|
|
|
| Jun12 |
100323 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.010 |
|
|
|
| Sep12 |
100323 |
99.575 |
99.575 |
99.575 |
99.575 |
-0.010 |
|
|
|
| Total Volume and Open Interest |
0 |
3,026 |
+0 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100323 |
99.61 |
99.61 |
99.60 |
99.60 |
-0.01 |
434 |
4,565 |
+0 |
| Sep10 |
100323 |
99.61 |
99.62 |
99.61 |
99.61 |
-0.01 |
25 |
3,967 |
+0 |
| Dec10 |
100323 |
99.62 |
99.62 |
99.61 |
99.62 |
-0.01 |
0 |
1,310 |
+0 |
| Mar11 |
100323 |
99.62 |
99.62 |
99.61 |
99.61 |
-0.01 |
0 |
1,316 |
+0 |
| Jun11 |
100323 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
0 |
56 |
+0 |
| Sep11 |
100323 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.01 |
0 |
51 |
+0 |
| Dec11 |
100323 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
102 |
+0 |
| Mar12 |
100323 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
459 |
13,041 |
+303 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100323 |
138.62 |
138.96 |
138.55 |
138.88 |
+0.26 |
1,451 |
19,061 |
+19,061 |
| Sep10 |
100323 |
138.88 |
138.88 |
138.88 |
138.88 |
+0.20 |
|
|
|
| Dec10 |
100323 |
136.79 |
136.79 |
136.79 |
136.79 |
+0.20 |
|
|
|
| Total Volume and Open Interest |
2,894 |
17,846 |
-863 |
| Euro-Bund(EUREX) |
| Jun10 |
100323 |
123.56 |
123.78 |
123.53 |
123.67 |
+0.09 |
723,182 |
1,000,242 |
-1,968 |
| Sep10 |
100323 |
123.04 |
123.10 |
122.91 |
123.05 |
+0.11 |
116 |
26 |
+0 |
| Dec10 |
100323 |
122.67 |
122.67 |
122.67 |
122.67 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
723,298 |
1,000,268 |
-1,968 |
| Euro-Bobl(EUREX) |
| Jun10 |
100323 |
117.06 |
117.20 |
117.03 |
117.12 |
+0.07 |
445,928 |
835,942 |
+2,906 |
| Sep10 |
100323 |
116.78 |
116.78 |
116.78 |
116.78 |
+0.01 |
132 |
97 |
-3 |
| Dec10 |
100323 |
116.53 |
116.53 |
116.53 |
116.53 |
-0.41 |
|
|
|
| Total Volume and Open Interest |
446,060 |
836,039 |
-21,629 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100323 |
99.290 |
99.300 |
99.290 |
99.300 |
+0.025 |
1,277 |
7,719 |
+746 |
| Sep10 |
100323 |
99.095 |
99.110 |
99.095 |
99.110 |
+0.025 |
152 |
2,383 |
+26 |
| Total Volume and Open Interest |
1,478 |
14,443 |
+778 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100323 |
115~19 |
115~22 |
115~08 |
115~16 |
unch |
79,108 |
272,256 |
+1,057 |
| Total Volume and Open Interest |
79,112 |
285,401 |
+1,059 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100323 |
99.28 |
99.29 |
99.27 |
99.28 |
unch |
31,654 |
377,908 |
+1,861 |
| Sep10 |
100323 |
99.13 |
99.14 |
99.11 |
99.13 |
+0.01 |
40,225 |
412,277 |
+3,993 |
| Dec10 |
100323 |
98.86 |
98.88 |
98.83 |
98.87 |
+0.01 |
65,702 |
416,961 |
+5,140 |
| Mar11 |
100323 |
98.55 |
98.59 |
98.51 |
98.57 |
+0.03 |
66,560 |
314,643 |
+238 |
| Jun11 |
100323 |
98.20 |
98.26 |
98.16 |
98.24 |
+0.05 |
56,880 |
244,669 |
+2,882 |
| Sep11 |
100323 |
97.85 |
97.92 |
97.82 |
97.90 |
+0.06 |
28,518 |
136,200 |
+248 |
| Total Volume and Open Interest |
388,036 |
2,278,311 |
+12,607 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100323 |
99.280 |
99.300 |
99.275 |
99.300 |
+0.025 |
136,551 |
833,514 |
+2,123 |
| Sep10 |
100323 |
99.085 |
99.120 |
99.075 |
99.110 |
+0.025 |
100,354 |
801,118 |
-13,396 |
| Dec10 |
100323 |
98.885 |
98.915 |
98.875 |
98.900 |
+0.020 |
132,833 |
481,472 |
-3,545 |
| Total Volume and Open Interest |
797,782 |
3,665,758 |
-36,770 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100323 |
95.34 |
95.36 |
95.33 |
95.35 |
unch |
13,985 |
270,193 |
-2,450 |
| Sep10 |
100323 |
94.95 |
94.98 |
94.94 |
94.96 |
+0.01 |
9,554 |
162,902 |
+984 |
| Dec10 |
100323 |
94.66 |
94.69 |
94.65 |
94.67 |
unch |
3,989 |
104,117 |
+644 |
| Mar11 |
100323 |
94.46 |
94.49 |
94.45 |
94.48 |
+0.01 |
1,928 |
42,215 |
-438 |
| Jun11 |
100323 |
94.32 |
94.35 |
94.30 |
94.32 |
-0.01 |
1,712 |
39,992 |
+104 |
| Sep11 |
100323 |
94.22 |
94.24 |
94.19 |
94.22 |
unch |
921 |
21,003 |
-7 |
| Dec11 |
100323 |
94.14 |
94.17 |
94.11 |
94.16 |
unch |
558 |
11,458 |
+135 |
| Mar12 |
100323 |
94.06 |
94.11 |
94.05 |
94.11 |
unch |
1,560 |
7,587 |
-133 |
| Jun12 |
100323 |
94.06 |
94.10 |
94.03 |
94.10 |
+0.01 |
0 |
2,135 |
+0 |
| Sep12 |
100323 |
94.07 |
94.10 |
94.01 |
94.10 |
+0.01 |
0 |
1,701 |
+0 |
| Total Volume and Open Interest |
34,207 |
663,761 |
-1,161 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100323 |
94.29 |
94.33 |
94.27 |
94.31 |
+0.02 |
14,302 |
322,433 |
-10,582 |
| Sep10 |
100323 |
94.31 |
94.31 |
94.31 |
94.31 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
14,302 |
322,433 |
-10,582 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100323 |
94.67 |
94.71 |
94.65 |
94.69 |
+0.01 |
55,690 |
430,382 |
-4,309 |
| Sep10 |
100323 |
94.69 |
94.69 |
94.69 |
94.69 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
55,690 |
430,382 |
-4,309 |
| Gold(CMX) |
| Apr10 |
100323 |
1102.5 |
1108.0 |
1094.0 |
1103.7 |
+4.2 |
176,491 |
203,770 |
-13,528 |
| Jun10 |
100323 |
1104.0 |
1109.1 |
1095.3 |
1104.9 |
+4.2 |
16,553 |
125,414 |
+4,899 |
| Aug10 |
100323 |
1106.9 |
1110.0 |
1096.6 |
1106.0 |
+4.1 |
1,416 |
29,052 |
+232 |
| Oct10 |
100323 |
1108.7 |
1110.1 |
1100.9 |
1107.1 |
+4.1 |
1,023 |
20,893 |
+743 |
| Dec10 |
100323 |
1109.2 |
1112.4 |
1098.8 |
1108.4 |
+4.1 |
720 |
37,396 |
+32 |
| Feb11 |
100323 |
1110.0 |
1110.0 |
1110.0 |
1110.0 |
+4.0 |
1,275 |
16,356 |
+1,135 |
| Apr11 |
100323 |
1110.0 |
1112.3 |
1110.0 |
1112.0 |
+4.0 |
2,120 |
11,037 |
+6 |
| Jun11 |
100323 |
458.9 |
458.9 |
458.9 |
458.9 |
+3.9 |
205 |
6,090 |
+160 |
| Aug11 |
100323 |
1117.2 |
1117.2 |
1117.2 |
1117.2 |
+3.7 |
0 |
2,657 |
+0 |
| Oct11 |
100323 |
1120.3 |
1120.3 |
1120.3 |
1120.3 |
+3.6 |
265 |
3,192 |
+0 |
| Dec11 |
100323 |
1122.0 |
1124.0 |
1122.0 |
1124.0 |
+3.6 |
81 |
12,935 |
+33 |
| Total Volume and Open Interest |
201,001 |
493,036 |
-6,203 |
| Silver(CMX) |
| Mar10 |
100323 |
1695.0 |
1701.2 |
1676.0 |
1701.2 |
+9.2 |
209 |
273 |
-56 |
| May10 |
100323 |
1700.0 |
1715.0 |
1673.5 |
1702.7 |
+9.2 |
34,994 |
64,010 |
-787 |
| Jul10 |
100323 |
1701.5 |
1717.0 |
1676.0 |
1705.1 |
+9.2 |
1,151 |
17,071 |
+586 |
| Sep10 |
100323 |
1698.5 |
1714.5 |
1679.5 |
1707.2 |
+9.2 |
243 |
3,678 |
-152 |
| Dec10 |
100323 |
1704.5 |
1713.0 |
1691.0 |
1710.3 |
+9.2 |
487 |
13,125 |
-37 |
| Mar11 |
100323 |
1714.5 |
1714.5 |
1713.3 |
1713.3 |
+9.1 |
7 |
2,909 |
-5 |
| May11 |
100323 |
1715.2 |
1715.2 |
1715.2 |
1715.2 |
+9.0 |
8 |
1,776 |
+0 |
| Total Volume and Open Interest |
37,242 |
113,692 |
-440 |
| Platinum(NYMEX) |
| Apr10 |
100323 |
1603.4 |
1615.0 |
1584.5 |
1608.5 |
+7.2 |
5,983 |
20,651 |
-1,930 |
| Jul10 |
100323 |
1613.6 |
1620.5 |
1592.0 |
1614.5 |
+6.5 |
1,977 |
15,632 |
+1,627 |
| Oct10 |
100323 |
1600.0 |
1616.0 |
1600.0 |
1616.0 |
+6.5 |
18 |
239 |
+13 |
| Jan11 |
100323 |
1609.0 |
1617.5 |
1609.0 |
1617.5 |
+6.5 |
1 |
208 |
+1 |
| Total Volume and Open Interest |
7,979 |
36,731 |
-289 |
| Palladium(NYMEX) |
| Mar10 |
100323 |
455.50 |
463.65 |
455.50 |
463.65 |
+4.15 |
17 |
51 |
+17 |
| Jun10 |
100323 |
460.40 |
468.00 |
445.50 |
464.55 |
+3.95 |
1,630 |
23,130 |
-201 |
| Sep10 |
100323 |
447.55 |
467.60 |
447.55 |
465.15 |
+3.95 |
7 |
694 |
+2 |
| Total Volume and Open Interest |
1,659 |
23,932 |
-180 |
| Copper(CMX) |
| Mar10 |
100323 |
338.15 |
339.50 |
336.95 |
336.95 |
-0.30 |
191 |
920 |
-473 |
| May10 |
100323 |
338.55 |
340.95 |
335.80 |
337.90 |
-0.15 |
24,594 |
86,416 |
-75 |
| Jul10 |
100323 |
340.40 |
342.55 |
337.65 |
339.70 |
-0.15 |
938 |
20,739 |
-244 |
| Sep10 |
100323 |
340.00 |
341.90 |
340.00 |
340.85 |
-0.15 |
459 |
8,733 |
-7 |
| Dec10 |
100323 |
341.00 |
342.90 |
341.00 |
341.65 |
-0.15 |
191 |
6,222 |
-39 |
| Total Volume and Open Interest |
27,346 |
129,869 |
-362 |
| DJIA Index(CBOT) |
| Jun10 |
100323 |
10727 |
10830 |
10720 |
10828 |
+101 |
300 |
4,101 |
-41 |
| Sep10 |
100323 |
10765 |
10765 |
10664 |
10765 |
+101 |
0 |
11 |
+0 |
| Dec10 |
100323 |
10709 |
10709 |
10608 |
10709 |
+101 |
|
|
|
| Mar11 |
100323 |
10654 |
10654 |
10553 |
10654 |
+101 |
|
|
|
| Total Volume and Open Interest |
300 |
4,112 |
-12,086 |
| S & P 500(CME) |
| Jun10 |
100323 |
1161.90 |
1170.50 |
1159.20 |
1169.60 |
+7.60 |
18,993 |
301,233 |
+3,233 |
| Sep10 |
100323 |
1164.80 |
1165.00 |
1155.20 |
1164.80 |
+7.60 |
317 |
2,370 |
+118 |
| Dec10 |
100323 |
1154.50 |
1162.20 |
1150.80 |
1160.30 |
+7.50 |
0 |
3,039 |
-1 |
| Mar11 |
100323 |
1158.30 |
1159.30 |
1148.80 |
1158.30 |
+7.50 |
0 |
12 |
+2 |
| Total Volume and Open Interest |
19,310 |
306,664 |
-175,656 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100323 |
1161.75 |
1170.50 |
1159.00 |
1169.50 |
+7.50 |
2,165,925 |
2,364,398 |
+37,582 |
| Sep10 |
100323 |
1158.50 |
1165.25 |
1154.50 |
1164.75 |
+7.50 |
253 |
2,213 |
+91 |
| Total Volume and Open Interest |
2,166,184 |
2,368,266 |
-1,233,804 |
| NASDAQ 100(CME) |
| Jun10 |
100323 |
1948.00 |
1963.00 |
1940.00 |
1962.30 |
+13.80 |
1,414 |
11,205 |
+463 |
| Sep10 |
100323 |
1959.50 |
1959.50 |
1958.50 |
1959.50 |
+13.50 |
0 |
5 |
+0 |
| Dec10 |
100323 |
1957.00 |
1957.00 |
1956.00 |
1957.00 |
+13.50 |
|
|
|
| Total Volume and Open Interest |
1,414 |
11,210 |
-18,698 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100323 |
1948.00 |
1962.30 |
1940.50 |
1962.30 |
+13.80 |
295,754 |
272,913 |
+1,175 |
| Sep10 |
100323 |
1944.30 |
1959.50 |
1938.50 |
1959.50 |
+13.50 |
32 |
23 |
+9 |
| Total Volume and Open Interest |
295,786 |
272,938 |
-172,980 |
| S & P Midcap 400(CME) |
| Jun10 |
100323 |
791.00 |
799.00 |
788.50 |
797.20 |
+6.10 |
5 |
1,307 |
-4 |
| Sep10 |
100323 |
795.20 |
795.20 |
795.20 |
795.20 |
+6.10 |
|
|
|
| Dec10 |
100323 |
793.20 |
793.20 |
793.20 |
793.20 |
+6.10 |
|
|
|
| Total Volume and Open Interest |
5 |
1,307 |
-1,660 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100323 |
10810 |
10810 |
10810 |
10810 |
+15 |
|
|
|
| Sep10 |
100323 |
10850 |
10850 |
10760 |
10850 |
+90 |
|
|
|
| Total Volume and Open Interest |
8,954 |
42,038 |
-849 |
| Nikkei 225(SGX) |
| Jun10 |
100323 |
10635 |
10755 |
10560 |
10700 |
-45 |
80,758 |
149,044 |
+3,498 |
| Sep10 |
100323 |
10705 |
10705 |
10705 |
10705 |
-45 |
0 |
55 |
+0 |
| Dec10 |
100323 |
10665 |
10665 |
10665 |
10665 |
-45 |
0 |
747 |
+0 |
| Total Volume and Open Interest |
81,048 |
159,046 |
+3,498 |
| CAC 40(EURONEXT) |
| Apr10 |
100323 |
3925.0 |
3963.5 |
3923.0 |
3955.0 |
+24.5 |
125,869 |
353,972 |
+31,543 |
| May10 |
100323 |
3868.0 |
3881.0 |
3857.5 |
3881.0 |
+24.5 |
23 |
46 |
+18 |
| Jun10 |
100323 |
3820.0 |
3857.0 |
3819.0 |
3850.0 |
+24.0 |
714 |
48,002 |
+35 |
| Total Volume and Open Interest |
126,606 |
403,356 |
-176,950 |
| Hang Seng Index(HKFE) |
| Mar10 |
100323 |
21072 |
21220 |
20933 |
21020 |
+145 |
41,783 |
74,464 |
+2,223 |
| Apr10 |
100323 |
21028 |
21180 |
20898 |
20985 |
+141 |
767 |
4,841 |
+769 |
| Total Volume and Open Interest |
42,814 |
82,925 |
+3,114 |
| DAX(EUREX) |
| Mar10 |
100319 |
6039.0 |
6042.0 |
6011.0 |
6041.5 |
+28.5 |
184,205 |
91,297 |
-26,074 |
| Jun10 |
100323 |
5996.0 |
6055.5 |
5988.5 |
6033.0 |
+43.0 |
156,001 |
139,815 |
+3,539 |
| Sep10 |
100323 |
6003.0 |
6058.0 |
5997.0 |
6038.5 |
+42.0 |
2,004 |
4,739 |
+269 |
| Total Volume and Open Interest |
185,984 |
144,554 |
-63,999 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100323 |
5608.00 |
5654.00 |
5599.00 |
5638.50 |
+44.00 |
170,161 |
675,372 |
+8,274 |
| Sep10 |
100323 |
5597.50 |
5597.50 |
5597.50 |
5597.50 |
+44.00 |
25 |
518 |
+10 |
| Dec10 |
100323 |
5571.50 |
5571.50 |
5571.50 |
5571.50 |
+44.00 |
39 |
2,041 |
+39 |
| Total Volume and Open Interest |
170,225 |
677,931 |
-134,010 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100323 |
4850.0 |
4907.0 |
4832.0 |
4896.0 |
+42.0 |
20,792 |
187,857 |
-3,564 |
| Sep10 |
100323 |
4883.0 |
4883.0 |
4883.0 |
4883.0 |
+43.0 |
3 |
1,990 |
-8 |
| Total Volume and Open Interest |
20,795 |
191,695 |
-3,572 |
| GSCI(CME) |
| Apr10 |
100323 |
523.00 |
525.60 |
520.00 |
523.00 |
-0.50 |
371 |
19,021 |
+90 |
| May10 |
100323 |
526.10 |
527.55 |
523.70 |
526.00 |
unch |
1 |
1 |
+0 |
| Jun10 |
100323 |
528.00 |
529.00 |
526.00 |
528.00 |
unch |
|
|
|
| Total Volume and Open Interest |
372 |
19,022 |
+90 |
| 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. |
|
|