|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed March 24, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100324 |
967.75 |
967.75 |
953.25 |
960.00 |
-8.00 |
67,630 |
183,360 |
+1,890 |
| Jul10 |
100324 |
975.00 |
975.00 |
960.50 |
967.50 |
-8.00 |
39,062 |
101,603 |
-4,070 |
| Aug10 |
100324 |
967.00 |
967.00 |
956.50 |
961.50 |
-9.00 |
818 |
6,586 |
+187 |
| Sep10 |
100324 |
947.00 |
947.00 |
937.50 |
941.75 |
-9.50 |
751 |
5,407 |
+120 |
| Nov10 |
100324 |
935.00 |
936.00 |
922.50 |
927.25 |
-8.75 |
21,699 |
116,220 |
-131 |
| Jan11 |
100324 |
944.00 |
944.00 |
931.25 |
935.50 |
-8.50 |
561 |
6,610 |
+160 |
| Mar11 |
100324 |
945.00 |
945.00 |
939.00 |
942.50 |
-8.50 |
306 |
3,296 |
+119 |
| Total Volume and Open Interest |
131,335 |
432,203 |
-1,655 |
| Soybean Meal(CBOT) |
| May10 |
100324 |
272.30 |
272.50 |
267.50 |
270.90 |
-1.00 |
22,726 |
88,287 |
-1,391 |
| Jul10 |
100324 |
270.50 |
270.60 |
265.90 |
268.30 |
-2.10 |
11,207 |
41,255 |
+18 |
| Aug10 |
100324 |
267.00 |
267.00 |
263.70 |
265.30 |
-2.20 |
758 |
13,688 |
+73 |
| Sep10 |
100324 |
263.40 |
263.40 |
260.00 |
261.60 |
-3.00 |
940 |
9,410 |
-80 |
| Oct10 |
100324 |
255.60 |
255.80 |
252.40 |
254.00 |
-1.60 |
1,088 |
8,362 |
+172 |
| Dec10 |
100324 |
254.20 |
254.40 |
250.60 |
252.40 |
-1.70 |
7,244 |
29,848 |
-646 |
| Jan11 |
100324 |
253.20 |
255.10 |
252.70 |
253.30 |
-1.80 |
41 |
2,898 |
-1 |
| Mar11 |
100324 |
256.50 |
256.70 |
255.60 |
256.10 |
-1.70 |
209 |
2,315 |
-2 |
| Total Volume and Open Interest |
44,313 |
199,120 |
-1,845 |
| Soybean Oil(CBOT) |
| May10 |
100324 |
39.53 |
39.53 |
39.05 |
39.08 |
-0.46 |
23,602 |
128,448 |
+2,359 |
| Jul10 |
100324 |
39.95 |
39.95 |
39.49 |
39.50 |
-0.45 |
9,637 |
82,198 |
+3,650 |
| Aug10 |
100324 |
40.03 |
40.03 |
39.68 |
39.68 |
-0.45 |
131 |
11,452 |
+31 |
| Sep10 |
100324 |
40.08 |
40.08 |
39.78 |
39.81 |
-0.44 |
163 |
7,638 |
-2 |
| Oct10 |
100324 |
40.30 |
40.31 |
39.90 |
39.92 |
-0.43 |
194 |
6,214 |
+16 |
| Dec10 |
100324 |
40.59 |
40.63 |
40.20 |
40.25 |
-0.42 |
2,429 |
42,080 |
+460 |
| Jan11 |
100324 |
40.48 |
40.60 |
40.47 |
40.48 |
-0.42 |
114 |
1,714 |
-8 |
| Mar11 |
100324 |
40.74 |
40.77 |
40.63 |
40.63 |
-0.44 |
153 |
963 |
+39 |
| Total Volume and Open Interest |
36,489 |
282,379 |
+6,573 |
| Canola(WCE) |
| May10 |
100324 |
377.4 |
380.8 |
376.4 |
380.3 |
+0.3 |
5,847 |
81,801 |
+775 |
| Jul10 |
100324 |
382.0 |
386.5 |
382.0 |
386.1 |
+0.1 |
2,493 |
22,459 |
+276 |
| Nov10 |
100324 |
385.1 |
388.8 |
384.5 |
388.7 |
-0.1 |
2,106 |
17,736 |
+898 |
| Jan11 |
100324 |
388.2 |
392.6 |
388.2 |
392.6 |
+0.2 |
32 |
805 |
+0 |
| Mar11 |
100324 |
389.8 |
394.8 |
389.8 |
394.8 |
+0.1 |
33 |
284 |
+33 |
| Total Volume and Open Interest |
10,525 |
123,239 |
+1,996 |
| Corn(CBOT) |
| May10 |
100324 |
363.25 |
366.50 |
359.00 |
365.00 |
+2.25 |
73,826 |
431,160 |
-6,467 |
| Jul10 |
100324 |
374.00 |
377.50 |
370.00 |
376.00 |
+2.25 |
40,574 |
264,734 |
+1,422 |
| Sep10 |
100324 |
383.25 |
385.00 |
379.00 |
385.00 |
+2.25 |
7,812 |
73,338 |
+72 |
| Dec10 |
100324 |
392.25 |
395.50 |
388.75 |
394.00 |
+1.75 |
17,388 |
275,667 |
+2,317 |
| Mar11 |
100324 |
403.75 |
405.25 |
400.00 |
405.00 |
+1.75 |
1,623 |
32,249 |
+243 |
| May11 |
100324 |
410.00 |
412.00 |
408.00 |
412.00 |
+1.75 |
201 |
4,576 |
+118 |
| Total Volume and Open Interest |
144,463 |
1,129,837 |
-1,495 |
| Wheat(CBOT) |
| May10 |
100324 |
477.00 |
478.75 |
472.00 |
476.00 |
-0.75 |
23,468 |
162,691 |
-1,780 |
| Jul10 |
100324 |
489.75 |
491.00 |
484.50 |
488.75 |
-0.50 |
8,583 |
134,581 |
+1,149 |
| Sep10 |
100324 |
506.00 |
506.25 |
500.75 |
504.25 |
-1.00 |
1,813 |
36,720 |
+157 |
| Dec10 |
100324 |
534.50 |
534.50 |
528.50 |
531.25 |
-3.00 |
2,266 |
67,831 |
-20 |
| Mar11 |
100324 |
560.00 |
560.00 |
555.00 |
557.25 |
-2.75 |
470 |
10,324 |
+147 |
| Total Volume and Open Interest |
36,874 |
428,115 |
-247 |
| Wheat(KCBT) |
| May10 |
100324 |
485.25 |
487.75 |
481.25 |
485.25 |
+0.25 |
4,761 |
44,678 |
-313 |
| Jul10 |
100324 |
497.00 |
498.75 |
492.25 |
496.25 |
+0.50 |
1,373 |
40,267 |
+283 |
| Sep10 |
100324 |
507.25 |
510.00 |
504.00 |
507.75 |
unch |
191 |
7,077 |
-16 |
| Dec10 |
100324 |
525.00 |
527.75 |
521.25 |
525.25 |
unch |
899 |
40,203 |
-72 |
| Mar11 |
100324 |
539.50 |
542.75 |
539.50 |
542.00 |
+0.25 |
219 |
4,596 |
+54 |
| Total Volume and Open Interest |
7,461 |
139,902 |
-55 |
| Wheat(MGE) |
| May10 |
100324 |
505.00 |
507.00 |
500.50 |
503.25 |
-1.75 |
1,150 |
14,391 |
-143 |
| Jul10 |
100324 |
516.50 |
517.75 |
511.75 |
514.50 |
-1.50 |
650 |
11,424 |
+214 |
| Sep10 |
100324 |
527.00 |
528.50 |
523.25 |
526.25 |
-1.00 |
40 |
5,659 |
-29 |
| Dec10 |
100324 |
545.00 |
545.00 |
540.50 |
543.00 |
-1.50 |
90 |
5,926 |
-55 |
| Mar11 |
100324 |
558.50 |
560.00 |
557.00 |
558.00 |
-3.25 |
8 |
878 |
-8 |
| Total Volume and Open Interest |
1,973 |
38,992 |
-10 |
| Oats(CBOT) |
| May10 |
100324 |
217.25 |
217.25 |
213.00 |
215.00 |
-1.50 |
386 |
9,911 |
+48 |
| Jul10 |
100324 |
225.25 |
225.25 |
222.00 |
223.50 |
-1.50 |
31 |
3,603 |
+11 |
| Sep10 |
100324 |
230.50 |
231.00 |
230.50 |
230.50 |
-0.50 |
1 |
866 |
+0 |
| Dec10 |
100324 |
242.00 |
244.25 |
242.00 |
243.00 |
-1.25 |
4 |
1,721 |
+3 |
| Total Volume and Open Interest |
422 |
16,102 |
+62 |
| Rough Rice(CBOT) |
| May10 |
100324 |
12.79 |
12.80 |
12.63 |
12.68 |
-0.07 |
719 |
10,090 |
+5 |
| Jul10 |
100324 |
13.04 |
13.06 |
12.93 |
12.97 |
-0.07 |
274 |
1,795 |
+35 |
| Sep10 |
100324 |
12.70 |
12.71 |
12.69 |
12.69 |
-0.03 |
38 |
1,806 |
+3 |
| Nov10 |
100324 |
12.88 |
12.88 |
12.86 |
12.86 |
-0.03 |
3 |
1,134 |
+1 |
| Total Volume and Open Interest |
1,034 |
15,238 |
+44 |
| Live Cattle(CME) |
| Apr10 |
100324 |
95.750 |
95.850 |
94.785 |
95.730 |
+0.030 |
14,403 |
64,441 |
-151 |
| Jun10 |
100324 |
92.580 |
93.050 |
91.930 |
92.885 |
+0.500 |
22,298 |
163,425 |
+5,138 |
| Aug10 |
100324 |
89.930 |
90.750 |
89.400 |
90.550 |
+0.665 |
7,168 |
70,454 |
+1,182 |
| Oct10 |
100324 |
91.885 |
92.980 |
91.330 |
92.850 |
+0.900 |
3,344 |
33,378 |
-449 |
| Dec10 |
100324 |
94.300 |
95.100 |
93.800 |
94.980 |
+0.730 |
2,282 |
17,540 |
+1,499 |
| Feb11 |
100324 |
95.150 |
96.000 |
95.000 |
95.850 |
+0.370 |
388 |
9,035 |
-70 |
| Total Volume and Open Interest |
49,971 |
361,619 |
+7,192 |
| Feeder Cattle(CME) |
| Mar10 |
100324 |
105.400 |
106.200 |
105.230 |
106.100 |
+0.715 |
720 |
2,759 |
-164 |
| Apr10 |
100324 |
107.050 |
108.450 |
107.000 |
108.035 |
+0.985 |
1,169 |
8,337 |
-400 |
| May10 |
100324 |
108.600 |
109.900 |
108.430 |
109.535 |
+0.785 |
2,375 |
16,889 |
+526 |
| Aug10 |
100324 |
109.600 |
110.580 |
109.150 |
110.450 |
+0.900 |
958 |
10,895 |
+367 |
| Sep10 |
100324 |
109.050 |
110.100 |
108.800 |
110.080 |
+0.580 |
207 |
1,543 |
+74 |
| Oct10 |
100324 |
108.000 |
109.300 |
108.000 |
109.250 |
+0.450 |
77 |
859 |
+62 |
| Nov10 |
100324 |
108.100 |
109.000 |
108.000 |
108.800 |
-0.100 |
21 |
247 |
+14 |
| Total Volume and Open Interest |
5,535 |
41,570 |
+483 |
| Lean Hogs(CME) |
| Apr10 |
100324 |
71.680 |
71.850 |
71.050 |
71.135 |
-0.795 |
6,286 |
30,976 |
-1,395 |
| May10 |
100324 |
78.600 |
78.885 |
77.885 |
78.400 |
-0.825 |
194 |
6,116 |
+70 |
| Jun10 |
100324 |
82.000 |
82.050 |
80.600 |
80.725 |
-1.325 |
7,363 |
78,345 |
+1,355 |
| Jul10 |
100324 |
82.680 |
82.680 |
81.250 |
81.300 |
-1.400 |
2,802 |
27,718 |
+812 |
| Aug10 |
100324 |
81.250 |
81.475 |
80.400 |
80.550 |
-1.100 |
1,754 |
29,938 |
+74 |
| Oct10 |
100324 |
71.385 |
71.450 |
70.475 |
70.785 |
-0.865 |
625 |
18,867 |
+222 |
| Dec10 |
100324 |
68.500 |
68.700 |
67.830 |
68.000 |
-1.100 |
500 |
8,157 |
+96 |
| Feb11 |
100324 |
70.000 |
70.400 |
69.680 |
70.200 |
-0.500 |
29 |
2,352 |
+16 |
| Total Volume and Open Interest |
19,599 |
203,049 |
+1,253 |
| Pork Bellies(CME) |
| Mar10 |
100324 |
96.450 |
97.500 |
94.750 |
96.450 |
+1.950 |
3 |
11 |
+1 |
| May10 |
100324 |
96.150 |
99.150 |
95.350 |
96.700 |
+0.550 |
17 |
184 |
-4 |
| Jul10 |
100324 |
96.000 |
98.000 |
96.000 |
97.450 |
+0.500 |
2 |
65 |
+1 |
| Aug10 |
100324 |
91.000 |
91.000 |
91.000 |
91.000 |
+3.000 |
0 |
22 |
+0 |
| Feb11 |
100324 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22 |
284 |
-2 |
| Class III Milk(CME) |
| Mar10 |
100324 |
12.83 |
12.83 |
12.80 |
12.80 |
unch |
30 |
4,060 |
+3 |
| Apr10 |
100324 |
12.42 |
12.58 |
12.42 |
12.57 |
+0.22 |
139 |
4,780 |
-1 |
| May10 |
100324 |
12.89 |
13.08 |
12.86 |
13.07 |
+0.27 |
334 |
4,440 |
+61 |
| Jun10 |
100324 |
13.50 |
13.75 |
13.48 |
13.73 |
+0.29 |
400 |
3,686 |
+123 |
| Jul10 |
100324 |
13.77 |
14.00 |
13.67 |
14.00 |
+0.33 |
146 |
2,673 |
+33 |
| Total Volume and Open Interest |
1,482 |
31,248 |
+415 |
| Cocoa(ICE) |
| May10 |
100324 |
2886 |
2886 |
2804 |
2833 |
-62 |
6,924 |
52,927 |
-659 |
| Jul10 |
100324 |
2902 |
2909 |
2833 |
2861 |
-58 |
1,921 |
33,410 |
+913 |
| Sep10 |
100324 |
2923 |
2923 |
2865 |
2885 |
-56 |
281 |
13,981 |
+110 |
| Dec10 |
100324 |
2956 |
2957 |
2899 |
2911 |
-57 |
204 |
9,332 |
-1 |
| Mar11 |
100324 |
2975 |
2977 |
2927 |
2927 |
-57 |
9 |
12,161 |
+3 |
| May11 |
100324 |
2933 |
2933 |
2933 |
2933 |
-56 |
0 |
5,220 |
+0 |
| Jul11 |
100324 |
2947 |
2947 |
2947 |
2947 |
-54 |
0 |
2,670 |
+0 |
| Total Volume and Open Interest |
9,339 |
131,274 |
+366 |
| Coffee "C"(ICE) |
| May10 |
100324 |
134.45 |
135.20 |
133.30 |
134.30 |
-0.45 |
8,396 |
72,179 |
-79 |
| Jul10 |
100324 |
135.70 |
136.80 |
134.95 |
135.95 |
-0.40 |
1,474 |
23,489 |
+758 |
| Sep10 |
100324 |
136.65 |
138.25 |
136.65 |
137.40 |
-0.45 |
545 |
13,702 |
+82 |
| Dec10 |
100324 |
138.30 |
140.05 |
138.30 |
139.25 |
-0.45 |
260 |
9,167 |
+94 |
| Mar11 |
100324 |
141.00 |
141.10 |
140.65 |
140.85 |
-0.50 |
72 |
5,453 |
+22 |
| May11 |
100324 |
142.10 |
142.10 |
142.10 |
142.10 |
-0.50 |
17 |
774 |
-15 |
| Total Volume and Open Interest |
10,774 |
125,738 |
+872 |
| Orange Juice(ICE) |
| May10 |
100324 |
142.50 |
143.10 |
138.40 |
142.10 |
-0.40 |
660 |
25,805 |
-58 |
| Jul10 |
100324 |
143.00 |
144.95 |
141.00 |
144.55 |
-0.45 |
192 |
7,346 |
+7 |
| Sep10 |
100324 |
145.60 |
145.80 |
142.85 |
145.45 |
-0.60 |
105 |
1,875 |
+100 |
| Nov10 |
100324 |
144.00 |
146.20 |
144.00 |
146.20 |
-0.40 |
2 |
783 |
+2 |
| Jan11 |
100324 |
147.70 |
147.75 |
147.70 |
147.75 |
-0.50 |
0 |
671 |
+0 |
| Mar11 |
100324 |
150.45 |
150.45 |
150.45 |
150.45 |
-0.35 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
959 |
36,777 |
+51 |
| Sugar #11(ICE) |
| May10 |
100324 |
16.68 |
17.89 |
16.17 |
17.67 |
+1.10 |
52,914 |
268,431 |
-6,152 |
| Jul10 |
100324 |
16.60 |
17.66 |
16.05 |
17.49 |
+1.04 |
24,470 |
191,789 |
-121 |
| Oct10 |
100324 |
16.70 |
17.40 |
16.05 |
17.35 |
+0.89 |
8,370 |
131,967 |
+134 |
| Mar11 |
100324 |
16.85 |
17.55 |
16.41 |
17.54 |
+0.76 |
3,510 |
58,347 |
-529 |
| May11 |
100324 |
16.30 |
17.07 |
16.05 |
17.05 |
+0.55 |
1,129 |
18,554 |
-137 |
| Total Volume and Open Interest |
92,855 |
737,471 |
-6,554 |
| London Cocoa(LCE) |
| May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
| Jul10 |
100324 |
2220 |
2225 |
2182 |
2212 |
-15 |
1,388 |
36,784 |
+34 |
| Sep10 |
100324 |
2179 |
2179 |
2138 |
2172 |
-12 |
367 |
21,643 |
+28 |
| Dec10 |
100324 |
2147 |
2150 |
2117 |
2145 |
-13 |
406 |
15,831 |
-91 |
| Mar11 |
100324 |
2116 |
2121 |
2085 |
2113 |
-12 |
66 |
15,274 |
+22 |
| Jul11 |
100324 |
2106 |
2107 |
2106 |
2107 |
-12 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
5,907 |
152,286 |
+852 |
| London Sugar(LCE) |
| May10 |
100324 |
472.40 |
486.50 |
463.40 |
484.80 |
+11.10 |
4,058 |
26,032 |
-313 |
| Aug10 |
100324 |
456.90 |
469.10 |
447.50 |
468.10 |
+11.10 |
1,827 |
24,331 |
+800 |
| Oct10 |
100324 |
449.10 |
463.80 |
440.00 |
462.90 |
+15.40 |
396 |
8,866 |
-204 |
| Dec10 |
100324 |
448.60 |
466.40 |
448.00 |
466.40 |
+14.00 |
95 |
2,450 |
+13 |
| Mar11 |
100324 |
459.70 |
475.30 |
458.00 |
475.10 |
+11.50 |
203 |
1,271 |
+84 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100324 |
82.79 |
82.96 |
80.90 |
81.41 |
-1.48 |
6,155 |
100,821 |
+48 |
| Jul10 |
100324 |
83.52 |
83.60 |
81.76 |
82.26 |
-1.42 |
1,531 |
46,520 |
+606 |
| Oct10 |
100324 |
77.04 |
77.04 |
75.86 |
75.86 |
-1.08 |
13 |
178 |
+9 |
| Dec10 |
100324 |
75.05 |
75.45 |
74.23 |
74.57 |
-0.81 |
1,463 |
34,775 |
+208 |
| Mar11 |
100324 |
76.14 |
76.14 |
75.51 |
75.61 |
-0.79 |
15 |
3,575 |
+9 |
| May11 |
100324 |
76.01 |
76.01 |
76.01 |
76.01 |
-0.65 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
9,209 |
188,684 |
+898 |
| Lumber(CME) |
| May10 |
100324 |
280.6 |
284.5 |
279.3 |
281.5 |
+4.4 |
393 |
6,010 |
-4 |
| Jul10 |
100324 |
292.9 |
295.0 |
289.2 |
294.3 |
+4.6 |
153 |
2,670 |
+50 |
| Sep10 |
100324 |
289.0 |
290.1 |
285.8 |
289.7 |
+1.9 |
39 |
752 |
-8 |
| Nov10 |
100324 |
271.0 |
271.0 |
271.0 |
271.0 |
unch |
3 |
200 |
+0 |
| Total Volume and Open Interest |
589 |
9,633 |
+39 |
| Crude Oil(NYM) |
| May10 |
100324 |
81.58 |
81.64 |
79.88 |
80.61 |
-1.30 |
351,220 |
336,159 |
-6,384 |
| Jun10 |
100324 |
82.00 |
82.00 |
80.30 |
81.01 |
-1.24 |
87,245 |
164,968 |
+1,360 |
| Jul10 |
100324 |
82.18 |
82.22 |
80.72 |
81.44 |
-1.19 |
25,253 |
92,066 |
+1,599 |
| Aug10 |
100324 |
82.45 |
82.51 |
81.14 |
81.81 |
-1.15 |
8,100 |
34,727 |
+722 |
| Sep10 |
100324 |
82.60 |
82.60 |
81.48 |
82.10 |
-1.13 |
6,080 |
41,203 |
-549 |
| Oct10 |
100324 |
82.55 |
82.63 |
81.92 |
82.33 |
-1.11 |
2,548 |
22,453 |
+136 |
| Nov10 |
100324 |
82.36 |
82.75 |
81.98 |
82.53 |
-1.10 |
2,510 |
25,274 |
-287 |
| Dec10 |
100324 |
83.50 |
83.55 |
82.20 |
82.75 |
-1.09 |
28,895 |
207,228 |
-1,825 |
| Jan11 |
100324 |
82.86 |
82.88 |
82.86 |
82.88 |
-1.07 |
1,320 |
30,036 |
-312 |
| Feb11 |
100324 |
83.00 |
83.17 |
82.99 |
83.02 |
-1.05 |
625 |
17,702 |
-37 |
| Mar11 |
100324 |
83.16 |
83.16 |
83.16 |
83.16 |
-1.03 |
962 |
15,019 |
+99 |
| Apr11 |
100324 |
83.30 |
83.30 |
83.30 |
83.30 |
-1.00 |
815 |
13,700 |
+282 |
| May11 |
100324 |
83.43 |
83.43 |
83.43 |
83.43 |
-0.97 |
567 |
4,586 |
+100 |
| Jun11 |
100324 |
83.58 |
83.68 |
83.25 |
83.54 |
-0.96 |
1,293 |
30,101 |
+37 |
| Jul11 |
100324 |
83.63 |
83.63 |
83.63 |
83.63 |
-0.94 |
313 |
4,248 |
+53 |
| Aug11 |
100324 |
83.72 |
83.72 |
83.72 |
83.72 |
-0.92 |
116 |
3,388 |
-21 |
| Total Volume and Open Interest |
532,461 |
1,297,201 |
-27,363 |
| 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 |
100324 |
81.875 |
81.875 |
80.250 |
81.000 |
-1.250 |
379 |
673 |
+91 |
| Jul10 |
100324 |
82.000 |
82.000 |
80.725 |
81.450 |
-1.175 |
81 |
134 |
+10 |
| Aug10 |
100324 |
81.850 |
82.000 |
81.675 |
81.800 |
-1.150 |
31 |
7 |
+2 |
| Sep10 |
100324 |
82.100 |
82.100 |
82.100 |
82.100 |
-1.125 |
1 |
8 |
+1 |
| Oct10 |
100324 |
82.325 |
82.325 |
82.325 |
82.325 |
-1.125 |
0 |
11 |
+0 |
| Nov10 |
100324 |
82.525 |
82.525 |
82.525 |
82.525 |
-1.100 |
0 |
3 |
+0 |
| Dec10 |
100324 |
82.750 |
82.750 |
82.750 |
82.750 |
-1.100 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
12,797 |
5,692 |
+473 |
| Heating Oil(NYM) |
| Apr10 |
100324 |
209.75 |
209.75 |
205.97 |
207.07 |
-3.11 |
26,596 |
42,050 |
-7,160 |
| May10 |
100324 |
210.86 |
211.11 |
207.09 |
208.35 |
-3.08 |
36,409 |
83,547 |
+2,501 |
| Jun10 |
100324 |
211.75 |
211.75 |
208.50 |
209.74 |
-3.00 |
9,671 |
51,104 |
+183 |
| Jul10 |
100324 |
212.50 |
212.50 |
210.50 |
211.42 |
-2.92 |
2,375 |
24,053 |
-25 |
| Aug10 |
100324 |
213.17 |
214.27 |
212.18 |
213.14 |
-2.90 |
1,454 |
13,507 |
+155 |
| Sep10 |
100324 |
216.00 |
216.00 |
213.94 |
214.90 |
-2.95 |
1,893 |
14,644 |
+395 |
| Oct10 |
100324 |
218.00 |
218.05 |
216.54 |
216.97 |
-2.94 |
1,152 |
11,303 |
+277 |
| Nov10 |
100324 |
219.35 |
220.25 |
218.90 |
219.22 |
-2.89 |
1,171 |
10,154 |
+217 |
| Dec10 |
100324 |
223.31 |
223.31 |
220.36 |
221.52 |
-2.84 |
4,159 |
30,946 |
-409 |
| Jan11 |
100324 |
223.81 |
224.06 |
223.65 |
223.67 |
-2.81 |
504 |
13,109 |
+60 |
| Feb11 |
100324 |
224.50 |
224.86 |
223.70 |
224.79 |
-2.79 |
286 |
4,380 |
+2 |
| Mar11 |
100324 |
224.61 |
225.28 |
224.58 |
224.92 |
-2.76 |
273 |
6,260 |
-22 |
| Total Volume and Open Interest |
86,376 |
322,063 |
-3,597 |
| Gasoline(NYMEX) |
| Apr10 |
100324 |
225.32 |
225.50 |
221.15 |
222.12 |
-4.16 |
26,184 |
42,867 |
-5,054 |
| May10 |
100324 |
225.34 |
225.38 |
221.04 |
222.25 |
-4.00 |
35,633 |
110,502 |
+2,447 |
| Jun10 |
100324 |
222.51 |
223.11 |
220.48 |
221.63 |
-3.86 |
13,786 |
54,144 |
+213 |
| Jul10 |
100324 |
223.67 |
223.67 |
219.88 |
220.80 |
-3.73 |
6,183 |
30,930 |
-110 |
| Aug10 |
100324 |
219.89 |
221.36 |
218.87 |
219.87 |
-3.54 |
3,234 |
14,153 |
+1,092 |
| Sep10 |
100324 |
219.00 |
219.81 |
217.88 |
218.81 |
-3.41 |
2,151 |
20,289 |
-459 |
| Oct10 |
100324 |
208.36 |
208.37 |
207.03 |
208.06 |
-3.17 |
899 |
10,154 |
+91 |
| Nov10 |
100324 |
206.55 |
206.75 |
206.55 |
206.55 |
-3.02 |
367 |
12,584 |
-24 |
| Dec10 |
100324 |
205.78 |
207.29 |
205.78 |
206.32 |
-2.85 |
868 |
12,143 |
+308 |
| Jan11 |
100324 |
207.83 |
207.83 |
207.83 |
207.83 |
-2.79 |
324 |
4,072 |
-58 |
| Total Volume and Open Interest |
89,930 |
320,710 |
-1,254 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100324 |
222.10 |
222.12 |
222.10 |
222.10 |
-4.20 |
0 |
13 |
+0 |
| May10 |
100324 |
222.30 |
222.30 |
222.25 |
222.30 |
-4.00 |
0 |
9 |
+0 |
| Jun10 |
100324 |
222.20 |
222.20 |
221.60 |
221.60 |
-3.90 |
|
|
|
| Jul10 |
100324 |
220.80 |
220.80 |
220.80 |
220.80 |
-3.70 |
|
|
|
| Total Volume and Open Interest |
1 |
25 |
+1 |
| Natural Gas(NYM) |
| Apr10 |
100324 |
4.142 |
4.142 |
4.052 |
4.105 |
-0.025 |
81,871 |
57,706 |
-12,963 |
| May10 |
100324 |
4.198 |
4.198 |
4.110 |
4.154 |
-0.036 |
49,260 |
227,955 |
+2,053 |
| Jun10 |
100324 |
4.252 |
4.254 |
4.175 |
4.222 |
-0.036 |
12,448 |
55,769 |
+994 |
| Jul10 |
100324 |
4.338 |
4.343 |
4.270 |
4.313 |
-0.039 |
10,164 |
69,142 |
+2,296 |
| Aug10 |
100324 |
4.366 |
4.411 |
4.349 |
4.379 |
-0.044 |
4,318 |
31,589 |
+417 |
| Sep10 |
100324 |
4.390 |
4.436 |
4.379 |
4.414 |
-0.045 |
4,501 |
36,227 |
-160 |
| Oct10 |
100324 |
4.514 |
4.554 |
4.490 |
4.519 |
-0.051 |
11,625 |
58,793 |
+275 |
| Nov10 |
100324 |
4.880 |
4.904 |
4.858 |
4.871 |
-0.061 |
2,968 |
15,985 |
+323 |
| Dec10 |
100324 |
5.329 |
5.329 |
5.268 |
5.276 |
-0.073 |
2,897 |
26,007 |
+272 |
| Jan11 |
100324 |
5.520 |
5.535 |
5.488 |
5.494 |
-0.078 |
8,806 |
40,642 |
+200 |
| Feb11 |
100324 |
5.525 |
5.525 |
5.453 |
5.457 |
-0.079 |
2,060 |
16,179 |
-89 |
| Mar11 |
100324 |
5.372 |
5.385 |
5.340 |
5.346 |
-0.078 |
4,231 |
35,255 |
-712 |
| Apr11 |
100324 |
5.115 |
5.118 |
5.088 |
5.091 |
-0.069 |
2,996 |
30,269 |
+868 |
| May11 |
100324 |
5.120 |
5.120 |
5.089 |
5.089 |
-0.066 |
1,595 |
14,714 |
-248 |
| Jun11 |
100324 |
5.145 |
5.145 |
5.132 |
5.132 |
-0.066 |
129 |
6,184 |
-11 |
| Jul11 |
100324 |
5.215 |
5.215 |
5.197 |
5.197 |
-0.066 |
301 |
4,562 |
-118 |
| Total Volume and Open Interest |
203,891 |
838,779 |
-6,186 |
| Brent Crude Oil(ICE) |
| May10 |
100324 |
80.37 |
80.37 |
78.90 |
79.62 |
-1.08 |
153,978 |
253,169 |
+101 |
| Jun10 |
100324 |
80.77 |
80.77 |
79.36 |
80.07 |
-1.03 |
60,956 |
215,791 |
+2,831 |
| Jul10 |
100324 |
81.17 |
81.17 |
79.90 |
80.53 |
-0.98 |
17,068 |
78,737 |
+1,723 |
| Aug10 |
100324 |
81.32 |
81.40 |
80.47 |
80.93 |
-0.94 |
6,562 |
43,720 |
+1,391 |
| Sep10 |
100324 |
81.64 |
81.72 |
80.80 |
81.26 |
-0.92 |
4,887 |
25,217 |
+26 |
| Oct10 |
100324 |
81.91 |
81.99 |
81.09 |
81.53 |
-0.91 |
4,481 |
21,515 |
+40 |
| Nov10 |
100324 |
82.14 |
82.22 |
81.33 |
81.75 |
-0.91 |
4,637 |
14,682 |
+258 |
| Dec10 |
100324 |
82.37 |
82.44 |
81.35 |
81.96 |
-0.90 |
18,713 |
93,981 |
+1,173 |
| Jan11 |
100324 |
81.99 |
82.16 |
81.99 |
82.16 |
-0.88 |
1,699 |
12,621 |
+151 |
| Feb11 |
100324 |
82.37 |
82.37 |
82.37 |
82.37 |
-0.85 |
1,291 |
6,454 |
+22 |
| Mar11 |
100324 |
82.58 |
82.58 |
82.58 |
82.58 |
-0.83 |
1,546 |
8,093 |
+374 |
| Apr11 |
100324 |
82.80 |
82.80 |
82.80 |
82.80 |
-0.81 |
526 |
4,346 |
-126 |
| May11 |
100324 |
82.99 |
82.99 |
82.99 |
82.99 |
-0.80 |
286 |
3,109 |
+56 |
| Jun11 |
100324 |
82.65 |
83.17 |
82.63 |
83.17 |
-0.78 |
494 |
18,501 |
+84 |
| Total Volume and Open Interest |
281,636 |
897,568 |
+10,528 |
| Gas Oil(ICE) |
| Apr10 |
100324 |
669.00 |
669.00 |
656.00 |
660.75 |
-9.50 |
42,912 |
99,765 |
-4,428 |
| May10 |
100324 |
667.25 |
667.25 |
654.50 |
659.50 |
-9.25 |
44,731 |
106,325 |
+2,399 |
| Jun10 |
100324 |
666.00 |
666.00 |
657.00 |
662.00 |
-8.25 |
27,992 |
71,136 |
+4,100 |
| Jul10 |
100324 |
667.25 |
667.75 |
663.75 |
666.50 |
-7.75 |
8,006 |
33,501 |
+1,037 |
| Aug10 |
100324 |
672.50 |
672.50 |
667.75 |
671.25 |
-7.50 |
3,179 |
27,294 |
+243 |
| Sep10 |
100324 |
677.75 |
677.75 |
672.00 |
676.00 |
-7.25 |
3,438 |
30,648 |
+597 |
| Oct10 |
100324 |
678.50 |
682.00 |
676.75 |
680.25 |
-7.00 |
3,107 |
18,328 |
+44 |
| Nov10 |
100324 |
682.00 |
684.00 |
681.50 |
683.75 |
-7.00 |
2,277 |
15,171 |
+189 |
| Dec10 |
100324 |
688.50 |
689.25 |
682.00 |
687.25 |
-7.00 |
10,000 |
77,138 |
+781 |
| Jan11 |
100324 |
692.25 |
692.25 |
691.75 |
691.75 |
-7.00 |
430 |
21,781 |
+21 |
| Total Volume and Open Interest |
147,236 |
570,144 |
+5,640 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100324 |
1.550 |
1.560 |
1.540 |
1.557 |
-0.007 |
72 |
616 |
-36 |
| May10 |
100324 |
1.571 |
1.578 |
1.560 |
1.577 |
-0.010 |
35 |
1,091 |
+9 |
| Jun10 |
100324 |
1.590 |
1.602 |
1.590 |
1.597 |
-0.013 |
83 |
892 |
+44 |
| Jul10 |
100324 |
1.608 |
1.630 |
1.608 |
1.617 |
-0.015 |
45 |
1,354 |
+27 |
| Aug10 |
100324 |
1.620 |
1.620 |
1.617 |
1.617 |
-0.015 |
0 |
651 |
+0 |
| Sep10 |
100324 |
1.622 |
1.622 |
1.620 |
1.620 |
-0.015 |
31 |
661 |
+10 |
| Oct10 |
100324 |
1.626 |
1.626 |
1.626 |
1.626 |
-0.015 |
25 |
630 |
+8 |
| Total Volume and Open Interest |
667 |
8,427 |
-199 |
| US Dollar Index(ICE) |
| Jun10 |
100324 |
81.185 |
82.310 |
81.125 |
82.105 |
+0.988 |
19,510 |
49,363 |
-814 |
| Sep10 |
100324 |
82.425 |
82.450 |
82.400 |
82.400 |
+0.988 |
12 |
2,301 |
+4 |
| Dec10 |
100324 |
82.650 |
82.650 |
82.650 |
82.650 |
+0.988 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19,522 |
51,665 |
-810 |
| Australian Dollar(CME) |
| Jun10 |
100324 |
91.07 |
91.14 |
89.88 |
90.06 |
-0.84 |
86,517 |
138,175 |
+10,915 |
| Sep10 |
100324 |
89.65 |
89.95 |
88.95 |
89.10 |
-0.85 |
41 |
181 |
+21 |
| Dec10 |
100324 |
88.11 |
88.96 |
88.11 |
88.11 |
-0.85 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
86,558 |
138,367 |
+10,936 |
| British Pound(CME) |
| Jun10 |
100324 |
150.38 |
150.38 |
148.56 |
148.83 |
-1.41 |
90,963 |
127,660 |
-4,741 |
| Sep10 |
100324 |
150.20 |
150.25 |
148.56 |
148.76 |
-1.40 |
117 |
490 |
-2 |
| Dec10 |
100324 |
148.74 |
150.12 |
148.69 |
148.71 |
-1.41 |
3 |
26 |
+1 |
| Total Volume and Open Interest |
91,083 |
128,176 |
-4,742 |
| Canadian Dollar(CME) |
| Jun10 |
100324 |
98.39 |
98.44 |
97.24 |
97.58 |
-0.68 |
67,768 |
146,862 |
+2,786 |
| Sep10 |
100324 |
98.25 |
98.37 |
97.22 |
97.54 |
-0.69 |
178 |
1,471 |
+79 |
| Dec10 |
100324 |
97.75 |
98.11 |
97.37 |
97.42 |
-0.69 |
115 |
788 |
-2 |
| Mar11 |
100324 |
97.26 |
97.94 |
96.96 |
97.25 |
-0.69 |
32 |
181 |
+30 |
| Total Volume and Open Interest |
68,093 |
149,316 |
+2,893 |
| Japanese Yen(CME) |
| Jun10 |
100324 |
110.61 |
110.74 |
108.27 |
108.63 |
-2.02 |
90,370 |
100,340 |
+4,086 |
| Sep10 |
100324 |
110.69 |
110.81 |
108.36 |
108.72 |
-2.02 |
74 |
372 |
-47 |
| Dec10 |
100324 |
108.85 |
110.87 |
108.71 |
108.85 |
-2.02 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
90,444 |
100,744 |
+4,039 |
| Swiss Franc(CME) |
| Jun10 |
100324 |
94.65 |
94.78 |
93.17 |
93.35 |
-1.28 |
52,519 |
30,712 |
+1,620 |
| Sep10 |
100324 |
93.83 |
94.71 |
93.28 |
93.43 |
-1.28 |
0 |
455 |
-1 |
| Dec10 |
100324 |
93.59 |
94.80 |
93.53 |
93.53 |
-1.27 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
52,519 |
31,172 |
+1,619 |
| EuroFX(CME) |
| Jun10 |
100324 |
134.96 |
135.01 |
133.12 |
133.38 |
-1.51 |
303,153 |
185,239 |
-1,199 |
| Sep10 |
100324 |
134.94 |
134.94 |
133.13 |
133.37 |
-1.51 |
241 |
1,698 |
+62 |
| Dec10 |
100324 |
133.97 |
134.87 |
133.07 |
133.37 |
-1.50 |
1 |
80 |
+0 |
| Total Volume and Open Interest |
303,395 |
187,022 |
-1,137 |
| Mexican Peso(CME) |
| Apr10 |
100324 |
793.8 |
798.0 |
793.8 |
793.8 |
-4.2 |
0 |
8 |
+0 |
| May10 |
100324 |
790.8 |
795.0 |
790.8 |
790.8 |
-4.2 |
|
|
|
| Total Volume and Open Interest |
25,322 |
136,192 |
+3,628 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100324 |
117~200 |
117~220 |
115~190 |
115~230 |
-1~280 |
|
|
|
| Sep10 |
100324 |
116~000 |
116~000 |
114~150 |
114~210 |
-1~280 |
22 |
119 |
+11 |
| Dec10 |
100324 |
113~150 |
115~110 |
113~150 |
113~150 |
-1~280 |
|
|
|
| Total Volume and Open Interest |
158,967 |
642,980 |
|
| 10-Year T-Notes(CBOT) |
| Jun10 |
100324 |
117~065 |
117~095 |
115~285 |
116~030 |
-1~060 |
598,549 |
1,451,868 |
+39,254 |
| Sep10 |
100324 |
115~050 |
115~270 |
114~190 |
114~210 |
-1~060 |
13 |
1,284 |
+0 |
| Dec10 |
100324 |
113~070 |
114~130 |
113~070 |
113~070 |
-1~060 |
|
|
|
| Total Volume and Open Interest |
598,562 |
1,453,153 |
+25,068 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100324 |
115~035 |
115~041 |
114~054 |
114~073 |
-0~095 |
353,261 |
893,237 |
-5,837 |
| Sep10 |
100324 |
113~057 |
114~024 |
113~057 |
113~057 |
-0~095 |
|
|
|
| Dec10 |
100324 |
112~041 |
113~008 |
112~041 |
112~041 |
-0~095 |
|
|
|
| Total Volume and Open Interest |
354,802 |
911,115 |
-6,495 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100324 |
108~059 |
108~061 |
108~034 |
108~039 |
-0~022 |
274,447 |
872,886 |
-1,706 |
| Sep10 |
100324 |
107~095 |
107~117 |
107~095 |
107~095 |
-0~022 |
0 |
106 |
+0 |
| Dec10 |
100324 |
107~023 |
107~045 |
107~023 |
107~023 |
-0~022 |
|
|
|
| Total Volume and Open Interest |
276,407 |
885,623 |
-2,385 |
| Eurodollars(CME) |
| Jun10 |
100324 |
99.615 |
99.625 |
99.605 |
99.610 |
-0.010 |
163,618 |
1,179,797 |
-5,356 |
| Sep10 |
100324 |
99.435 |
99.440 |
99.395 |
99.405 |
-0.030 |
141,699 |
963,629 |
-760 |
| Dec10 |
100324 |
99.145 |
99.160 |
99.080 |
99.095 |
-0.055 |
211,154 |
1,117,179 |
-3,327 |
| Mar11 |
100324 |
98.820 |
98.830 |
98.725 |
98.745 |
-0.075 |
184,867 |
673,412 |
-6,093 |
| Jun11 |
100324 |
98.455 |
98.465 |
98.350 |
98.375 |
-0.085 |
194,303 |
858,538 |
-11,001 |
| Sep11 |
100324 |
98.110 |
98.120 |
97.995 |
98.020 |
-0.090 |
119,991 |
645,795 |
-3,246 |
| Dec11 |
100324 |
97.780 |
97.790 |
97.655 |
97.680 |
-0.095 |
110,396 |
428,235 |
+3,307 |
| Mar12 |
100324 |
97.490 |
97.505 |
97.365 |
97.390 |
-0.095 |
87,150 |
316,006 |
+2,729 |
| Jun12 |
100324 |
97.210 |
97.230 |
97.080 |
97.115 |
-0.095 |
25,976 |
212,604 |
+2,026 |
| Sep12 |
100324 |
96.960 |
96.980 |
96.825 |
96.860 |
-0.100 |
17,377 |
146,958 |
-525 |
| Dec12 |
100324 |
96.710 |
96.730 |
96.580 |
96.610 |
-0.100 |
20,602 |
132,469 |
-661 |
| Mar13 |
100324 |
96.530 |
96.530 |
96.380 |
96.410 |
-0.100 |
16,036 |
104,889 |
+325 |
| Jun13 |
100324 |
96.335 |
96.335 |
96.185 |
96.215 |
-0.105 |
5,988 |
74,039 |
-332 |
| Sep13 |
100324 |
96.155 |
96.165 |
96.010 |
96.040 |
-0.105 |
5,217 |
62,980 |
-404 |
| Dec13 |
100324 |
95.975 |
95.985 |
95.830 |
95.860 |
-0.105 |
5,480 |
36,596 |
-886 |
| Mar14 |
100324 |
95.830 |
95.845 |
95.690 |
95.715 |
-0.110 |
6,747 |
40,708 |
+1,414 |
| Jun14 |
100324 |
95.685 |
95.700 |
95.545 |
95.570 |
-0.110 |
4,899 |
31,358 |
-1,279 |
| Sep14 |
100324 |
95.555 |
95.575 |
95.415 |
95.445 |
-0.110 |
2,875 |
19,356 |
+21 |
| Total Volume and Open Interest |
1,360,412 |
7,288,651 |
-12,780 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100324 |
99.830 |
99.832 |
99.827 |
99.830 |
unch |
4,983 |
76,325 |
+851 |
| Apr10 |
100324 |
99.810 |
99.810 |
99.800 |
99.805 |
unch |
4,765 |
83,322 |
+548 |
| May10 |
100324 |
99.800 |
99.800 |
99.790 |
99.795 |
unch |
4,652 |
77,644 |
+1,318 |
| Jun10 |
100324 |
99.785 |
99.790 |
99.780 |
99.785 |
unch |
5,226 |
88,185 |
-892 |
| Jul10 |
100324 |
99.760 |
99.765 |
99.745 |
99.755 |
-0.005 |
1,289 |
77,965 |
-370 |
| Aug10 |
100324 |
99.725 |
99.725 |
99.700 |
99.715 |
-0.005 |
876 |
59,113 |
-59 |
| Total Volume and Open Interest |
28,200 |
688,561 |
+1,546 |
| 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 |
100324 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
123 |
673 |
+123 |
| Sep10 |
100324 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.010 |
0 |
2,230 |
+0 |
| Dec10 |
100324 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.010 |
0 |
242 |
+0 |
| Mar11 |
100324 |
99.620 |
99.620 |
99.615 |
99.620 |
+0.010 |
0 |
4 |
+0 |
| Jun11 |
100324 |
99.595 |
99.605 |
99.595 |
99.595 |
+0.010 |
|
|
|
| Sep11 |
100324 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.010 |
|
|
|
| Dec11 |
100324 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.010 |
|
|
|
| Mar12 |
100324 |
99.475 |
99.475 |
99.475 |
99.475 |
+0.010 |
|
|
|
| Jun12 |
100324 |
99.520 |
99.520 |
99.520 |
99.520 |
+0.005 |
|
|
|
| Sep12 |
100324 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
123 |
3,149 |
+123 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100324 |
99.61 |
99.61 |
99.60 |
99.60 |
unch |
1,705 |
4,716 |
+151 |
| Sep10 |
100324 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
100 |
4,042 |
+75 |
| Dec10 |
100324 |
99.62 |
99.63 |
99.62 |
99.63 |
+0.00 |
105 |
1,352 |
+42 |
| Mar11 |
100324 |
99.62 |
99.62 |
99.61 |
99.61 |
+0.00 |
0 |
1,392 |
+76 |
| Jun11 |
100324 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.00 |
100 |
104 |
+48 |
| Sep11 |
100324 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
0 |
51 |
+0 |
| Dec11 |
100324 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
102 |
+0 |
| Mar12 |
100324 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
2,010 |
13,130 |
+89 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100323 |
138.62 |
138.96 |
138.55 |
138.88 |
+0.26 |
1,451 |
19,061 |
+19,061 |
| Sep10 |
100324 |
138.89 |
138.89 |
138.89 |
138.89 |
+0.01 |
|
|
|
| Dec10 |
100324 |
136.80 |
136.80 |
136.80 |
136.80 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
1,092 |
18,489 |
+643 |
| Euro-Bund(EUREX) |
| Jun10 |
100324 |
123.66 |
123.77 |
123.24 |
123.53 |
-0.14 |
640,475 |
1,004,233 |
+3,991 |
| Sep10 |
100324 |
123.10 |
123.10 |
122.70 |
122.93 |
-0.12 |
254 |
38 |
+12 |
| Dec10 |
100324 |
122.53 |
122.53 |
122.53 |
122.53 |
-0.14 |
|
|
|
| Total Volume and Open Interest |
640,729 |
1,004,271 |
+4,003 |
| Euro-Bobl(EUREX) |
| Jun10 |
100323 |
117.06 |
117.20 |
117.03 |
117.12 |
+0.07 |
445,928 |
835,942 |
+2,906 |
| Sep10 |
100324 |
116.68 |
116.77 |
116.53 |
116.68 |
-0.10 |
50 |
97 |
+0 |
| Dec10 |
100324 |
116.44 |
116.44 |
116.44 |
116.44 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
397,792 |
815,198 |
-20,841 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100324 |
99.295 |
99.305 |
99.295 |
99.300 |
unch |
511 |
7,819 |
+100 |
| Sep10 |
100324 |
99.100 |
99.125 |
99.100 |
99.120 |
+0.010 |
20 |
2,364 |
-19 |
| Total Volume and Open Interest |
606 |
14,469 |
+26 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100324 |
115~16 |
115~20 |
114~17 |
114~30 |
-0~17 |
53,513 |
268,023 |
-4,233 |
| Total Volume and Open Interest |
53,513 |
281,168 |
-4,233 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100324 |
99.29 |
99.30 |
99.28 |
99.29 |
+0.01 |
29,349 |
388,720 |
+10,812 |
| Sep10 |
100324 |
99.13 |
99.14 |
99.11 |
99.12 |
-0.01 |
33,242 |
416,804 |
+4,527 |
| Dec10 |
100324 |
98.87 |
98.88 |
98.84 |
98.86 |
-0.01 |
37,071 |
423,387 |
+6,426 |
| Mar11 |
100324 |
98.57 |
98.59 |
98.53 |
98.56 |
-0.01 |
30,689 |
309,343 |
-5,300 |
| Jun11 |
100324 |
98.24 |
98.28 |
98.18 |
98.23 |
-0.01 |
36,003 |
245,768 |
+1,099 |
| Sep11 |
100324 |
97.90 |
97.94 |
97.84 |
97.90 |
unch |
25,045 |
137,214 |
+1,014 |
| Total Volume and Open Interest |
236,163 |
2,300,696 |
+22,385 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100324 |
99.300 |
99.305 |
99.290 |
99.300 |
unch |
129,546 |
832,534 |
-980 |
| Sep10 |
100324 |
99.105 |
99.125 |
99.100 |
99.120 |
+0.010 |
114,900 |
805,044 |
+3,926 |
| Dec10 |
100324 |
98.900 |
98.925 |
98.885 |
98.915 |
+0.015 |
100,509 |
484,592 |
+3,120 |
| Total Volume and Open Interest |
662,080 |
3,659,501 |
-6,257 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100324 |
95.35 |
95.35 |
95.31 |
95.33 |
-0.02 |
9,881 |
271,907 |
+1,714 |
| Sep10 |
100324 |
94.96 |
94.97 |
94.90 |
94.92 |
-0.04 |
8,197 |
163,334 |
+432 |
| Dec10 |
100324 |
94.67 |
94.67 |
94.61 |
94.63 |
-0.04 |
5,873 |
103,001 |
-1,116 |
| Mar11 |
100324 |
94.47 |
94.47 |
94.40 |
94.43 |
-0.05 |
4,436 |
42,157 |
-58 |
| Jun11 |
100324 |
94.31 |
94.32 |
94.27 |
94.28 |
-0.04 |
2,478 |
40,860 |
+868 |
| Sep11 |
100324 |
94.21 |
94.21 |
94.16 |
94.18 |
-0.04 |
2,254 |
21,905 |
+902 |
| Dec11 |
100324 |
94.13 |
94.14 |
94.09 |
94.12 |
-0.04 |
2,185 |
12,865 |
+1,407 |
| Mar12 |
100324 |
94.05 |
94.08 |
94.04 |
94.08 |
-0.03 |
204 |
7,652 |
+65 |
| Jun12 |
100324 |
94.05 |
94.07 |
94.05 |
94.07 |
-0.03 |
70 |
2,115 |
-20 |
| Sep12 |
100324 |
94.50 |
94.50 |
93.80 |
94.06 |
-0.04 |
115 |
1,741 |
+40 |
| Total Volume and Open Interest |
35,718 |
668,020 |
+4,259 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100324 |
94.31 |
94.32 |
94.25 |
94.28 |
-0.03 |
24,555 |
324,893 |
+2,460 |
| Sep10 |
100324 |
94.28 |
94.28 |
94.28 |
94.28 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
24,555 |
324,893 |
+2,460 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100324 |
94.69 |
94.70 |
94.61 |
94.64 |
-0.05 |
62,632 |
438,563 |
+8,181 |
| Sep10 |
100324 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
62,632 |
438,563 |
+8,181 |
| Gold(CMX) |
| Apr10 |
100324 |
1102.2 |
1106.0 |
1084.8 |
1088.8 |
-14.9 |
159,063 |
183,145 |
-20,625 |
| Jun10 |
100324 |
1104.1 |
1106.8 |
1086.1 |
1089.9 |
-15.0 |
35,644 |
142,420 |
+17,006 |
| Aug10 |
100324 |
1104.6 |
1106.9 |
1087.8 |
1091.1 |
-14.9 |
977 |
29,289 |
+237 |
| Oct10 |
100324 |
1105.6 |
1107.1 |
1088.8 |
1092.2 |
-14.9 |
478 |
20,919 |
+26 |
| Dec10 |
100324 |
1107.2 |
1107.2 |
1089.9 |
1093.6 |
-14.8 |
1,373 |
38,219 |
+823 |
| Feb11 |
100324 |
1106.8 |
1107.0 |
1095.3 |
1095.3 |
-14.7 |
141 |
16,388 |
+32 |
| Apr11 |
100324 |
1097.4 |
1097.4 |
1097.4 |
1097.4 |
-14.6 |
12 |
11,030 |
-7 |
| Jun11 |
100324 |
445.6 |
445.6 |
441.0 |
444.4 |
-14.5 |
48 |
6,107 |
+17 |
| Aug11 |
100324 |
1102.8 |
1102.8 |
1102.8 |
1102.8 |
-14.4 |
100 |
2,722 |
+65 |
| Oct11 |
100324 |
1106.0 |
1106.0 |
1106.0 |
1106.0 |
-14.3 |
67 |
3,209 |
+17 |
| Dec11 |
100324 |
1121.4 |
1121.4 |
1110.1 |
1110.1 |
-13.9 |
0 |
12,935 |
+0 |
| Total Volume and Open Interest |
198,467 |
490,646 |
-2,390 |
| Silver(CMX) |
| Mar10 |
100324 |
1692.5 |
1692.5 |
1662.6 |
1662.6 |
-38.6 |
65 |
217 |
-56 |
| May10 |
100324 |
1701.5 |
1704.5 |
1655.0 |
1664.1 |
-38.6 |
31,756 |
62,378 |
-1,632 |
| Jul10 |
100324 |
1706.5 |
1706.5 |
1659.0 |
1666.5 |
-38.6 |
1,666 |
18,142 |
+1,071 |
| Sep10 |
100324 |
1695.0 |
1695.0 |
1661.0 |
1668.6 |
-38.6 |
308 |
3,734 |
+56 |
| Dec10 |
100324 |
1699.0 |
1699.0 |
1665.5 |
1671.7 |
-38.6 |
273 |
13,123 |
-2 |
| Mar11 |
100324 |
1675.0 |
1675.0 |
1675.0 |
1675.0 |
-38.3 |
60 |
2,956 |
+47 |
| May11 |
100324 |
1682.0 |
1682.0 |
1672.0 |
1677.2 |
-38.0 |
23 |
1,774 |
-2 |
| Total Volume and Open Interest |
34,574 |
113,317 |
-375 |
| Platinum(NYMEX) |
| Apr10 |
100324 |
1606.3 |
1610.3 |
1578.0 |
1587.9 |
-20.6 |
9,752 |
19,130 |
-1,521 |
| Jul10 |
100324 |
1616.1 |
1616.4 |
1583.0 |
1593.4 |
-21.1 |
4,502 |
18,930 |
+3,298 |
| Oct10 |
100324 |
1597.4 |
1597.4 |
1595.4 |
1595.4 |
-20.6 |
3 |
241 |
+2 |
| Jan11 |
100324 |
1596.9 |
1596.9 |
1596.9 |
1596.9 |
-20.6 |
4 |
212 |
+4 |
| Total Volume and Open Interest |
14,261 |
38,514 |
+1,783 |
| Palladium(NYMEX) |
| Mar10 |
100324 |
445.00 |
453.00 |
445.00 |
453.00 |
-10.65 |
7 |
53 |
+2 |
| Jun10 |
100324 |
464.55 |
465.55 |
440.10 |
453.90 |
-10.65 |
2,091 |
23,038 |
-92 |
| Sep10 |
100324 |
452.00 |
454.50 |
452.00 |
454.50 |
-10.65 |
29 |
716 |
+22 |
| Total Volume and Open Interest |
2,128 |
23,864 |
-68 |
| Copper(CMX) |
| Mar10 |
100324 |
334.80 |
334.80 |
331.75 |
333.65 |
-3.30 |
362 |
544 |
-376 |
| May10 |
100324 |
337.50 |
338.75 |
332.10 |
334.55 |
-3.35 |
30,277 |
85,386 |
-1,030 |
| Jul10 |
100324 |
339.00 |
340.20 |
334.10 |
336.35 |
-3.35 |
2,451 |
22,247 |
+1,508 |
| Sep10 |
100324 |
336.75 |
337.90 |
336.75 |
337.50 |
-3.35 |
445 |
8,936 |
+203 |
| Dec10 |
100324 |
336.80 |
338.30 |
336.80 |
338.30 |
-3.35 |
749 |
6,839 |
+617 |
| Total Volume and Open Interest |
35,071 |
130,813 |
+944 |
| DJIA Index(CBOT) |
| Jun10 |
100324 |
10827 |
10827 |
10765 |
10787 |
-41 |
359 |
4,044 |
-57 |
| Sep10 |
100324 |
10723 |
10765 |
10723 |
10723 |
-42 |
0 |
11 |
+0 |
| Dec10 |
100324 |
10668 |
10709 |
10668 |
10668 |
-41 |
|
|
|
| Mar11 |
100324 |
10613 |
10654 |
10613 |
10613 |
-41 |
|
|
|
| Total Volume and Open Interest |
359 |
4,055 |
-57 |
| S & P 500(CME) |
| Jun10 |
100324 |
1169.20 |
1170.00 |
1161.20 |
1164.60 |
-5.00 |
10,697 |
302,334 |
+1,101 |
| Sep10 |
100324 |
1159.80 |
1162.30 |
1156.80 |
1159.80 |
-5.00 |
100 |
2,383 |
+13 |
| Dec10 |
100324 |
1155.40 |
1157.80 |
1152.30 |
1155.40 |
-4.90 |
28 |
3,011 |
-28 |
| Mar11 |
100324 |
1153.40 |
1155.80 |
1150.30 |
1153.40 |
-4.90 |
1 |
12 |
+0 |
| Total Volume and Open Interest |
10,826 |
307,750 |
+1,086 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100324 |
1169.25 |
1170.00 |
1161.00 |
1164.50 |
-5.00 |
1,915,804 |
2,366,678 |
+2,280 |
| Sep10 |
100324 |
1164.50 |
1165.25 |
1156.50 |
1159.75 |
-5.00 |
746 |
2,437 |
+224 |
| Total Volume and Open Interest |
1,916,553 |
2,370,769 |
+2,503 |
| NASDAQ 100(CME) |
| Jun10 |
100324 |
1961.80 |
1961.80 |
1946.00 |
1951.50 |
-10.80 |
1,956 |
12,403 |
+1,198 |
| Sep10 |
100324 |
1949.00 |
1949.00 |
1947.50 |
1949.00 |
-10.50 |
6 |
10 |
+5 |
| Dec10 |
100324 |
1946.50 |
1946.50 |
1945.00 |
1946.50 |
-10.50 |
|
|
|
| Total Volume and Open Interest |
1,962 |
12,413 |
+1,203 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100324 |
1961.00 |
1962.00 |
1946.00 |
1951.50 |
-10.80 |
282,045 |
286,333 |
+13,420 |
| Sep10 |
100324 |
1960.00 |
1960.00 |
1945.00 |
1949.00 |
-10.50 |
102 |
63 |
+40 |
| Total Volume and Open Interest |
282,147 |
286,398 |
+13,460 |
| S & P Midcap 400(CME) |
| Jun10 |
100324 |
795.50 |
796.00 |
791.50 |
792.00 |
-5.20 |
211 |
1,498 |
+191 |
| Sep10 |
100324 |
790.00 |
790.20 |
790.00 |
790.00 |
-5.20 |
|
|
|
| Dec10 |
100324 |
788.00 |
788.20 |
788.00 |
788.00 |
-5.20 |
|
|
|
| Total Volume and Open Interest |
211 |
1,498 |
+191 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100324 |
10850 |
10850 |
10785 |
10850 |
+40 |
|
|
|
| Sep10 |
100324 |
10890 |
10890 |
10850 |
10890 |
+40 |
|
|
|
| Total Volume and Open Interest |
7,966 |
42,755 |
+717 |
| Nikkei 225(SGX) |
| Jun10 |
100324 |
10690 |
10825 |
10665 |
10735 |
+35 |
71,118 |
150,155 |
+1,111 |
| Sep10 |
100324 |
10740 |
10740 |
10740 |
10740 |
+35 |
0 |
55 |
+0 |
| Dec10 |
100324 |
10700 |
10700 |
10700 |
10700 |
+35 |
0 |
747 |
+0 |
| Total Volume and Open Interest |
71,118 |
160,213 |
+1,167 |
| CAC 40(EURONEXT) |
| Apr10 |
100324 |
3961.5 |
3968.0 |
3908.0 |
3952.0 |
-3.0 |
124,044 |
364,491 |
+10,519 |
| May10 |
100324 |
3888.0 |
3888.0 |
3860.5 |
3878.0 |
-3.0 |
5 |
48 |
+2 |
| Jun10 |
100324 |
3856.5 |
3861.5 |
3804.0 |
3847.0 |
-3.0 |
555 |
48,208 |
+206 |
| Total Volume and Open Interest |
124,894 |
414,064 |
+10,708 |
| Hang Seng Index(HKFE) |
| Mar10 |
100324 |
21178 |
21245 |
20963 |
21027 |
+7 |
72,254 |
69,376 |
-5,088 |
| Apr10 |
100324 |
21118 |
21204 |
20929 |
21000 |
+15 |
3,085 |
5,317 |
+476 |
| Total Volume and Open Interest |
75,713 |
78,294 |
-4,631 |
| DAX(EUREX) |
| Mar10 |
100319 |
6039.0 |
6042.0 |
6011.0 |
6041.5 |
+28.5 |
184,205 |
91,297 |
-26,074 |
| Jun10 |
100324 |
6038.5 |
6055.0 |
5970.5 |
6047.0 |
+14.0 |
144,437 |
141,206 |
+1,391 |
| Sep10 |
100324 |
6044.5 |
6058.0 |
5978.0 |
6052.0 |
+13.5 |
173 |
4,729 |
-10 |
| Total Volume and Open Interest |
144,643 |
145,968 |
+1,414 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100324 |
5645.00 |
5652.00 |
5589.00 |
5638.00 |
-0.50 |
110,014 |
685,069 |
+9,697 |
| Sep10 |
100324 |
5596.50 |
5596.50 |
5596.50 |
5596.50 |
-1.00 |
10 |
518 |
+0 |
| Dec10 |
100324 |
5571.00 |
5571.00 |
5571.00 |
5571.00 |
-0.50 |
0 |
2,041 |
+0 |
| Total Volume and Open Interest |
110,024 |
687,628 |
+9,697 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100324 |
4896.0 |
4936.0 |
4879.0 |
4905.0 |
+9.0 |
20,364 |
188,461 |
+604 |
| Sep10 |
100324 |
4895.0 |
4895.0 |
4893.0 |
4893.0 |
+10.0 |
0 |
1,985 |
-5 |
| Total Volume and Open Interest |
20,364 |
192,294 |
+599 |
| GSCI(CME) |
| Apr10 |
100324 |
516.25 |
518.25 |
514.20 |
517.00 |
-6.00 |
934 |
18,458 |
-563 |
| May10 |
100324 |
519.35 |
520.60 |
517.00 |
520.00 |
-6.00 |
415 |
415 |
+414 |
| Jun10 |
100324 |
522.25 |
522.50 |
519.50 |
522.25 |
-5.75 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
1,351 |
18,873 |
-149 |
| 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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