|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri March 26, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100326 |
942.75 |
955.00 |
941.75 |
952.00 |
+9.50 |
60,563 |
178,785 |
-2,057 |
| Jul10 |
100326 |
950.50 |
963.00 |
949.50 |
959.75 |
+9.25 |
42,124 |
101,134 |
-2,924 |
| Aug10 |
100326 |
945.00 |
954.00 |
945.00 |
952.50 |
+7.50 |
1,729 |
6,778 |
+60 |
| Sep10 |
100326 |
927.75 |
934.75 |
925.50 |
932.00 |
+6.50 |
1,654 |
6,111 |
+515 |
| Nov10 |
100326 |
913.00 |
922.00 |
912.50 |
918.00 |
+5.00 |
20,946 |
114,513 |
-949 |
| Jan11 |
100326 |
920.75 |
930.00 |
920.75 |
926.50 |
+5.25 |
416 |
6,950 |
+85 |
| Mar11 |
100326 |
934.00 |
935.50 |
931.00 |
934.00 |
+5.25 |
243 |
3,380 |
+9 |
| Total Volume and Open Interest |
128,235 |
427,479 |
-4,923 |
| Soybean Meal(CBOT) |
| May10 |
100326 |
266.00 |
271.50 |
265.70 |
270.90 |
+5.00 |
22,726 |
85,664 |
-551 |
| Jul10 |
100326 |
263.90 |
268.00 |
263.10 |
267.60 |
+4.00 |
9,986 |
42,444 |
+710 |
| Aug10 |
100326 |
262.00 |
264.40 |
260.30 |
264.40 |
+3.60 |
1,716 |
13,230 |
-153 |
| Sep10 |
100326 |
257.90 |
260.00 |
257.00 |
260.00 |
+3.00 |
1,724 |
9,195 |
-294 |
| Oct10 |
100326 |
251.40 |
252.00 |
241.00 |
252.00 |
+2.30 |
538 |
8,189 |
-68 |
| Dec10 |
100326 |
248.00 |
250.30 |
248.00 |
249.90 |
+1.70 |
4,077 |
31,024 |
+316 |
| Jan11 |
100326 |
249.80 |
250.70 |
249.20 |
250.70 |
+1.50 |
129 |
3,133 |
+56 |
| Mar11 |
100326 |
253.00 |
253.80 |
251.90 |
253.40 |
+1.50 |
50 |
2,342 |
+14 |
| Total Volume and Open Interest |
40,983 |
198,341 |
+34 |
| Soybean Oil(CBOT) |
| May10 |
100326 |
38.78 |
39.08 |
38.65 |
38.95 |
+0.25 |
26,098 |
126,339 |
-1,396 |
| Jul10 |
100326 |
39.21 |
39.51 |
39.09 |
39.38 |
+0.25 |
10,838 |
82,881 |
-186 |
| Aug10 |
100326 |
39.52 |
39.55 |
39.29 |
39.55 |
+0.25 |
554 |
11,474 |
+36 |
| Sep10 |
100326 |
39.50 |
39.68 |
39.40 |
39.68 |
+0.25 |
559 |
7,724 |
+85 |
| Oct10 |
100326 |
39.90 |
39.90 |
39.54 |
39.80 |
+0.25 |
244 |
6,274 |
-70 |
| Dec10 |
100326 |
39.79 |
40.26 |
39.79 |
40.13 |
+0.25 |
2,795 |
42,761 |
+154 |
| Jan11 |
100326 |
40.27 |
40.36 |
40.10 |
40.36 |
+0.25 |
44 |
1,707 |
-7 |
| Mar11 |
100326 |
40.35 |
40.56 |
40.35 |
40.56 |
+0.28 |
30 |
995 |
+14 |
| Total Volume and Open Interest |
41,176 |
281,835 |
-1,363 |
| Canola(WCE) |
| May10 |
100326 |
379.7 |
383.5 |
379.7 |
382.3 |
+2.6 |
7,658 |
82,581 |
+846 |
| Jul10 |
100326 |
385.2 |
389.3 |
385.2 |
388.3 |
+2.6 |
1,695 |
22,754 |
+324 |
| Nov10 |
100326 |
386.7 |
389.8 |
386.1 |
388.6 |
+2.2 |
988 |
17,813 |
-32 |
| Jan11 |
100326 |
390.0 |
393.8 |
389.9 |
392.0 |
+2.0 |
74 |
863 |
+34 |
| Mar11 |
100326 |
391.7 |
395.7 |
391.7 |
394.5 |
+2.7 |
31 |
315 |
+26 |
| Total Volume and Open Interest |
10,469 |
124,503 |
+1,221 |
| Corn(CBOT) |
| May10 |
100326 |
355.25 |
358.00 |
355.00 |
356.25 |
+1.25 |
77,811 |
429,470 |
-3,618 |
| Jul10 |
100326 |
366.50 |
369.00 |
366.25 |
367.50 |
+1.25 |
22,046 |
268,787 |
+2,724 |
| Sep10 |
100326 |
375.25 |
378.00 |
375.00 |
376.25 |
+1.25 |
4,979 |
73,024 |
+80 |
| Dec10 |
100326 |
385.00 |
387.00 |
384.25 |
385.50 |
+0.75 |
21,956 |
276,926 |
-527 |
| Mar11 |
100326 |
395.75 |
398.00 |
395.75 |
396.50 |
+0.50 |
1,394 |
32,846 |
+376 |
| May11 |
100326 |
403.00 |
405.25 |
403.00 |
403.75 |
+0.50 |
99 |
4,664 |
+66 |
| Total Volume and Open Interest |
129,900 |
1,134,724 |
-1,299 |
| Wheat(CBOT) |
| May10 |
100326 |
466.25 |
468.75 |
464.00 |
464.75 |
-1.75 |
24,110 |
164,337 |
-1,718 |
| Jul10 |
100326 |
478.75 |
481.50 |
477.00 |
478.00 |
-1.50 |
11,606 |
136,851 |
+1,713 |
| Sep10 |
100326 |
496.00 |
496.50 |
492.75 |
493.75 |
-1.75 |
4,487 |
36,739 |
+349 |
| Dec10 |
100326 |
523.00 |
525.25 |
521.00 |
521.75 |
-1.50 |
7,276 |
67,041 |
+339 |
| Mar11 |
100326 |
547.50 |
549.50 |
547.50 |
547.75 |
-1.75 |
1,460 |
11,542 |
+811 |
| Total Volume and Open Interest |
49,838 |
432,977 |
+1,832 |
| Wheat(KCBT) |
| May10 |
100326 |
476.75 |
480.00 |
475.00 |
475.50 |
-1.25 |
4,991 |
45,236 |
+89 |
| Jul10 |
100326 |
487.75 |
490.50 |
486.00 |
486.50 |
-1.25 |
1,854 |
41,237 |
+546 |
| Sep10 |
100326 |
499.75 |
502.00 |
497.25 |
498.00 |
-1.25 |
318 |
7,220 |
+90 |
| Dec10 |
100326 |
517.25 |
519.75 |
515.25 |
515.75 |
-1.25 |
2,087 |
40,115 |
-380 |
| Mar11 |
100326 |
533.00 |
533.00 |
532.50 |
532.50 |
-1.25 |
943 |
5,427 |
+421 |
| Total Volume and Open Interest |
10,359 |
142,544 |
+890 |
| Wheat(MGE) |
| May10 |
100326 |
498.25 |
500.00 |
496.00 |
497.00 |
-0.75 |
1,866 |
14,599 |
+173 |
| Jul10 |
100326 |
510.00 |
511.50 |
507.50 |
508.50 |
-1.00 |
846 |
11,980 |
+228 |
| Sep10 |
100326 |
520.00 |
522.50 |
519.00 |
519.75 |
-0.75 |
444 |
5,972 |
+182 |
| Dec10 |
100326 |
536.75 |
539.25 |
535.75 |
536.50 |
-1.00 |
315 |
6,124 |
+152 |
| Mar11 |
100326 |
554.50 |
554.50 |
552.25 |
552.25 |
-1.25 |
105 |
928 |
+52 |
| Total Volume and Open Interest |
3,646 |
40,353 |
+826 |
| Oats(CBOT) |
| May10 |
100326 |
207.50 |
212.00 |
205.75 |
212.00 |
+5.25 |
248 |
9,970 |
-81 |
| Jul10 |
100326 |
215.00 |
223.00 |
215.00 |
221.00 |
+5.00 |
48 |
3,639 |
+21 |
| Sep10 |
100326 |
223.50 |
228.50 |
223.50 |
228.50 |
+5.00 |
1 |
867 |
+0 |
| Dec10 |
100326 |
236.00 |
240.25 |
235.25 |
240.25 |
+5.00 |
2 |
1,730 |
+2 |
| Total Volume and Open Interest |
299 |
16,207 |
-58 |
| Rough Rice(CBOT) |
| May10 |
100326 |
12.47 |
12.56 |
12.36 |
12.46 |
+0.01 |
295 |
10,179 |
+51 |
| Jul10 |
100326 |
12.73 |
12.91 |
12.65 |
12.76 |
unch |
73 |
1,929 |
+32 |
| Sep10 |
100326 |
12.59 |
12.60 |
12.52 |
12.57 |
-0.02 |
5 |
1,803 |
-5 |
| Nov10 |
100326 |
12.74 |
12.81 |
12.71 |
12.75 |
-0.02 |
0 |
1,135 |
+0 |
| Total Volume and Open Interest |
374 |
15,460 |
+79 |
| Live Cattle(CME) |
| Apr10 |
100326 |
94.800 |
95.200 |
93.785 |
94.035 |
-0.715 |
14,669 |
57,262 |
-1,865 |
| Jun10 |
100326 |
92.000 |
92.750 |
91.500 |
91.580 |
-0.555 |
17,992 |
164,905 |
+1,814 |
| Aug10 |
100326 |
90.035 |
90.750 |
89.000 |
89.250 |
-0.830 |
6,244 |
71,796 |
+1,170 |
| Oct10 |
100326 |
92.550 |
93.480 |
92.250 |
92.350 |
-0.330 |
4,319 |
35,437 |
+1,793 |
| Dec10 |
100326 |
94.900 |
95.300 |
94.300 |
94.550 |
-0.235 |
1,208 |
18,936 |
+309 |
| Feb11 |
100326 |
95.600 |
95.750 |
95.300 |
95.400 |
unch |
381 |
9,578 |
+73 |
| Total Volume and Open Interest |
44,923 |
361,378 |
+3,361 |
| Feeder Cattle(CME) |
| Apr10 |
100326 |
107.050 |
108.035 |
106.680 |
107.200 |
-0.280 |
1,683 |
7,686 |
-505 |
| May10 |
100326 |
108.700 |
109.500 |
108.100 |
108.150 |
-0.735 |
2,676 |
18,512 |
+1,289 |
| Aug10 |
100326 |
109.830 |
110.650 |
109.600 |
109.800 |
-0.400 |
1,122 |
11,613 |
+376 |
| Sep10 |
100326 |
109.300 |
109.950 |
109.200 |
109.700 |
-0.100 |
196 |
1,694 |
+74 |
| Oct10 |
100326 |
108.450 |
109.150 |
108.450 |
108.850 |
-0.230 |
55 |
928 |
+53 |
| Nov10 |
100326 |
108.750 |
109.000 |
108.500 |
108.650 |
-0.600 |
28 |
281 |
+20 |
| Jan11 |
100326 |
107.000 |
107.150 |
107.000 |
107.035 |
unch |
1 |
49 |
+1 |
| Total Volume and Open Interest |
6,707 |
42,675 |
+962 |
| Lean Hogs(CME) |
| Apr10 |
100326 |
70.225 |
70.250 |
69.300 |
69.680 |
-0.455 |
6,777 |
28,596 |
-716 |
| May10 |
100326 |
76.635 |
77.000 |
75.600 |
76.550 |
-0.650 |
215 |
6,174 |
+5 |
| Jun10 |
100326 |
79.475 |
79.785 |
77.800 |
78.035 |
-1.600 |
10,341 |
79,340 |
+249 |
| Jul10 |
100326 |
79.600 |
80.000 |
78.300 |
78.350 |
-1.625 |
1,519 |
28,164 |
-11 |
| Aug10 |
100326 |
79.000 |
79.000 |
77.580 |
77.975 |
-1.175 |
1,216 |
30,386 |
+248 |
| Oct10 |
100326 |
69.250 |
69.635 |
68.150 |
68.200 |
-1.500 |
954 |
19,201 |
+225 |
| Dec10 |
100326 |
66.635 |
67.350 |
65.950 |
66.830 |
-0.395 |
425 |
8,060 |
-85 |
| Feb11 |
100326 |
68.700 |
68.975 |
68.080 |
68.900 |
-0.300 |
77 |
2,375 |
+10 |
| Total Volume and Open Interest |
21,538 |
202,894 |
-65 |
| Pork Bellies(CME) |
| May10 |
100326 |
94.400 |
95.500 |
93.650 |
93.700 |
-1.250 |
58 |
231 |
+31 |
| Jul10 |
100326 |
95.035 |
97.000 |
94.750 |
97.000 |
unch |
3 |
71 |
+3 |
| Aug10 |
100326 |
90.500 |
91.535 |
90.500 |
90.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100326 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100326 |
92.500 |
92.500 |
92.500 |
92.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
61 |
338 |
+34 |
| Class III Milk(CME) |
| Mar10 |
100326 |
12.80 |
12.81 |
12.78 |
12.78 |
-0.03 |
14 |
4,059 |
+3 |
| Apr10 |
100326 |
12.50 |
12.65 |
12.46 |
12.62 |
+0.08 |
174 |
4,733 |
-26 |
| May10 |
100326 |
13.10 |
13.35 |
13.02 |
13.28 |
+0.20 |
328 |
4,448 |
-11 |
| Jun10 |
100326 |
13.86 |
14.18 |
13.78 |
14.07 |
+0.27 |
291 |
3,794 |
-2 |
| Jul10 |
100326 |
14.11 |
14.67 |
14.11 |
14.41 |
+0.36 |
129 |
2,792 |
+60 |
| Total Volume and Open Interest |
1,298 |
31,806 |
+155 |
| Cocoa(ICE) |
| May10 |
100326 |
2820 |
2872 |
2796 |
2854 |
+34 |
7,146 |
50,668 |
-1,633 |
| Jul10 |
100326 |
2838 |
2900 |
2825 |
2882 |
+34 |
3,473 |
35,215 |
+1,198 |
| Sep10 |
100326 |
2869 |
2911 |
2848 |
2907 |
+39 |
1,014 |
14,738 |
+629 |
| Dec10 |
100326 |
2904 |
2936 |
2897 |
2934 |
+38 |
349 |
9,417 |
+50 |
| Mar11 |
100326 |
2946 |
2956 |
2946 |
2956 |
+41 |
102 |
12,474 |
+51 |
| May11 |
100326 |
2961 |
2961 |
2961 |
2961 |
+42 |
6 |
5,225 |
-2 |
| Jul11 |
100326 |
2972 |
2972 |
2972 |
2972 |
+41 |
4 |
2,660 |
-10 |
| Total Volume and Open Interest |
12,252 |
132,212 |
+515 |
| Coffee "C"(ICE) |
| May10 |
100326 |
136.85 |
137.95 |
135.35 |
135.85 |
-1.15 |
7,845 |
70,249 |
-1,327 |
| Jul10 |
100326 |
138.10 |
139.45 |
137.00 |
137.40 |
-1.20 |
2,671 |
23,180 |
-104 |
| Sep10 |
100326 |
139.40 |
140.75 |
138.55 |
138.75 |
-1.25 |
767 |
14,591 |
+375 |
| Dec10 |
100326 |
141.00 |
142.45 |
140.00 |
140.55 |
-1.15 |
210 |
9,167 |
+63 |
| Mar11 |
100326 |
142.90 |
144.10 |
142.10 |
142.25 |
-1.05 |
39 |
5,451 |
-8 |
| May11 |
100326 |
144.00 |
145.00 |
143.50 |
143.50 |
-1.00 |
7 |
789 |
+15 |
| Total Volume and Open Interest |
11,696 |
124,455 |
-932 |
| Orange Juice(ICE) |
| May10 |
100326 |
141.40 |
141.40 |
135.75 |
136.20 |
-4.95 |
1,738 |
25,120 |
-553 |
| Jul10 |
100326 |
143.00 |
143.50 |
138.40 |
138.80 |
-4.70 |
288 |
7,374 |
+10 |
| Sep10 |
100326 |
141.20 |
141.20 |
139.80 |
140.00 |
-4.30 |
112 |
1,997 |
+71 |
| Nov10 |
100326 |
141.35 |
141.35 |
140.40 |
140.40 |
-4.55 |
11 |
796 |
+7 |
| Jan11 |
100326 |
143.00 |
143.00 |
141.70 |
141.70 |
-4.55 |
1 |
672 |
+0 |
| Mar11 |
100326 |
143.50 |
143.50 |
143.40 |
143.45 |
-4.15 |
1 |
88 |
+1 |
| Total Volume and Open Interest |
2,151 |
36,258 |
-464 |
| Sugar #11(ICE) |
| May10 |
100326 |
17.24 |
17.45 |
16.42 |
17.00 |
-0.05 |
69,270 |
257,930 |
-7,973 |
| Jul10 |
100326 |
17.24 |
17.37 |
16.32 |
16.86 |
-0.11 |
44,264 |
198,789 |
+5,799 |
| Oct10 |
100326 |
17.16 |
17.31 |
16.26 |
16.70 |
-0.20 |
18,691 |
135,728 |
+4,023 |
| Mar11 |
100326 |
17.34 |
17.50 |
16.42 |
16.80 |
-0.40 |
5,919 |
57,713 |
-293 |
| May11 |
100326 |
16.50 |
17.37 |
16.18 |
16.53 |
-0.37 |
1,671 |
18,650 |
+157 |
| Total Volume and Open Interest |
143,243 |
737,137 |
+1,919 |
| London Cocoa(LCE) |
| May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
| Jul10 |
100326 |
2213 |
2243 |
2195 |
2232 |
+14 |
2,129 |
35,108 |
+149 |
| Sep10 |
100326 |
2181 |
2203 |
2169 |
2197 |
+12 |
1,077 |
21,940 |
+227 |
| Dec10 |
100326 |
2147 |
2169 |
2147 |
2165 |
+12 |
59 |
15,811 |
-4 |
| Mar11 |
100326 |
2116 |
2139 |
2116 |
2134 |
+13 |
450 |
15,936 |
+336 |
| Jul11 |
100326 |
2127 |
2127 |
2127 |
2127 |
+12 |
1 |
655 |
+1 |
| Total Volume and Open Interest |
9,458 |
155,790 |
-5 |
| London Sugar(LCE) |
| May10 |
100326 |
486.70 |
493.00 |
472.00 |
486.00 |
+3.40 |
5,068 |
24,596 |
-948 |
| Aug10 |
100326 |
470.60 |
473.50 |
454.20 |
466.40 |
+1.90 |
2,716 |
24,728 |
+623 |
| Oct10 |
100326 |
465.00 |
465.00 |
449.00 |
459.20 |
-1.70 |
1,028 |
8,575 |
-45 |
| Dec10 |
100326 |
466.30 |
466.30 |
449.60 |
457.00 |
-5.50 |
355 |
2,633 |
+156 |
| Mar11 |
100326 |
463.20 |
468.40 |
453.40 |
460.50 |
-7.50 |
328 |
1,517 |
+179 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100326 |
80.18 |
80.73 |
79.27 |
79.69 |
-0.49 |
8,497 |
99,511 |
-1,429 |
| Jul10 |
100326 |
81.30 |
81.74 |
80.38 |
80.96 |
-0.31 |
2,725 |
46,316 |
-583 |
| Oct10 |
100326 |
75.54 |
75.54 |
75.54 |
75.54 |
-0.53 |
6 |
184 |
+1 |
| Dec10 |
100326 |
74.90 |
75.00 |
74.50 |
74.66 |
-0.32 |
1,407 |
35,509 |
+227 |
| Mar11 |
100326 |
75.64 |
75.76 |
75.64 |
75.76 |
-0.26 |
288 |
3,738 |
+121 |
| May11 |
100326 |
76.21 |
76.21 |
76.21 |
76.21 |
-0.31 |
17 |
91 |
+0 |
| Total Volume and Open Interest |
13,113 |
188,134 |
-1,643 |
| Lumber(CME) |
| May10 |
100326 |
290.2 |
291.7 |
286.5 |
290.0 |
-1.3 |
299 |
5,938 |
-19 |
| Jul10 |
100326 |
300.6 |
301.8 |
296.5 |
299.9 |
-0.6 |
115 |
2,692 |
+56 |
| Sep10 |
100326 |
295.0 |
295.8 |
294.0 |
294.0 |
-2.0 |
31 |
765 |
+20 |
| Nov10 |
100326 |
274.5 |
274.5 |
272.9 |
273.3 |
-0.7 |
5 |
201 |
+0 |
| Total Volume and Open Interest |
450 |
9,597 |
+57 |
| Crude Oil(NYM) |
| May10 |
100326 |
80.13 |
81.46 |
79.54 |
80.00 |
-0.53 |
307,763 |
329,334 |
-8,087 |
| Jun10 |
100326 |
80.54 |
81.90 |
80.03 |
80.47 |
-0.52 |
87,468 |
168,159 |
+4,115 |
| Jul10 |
100326 |
81.00 |
82.34 |
80.50 |
80.96 |
-0.50 |
26,916 |
90,431 |
-1,019 |
| Aug10 |
100326 |
81.70 |
82.54 |
81.00 |
81.33 |
-0.50 |
11,635 |
34,822 |
+712 |
| Sep10 |
100326 |
81.86 |
82.84 |
81.32 |
81.60 |
-0.51 |
6,868 |
42,674 |
+298 |
| Oct10 |
100326 |
81.84 |
81.85 |
81.52 |
81.81 |
-0.53 |
3,514 |
22,462 |
+16 |
| Nov10 |
100326 |
83.01 |
83.01 |
81.95 |
82.00 |
-0.53 |
3,335 |
24,583 |
-92 |
| Dec10 |
100326 |
82.75 |
83.55 |
81.80 |
82.21 |
-0.54 |
27,618 |
203,103 |
-3,614 |
| Jan11 |
100326 |
82.26 |
82.36 |
82.26 |
82.34 |
-0.54 |
2,506 |
29,861 |
-218 |
| Feb11 |
100326 |
82.46 |
82.49 |
82.46 |
82.49 |
-0.54 |
331 |
17,110 |
-214 |
| Mar11 |
100326 |
82.63 |
82.63 |
82.63 |
82.63 |
-0.54 |
455 |
15,070 |
+116 |
| Apr11 |
100326 |
82.77 |
82.77 |
82.77 |
82.77 |
-0.54 |
185 |
13,954 |
+51 |
| May11 |
100326 |
82.90 |
82.90 |
82.90 |
82.90 |
-0.54 |
312 |
4,692 |
+39 |
| Jun11 |
100326 |
83.92 |
83.92 |
82.77 |
83.02 |
-0.54 |
998 |
30,231 |
+174 |
| Jul11 |
100326 |
83.11 |
83.11 |
83.11 |
83.11 |
-0.55 |
247 |
4,273 |
+17 |
| Aug11 |
100326 |
83.21 |
83.21 |
83.21 |
83.21 |
-0.55 |
123 |
3,421 |
+98 |
| Total Volume and Open Interest |
490,183 |
1,291,228 |
-6,769 |
| 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 |
100326 |
80.550 |
81.900 |
80.125 |
80.475 |
-0.525 |
326 |
768 |
+99 |
| Jul10 |
100326 |
81.275 |
82.000 |
80.750 |
80.950 |
-0.500 |
56 |
123 |
-1 |
| Aug10 |
100326 |
81.325 |
81.325 |
81.325 |
81.325 |
-0.500 |
7 |
10 |
+3 |
| Sep10 |
100326 |
81.600 |
81.600 |
81.600 |
81.600 |
-0.500 |
0 |
8 |
+0 |
| Oct10 |
100326 |
81.800 |
81.800 |
81.800 |
81.800 |
-0.550 |
0 |
11 |
+0 |
| Nov10 |
100326 |
82.000 |
82.000 |
82.000 |
82.000 |
-0.525 |
0 |
5 |
+0 |
| Dec10 |
100326 |
82.200 |
82.200 |
82.200 |
82.200 |
-0.550 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
10,854 |
6,039 |
+26 |
| Heating Oil(NYM) |
| Apr10 |
100326 |
206.99 |
209.40 |
204.90 |
206.97 |
+0.04 |
21,765 |
33,747 |
-4,872 |
| May10 |
100326 |
207.30 |
210.72 |
206.07 |
208.13 |
-0.11 |
43,123 |
90,666 |
+3,412 |
| Jun10 |
100326 |
209.70 |
212.07 |
207.44 |
209.39 |
-0.31 |
15,208 |
51,309 |
-1,062 |
| Jul10 |
100326 |
213.47 |
213.91 |
209.38 |
210.98 |
-0.48 |
4,602 |
24,978 |
+380 |
| Aug10 |
100326 |
214.68 |
214.68 |
211.25 |
212.58 |
-0.65 |
3,007 |
14,639 |
+610 |
| Sep10 |
100326 |
216.17 |
216.36 |
213.20 |
214.43 |
-0.66 |
3,637 |
16,002 |
+795 |
| Oct10 |
100326 |
216.57 |
216.59 |
216.20 |
216.36 |
-0.79 |
2,223 |
11,766 |
+205 |
| Nov10 |
100326 |
220.54 |
220.54 |
217.25 |
218.44 |
-0.94 |
1,400 |
10,423 |
+284 |
| Dec10 |
100326 |
221.65 |
223.91 |
219.11 |
220.57 |
-1.08 |
6,100 |
31,742 |
+96 |
| Jan11 |
100326 |
224.90 |
224.90 |
222.03 |
222.62 |
-1.18 |
203 |
13,061 |
-12 |
| Feb11 |
100326 |
223.92 |
223.95 |
222.95 |
223.67 |
-1.25 |
110 |
4,386 |
+5 |
| Mar11 |
100326 |
226.32 |
226.32 |
223.00 |
223.72 |
-1.33 |
468 |
6,418 |
+112 |
| Total Volume and Open Interest |
102,428 |
326,458 |
+264 |
| Gasoline(NYMEX) |
| Apr10 |
100326 |
220.94 |
223.73 |
218.95 |
220.74 |
-1.03 |
27,503 |
30,575 |
-6,766 |
| May10 |
100326 |
221.00 |
223.98 |
219.08 |
220.85 |
-1.14 |
47,584 |
118,567 |
+1,882 |
| Jun10 |
100326 |
221.71 |
223.33 |
218.99 |
220.43 |
-1.14 |
21,705 |
57,014 |
+1,681 |
| Jul10 |
100326 |
219.80 |
221.85 |
218.20 |
219.75 |
-1.08 |
9,097 |
31,888 |
+553 |
| Aug10 |
100326 |
220.82 |
220.87 |
218.01 |
218.85 |
-1.08 |
5,200 |
14,261 |
-182 |
| Sep10 |
100326 |
218.82 |
218.91 |
216.67 |
217.60 |
-1.17 |
4,393 |
21,855 |
+915 |
| Oct10 |
100326 |
207.20 |
207.20 |
206.04 |
206.77 |
-1.29 |
1,622 |
10,429 |
+279 |
| Nov10 |
100326 |
205.29 |
205.29 |
205.29 |
205.29 |
-1.33 |
964 |
12,948 |
+62 |
| Dec10 |
100326 |
206.42 |
206.64 |
204.33 |
205.09 |
-1.40 |
1,183 |
12,465 |
+246 |
| Jan11 |
100326 |
208.05 |
208.05 |
206.67 |
206.67 |
-1.38 |
492 |
4,194 |
+122 |
| Total Volume and Open Interest |
120,550 |
323,219 |
-1,103 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100326 |
220.70 |
220.74 |
220.70 |
220.70 |
-1.10 |
0 |
13 |
+0 |
| May10 |
100326 |
220.90 |
220.90 |
220.85 |
220.90 |
-1.10 |
0 |
9 |
+0 |
| Jun10 |
100326 |
220.40 |
220.43 |
220.40 |
220.40 |
-1.20 |
1 |
1 |
+1 |
| Jul10 |
100326 |
219.80 |
219.80 |
219.75 |
219.80 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
2 |
27 |
+2 |
| Natural Gas(NYM) |
| Apr10 |
100326 |
3.974 |
3.997 |
3.863 |
3.872 |
-0.109 |
75,399 |
31,387 |
-17,184 |
| May10 |
100326 |
4.014 |
4.046 |
3.923 |
3.930 |
-0.099 |
53,638 |
233,010 |
+7,402 |
| Jun10 |
100326 |
4.102 |
4.115 |
4.001 |
4.007 |
-0.095 |
17,695 |
58,401 |
+2,026 |
| Jul10 |
100326 |
4.185 |
4.199 |
4.098 |
4.104 |
-0.092 |
8,932 |
72,267 |
+1,436 |
| Aug10 |
100326 |
4.255 |
4.266 |
4.171 |
4.171 |
-0.090 |
3,922 |
31,997 |
+297 |
| Sep10 |
100326 |
4.280 |
4.306 |
4.205 |
4.207 |
-0.090 |
5,054 |
37,873 |
+1,228 |
| Oct10 |
100326 |
4.406 |
4.406 |
4.314 |
4.314 |
-0.092 |
12,098 |
58,711 |
-58 |
| Nov10 |
100326 |
4.764 |
4.774 |
4.670 |
4.676 |
-0.098 |
2,144 |
15,492 |
-252 |
| Dec10 |
100326 |
5.190 |
5.195 |
5.096 |
5.096 |
-0.103 |
2,147 |
25,795 |
-84 |
| Jan11 |
100326 |
5.414 |
5.425 |
5.308 |
5.316 |
-0.103 |
7,656 |
39,989 |
-184 |
| Feb11 |
100326 |
5.380 |
5.392 |
5.283 |
5.283 |
-0.103 |
671 |
16,237 |
-51 |
| Mar11 |
100326 |
5.269 |
5.279 |
5.172 |
5.172 |
-0.103 |
2,984 |
35,829 |
+170 |
| Apr11 |
100326 |
5.016 |
5.030 |
4.947 |
4.947 |
-0.093 |
2,125 |
30,992 |
-257 |
| May11 |
100326 |
5.040 |
5.053 |
4.946 |
4.946 |
-0.093 |
621 |
15,040 |
+347 |
| Jun11 |
100326 |
5.068 |
5.073 |
4.988 |
4.988 |
-0.094 |
45 |
6,224 |
+2 |
| Jul11 |
100326 |
5.142 |
5.142 |
5.053 |
5.053 |
-0.094 |
333 |
4,753 |
+236 |
| Total Volume and Open Interest |
196,962 |
826,445 |
-4,761 |
| Brent Crude Oil(ICE) |
| May10 |
100326 |
79.36 |
80.68 |
78.77 |
79.29 |
-0.32 |
162,918 |
231,196 |
-17,283 |
| Jun10 |
100326 |
79.94 |
81.10 |
79.21 |
79.73 |
-0.37 |
88,921 |
226,733 |
+8,514 |
| Jul10 |
100326 |
80.46 |
81.50 |
79.78 |
80.18 |
-0.39 |
34,404 |
89,454 |
+9,726 |
| Aug10 |
100326 |
81.47 |
81.90 |
80.25 |
80.56 |
-0.41 |
13,104 |
44,245 |
+590 |
| Sep10 |
100326 |
81.55 |
82.15 |
80.55 |
80.86 |
-0.43 |
8,055 |
25,821 |
+1,186 |
| Oct10 |
100326 |
81.98 |
82.40 |
80.90 |
81.11 |
-0.45 |
6,162 |
20,328 |
-979 |
| Nov10 |
100326 |
82.21 |
82.61 |
81.31 |
81.32 |
-0.47 |
5,145 |
15,061 |
-83 |
| Dec10 |
100326 |
82.42 |
82.81 |
81.14 |
81.52 |
-0.49 |
17,227 |
95,754 |
+1,353 |
| Jan11 |
100326 |
82.07 |
82.07 |
81.72 |
81.72 |
-0.49 |
1,482 |
12,739 |
-62 |
| Feb11 |
100326 |
81.93 |
81.93 |
81.93 |
81.93 |
-0.49 |
753 |
6,324 |
-114 |
| Mar11 |
100326 |
82.13 |
82.13 |
82.13 |
82.13 |
-0.51 |
357 |
8,166 |
+18 |
| Apr11 |
100326 |
82.33 |
82.33 |
82.33 |
82.33 |
-0.52 |
231 |
4,226 |
-30 |
| May11 |
100326 |
82.52 |
82.52 |
82.52 |
82.52 |
-0.52 |
43 |
3,131 |
-3 |
| Jun11 |
100326 |
82.64 |
82.69 |
82.64 |
82.69 |
-0.52 |
738 |
18,636 |
+2 |
| Total Volume and Open Interest |
343,326 |
900,850 |
+4,031 |
| Gas Oil(ICE) |
| Apr10 |
100326 |
661.50 |
672.75 |
658.25 |
660.25 |
-4.00 |
33,592 |
92,389 |
-5,831 |
| May10 |
100326 |
658.75 |
669.25 |
654.25 |
656.75 |
-5.25 |
57,016 |
110,777 |
+1,743 |
| Jun10 |
100326 |
660.75 |
670.50 |
655.25 |
658.50 |
-5.75 |
37,985 |
73,329 |
+2,199 |
| Jul10 |
100326 |
667.75 |
674.75 |
661.25 |
662.75 |
-6.25 |
12,265 |
36,218 |
+2,181 |
| Aug10 |
100326 |
672.50 |
679.00 |
665.50 |
667.00 |
-7.00 |
3,783 |
27,042 |
-2 |
| Sep10 |
100326 |
677.50 |
682.75 |
669.75 |
671.50 |
-7.25 |
3,438 |
31,784 |
+213 |
| Oct10 |
100326 |
683.25 |
687.75 |
673.75 |
675.50 |
-7.50 |
1,999 |
18,335 |
-224 |
| Nov10 |
100326 |
686.50 |
686.50 |
676.25 |
678.50 |
-8.25 |
1,718 |
15,835 |
+576 |
| Dec10 |
100326 |
689.00 |
695.00 |
679.50 |
681.50 |
-8.75 |
9,727 |
79,828 |
+1,240 |
| Jan11 |
100326 |
693.50 |
695.25 |
686.00 |
686.00 |
-8.75 |
771 |
21,852 |
+37 |
| Total Volume and Open Interest |
166,312 |
577,951 |
+2,761 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100326 |
1.540 |
1.560 |
1.540 |
1.553 |
+0.019 |
100 |
565 |
-27 |
| May10 |
100326 |
1.565 |
1.570 |
1.565 |
1.568 |
+0.013 |
88 |
1,194 |
+81 |
| Jun10 |
100326 |
1.585 |
1.590 |
1.576 |
1.585 |
+0.013 |
31 |
926 |
+35 |
| Jul10 |
100326 |
1.600 |
1.610 |
1.600 |
1.605 |
+0.012 |
23 |
1,375 |
+21 |
| Aug10 |
100326 |
1.605 |
1.605 |
1.605 |
1.605 |
+0.009 |
17 |
668 |
+16 |
| Sep10 |
100326 |
1.610 |
1.610 |
1.610 |
1.610 |
+0.009 |
15 |
663 |
+2 |
| Oct10 |
100326 |
1.615 |
1.615 |
1.615 |
1.615 |
+0.009 |
20 |
646 |
+16 |
| Total Volume and Open Interest |
374 |
8,429 |
+162 |
| US Dollar Index(ICE) |
| Jun10 |
100326 |
82.320 |
82.320 |
81.850 |
81.978 |
-0.427 |
29,866 |
51,989 |
+2,893 |
| Sep10 |
100326 |
82.610 |
82.615 |
82.250 |
82.257 |
-0.457 |
5 |
2,301 |
-5 |
| Dec10 |
100326 |
82.507 |
82.507 |
82.507 |
82.507 |
-0.457 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
29,871 |
54,291 |
+2,888 |
| Australian Dollar(CME) |
| Jun10 |
100326 |
90.04 |
90.39 |
89.24 |
89.41 |
-0.66 |
100,278 |
137,692 |
-4,534 |
| Sep10 |
100326 |
89.03 |
89.28 |
88.32 |
88.47 |
-0.64 |
42 |
193 |
+17 |
| Dec10 |
100326 |
87.50 |
88.12 |
87.50 |
87.50 |
-0.62 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
100,320 |
137,896 |
-4,517 |
| British Pound(CME) |
| Jun10 |
100326 |
148.08 |
149.17 |
147.99 |
148.86 |
+0.72 |
130,114 |
131,507 |
+1,396 |
| Sep10 |
100326 |
148.09 |
149.09 |
147.94 |
148.79 |
+0.72 |
284 |
517 |
+8 |
| Dec10 |
100326 |
148.74 |
148.98 |
148.02 |
148.74 |
+0.72 |
3 |
25 |
-1 |
| Total Volume and Open Interest |
130,401 |
132,049 |
+1,403 |
| Canadian Dollar(CME) |
| Jun10 |
100326 |
97.64 |
97.98 |
97.05 |
97.22 |
-0.56 |
92,498 |
148,116 |
-2,395 |
| Sep10 |
100326 |
97.55 |
97.92 |
97.01 |
97.17 |
-0.56 |
241 |
1,486 |
+100 |
| Dec10 |
100326 |
97.20 |
97.61 |
96.91 |
97.05 |
-0.56 |
8 |
799 |
+5 |
| Mar11 |
100326 |
96.88 |
97.44 |
96.77 |
96.88 |
-0.56 |
6 |
185 |
+4 |
| Total Volume and Open Interest |
92,753 |
150,599 |
-2,286 |
| Japanese Yen(CME) |
| Jun10 |
100326 |
107.92 |
108.38 |
107.69 |
108.13 |
+0.31 |
182,041 |
103,457 |
+6,970 |
| Sep10 |
100326 |
108.06 |
108.44 |
107.78 |
108.21 |
+0.30 |
171 |
449 |
+55 |
| Dec10 |
100326 |
108.20 |
108.39 |
108.04 |
108.34 |
+0.30 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
182,212 |
103,938 |
+7,025 |
| Swiss Franc(CME) |
| Jun10 |
100326 |
93.25 |
94.09 |
93.14 |
93.79 |
+0.57 |
61,753 |
27,926 |
-2,529 |
| Sep10 |
100326 |
93.40 |
94.14 |
93.30 |
93.87 |
+0.57 |
42 |
449 |
-1 |
| Dec10 |
100326 |
93.97 |
94.16 |
93.40 |
93.97 |
+0.57 |
5 |
9 |
+4 |
| Total Volume and Open Interest |
61,800 |
28,384 |
-2,526 |
| EuroFX(CME) |
| Jun10 |
100326 |
132.84 |
134.25 |
132.68 |
134.00 |
+1.09 |
413,012 |
206,073 |
+12,593 |
| Sep10 |
100326 |
132.78 |
134.22 |
132.71 |
133.99 |
+1.08 |
470 |
1,752 |
+30 |
| Dec10 |
100326 |
133.65 |
134.01 |
132.91 |
133.99 |
+1.08 |
7 |
79 |
-1 |
| Total Volume and Open Interest |
413,489 |
207,909 |
+12,622 |
| Mexican Peso(CME) |
| Apr10 |
100326 |
797.5 |
797.5 |
796.2 |
797.5 |
+1.2 |
0 |
8 |
+0 |
| May10 |
100326 |
794.5 |
794.5 |
793.2 |
794.5 |
+1.2 |
|
|
|
| Total Volume and Open Interest |
18,607 |
132,752 |
-88 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100326 |
115~090 |
115~210 |
115~000 |
115~140 |
+0~130 |
421,794 |
633,232 |
-6,992 |
| Sep10 |
100326 |
114~110 |
114~110 |
113~270 |
114~070 |
+0~120 |
79 |
135 |
+16 |
| Dec10 |
100326 |
113~000 |
113~000 |
112~210 |
113~000 |
+0~110 |
|
|
|
| Total Volume and Open Interest |
421,873 |
633,367 |
-6,976 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100326 |
115~235 |
116~015 |
115~165 |
115~305 |
+0~130 |
1,676,497 |
1,493,224 |
+15,542 |
| Sep10 |
100326 |
114~140 |
114~170 |
114~035 |
114~160 |
+0~125 |
231 |
1,233 |
-53 |
| Dec10 |
100326 |
113~015 |
113~015 |
112~215 |
113~015 |
+0~120 |
|
|
|
| Total Volume and Open Interest |
1,676,728 |
1,494,458 |
+15,489 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100326 |
114~066 |
114~092 |
114~044 |
114~085 |
+0~034 |
814,547 |
905,837 |
+19,854 |
| Sep10 |
100326 |
113~068 |
113~068 |
113~036 |
113~068 |
+0~032 |
0 |
10 |
+0 |
| Dec10 |
100326 |
112~051 |
112~051 |
112~021 |
112~051 |
+0~030 |
|
|
|
| Total Volume and Open Interest |
816,308 |
921,056 |
+19,527 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100326 |
108~041 |
108~055 |
108~038 |
108~052 |
+0~014 |
476,242 |
867,736 |
-10,126 |
| Sep10 |
100326 |
107~108 |
107~108 |
107~094 |
107~108 |
+0~014 |
0 |
106 |
+0 |
| Dec10 |
100326 |
107~036 |
107~036 |
107~022 |
107~036 |
+0~014 |
|
|
|
| Total Volume and Open Interest |
477,457 |
879,129 |
-10,759 |
| Eurodollars(CME) |
| Jun10 |
100326 |
99.615 |
99.620 |
99.605 |
99.610 |
unch |
208,528 |
1,189,034 |
+4,563 |
| Sep10 |
100326 |
99.415 |
99.430 |
99.400 |
99.415 |
+0.005 |
301,256 |
976,872 |
-4,108 |
| Dec10 |
100326 |
99.110 |
99.135 |
99.095 |
99.120 |
+0.020 |
370,686 |
1,107,168 |
-13,834 |
| Mar11 |
100326 |
98.760 |
98.800 |
98.735 |
98.780 |
+0.035 |
337,109 |
677,314 |
-10,319 |
| Jun11 |
100326 |
98.380 |
98.425 |
98.350 |
98.405 |
+0.045 |
453,645 |
847,898 |
-22,388 |
| Sep11 |
100326 |
98.005 |
98.055 |
97.980 |
98.040 |
+0.050 |
283,376 |
635,823 |
-9,974 |
| Dec11 |
100326 |
97.670 |
97.710 |
97.630 |
97.690 |
+0.045 |
234,446 |
440,300 |
+10,369 |
| Mar12 |
100326 |
97.370 |
97.405 |
97.330 |
97.390 |
+0.045 |
177,022 |
325,542 |
+4,186 |
| Jun12 |
100326 |
97.085 |
97.120 |
97.040 |
97.105 |
+0.040 |
100,551 |
218,893 |
+4,892 |
| Sep12 |
100326 |
96.845 |
96.860 |
96.780 |
96.845 |
+0.040 |
78,859 |
150,007 |
+2,554 |
| Dec12 |
100326 |
96.590 |
96.605 |
96.520 |
96.590 |
+0.040 |
65,709 |
137,121 |
+3,132 |
| Mar13 |
100326 |
96.385 |
96.400 |
96.315 |
96.385 |
+0.040 |
64,824 |
104,808 |
-2,681 |
| Jun13 |
100326 |
96.185 |
96.195 |
96.110 |
96.185 |
+0.040 |
28,601 |
76,251 |
+3,130 |
| Sep13 |
100326 |
96.000 |
96.015 |
95.925 |
96.000 |
+0.035 |
24,144 |
65,324 |
+1,737 |
| Dec13 |
100326 |
95.805 |
95.830 |
95.740 |
95.815 |
+0.035 |
22,679 |
39,041 |
+1,730 |
| Mar14 |
100326 |
95.645 |
95.685 |
95.590 |
95.665 |
+0.030 |
20,234 |
42,746 |
+1,859 |
| Jun14 |
100326 |
95.515 |
95.530 |
95.440 |
95.515 |
+0.030 |
13,711 |
33,233 |
+1,771 |
| Sep14 |
100326 |
95.385 |
95.400 |
95.305 |
95.385 |
+0.030 |
11,792 |
19,649 |
+825 |
| Total Volume and Open Interest |
2,845,358 |
7,329,087 |
-22,343 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100326 |
99.832 |
99.832 |
99.830 |
99.830 |
unch |
3,190 |
75,068 |
-1,891 |
| Apr10 |
100326 |
99.805 |
99.810 |
99.800 |
99.805 |
unch |
4,563 |
80,312 |
-2,147 |
| May10 |
100326 |
99.795 |
99.800 |
99.790 |
99.795 |
unch |
5,099 |
77,655 |
-67 |
| Jun10 |
100326 |
99.785 |
99.785 |
99.780 |
99.785 |
unch |
2,486 |
89,571 |
-132 |
| Jul10 |
100326 |
99.755 |
99.760 |
99.750 |
99.755 |
unch |
11,479 |
69,179 |
-5,306 |
| Aug10 |
100326 |
99.715 |
99.720 |
99.710 |
99.715 |
unch |
9,071 |
61,358 |
+2,800 |
| Total Volume and Open Interest |
68,256 |
681,861 |
-4,601 |
| 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 |
100326 |
99.605 |
99.605 |
99.600 |
99.605 |
+0.010 |
45 |
718 |
+22 |
| Sep10 |
100326 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
25 |
2,255 |
+25 |
| Dec10 |
100326 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100326 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
0 |
4 |
+0 |
| Jun11 |
100326 |
99.585 |
99.585 |
99.585 |
99.585 |
-0.015 |
|
|
|
| Sep11 |
100326 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
| Dec11 |
100326 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
| Mar12 |
100326 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Jun12 |
100326 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
| Sep12 |
100326 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Total Volume and Open Interest |
70 |
3,219 |
+47 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100326 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
9 |
4,763 |
+0 |
| Sep10 |
100326 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
48 |
4,100 |
+75 |
| Dec10 |
100326 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
104 |
1,480 |
+94 |
| Mar11 |
100326 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
104 |
1,388 |
+0 |
| Jun11 |
100326 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
104 |
+0 |
| Sep11 |
100326 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
51 |
+0 |
| Dec11 |
100326 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
102 |
+0 |
| Mar12 |
100326 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
265 |
13,359 |
+169 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100326 |
138.43 |
138.46 |
138.16 |
138.35 |
-0.11 |
1,464 |
18,054 |
+446 |
| Sep10 |
100326 |
138.35 |
138.35 |
138.35 |
138.35 |
-0.11 |
|
|
|
| Dec10 |
100326 |
136.26 |
136.26 |
136.26 |
136.26 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
1,464 |
17,885 |
-169 |
| Euro-Bund(EUREX) |
| Jun10 |
100326 |
122.76 |
122.88 |
122.60 |
122.74 |
-0.13 |
1,102,593 |
986,784 |
-11,906 |
| Sep10 |
100326 |
122.12 |
122.24 |
122.12 |
122.13 |
-0.14 |
48 |
92 |
+6 |
| Dec10 |
100326 |
121.74 |
121.74 |
121.74 |
121.74 |
-0.13 |
100 |
0 |
+0 |
| Total Volume and Open Interest |
1,102,741 |
986,876 |
-11,900 |
| Euro-Bobl(EUREX) |
| Jun10 |
100326 |
116.71 |
116.74 |
116.54 |
116.73 |
+0.06 |
686,047 |
796,137 |
-18,964 |
| Sep10 |
100326 |
116.15 |
116.27 |
116.15 |
116.26 |
-0.10 |
1,130 |
12,290 |
+17 |
| Dec10 |
100326 |
116.06 |
116.06 |
116.06 |
116.06 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
687,177 |
808,427 |
+3,686 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100326 |
99.300 |
99.300 |
99.300 |
99.300 |
-0.020 |
384 |
7,768 |
+15 |
| Sep10 |
100326 |
99.100 |
99.100 |
99.100 |
99.100 |
-0.035 |
43 |
2,384 |
+0 |
| Total Volume and Open Interest |
1,012 |
14,789 |
+170 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100326 |
114~03 |
114~12 |
113~30 |
114~03 |
-0~07 |
128,033 |
268,250 |
+4,313 |
| Total Volume and Open Interest |
128,319 |
280,796 |
+4,027 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100326 |
99.30 |
99.30 |
99.28 |
99.29 |
-0.01 |
21,819 |
388,691 |
+2,700 |
| Sep10 |
100326 |
99.14 |
99.14 |
99.11 |
99.13 |
-0.01 |
63,460 |
427,178 |
+11,683 |
| Dec10 |
100326 |
98.87 |
98.88 |
98.85 |
98.88 |
+0.01 |
77,948 |
424,992 |
+1,014 |
| Mar11 |
100326 |
98.56 |
98.59 |
98.54 |
98.58 |
+0.02 |
119,402 |
287,013 |
-21,537 |
| Jun11 |
100326 |
98.23 |
98.25 |
98.19 |
98.24 |
+0.01 |
118,362 |
286,357 |
+26,734 |
| Sep11 |
100326 |
97.90 |
97.91 |
97.84 |
97.90 |
+0.01 |
73,809 |
147,303 |
-306 |
| Total Volume and Open Interest |
623,641 |
2,379,522 |
+34,011 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100326 |
99.315 |
99.325 |
99.290 |
99.300 |
-0.020 |
114,289 |
862,624 |
+930 |
| Sep10 |
100326 |
99.125 |
99.140 |
99.095 |
99.100 |
-0.035 |
222,828 |
796,391 |
-9,083 |
| Dec10 |
100326 |
98.925 |
98.930 |
98.875 |
98.890 |
-0.035 |
235,904 |
489,514 |
+6,433 |
| Total Volume and Open Interest |
1,192,202 |
3,721,220 |
+19,154 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100326 |
95.30 |
95.34 |
95.28 |
95.33 |
+0.02 |
22,353 |
281,650 |
+5,564 |
| Sep10 |
100326 |
94.91 |
94.96 |
94.87 |
94.95 |
+0.04 |
19,757 |
167,748 |
+1,991 |
| Dec10 |
100326 |
94.61 |
94.68 |
94.58 |
94.66 |
+0.04 |
9,103 |
105,261 |
+1,122 |
| Mar11 |
100326 |
94.41 |
94.48 |
94.39 |
94.47 |
+0.05 |
7,051 |
43,814 |
+981 |
| Jun11 |
100326 |
94.26 |
94.34 |
94.25 |
94.32 |
+0.04 |
1,635 |
40,936 |
+583 |
| Sep11 |
100326 |
94.16 |
94.25 |
94.15 |
94.23 |
+0.04 |
1,623 |
22,307 |
+272 |
| Dec11 |
100326 |
94.13 |
94.17 |
94.12 |
94.17 |
+0.06 |
454 |
13,145 |
+171 |
| Mar12 |
100326 |
94.12 |
94.13 |
94.10 |
94.12 |
+0.05 |
226 |
7,795 |
+110 |
| Jun12 |
100326 |
94.09 |
94.09 |
94.09 |
94.09 |
+0.03 |
0 |
2,236 |
+0 |
| Sep12 |
100326 |
94.08 |
94.08 |
94.08 |
94.08 |
+0.03 |
1 |
1,853 |
+0 |
| Total Volume and Open Interest |
62,203 |
687,228 |
+10,794 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100326 |
94.22 |
94.28 |
94.15 |
94.24 |
+0.02 |
51,939 |
350,935 |
+7,228 |
| Sep10 |
100326 |
94.24 |
94.24 |
94.24 |
94.24 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
51,939 |
350,935 |
+7,228 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100326 |
94.59 |
94.66 |
94.53 |
94.63 |
+0.04 |
167,598 |
485,928 |
+26,525 |
| Sep10 |
100326 |
94.63 |
94.63 |
94.63 |
94.63 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
167,598 |
485,928 |
+26,525 |
| Gold(CMX) |
| Apr10 |
100326 |
1091.6 |
1109.8 |
1088.5 |
1104.3 |
+11.4 |
178,057 |
152,090 |
-19,186 |
| Jun10 |
100326 |
1092.9 |
1111.0 |
1089.6 |
1105.4 |
+11.3 |
44,876 |
170,424 |
+14,487 |
| Aug10 |
100326 |
1092.6 |
1111.5 |
1091.0 |
1106.6 |
+11.3 |
957 |
30,132 |
+280 |
| Oct10 |
100326 |
1096.0 |
1110.8 |
1095.2 |
1107.7 |
+11.3 |
1,692 |
20,255 |
+404 |
| Dec10 |
100326 |
1095.0 |
1112.8 |
1094.0 |
1109.0 |
+11.2 |
1,131 |
39,692 |
+665 |
| Feb11 |
100326 |
1099.0 |
1115.0 |
1099.0 |
1110.8 |
+11.2 |
43 |
16,381 |
+29 |
| Apr11 |
100326 |
1101.6 |
1114.3 |
1101.6 |
1112.9 |
+11.0 |
39 |
11,087 |
+30 |
| Jun11 |
100326 |
457.4 |
459.9 |
457.4 |
459.9 |
+10.8 |
5 |
6,108 |
+1 |
| Aug11 |
100326 |
1118.3 |
1118.4 |
1118.3 |
1118.3 |
+10.6 |
2 |
2,724 |
+2 |
| Oct11 |
100326 |
1111.9 |
1121.6 |
1108.7 |
1121.6 |
+10.5 |
880 |
5,534 |
+625 |
| Dec11 |
100326 |
1125.5 |
1125.5 |
1125.5 |
1125.5 |
+10.4 |
168 |
12,915 |
-49 |
| Total Volume and Open Interest |
229,094 |
492,675 |
-2,468 |
| Silver(CMX) |
| Mar10 |
100326 |
1659.0 |
1692.0 |
1659.0 |
1689.4 |
+16.7 |
31 |
135 |
-3 |
| May10 |
100326 |
1663.0 |
1699.0 |
1656.5 |
1690.6 |
+16.5 |
27,078 |
62,219 |
+160 |
| Jul10 |
100326 |
1670.0 |
1700.0 |
1670.0 |
1693.1 |
+16.5 |
1,463 |
17,714 |
+255 |
| Sep10 |
100326 |
1667.5 |
1695.5 |
1667.5 |
1695.3 |
+16.4 |
327 |
3,952 |
+229 |
| Dec10 |
100326 |
1666.0 |
1700.5 |
1664.0 |
1698.5 |
+16.4 |
762 |
12,664 |
-390 |
| Mar11 |
100326 |
1701.8 |
1701.8 |
1701.8 |
1701.8 |
+16.3 |
0 |
2,953 |
+0 |
| May11 |
100326 |
1704.0 |
1704.0 |
1704.0 |
1704.0 |
+16.2 |
33 |
1,779 |
+5 |
| Total Volume and Open Interest |
29,840 |
112,811 |
+291 |
| Platinum(NYMEX) |
| Apr10 |
100326 |
1602.5 |
1607.9 |
1591.2 |
1596.0 |
-10.4 |
6,403 |
13,587 |
-3,005 |
| Jul10 |
100326 |
1601.0 |
1612.2 |
1597.0 |
1600.7 |
-11.1 |
2,585 |
22,682 |
+1,478 |
| Oct10 |
100326 |
1603.2 |
1603.2 |
1603.2 |
1603.2 |
-10.6 |
23 |
269 |
+22 |
| Jan11 |
100326 |
1604.7 |
1604.7 |
1604.7 |
1604.7 |
-10.6 |
0 |
211 |
+0 |
| Total Volume and Open Interest |
9,012 |
36,749 |
-1,506 |
| Palladium(NYMEX) |
| Mar10 |
100326 |
455.05 |
457.35 |
454.65 |
454.70 |
+2.95 |
1 |
16 |
-2 |
| Jun10 |
100326 |
450.80 |
462.50 |
449.25 |
455.30 |
+2.70 |
3,566 |
22,995 |
-377 |
| Sep10 |
100326 |
454.80 |
462.00 |
454.80 |
456.30 |
+3.05 |
19 |
738 |
+19 |
| Total Volume and Open Interest |
3,586 |
23,810 |
-360 |
| Copper(CMX) |
| Mar10 |
100326 |
333.60 |
341.00 |
333.60 |
339.30 |
+2.20 |
253 |
399 |
-103 |
| May10 |
100326 |
335.35 |
343.40 |
333.75 |
340.30 |
+2.25 |
24,150 |
86,871 |
+232 |
| Jul10 |
100326 |
337.05 |
345.00 |
336.25 |
342.10 |
+2.25 |
2,534 |
24,407 |
+1,807 |
| Sep10 |
100326 |
337.90 |
346.05 |
337.90 |
343.30 |
+2.30 |
651 |
9,068 |
+142 |
| Dec10 |
100326 |
345.00 |
345.40 |
344.15 |
344.15 |
+2.30 |
508 |
7,204 |
+264 |
| Total Volume and Open Interest |
28,980 |
134,820 |
+2,326 |
| DJIA Index(CBOT) |
| Jun10 |
100326 |
10775 |
10845 |
10755 |
10798 |
+7 |
300 |
4,764 |
+51 |
| Sep10 |
100326 |
10734 |
10734 |
10727 |
10734 |
+7 |
0 |
11 |
+0 |
| Dec10 |
100326 |
10679 |
10679 |
10672 |
10679 |
+7 |
|
|
|
| Mar11 |
100326 |
10624 |
10624 |
10617 |
10624 |
+7 |
|
|
|
| Total Volume and Open Interest |
300 |
4,775 |
+51 |
| S & P 500(CME) |
| Jun10 |
100326 |
1161.50 |
1169.60 |
1156.80 |
1163.50 |
+0.80 |
16,582 |
305,802 |
+1,351 |
| Sep10 |
100326 |
1158.70 |
1164.40 |
1152.40 |
1158.70 |
+0.80 |
450 |
2,820 |
+425 |
| Dec10 |
100326 |
1154.20 |
1160.00 |
1148.00 |
1154.20 |
+0.70 |
25 |
3,037 |
+25 |
| Mar11 |
100326 |
1151.70 |
1158.00 |
1146.00 |
1151.70 |
+0.20 |
0 |
11 |
-1 |
| Total Volume and Open Interest |
17,057 |
311,680 |
+1,800 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100326 |
1162.25 |
1169.75 |
1156.50 |
1163.50 |
+0.75 |
1,992,386 |
2,364,585 |
+21,049 |
| Sep10 |
100326 |
1156.50 |
1164.50 |
1152.00 |
1158.75 |
+0.75 |
1,178 |
4,129 |
+406 |
| Total Volume and Open Interest |
1,993,568 |
2,370,376 |
+21,459 |
| NASDAQ 100(CME) |
| Jun10 |
100326 |
1947.30 |
1963.00 |
1938.00 |
1951.80 |
+2.30 |
688 |
12,291 |
-583 |
| Sep10 |
100326 |
1949.30 |
1949.30 |
1947.00 |
1949.30 |
+2.30 |
0 |
10 |
+0 |
| Dec10 |
100326 |
1946.80 |
1946.80 |
1944.50 |
1946.80 |
+2.30 |
|
|
|
| Total Volume and Open Interest |
688 |
12,301 |
-583 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100326 |
1949.00 |
1963.00 |
1939.30 |
1951.80 |
+2.30 |
232,925 |
280,688 |
-6,636 |
| Sep10 |
100326 |
1948.50 |
1959.80 |
1937.30 |
1949.30 |
+2.30 |
130 |
199 |
+49 |
| Total Volume and Open Interest |
233,055 |
280,888 |
-6,587 |
| S & P Midcap 400(CME) |
| Jun10 |
100326 |
788.50 |
791.00 |
781.00 |
785.20 |
-0.90 |
4 |
1,507 |
-3 |
| Sep10 |
100326 |
783.20 |
783.20 |
783.10 |
783.20 |
-0.90 |
|
|
|
| Dec10 |
100326 |
781.20 |
781.20 |
781.10 |
781.20 |
-0.90 |
|
|
|
| Total Volume and Open Interest |
4 |
1,507 |
-3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100325 |
10820 |
10985 |
10815 |
10865 |
+15 |
|
|
|
| Sep10 |
100326 |
10995 |
10995 |
10905 |
10995 |
+90 |
|
|
|
| Total Volume and Open Interest |
9,584 |
43,693 |
+442 |
| Nikkei 225(SGX) |
| Jun10 |
100326 |
10780 |
10950 |
10775 |
10935 |
+160 |
88,339 |
153,596 |
+349 |
| Sep10 |
100326 |
10945 |
10945 |
10945 |
10945 |
+165 |
0 |
55 |
+0 |
| Dec10 |
100326 |
10905 |
10905 |
10905 |
10905 |
+165 |
200 |
867 |
+0 |
| Total Volume and Open Interest |
89,268 |
163,485 |
+265 |
| CAC 40(EURONEXT) |
| Apr10 |
100326 |
3979.0 |
4005.0 |
3972.5 |
3987.5 |
-13.0 |
152,580 |
394,405 |
+32,855 |
| May10 |
100326 |
3900.0 |
3928.0 |
3900.0 |
3913.5 |
-13.0 |
14 |
55 |
+6 |
| Jun10 |
100326 |
3903.0 |
3903.0 |
3868.0 |
3881.5 |
-13.5 |
211 |
48,356 |
+11 |
| Total Volume and Open Interest |
152,875 |
444,183 |
+32,922 |
| Hang Seng Index(HKFE) |
| Mar10 |
100326 |
20637 |
21166 |
20578 |
21124 |
+371 |
64,107 |
67,044 |
-2,748 |
| Apr10 |
100326 |
20627 |
21125 |
20545 |
21081 |
+367 |
5,212 |
18,670 |
+11,125 |
| Total Volume and Open Interest |
69,918 |
89,683 |
+8,622 |
| DAX(EUREX) |
| Mar10 |
100319 |
6039.0 |
6042.0 |
6011.0 |
6041.5 |
+28.5 |
184,205 |
91,297 |
-26,074 |
| Jun10 |
100326 |
6114.0 |
6143.5 |
6106.5 |
6120.0 |
-18.0 |
175,599 |
143,172 |
+1,472 |
| Sep10 |
100326 |
6123.0 |
6148.0 |
6120.0 |
6125.5 |
-18.0 |
1,197 |
5,255 |
+532 |
| Total Volume and Open Interest |
177,076 |
148,616 |
+2,141 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100326 |
5664.00 |
5678.50 |
5636.50 |
5653.50 |
-26.00 |
118,407 |
699,839 |
+9,709 |
| Sep10 |
100326 |
5631.50 |
5631.50 |
5612.50 |
5612.50 |
-26.00 |
0 |
518 |
+0 |
| Dec10 |
100326 |
5586.00 |
5586.00 |
5586.00 |
5586.00 |
-26.00 |
0 |
2,731 |
+0 |
| Total Volume and Open Interest |
118,407 |
703,088 |
+9,709 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100326 |
4905.0 |
4950.0 |
4854.0 |
4926.0 |
+23.0 |
21,227 |
191,217 |
-267 |
| Sep10 |
100326 |
4872.0 |
4913.0 |
4872.0 |
4913.0 |
+21.0 |
52 |
2,040 |
+38 |
| Total Volume and Open Interest |
21,522 |
195,396 |
-72 |
| GSCI(CME) |
| Apr10 |
100326 |
518.00 |
518.00 |
512.00 |
513.00 |
-1.00 |
168 |
18,389 |
+43 |
| May10 |
100326 |
516.00 |
521.00 |
515.00 |
516.00 |
-1.50 |
2 |
417 |
+2 |
| Jun10 |
100326 |
518.00 |
523.00 |
518.00 |
518.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
170 |
18,806 |
+45 |
| 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. |
|
|