|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed March 31, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100331 |
972.00 |
977.00 |
930.50 |
941.00 |
-33.00 |
96,574 |
178,213 |
+2,548 |
| Jul10 |
100331 |
977.50 |
983.25 |
939.25 |
950.00 |
-30.75 |
51,324 |
111,823 |
+5,519 |
| Aug10 |
100331 |
967.50 |
970.75 |
933.75 |
943.75 |
-25.50 |
1,852 |
6,489 |
-121 |
| Sep10 |
100331 |
940.25 |
946.50 |
914.50 |
926.00 |
-17.50 |
1,606 |
7,468 |
+529 |
| Nov10 |
100331 |
925.75 |
930.00 |
906.00 |
918.00 |
-8.50 |
20,634 |
117,630 |
+1,078 |
| Jan11 |
100331 |
932.00 |
936.00 |
915.00 |
926.25 |
-8.25 |
394 |
7,129 |
-58 |
| Mar11 |
100331 |
941.00 |
942.00 |
920.75 |
933.25 |
-8.25 |
347 |
3,987 |
+12 |
| Total Volume and Open Interest |
173,243 |
443,322 |
+9,763 |
| Soybean Meal(CBOT) |
| May10 |
100331 |
282.50 |
282.80 |
263.60 |
265.80 |
-17.30 |
31,911 |
80,532 |
-1,464 |
| Jul10 |
100331 |
279.00 |
279.20 |
262.60 |
264.70 |
-14.40 |
17,294 |
40,736 |
-1,555 |
| Aug10 |
100331 |
273.90 |
274.70 |
260.00 |
261.80 |
-12.60 |
3,126 |
13,382 |
+250 |
| Sep10 |
100331 |
266.70 |
268.20 |
255.50 |
257.20 |
-10.50 |
1,632 |
9,483 |
+261 |
| Oct10 |
100331 |
255.20 |
257.90 |
248.00 |
249.90 |
-6.60 |
700 |
7,852 |
-164 |
| Dec10 |
100331 |
253.20 |
255.20 |
246.40 |
248.60 |
-5.50 |
6,489 |
35,050 |
+260 |
| Jan11 |
100331 |
252.80 |
255.10 |
247.60 |
249.40 |
-5.70 |
142 |
3,347 |
+29 |
| Mar11 |
100331 |
253.10 |
253.10 |
251.40 |
252.20 |
-5.60 |
191 |
2,512 |
+122 |
| Total Volume and Open Interest |
61,588 |
196,385 |
-2,211 |
| Soybean Oil(CBOT) |
| May10 |
100331 |
38.75 |
39.05 |
38.02 |
38.31 |
-0.36 |
44,055 |
127,155 |
+835 |
| Jul10 |
100331 |
39.13 |
39.50 |
38.46 |
38.77 |
-0.35 |
20,772 |
84,361 |
+949 |
| Aug10 |
100331 |
39.27 |
39.57 |
38.72 |
38.96 |
-0.34 |
3,427 |
11,816 |
+803 |
| Sep10 |
100331 |
39.49 |
39.53 |
38.81 |
39.09 |
-0.34 |
1,638 |
8,657 |
+502 |
| Oct10 |
100331 |
39.55 |
39.75 |
38.89 |
39.22 |
-0.33 |
397 |
6,570 |
+94 |
| Dec10 |
100331 |
39.88 |
40.20 |
38.90 |
39.56 |
-0.32 |
3,941 |
42,744 |
+250 |
| Jan11 |
100331 |
39.75 |
39.91 |
39.48 |
39.80 |
-0.32 |
13 |
1,795 |
-11 |
| Mar11 |
100331 |
39.68 |
40.07 |
39.68 |
40.00 |
-0.32 |
7 |
926 |
+0 |
| Total Volume and Open Interest |
74,262 |
285,733 |
+3,426 |
| Canola(WCE) |
| May10 |
100331 |
383.5 |
384.3 |
376.9 |
380.0 |
-3.5 |
11,245 |
80,453 |
-1,224 |
| Jul10 |
100331 |
388.1 |
389.4 |
382.4 |
385.9 |
-3.8 |
6,045 |
27,356 |
+2,211 |
| Nov10 |
100331 |
390.0 |
390.0 |
382.1 |
386.3 |
-3.7 |
2,815 |
19,757 |
+1,205 |
| Jan11 |
100331 |
392.3 |
392.3 |
385.9 |
389.4 |
-3.7 |
171 |
1,010 |
+50 |
| Mar11 |
100331 |
394.3 |
394.3 |
390.0 |
391.6 |
-3.7 |
35 |
390 |
+28 |
| Total Volume and Open Interest |
20,431 |
129,254 |
+2,363 |
| Corn(CBOT) |
| May10 |
100331 |
353.75 |
354.50 |
344.00 |
345.00 |
-9.50 |
89,062 |
408,163 |
-8,100 |
| Jul10 |
100331 |
365.00 |
365.75 |
355.00 |
356.50 |
-9.50 |
43,483 |
281,741 |
+9,845 |
| Sep10 |
100331 |
374.50 |
374.50 |
365.25 |
366.00 |
-8.75 |
12,927 |
76,658 |
+1,957 |
| Dec10 |
100331 |
383.00 |
383.25 |
375.25 |
376.25 |
-7.50 |
26,140 |
280,031 |
+2,361 |
| Mar11 |
100331 |
394.00 |
394.00 |
387.00 |
388.00 |
-7.00 |
1,805 |
33,203 |
+219 |
| May11 |
100331 |
401.25 |
401.25 |
395.00 |
396.00 |
-6.50 |
565 |
5,156 |
+306 |
| Total Volume and Open Interest |
175,230 |
1,134,696 |
+7,055 |
| Wheat(CBOT) |
| May10 |
100331 |
472.00 |
474.25 |
450.00 |
450.50 |
-21.50 |
32,286 |
156,403 |
-345 |
| Jul10 |
100331 |
485.00 |
487.25 |
463.50 |
464.00 |
-21.25 |
20,767 |
149,683 |
+7,024 |
| Sep10 |
100331 |
500.75 |
501.75 |
480.00 |
480.50 |
-21.00 |
1,129 |
37,858 |
+301 |
| Dec10 |
100331 |
529.75 |
531.25 |
508.50 |
509.00 |
-20.75 |
2,924 |
66,083 |
-206 |
| Mar11 |
100331 |
556.00 |
557.25 |
535.25 |
535.50 |
-20.50 |
340 |
11,898 |
+118 |
| Total Volume and Open Interest |
58,037 |
438,536 |
+6,974 |
| Wheat(KCBT) |
| May10 |
100331 |
478.75 |
481.50 |
461.00 |
461.75 |
-17.75 |
8,735 |
45,635 |
+728 |
| Jul10 |
100331 |
491.00 |
491.75 |
472.75 |
473.25 |
-17.50 |
4,466 |
43,078 |
+1,198 |
| Sep10 |
100331 |
503.25 |
504.00 |
485.00 |
485.25 |
-17.25 |
190 |
7,465 |
-32 |
| Dec10 |
100331 |
520.50 |
523.00 |
502.50 |
503.00 |
-17.25 |
1,452 |
41,287 |
+588 |
| Mar11 |
100331 |
537.00 |
539.00 |
520.00 |
520.25 |
-16.75 |
325 |
5,621 |
+111 |
| Total Volume and Open Interest |
15,247 |
146,469 |
+2,633 |
| Wheat(MGE) |
| May10 |
100331 |
499.50 |
500.25 |
481.50 |
482.00 |
-18.00 |
1,530 |
13,638 |
-236 |
| Jul10 |
100331 |
511.00 |
512.00 |
492.50 |
493.00 |
-18.50 |
403 |
11,308 |
+8 |
| Sep10 |
100331 |
514.00 |
517.75 |
504.75 |
504.75 |
-18.50 |
126 |
6,166 |
+105 |
| Dec10 |
100331 |
540.00 |
540.50 |
522.00 |
522.25 |
-18.00 |
84 |
6,338 |
-34 |
| Mar11 |
100331 |
555.25 |
555.25 |
539.50 |
539.75 |
-18.75 |
25 |
976 |
+22 |
| Total Volume and Open Interest |
2,229 |
39,220 |
-119 |
| Oats(CBOT) |
| May10 |
100331 |
213.00 |
213.75 |
206.75 |
208.00 |
-5.50 |
327 |
9,252 |
+3 |
| Jul10 |
100331 |
221.25 |
221.25 |
215.75 |
217.00 |
-5.50 |
82 |
4,327 |
+20 |
| Sep10 |
100331 |
226.00 |
230.00 |
224.50 |
224.50 |
-5.50 |
0 |
869 |
+0 |
| Dec10 |
100331 |
237.75 |
242.00 |
236.00 |
236.50 |
-5.50 |
16 |
1,818 |
+2 |
| Total Volume and Open Interest |
425 |
16,267 |
+25 |
| Rough Rice(CBOT) |
| May10 |
100331 |
12.57 |
12.62 |
12.12 |
12.22 |
-0.36 |
582 |
9,879 |
-170 |
| Jul10 |
100331 |
12.84 |
12.93 |
12.43 |
12.52 |
-0.36 |
325 |
2,833 |
+170 |
| Sep10 |
100331 |
12.70 |
12.71 |
12.22 |
12.27 |
-0.44 |
87 |
1,850 |
+32 |
| Nov10 |
100331 |
12.70 |
12.82 |
12.40 |
12.41 |
-0.43 |
63 |
1,153 |
+2 |
| Total Volume and Open Interest |
1,128 |
16,245 |
+48 |
| Live Cattle(CME) |
| Apr10 |
100331 |
96.200 |
96.600 |
95.600 |
96.550 |
+0.500 |
9,453 |
50,198 |
-1,969 |
| Jun10 |
100331 |
93.250 |
93.900 |
92.830 |
93.550 |
+0.370 |
14,611 |
166,807 |
-13 |
| Aug10 |
100331 |
90.900 |
91.785 |
90.535 |
91.535 |
+0.735 |
4,754 |
73,383 |
+209 |
| Oct10 |
100331 |
93.730 |
94.350 |
93.250 |
94.330 |
+0.630 |
2,994 |
38,738 |
+1,050 |
| Dec10 |
100331 |
95.785 |
96.350 |
95.100 |
96.300 |
+0.700 |
2,005 |
19,776 |
+548 |
| Feb11 |
100331 |
96.500 |
97.150 |
95.900 |
97.150 |
+0.950 |
710 |
9,790 |
+115 |
| Total Volume and Open Interest |
34,745 |
362,505 |
+65 |
| Feeder Cattle(CME) |
| Apr10 |
100331 |
108.980 |
110.700 |
108.650 |
110.430 |
+1.700 |
1,051 |
5,767 |
-32 |
| May10 |
100331 |
111.000 |
113.100 |
110.550 |
112.980 |
+2.000 |
1,822 |
19,701 |
+637 |
| Aug10 |
100331 |
112.400 |
114.180 |
112.000 |
114.080 |
+1.850 |
728 |
12,183 |
+218 |
| Sep10 |
100331 |
111.950 |
113.900 |
111.700 |
113.850 |
+1.850 |
249 |
1,742 |
+18 |
| Oct10 |
100331 |
111.150 |
113.000 |
110.885 |
112.950 |
+1.700 |
72 |
975 |
+46 |
| Nov10 |
100331 |
110.480 |
112.230 |
110.480 |
112.100 |
+1.700 |
13 |
334 |
+5 |
| Jan11 |
100331 |
109.500 |
109.900 |
107.900 |
109.900 |
+1.700 |
7 |
58 |
+5 |
| Total Volume and Open Interest |
3,942 |
40,760 |
+897 |
| Lean Hogs(CME) |
| Apr10 |
100331 |
73.150 |
74.050 |
72.950 |
73.330 |
+0.280 |
10,591 |
23,073 |
-1,160 |
| May10 |
100331 |
80.800 |
81.330 |
80.000 |
80.635 |
-0.215 |
504 |
6,138 |
-42 |
| Jun10 |
100331 |
83.180 |
84.250 |
82.730 |
82.900 |
-0.150 |
7,715 |
75,388 |
-1,441 |
| Jul10 |
100331 |
83.750 |
84.550 |
83.300 |
83.850 |
+0.250 |
982 |
29,337 |
-121 |
| Aug10 |
100331 |
83.150 |
83.750 |
82.550 |
83.150 |
unch |
1,021 |
30,872 |
-157 |
| Oct10 |
100331 |
73.200 |
73.550 |
72.475 |
73.150 |
-0.075 |
420 |
19,282 |
+35 |
| Dec10 |
100331 |
70.500 |
71.000 |
69.600 |
70.400 |
-0.200 |
1,049 |
8,890 |
+677 |
| Feb11 |
100331 |
72.300 |
72.500 |
71.350 |
72.100 |
-0.375 |
275 |
2,527 |
+130 |
| Total Volume and Open Interest |
22,969 |
196,305 |
-1,895 |
| Pork Bellies(CME) |
| May10 |
100331 |
97.800 |
99.000 |
96.800 |
96.800 |
-0.750 |
13 |
213 |
-2 |
| Jul10 |
100331 |
98.385 |
100.000 |
98.035 |
100.000 |
unch |
11 |
70 |
+2 |
| Aug10 |
100331 |
93.500 |
95.000 |
93.500 |
93.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100331 |
93.000 |
94.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100331 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
24 |
307 |
+0 |
| Class III Milk(CME) |
| Mar10 |
100331 |
12.78 |
12.78 |
12.78 |
12.78 |
unch |
27 |
4,109 |
+0 |
| Apr10 |
100331 |
12.62 |
12.67 |
12.57 |
12.64 |
+0.04 |
113 |
4,797 |
+17 |
| May10 |
100331 |
13.34 |
13.50 |
13.15 |
13.19 |
-0.14 |
201 |
4,550 |
+55 |
| Jun10 |
100331 |
14.14 |
14.22 |
13.87 |
13.96 |
-0.13 |
125 |
3,807 |
+5 |
| Jul10 |
100331 |
14.59 |
14.75 |
14.45 |
14.49 |
-0.08 |
41 |
2,788 |
+1 |
| Total Volume and Open Interest |
606 |
32,269 |
+147 |
| Cocoa(ICE) |
| May10 |
100331 |
2960 |
2991 |
2891 |
2969 |
unch |
6,090 |
47,430 |
-1,111 |
| Jul10 |
100331 |
3000 |
3023 |
2925 |
3003 |
+2 |
2,169 |
37,815 |
+767 |
| Sep10 |
100331 |
3030 |
3044 |
2947 |
3025 |
+3 |
538 |
15,294 |
+63 |
| Dec10 |
100331 |
3058 |
3072 |
3010 |
3053 |
+6 |
397 |
10,462 |
+334 |
| Mar11 |
100331 |
3075 |
3075 |
3036 |
3068 |
+6 |
166 |
12,376 |
+135 |
| May11 |
100331 |
3079 |
3079 |
3047 |
3075 |
+8 |
2 |
5,224 |
+2 |
| Jul11 |
100331 |
3091 |
3091 |
3091 |
3091 |
+13 |
35 |
2,663 |
+3 |
| Total Volume and Open Interest |
9,448 |
133,130 |
+244 |
| Coffee "C"(ICE) |
| May10 |
100331 |
139.00 |
139.05 |
134.70 |
136.15 |
-2.80 |
12,389 |
66,570 |
-784 |
| Jul10 |
100331 |
140.55 |
140.60 |
136.30 |
137.85 |
-2.70 |
5,777 |
26,998 |
+924 |
| Sep10 |
100331 |
142.00 |
142.00 |
138.00 |
139.35 |
-2.40 |
2,749 |
15,742 |
+570 |
| Dec10 |
100331 |
143.35 |
143.45 |
140.00 |
141.10 |
-2.35 |
1,044 |
9,558 |
+331 |
| Mar11 |
100331 |
145.00 |
145.00 |
142.85 |
142.85 |
-2.35 |
476 |
5,907 |
+142 |
| May11 |
100331 |
144.10 |
144.10 |
144.10 |
144.10 |
-2.30 |
217 |
954 |
+9 |
| Total Volume and Open Interest |
22,657 |
126,742 |
+1,193 |
| Orange Juice(ICE) |
| May10 |
100331 |
135.75 |
135.80 |
134.85 |
135.30 |
-0.10 |
1,403 |
22,362 |
-904 |
| Jul10 |
100331 |
137.95 |
138.15 |
137.50 |
137.95 |
-0.05 |
380 |
7,572 |
-1 |
| Sep10 |
100331 |
139.05 |
139.35 |
138.80 |
139.30 |
+0.15 |
55 |
2,045 |
+4 |
| Nov10 |
100331 |
139.05 |
139.45 |
138.90 |
139.35 |
-0.10 |
20 |
790 |
-2 |
| Jan11 |
100331 |
141.15 |
141.15 |
140.50 |
141.05 |
+0.10 |
6 |
677 |
+3 |
| Mar11 |
100331 |
142.95 |
142.95 |
142.85 |
142.85 |
+0.15 |
3 |
83 |
+1 |
| Total Volume and Open Interest |
1,867 |
33,740 |
-899 |
| Sugar #11(ICE) |
| May10 |
100331 |
17.95 |
17.99 |
16.45 |
16.59 |
-1.29 |
30,040 |
241,814 |
-953 |
| Jul10 |
100331 |
17.87 |
17.88 |
16.40 |
16.51 |
-1.26 |
21,044 |
204,818 |
-1,332 |
| Oct10 |
100331 |
17.53 |
17.53 |
16.38 |
16.50 |
-0.94 |
11,705 |
125,754 |
-10,316 |
| Mar11 |
100331 |
17.41 |
17.43 |
16.50 |
16.70 |
-0.67 |
3,366 |
60,854 |
+412 |
| May11 |
100331 |
16.90 |
17.06 |
16.41 |
16.53 |
-0.53 |
1,274 |
18,728 |
+40 |
| Total Volume and Open Interest |
69,279 |
720,781 |
-11,917 |
| London Cocoa(LCE) |
| May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
| Jul10 |
100331 |
2279 |
2285 |
2249 |
2273 |
-6 |
2,618 |
32,322 |
-86 |
| Sep10 |
100331 |
2235 |
2242 |
2204 |
2229 |
-8 |
728 |
23,917 |
+137 |
| Dec10 |
100331 |
2201 |
2201 |
2170 |
2189 |
-5 |
46 |
15,812 |
+12 |
| Mar11 |
100331 |
2165 |
2170 |
2146 |
2160 |
-5 |
126 |
16,372 |
+84 |
| Jul11 |
100331 |
2160 |
2160 |
2160 |
2160 |
-5 |
10 |
664 |
+9 |
| Total Volume and Open Interest |
8,074 |
155,731 |
+1,554 |
| London Sugar(LCE) |
| May10 |
100331 |
522.30 |
525.80 |
502.00 |
504.00 |
-15.00 |
3,957 |
23,081 |
-1,535 |
| Aug10 |
100331 |
492.40 |
494.30 |
470.00 |
471.00 |
-17.10 |
2,759 |
25,647 |
+441 |
| Oct10 |
100331 |
477.90 |
477.90 |
460.30 |
463.00 |
-11.00 |
344 |
8,526 |
-14 |
| Dec10 |
100331 |
470.50 |
470.50 |
460.00 |
465.40 |
-5.10 |
38 |
2,679 |
+14 |
| Mar11 |
100331 |
468.50 |
469.40 |
460.90 |
466.40 |
-2.10 |
0 |
1,636 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100331 |
79.60 |
81.72 |
79.50 |
80.55 |
+1.01 |
5,748 |
93,735 |
-821 |
| Jul10 |
100331 |
81.04 |
82.70 |
80.74 |
81.82 |
+1.00 |
3,354 |
49,218 |
+906 |
| Oct10 |
100331 |
76.39 |
76.50 |
76.39 |
76.50 |
+0.93 |
1 |
189 |
+0 |
| Dec10 |
100331 |
74.50 |
75.11 |
74.06 |
75.01 |
+0.44 |
1,494 |
36,585 |
+550 |
| Mar11 |
100331 |
76.29 |
76.40 |
76.16 |
76.28 |
+0.19 |
229 |
3,963 |
+189 |
| May11 |
100331 |
76.58 |
76.58 |
76.58 |
76.58 |
+0.19 |
10 |
95 |
+4 |
| Total Volume and Open Interest |
10,924 |
186,746 |
+907 |
| Lumber(CME) |
| May10 |
100331 |
285.6 |
287.2 |
284.7 |
287.2 |
+10.0 |
449 |
6,097 |
-96 |
| Jul10 |
100331 |
296.9 |
299.5 |
295.6 |
299.5 |
+10.0 |
179 |
2,866 |
+23 |
| Sep10 |
100331 |
292.4 |
295.0 |
292.4 |
294.7 |
+6.8 |
20 |
813 |
+3 |
| Nov10 |
100331 |
273.3 |
274.4 |
271.4 |
271.4 |
+2.4 |
4 |
202 |
+1 |
| Total Volume and Open Interest |
652 |
9,979 |
-69 |
| Crude Oil(NYM) |
| May10 |
100331 |
82.50 |
83.85 |
82.22 |
83.76 |
+1.39 |
311,042 |
324,963 |
+7,043 |
| Jun10 |
100331 |
82.90 |
84.27 |
82.63 |
84.18 |
+1.41 |
87,226 |
179,280 |
+89 |
| Jul10 |
100331 |
83.18 |
84.65 |
83.04 |
84.57 |
+1.40 |
40,221 |
103,735 |
+5,893 |
| Aug10 |
100331 |
83.53 |
84.84 |
83.33 |
84.84 |
+1.38 |
15,735 |
37,429 |
+1,442 |
| Sep10 |
100331 |
84.12 |
85.04 |
83.75 |
85.03 |
+1.36 |
12,272 |
40,763 |
-336 |
| Oct10 |
100331 |
84.28 |
85.27 |
84.00 |
85.19 |
+1.35 |
9,094 |
22,882 |
+257 |
| Nov10 |
100331 |
84.27 |
85.36 |
84.27 |
85.34 |
+1.33 |
7,442 |
23,383 |
-1,148 |
| Dec10 |
100331 |
84.21 |
85.58 |
84.10 |
85.51 |
+1.31 |
41,718 |
196,755 |
-18 |
| Jan11 |
100331 |
84.28 |
85.63 |
84.28 |
85.60 |
+1.29 |
1,433 |
30,488 |
-306 |
| Feb11 |
100331 |
85.55 |
85.71 |
85.42 |
85.71 |
+1.28 |
3,703 |
15,868 |
-1,016 |
| Mar11 |
100331 |
85.12 |
85.89 |
85.00 |
85.80 |
+1.26 |
3,228 |
14,809 |
-102 |
| Apr11 |
100331 |
85.44 |
85.90 |
85.44 |
85.90 |
+1.25 |
1,731 |
14,031 |
+59 |
| May11 |
100331 |
85.98 |
85.98 |
85.98 |
85.98 |
+1.23 |
153 |
4,854 |
+31 |
| Jun11 |
100331 |
85.28 |
86.04 |
85.28 |
86.04 |
+1.21 |
3,968 |
28,831 |
-346 |
| Jul11 |
100331 |
86.10 |
86.10 |
86.10 |
86.10 |
+1.20 |
202 |
4,271 |
-9 |
| Aug11 |
100331 |
86.17 |
86.17 |
86.17 |
86.17 |
+1.20 |
82 |
3,490 |
+67 |
| Total Volume and Open Interest |
575,037 |
1,297,327 |
+8,090 |
| 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 |
100331 |
82.475 |
83.825 |
82.200 |
83.750 |
+1.375 |
11,694 |
5,510 |
-20 |
| Jun10 |
100331 |
82.900 |
84.225 |
82.675 |
84.175 |
+1.400 |
430 |
763 |
-44 |
| Jul10 |
100331 |
83.125 |
84.575 |
83.125 |
84.575 |
+1.400 |
87 |
147 |
-3 |
| Aug10 |
100331 |
83.400 |
84.850 |
83.400 |
84.850 |
+1.400 |
15 |
8 |
+1 |
| Sep10 |
100331 |
83.650 |
85.025 |
83.650 |
85.025 |
+1.350 |
0 |
8 |
+0 |
| Oct10 |
100331 |
85.200 |
85.200 |
85.200 |
85.200 |
+1.350 |
0 |
11 |
+0 |
| Nov10 |
100331 |
84.300 |
85.350 |
84.300 |
85.350 |
+1.350 |
1 |
5 |
+0 |
| Dec10 |
100331 |
85.000 |
85.500 |
84.700 |
85.500 |
+1.300 |
1 |
56 |
+1 |
| Total Volume and Open Interest |
12,228 |
6,554 |
-65 |
| Heating Oil(NYM) |
| Apr10 |
100331 |
212.36 |
217.00 |
212.00 |
216.46 |
+3.99 |
18,127 |
14,543 |
-5,694 |
| May10 |
100331 |
213.16 |
218.20 |
212.66 |
217.90 |
+4.74 |
53,953 |
99,915 |
+4,869 |
| Jun10 |
100331 |
214.63 |
219.34 |
214.22 |
219.08 |
+4.71 |
17,263 |
51,599 |
+713 |
| Jul10 |
100331 |
217.15 |
221.01 |
216.60 |
220.76 |
+4.69 |
7,646 |
27,732 |
+1,956 |
| Aug10 |
100331 |
220.14 |
222.61 |
218.24 |
222.55 |
+4.66 |
2,685 |
17,878 |
+634 |
| Sep10 |
100331 |
221.79 |
224.40 |
220.31 |
224.37 |
+4.58 |
2,835 |
15,724 |
-34 |
| Oct10 |
100331 |
224.17 |
226.35 |
222.70 |
226.31 |
+4.54 |
1,960 |
11,684 |
-676 |
| Nov10 |
100331 |
224.00 |
228.40 |
224.00 |
228.40 |
+4.54 |
1,523 |
10,166 |
-1 |
| Dec10 |
100331 |
225.97 |
230.58 |
225.97 |
230.50 |
+4.53 |
4,304 |
31,848 |
+224 |
| Jan11 |
100331 |
230.72 |
232.49 |
228.62 |
232.49 |
+4.51 |
329 |
12,910 |
+18 |
| Feb11 |
100331 |
231.75 |
233.58 |
231.75 |
233.58 |
+4.55 |
206 |
4,471 |
+91 |
| Mar11 |
100331 |
231.90 |
233.75 |
231.07 |
233.75 |
+4.61 |
218 |
6,353 |
-32 |
| Total Volume and Open Interest |
111,733 |
322,775 |
+2,552 |
| Gasoline(NYMEX) |
| Apr10 |
100331 |
227.50 |
232.12 |
227.06 |
231.00 |
+3.53 |
15,722 |
12,457 |
-4,431 |
| May10 |
100331 |
227.29 |
230.95 |
226.45 |
230.72 |
+3.51 |
41,202 |
122,871 |
+3,003 |
| Jun10 |
100331 |
226.51 |
230.40 |
226.00 |
230.13 |
+3.42 |
10,519 |
57,668 |
+574 |
| Jul10 |
100331 |
225.40 |
229.57 |
225.40 |
229.38 |
+3.52 |
4,688 |
32,431 |
-238 |
| Aug10 |
100331 |
226.28 |
228.34 |
224.86 |
228.34 |
+3.54 |
2,484 |
15,211 |
+134 |
| Sep10 |
100331 |
224.36 |
227.25 |
223.83 |
227.00 |
+3.55 |
2,656 |
23,324 |
+372 |
| Oct10 |
100331 |
212.41 |
216.46 |
212.41 |
216.21 |
+3.62 |
1,612 |
11,565 |
+188 |
| Nov10 |
100331 |
214.34 |
214.55 |
213.16 |
214.52 |
+3.63 |
811 |
13,890 |
+97 |
| Dec10 |
100331 |
210.51 |
214.47 |
210.40 |
214.16 |
+3.65 |
842 |
13,186 |
+108 |
| Jan11 |
100331 |
215.39 |
215.68 |
215.39 |
215.68 |
+3.65 |
123 |
4,170 |
+1 |
| Total Volume and Open Interest |
80,814 |
316,128 |
-37 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100331 |
231.00 |
231.00 |
230.70 |
230.70 |
+3.50 |
0 |
14 |
+0 |
| Jun10 |
100331 |
230.10 |
230.13 |
230.10 |
230.10 |
+3.40 |
0 |
1 |
+0 |
| Jul10 |
100331 |
229.40 |
229.40 |
229.38 |
229.40 |
+3.50 |
|
|
|
| Aug10 |
100331 |
228.30 |
228.34 |
228.30 |
228.30 |
+3.50 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1 |
29 |
+1 |
| Natural Gas(NYM) |
| May10 |
100331 |
4.003 |
4.079 |
3.860 |
3.869 |
-0.104 |
87,640 |
229,200 |
+974 |
| Jun10 |
100331 |
4.105 |
4.164 |
3.956 |
3.965 |
-0.097 |
20,416 |
60,872 |
-323 |
| Jul10 |
100331 |
4.203 |
4.265 |
4.070 |
4.082 |
-0.084 |
14,153 |
80,394 |
+2,455 |
| Aug10 |
100331 |
4.269 |
4.345 |
4.153 |
4.163 |
-0.079 |
7,086 |
32,056 |
-75 |
| Sep10 |
100331 |
4.318 |
4.386 |
4.209 |
4.213 |
-0.069 |
6,597 |
38,471 |
+78 |
| Oct10 |
100331 |
4.430 |
4.498 |
4.333 |
4.340 |
-0.059 |
12,384 |
60,896 |
-15 |
| Nov10 |
100331 |
4.850 |
4.870 |
4.726 |
4.735 |
-0.036 |
2,970 |
16,342 |
+617 |
| Dec10 |
100331 |
5.230 |
5.302 |
5.171 |
5.190 |
-0.013 |
3,919 |
26,881 |
+957 |
| Jan11 |
100331 |
5.450 |
5.518 |
5.393 |
5.410 |
-0.011 |
7,940 |
41,110 |
-188 |
| Feb11 |
100331 |
5.410 |
5.472 |
5.364 |
5.378 |
-0.011 |
1,195 |
16,151 |
-432 |
| Mar11 |
100331 |
5.319 |
5.360 |
5.261 |
5.278 |
unch |
3,862 |
35,804 |
-1,006 |
| Apr11 |
100331 |
5.166 |
5.180 |
5.064 |
5.080 |
+0.019 |
2,940 |
32,374 |
+71 |
| May11 |
100331 |
5.117 |
5.150 |
5.080 |
5.085 |
+0.021 |
619 |
15,675 |
+360 |
| Jun11 |
100331 |
5.180 |
5.190 |
5.120 |
5.132 |
+0.025 |
130 |
6,297 |
+46 |
| Jul11 |
100331 |
5.199 |
5.199 |
5.190 |
5.199 |
+0.027 |
104 |
4,737 |
+17 |
| Aug11 |
100331 |
5.260 |
5.260 |
5.251 |
5.251 |
+0.027 |
90 |
4,531 |
+39 |
| Total Volume and Open Interest |
177,609 |
812,875 |
-3,895 |
| Brent Crude Oil(ICE) |
| May10 |
100331 |
81.14 |
82.82 |
81.10 |
82.70 |
+1.42 |
133,760 |
214,663 |
+9,453 |
| Jun10 |
100331 |
81.00 |
83.37 |
81.00 |
83.25 |
+1.47 |
66,463 |
226,914 |
-1,289 |
| Jul10 |
100331 |
82.29 |
83.75 |
82.15 |
83.70 |
+1.44 |
29,077 |
111,769 |
+3,308 |
| Aug10 |
100331 |
82.62 |
84.07 |
82.57 |
84.04 |
+1.40 |
16,495 |
56,739 |
+4,662 |
| Sep10 |
100331 |
82.99 |
84.32 |
82.91 |
84.29 |
+1.39 |
8,914 |
27,836 |
+1,218 |
| Oct10 |
100331 |
83.08 |
84.51 |
83.03 |
84.47 |
+1.38 |
5,625 |
19,542 |
+164 |
| Nov10 |
100331 |
83.23 |
84.68 |
83.19 |
84.64 |
+1.40 |
5,501 |
15,812 |
+588 |
| Dec10 |
100331 |
83.39 |
84.85 |
83.35 |
84.79 |
+1.40 |
17,106 |
96,233 |
+354 |
| Jan11 |
100331 |
83.77 |
84.94 |
83.77 |
84.94 |
+1.38 |
1,367 |
12,842 |
+106 |
| Feb11 |
100331 |
85.10 |
85.10 |
85.10 |
85.10 |
+1.36 |
1,021 |
6,905 |
+397 |
| Mar11 |
100331 |
85.27 |
85.27 |
85.27 |
85.27 |
+1.36 |
470 |
7,476 |
-110 |
| Apr11 |
100331 |
85.43 |
85.43 |
85.43 |
85.43 |
+1.34 |
108 |
4,449 |
-2 |
| May11 |
100331 |
85.58 |
85.58 |
85.58 |
85.58 |
+1.33 |
42 |
3,283 |
+5 |
| Jun11 |
100331 |
85.50 |
85.70 |
85.21 |
85.70 |
+1.30 |
257 |
18,694 |
-403 |
| Total Volume and Open Interest |
291,212 |
923,549 |
+19,791 |
| Gas Oil(ICE) |
| Apr10 |
100331 |
676.75 |
692.75 |
675.25 |
683.75 |
+9.25 |
34,128 |
74,926 |
-6,135 |
| May10 |
100331 |
674.00 |
690.00 |
672.50 |
681.00 |
+8.75 |
66,277 |
112,772 |
+2,558 |
| Jun10 |
100331 |
677.25 |
691.50 |
674.00 |
682.50 |
+8.50 |
35,866 |
79,439 |
+973 |
| Jul10 |
100331 |
680.75 |
695.00 |
680.50 |
686.50 |
+8.00 |
11,010 |
38,673 |
+103 |
| Aug10 |
100331 |
686.50 |
699.25 |
686.50 |
691.00 |
+8.25 |
5,297 |
26,406 |
-995 |
| Sep10 |
100331 |
689.75 |
703.50 |
689.75 |
695.50 |
+8.25 |
3,840 |
33,238 |
+715 |
| Oct10 |
100331 |
695.00 |
705.50 |
695.00 |
699.50 |
+8.00 |
2,032 |
18,063 |
+115 |
| Nov10 |
100331 |
698.00 |
706.50 |
698.00 |
702.50 |
+8.00 |
1,066 |
15,121 |
-225 |
| Dec10 |
100331 |
700.25 |
713.00 |
699.50 |
705.50 |
+8.00 |
7,473 |
79,694 |
+911 |
| Jan11 |
100331 |
707.50 |
715.75 |
707.50 |
710.00 |
+8.25 |
242 |
22,536 |
-12 |
| Total Volume and Open Interest |
167,902 |
573,653 |
-2,220 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100331 |
1.540 |
1.549 |
1.535 |
1.547 |
-0.020 |
97 |
411 |
-56 |
| May10 |
100331 |
1.561 |
1.570 |
1.552 |
1.560 |
-0.024 |
121 |
1,257 |
+9 |
| Jun10 |
100331 |
1.590 |
1.595 |
1.580 |
1.587 |
-0.022 |
19 |
1,016 |
+2 |
| Jul10 |
100331 |
1.610 |
1.610 |
1.600 |
1.600 |
-0.025 |
377 |
986 |
-214 |
| Aug10 |
100331 |
1.600 |
1.602 |
1.599 |
1.600 |
-0.025 |
15 |
693 |
+10 |
| Sep10 |
100331 |
1.605 |
1.607 |
1.601 |
1.605 |
-0.020 |
16 |
696 |
+15 |
| Oct10 |
100331 |
1.605 |
1.605 |
1.602 |
1.603 |
-0.022 |
15 |
678 |
+15 |
| Total Volume and Open Interest |
755 |
8,150 |
-208 |
| US Dollar Index(ICE) |
| Jun10 |
100331 |
81.670 |
81.940 |
81.095 |
81.290 |
-0.448 |
14,996 |
58,475 |
+231 |
| Sep10 |
100331 |
82.100 |
82.170 |
81.390 |
81.585 |
-0.433 |
21 |
2,252 |
+6 |
| Dec10 |
100331 |
81.835 |
81.835 |
81.835 |
81.835 |
-0.433 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15,017 |
60,728 |
+237 |
| Australian Dollar(CME) |
| Jun10 |
100331 |
91.17 |
91.34 |
90.58 |
90.97 |
-0.16 |
75,170 |
139,351 |
+11,699 |
| Sep10 |
100331 |
90.10 |
90.33 |
89.63 |
89.97 |
-0.16 |
255 |
298 |
+51 |
| Dec10 |
100331 |
88.97 |
89.13 |
88.97 |
88.97 |
-0.16 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
75,425 |
139,660 |
+11,750 |
| British Pound(CME) |
| Jun10 |
100331 |
150.62 |
151.99 |
150.37 |
151.74 |
+1.18 |
81,022 |
138,237 |
+1,785 |
| Sep10 |
100331 |
150.58 |
151.91 |
150.41 |
151.66 |
+1.17 |
106 |
572 |
+9 |
| Dec10 |
100331 |
151.60 |
151.62 |
150.44 |
151.60 |
+1.16 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
81,128 |
138,834 |
+1,794 |
| Canadian Dollar(CME) |
| Jun10 |
100331 |
98.05 |
98.72 |
98.03 |
98.51 |
+0.40 |
59,667 |
149,622 |
+5,295 |
| Sep10 |
100331 |
98.07 |
98.62 |
98.00 |
98.43 |
+0.38 |
247 |
1,487 |
-71 |
| Dec10 |
100331 |
98.30 |
98.37 |
97.89 |
98.29 |
+0.36 |
2 |
818 |
+0 |
| Mar11 |
100331 |
97.80 |
98.10 |
97.76 |
98.10 |
+0.34 |
0 |
185 |
+0 |
| Total Volume and Open Interest |
59,916 |
152,126 |
+5,224 |
| Japanese Yen(CME) |
| Jun10 |
100331 |
107.78 |
107.86 |
106.83 |
107.03 |
-0.75 |
63,976 |
106,981 |
+1,771 |
| Sep10 |
100331 |
107.87 |
107.88 |
106.93 |
107.12 |
-0.75 |
386 |
430 |
+51 |
| Dec10 |
100331 |
107.25 |
108.00 |
107.25 |
107.25 |
-0.75 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
64,362 |
107,443 |
+1,822 |
| Swiss Franc(CME) |
| Jun10 |
100331 |
93.85 |
95.40 |
93.64 |
94.93 |
+1.09 |
38,832 |
28,175 |
-839 |
| Sep10 |
100331 |
94.45 |
95.46 |
93.92 |
95.00 |
+1.08 |
19 |
443 |
-3 |
| Dec10 |
100331 |
95.09 |
95.30 |
94.02 |
95.09 |
+1.07 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
38,851 |
28,627 |
-842 |
| EuroFX(CME) |
| Jun10 |
100331 |
134.21 |
135.49 |
133.85 |
135.10 |
+0.89 |
235,099 |
218,356 |
+8,485 |
| Sep10 |
100331 |
134.19 |
135.46 |
133.85 |
135.09 |
+0.89 |
165 |
1,813 |
+9 |
| Dec10 |
100331 |
135.30 |
135.30 |
134.20 |
135.09 |
+0.89 |
10 |
83 |
+5 |
| Total Volume and Open Interest |
235,274 |
220,257 |
+8,499 |
| Mexican Peso(CME) |
| Apr10 |
100331 |
809.2 |
809.2 |
806.5 |
809.2 |
+2.8 |
0 |
8 |
+0 |
| May10 |
100331 |
806.2 |
806.2 |
803.5 |
806.2 |
+2.8 |
|
|
|
| Total Volume and Open Interest |
10,041 |
130,596 |
-462 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100331 |
115~230 |
116~080 |
115~180 |
116~010 |
+0~110 |
|
|
|
| Sep10 |
100331 |
114~110 |
115~000 |
114~110 |
114~300 |
+0~150 |
7 |
142 |
+3 |
| Dec10 |
100331 |
113~240 |
113~240 |
113~090 |
113~240 |
+0~150 |
|
|
|
| Total Volume and Open Interest |
174,825 |
637,904 |
+7,907 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100331 |
115~315 |
116~120 |
115~285 |
116~080 |
+0~100 |
693,670 |
1,505,503 |
+20,484 |
| Sep10 |
100331 |
114~150 |
115~005 |
114~150 |
114~260 |
+0~105 |
861 |
7,061 |
+4 |
| Dec10 |
100331 |
113~120 |
113~120 |
113~010 |
113~120 |
+0~110 |
|
|
|
| Total Volume and Open Interest |
694,531 |
1,512,565 |
+20,488 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100331 |
114~079 |
114~113 |
114~068 |
114~108 |
+0~029 |
297,951 |
882,328 |
+4,874 |
| Sep10 |
100331 |
113~099 |
113~099 |
113~065 |
113~099 |
+0~034 |
0 |
10 |
+0 |
| Dec10 |
100331 |
112~090 |
112~090 |
112~051 |
112~090 |
+0~039 |
|
|
|
| Total Volume and Open Interest |
298,212 |
895,288 |
+4,869 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100331 |
108~051 |
108~062 |
108~046 |
108~061 |
+0~010 |
278,907 |
894,046 |
+21,090 |
| Sep10 |
100331 |
107~110 |
107~114 |
107~105 |
107~114 |
+0~009 |
221 |
221 |
+115 |
| Dec10 |
100331 |
107~039 |
107~039 |
107~031 |
107~039 |
+0~008 |
|
|
|
| Total Volume and Open Interest |
280,524 |
903,059 |
+20,721 |
| Eurodollars(CME) |
| Jun10 |
100331 |
99.620 |
99.635 |
99.610 |
99.630 |
+0.010 |
106,741 |
1,172,865 |
-5,378 |
| Sep10 |
100331 |
99.425 |
99.470 |
99.410 |
99.465 |
+0.035 |
151,494 |
969,508 |
-185 |
| Dec10 |
100331 |
99.120 |
99.175 |
99.100 |
99.170 |
+0.045 |
170,370 |
1,082,331 |
-9,982 |
| Mar11 |
100331 |
98.770 |
98.825 |
98.745 |
98.820 |
+0.050 |
192,679 |
666,144 |
-1,076 |
| Jun11 |
100331 |
98.380 |
98.450 |
98.365 |
98.445 |
+0.055 |
206,180 |
854,843 |
+4,095 |
| Sep11 |
100331 |
98.015 |
98.085 |
97.995 |
98.080 |
+0.060 |
126,920 |
645,157 |
+4,264 |
| Dec11 |
100331 |
97.665 |
97.740 |
97.645 |
97.725 |
+0.055 |
104,642 |
446,874 |
+312 |
| Mar12 |
100331 |
97.360 |
97.435 |
97.335 |
97.415 |
+0.050 |
91,762 |
317,996 |
+4,275 |
| Jun12 |
100331 |
97.070 |
97.145 |
97.050 |
97.120 |
+0.045 |
32,732 |
219,717 |
+3,195 |
| Sep12 |
100331 |
96.810 |
96.875 |
96.790 |
96.845 |
+0.035 |
26,358 |
155,521 |
+696 |
| Dec12 |
100331 |
96.555 |
96.615 |
96.535 |
96.580 |
+0.025 |
22,782 |
136,170 |
-328 |
| Mar13 |
100331 |
96.350 |
96.410 |
96.325 |
96.365 |
+0.020 |
20,902 |
111,586 |
+2,931 |
| Jun13 |
100331 |
96.150 |
96.200 |
96.125 |
96.160 |
+0.015 |
8,566 |
78,641 |
+426 |
| Sep13 |
100331 |
95.970 |
96.020 |
95.945 |
95.975 |
+0.010 |
7,949 |
70,352 |
+693 |
| Dec13 |
100331 |
95.795 |
95.830 |
95.755 |
95.785 |
+0.005 |
6,293 |
38,803 |
-673 |
| Mar14 |
100331 |
95.640 |
95.680 |
95.610 |
95.635 |
unch |
5,169 |
43,423 |
-105 |
| Jun14 |
100331 |
95.490 |
95.530 |
95.460 |
95.480 |
-0.005 |
3,778 |
34,724 |
+195 |
| Sep14 |
100331 |
95.370 |
95.395 |
95.330 |
95.345 |
-0.005 |
3,863 |
20,170 |
-176 |
| Total Volume and Open Interest |
1,319,019 |
7,311,022 |
+1,058 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100331 |
99.832 |
99.835 |
99.832 |
99.832 |
unch |
1,577 |
74,644 |
-106 |
| Apr10 |
100331 |
99.810 |
99.815 |
99.805 |
99.810 |
+0.005 |
1,695 |
77,671 |
+204 |
| May10 |
100331 |
99.800 |
99.805 |
99.800 |
99.800 |
unch |
1,603 |
78,929 |
-801 |
| Jun10 |
100331 |
99.785 |
99.795 |
99.785 |
99.790 |
+0.005 |
2,018 |
89,084 |
-101 |
| Jul10 |
100331 |
99.760 |
99.775 |
99.755 |
99.770 |
+0.015 |
3,454 |
69,285 |
+189 |
| Aug10 |
100331 |
99.720 |
99.740 |
99.715 |
99.740 |
+0.020 |
3,546 |
61,012 |
-105 |
| Total Volume and Open Interest |
32,530 |
687,226 |
+2,037 |
| 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 |
100331 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
0 |
1,348 |
-54 |
| Sep10 |
100331 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.005 |
350 |
1,230 |
+0 |
| Dec10 |
100331 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
0 |
242 |
+0 |
| Mar11 |
100331 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.005 |
0 |
95 |
+0 |
| Jun11 |
100331 |
99.580 |
99.580 |
99.580 |
99.580 |
-0.005 |
|
|
|
| Sep11 |
100331 |
99.565 |
99.565 |
99.565 |
99.565 |
-0.005 |
|
|
|
| Dec11 |
100331 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.005 |
|
|
|
| Mar12 |
100331 |
99.460 |
99.460 |
99.460 |
99.460 |
-0.005 |
|
|
|
| Jun12 |
100331 |
99.510 |
99.510 |
99.510 |
99.510 |
-0.005 |
|
|
|
| Sep12 |
100331 |
99.570 |
99.570 |
99.570 |
99.570 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
350 |
2,915 |
-54 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100331 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
4,766 |
+0 |
| Sep10 |
100331 |
99.62 |
99.62 |
99.61 |
99.61 |
-0.01 |
0 |
4,100 |
+0 |
| Dec10 |
100331 |
99.62 |
99.62 |
99.62 |
99.62 |
0.00 |
0 |
1,480 |
+0 |
| Mar11 |
100331 |
99.61 |
99.61 |
99.61 |
99.61 |
0.00 |
20 |
1,434 |
+0 |
| Jun11 |
100331 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
104 |
+0 |
| Sep11 |
100331 |
99.57 |
99.57 |
99.57 |
99.57 |
0.00 |
0 |
51 |
+0 |
| Dec11 |
100331 |
99.50 |
99.50 |
99.50 |
99.50 |
0.00 |
0 |
102 |
+0 |
| Mar12 |
100331 |
99.46 |
99.46 |
99.46 |
99.46 |
0.00 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
20 |
13,486 |
+78 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100326 |
138.43 |
138.46 |
138.16 |
138.35 |
-0.11 |
1,464 |
18,054 |
+446 |
| Sep10 |
100331 |
138.09 |
138.09 |
138.09 |
138.09 |
-0.17 |
|
|
|
| Dec10 |
100331 |
136.00 |
136.00 |
136.00 |
136.00 |
-0.17 |
|
|
|
| Total Volume and Open Interest |
2,077 |
16,576 |
+134 |
| Euro-Bund(EUREX) |
| Jun10 |
100331 |
123.25 |
123.52 |
123.18 |
123.35 |
+0.17 |
631,128 |
955,398 |
+8,724 |
| Sep10 |
100331 |
122.71 |
122.92 |
122.69 |
122.77 |
+0.18 |
60 |
368 |
+7 |
| Dec10 |
100331 |
122.35 |
122.35 |
122.35 |
122.35 |
+0.17 |
|
|
|
| Total Volume and Open Interest |
631,188 |
955,766 |
+8,731 |
| Euro-Bobl(EUREX) |
| Jun10 |
100326 |
116.71 |
116.74 |
116.54 |
116.73 |
+0.06 |
686,047 |
796,137 |
-18,964 |
| Sep10 |
100331 |
116.67 |
116.79 |
116.67 |
116.68 |
+0.14 |
124 |
12,393 |
+51 |
| Dec10 |
100331 |
116.48 |
116.48 |
116.48 |
116.48 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
421,210 |
786,937 |
+6,721 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100331 |
99.300 |
99.305 |
99.295 |
99.305 |
+0.005 |
15 |
7,033 |
+0 |
| Sep10 |
100331 |
99.110 |
99.120 |
99.100 |
99.115 |
+0.010 |
0 |
2,359 |
+0 |
| Total Volume and Open Interest |
31 |
13,782 |
+5 |
| Long Gilt(LIFFE) |
| Jun10 |
100331 |
114~11 |
115~00 |
114~11 |
114~24 |
+0~04 |
94,564 |
262,411 |
-1,854 |
| Sep10 |
100331 |
116~07 |
116~07 |
116~07 |
116~07 |
+0~13 |
|
|
|
| Total Volume and Open Interest |
79,206 |
260,823 |
-4,610 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100331 |
99.30 |
99.30 |
99.29 |
99.29 |
unch |
12,367 |
385,075 |
-280 |
| Sep10 |
100331 |
99.13 |
99.15 |
99.12 |
99.13 |
+0.01 |
25,275 |
433,726 |
+1,439 |
| Dec10 |
100331 |
98.88 |
98.91 |
98.87 |
98.89 |
+0.02 |
22,839 |
430,158 |
+2,019 |
| Mar11 |
100331 |
98.58 |
98.64 |
98.58 |
98.61 |
+0.03 |
28,024 |
292,739 |
-2,024 |
| Jun11 |
100331 |
98.26 |
98.34 |
98.25 |
98.29 |
+0.04 |
29,226 |
307,704 |
+5,335 |
| Sep11 |
100331 |
97.92 |
98.03 |
97.92 |
97.97 |
+0.06 |
14,238 |
148,454 |
+1,192 |
| Total Volume and Open Interest |
169,863 |
2,417,749 |
+11,103 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100331 |
99.300 |
99.325 |
99.290 |
99.305 |
+0.005 |
71,542 |
911,798 |
-4,127 |
| Sep10 |
100331 |
99.115 |
99.140 |
99.095 |
99.115 |
+0.010 |
114,232 |
794,287 |
+9,523 |
| Dec10 |
100331 |
98.910 |
98.955 |
98.895 |
98.915 |
+0.015 |
119,561 |
509,762 |
-5,312 |
| Total Volume and Open Interest |
609,717 |
3,872,064 |
+5,643 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100331 |
95.24 |
95.28 |
95.21 |
95.26 |
+0.03 |
23,477 |
284,852 |
+973 |
| Sep10 |
100331 |
94.86 |
94.92 |
94.84 |
94.90 |
+0.04 |
12,600 |
170,461 |
-121 |
| Dec10 |
100331 |
94.57 |
94.64 |
94.56 |
94.62 |
+0.05 |
8,228 |
109,255 |
+1,712 |
| Mar11 |
100331 |
94.37 |
94.43 |
94.36 |
94.43 |
+0.06 |
4,297 |
45,027 |
+1,434 |
| Jun11 |
100331 |
94.22 |
94.30 |
94.22 |
94.28 |
+0.05 |
1,701 |
39,285 |
-420 |
| Sep11 |
100331 |
94.12 |
94.18 |
94.12 |
94.18 |
+0.05 |
1,769 |
23,325 |
+947 |
| Dec11 |
100331 |
94.04 |
94.11 |
94.04 |
94.10 |
+0.05 |
870 |
16,585 |
+584 |
| Mar12 |
100331 |
94.01 |
94.07 |
94.01 |
94.07 |
+0.06 |
377 |
8,533 |
+246 |
| Jun12 |
100331 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.07 |
50 |
2,286 |
+50 |
| Sep12 |
100331 |
94.06 |
94.06 |
94.06 |
94.06 |
+0.07 |
150 |
1,863 |
+10 |
| Total Volume and Open Interest |
53,619 |
702,055 |
+5,515 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100331 |
94.17 |
94.22 |
94.16 |
94.22 |
+0.04 |
27,518 |
349,646 |
-3,932 |
| Sep10 |
100331 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
27,518 |
349,646 |
-3,932 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100331 |
94.56 |
94.62 |
94.53 |
94.61 |
+0.05 |
98,089 |
485,481 |
-3,420 |
| Sep10 |
100331 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
98,089 |
485,481 |
-3,420 |
| Gold(CMX) |
| Apr10 |
100331 |
1103.1 |
1118.7 |
1102.0 |
1113.3 |
+8.8 |
158,733 |
39,869 |
-51,416 |
| Jun10 |
100331 |
1105.1 |
1119.9 |
1103.1 |
1114.5 |
+8.8 |
126,186 |
255,455 |
+32,487 |
| Aug10 |
100331 |
1105.6 |
1120.2 |
1105.3 |
1115.7 |
+8.9 |
870 |
30,451 |
-409 |
| Oct10 |
100331 |
1108.4 |
1121.7 |
1108.1 |
1116.7 |
+8.8 |
1,916 |
20,923 |
+583 |
| Dec10 |
100331 |
1107.5 |
1122.8 |
1107.5 |
1118.1 |
+8.9 |
2,438 |
40,327 |
-130 |
| Feb11 |
100331 |
1114.3 |
1122.6 |
1114.1 |
1119.9 |
+8.9 |
185 |
16,290 |
-86 |
| Apr11 |
100331 |
1121.9 |
1125.2 |
1121.9 |
1121.9 |
+8.8 |
107 |
11,073 |
+7 |
| Jun11 |
100331 |
471.5 |
471.9 |
467.9 |
469.0 |
+8.8 |
110 |
6,294 |
+40 |
| Aug11 |
100331 |
1127.4 |
1127.4 |
1127.4 |
1127.4 |
+8.7 |
0 |
2,774 |
+0 |
| Oct11 |
100331 |
1130.7 |
1130.7 |
1130.7 |
1130.7 |
+8.6 |
150 |
5,935 |
+75 |
| Dec11 |
100331 |
1134.7 |
1134.7 |
1134.7 |
1134.7 |
+8.6 |
158 |
13,331 |
+96 |
| Feb12 |
100331 |
1139.4 |
1139.4 |
1139.4 |
1139.4 |
|
|
|
|
| Silver(CMX) |
| May10 |
100331 |
1730.5 |
1764.5 |
1725.5 |
1752.6 |
+19.6 |
31,982 |
62,012 |
+1,994 |
| Jul10 |
100331 |
1733.0 |
1767.0 |
1733.0 |
1755.3 |
+19.6 |
4,495 |
20,328 |
+1,126 |
| Sep10 |
100331 |
1748.5 |
1763.0 |
1748.5 |
1757.6 |
+19.6 |
772 |
4,538 |
+5 |
| Dec10 |
100331 |
1742.5 |
1768.5 |
1742.5 |
1761.0 |
+19.7 |
671 |
11,949 |
-316 |
| Mar11 |
100331 |
1765.5 |
1765.5 |
1764.3 |
1764.3 |
+19.7 |
35 |
2,990 |
+25 |
| May11 |
100331 |
1766.6 |
1766.6 |
1766.6 |
1766.6 |
+19.7 |
49 |
1,781 |
+0 |
| Jul11 |
100331 |
1772.5 |
1772.5 |
1765.5 |
1768.9 |
+19.6 |
3 |
3,000 |
+2 |
| Total Volume and Open Interest |
38,301 |
115,176 |
+2,838 |
| Platinum(NYMEX) |
| Apr10 |
100331 |
1612.7 |
1646.6 |
1612.7 |
1639.8 |
+21.7 |
7,921 |
2,826 |
-4,631 |
| Jul10 |
100331 |
1621.1 |
1655.3 |
1621.1 |
1646.9 |
+20.8 |
8,707 |
34,358 |
+4,472 |
| Oct10 |
100331 |
1648.0 |
1655.7 |
1648.0 |
1651.6 |
+20.8 |
136 |
390 |
+121 |
| Jan11 |
100331 |
1653.1 |
1653.1 |
1653.1 |
1653.1 |
+20.8 |
1 |
211 |
+0 |
| Total Volume and Open Interest |
16,765 |
37,785 |
-38 |
| Palladium(NYMEX) |
| Jun10 |
100331 |
470.00 |
487.50 |
469.85 |
479.95 |
+9.60 |
4,150 |
22,010 |
-663 |
| Sep10 |
100331 |
476.20 |
487.75 |
476.20 |
480.85 |
+9.50 |
12 |
747 |
+6 |
| Dec10 |
100331 |
481.55 |
481.55 |
481.55 |
481.55 |
+9.65 |
3 |
42 |
+1 |
| Total Volume and Open Interest |
4,165 |
22,822 |
-672 |
| Copper(CMX) |
| May10 |
100331 |
354.90 |
357.35 |
352.15 |
355.35 |
-1.00 |
34,567 |
88,290 |
+3,267 |
| Jul10 |
100331 |
356.50 |
358.85 |
353.90 |
357.20 |
-0.90 |
4,183 |
28,323 |
+1,616 |
| Sep10 |
100331 |
355.50 |
359.20 |
354.95 |
358.25 |
-0.95 |
819 |
9,359 |
+366 |
| Dec10 |
100331 |
355.95 |
359.40 |
355.70 |
358.80 |
-1.00 |
221 |
7,625 |
+33 |
| Mar11 |
100331 |
356.85 |
358.80 |
356.85 |
358.80 |
-1.10 |
17 |
1,005 |
-6 |
| Total Volume and Open Interest |
40,474 |
140,537 |
+4,663 |
| DJIA Index(CBOT) |
| Jun10 |
100331 |
10846 |
10851 |
10775 |
10797 |
-57 |
815 |
5,898 |
+546 |
| Sep10 |
100331 |
10733 |
10790 |
10733 |
10733 |
-57 |
0 |
11 |
+0 |
| Dec10 |
100331 |
10678 |
10735 |
10678 |
10678 |
-57 |
1 |
1 |
+1 |
| Mar11 |
100331 |
10623 |
10680 |
10623 |
10623 |
-57 |
|
|
|
| Total Volume and Open Interest |
816 |
5,910 |
+547 |
| S & P 500(CME) |
| Jun10 |
100331 |
1169.20 |
1170.50 |
1161.30 |
1165.20 |
-4.20 |
21,501 |
309,263 |
+2,545 |
| Sep10 |
100331 |
1160.30 |
1164.50 |
1158.00 |
1160.30 |
-4.20 |
0 |
2,795 |
+0 |
| Dec10 |
100331 |
1155.70 |
1160.00 |
1153.50 |
1155.70 |
-4.30 |
10 |
3,112 |
+2 |
| Mar11 |
100331 |
1152.20 |
1156.50 |
1150.00 |
1152.20 |
-4.30 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
21,511 |
315,192 |
+2,547 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100331 |
1169.00 |
1170.50 |
1161.25 |
1165.25 |
-4.25 |
1,454,311 |
2,422,677 |
+15,998 |
| Sep10 |
100331 |
1164.25 |
1165.50 |
1156.75 |
1160.25 |
-4.25 |
1,138 |
5,454 |
+81 |
| Total Volume and Open Interest |
1,455,456 |
2,429,865 |
+16,153 |
| NASDAQ 100(CME) |
| Jun10 |
100331 |
1964.00 |
1967.50 |
1951.00 |
1955.80 |
-9.70 |
1,564 |
13,817 |
+994 |
| Sep10 |
100331 |
1953.30 |
1957.50 |
1953.30 |
1953.30 |
-9.70 |
0 |
10 |
+0 |
| Dec10 |
100331 |
1950.80 |
1955.00 |
1950.80 |
1950.80 |
-9.70 |
|
|
|
| Total Volume and Open Interest |
1,564 |
13,827 |
+994 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100331 |
1964.50 |
1967.50 |
1952.50 |
1955.80 |
-9.70 |
220,198 |
293,178 |
+11,074 |
| Sep10 |
100331 |
1955.00 |
1964.80 |
1952.30 |
1953.30 |
-9.70 |
36 |
219 |
+4 |
| Total Volume and Open Interest |
220,234 |
293,398 |
+11,078 |
| S & P Midcap 400(CME) |
| Jun10 |
100331 |
790.00 |
795.00 |
787.00 |
788.10 |
-4.30 |
6 |
1,513 |
+2 |
| Sep10 |
100331 |
786.10 |
786.10 |
786.10 |
786.10 |
-4.30 |
|
|
|
| Dec10 |
100331 |
784.10 |
784.10 |
784.10 |
784.10 |
-4.30 |
|
|
|
| Total Volume and Open Interest |
6 |
1,513 |
+2 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100331 |
11145 |
11175 |
11070 |
11170 |
+30 |
6,015 |
44,140 |
+542 |
| Sep10 |
100331 |
11210 |
11210 |
11180 |
11210 |
+30 |
|
|
|
| Total Volume and Open Interest |
6,015 |
44,140 |
+542 |
| Nikkei 225(SGX) |
| Jun10 |
100331 |
11150 |
11170 |
11080 |
11090 |
-30 |
92,886 |
163,257 |
+0 |
| Sep10 |
100331 |
11095 |
11095 |
11095 |
11095 |
-30 |
0 |
55 |
+0 |
| Dec10 |
100331 |
11055 |
11055 |
11055 |
11055 |
-30 |
51 |
918 |
+0 |
| Total Volume and Open Interest |
95,738 |
173,609 |
-1,794 |
| CAC 40(EURONEXT) |
| Apr10 |
100331 |
3990.5 |
4000.0 |
3943.0 |
3971.5 |
-18.0 |
83,140 |
382,191 |
-130 |
| May10 |
100331 |
3915.0 |
3922.5 |
3879.5 |
3898.5 |
-17.5 |
24 |
80 |
+19 |
| Jun10 |
100331 |
3883.0 |
3895.0 |
3850.0 |
3870.0 |
-16.5 |
1,628 |
48,508 |
+433 |
| Total Volume and Open Interest |
84,792 |
432,146 |
+322 |
| Hang Seng Index(HKFE) |
| Mar10 |
100330 |
21273 |
21390 |
21200 |
21362 |
+106 |
109,294 |
34,841 |
-11,406 |
| Apr10 |
100331 |
21343 |
21430 |
21222 |
21230 |
-182 |
52,686 |
66,857 |
+4,355 |
| May10 |
100331 |
21214 |
21226 |
21025 |
21040 |
|
|
|
|
| DAX(EUREX) |
| Mar10 |
100319 |
6039.0 |
6042.0 |
6011.0 |
6041.5 |
+28.5 |
184,205 |
91,297 |
-26,074 |
| Jun10 |
100331 |
6158.0 |
6174.5 |
6115.0 |
6141.5 |
-17.0 |
104,293 |
141,297 |
-3,732 |
| Sep10 |
100331 |
6162.5 |
6177.0 |
6121.0 |
6146.5 |
-17.5 |
1,231 |
7,077 |
+781 |
| Total Volume and Open Interest |
105,578 |
148,735 |
-2,915 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100331 |
5618.00 |
5652.50 |
5598.00 |
5610.50 |
-17.50 |
83,662 |
701,684 |
-373 |
| Sep10 |
100331 |
5602.00 |
5602.00 |
5563.50 |
5569.00 |
-18.00 |
20 |
521 |
+3 |
| Dec10 |
100331 |
5543.00 |
5543.00 |
5543.00 |
5543.00 |
-17.50 |
50 |
2,091 |
-640 |
| Total Volume and Open Interest |
83,732 |
704,296 |
-1,010 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100331 |
4929.0 |
4947.0 |
4877.0 |
4879.0 |
-47.0 |
18,533 |
193,874 |
-713 |
| Sep10 |
100331 |
4868.0 |
4868.0 |
4868.0 |
4868.0 |
-47.0 |
0 |
2,034 |
+0 |
| Total Volume and Open Interest |
18,533 |
197,827 |
-713 |
| GSCI(CME) |
| Apr10 |
100331 |
531.00 |
532.00 |
524.75 |
530.00 |
+3.50 |
547 |
17,653 |
-119 |
| May10 |
100331 |
534.00 |
535.00 |
528.50 |
534.00 |
+4.00 |
1 |
420 |
+1 |
| Jun10 |
100331 |
535.00 |
536.00 |
530.50 |
535.00 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
548 |
18,073 |
-119 |
| 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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