|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu April 01, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100401 |
940.00 |
947.00 |
932.50 |
942.00 |
+1.00 |
131,018 |
171,923 |
-5,476 |
| Jul10 |
100401 |
950.00 |
956.00 |
941.50 |
951.25 |
+1.25 |
85,276 |
116,510 |
+1,780 |
| Aug10 |
100401 |
943.25 |
948.50 |
936.50 |
946.25 |
+2.50 |
4,800 |
6,883 |
+93 |
| Sep10 |
100401 |
924.50 |
932.75 |
921.25 |
932.75 |
+6.75 |
5,787 |
9,788 |
+1,777 |
| Nov10 |
100401 |
916.75 |
925.75 |
914.00 |
925.75 |
+7.75 |
39,164 |
118,366 |
+1,940 |
| Jan11 |
100401 |
926.50 |
934.25 |
923.50 |
934.25 |
+8.00 |
1,575 |
7,467 |
+242 |
| Mar11 |
100401 |
932.25 |
941.50 |
929.00 |
941.50 |
+8.25 |
395 |
3,931 |
-13 |
| Total Volume and Open Interest |
269,540 |
446,047 |
+825 |
| Soybean Meal(CBOT) |
| May10 |
100401 |
266.40 |
270.50 |
264.00 |
265.90 |
+0.10 |
55,000 |
75,783 |
-3,532 |
| Jul10 |
100401 |
266.00 |
267.90 |
262.50 |
264.90 |
+0.20 |
31,513 |
38,337 |
-2,146 |
| Aug10 |
100401 |
262.90 |
265.00 |
260.60 |
262.60 |
+0.80 |
3,531 |
13,186 |
+18 |
| Sep10 |
100401 |
258.20 |
260.50 |
256.20 |
258.70 |
+1.50 |
2,682 |
9,497 |
+58 |
| Oct10 |
100401 |
253.00 |
253.00 |
241.00 |
252.50 |
+2.60 |
1,336 |
7,676 |
-88 |
| Dec10 |
100401 |
249.90 |
252.50 |
248.00 |
251.60 |
+3.00 |
9,986 |
36,771 |
+548 |
| Jan11 |
100401 |
251.70 |
252.60 |
249.40 |
252.60 |
+3.20 |
974 |
3,589 |
+127 |
| Mar11 |
100401 |
254.30 |
255.40 |
252.20 |
255.40 |
+3.20 |
200 |
2,631 |
+116 |
| Total Volume and Open Interest |
105,261 |
190,993 |
-4,869 |
| Soybean Oil(CBOT) |
| May10 |
100401 |
38.41 |
38.99 |
38.35 |
38.98 |
+0.67 |
52,637 |
118,061 |
-5,802 |
| Jul10 |
100401 |
38.86 |
39.45 |
38.80 |
39.45 |
+0.68 |
33,267 |
90,234 |
+3,125 |
| Aug10 |
100401 |
39.18 |
39.64 |
38.96 |
39.64 |
+0.68 |
1,989 |
12,699 |
+563 |
| Sep10 |
100401 |
39.34 |
39.79 |
39.09 |
39.79 |
+0.70 |
1,351 |
8,951 |
+126 |
| Oct10 |
100401 |
39.37 |
39.93 |
39.31 |
39.93 |
+0.71 |
473 |
6,629 |
+38 |
| Dec10 |
100401 |
39.63 |
40.33 |
39.63 |
40.24 |
+0.68 |
6,139 |
41,961 |
+133 |
| Jan11 |
100401 |
39.95 |
40.48 |
39.80 |
40.48 |
+0.68 |
717 |
2,115 |
+288 |
| Mar11 |
100401 |
40.15 |
40.68 |
40.00 |
40.68 |
+0.68 |
97 |
905 |
-50 |
| Total Volume and Open Interest |
96,731 |
283,263 |
-1,577 |
| Canola(WCE) |
| May10 |
100401 |
378.1 |
381.7 |
376.5 |
380.7 |
+0.7 |
10,424 |
73,570 |
-3,305 |
| Jul10 |
100401 |
385.6 |
386.9 |
382.0 |
386.1 |
+0.2 |
7,657 |
33,362 |
+3,290 |
| Nov10 |
100401 |
385.2 |
387.4 |
382.2 |
386.8 |
+0.5 |
2,508 |
22,318 |
+1,445 |
| Jan11 |
100401 |
388.3 |
390.7 |
387.3 |
390.3 |
+0.9 |
69 |
1,072 |
+22 |
| Mar11 |
100401 |
394.2 |
394.2 |
392.5 |
392.5 |
+0.9 |
10 |
414 |
-1 |
| Total Volume and Open Interest |
20,670 |
131,158 |
+1,453 |
| Corn(CBOT) |
| May10 |
100401 |
345.25 |
349.00 |
343.50 |
344.50 |
-0.50 |
126,262 |
383,724 |
-12,326 |
| Jul10 |
100401 |
357.00 |
360.00 |
355.00 |
356.00 |
-0.50 |
62,046 |
297,773 |
+7,988 |
| Sep10 |
100401 |
366.50 |
369.50 |
365.00 |
366.00 |
unch |
17,596 |
82,016 |
+2,054 |
| Dec10 |
100401 |
376.50 |
380.00 |
376.00 |
377.00 |
+0.75 |
46,945 |
282,584 |
+1,290 |
| Mar11 |
100401 |
390.00 |
391.25 |
387.75 |
388.75 |
+0.75 |
1,980 |
33,780 |
+382 |
| May11 |
100401 |
397.00 |
398.50 |
395.50 |
396.50 |
+0.50 |
712 |
5,818 |
+498 |
| Total Volume and Open Interest |
260,404 |
1,137,402 |
+543 |
| Wheat(CBOT) |
| May10 |
100401 |
452.50 |
457.75 |
449.50 |
454.75 |
+4.25 |
58,287 |
150,930 |
-2,714 |
| Jul10 |
100401 |
466.00 |
471.25 |
463.00 |
468.50 |
+4.50 |
32,536 |
164,267 |
+8,637 |
| Sep10 |
100401 |
483.00 |
487.50 |
480.00 |
485.00 |
+4.50 |
9,579 |
40,246 |
+1,986 |
| Dec10 |
100401 |
511.25 |
516.00 |
509.00 |
514.50 |
+5.50 |
11,361 |
64,590 |
-1,439 |
| Mar11 |
100401 |
537.50 |
542.25 |
535.50 |
542.00 |
+6.50 |
1,529 |
12,861 |
+536 |
| Total Volume and Open Interest |
114,017 |
450,357 |
+7,350 |
| Wheat(KCBT) |
| May10 |
100401 |
463.25 |
471.75 |
463.25 |
470.00 |
+8.25 |
14,849 |
43,760 |
-1,821 |
| Jul10 |
100401 |
475.50 |
483.50 |
475.00 |
481.75 |
+8.50 |
7,606 |
47,419 |
+3,569 |
| Sep10 |
100401 |
492.00 |
503.00 |
487.00 |
493.50 |
+8.25 |
752 |
7,799 |
+201 |
| Dec10 |
100401 |
509.00 |
511.75 |
503.00 |
511.00 |
+8.00 |
3,248 |
42,766 |
+876 |
| Mar11 |
100401 |
526.00 |
528.25 |
522.25 |
528.25 |
+8.00 |
1,417 |
6,615 |
+541 |
| Total Volume and Open Interest |
28,044 |
152,059 |
+3,438 |
| Wheat(MGE) |
| May10 |
100401 |
482.25 |
491.50 |
482.25 |
489.00 |
+7.00 |
4,251 |
13,880 |
-53 |
| Jul10 |
100401 |
495.00 |
502.75 |
494.00 |
500.00 |
+7.00 |
3,002 |
12,764 |
+1,384 |
| Sep10 |
100401 |
509.00 |
513.00 |
505.50 |
512.75 |
+8.00 |
1,076 |
6,702 |
+367 |
| Dec10 |
100401 |
524.00 |
532.00 |
523.25 |
529.75 |
+7.50 |
1,537 |
6,736 |
+446 |
| Mar11 |
100401 |
542.00 |
546.75 |
541.25 |
546.75 |
+7.00 |
138 |
1,063 |
+56 |
| Total Volume and Open Interest |
10,298 |
42,378 |
+2,380 |
| Oats(CBOT) |
| May10 |
100401 |
211.25 |
212.75 |
208.75 |
210.50 |
+2.50 |
1,604 |
8,219 |
-406 |
| Jul10 |
100401 |
220.50 |
225.50 |
216.00 |
219.50 |
+2.50 |
1,216 |
5,709 |
+402 |
| Sep10 |
100401 |
227.00 |
227.00 |
224.50 |
227.00 |
+2.50 |
2 |
870 |
+1 |
| Dec10 |
100401 |
240.00 |
240.00 |
237.50 |
239.00 |
+2.50 |
36 |
1,850 |
+2 |
| Total Volume and Open Interest |
2,860 |
16,650 |
+0 |
| Rough Rice(CBOT) |
| May10 |
100401 |
12.18 |
12.41 |
12.18 |
12.38 |
+0.16 |
1,662 |
9,319 |
-391 |
| Jul10 |
100401 |
12.48 |
12.70 |
12.48 |
12.69 |
+0.16 |
959 |
3,730 |
+553 |
| Sep10 |
100401 |
12.28 |
12.42 |
12.19 |
12.42 |
+0.15 |
198 |
2,132 |
+45 |
| Nov10 |
100401 |
12.53 |
12.57 |
12.41 |
12.57 |
+0.16 |
117 |
1,198 |
-2 |
| Total Volume and Open Interest |
3,125 |
16,994 |
+269 |
| Live Cattle(CME) |
| Apr10 |
100401 |
96.580 |
96.800 |
96.000 |
96.650 |
+0.100 |
11,180 |
46,970 |
-1,543 |
| Jun10 |
100401 |
93.635 |
94.050 |
93.100 |
93.535 |
-0.015 |
20,204 |
169,072 |
+1,596 |
| Aug10 |
100401 |
91.535 |
92.230 |
91.250 |
91.980 |
+0.445 |
6,919 |
74,076 |
+260 |
| Oct10 |
100401 |
94.180 |
94.800 |
93.950 |
94.700 |
+0.370 |
4,248 |
40,907 |
+1,423 |
| Dec10 |
100401 |
96.135 |
96.750 |
96.000 |
96.650 |
+0.350 |
1,468 |
20,914 |
+710 |
| Feb11 |
100401 |
97.150 |
97.700 |
97.035 |
97.700 |
+0.550 |
654 |
10,443 |
+419 |
| Total Volume and Open Interest |
45,162 |
366,791 |
+3,320 |
| Feeder Cattle(CME) |
| Apr10 |
100401 |
110.580 |
110.750 |
109.885 |
110.385 |
-0.045 |
882 |
5,218 |
-205 |
| May10 |
100401 |
113.080 |
113.200 |
112.230 |
112.700 |
-0.280 |
3,806 |
20,515 |
+927 |
| Aug10 |
100401 |
113.800 |
114.200 |
113.330 |
113.700 |
-0.380 |
2,032 |
13,381 |
+722 |
| Sep10 |
100401 |
113.550 |
113.900 |
113.100 |
113.850 |
unch |
401 |
2,108 |
+242 |
| Oct10 |
100401 |
112.600 |
112.900 |
112.080 |
112.900 |
-0.050 |
224 |
1,152 |
+115 |
| Nov10 |
100401 |
112.000 |
112.500 |
111.635 |
112.500 |
+0.400 |
87 |
357 |
+7 |
| Jan11 |
100401 |
109.800 |
110.200 |
109.750 |
109.900 |
unch |
15 |
75 |
+13 |
| Total Volume and Open Interest |
7,447 |
42,806 |
+1,821 |
| Lean Hogs(CME) |
| Apr10 |
100401 |
73.430 |
75.035 |
73.400 |
74.135 |
+0.805 |
5,811 |
19,613 |
-1,690 |
| May10 |
100401 |
80.700 |
81.750 |
80.385 |
81.725 |
+1.090 |
544 |
6,243 |
+147 |
| Jun10 |
100401 |
83.035 |
83.950 |
82.900 |
83.385 |
+0.485 |
17,633 |
77,143 |
+1,423 |
| Jul10 |
100401 |
83.850 |
84.900 |
83.830 |
84.430 |
+0.580 |
3,369 |
29,801 |
+447 |
| Aug10 |
100401 |
82.980 |
83.830 |
82.980 |
83.500 |
+0.350 |
3,169 |
31,672 |
+668 |
| Oct10 |
100401 |
72.800 |
73.500 |
72.785 |
73.000 |
-0.150 |
1,697 |
20,657 |
+889 |
| Dec10 |
100401 |
70.500 |
70.750 |
69.950 |
70.200 |
-0.200 |
951 |
10,026 |
+301 |
| Feb11 |
100401 |
72.100 |
72.300 |
71.500 |
71.800 |
-0.300 |
396 |
2,840 |
+148 |
| Total Volume and Open Interest |
33,663 |
198,993 |
+2,420 |
| Pork Bellies(CME) |
| May10 |
100401 |
97.500 |
97.500 |
96.400 |
96.700 |
-0.100 |
12 |
211 |
-2 |
| Jul10 |
100401 |
97.535 |
99.000 |
97.450 |
99.000 |
-1.000 |
2 |
72 |
-1 |
| Aug10 |
100401 |
93.500 |
94.100 |
93.500 |
93.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100401 |
93.000 |
93.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100401 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
14 |
307 |
-3 |
| Class III Milk(CME) |
| Apr10 |
100401 |
12.62 |
12.76 |
12.60 |
12.72 |
+0.08 |
209 |
4,728 |
-39 |
| May10 |
100401 |
13.19 |
13.34 |
13.19 |
13.28 |
+0.09 |
432 |
4,616 |
+73 |
| Jun10 |
100401 |
14.00 |
14.07 |
13.89 |
14.00 |
+0.04 |
302 |
3,854 |
+45 |
| Jul10 |
100401 |
14.48 |
14.58 |
14.41 |
14.49 |
unch |
188 |
2,731 |
-25 |
| Aug10 |
100401 |
14.79 |
14.86 |
14.71 |
14.80 |
-0.03 |
95 |
2,704 |
+14 |
| Total Volume and Open Interest |
1,428 |
32,355 |
+128 |
| Cocoa(ICE) |
| May10 |
100401 |
2964 |
3000 |
2941 |
2990 |
+21 |
8,295 |
44,346 |
-801 |
| Jul10 |
100401 |
2994 |
3033 |
2974 |
3023 |
+20 |
3,988 |
39,891 |
+547 |
| Sep10 |
100401 |
3031 |
3052 |
3027 |
3047 |
+22 |
1,135 |
16,395 |
+479 |
| Dec10 |
100401 |
3065 |
3080 |
3057 |
3075 |
+22 |
434 |
11,097 |
+79 |
| Mar11 |
100401 |
3092 |
3092 |
3083 |
3090 |
+22 |
101 |
12,643 |
-24 |
| May11 |
100401 |
3096 |
3096 |
3096 |
3096 |
+21 |
27 |
5,343 |
-50 |
| Jul11 |
100401 |
3099 |
3112 |
3099 |
3112 |
+21 |
20 |
2,724 |
+0 |
| Total Volume and Open Interest |
14,056 |
134,576 |
+266 |
| Coffee "C"(ICE) |
| May10 |
100401 |
136.55 |
137.95 |
136.30 |
137.40 |
+1.25 |
17,796 |
61,752 |
-3,015 |
| Jul10 |
100401 |
138.00 |
139.55 |
138.00 |
139.05 |
+1.20 |
7,109 |
32,477 |
+2,276 |
| Sep10 |
100401 |
139.65 |
140.95 |
139.65 |
140.50 |
+1.15 |
1,897 |
16,317 |
+250 |
| Dec10 |
100401 |
141.55 |
142.65 |
141.55 |
142.35 |
+1.25 |
1,996 |
11,164 |
+947 |
| Mar11 |
100401 |
143.35 |
144.25 |
143.35 |
144.20 |
+1.35 |
1,534 |
6,421 |
+216 |
| May11 |
100401 |
145.65 |
145.65 |
145.65 |
145.65 |
+1.55 |
153 |
1,217 |
+52 |
| Total Volume and Open Interest |
30,509 |
130,381 |
+726 |
| Orange Juice(ICE) |
| May10 |
100401 |
135.30 |
135.80 |
134.55 |
135.35 |
+0.05 |
1,160 |
20,165 |
-1,050 |
| Jul10 |
100401 |
138.25 |
138.25 |
137.20 |
138.00 |
+0.05 |
688 |
8,332 |
+305 |
| Sep10 |
100401 |
139.35 |
139.45 |
138.70 |
139.30 |
unch |
278 |
2,182 |
+124 |
| Nov10 |
100401 |
139.00 |
139.40 |
139.00 |
139.40 |
+0.05 |
172 |
820 |
+30 |
| Jan11 |
100401 |
141.05 |
141.05 |
141.05 |
141.05 |
unch |
4 |
686 |
+3 |
| Mar11 |
100401 |
143.00 |
143.00 |
142.80 |
142.95 |
+0.10 |
1 |
85 |
+1 |
| Total Volume and Open Interest |
2,303 |
32,481 |
-587 |
| Sugar #11(ICE) |
| May10 |
100401 |
16.60 |
16.90 |
15.46 |
16.70 |
+0.11 |
57,480 |
233,049 |
-3,535 |
| Jul10 |
100401 |
16.65 |
16.98 |
15.45 |
16.87 |
+0.36 |
37,503 |
194,371 |
+3,905 |
| Oct10 |
100401 |
16.50 |
16.94 |
15.52 |
16.82 |
+0.32 |
15,773 |
124,945 |
-2,003 |
| Mar11 |
100401 |
16.90 |
17.17 |
15.70 |
17.08 |
+0.38 |
8,045 |
63,254 |
+902 |
| May11 |
100401 |
16.50 |
16.78 |
15.46 |
16.78 |
+0.25 |
2,411 |
18,900 |
+59 |
| Total Volume and Open Interest |
130,746 |
705,064 |
+915 |
| London Cocoa(LCE) |
| May10 |
100401 |
2251 |
2273 |
2242 |
2251 |
-4 |
5,705 |
54,695 |
-29 |
| Jul10 |
100401 |
2273 |
2289 |
2260 |
2266 |
-7 |
6,202 |
35,252 |
+2,132 |
| Sep10 |
100401 |
2226 |
2247 |
2226 |
2226 |
-3 |
675 |
24,481 |
+70 |
| Dec10 |
100401 |
2186 |
2204 |
2185 |
2186 |
-3 |
362 |
15,752 |
+152 |
| Mar11 |
100401 |
2167 |
2169 |
2155 |
2156 |
-4 |
358 |
16,593 |
+90 |
| May11 |
100401 |
2164 |
2164 |
2156 |
2156 |
-2 |
5 |
3,592 |
+0 |
| Jul11 |
100401 |
2159 |
2159 |
2159 |
2159 |
-1 |
0 |
664 |
+0 |
| Total Volume and Open Interest |
13,824 |
157,017 |
+2,932 |
| London Sugar(LCE) |
| May10 |
100401 |
492.20 |
497.50 |
466.60 |
481.60 |
-22.40 |
2,948 |
21,625 |
-600 |
| Aug10 |
100401 |
459.70 |
465.30 |
437.10 |
453.20 |
-17.80 |
3,557 |
26,117 |
+189 |
| Oct10 |
100401 |
455.40 |
456.90 |
436.80 |
451.20 |
-11.80 |
877 |
8,156 |
-380 |
| Dec10 |
100401 |
459.70 |
459.70 |
438.10 |
450.90 |
-14.50 |
47 |
2,696 |
+0 |
| Mar11 |
100401 |
461.00 |
461.00 |
440.40 |
456.40 |
-10.00 |
132 |
1,657 |
+21 |
| Total Volume and Open Interest |
7,566 |
61,202 |
-766 |
| Cotton(ICE) |
| May10 |
100401 |
81.13 |
81.64 |
80.68 |
81.50 |
+0.95 |
15,931 |
93,038 |
+339 |
| Jul10 |
100401 |
82.19 |
82.84 |
81.85 |
82.74 |
+0.92 |
8,555 |
53,764 |
+3,084 |
| Oct10 |
100401 |
76.47 |
76.73 |
76.06 |
76.14 |
-0.36 |
1 |
188 |
-1 |
| Dec10 |
100401 |
74.85 |
75.22 |
74.80 |
75.10 |
+0.09 |
4,193 |
38,387 |
+1,687 |
| Mar11 |
100401 |
76.00 |
76.38 |
75.81 |
76.14 |
-0.14 |
363 |
4,345 |
+235 |
| May11 |
100401 |
76.59 |
76.59 |
76.59 |
76.59 |
+0.01 |
10 |
105 |
+10 |
| Total Volume and Open Interest |
29,111 |
192,841 |
+5,380 |
| Lumber(CME) |
| May10 |
100401 |
287.3 |
290.5 |
285.1 |
287.0 |
-0.2 |
726 |
5,462 |
-59 |
| Jul10 |
100401 |
299.0 |
301.0 |
297.0 |
301.0 |
+1.5 |
504 |
3,172 |
+142 |
| Sep10 |
100401 |
295.0 |
296.0 |
294.2 |
295.9 |
+1.2 |
33 |
852 |
+22 |
| Nov10 |
100401 |
274.2 |
276.0 |
273.3 |
276.0 |
+4.6 |
3 |
202 |
-1 |
| Total Volume and Open Interest |
1,266 |
9,689 |
+104 |
| Crude Oil(NYM) |
| May10 |
100401 |
83.36 |
85.37 |
83.21 |
84.87 |
+1.11 |
371,961 |
319,344 |
+5,441 |
| Jun10 |
100401 |
83.83 |
85.61 |
83.61 |
85.34 |
+1.16 |
115,747 |
182,483 |
+4,426 |
| Jul10 |
100401 |
84.14 |
86.25 |
84.10 |
85.78 |
+1.21 |
42,129 |
112,057 |
+5,954 |
| Aug10 |
100401 |
84.46 |
86.34 |
84.45 |
86.11 |
+1.27 |
15,684 |
38,576 |
+1,312 |
| Sep10 |
100401 |
84.66 |
86.55 |
84.66 |
86.34 |
+1.31 |
13,305 |
41,135 |
-29 |
| Oct10 |
100401 |
84.75 |
86.67 |
84.75 |
86.52 |
+1.33 |
6,785 |
22,874 |
+343 |
| Nov10 |
100401 |
86.01 |
86.77 |
85.86 |
86.67 |
+1.33 |
5,803 |
23,370 |
+521 |
| Dec10 |
100401 |
85.18 |
87.14 |
85.02 |
86.84 |
+1.33 |
48,960 |
195,134 |
+2,835 |
| Jan11 |
100401 |
85.20 |
87.00 |
85.20 |
86.93 |
+1.33 |
3,022 |
30,223 |
-57 |
| Feb11 |
100401 |
86.37 |
87.03 |
86.37 |
87.03 |
+1.32 |
1,346 |
16,115 |
+342 |
| Mar11 |
100401 |
85.80 |
87.14 |
85.80 |
87.13 |
+1.33 |
1,156 |
14,953 |
+308 |
| Apr11 |
100401 |
86.72 |
87.22 |
86.72 |
87.22 |
+1.32 |
184 |
14,048 |
+28 |
| May11 |
100401 |
87.29 |
87.29 |
87.29 |
87.29 |
+1.31 |
704 |
5,052 |
+199 |
| Jun11 |
100401 |
86.90 |
87.35 |
86.75 |
87.35 |
+1.31 |
2,052 |
29,775 |
+888 |
| Jul11 |
100401 |
87.40 |
87.40 |
87.40 |
87.40 |
+1.30 |
31 |
4,290 |
+19 |
| Aug11 |
100401 |
87.20 |
87.46 |
87.20 |
87.46 |
+1.29 |
67 |
3,501 |
+11 |
| Total Volume and Open Interest |
655,872 |
1,310,328 |
+26,482 |
| e-miNY Crude Oil(NYM) |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
6,323 |
2,952 |
-500 |
| May10 |
100401 |
83.375 |
85.325 |
83.225 |
84.875 |
+1.125 |
13,220 |
5,474 |
+14 |
| Jun10 |
100401 |
83.800 |
85.725 |
83.700 |
85.350 |
+1.175 |
524 |
809 |
+85 |
| Jul10 |
100401 |
84.150 |
86.000 |
84.150 |
85.775 |
+1.200 |
49 |
187 |
+8 |
| Aug10 |
100401 |
85.625 |
86.150 |
85.450 |
86.100 |
+1.250 |
3 |
65 |
+1 |
| Sep10 |
100401 |
85.725 |
86.350 |
85.725 |
86.350 |
+1.325 |
1 |
8 |
+0 |
| Oct10 |
100401 |
86.525 |
86.525 |
86.525 |
86.525 |
+1.325 |
0 |
11 |
+0 |
| Nov10 |
100401 |
86.675 |
86.675 |
86.675 |
86.675 |
+1.325 |
1 |
2 |
+1 |
| Dec10 |
100401 |
86.850 |
86.850 |
86.850 |
86.850 |
+1.350 |
3 |
56 |
+12 |
| Jan11 |
100401 |
86.925 |
86.925 |
86.925 |
86.925 |
+1.325 |
|
|
|
| Total Volume and Open Interest |
13,801 |
6,658 |
+125 |
| Heating Oil(NYM) |
| May10 |
100401 |
216.94 |
222.45 |
216.60 |
221.67 |
+3.77 |
50,750 |
103,881 |
+3,545 |
| Jun10 |
100401 |
218.41 |
224.18 |
217.80 |
223.07 |
+3.99 |
19,165 |
54,523 |
+1,118 |
| Jul10 |
100401 |
222.48 |
225.72 |
222.40 |
224.84 |
+4.08 |
7,055 |
29,030 |
+107 |
| Aug10 |
100401 |
225.03 |
226.76 |
224.78 |
226.71 |
+4.16 |
4,180 |
16,660 |
-621 |
| Sep10 |
100401 |
226.74 |
228.72 |
226.50 |
228.63 |
+4.26 |
3,000 |
16,671 |
+687 |
| Oct10 |
100401 |
225.01 |
230.68 |
225.01 |
230.68 |
+4.37 |
1,133 |
12,002 |
+316 |
| Nov10 |
100401 |
229.16 |
232.78 |
229.14 |
232.78 |
+4.38 |
1,503 |
10,255 |
+105 |
| Dec10 |
100401 |
229.14 |
235.43 |
229.14 |
234.88 |
+4.38 |
4,888 |
31,435 |
+119 |
| Jan11 |
100401 |
233.75 |
236.90 |
233.75 |
236.85 |
+4.36 |
1,027 |
12,498 |
-372 |
| Feb11 |
100401 |
237.85 |
238.90 |
237.85 |
237.85 |
+4.27 |
409 |
4,508 |
+41 |
| Mar11 |
100401 |
237.97 |
239.00 |
237.97 |
237.97 |
+4.22 |
620 |
6,607 |
-160 |
| Apr11 |
100401 |
236.67 |
236.67 |
236.67 |
236.67 |
+4.12 |
182 |
2,263 |
+15 |
| Total Volume and Open Interest |
96,206 |
317,187 |
-2,112 |
| Gasoline(NYMEX) |
| May10 |
100401 |
229.95 |
233.79 |
229.41 |
232.37 |
+1.65 |
59,094 |
129,341 |
+4,949 |
| Jun10 |
100401 |
229.35 |
233.34 |
228.98 |
232.03 |
+1.90 |
19,487 |
61,767 |
+3,547 |
| Jul10 |
100401 |
231.03 |
232.08 |
230.33 |
231.39 |
+2.01 |
7,895 |
34,439 |
+1,348 |
| Aug10 |
100401 |
230.00 |
230.80 |
229.51 |
230.51 |
+2.17 |
4,692 |
14,850 |
-310 |
| Sep10 |
100401 |
226.00 |
229.54 |
226.00 |
229.34 |
+2.34 |
5,042 |
25,368 |
+1,333 |
| Oct10 |
100401 |
215.07 |
219.14 |
215.07 |
218.71 |
+2.50 |
2,407 |
11,851 |
+278 |
| Nov10 |
100401 |
215.83 |
217.78 |
215.83 |
217.21 |
+2.69 |
1,075 |
14,058 |
+106 |
| Dec10 |
100401 |
212.84 |
217.12 |
212.84 |
216.94 |
+2.78 |
1,480 |
12,722 |
-252 |
| Jan11 |
100401 |
218.44 |
218.44 |
218.44 |
218.44 |
+2.76 |
58 |
4,173 |
+5 |
| Feb11 |
100401 |
220.54 |
220.54 |
220.49 |
220.54 |
+2.76 |
2 |
1,188 |
+0 |
| Total Volume and Open Interest |
101,243 |
317,835 |
+4,708 |
| e-miNY RBOB Gasoline(NYM) |
| May10 |
100401 |
232.40 |
232.40 |
232.37 |
232.40 |
+1.70 |
1 |
15 |
+1 |
| Jun10 |
100401 |
232.00 |
232.03 |
232.00 |
232.00 |
+1.90 |
0 |
1 |
+0 |
| Jul10 |
100401 |
231.40 |
231.40 |
231.39 |
231.40 |
+2.00 |
|
|
|
| Aug10 |
100401 |
229.00 |
230.50 |
229.00 |
230.50 |
+2.20 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2 |
23 |
+2 |
| Natural Gas(NYM) |
| May10 |
100401 |
3.874 |
4.157 |
3.810 |
4.086 |
+0.217 |
114,055 |
231,493 |
+4,828 |
| Jun10 |
100401 |
3.980 |
4.248 |
3.914 |
4.177 |
+0.212 |
28,713 |
63,342 |
+1,039 |
| Jul10 |
100401 |
4.088 |
4.345 |
4.041 |
4.290 |
+0.208 |
20,950 |
83,987 |
+2,955 |
| Aug10 |
100401 |
4.200 |
4.417 |
4.120 |
4.370 |
+0.207 |
10,453 |
33,518 |
+1,078 |
| Sep10 |
100401 |
4.223 |
4.468 |
4.170 |
4.416 |
+0.203 |
9,154 |
38,898 |
+1,117 |
| Oct10 |
100401 |
4.340 |
4.580 |
4.290 |
4.534 |
+0.194 |
18,154 |
64,017 |
+2,407 |
| Nov10 |
100401 |
4.736 |
4.937 |
4.685 |
4.891 |
+0.156 |
3,701 |
16,299 |
-126 |
| Dec10 |
100401 |
5.204 |
5.355 |
5.138 |
5.319 |
+0.129 |
8,404 |
27,458 |
+503 |
| Jan11 |
100401 |
5.441 |
5.576 |
5.350 |
5.537 |
+0.127 |
12,082 |
41,570 |
+52 |
| Feb11 |
100401 |
5.367 |
5.530 |
5.325 |
5.504 |
+0.126 |
3,876 |
17,100 |
+732 |
| Mar11 |
100401 |
5.279 |
5.424 |
5.230 |
5.400 |
+0.122 |
5,125 |
36,330 |
+98 |
| Apr11 |
100401 |
5.061 |
5.192 |
5.030 |
5.182 |
+0.102 |
4,572 |
33,700 |
+1,131 |
| May11 |
100401 |
5.077 |
5.212 |
5.045 |
5.185 |
+0.100 |
655 |
15,708 |
-41 |
| Jun11 |
100401 |
5.100 |
5.231 |
5.100 |
5.231 |
+0.099 |
290 |
6,447 |
+180 |
| Jul11 |
100401 |
5.165 |
5.295 |
5.165 |
5.295 |
+0.096 |
165 |
4,661 |
-74 |
| Aug11 |
100401 |
5.225 |
5.347 |
5.225 |
5.347 |
+0.096 |
92 |
4,514 |
+119 |
| Total Volume and Open Interest |
243,615 |
830,935 |
+16,690 |
| Brent Crude Oil(ICE) |
| May10 |
100401 |
82.44 |
84.50 |
82.22 |
84.01 |
+1.31 |
145,020 |
198,915 |
-2,208 |
| Jun10 |
100401 |
83.05 |
85.00 |
82.78 |
84.55 |
+1.30 |
90,534 |
246,111 |
+7,466 |
| Jul10 |
100401 |
83.49 |
85.27 |
83.27 |
84.99 |
+1.29 |
37,784 |
118,915 |
+2,124 |
| Aug10 |
100401 |
83.65 |
85.54 |
83.65 |
85.35 |
+1.31 |
17,974 |
60,729 |
-71 |
| Sep10 |
100401 |
83.88 |
85.72 |
83.88 |
85.59 |
+1.30 |
9,422 |
27,486 |
-354 |
| Oct10 |
100401 |
84.05 |
85.96 |
84.05 |
85.79 |
+1.32 |
7,393 |
19,708 |
-100 |
| Nov10 |
100401 |
84.19 |
86.12 |
84.19 |
85.96 |
+1.32 |
5,664 |
15,497 |
-772 |
| Dec10 |
100401 |
84.37 |
86.30 |
84.32 |
86.11 |
+1.32 |
16,416 |
94,132 |
-2,273 |
| Jan11 |
100401 |
85.43 |
86.26 |
85.43 |
86.26 |
+1.32 |
2,189 |
14,543 |
+1,093 |
| Feb11 |
100401 |
86.50 |
86.50 |
86.42 |
86.42 |
+1.32 |
777 |
7,071 |
-29 |
| Mar11 |
100401 |
85.70 |
86.58 |
85.70 |
86.58 |
+1.31 |
325 |
7,516 |
+62 |
| Apr11 |
100401 |
86.73 |
86.73 |
86.73 |
86.73 |
+1.30 |
141 |
4,446 |
-18 |
| May11 |
100401 |
86.87 |
86.87 |
86.87 |
86.87 |
+1.29 |
239 |
3,355 |
+73 |
| Jun11 |
100401 |
86.98 |
86.98 |
86.98 |
86.98 |
+1.28 |
604 |
18,447 |
-219 |
| Total Volume and Open Interest |
339,528 |
937,633 |
+4,919 |
| Gas Oil(ICE) |
| Apr10 |
100401 |
689.50 |
708.25 |
688.00 |
704.00 |
+20.25 |
40,135 |
77,414 |
-690 |
| May10 |
100401 |
687.50 |
705.50 |
685.50 |
701.00 |
+20.00 |
71,713 |
116,653 |
-592 |
| Jun10 |
100401 |
687.75 |
706.25 |
686.50 |
701.75 |
+19.25 |
35,826 |
78,166 |
-4,395 |
| Jul10 |
100401 |
692.25 |
709.75 |
692.25 |
705.50 |
+19.00 |
11,389 |
41,838 |
+378 |
| Aug10 |
100401 |
702.00 |
714.00 |
702.00 |
709.50 |
+18.50 |
3,969 |
25,798 |
-437 |
| Sep10 |
100401 |
710.00 |
718.25 |
709.25 |
713.50 |
+18.00 |
4,867 |
33,961 |
-364 |
| Oct10 |
100401 |
711.00 |
722.00 |
711.00 |
717.25 |
+17.75 |
1,587 |
18,650 |
-51 |
| Nov10 |
100401 |
714.00 |
724.75 |
714.00 |
720.25 |
+17.75 |
759 |
15,234 |
+58 |
| Dec10 |
100401 |
717.00 |
727.75 |
716.75 |
723.00 |
+17.50 |
9,818 |
83,792 |
+2,361 |
| Jan11 |
100401 |
721.75 |
727.00 |
721.75 |
727.00 |
+17.00 |
477 |
22,374 |
+42 |
| Total Volume and Open Interest |
182,758 |
587,083 |
-3,244 |
| Ethanol(CBOT) |
| Apr10 |
100401 |
1.547 |
1.547 |
1.522 |
1.522 |
-0.025 |
64 |
246 |
-133 |
| May10 |
100401 |
1.560 |
1.560 |
1.550 |
1.560 |
unch |
116 |
1,285 |
+2 |
| Jun10 |
100401 |
1.584 |
1.585 |
1.575 |
1.585 |
-0.002 |
58 |
1,064 |
+19 |
| Jul10 |
100401 |
1.600 |
1.600 |
1.592 |
1.597 |
-0.003 |
98 |
1,005 |
-14 |
| Aug10 |
100401 |
1.595 |
1.597 |
1.593 |
1.596 |
-0.004 |
38 |
673 |
+19 |
| Sep10 |
100401 |
1.600 |
1.600 |
1.600 |
1.600 |
-0.005 |
31 |
632 |
+9 |
| Oct10 |
100401 |
1.608 |
1.608 |
1.601 |
1.602 |
-0.001 |
31 |
687 |
+25 |
| Nov10 |
100401 |
1.615 |
1.615 |
1.603 |
1.609 |
-0.004 |
41 |
735 |
+0 |
| Total Volume and Open Interest |
567 |
7,827 |
-68 |
| US Dollar Index(ICE) |
| Jun10 |
100401 |
81.215 |
81.475 |
80.810 |
80.973 |
-0.317 |
33,572 |
51,953 |
-6,214 |
| Sep10 |
100401 |
81.555 |
81.555 |
81.250 |
81.268 |
-0.317 |
273 |
2,297 |
+46 |
| Dec10 |
100401 |
81.518 |
81.518 |
81.518 |
81.518 |
-0.317 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
33,845 |
54,251 |
-6,168 |
| Australian Dollar(CME) |
| Jun10 |
100401 |
91.02 |
91.47 |
90.78 |
91.20 |
+0.23 |
95,772 |
140,125 |
-2,406 |
| Sep10 |
100401 |
89.83 |
90.46 |
89.83 |
90.21 |
+0.24 |
77 |
287 |
+14 |
| Dec10 |
100401 |
89.22 |
89.22 |
88.97 |
89.22 |
+0.25 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
95,849 |
140,423 |
-2,392 |
| British Pound(CME) |
| Jun10 |
100401 |
151.79 |
152.93 |
151.66 |
152.64 |
+0.90 |
124,487 |
129,236 |
-3,036 |
| Sep10 |
100401 |
151.78 |
152.80 |
151.66 |
152.56 |
+0.90 |
304 |
527 |
+7 |
| Dec10 |
100401 |
151.91 |
152.52 |
151.60 |
152.50 |
+0.90 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
124,791 |
129,789 |
-3,029 |
| Canadian Dollar(CME) |
| Jun10 |
100401 |
98.46 |
99.33 |
98.38 |
99.12 |
+0.61 |
82,354 |
146,764 |
-2,835 |
| Sep10 |
100401 |
98.39 |
99.24 |
98.39 |
99.04 |
+0.61 |
240 |
1,589 |
+97 |
| Dec10 |
100401 |
98.26 |
99.07 |
98.24 |
98.89 |
+0.60 |
55 |
859 |
+27 |
| Mar11 |
100401 |
98.69 |
98.69 |
98.10 |
98.69 |
+0.59 |
16 |
189 |
-7 |
| Total Volume and Open Interest |
82,666 |
149,416 |
-2,717 |
| Japanese Yen(CME) |
| Jun10 |
100401 |
107.06 |
107.24 |
106.37 |
106.62 |
-0.41 |
151,553 |
110,220 |
+1,332 |
| Sep10 |
100401 |
107.10 |
107.28 |
106.47 |
106.70 |
-0.42 |
552 |
535 |
+40 |
| Dec10 |
100401 |
106.83 |
107.25 |
106.83 |
106.83 |
-0.42 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
152,105 |
110,789 |
+1,372 |
| Swiss Franc(CME) |
| Jun10 |
100401 |
94.93 |
95.90 |
94.28 |
94.82 |
-0.11 |
63,108 |
33,352 |
+5,514 |
| Sep10 |
100401 |
95.01 |
95.94 |
94.39 |
94.89 |
-0.11 |
66 |
462 |
+19 |
| Dec10 |
100401 |
95.37 |
95.85 |
94.75 |
94.98 |
-0.11 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
63,174 |
33,823 |
+5,533 |
| EuroFX(CME) |
| Jun10 |
100401 |
135.07 |
135.93 |
134.60 |
135.70 |
+0.60 |
375,318 |
214,066 |
-7,473 |
| Sep10 |
100401 |
135.07 |
135.90 |
134.59 |
135.68 |
+0.59 |
1,109 |
2,062 |
+136 |
| Dec10 |
100401 |
135.33 |
135.75 |
134.86 |
135.67 |
+0.58 |
2 |
82 |
-2 |
| Total Volume and Open Interest |
376,429 |
216,215 |
-7,339 |
| Mexican Peso(CME) |
| Apr10 |
100401 |
809.2 |
810.2 |
809.2 |
810.2 |
+1.0 |
0 |
8 |
+0 |
| May10 |
100401 |
807.2 |
807.2 |
806.2 |
807.2 |
+1.0 |
|
|
|
| Total Volume and Open Interest |
20,865 |
132,310 |
+1,249 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100401 |
116~020 |
116~070 |
115~100 |
115~280 |
-0~080 |
317,553 |
644,524 |
+4,511 |
| Sep10 |
100401 |
114~250 |
115~020 |
114~070 |
114~230 |
-0~070 |
80 |
182 |
+28 |
| Dec10 |
100401 |
113~170 |
113~240 |
113~170 |
113~170 |
-0~070 |
|
|
|
| Total Volume and Open Interest |
317,633 |
644,706 |
+4,539 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100401 |
116~060 |
116~080 |
115~260 |
116~010 |
-0~070 |
1,014,099 |
1,493,493 |
-2,627 |
| Sep10 |
100401 |
114~220 |
114~260 |
114~165 |
114~195 |
-0~065 |
520 |
7,133 |
-48 |
| Dec10 |
100401 |
113~060 |
113~120 |
113~060 |
113~060 |
-0~060 |
|
|
|
| Total Volume and Open Interest |
1,014,619 |
1,500,627 |
-2,675 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100401 |
57~048 |
57~052 |
57~046 |
57~046 |
-57~062 |
496,586 |
899,221 |
+15,028 |
| Sep10 |
100401 |
113~076 |
113~099 |
113~076 |
113~076 |
-0~023 |
0 |
15 |
+0 |
| Dec10 |
100401 |
112~059 |
112~090 |
112~059 |
112~059 |
-0~031 |
|
|
|
| Total Volume and Open Interest |
496,586 |
899,236 |
+2,723 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100331 |
108~051 |
108~062 |
108~046 |
108~061 |
+0~010 |
223,975 |
897,331 |
+3,285 |
| Sep10 |
100401 |
107~101 |
107~114 |
107~101 |
107~108 |
-0~006 |
356 |
1,687 |
+1 |
| Dec10 |
100401 |
107~033 |
107~039 |
107~033 |
107~033 |
-0~006 |
|
|
|
| Total Volume and Open Interest |
285,168 |
915,203 |
+8,547 |
| Eurodollars(CME) |
| Jun10 |
100401 |
99.630 |
99.640 |
99.630 |
99.635 |
+0.005 |
162,262 |
1,205,916 |
+25,332 |
| Sep10 |
100401 |
99.465 |
99.470 |
99.445 |
99.455 |
-0.010 |
331,428 |
1,030,983 |
+48,442 |
| Dec10 |
100401 |
99.170 |
99.175 |
99.140 |
99.155 |
-0.015 |
375,908 |
1,109,858 |
+28,749 |
| Mar11 |
100401 |
98.810 |
98.825 |
98.780 |
98.795 |
-0.025 |
356,672 |
672,173 |
+19,241 |
| Jun11 |
100401 |
98.440 |
98.450 |
98.400 |
98.420 |
-0.025 |
333,794 |
864,874 |
+5,373 |
| Sep11 |
100401 |
98.070 |
98.080 |
98.030 |
98.055 |
-0.025 |
267,987 |
670,616 |
+20,734 |
| Dec11 |
100401 |
97.720 |
97.730 |
97.670 |
97.700 |
-0.025 |
234,935 |
469,258 |
+14,548 |
| Mar12 |
100401 |
97.410 |
97.420 |
97.355 |
97.385 |
-0.030 |
163,121 |
301,634 |
-11,997 |
| Jun12 |
100401 |
97.110 |
97.120 |
97.050 |
97.080 |
-0.040 |
57,864 |
214,266 |
-2,751 |
| Sep12 |
100401 |
96.830 |
96.845 |
96.775 |
96.800 |
-0.045 |
42,000 |
155,641 |
-173 |
| Dec12 |
100401 |
96.565 |
96.580 |
96.500 |
96.530 |
-0.050 |
44,621 |
137,018 |
+883 |
| Mar13 |
100401 |
96.350 |
96.365 |
96.280 |
96.310 |
-0.055 |
35,422 |
109,837 |
-1,900 |
| Jun13 |
100401 |
96.140 |
96.155 |
96.070 |
96.100 |
-0.060 |
14,850 |
78,991 |
+5 |
| Sep13 |
100401 |
95.960 |
95.970 |
95.880 |
95.910 |
-0.065 |
12,071 |
70,931 |
+325 |
| Dec13 |
100401 |
95.765 |
95.780 |
95.690 |
95.720 |
-0.065 |
12,527 |
37,739 |
+12 |
| Mar14 |
100401 |
95.615 |
95.625 |
95.540 |
95.570 |
-0.065 |
8,506 |
43,584 |
+110 |
| Jun14 |
100401 |
95.470 |
95.470 |
95.385 |
95.415 |
-0.065 |
7,057 |
35,385 |
+777 |
| Sep14 |
100401 |
95.320 |
95.340 |
95.250 |
95.280 |
-0.065 |
5,521 |
20,764 |
+607 |
| Total Volume and Open Interest |
2,514,919 |
7,489,207 |
+155,675 |
| 30 Day Federal Funds(CBOT) |
| Apr10 |
100401 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
7,919 |
78,145 |
+1,479 |
| May10 |
100401 |
99.800 |
99.805 |
99.795 |
99.800 |
unch |
7,020 |
76,860 |
-1,359 |
| Jun10 |
100401 |
99.790 |
99.795 |
99.785 |
99.790 |
unch |
3,337 |
89,177 |
-117 |
| Jul10 |
100401 |
99.765 |
99.775 |
99.760 |
99.770 |
unch |
3,093 |
69,229 |
+85 |
| Aug10 |
100401 |
99.740 |
99.745 |
99.730 |
99.740 |
unch |
4,508 |
62,457 |
-139 |
| Sep10 |
100401 |
99.705 |
99.710 |
99.695 |
99.700 |
-0.005 |
2,985 |
41,650 |
+686 |
| Total Volume and Open Interest |
57,967 |
696,678 |
+2,541 |
| 30 Day Fed Funds(e-CBOT) |
| 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 |
|
| Sep10 |
090519 |
98.885 |
98.900 |
98.880 |
98.885 |
unch |
50 |
2,134 |
|
| Total Volume and Open Interest |
22,142 |
354,023 |
|
| 3-Mth Euro-Yen(CME) |
| Jun10 |
100401 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
0 |
1,348 |
+0 |
| Sep10 |
100401 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.005 |
0 |
1,130 |
-78 |
| Dec10 |
100401 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100401 |
99.610 |
99.610 |
99.610 |
99.610 |
+0.005 |
0 |
67 |
-28 |
| Jun11 |
100401 |
99.585 |
99.585 |
99.585 |
99.585 |
+0.005 |
|
|
|
| Sep11 |
100401 |
99.570 |
99.570 |
99.570 |
99.570 |
+0.005 |
|
|
|
| Dec11 |
100401 |
99.500 |
99.500 |
99.500 |
99.500 |
+0.005 |
|
|
|
| Mar12 |
100401 |
99.465 |
99.465 |
99.465 |
99.465 |
+0.005 |
|
|
|
| Jun12 |
100401 |
99.515 |
99.515 |
99.510 |
99.515 |
+0.005 |
|
|
|
| Sep12 |
100401 |
99.575 |
99.575 |
99.570 |
99.575 |
+0.005 |
|
|
|
| Total Volume and Open Interest |
0 |
2,787 |
-106 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100401 |
99.60 |
99.61 |
99.60 |
99.60 |
unch |
130 |
5,074 |
+308 |
| Sep10 |
100401 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
172 |
4,489 |
+353 |
| Dec10 |
100401 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.00 |
0 |
1,480 |
+0 |
| Mar11 |
100401 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.00 |
0 |
1,434 |
+0 |
| Jun11 |
100401 |
99.58 |
99.58 |
99.58 |
99.58 |
+0.00 |
0 |
104 |
+0 |
| Sep11 |
100401 |
99.57 |
99.57 |
99.57 |
99.57 |
+0.00 |
0 |
51 |
+0 |
| Dec11 |
100401 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.00 |
0 |
102 |
+0 |
| Mar12 |
100401 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.00 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
302 |
14,105 |
+661 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100401 |
138.18 |
138.71 |
138.01 |
138.60 |
+0.51 |
1,313 |
16,706 |
+454 |
| Sep10 |
100401 |
135.70 |
138.60 |
135.70 |
138.60 |
+0.51 |
0 |
1 |
+1 |
| Dec10 |
100401 |
136.51 |
136.51 |
136.51 |
136.51 |
+0.51 |
|
|
|
| Total Volume and Open Interest |
1,313 |
16,707 |
+455 |
| Euro-Bund(EUREX) |
| Jun10 |
100401 |
123.38 |
123.50 |
123.13 |
123.44 |
+0.09 |
837,461 |
998,975 |
+21,678 |
| Sep10 |
100401 |
122.72 |
122.89 |
122.65 |
122.85 |
+0.08 |
36 |
383 |
+6 |
| Dec10 |
100401 |
122.44 |
122.44 |
122.44 |
122.44 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
837,497 |
999,358 |
+21,684 |
| Euro-Bobl(EUREX) |
| Jun10 |
100331 |
117.01 |
117.19 |
116.97 |
117.08 |
+0.12 |
449,555 |
784,574 |
+10,030 |
| Sep10 |
100401 |
116.64 |
116.74 |
116.64 |
116.74 |
+0.06 |
110 |
12,800 |
+11 |
| Dec10 |
100401 |
116.55 |
116.55 |
116.55 |
116.55 |
+0.07 |
|
|
|
| Total Volume and Open Interest |
523,943 |
809,320 |
+11,957 |
| 3-Mth Euribor(EUREX) |
| Jun10 |
100401 |
99.285 |
99.285 |
99.280 |
99.280 |
-0.025 |
74 |
6,583 |
-12 |
| Sep10 |
100401 |
99.090 |
99.095 |
99.090 |
99.090 |
-0.025 |
208 |
2,451 |
+78 |
| Dec10 |
100401 |
98.920 |
98.920 |
98.875 |
98.900 |
-0.015 |
232 |
1,584 |
-22 |
| Total Volume and Open Interest |
974 |
13,790 |
+38 |
| Long Gilt(LIFFE) |
| Jun10 |
100401 |
114~22 |
115~06 |
114~12 |
114~32 |
+0~08 |
117,359 |
266,571 |
+3,282 |
| Sep10 |
100401 |
116~14 |
116~14 |
116~14 |
116~14 |
+0~08 |
|
|
|
| Total Volume and Open Interest |
117,359 |
266,571 |
+3,282 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100401 |
99.29 |
99.30 |
99.29 |
99.30 |
+0.01 |
22,664 |
385,659 |
+1,827 |
| Sep10 |
100401 |
99.15 |
99.16 |
99.12 |
99.14 |
+0.01 |
63,329 |
441,162 |
+8,864 |
| Dec10 |
100401 |
98.91 |
98.92 |
98.89 |
98.90 |
+0.01 |
62,978 |
434,489 |
+4,326 |
| Mar11 |
100401 |
98.65 |
98.66 |
98.60 |
98.63 |
+0.02 |
65,688 |
288,830 |
-3,799 |
| Jun11 |
100401 |
98.34 |
98.35 |
98.29 |
98.31 |
+0.02 |
47,775 |
308,941 |
+3,598 |
| Sep11 |
100401 |
98.02 |
98.03 |
97.95 |
97.97 |
unch |
52,776 |
164,876 |
+15,922 |
| Total Volume and Open Interest |
404,350 |
2,464,484 |
+50,592 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100401 |
99.295 |
99.330 |
99.270 |
99.280 |
-0.025 |
211,403 |
920,698 |
+11,146 |
| Sep10 |
100401 |
99.110 |
99.125 |
99.080 |
99.090 |
-0.025 |
248,644 |
816,651 |
+10,768 |
| Dec10 |
100401 |
98.920 |
98.940 |
98.890 |
98.900 |
-0.015 |
249,316 |
510,368 |
+7,312 |
| Total Volume and Open Interest |
1,452,893 |
3,891,541 |
+25,065 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100401 |
95.26 |
95.30 |
95.23 |
95.30 |
+0.04 |
30,944 |
281,972 |
-5,258 |
| Sep10 |
100401 |
94.90 |
94.96 |
94.88 |
94.96 |
+0.06 |
20,503 |
177,375 |
+5,508 |
| Dec10 |
100401 |
94.63 |
94.70 |
94.61 |
94.69 |
+0.07 |
11,774 |
108,337 |
-3,491 |
| Mar11 |
100401 |
94.43 |
94.50 |
94.42 |
94.49 |
+0.06 |
4,045 |
45,553 |
+206 |
| Jun11 |
100401 |
94.28 |
94.35 |
94.27 |
94.35 |
+0.07 |
3,111 |
39,698 |
-1,041 |
| Sep11 |
100401 |
94.18 |
94.25 |
94.18 |
94.24 |
+0.06 |
1,443 |
23,079 |
+220 |
| Dec11 |
100401 |
94.11 |
94.16 |
94.11 |
94.16 |
+0.06 |
609 |
17,247 |
+479 |
| Mar12 |
100401 |
94.09 |
94.12 |
94.09 |
94.12 |
+0.05 |
741 |
9,340 |
+650 |
| Jun12 |
100401 |
94.12 |
94.12 |
94.12 |
94.12 |
+0.06 |
0 |
2,286 |
+0 |
| Sep12 |
100401 |
94.12 |
94.12 |
94.12 |
94.12 |
+0.06 |
0 |
1,861 |
-2 |
| Total Volume and Open Interest |
73,170 |
707,331 |
-2,729 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100401 |
94.21 |
94.25 |
94.19 |
94.22 |
unch |
38,579 |
354,291 |
-3,050 |
| Sep10 |
100401 |
94.22 |
94.22 |
94.22 |
94.22 |
unch |
|
|
|
| Total Volume and Open Interest |
38,579 |
354,291 |
-3,050 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100401 |
94.61 |
94.65 |
94.59 |
94.65 |
+0.04 |
128,507 |
507,631 |
-10,458 |
| Sep10 |
100401 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
128,507 |
507,631 |
-10,458 |
| Gold(CMX) |
| Apr10 |
100401 |
1112.9 |
1127.7 |
1111.3 |
1125.1 |
+11.8 |
5,950 |
7,336 |
-8,018 |
| Jun10 |
100401 |
1114.6 |
1129.1 |
1112.3 |
1126.1 |
+11.6 |
108,481 |
283,090 |
+11,057 |
| Aug10 |
100401 |
1115.9 |
1129.6 |
1114.0 |
1127.3 |
+11.6 |
655 |
31,593 |
+394 |
| Oct10 |
100401 |
1115.9 |
1130.6 |
1115.3 |
1128.4 |
+11.7 |
162 |
23,878 |
+50 |
| Dec10 |
100401 |
1118.7 |
1132.4 |
1116.3 |
1129.8 |
+11.7 |
1,074 |
41,440 |
+278 |
| Feb11 |
100401 |
1118.0 |
1132.9 |
1118.0 |
1131.6 |
+11.7 |
181 |
16,217 |
+26 |
| Apr11 |
100401 |
1132.2 |
1134.5 |
1131.3 |
1133.7 |
+11.8 |
130 |
10,995 |
-27 |
| Jun11 |
100401 |
479.4 |
480.9 |
479.4 |
480.9 |
+11.9 |
89 |
6,296 |
-193 |
| Aug11 |
100401 |
1139.3 |
1139.3 |
1139.3 |
1139.3 |
+11.9 |
0 |
2,774 |
+0 |
| Oct11 |
100401 |
1142.7 |
1142.7 |
1142.7 |
1142.7 |
+12.0 |
100 |
6,035 |
+100 |
| Dec11 |
100401 |
1148.5 |
1149.5 |
1146.7 |
1146.7 |
+12.0 |
350 |
13,582 |
+223 |
| Feb12 |
100401 |
1151.5 |
1151.5 |
1151.5 |
1151.5 |
+12.1 |
|
|
|
| Total Volume and Open Interest |
118,775 |
471,055 |
|
| Silver(CMX) |
| May10 |
100401 |
1750.5 |
1800.0 |
1747.5 |
1789.0 |
+36.4 |
31,007 |
61,669 |
+1,623 |
| Jul10 |
100401 |
1751.0 |
1801.5 |
1751.0 |
1791.8 |
+36.5 |
2,962 |
20,968 |
+451 |
| Sep10 |
100401 |
1759.0 |
1796.0 |
1759.0 |
1794.2 |
+36.6 |
458 |
4,313 |
-234 |
| Dec10 |
100401 |
1758.0 |
1806.0 |
1758.0 |
1797.6 |
+36.6 |
359 |
11,730 |
-230 |
| Mar11 |
100401 |
1799.5 |
1801.1 |
1799.5 |
1801.1 |
+36.8 |
13 |
2,990 |
+5 |
| May11 |
100401 |
1803.5 |
1803.5 |
1803.5 |
1803.5 |
+36.9 |
4 |
1,781 |
+0 |
| Jul11 |
100401 |
1805.5 |
1811.0 |
1805.5 |
1806.0 |
+37.1 |
6 |
3,003 |
+2 |
| Total Volume and Open Interest |
34,835 |
114,788 |
+1,383 |
| Platinum(NYMEX) |
| Apr10 |
100401 |
1649.1 |
1670.2 |
1648.5 |
1669.8 |
+30.0 |
207 |
584 |
-242 |
| Jul10 |
100401 |
1647.1 |
1679.5 |
1645.2 |
1675.6 |
+28.7 |
5,022 |
36,772 |
+626 |
| Oct10 |
100401 |
1665.0 |
1679.6 |
1665.0 |
1679.6 |
+28.0 |
14 |
410 |
+10 |
| Jan11 |
100401 |
1681.1 |
1681.1 |
1681.1 |
1681.1 |
+28.0 |
1 |
211 |
+0 |
| Total Volume and Open Interest |
5,244 |
37,977 |
+394 |
| Palladium(NYMEX) |
| Jun10 |
100401 |
478.95 |
493.95 |
478.00 |
491.35 |
+11.40 |
2,900 |
22,455 |
+354 |
| Sep10 |
100401 |
482.00 |
494.60 |
482.00 |
492.15 |
+11.30 |
19 |
767 |
+9 |
| Dec10 |
100401 |
490.00 |
493.35 |
490.00 |
493.35 |
+11.80 |
0 |
42 |
+0 |
| Total Volume and Open Interest |
2,919 |
23,287 |
+363 |
| Copper(CMX) |
| May10 |
100401 |
355.20 |
360.60 |
353.60 |
358.40 |
+3.05 |
30,979 |
91,735 |
+2,291 |
| Jul10 |
100401 |
356.45 |
362.30 |
355.80 |
360.25 |
+3.05 |
5,675 |
30,915 |
+2,419 |
| Sep10 |
100401 |
359.60 |
362.65 |
359.10 |
361.30 |
+3.05 |
1,485 |
9,831 |
+791 |
| Dec10 |
100401 |
358.55 |
363.60 |
358.25 |
361.80 |
+3.00 |
1,253 |
7,609 |
+165 |
| Mar11 |
100401 |
363.25 |
363.25 |
361.70 |
361.70 |
+2.90 |
436 |
1,416 |
+412 |
| Total Volume and Open Interest |
40,416 |
147,020 |
+5,521 |
| DJIA Index(CBOT) |
| Jun10 |
100401 |
10815 |
10898 |
10809 |
10860 |
+63 |
624 |
5,922 |
-18 |
| Sep10 |
100401 |
10796 |
10796 |
10733 |
10796 |
+63 |
0 |
11 |
+0 |
| Dec10 |
100401 |
10741 |
10741 |
10678 |
10741 |
+63 |
0 |
1 |
+0 |
| Mar11 |
100401 |
10686 |
10686 |
10623 |
10686 |
+63 |
|
|
|
| Total Volume and Open Interest |
624 |
5,934 |
-18 |
| S & P 500(CME) |
| Jun10 |
100401 |
1167.00 |
1177.00 |
1165.90 |
1173.70 |
+8.50 |
22,676 |
306,702 |
-3,760 |
| Sep10 |
100401 |
1165.00 |
1172.30 |
1165.00 |
1168.80 |
+8.50 |
50 |
2,984 |
+0 |
| Dec10 |
100401 |
1164.20 |
1167.70 |
1162.70 |
1164.20 |
+8.50 |
0 |
3,112 |
+0 |
| Mar11 |
100401 |
1165.00 |
1165.00 |
1159.20 |
1160.70 |
+8.50 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
22,726 |
312,820 |
-3,760 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100401 |
1167.00 |
1177.50 |
1165.75 |
1173.75 |
+8.50 |
2,109,287 |
2,379,962 |
-31,885 |
| Sep10 |
100401 |
1162.50 |
1172.50 |
1161.25 |
1168.75 |
+8.50 |
600 |
6,013 |
+125 |
| Total Volume and Open Interest |
2,109,894 |
2,387,714 |
-31,755 |
| NASDAQ 100(CME) |
| Jun10 |
100401 |
1958.30 |
1978.00 |
1940.00 |
1952.00 |
-3.80 |
1,044 |
14,313 |
+131 |
| Sep10 |
100401 |
1949.50 |
1950.50 |
1949.50 |
1949.50 |
-3.80 |
0 |
10 |
+0 |
| Dec10 |
100401 |
1947.00 |
1948.00 |
1947.00 |
1947.00 |
-3.80 |
|
|
|
| Total Volume and Open Interest |
1,044 |
14,323 |
+131 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100401 |
1955.80 |
1977.30 |
1940.80 |
1952.00 |
-3.80 |
232,540 |
297,531 |
+5,040 |
| Sep10 |
100401 |
1954.50 |
1974.50 |
1938.80 |
1949.50 |
-3.80 |
27 |
223 |
-1 |
| Total Volume and Open Interest |
232,567 |
297,755 |
+5,039 |
| S & P Midcap 400(CME) |
| Jun10 |
100401 |
794.00 |
797.00 |
790.00 |
795.80 |
+7.70 |
16 |
1,514 |
-3 |
| Sep10 |
100401 |
793.80 |
793.80 |
793.10 |
793.80 |
+7.70 |
|
|
|
| Dec10 |
100401 |
791.80 |
791.80 |
791.10 |
791.80 |
+7.70 |
|
|
|
| Total Volume and Open Interest |
16 |
1,514 |
-3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100401 |
11275 |
11410 |
11270 |
11390 |
+220 |
9,224 |
45,056 |
+387 |
| Sep10 |
100401 |
11430 |
11430 |
11410 |
11430 |
+220 |
|
|
|
| Total Volume and Open Interest |
9,224 |
45,056 |
+387 |
| Nikkei 225(SGX) |
| Jun10 |
100401 |
11095 |
11285 |
11040 |
11230 |
+140 |
88,237 |
170,336 |
+7,406 |
| Sep10 |
100401 |
11235 |
11235 |
11235 |
11235 |
+140 |
10 |
140 |
+0 |
| Dec10 |
100401 |
11195 |
11195 |
11195 |
11195 |
+140 |
0 |
918 |
+0 |
| Total Volume and Open Interest |
88,333 |
182,720 |
+7,406 |
| CAC 40(EURONEXT) |
| Apr10 |
100401 |
3998.5 |
4042.5 |
3991.0 |
4035.0 |
+63.5 |
109,427 |
399,965 |
+17,502 |
| May10 |
100401 |
3960.0 |
3964.5 |
3960.0 |
3961.0 |
+62.5 |
40 |
100 |
+16 |
| Jun10 |
100401 |
3887.5 |
3935.0 |
3887.5 |
3931.5 |
+61.5 |
776 |
48,973 |
+488 |
| Total Volume and Open Interest |
110,273 |
450,425 |
+18,026 |
| Hang Seng Index(HKFE) |
| Apr10 |
100401 |
21380 |
21575 |
21351 |
21530 |
+300 |
59,583 |
70,302 |
+2,530 |
| May10 |
100401 |
21130 |
21368 |
21130 |
21333 |
+293 |
1,668 |
2,050 |
|
| Jun10 |
100401 |
21060 |
21310 |
21060 |
21274 |
+298 |
729 |
4,236 |
+61 |
| Total Volume and Open Interest |
62,091 |
77,263 |
+3,686 |
| DAX(EUREX) |
| Jun10 |
100401 |
6194.0 |
6249.0 |
6183.5 |
6229.5 |
+88.0 |
125,102 |
154,776 |
+13,108 |
| Sep10 |
100401 |
6200.0 |
6250.0 |
6194.0 |
6235.0 |
+88.5 |
227 |
6,902 |
-75 |
| Dec10 |
100401 |
6232.5 |
6256.5 |
6227.0 |
6244.5 |
+88.5 |
40 |
336 |
+29 |
| Total Volume and Open Interest |
125,369 |
162,014 |
+13,062 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100401 |
5648.50 |
5704.50 |
5648.00 |
5682.50 |
+72.00 |
119,221 |
691,396 |
-6,617 |
| Sep10 |
100401 |
5610.00 |
5662.00 |
5610.00 |
5641.00 |
+72.00 |
9 |
539 |
+2 |
| Dec10 |
100401 |
5615.00 |
5615.00 |
5615.00 |
5615.00 |
+72.00 |
0 |
2,091 |
+0 |
| Total Volume and Open Interest |
119,230 |
694,026 |
-6,615 |
| SPI 200(SFE) |
| Jun10 |
100401 |
4878.0 |
4939.0 |
4863.0 |
4938.0 |
+59.0 |
27,592 |
191,974 |
-8,476 |
| Sep10 |
100401 |
4926.0 |
4926.0 |
4926.0 |
4926.0 |
+58.0 |
3 |
2,034 |
+0 |
| Dec10 |
100401 |
4947.0 |
4947.0 |
4947.0 |
4947.0 |
+58.0 |
192 |
1,701 |
+192 |
| Total Volume and Open Interest |
27,787 |
196,257 |
-8,284 |
| GSCI(CME) |
| Apr10 |
100401 |
536.25 |
539.25 |
535.50 |
539.25 |
+9.25 |
3,424 |
20,631 |
+2,903 |
| May10 |
100401 |
543.20 |
543.20 |
539.00 |
543.20 |
+9.20 |
1 |
422 |
+1 |
| Jun10 |
100401 |
544.00 |
544.00 |
534.95 |
544.00 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
3,425 |
21,053 |
+2,904 |
| 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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