|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon March 01, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100301 |
954.25 |
959.00 |
944.00 |
952.50 |
+1.50 |
37,834 |
13,418 |
-7,979 |
| May10 |
100301 |
965.50 |
968.00 |
953.50 |
962.50 |
+1.50 |
78,486 |
191,895 |
+4,121 |
| Jul10 |
100301 |
972.50 |
976.00 |
962.00 |
970.50 |
+1.50 |
26,654 |
91,669 |
-914 |
| Aug10 |
100301 |
967.00 |
967.75 |
957.00 |
966.25 |
+1.00 |
573 |
4,670 |
-19 |
| Sep10 |
100301 |
946.75 |
955.00 |
946.75 |
952.50 |
+1.00 |
351 |
3,256 |
-42 |
| Nov10 |
100301 |
942.00 |
945.25 |
934.25 |
942.50 |
+1.50 |
11,825 |
103,643 |
-226 |
| Jan11 |
100301 |
949.25 |
953.25 |
943.00 |
951.00 |
+1.50 |
530 |
5,956 |
-53 |
| Total Volume and Open Interest |
156,637 |
424,560 |
-5,058 |
| Soybean Meal(CBOT) |
| Mar10 |
100301 |
273.80 |
273.90 |
268.50 |
271.00 |
-2.20 |
14,642 |
11,961 |
-4,417 |
| May10 |
100301 |
270.70 |
271.00 |
265.40 |
268.40 |
-1.60 |
31,353 |
85,988 |
+1,405 |
| Jul10 |
100301 |
270.00 |
270.50 |
265.40 |
268.30 |
-1.30 |
9,482 |
38,918 |
-439 |
| Aug10 |
100301 |
267.30 |
267.50 |
264.00 |
266.50 |
-1.00 |
1,129 |
12,178 |
+328 |
| Sep10 |
100301 |
265.00 |
265.10 |
261.50 |
264.20 |
-0.80 |
739 |
9,992 |
+73 |
| Oct10 |
100301 |
258.00 |
259.00 |
255.00 |
258.80 |
+0.10 |
479 |
6,452 |
+90 |
| Dec10 |
100301 |
257.30 |
259.00 |
254.50 |
258.80 |
+0.10 |
4,051 |
24,206 |
-282 |
| Jan11 |
100301 |
259.50 |
260.00 |
256.30 |
259.70 |
-0.10 |
395 |
1,674 |
+65 |
| Total Volume and Open Interest |
62,481 |
195,263 |
-3,036 |
| Soybean Oil(CBOT) |
| Mar10 |
100301 |
39.60 |
39.69 |
39.20 |
39.50 |
+0.21 |
31,029 |
13,539 |
-9,268 |
| May10 |
100301 |
39.85 |
40.09 |
39.50 |
39.90 |
+0.20 |
55,877 |
134,179 |
-20 |
| Jul10 |
100301 |
40.33 |
40.51 |
39.99 |
40.34 |
+0.21 |
13,910 |
79,021 |
+1,950 |
| Aug10 |
100301 |
40.25 |
40.66 |
40.21 |
40.51 |
+0.21 |
2,740 |
10,487 |
+40 |
| Sep10 |
100301 |
40.43 |
40.73 |
40.39 |
40.62 |
+0.19 |
1,374 |
6,857 |
-286 |
| Oct10 |
100301 |
40.64 |
40.90 |
40.54 |
40.71 |
+0.18 |
968 |
5,333 |
+167 |
| Dec10 |
100301 |
41.07 |
41.21 |
40.34 |
40.98 |
+0.16 |
2,822 |
33,971 |
+665 |
| Jan11 |
100301 |
41.11 |
41.46 |
41.08 |
41.23 |
+0.15 |
366 |
949 |
+142 |
| Total Volume and Open Interest |
109,158 |
285,747 |
-6,564 |
| Canola(WCE) |
| Mar10 |
100301 |
382.0 |
386.4 |
382.0 |
384.5 |
+4.1 |
2,480 |
1,106 |
-3,211 |
| May10 |
100301 |
388.6 |
389.8 |
386.0 |
386.6 |
-2.0 |
7,975 |
79,777 |
-156 |
| Jul10 |
100301 |
397.5 |
397.5 |
391.9 |
392.9 |
-2.3 |
562 |
17,851 |
-158 |
| Nov10 |
100301 |
401.3 |
402.8 |
399.5 |
399.6 |
-3.2 |
400 |
14,709 |
-147 |
| Jan11 |
100301 |
404.4 |
404.4 |
402.7 |
402.7 |
-3.1 |
8 |
544 |
+8 |
| Total Volume and Open Interest |
11,425 |
114,214 |
-3,664 |
| Corn(CBOT) |
| Mar10 |
100301 |
378.00 |
381.00 |
369.25 |
370.75 |
-7.25 |
77,961 |
40,312 |
-18,388 |
| May10 |
100301 |
389.00 |
392.00 |
380.25 |
381.75 |
-7.25 |
117,134 |
460,420 |
+9,304 |
| Jul10 |
100301 |
399.50 |
402.25 |
391.00 |
392.50 |
-7.25 |
23,049 |
237,304 |
+2,095 |
| Sep10 |
100301 |
405.00 |
409.00 |
398.25 |
399.75 |
-6.25 |
4,247 |
57,592 |
+26 |
| Dec10 |
100301 |
413.00 |
415.50 |
404.50 |
406.50 |
-6.50 |
22,524 |
247,086 |
-1,072 |
| Mar11 |
100301 |
422.00 |
425.00 |
415.00 |
416.75 |
-6.25 |
818 |
28,919 |
+194 |
| Total Volume and Open Interest |
246,836 |
1,110,428 |
-7,682 |
| Wheat(CBOT) |
| Mar10 |
100301 |
508.00 |
513.00 |
485.00 |
492.75 |
-13.75 |
23,569 |
7,825 |
-6,802 |
| May10 |
100301 |
520.75 |
526.00 |
496.25 |
504.50 |
-14.75 |
38,866 |
173,198 |
+1,896 |
| Jul10 |
100301 |
532.00 |
536.75 |
508.50 |
516.75 |
-14.50 |
10,317 |
126,581 |
+912 |
| Sep10 |
100301 |
548.25 |
550.00 |
522.25 |
530.75 |
-14.25 |
1,002 |
27,170 |
+106 |
| Dec10 |
100301 |
569.75 |
573.00 |
545.75 |
554.50 |
-14.00 |
5,291 |
64,141 |
+751 |
| Total Volume and Open Interest |
80,678 |
418,596 |
-2,835 |
| Wheat(KCBT) |
| Mar10 |
100301 |
515.00 |
515.00 |
495.00 |
499.50 |
-11.50 |
7,650 |
1,961 |
-3,476 |
| May10 |
100301 |
521.00 |
526.00 |
500.75 |
510.25 |
-10.75 |
7,204 |
47,719 |
+873 |
| Jul10 |
100301 |
531.00 |
536.75 |
511.50 |
521.00 |
-10.75 |
3,137 |
36,698 |
-485 |
| Sep10 |
100301 |
536.50 |
538.50 |
524.00 |
532.25 |
-10.75 |
124 |
5,404 |
+35 |
| Dec10 |
100301 |
560.00 |
563.00 |
540.00 |
549.25 |
-10.50 |
2,141 |
41,822 |
-43 |
| Total Volume and Open Interest |
20,655 |
137,530 |
-2,801 |
| Wheat(MGE) |
| Mar10 |
100301 |
514.00 |
514.00 |
503.00 |
505.25 |
-11.50 |
2,137 |
1,720 |
-958 |
| May10 |
100301 |
528.50 |
532.00 |
511.25 |
516.75 |
-12.75 |
3,422 |
16,225 |
+243 |
| Jul10 |
100301 |
542.50 |
543.50 |
522.50 |
527.75 |
-13.25 |
296 |
10,143 |
-3 |
| Sep10 |
100301 |
552.00 |
555.25 |
535.75 |
539.50 |
-12.50 |
210 |
5,330 |
+84 |
| Dec10 |
100301 |
569.75 |
572.50 |
551.00 |
557.00 |
-12.50 |
93 |
6,028 |
-97 |
| Total Volume and Open Interest |
6,206 |
40,798 |
-710 |
| Oats(CBOT) |
| Mar10 |
100301 |
221.75 |
224.25 |
216.00 |
220.50 |
-0.50 |
983 |
241 |
-582 |
| May10 |
100301 |
230.75 |
233.75 |
225.50 |
229.50 |
-1.00 |
1,599 |
9,606 |
+460 |
| Jul10 |
100301 |
238.50 |
244.00 |
234.00 |
238.50 |
unch |
36 |
2,405 |
+11 |
| Sep10 |
100301 |
245.00 |
246.50 |
245.00 |
246.50 |
unch |
1 |
373 |
+1 |
| Total Volume and Open Interest |
2,763 |
14,125 |
-86 |
| Rough Rice(CBOT) |
| Mar10 |
100301 |
13.52 |
13.60 |
13.43 |
13.55 |
+0.12 |
1,756 |
1,579 |
-1,404 |
| May10 |
100301 |
13.79 |
13.97 |
13.75 |
13.85 |
+0.09 |
2,019 |
10,657 |
+732 |
| Jul10 |
100301 |
14.06 |
14.19 |
14.04 |
14.12 |
+0.09 |
64 |
1,223 |
+10 |
| Sep10 |
100301 |
13.40 |
13.44 |
13.38 |
13.44 |
+0.06 |
9 |
1,165 |
+3 |
| Total Volume and Open Interest |
3,855 |
15,723 |
-661 |
| Live Cattle(CME) |
| Apr10 |
100301 |
92.035 |
92.200 |
91.550 |
91.730 |
-0.200 |
15,502 |
141,348 |
-2,109 |
| Jun10 |
100301 |
90.430 |
90.730 |
90.250 |
90.600 |
+0.200 |
8,281 |
97,350 |
+1,914 |
| Aug10 |
100301 |
88.830 |
89.450 |
88.750 |
89.400 |
+0.570 |
2,401 |
38,080 |
+496 |
| Oct10 |
100301 |
91.535 |
92.000 |
91.400 |
91.980 |
+0.430 |
2,348 |
21,968 |
+391 |
| Dec10 |
100301 |
92.980 |
93.350 |
92.800 |
93.330 |
+0.180 |
517 |
8,322 |
+65 |
| Feb11 |
100301 |
93.885 |
94.300 |
93.800 |
94.300 |
+0.550 |
646 |
3,400 |
+79 |
| Total Volume and Open Interest |
31,113 |
312,303 |
+287 |
| Feeder Cattle(CME) |
| Mar10 |
100301 |
101.050 |
102.200 |
101.000 |
102.100 |
+1.050 |
1,311 |
8,983 |
-461 |
| Apr10 |
100301 |
102.650 |
103.980 |
102.500 |
103.650 |
+1.150 |
1,122 |
12,440 |
+81 |
| May10 |
100301 |
103.450 |
104.900 |
103.400 |
104.500 |
+1.050 |
968 |
8,292 |
+184 |
| Aug10 |
100301 |
105.100 |
106.600 |
105.050 |
106.480 |
+1.230 |
267 |
5,687 |
+41 |
| Sep10 |
100301 |
104.750 |
106.000 |
104.750 |
105.850 |
+1.065 |
41 |
571 |
-2 |
| Oct10 |
100301 |
104.750 |
105.500 |
104.750 |
105.430 |
+0.730 |
5 |
335 |
+3 |
| Nov10 |
100301 |
104.250 |
104.900 |
104.200 |
104.900 |
+0.900 |
12 |
68 |
+3 |
| Total Volume and Open Interest |
3,726 |
36,386 |
-151 |
| Lean Hogs(CME) |
| Apr10 |
100301 |
72.930 |
73.580 |
72.680 |
72.950 |
+0.150 |
20,778 |
74,050 |
-393 |
| May10 |
100301 |
78.000 |
78.500 |
77.800 |
78.475 |
+0.545 |
407 |
5,403 |
+209 |
| Jun10 |
100301 |
81.400 |
82.000 |
81.135 |
81.980 |
+0.580 |
9,929 |
47,833 |
+1,844 |
| Jul10 |
100301 |
80.300 |
81.350 |
80.250 |
81.285 |
+0.810 |
2,546 |
18,727 |
+852 |
| Aug10 |
100301 |
79.580 |
80.800 |
79.580 |
80.725 |
+0.895 |
2,411 |
18,193 |
+616 |
| Oct10 |
100301 |
70.035 |
71.000 |
69.930 |
71.000 |
+0.900 |
727 |
9,711 |
+357 |
| Dec10 |
100301 |
67.700 |
68.300 |
67.650 |
68.250 |
+0.420 |
854 |
5,066 |
+298 |
| Feb11 |
100301 |
69.650 |
69.975 |
69.600 |
69.975 |
+0.275 |
166 |
962 |
+135 |
| Total Volume and Open Interest |
37,846 |
180,194 |
+3,933 |
| Pork Bellies(CME) |
| Mar10 |
100301 |
91.150 |
92.230 |
91.150 |
92.000 |
+2.770 |
14 |
69 |
-8 |
| May10 |
100301 |
91.385 |
94.300 |
91.385 |
94.200 |
+2.900 |
23 |
215 |
-1 |
| Jul10 |
100301 |
92.500 |
94.250 |
92.500 |
94.250 |
+2.000 |
1 |
50 |
+0 |
| Aug10 |
100301 |
87.500 |
90.500 |
87.500 |
87.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100301 |
92.000 |
94.200 |
92.000 |
92.000 |
unch |
1 |
1 |
+1 |
| Total Volume and Open Interest |
40 |
358 |
-7 |
| Class III Milk(CME) |
| Mar10 |
100301 |
13.05 |
13.10 |
12.89 |
13.00 |
-0.05 |
344 |
3,647 |
+39 |
| Apr10 |
100301 |
12.90 |
12.92 |
12.79 |
12.89 |
-0.01 |
244 |
4,077 |
+129 |
| May10 |
100301 |
13.17 |
13.20 |
13.02 |
13.10 |
-0.06 |
101 |
3,405 |
+51 |
| Jun10 |
100301 |
13.60 |
13.68 |
13.46 |
13.66 |
+0.06 |
68 |
2,856 |
+38 |
| Jul10 |
100301 |
14.10 |
14.20 |
13.95 |
14.17 |
+0.08 |
40 |
2,254 |
+16 |
| Total Volume and Open Interest |
1,047 |
29,882 |
+378 |
| Cocoa(ICE) |
| Mar10 |
100301 |
2917 |
2917 |
2817 |
2855 |
-62 |
147 |
274 |
-92 |
| May10 |
100301 |
2909 |
2931 |
2831 |
2862 |
-55 |
5,772 |
64,649 |
+641 |
| Jul10 |
100301 |
2941 |
2951 |
2861 |
2891 |
-50 |
816 |
22,289 |
+17 |
| Sep10 |
100301 |
2965 |
2965 |
2898 |
2916 |
-53 |
174 |
9,667 |
-42 |
| Dec10 |
100301 |
2997 |
2997 |
2917 |
2944 |
-57 |
72 |
6,700 |
+6 |
| Mar11 |
100301 |
3020 |
3020 |
2942 |
2959 |
-64 |
113 |
11,817 |
+22 |
| May11 |
100301 |
2972 |
2975 |
2944 |
2961 |
-65 |
13 |
4,717 |
+8 |
| Total Volume and Open Interest |
7,189 |
123,098 |
+628 |
| Coffee "C"(ICE) |
| Mar10 |
100301 |
129.65 |
130.90 |
129.05 |
129.55 |
+0.50 |
108 |
213 |
-45 |
| May10 |
100301 |
131.20 |
133.05 |
130.20 |
131.75 |
+0.55 |
14,674 |
77,630 |
-1,210 |
| Jul10 |
100301 |
132.70 |
134.65 |
132.00 |
133.45 |
+0.55 |
2,463 |
22,280 |
+1,233 |
| Sep10 |
100301 |
134.60 |
136.30 |
133.60 |
135.05 |
+0.60 |
1,133 |
8,352 |
+117 |
| Dec10 |
100301 |
135.50 |
138.00 |
135.50 |
136.90 |
+0.60 |
927 |
7,594 |
+36 |
| Mar11 |
100301 |
138.05 |
138.65 |
138.05 |
138.65 |
+0.60 |
129 |
4,795 |
-175 |
| Total Volume and Open Interest |
19,667 |
122,268 |
+46 |
| Orange Juice(ICE) |
| Mar10 |
100301 |
143.60 |
151.05 |
143.60 |
150.60 |
+6.95 |
1,216 |
1,656 |
-1,158 |
| May10 |
100301 |
143.70 |
149.60 |
143.70 |
147.95 |
+4.35 |
1,660 |
23,743 |
+1,126 |
| Jul10 |
100301 |
147.50 |
151.50 |
147.50 |
150.75 |
+4.55 |
66 |
4,818 |
+44 |
| Sep10 |
100301 |
150.00 |
152.15 |
149.75 |
151.70 |
+4.15 |
113 |
1,240 |
+21 |
| Nov10 |
100301 |
151.35 |
153.00 |
151.00 |
152.85 |
+4.05 |
55 |
596 |
-9 |
| Jan11 |
100301 |
151.00 |
154.00 |
151.00 |
153.80 |
+3.50 |
3 |
639 |
+0 |
| Total Volume and Open Interest |
3,116 |
32,967 |
+24 |
| Sugar #11(ICE) |
| May10 |
100301 |
23.60 |
24.00 |
22.02 |
22.26 |
-1.34 |
61,688 |
274,787 |
+1,564 |
| Jul10 |
100301 |
22.10 |
22.53 |
20.74 |
20.98 |
-1.10 |
15,715 |
169,658 |
+347 |
| Oct10 |
100301 |
21.22 |
21.39 |
19.95 |
20.16 |
-0.79 |
6,518 |
155,944 |
+83 |
| Mar11 |
100301 |
19.99 |
20.45 |
19.28 |
19.32 |
-0.56 |
3,249 |
58,356 |
+108 |
| May11 |
100301 |
19.06 |
19.06 |
18.20 |
18.30 |
-0.48 |
717 |
17,790 |
+41 |
| Total Volume and Open Interest |
108,878 |
756,223 |
-10,165 |
| London Cocoa(LCE) |
| Mar10 |
100301 |
2182 |
2190 |
2148 |
2155 |
-26 |
1,469 |
29,236 |
-308 |
| May10 |
100301 |
2193 |
2204 |
2157 |
2170 |
-19 |
5,551 |
49,558 |
+317 |
| Jul10 |
100301 |
2181 |
2193 |
2149 |
2162 |
-16 |
1,997 |
34,043 |
+1,158 |
| Sep10 |
100301 |
2160 |
2170 |
2125 |
2139 |
-17 |
560 |
17,272 |
+280 |
| Dec10 |
100301 |
2141 |
2155 |
2116 |
2127 |
-14 |
152 |
12,534 |
-46 |
| Mar11 |
100301 |
2105 |
2119 |
2096 |
2108 |
-6 |
363 |
12,176 |
+103 |
| May11 |
100301 |
2105 |
2117 |
2098 |
2103 |
-6 |
0 |
1,923 |
+0 |
| Total Volume and Open Interest |
10,159 |
157,484 |
+1,546 |
| London Sugar(LCE) |
| May10 |
100301 |
666.50 |
671.60 |
628.00 |
636.30 |
-33.60 |
4,126 |
38,358 |
-764 |
| Aug10 |
100301 |
641.00 |
642.30 |
602.80 |
611.70 |
-30.40 |
797 |
18,565 |
-39 |
| Oct10 |
100301 |
590.90 |
590.90 |
557.30 |
566.80 |
-20.00 |
404 |
8,715 |
+42 |
| Dec10 |
100301 |
555.90 |
556.00 |
531.30 |
541.90 |
-10.60 |
49 |
1,999 |
-18 |
| Mar11 |
100301 |
540.90 |
540.90 |
520.00 |
527.30 |
-8.40 |
23 |
1,024 |
+3 |
| Total Volume and Open Interest |
5,408 |
69,135 |
-767 |
| Cotton(ICE) |
| Mar10 |
100301 |
83.75 |
84.32 |
83.44 |
83.44 |
+0.83 |
69 |
2,334 |
-109 |
| May10 |
100301 |
82.46 |
84.60 |
82.46 |
83.29 |
+0.83 |
14,692 |
100,742 |
+2,755 |
| Jul10 |
100301 |
81.86 |
84.00 |
81.86 |
83.42 |
+1.49 |
4,897 |
37,388 |
+579 |
| Oct10 |
100301 |
76.84 |
76.84 |
76.50 |
76.84 |
+0.56 |
17 |
167 |
+11 |
| Dec10 |
100301 |
74.00 |
74.70 |
74.00 |
74.66 |
+0.24 |
2,418 |
28,687 |
+831 |
| Mar11 |
100301 |
75.26 |
75.26 |
75.26 |
75.26 |
-0.31 |
225 |
2,832 |
+124 |
| Total Volume and Open Interest |
22,359 |
174,038 |
+4,182 |
| Lumber(CME) |
| Mar10 |
100301 |
256.0 |
256.8 |
246.9 |
248.4 |
-8.6 |
464 |
1,776 |
-166 |
| May10 |
100301 |
273.7 |
275.1 |
264.7 |
265.6 |
-8.1 |
506 |
5,420 |
+58 |
| Jul10 |
100301 |
280.0 |
280.1 |
272.4 |
275.4 |
-5.9 |
231 |
1,830 |
+39 |
| Sep10 |
100301 |
276.5 |
276.5 |
271.5 |
273.0 |
-5.4 |
7 |
613 |
+5 |
| Total Volume and Open Interest |
1,208 |
9,703 |
-64 |
| Crude Oil(NYM) |
| Apr10 |
100301 |
79.84 |
80.62 |
78.06 |
78.70 |
-0.96 |
346,025 |
268,707 |
-7,344 |
| May10 |
100301 |
80.38 |
80.98 |
78.44 |
79.08 |
-0.93 |
71,581 |
165,045 |
-358 |
| Jun10 |
100301 |
80.67 |
81.30 |
78.84 |
79.48 |
-0.89 |
31,320 |
167,179 |
-1,865 |
| Jul10 |
100301 |
81.00 |
81.62 |
79.24 |
79.86 |
-0.85 |
10,367 |
56,503 |
-467 |
| Aug10 |
100301 |
81.55 |
81.80 |
79.56 |
80.18 |
-0.83 |
5,635 |
26,611 |
-428 |
| Sep10 |
100301 |
81.70 |
82.04 |
79.86 |
80.47 |
-0.82 |
5,423 |
33,522 |
-68 |
| Oct10 |
100301 |
82.00 |
82.29 |
80.31 |
80.75 |
-0.81 |
3,833 |
19,376 |
+220 |
| Nov10 |
100301 |
82.45 |
82.45 |
80.89 |
81.05 |
-0.80 |
3,370 |
22,777 |
-295 |
| Dec10 |
100301 |
82.16 |
83.08 |
80.75 |
81.37 |
-0.79 |
19,159 |
194,380 |
-1,029 |
| Jan11 |
100301 |
83.01 |
83.01 |
81.10 |
81.57 |
-0.78 |
1,702 |
22,918 |
+406 |
| Feb11 |
100301 |
82.90 |
82.99 |
81.79 |
81.79 |
-0.77 |
416 |
15,301 |
+48 |
| Mar11 |
100301 |
83.10 |
83.19 |
82.00 |
82.00 |
-0.76 |
1,062 |
11,444 |
+367 |
| Apr11 |
100301 |
83.23 |
83.23 |
82.17 |
82.17 |
-0.76 |
385 |
11,044 |
-336 |
| May11 |
100301 |
82.32 |
82.32 |
82.32 |
82.32 |
-0.75 |
13 |
4,036 |
-20 |
| Jun11 |
100301 |
83.18 |
83.18 |
82.43 |
82.46 |
-0.74 |
284 |
24,740 |
+69 |
| Jul11 |
100301 |
83.23 |
83.23 |
82.60 |
82.60 |
-0.73 |
23 |
4,001 |
-11 |
| Total Volume and Open Interest |
510,779 |
1,284,924 |
-11,304 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
| Apr10 |
100226 |
78.375 |
80.050 |
77.850 |
79.650 |
+1.475 |
13,461 |
4,646 |
+128 |
| May10 |
100301 |
80.500 |
80.900 |
78.525 |
79.075 |
-0.925 |
291 |
920 |
+16 |
| Jun10 |
100301 |
80.825 |
81.275 |
78.900 |
79.475 |
-0.900 |
72 |
223 |
+28 |
| Jul10 |
100301 |
79.850 |
79.850 |
79.850 |
79.850 |
-0.850 |
7 |
25 |
+0 |
| Aug10 |
100301 |
80.100 |
80.175 |
80.100 |
80.175 |
-0.825 |
1 |
5 |
+1 |
| Sep10 |
100301 |
80.475 |
80.475 |
80.475 |
80.475 |
-0.825 |
1 |
4 |
+1 |
| Oct10 |
100301 |
81.500 |
81.500 |
80.750 |
80.750 |
-0.800 |
0 |
10 |
+0 |
| Nov10 |
100301 |
81.050 |
81.050 |
81.050 |
81.050 |
-0.800 |
0 |
1 |
+0 |
| Dec10 |
100301 |
82.350 |
82.350 |
81.000 |
81.375 |
-0.775 |
2 |
56 |
+1 |
| Total Volume and Open Interest |
13,916 |
6,480 |
+591 |
| Heating Oil(NYM) |
| Apr10 |
100301 |
203.91 |
206.81 |
200.59 |
202.35 |
-1.18 |
57,164 |
76,893 |
-1,021 |
| May10 |
100301 |
205.22 |
207.88 |
201.78 |
203.48 |
-1.40 |
11,377 |
45,661 |
+1,826 |
| Jun10 |
100301 |
207.66 |
209.23 |
203.09 |
204.83 |
-1.58 |
10,578 |
46,188 |
+1,205 |
| Jul10 |
100301 |
208.47 |
210.50 |
205.01 |
206.62 |
-1.69 |
2,139 |
18,341 |
+255 |
| Aug10 |
100301 |
211.81 |
211.81 |
206.80 |
208.45 |
-1.73 |
2,654 |
10,487 |
+211 |
| Sep10 |
100301 |
214.23 |
214.25 |
209.25 |
210.40 |
-1.79 |
1,960 |
11,433 |
+175 |
| Oct10 |
100301 |
212.00 |
212.69 |
211.15 |
212.69 |
-1.83 |
1,015 |
10,108 |
+428 |
| Nov10 |
100301 |
217.38 |
219.05 |
213.68 |
215.01 |
-1.86 |
861 |
7,804 |
+177 |
| Dec10 |
100301 |
221.53 |
221.83 |
215.70 |
217.36 |
-1.86 |
4,058 |
27,847 |
+348 |
| Jan11 |
100301 |
222.05 |
223.48 |
218.85 |
219.66 |
-1.91 |
736 |
12,549 |
+53 |
| Feb11 |
100301 |
223.60 |
223.69 |
220.13 |
220.96 |
-1.95 |
111 |
4,524 |
-81 |
| Mar11 |
100301 |
223.64 |
223.64 |
220.96 |
220.96 |
-1.95 |
97 |
4,994 |
+35 |
| Total Volume and Open Interest |
113,958 |
299,658 |
-5,372 |
| Gasoline(NYMEX) |
| Apr10 |
100301 |
218.62 |
221.77 |
213.72 |
215.56 |
-3.23 |
46,891 |
90,420 |
+1,122 |
| May10 |
100301 |
219.69 |
222.16 |
214.59 |
216.37 |
-3.05 |
14,376 |
48,525 |
+1,900 |
| Jun10 |
100301 |
220.92 |
221.76 |
214.61 |
216.37 |
-2.95 |
6,254 |
34,923 |
+1,029 |
| Jul10 |
100301 |
218.48 |
220.94 |
214.14 |
215.84 |
-2.78 |
2,176 |
18,234 |
-428 |
| Aug10 |
100301 |
218.51 |
219.65 |
213.50 |
215.14 |
-2.62 |
2,098 |
10,750 |
+174 |
| Sep10 |
100301 |
217.88 |
218.68 |
212.57 |
214.21 |
-2.47 |
1,677 |
15,744 |
-189 |
| Oct10 |
100301 |
208.60 |
208.60 |
203.55 |
204.04 |
-2.24 |
359 |
5,413 |
-11 |
| Nov10 |
100301 |
207.50 |
207.50 |
202.58 |
203.16 |
-2.07 |
197 |
11,334 |
+0 |
| Dec10 |
100301 |
206.41 |
206.65 |
202.50 |
203.06 |
-1.99 |
495 |
10,854 |
+61 |
| Jan11 |
100301 |
204.76 |
204.76 |
204.76 |
204.76 |
-1.89 |
143 |
3,241 |
+23 |
| Total Volume and Open Interest |
99,786 |
261,583 |
-3,528 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100301 |
215.60 |
215.60 |
215.56 |
215.60 |
-3.20 |
7 |
7 |
+7 |
| May10 |
100301 |
216.40 |
216.40 |
216.37 |
216.40 |
-3.00 |
|
|
|
| Jun10 |
100301 |
216.40 |
216.40 |
216.37 |
216.40 |
-2.90 |
|
|
|
| Jul10 |
100301 |
215.80 |
215.84 |
215.80 |
215.80 |
-2.80 |
|
|
|
| Total Volume and Open Interest |
7 |
8 |
+0 |
| Natural Gas(NYM) |
| Apr10 |
100301 |
4.772 |
4.869 |
4.660 |
4.679 |
-0.134 |
84,370 |
185,582 |
+4,478 |
| May10 |
100301 |
4.820 |
4.931 |
4.730 |
4.746 |
-0.133 |
20,710 |
147,644 |
+2,185 |
| Jun10 |
100301 |
4.931 |
5.008 |
4.820 |
4.827 |
-0.132 |
10,127 |
53,134 |
+1,379 |
| Jul10 |
100301 |
5.025 |
5.085 |
4.903 |
4.912 |
-0.131 |
4,829 |
39,244 |
+62 |
| Aug10 |
100301 |
5.050 |
5.139 |
4.960 |
4.976 |
-0.131 |
2,964 |
34,874 |
-226 |
| Sep10 |
100301 |
5.114 |
5.167 |
5.013 |
5.016 |
-0.129 |
3,243 |
27,947 |
-131 |
| Oct10 |
100301 |
5.198 |
5.299 |
5.118 |
5.122 |
-0.128 |
8,361 |
57,350 |
+416 |
| Nov10 |
100301 |
5.540 |
5.619 |
5.446 |
5.450 |
-0.120 |
1,344 |
12,828 |
+4 |
| Dec10 |
100301 |
5.883 |
5.953 |
5.796 |
5.807 |
-0.103 |
1,150 |
25,833 |
+28 |
| Jan11 |
100301 |
6.134 |
6.187 |
6.028 |
6.037 |
-0.100 |
4,247 |
35,724 |
+18 |
| Feb11 |
100301 |
6.090 |
6.130 |
6.000 |
6.005 |
-0.097 |
499 |
11,257 |
+52 |
| Mar11 |
100301 |
5.995 |
5.995 |
5.859 |
5.865 |
-0.095 |
2,073 |
27,022 |
-26 |
| Apr11 |
100301 |
5.570 |
5.625 |
5.485 |
5.495 |
-0.080 |
1,120 |
23,539 |
-112 |
| May11 |
100301 |
5.541 |
5.541 |
5.473 |
5.473 |
-0.077 |
110 |
11,529 |
+85 |
| Jun11 |
100301 |
5.550 |
5.550 |
5.523 |
5.523 |
-0.077 |
230 |
5,649 |
+39 |
| Jul11 |
100301 |
5.615 |
5.638 |
5.588 |
5.588 |
-0.077 |
7 |
4,245 |
+4 |
| Total Volume and Open Interest |
147,421 |
800,772 |
+9,490 |
| Brent Crude Oil(ICE) |
| Apr10 |
100301 |
77.69 |
78.47 |
76.21 |
76.89 |
-0.70 |
169,037 |
183,919 |
-8,057 |
| May10 |
100301 |
78.34 |
78.85 |
76.56 |
77.22 |
-0.75 |
85,504 |
185,825 |
+547 |
| Jun10 |
100301 |
78.85 |
79.34 |
77.10 |
77.70 |
-0.79 |
51,649 |
120,228 |
-6,945 |
| Jul10 |
100301 |
79.40 |
79.85 |
77.78 |
78.20 |
-0.80 |
14,453 |
45,531 |
+2,543 |
| Aug10 |
100301 |
79.86 |
80.22 |
78.25 |
78.66 |
-0.82 |
5,667 |
26,282 |
+1,072 |
| Sep10 |
100301 |
80.26 |
80.63 |
78.66 |
79.07 |
-0.82 |
3,816 |
18,785 |
-141 |
| Oct10 |
100301 |
80.62 |
81.02 |
79.19 |
79.45 |
-0.83 |
2,865 |
18,758 |
+254 |
| Nov10 |
100301 |
80.94 |
81.33 |
79.35 |
79.79 |
-0.82 |
3,085 |
14,002 |
-275 |
| Dec10 |
100301 |
81.25 |
81.73 |
79.52 |
80.13 |
-0.81 |
13,398 |
81,835 |
-858 |
| Jan11 |
100301 |
80.46 |
80.46 |
80.46 |
80.46 |
-0.80 |
998 |
12,138 |
-3 |
| Feb11 |
100301 |
80.78 |
80.78 |
80.78 |
80.78 |
-0.79 |
324 |
6,634 |
+23 |
| Mar11 |
100301 |
81.08 |
81.08 |
81.08 |
81.08 |
-0.78 |
212 |
6,223 |
+102 |
| Apr11 |
100301 |
81.37 |
81.37 |
81.37 |
81.37 |
-0.77 |
45 |
2,867 |
-15 |
| May11 |
100301 |
81.63 |
81.63 |
81.63 |
81.63 |
-0.77 |
62 |
2,793 |
+13 |
| Total Volume and Open Interest |
354,824 |
838,656 |
-11,719 |
| Gas Oil(ICE) |
| Mar10 |
100301 |
630.25 |
639.00 |
622.00 |
633.75 |
+5.00 |
69,434 |
119,753 |
-13,264 |
| Apr10 |
100301 |
633.50 |
641.75 |
624.50 |
636.50 |
+4.25 |
85,980 |
115,718 |
+1,709 |
| May10 |
100301 |
645.00 |
646.00 |
629.50 |
640.75 |
+3.75 |
25,796 |
71,917 |
+2,577 |
| Jun10 |
100301 |
650.25 |
650.75 |
633.75 |
645.50 |
+3.25 |
20,499 |
51,215 |
+885 |
| Jul10 |
100301 |
655.75 |
655.75 |
640.75 |
650.75 |
+3.25 |
5,909 |
28,549 |
+411 |
| Aug10 |
100301 |
660.50 |
660.75 |
646.25 |
656.25 |
+3.00 |
3,199 |
23,682 |
-569 |
| Sep10 |
100301 |
666.00 |
666.25 |
651.50 |
661.50 |
+2.75 |
3,650 |
25,232 |
+202 |
| Oct10 |
100301 |
671.00 |
671.25 |
659.00 |
666.50 |
+2.50 |
1,183 |
17,199 |
+483 |
| Nov10 |
100301 |
671.00 |
676.25 |
661.00 |
671.00 |
+2.75 |
1,050 |
15,893 |
+161 |
| Dec10 |
100301 |
679.25 |
680.25 |
663.50 |
675.00 |
+2.75 |
14,391 |
71,709 |
-1,035 |
| Total Volume and Open Interest |
235,841 |
621,014 |
-7,561 |
| Ethanol(CBOT) |
| Mar10 |
100301 |
1.692 |
1.692 |
1.692 |
1.692 |
-0.022 |
49 |
358 |
-19 |
| Apr10 |
100301 |
1.692 |
1.699 |
1.668 |
1.689 |
-0.026 |
414 |
1,100 |
-152 |
| May10 |
100301 |
1.710 |
1.710 |
1.693 |
1.709 |
-0.021 |
136 |
761 |
-63 |
| Jun10 |
100301 |
1.719 |
1.719 |
1.710 |
1.711 |
-0.029 |
28 |
860 |
+17 |
| Jul10 |
100301 |
1.722 |
1.723 |
1.717 |
1.722 |
-0.020 |
49 |
1,059 |
+6 |
| Aug10 |
100301 |
1.713 |
1.713 |
1.710 |
1.712 |
-0.025 |
220 |
821 |
+11 |
| Sep10 |
100301 |
1.710 |
1.710 |
1.710 |
1.710 |
-0.025 |
219 |
783 |
+11 |
| Oct10 |
100301 |
1.710 |
1.710 |
1.710 |
1.710 |
-0.031 |
225 |
715 |
+11 |
| Total Volume and Open Interest |
1,401 |
8,480 |
-134 |
| US Dollar Index(ICE) |
| Mar10 |
100301 |
80.535 |
81.315 |
80.330 |
80.705 |
+0.265 |
23,741 |
51,483 |
-740 |
| Jun10 |
100301 |
80.685 |
81.600 |
80.685 |
81.015 |
+0.260 |
153 |
4,994 |
+98 |
| Sep10 |
100301 |
81.295 |
81.295 |
81.295 |
81.295 |
+0.260 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
23,894 |
56,486 |
-642 |
| Australian Dollar(CME) |
| Mar10 |
100301 |
89.63 |
90.05 |
89.22 |
89.95 |
+0.38 |
142,061 |
99,473 |
-1,711 |
| Jun10 |
100301 |
88.78 |
89.15 |
88.36 |
89.08 |
+0.38 |
1,847 |
6,832 |
-340 |
| Sep10 |
100301 |
88.10 |
88.15 |
87.79 |
88.15 |
+0.36 |
1 |
41 |
+0 |
| Total Volume and Open Interest |
143,909 |
106,356 |
-2,051 |
| British Pound(CME) |
| Mar10 |
100301 |
151.57 |
152.05 |
147.78 |
150.08 |
-2.37 |
177,619 |
124,080 |
-501 |
| Jun10 |
100301 |
151.72 |
152.36 |
147.71 |
149.99 |
-2.37 |
2,076 |
2,684 |
+499 |
| Sep10 |
100301 |
149.97 |
152.28 |
149.89 |
149.89 |
-2.39 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
179,695 |
126,870 |
-2 |
| Canadian Dollar(CME) |
| Mar10 |
100301 |
95.07 |
96.06 |
94.58 |
96.03 |
+0.96 |
108,852 |
90,063 |
-3,745 |
| Jun10 |
100301 |
95.15 |
96.03 |
94.59 |
96.01 |
+0.95 |
1,417 |
7,741 |
+583 |
| Sep10 |
100301 |
94.70 |
96.01 |
94.65 |
95.99 |
+0.95 |
58 |
864 |
+48 |
| Dec10 |
100301 |
94.65 |
95.91 |
94.63 |
95.91 |
+0.95 |
91 |
829 |
+76 |
| Total Volume and Open Interest |
110,427 |
99,632 |
-3,033 |
| Japanese Yen(CME) |
| Mar10 |
100301 |
112.45 |
112.60 |
111.76 |
112.30 |
-0.23 |
153,814 |
127,191 |
+6,488 |
| Jun10 |
100301 |
112.57 |
112.64 |
111.86 |
112.35 |
-0.24 |
1,803 |
3,311 |
+376 |
| Sep10 |
100301 |
112.43 |
112.67 |
112.13 |
112.43 |
-0.24 |
2 |
204 |
+1 |
| Total Volume and Open Interest |
155,619 |
130,735 |
+6,865 |
| Swiss Franc(CME) |
| Mar10 |
100301 |
93.07 |
93.29 |
91.97 |
92.77 |
-0.31 |
47,675 |
43,010 |
-234 |
| Jun10 |
100301 |
93.18 |
93.34 |
92.05 |
92.83 |
-0.31 |
158 |
417 |
+30 |
| Sep10 |
100301 |
92.90 |
93.21 |
92.21 |
92.90 |
-0.31 |
1 |
7 |
-1 |
| Total Volume and Open Interest |
47,834 |
43,439 |
-205 |
| EuroFX(CME) |
| Mar10 |
100301 |
136.24 |
136.54 |
134.60 |
135.75 |
-0.46 |
384,343 |
202,046 |
+3,875 |
| Jun10 |
100301 |
136.18 |
136.51 |
134.58 |
135.73 |
-0.46 |
6,313 |
12,997 |
+3,371 |
| Sep10 |
100301 |
135.89 |
136.21 |
134.78 |
135.68 |
-0.46 |
1 |
933 |
+1 |
| Total Volume and Open Interest |
390,663 |
216,056 |
+7,250 |
| Mexican Peso(CME) |
| Mar10 |
100301 |
781.2 |
784.5 |
780.8 |
783.5 |
+3.0 |
27,544 |
106,748 |
+2,869 |
| Apr10 |
100301 |
783.8 |
783.8 |
777.5 |
780.8 |
+3.2 |
|
|
|
| Total Volume and Open Interest |
27,612 |
109,411 |
+2,904 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100226 |
118~150 |
119~090 |
118~090 |
118~290 |
+0~140 |
|
|
|
| Jun10 |
100301 |
117~110 |
117~220 |
117~040 |
117~150 |
-0~070 |
237,722 |
591,113 |
+117,831 |
| Sep10 |
100301 |
116~040 |
116~120 |
116~040 |
116~050 |
-0~070 |
36 |
57 |
+19 |
| Total Volume and Open Interest |
636,272 |
725,495 |
+16,565 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100301 |
118~210 |
118~310 |
118~185 |
118~280 |
-0~010 |
1,423,304 |
279,636 |
-296,291 |
| Jun10 |
100301 |
117~065 |
117~160 |
117~050 |
117~125 |
-0~030 |
877,243 |
1,230,662 |
+343,272 |
| Sep10 |
100301 |
115~315 |
116~020 |
115~310 |
115~310 |
-0~030 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
2,300,547 |
1,510,329 |
+46,981 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100226 |
116~108 |
117~006 |
116~108 |
117~006 |
+0~029 |
|
|
|
| Jun10 |
100301 |
115~100 |
115~125 |
115~092 |
115~118 |
-0~002 |
455,009 |
832,406 |
+193,542 |
| Sep10 |
100301 |
114~104 |
114~106 |
114~104 |
114~104 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
1,172,840 |
989,046 |
+6,404 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100226 |
109~027 |
109~027 |
109~027 |
109~027 |
+0~009 |
|
|
|
| Jun10 |
100301 |
108~085 |
108~095 |
108~083 |
108~092 |
unch |
384,844 |
778,423 |
+132,600 |
| Sep10 |
100301 |
108~029 |
108~029 |
108~029 |
108~029 |
unch |
3 |
1 |
+1 |
| Total Volume and Open Interest |
875,957 |
953,314 |
-27,219 |
| Eurodollars(CME) |
| Mar10 |
100301 |
99.735 |
99.740 |
99.735 |
99.738 |
+0.003 |
125,510 |
1,124,194 |
-13,852 |
| Jun10 |
100301 |
99.650 |
99.665 |
99.640 |
99.660 |
+0.010 |
196,279 |
1,136,056 |
-4,773 |
| Sep10 |
100301 |
99.475 |
99.500 |
99.460 |
99.495 |
+0.010 |
306,245 |
1,057,448 |
+39,742 |
| Dec10 |
100301 |
99.180 |
99.210 |
99.155 |
99.200 |
+0.005 |
295,430 |
998,643 |
+8,443 |
| Mar11 |
100301 |
98.825 |
98.870 |
98.800 |
98.855 |
+0.005 |
299,674 |
674,561 |
+4,268 |
| Jun11 |
100301 |
98.465 |
98.505 |
98.425 |
98.485 |
+0.005 |
191,142 |
744,202 |
+3,340 |
| Sep11 |
100301 |
98.080 |
98.140 |
98.060 |
98.125 |
+0.005 |
153,607 |
595,643 |
+10,385 |
| Dec11 |
100301 |
97.750 |
97.795 |
97.715 |
97.780 |
+0.005 |
124,274 |
373,989 |
+4,920 |
| Mar12 |
100301 |
97.435 |
97.495 |
97.415 |
97.475 |
unch |
73,900 |
294,495 |
+4,299 |
| Jun12 |
100301 |
97.145 |
97.195 |
97.120 |
97.180 |
unch |
52,888 |
211,940 |
-2,964 |
| Sep12 |
100301 |
96.870 |
96.930 |
96.850 |
96.915 |
unch |
37,982 |
123,315 |
-2,917 |
| Dec12 |
100301 |
96.615 |
96.670 |
96.595 |
96.655 |
unch |
24,920 |
110,683 |
+1,190 |
| Mar13 |
100301 |
96.420 |
96.460 |
96.395 |
96.445 |
-0.005 |
9,612 |
77,557 |
+671 |
| Jun13 |
100301 |
96.205 |
96.255 |
96.190 |
96.240 |
-0.005 |
7,286 |
61,865 |
-165 |
| Sep13 |
100301 |
96.020 |
96.070 |
96.005 |
96.055 |
-0.005 |
5,182 |
55,049 |
-397 |
| Dec13 |
100301 |
95.820 |
95.880 |
95.815 |
95.865 |
-0.005 |
6,051 |
30,564 |
-735 |
| Mar14 |
100301 |
95.680 |
95.730 |
95.670 |
95.715 |
-0.005 |
4,196 |
37,098 |
+12 |
| Jun14 |
100301 |
95.530 |
95.580 |
95.515 |
95.565 |
-0.005 |
4,378 |
31,227 |
-779 |
| Total Volume and Open Interest |
1,943,747 |
7,878,788 |
+56,593 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100301 |
99.860 |
99.863 |
99.857 |
99.860 |
unch |
3,187 |
74,900 |
-10 |
| Apr10 |
100301 |
99.840 |
99.850 |
99.840 |
99.845 |
+0.005 |
3,751 |
85,658 |
+1,830 |
| May10 |
100301 |
99.825 |
99.835 |
99.825 |
99.830 |
+0.005 |
7,987 |
71,044 |
+663 |
| Jun10 |
100301 |
99.815 |
99.830 |
99.815 |
99.820 |
+0.005 |
13,408 |
68,591 |
+3,564 |
| Jul10 |
100301 |
99.795 |
99.810 |
99.795 |
99.805 |
+0.010 |
10,619 |
67,632 |
-683 |
| Aug10 |
100301 |
99.765 |
99.790 |
99.760 |
99.780 |
+0.010 |
13,847 |
56,389 |
-491 |
| Total Volume and Open Interest |
82,176 |
670,738 |
+9,095 |
| 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) |
| Mar10 |
100301 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
270 |
2,409 |
+147 |
| Jun10 |
100301 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.015 |
0 |
480 |
+0 |
| Sep10 |
100301 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.015 |
0 |
230 |
+0 |
| Dec10 |
100301 |
99.620 |
99.620 |
99.620 |
99.620 |
+0.015 |
0 |
242 |
+0 |
| Mar11 |
100301 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.010 |
|
|
|
| Jun11 |
100301 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.010 |
|
|
|
| Sep11 |
100301 |
99.580 |
99.580 |
99.580 |
99.580 |
+0.010 |
|
|
|
| Dec11 |
100301 |
99.510 |
99.510 |
99.510 |
99.510 |
+0.010 |
|
|
|
| Mar12 |
100301 |
99.475 |
99.475 |
99.475 |
99.475 |
-0.005 |
|
|
|
| Jun12 |
100301 |
99.525 |
99.525 |
99.525 |
99.525 |
-0.005 |
|
|
|
| Total Volume and Open Interest |
270 |
3,361 |
+147 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100301 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
282 |
4,627 |
+0 |
| Jun10 |
100301 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
1,774 |
+0 |
| Sep10 |
100301 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
15 |
2,151 |
+0 |
| Dec10 |
100301 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,380 |
+0 |
| Mar11 |
100301 |
99.61 |
99.61 |
99.60 |
99.61 |
0.00 |
0 |
664 |
+0 |
| Jun11 |
100301 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
56 |
+0 |
| Sep11 |
100301 |
99.58 |
99.58 |
99.58 |
99.58 |
0.00 |
0 |
51 |
+0 |
| Dec11 |
100301 |
99.51 |
99.51 |
99.51 |
99.51 |
0.00 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
297 |
12,107 |
-69 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100301 |
139.98 |
140.00 |
139.72 |
139.73 |
+0.44 |
1,949 |
16,939 |
-412 |
| Jun10 |
100301 |
139.05 |
139.05 |
138.85 |
138.85 |
-0.13 |
18 |
96 |
+0 |
| Sep10 |
100301 |
138.85 |
138.85 |
138.85 |
138.85 |
-0.13 |
|
|
|
| Total Volume and Open Interest |
2,660 |
18,017 |
-306 |
| Euro-Bund(EUREX) |
| Mar10 |
100301 |
124.30 |
124.45 |
124.06 |
124.33 |
+0.03 |
1,123,028 |
917,962 |
-72,441 |
| Jun10 |
100301 |
122.87 |
122.98 |
122.61 |
122.86 |
-0.12 |
34,603 |
85,299 |
+20,455 |
| Sep10 |
100301 |
122.43 |
122.43 |
122.43 |
122.43 |
-0.12 |
194 |
0 |
+0 |
| Total Volume and Open Interest |
968,785 |
964,225 |
-18,581 |
| Euro-Bobl(EUREX) |
| Mar10 |
100222 |
117.39 |
117.51 |
117.29 |
117.46 |
+0.08 |
534,305 |
798,081 |
+37,058 |
| Jun10 |
100301 |
116.90 |
116.96 |
116.66 |
116.85 |
+0.01 |
25,557 |
86,000 |
+14,173 |
| Sep10 |
100301 |
116.62 |
116.62 |
116.62 |
116.62 |
+0.01 |
88 |
0 |
+0 |
| Total Volume and Open Interest |
606,743 |
847,091 |
-7,456 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100301 |
99.340 |
99.345 |
99.335 |
99.335 |
-0.005 |
63 |
10,815 |
+24 |
| Jun10 |
100301 |
99.225 |
99.225 |
99.205 |
99.215 |
-0.010 |
535 |
6,871 |
-431 |
| Sep10 |
100301 |
99.030 |
99.045 |
99.030 |
99.045 |
-0.010 |
24 |
2,237 |
+1 |
| Total Volume and Open Interest |
669 |
23,880 |
-405 |
| Long Gilt(LIFFE) |
| Mar10 |
100225 |
115~18 |
115~28 |
115~11 |
115~23 |
+0~13 |
301,509 |
139,236 |
-76,552 |
| Jun10 |
100301 |
114~05 |
114~06 |
113~22 |
114~01 |
-0~12 |
119,709 |
250,112 |
+9,772 |
| Total Volume and Open Interest |
229,658 |
311,444 |
-5,821 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100301 |
99.34 |
99.35 |
99.33 |
99.33 |
-0.01 |
29,903 |
320,674 |
+503 |
| Jun10 |
100301 |
99.24 |
99.26 |
99.22 |
99.25 |
unch |
89,693 |
366,567 |
+13,285 |
| Sep10 |
100301 |
99.09 |
99.10 |
99.05 |
99.09 |
-0.01 |
78,627 |
349,911 |
+6,167 |
| Dec10 |
100301 |
98.83 |
98.84 |
98.76 |
98.82 |
-0.02 |
70,212 |
372,327 |
+8,319 |
| Mar11 |
100301 |
98.52 |
98.53 |
98.46 |
98.52 |
-0.02 |
78,934 |
333,760 |
+102 |
| Jun11 |
100301 |
98.19 |
98.19 |
98.11 |
98.17 |
-0.02 |
53,010 |
225,427 |
-1,127 |
| Total Volume and Open Interest |
480,004 |
2,380,395 |
+33,865 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100219 |
99.325 |
99.330 |
99.320 |
99.330 |
unch |
39,098 |
684,586 |
-3,985 |
| Jun10 |
100301 |
99.225 |
99.230 |
99.195 |
99.215 |
-0.010 |
284,641 |
713,168 |
-1,902 |
| Sep10 |
100301 |
99.060 |
99.060 |
99.015 |
99.045 |
-0.010 |
303,326 |
682,766 |
+12,118 |
| Total Volume and Open Interest |
1,470,383 |
3,905,189 |
+66,334 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100301 |
95.74 |
95.74 |
95.72 |
95.74 |
-0.01 |
19,278 |
289,525 |
-2,779 |
| Jun10 |
100301 |
95.50 |
95.52 |
95.48 |
95.49 |
-0.02 |
20,118 |
247,735 |
-3,078 |
| Sep10 |
100301 |
95.24 |
95.25 |
95.17 |
95.19 |
-0.05 |
7,582 |
120,397 |
-217 |
| Dec10 |
100301 |
94.99 |
94.99 |
94.92 |
94.94 |
-0.06 |
4,551 |
89,410 |
-693 |
| Mar11 |
100301 |
94.80 |
94.81 |
94.74 |
94.77 |
-0.05 |
3,363 |
39,582 |
+21 |
| Jun11 |
100301 |
94.65 |
94.66 |
94.59 |
94.63 |
-0.05 |
1,469 |
35,862 |
+472 |
| Sep11 |
100301 |
94.53 |
94.53 |
94.51 |
94.51 |
-0.05 |
415 |
16,147 |
-1 |
| Dec11 |
100301 |
94.44 |
94.44 |
94.43 |
94.43 |
-0.04 |
234 |
8,721 |
+109 |
| Mar12 |
100301 |
94.36 |
94.36 |
94.36 |
94.36 |
-0.04 |
3 |
2,653 |
-1 |
| Jun12 |
100301 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.02 |
100 |
1,759 |
+96 |
| Total Volume and Open Interest |
57,217 |
853,571 |
-5,967 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100301 |
94.52 |
94.54 |
94.49 |
94.51 |
-0.01 |
32,586 |
413,832 |
-2,330 |
| Jun10 |
100301 |
94.47 |
94.47 |
94.47 |
94.47 |
unch |
|
|
|
| Total Volume and Open Interest |
32,586 |
413,832 |
-2,330 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100301 |
95.18 |
95.20 |
95.13 |
95.15 |
-0.03 |
115,880 |
844,649 |
+27,359 |
| Jun10 |
100301 |
95.00 |
95.00 |
94.98 |
94.98 |
-0.03 |
850 |
750 |
+750 |
| Total Volume and Open Interest |
116,730 |
845,399 |
+28,109 |
| Gold(CMX) |
| Apr10 |
100301 |
1119.0 |
1123.9 |
1112.1 |
1118.3 |
-0.6 |
206,758 |
280,052 |
+8,239 |
| Jun10 |
100301 |
1121.0 |
1125.0 |
1113.5 |
1119.5 |
-0.6 |
5,366 |
64,282 |
+2,235 |
| Aug10 |
100301 |
1120.5 |
1126.1 |
1115.5 |
1120.5 |
-0.6 |
922 |
22,714 |
+129 |
| Oct10 |
100301 |
1119.8 |
1122.9 |
1119.8 |
1121.4 |
-0.5 |
424 |
10,739 |
+289 |
| Dec10 |
100301 |
1124.7 |
1125.1 |
1117.0 |
1122.6 |
-0.5 |
808 |
37,321 |
+276 |
| Feb11 |
100301 |
1120.0 |
1124.1 |
1120.0 |
1124.1 |
-0.4 |
144 |
8,201 |
+101 |
| Apr11 |
100301 |
1122.4 |
1126.9 |
1122.4 |
1125.9 |
-0.4 |
1,077 |
4,491 |
+974 |
| Jun11 |
100301 |
472.7 |
472.7 |
472.7 |
472.7 |
-0.4 |
25 |
7,258 |
-3 |
| Aug11 |
100301 |
1130.6 |
1130.6 |
1130.6 |
1130.6 |
-0.5 |
7 |
2,222 |
+0 |
| Oct11 |
100301 |
1133.9 |
1133.9 |
1133.9 |
1133.9 |
-0.4 |
0 |
3,644 |
+0 |
| Dec11 |
100301 |
1137.1 |
1137.5 |
1135.4 |
1137.5 |
-0.4 |
763 |
12,245 |
+58 |
| Total Volume and Open Interest |
216,787 |
472,205 |
+12,297 |
| Silver(CMX) |
| Mar10 |
100301 |
1650.0 |
1674.0 |
1641.5 |
1644.9 |
-5.1 |
36,532 |
3,752 |
-8,515 |
| May10 |
100301 |
1652.5 |
1677.0 |
1643.0 |
1646.9 |
-5.2 |
46,680 |
60,987 |
+2,422 |
| Jul10 |
100301 |
1658.0 |
1678.5 |
1646.0 |
1649.1 |
-5.2 |
1,814 |
13,737 |
+138 |
| Sep10 |
100301 |
1666.5 |
1673.0 |
1651.0 |
1651.0 |
-5.2 |
22 |
2,892 |
-8 |
| Dec10 |
100301 |
1669.0 |
1671.5 |
1650.0 |
1653.6 |
-5.1 |
360 |
12,998 |
-165 |
| Mar11 |
100301 |
1652.0 |
1656.0 |
1652.0 |
1656.0 |
-5.2 |
56 |
1,064 |
+45 |
| May11 |
100301 |
1657.6 |
1657.6 |
1657.6 |
1657.6 |
-5.3 |
0 |
1,729 |
+0 |
| Total Volume and Open Interest |
86,002 |
108,504 |
-5,827 |
| Platinum(NYMEX) |
| Apr10 |
100301 |
1540.0 |
1565.5 |
1540.0 |
1544.0 |
+4.1 |
5,091 |
31,935 |
+20 |
| Jul10 |
100301 |
1552.5 |
1563.8 |
1547.6 |
1548.5 |
+4.1 |
421 |
2,598 |
+267 |
| Oct10 |
100301 |
1550.5 |
1556.7 |
1549.4 |
1549.5 |
+4.1 |
17 |
161 |
+11 |
| Jan11 |
100301 |
1542.0 |
1542.0 |
1542.0 |
1542.0 |
+10.2 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
5,536 |
34,939 |
+297 |
| Palladium(NYMEX) |
| Mar10 |
100301 |
433.90 |
437.45 |
432.10 |
436.50 |
+4.10 |
2,208 |
916 |
-1,427 |
| Jun10 |
100301 |
434.50 |
441.25 |
433.00 |
438.00 |
+4.25 |
3,450 |
21,017 |
+1,418 |
| Sep10 |
100301 |
438.75 |
438.75 |
438.75 |
438.75 |
+4.25 |
53 |
309 |
+36 |
| Total Volume and Open Interest |
5,711 |
22,274 |
+27 |
| Copper(CMX) |
| Mar10 |
100301 |
335.90 |
346.65 |
330.80 |
333.30 |
+6.45 |
15,381 |
6,288 |
-2,968 |
| May10 |
100301 |
338.30 |
342.30 |
332.20 |
335.00 |
+6.60 |
35,261 |
83,308 |
+973 |
| Jul10 |
100301 |
338.00 |
348.55 |
334.25 |
336.50 |
+6.65 |
1,984 |
17,734 |
+993 |
| Sep10 |
100301 |
345.00 |
346.75 |
336.15 |
337.25 |
+6.70 |
360 |
6,717 |
+128 |
| Dec10 |
100301 |
335.15 |
348.20 |
335.15 |
337.65 |
+6.65 |
450 |
5,543 |
+214 |
| Total Volume and Open Interest |
54,214 |
124,233 |
-748 |
| DJIA Index(CBOT) |
| Mar10 |
100301 |
10335 |
10400 |
10324 |
10385 |
+74 |
322 |
13,781 |
-20 |
| Jun10 |
100301 |
10322 |
10322 |
10248 |
10322 |
+74 |
1 |
30 |
+0 |
| Sep10 |
100301 |
10265 |
10265 |
10191 |
10265 |
+74 |
|
|
|
| Dec10 |
100301 |
10215 |
10215 |
10141 |
10215 |
+74 |
|
|
|
| Total Volume and Open Interest |
323 |
13,811 |
-20 |
| S & P 500(CME) |
| Mar10 |
100301 |
1106.60 |
1115.00 |
1104.40 |
1114.60 |
+11.20 |
19,876 |
378,853 |
+4,619 |
| Jun10 |
100301 |
1102.50 |
1110.00 |
1102.50 |
1109.80 |
+11.20 |
305 |
15,209 |
-77 |
| Sep10 |
100301 |
1104.70 |
1105.50 |
1098.50 |
1104.70 |
+11.20 |
50 |
1,594 |
+35 |
| Dec10 |
100301 |
1099.90 |
1100.70 |
1093.70 |
1099.90 |
+11.20 |
0 |
2,951 |
-190 |
| Total Volume and Open Interest |
20,231 |
398,628 |
+4,387 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100301 |
1105.50 |
1115.50 |
1104.25 |
1114.50 |
+11.00 |
2,697,610 |
2,830,299 |
+24,888 |
| Jun10 |
100301 |
1101.25 |
1110.25 |
1099.25 |
1109.75 |
+11.25 |
13,402 |
56,797 |
+4,346 |
| Total Volume and Open Interest |
2,711,017 |
2,888,673 |
+29,159 |
| NASDAQ 100(CME) |
| Mar10 |
100301 |
1822.50 |
1849.00 |
1822.50 |
1842.80 |
+24.30 |
1,786 |
28,409 |
-902 |
| Jun10 |
100301 |
1840.00 |
1845.00 |
1840.00 |
1840.00 |
+24.20 |
50 |
795 |
+100 |
| Sep10 |
100301 |
1839.00 |
1839.30 |
1839.00 |
1839.00 |
+24.20 |
|
|
|
| Total Volume and Open Interest |
1,836 |
29,204 |
-802 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100301 |
1821.30 |
1848.50 |
1821.30 |
1842.80 |
+24.30 |
353,568 |
397,793 |
-1,396 |
| Jun10 |
100301 |
1819.30 |
1845.30 |
1819.30 |
1840.00 |
+24.20 |
771 |
7,378 |
+119 |
| Total Volume and Open Interest |
354,339 |
405,181 |
-1,277 |
| S & P Midcap 400(CME) |
| Mar10 |
100301 |
741.50 |
750.00 |
741.50 |
748.70 |
+11.00 |
75 |
2,573 |
-3 |
| Jun10 |
100301 |
746.10 |
746.10 |
745.50 |
746.10 |
+10.60 |
|
|
|
| Sep10 |
100301 |
744.10 |
744.10 |
743.50 |
744.10 |
+10.60 |
|
|
|
| Total Volume and Open Interest |
75 |
2,573 |
-3 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100226 |
10070 |
10160 |
10060 |
10160 |
+90 |
7,134 |
39,312 |
-1,232 |
| Jun10 |
100301 |
10225 |
10275 |
10210 |
10245 |
+75 |
18 |
21 |
+8 |
| Total Volume and Open Interest |
10,232 |
40,306 |
+981 |
| Nikkei 225(SGX) |
| Mar10 |
100301 |
10170 |
10220 |
10115 |
10190 |
+85 |
112,729 |
191,205 |
+0 |
| Jun10 |
100301 |
10105 |
10155 |
10070 |
10130 |
+85 |
543 |
2,361 |
+0 |
| Sep10 |
100301 |
10130 |
10130 |
10130 |
10130 |
+80 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
113,352 |
192,114 |
-2,853 |
| CAC 40(EURONEXT) |
| Mar10 |
100301 |
3736.0 |
3773.5 |
3724.5 |
3767.5 |
+58.5 |
147,997 |
357,976 |
+13,452 |
| Apr10 |
100301 |
3739.0 |
3771.0 |
3735.0 |
3768.5 |
+59.0 |
188 |
658 |
+152 |
| May10 |
100301 |
3694.5 |
3694.5 |
3694.5 |
3694.5 |
+59.5 |
|
|
|
| Total Volume and Open Interest |
149,819 |
361,615 |
+14,389 |
| Hang Seng Index(HKFE) |
| Mar10 |
100301 |
20761 |
21013 |
20738 |
20983 |
+446 |
97,202 |
73,653 |
-3,214 |
| Apr10 |
100301 |
20774 |
20976 |
20770 |
20958 |
+464 |
0 |
339 |
|
| Total Volume and Open Interest |
118,148 |
75,789 |
|
| DAX(EUREX) |
| Mar10 |
100301 |
5642.0 |
5720.0 |
5637.5 |
5714.0 |
+119.5 |
207,298 |
151,185 |
-1,470 |
| Jun10 |
100301 |
5648.5 |
5725.5 |
5646.0 |
5721.5 |
+119.5 |
953 |
11,635 |
+44 |
| Sep10 |
100301 |
5662.0 |
5732.0 |
5653.0 |
5729.0 |
+119.5 |
144 |
1,947 |
+9 |
| Total Volume and Open Interest |
208,395 |
164,767 |
-1,417 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100301 |
5391.50 |
5399.00 |
5340.50 |
5388.00 |
+51.50 |
142,865 |
666,103 |
-5,201 |
| Jun10 |
100301 |
5342.00 |
5344.50 |
5298.00 |
5337.50 |
+51.50 |
191 |
6,034 |
+2 |
| Sep10 |
100301 |
5296.00 |
5300.00 |
5293.50 |
5300.00 |
+53.00 |
2 |
360 |
+0 |
| Total Volume and Open Interest |
143,073 |
673,458 |
-5,184 |
| SPI 200(SFE) |
| Mar10 |
100301 |
4601.0 |
4690.0 |
4585.0 |
4690.0 |
+87.0 |
32,881 |
200,708 |
-6,076 |
| Jun10 |
100301 |
4643.0 |
4707.0 |
4609.0 |
4707.0 |
+86.0 |
26 |
2,488 |
+20 |
| Sep10 |
100301 |
4689.0 |
4689.0 |
4689.0 |
4689.0 |
+84.0 |
0 |
1,970 |
+0 |
| Total Volume and Open Interest |
32,907 |
206,783 |
-6,056 |
| GSCI(CME) |
| Mar10 |
100301 |
520.00 |
522.00 |
510.00 |
512.75 |
-5.50 |
482 |
15,110 |
+9 |
| Apr10 |
100301 |
523.50 |
524.00 |
513.00 |
516.15 |
-5.10 |
2 |
2 |
+0 |
| May10 |
100301 |
518.50 |
525.00 |
515.00 |
518.50 |
-3.50 |
|
|
|
| Total Volume and Open Interest |
484 |
15,112 |
+9 |
| 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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