|
MRCI's End of Day Prices |
Daily Futures Price Listing Fri March 05, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100305 |
934.75 |
939.50 |
929.75 |
934.75 |
+2.25 |
8,676 |
4,044 |
-1,579 |
May10 |
100305 |
944.00 |
949.50 |
938.25 |
942.75 |
+0.75 |
61,843 |
190,525 |
+327 |
Jul10 |
100305 |
952.25 |
957.00 |
946.00 |
950.50 |
unch |
26,249 |
96,380 |
+508 |
Aug10 |
100305 |
946.75 |
954.25 |
944.00 |
947.75 |
-0.25 |
1,474 |
4,994 |
+180 |
Sep10 |
100305 |
938.00 |
939.25 |
931.00 |
935.00 |
unch |
274 |
3,510 |
+36 |
Nov10 |
100305 |
925.75 |
931.00 |
918.00 |
925.00 |
unch |
16,218 |
109,085 |
-867 |
Jan11 |
100305 |
933.00 |
939.00 |
929.00 |
933.75 |
+0.25 |
557 |
6,163 |
+75 |
Total Volume and Open Interest |
115,715 |
425,128 |
-1,226 |
Soybean Meal(CBOT) |
Mar10 |
100305 |
261.50 |
261.50 |
256.00 |
257.90 |
unch |
5,787 |
4,059 |
-2,696 |
May10 |
100305 |
259.80 |
260.00 |
256.00 |
257.70 |
-0.20 |
28,238 |
92,462 |
+2,260 |
Jul10 |
100305 |
260.00 |
260.90 |
257.00 |
258.60 |
-0.20 |
9,061 |
38,108 |
-1,047 |
Aug10 |
100305 |
260.00 |
260.30 |
256.00 |
257.60 |
-0.50 |
1,021 |
12,543 |
+106 |
Sep10 |
100305 |
258.40 |
260.90 |
254.50 |
255.80 |
-0.70 |
1,163 |
10,084 |
-135 |
Oct10 |
100305 |
251.00 |
251.50 |
247.50 |
248.90 |
-1.40 |
681 |
6,839 |
+4 |
Dec10 |
100305 |
250.70 |
251.40 |
246.60 |
248.70 |
-1.20 |
4,024 |
25,846 |
-53 |
Jan11 |
100305 |
251.00 |
251.00 |
248.00 |
249.70 |
-1.20 |
528 |
2,062 |
+209 |
Total Volume and Open Interest |
50,700 |
195,844 |
-1,418 |
Soybean Oil(CBOT) |
Mar10 |
100305 |
39.72 |
40.06 |
39.57 |
39.72 |
+0.09 |
4,447 |
3,324 |
-886 |
May10 |
100305 |
40.00 |
40.45 |
39.85 |
40.05 |
+0.05 |
28,425 |
135,170 |
+2,184 |
Jul10 |
100305 |
40.43 |
40.87 |
40.33 |
40.48 |
+0.05 |
7,165 |
79,838 |
+674 |
Aug10 |
100305 |
40.59 |
41.01 |
40.49 |
40.66 |
+0.07 |
1,134 |
10,938 |
+239 |
Sep10 |
100305 |
40.71 |
41.05 |
40.61 |
40.77 |
+0.06 |
167 |
7,361 |
+1 |
Oct10 |
100305 |
40.81 |
41.20 |
40.71 |
40.86 |
+0.05 |
284 |
5,606 |
+57 |
Dec10 |
100305 |
41.06 |
41.51 |
40.92 |
41.12 |
+0.06 |
3,768 |
36,534 |
+313 |
Jan11 |
100305 |
41.30 |
41.71 |
41.20 |
41.35 |
+0.05 |
275 |
1,420 |
+147 |
Total Volume and Open Interest |
45,777 |
281,888 |
+2,839 |
Canola(WCE) |
Mar10 |
100305 |
383.4 |
383.4 |
383.4 |
383.4 |
+3.9 |
222 |
155 |
-222 |
May10 |
100305 |
382.7 |
383.5 |
380.8 |
382.4 |
+1.6 |
4,799 |
79,422 |
+74 |
Jul10 |
100305 |
386.2 |
389.0 |
386.2 |
388.3 |
+1.5 |
1,441 |
19,326 |
+327 |
Nov10 |
100305 |
393.3 |
395.2 |
392.9 |
394.7 |
+1.7 |
585 |
15,032 |
+181 |
Jan11 |
100305 |
398.2 |
399.4 |
398.2 |
399.4 |
+3.1 |
0 |
554 |
+0 |
Total Volume and Open Interest |
7,086 |
114,766 |
+399 |
Corn(CBOT) |
Mar10 |
100305 |
373.00 |
377.00 |
364.25 |
364.75 |
-7.25 |
24,319 |
14,631 |
-1,454 |
May10 |
100305 |
383.00 |
388.00 |
375.00 |
375.50 |
-7.50 |
94,109 |
465,506 |
-1,926 |
Jul10 |
100305 |
394.00 |
398.75 |
385.75 |
386.50 |
-7.50 |
22,281 |
243,103 |
+285 |
Sep10 |
100305 |
401.50 |
406.00 |
394.50 |
395.00 |
-6.50 |
9,946 |
60,404 |
+1,186 |
Dec10 |
100305 |
408.50 |
413.00 |
402.00 |
402.50 |
-6.00 |
29,113 |
260,784 |
+4,131 |
Mar11 |
100305 |
419.00 |
423.00 |
413.25 |
413.25 |
-5.75 |
1,154 |
30,358 |
+262 |
Total Volume and Open Interest |
182,981 |
1,115,709 |
+3,581 |
Wheat(CBOT) |
Mar10 |
100305 |
493.00 |
496.75 |
482.25 |
482.25 |
-8.25 |
2,932 |
2,161 |
-431 |
May10 |
100305 |
503.50 |
508.50 |
492.00 |
493.50 |
-8.75 |
33,736 |
170,356 |
-1,454 |
Jul10 |
100305 |
516.00 |
520.50 |
504.50 |
505.75 |
-8.75 |
8,237 |
129,181 |
-693 |
Sep10 |
100305 |
529.75 |
533.75 |
519.50 |
520.50 |
-8.50 |
1,567 |
27,949 |
+450 |
Dec10 |
100305 |
555.25 |
559.75 |
544.25 |
545.75 |
-7.50 |
2,774 |
67,910 |
+777 |
Total Volume and Open Interest |
49,831 |
417,639 |
-1,319 |
Wheat(KCBT) |
Mar10 |
100305 |
498.25 |
498.50 |
493.00 |
493.00 |
-7.00 |
137 |
209 |
-134 |
May10 |
100305 |
507.75 |
513.00 |
498.25 |
500.50 |
-7.25 |
6,412 |
48,337 |
+463 |
Jul10 |
100305 |
519.50 |
523.50 |
509.00 |
511.50 |
-7.00 |
2,825 |
37,251 |
+1,083 |
Sep10 |
100305 |
530.00 |
530.00 |
522.00 |
523.00 |
-7.00 |
287 |
5,824 |
+32 |
Dec10 |
100305 |
547.75 |
554.00 |
538.00 |
540.50 |
-6.75 |
1,225 |
42,054 |
+185 |
Total Volume and Open Interest |
11,342 |
137,620 |
+1,671 |
Wheat(MGE) |
Mar10 |
100305 |
503.75 |
503.75 |
503.75 |
503.75 |
-7.75 |
163 |
193 |
-163 |
May10 |
100305 |
519.50 |
524.50 |
510.75 |
512.25 |
-7.50 |
2,132 |
0 |
-16,444 |
Jul10 |
100305 |
530.00 |
534.75 |
521.50 |
523.00 |
-7.25 |
839 |
0 |
-10,468 |
Sep10 |
100305 |
545.00 |
545.00 |
533.00 |
533.50 |
-8.25 |
130 |
0 |
-5,533 |
Dec10 |
100305 |
559.00 |
561.00 |
551.00 |
552.00 |
-7.00 |
139 |
6,089 |
+51 |
Total Volume and Open Interest |
4,619 |
40,098 |
-78 |
Oats(CBOT) |
Mar10 |
100305 |
219.00 |
219.00 |
219.00 |
219.00 |
unch |
9 |
69 |
+1 |
May10 |
100305 |
227.25 |
229.50 |
226.25 |
226.50 |
unch |
357 |
9,700 |
+33 |
Jul10 |
100305 |
236.50 |
239.25 |
235.00 |
235.25 |
unch |
67 |
2,543 |
+32 |
Sep10 |
100305 |
244.50 |
244.50 |
243.00 |
243.00 |
unch |
1 |
376 |
+1 |
Total Volume and Open Interest |
452 |
14,193 |
+64 |
Rough Rice(CBOT) |
Mar10 |
100305 |
12.92 |
12.94 |
12.82 |
12.82 |
-0.18 |
546 |
540 |
-447 |
May10 |
100305 |
13.23 |
13.26 |
13.07 |
13.09 |
-0.18 |
1,183 |
10,650 |
-72 |
Jul10 |
100305 |
13.49 |
13.51 |
13.37 |
13.38 |
-0.16 |
42 |
1,228 |
+2 |
Sep10 |
100305 |
13.10 |
13.13 |
13.10 |
13.11 |
unch |
89 |
1,264 |
-7 |
Total Volume and Open Interest |
1,916 |
14,899 |
-504 |
Live Cattle(CME) |
Apr10 |
100305 |
93.035 |
93.250 |
92.750 |
92.950 |
-0.085 |
18,465 |
128,106 |
-5,058 |
Jun10 |
100305 |
91.680 |
91.930 |
91.430 |
91.580 |
-0.100 |
10,829 |
105,576 |
+2,651 |
Aug10 |
100305 |
90.150 |
90.300 |
89.950 |
90.200 |
unch |
5,563 |
46,005 |
+1,390 |
Oct10 |
100305 |
92.730 |
92.900 |
92.550 |
92.800 |
-0.030 |
4,058 |
25,792 |
+1,215 |
Dec10 |
100305 |
94.100 |
94.500 |
94.000 |
94.450 |
+0.100 |
749 |
9,626 |
+229 |
Feb11 |
100305 |
95.385 |
95.750 |
95.200 |
95.700 |
+0.220 |
278 |
3,949 |
+176 |
Total Volume and Open Interest |
40,009 |
320,841 |
+653 |
Feeder Cattle(CME) |
Mar10 |
100305 |
102.550 |
102.850 |
102.200 |
102.200 |
-0.335 |
1,879 |
7,405 |
-612 |
Apr10 |
100305 |
105.230 |
105.550 |
104.850 |
105.230 |
+0.095 |
2,525 |
12,919 |
+168 |
May10 |
100305 |
106.150 |
106.300 |
105.850 |
106.230 |
+0.130 |
1,556 |
9,030 |
+122 |
Aug10 |
100305 |
108.100 |
108.300 |
107.850 |
108.200 |
+0.065 |
808 |
6,914 |
+254 |
Sep10 |
100305 |
107.500 |
107.785 |
107.330 |
107.500 |
+0.020 |
110 |
794 |
+111 |
Oct10 |
100305 |
106.900 |
107.500 |
106.800 |
107.500 |
+0.300 |
26 |
429 |
-1 |
Nov10 |
100305 |
106.200 |
106.900 |
106.200 |
106.900 |
+0.500 |
2 |
99 |
+1 |
Total Volume and Open Interest |
6,906 |
37,606 |
+43 |
Lean Hogs(CME) |
Apr10 |
100305 |
73.580 |
74.135 |
73.000 |
73.100 |
-0.480 |
18,698 |
70,207 |
-1,126 |
May10 |
100305 |
78.700 |
79.135 |
78.475 |
79.035 |
+0.085 |
276 |
5,733 |
-303 |
Jun10 |
100305 |
81.980 |
82.450 |
81.550 |
81.885 |
-0.115 |
8,769 |
52,963 |
+1,594 |
Jul10 |
100305 |
81.980 |
82.450 |
81.750 |
81.950 |
-0.280 |
3,094 |
21,209 |
+217 |
Aug10 |
100305 |
81.250 |
81.750 |
81.100 |
81.700 |
+0.315 |
2,882 |
20,951 |
+1,096 |
Oct10 |
100305 |
71.950 |
72.100 |
71.650 |
72.050 |
+0.120 |
2,136 |
13,170 |
+1,009 |
Dec10 |
100305 |
68.850 |
69.050 |
68.750 |
68.900 |
-0.075 |
1,288 |
6,698 |
+749 |
Feb11 |
100305 |
70.600 |
70.700 |
70.430 |
70.680 |
+0.080 |
463 |
1,668 |
+363 |
Total Volume and Open Interest |
37,671 |
192,926 |
+3,647 |
Pork Bellies(CME) |
Mar10 |
100305 |
94.500 |
94.750 |
93.500 |
93.500 |
unch |
7 |
37 |
-5 |
May10 |
100305 |
93.035 |
93.500 |
92.500 |
93.000 |
-0.050 |
46 |
234 |
-5 |
Jul10 |
100305 |
95.000 |
95.000 |
94.900 |
95.000 |
unch |
0 |
61 |
+0 |
Aug10 |
100305 |
88.000 |
91.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
Feb11 |
100305 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
53 |
356 |
-10 |
Class III Milk(CME) |
Mar10 |
100305 |
12.90 |
12.92 |
12.85 |
12.89 |
+0.01 |
161 |
3,838 |
+121 |
Apr10 |
100305 |
12.90 |
12.92 |
12.83 |
12.89 |
+0.02 |
213 |
4,268 |
+50 |
May10 |
100305 |
13.14 |
13.18 |
13.06 |
13.14 |
+0.05 |
141 |
3,608 |
+55 |
Jun10 |
100305 |
13.90 |
14.00 |
13.84 |
13.95 |
+0.07 |
84 |
2,949 |
+30 |
Jul10 |
100305 |
14.55 |
14.62 |
14.49 |
14.55 |
+0.03 |
56 |
2,320 |
+10 |
Total Volume and Open Interest |
791 |
30,702 |
+313 |
Cocoa(ICE) |
Mar10 |
100305 |
2839 |
2855 |
2818 |
2855 |
+43 |
29 |
59 |
-7 |
May10 |
100305 |
2830 |
2887 |
2818 |
2865 |
+36 |
10,623 |
62,719 |
+271 |
Jul10 |
100305 |
2861 |
2912 |
2843 |
2890 |
+34 |
4,955 |
24,884 |
+567 |
Sep10 |
100305 |
2880 |
2930 |
2874 |
2910 |
+35 |
1,378 |
11,236 |
+550 |
Dec10 |
100305 |
2912 |
2950 |
2908 |
2940 |
+34 |
251 |
7,359 |
+46 |
Mar11 |
100305 |
2941 |
2973 |
2941 |
2962 |
+34 |
42 |
12,084 |
-6 |
May11 |
100305 |
2960 |
2964 |
2960 |
2964 |
+33 |
2 |
4,871 |
+0 |
Total Volume and Open Interest |
17,283 |
126,363 |
+1,421 |
Coffee "C"(ICE) |
Mar10 |
100305 |
128.45 |
128.80 |
128.00 |
128.00 |
+0.15 |
10 |
135 |
+0 |
May10 |
100305 |
130.40 |
131.25 |
130.00 |
130.40 |
+0.20 |
6,150 |
75,255 |
+527 |
Jul10 |
100305 |
132.40 |
132.95 |
131.70 |
132.10 |
+0.25 |
649 |
22,987 |
+217 |
Sep10 |
100305 |
134.00 |
134.50 |
133.45 |
133.75 |
+0.25 |
575 |
9,121 |
-193 |
Dec10 |
100305 |
136.45 |
136.45 |
135.35 |
135.60 |
+0.25 |
164 |
7,721 |
+25 |
Mar11 |
100305 |
137.25 |
137.25 |
137.25 |
137.25 |
+0.25 |
64 |
5,100 |
+62 |
Total Volume and Open Interest |
7,617 |
121,813 |
+637 |
Orange Juice(ICE) |
Mar10 |
100305 |
151.50 |
152.80 |
151.50 |
152.70 |
+0.50 |
22 |
619 |
-3 |
May10 |
100305 |
149.85 |
149.85 |
148.85 |
149.70 |
+0.25 |
1,837 |
26,173 |
+10 |
Jul10 |
100305 |
151.50 |
152.10 |
151.45 |
152.10 |
+0.25 |
1,163 |
6,208 |
+1,089 |
Sep10 |
100305 |
152.65 |
153.00 |
152.55 |
152.65 |
-0.15 |
67 |
1,325 |
+15 |
Nov10 |
100305 |
154.00 |
154.00 |
153.75 |
153.75 |
-0.10 |
29 |
674 |
+17 |
Jan11 |
100305 |
155.55 |
155.70 |
155.40 |
155.40 |
+0.10 |
2 |
654 |
+1 |
Total Volume and Open Interest |
3,123 |
35,929 |
+1,130 |
Sugar #11(ICE) |
May10 |
100305 |
21.93 |
22.25 |
21.63 |
22.19 |
+0.52 |
49,371 |
277,798 |
+4,231 |
Jul10 |
100305 |
20.50 |
20.87 |
20.30 |
20.78 |
+0.45 |
23,162 |
174,865 |
+1,608 |
Oct10 |
100305 |
19.52 |
20.00 |
19.45 |
19.93 |
+0.45 |
7,147 |
155,874 |
+292 |
Mar11 |
100305 |
19.00 |
19.46 |
18.90 |
19.32 |
+0.34 |
2,832 |
59,226 |
+380 |
May11 |
100305 |
18.07 |
18.45 |
18.02 |
18.37 |
+0.29 |
1,065 |
18,002 |
+305 |
Total Volume and Open Interest |
85,057 |
748,085 |
+6,879 |
London Cocoa(LCE) |
Mar10 |
100305 |
2140 |
2172 |
2136 |
2156 |
+31 |
1,650 |
25,552 |
-1,015 |
May10 |
100305 |
2158 |
2197 |
2153 |
2176 |
+14 |
7,757 |
45,671 |
-901 |
Jul10 |
100305 |
2148 |
2185 |
2140 |
2167 |
+15 |
2,695 |
35,810 |
+549 |
Sep10 |
100305 |
2123 |
2152 |
2120 |
2137 |
+7 |
511 |
18,210 |
+80 |
Dec10 |
100305 |
2111 |
2141 |
2110 |
2124 |
+8 |
333 |
12,505 |
+52 |
Mar11 |
100305 |
2090 |
2098 |
2090 |
2098 |
+8 |
600 |
12,369 |
+206 |
May11 |
100305 |
2105 |
2105 |
2094 |
2094 |
+8 |
100 |
2,097 |
+0 |
Total Volume and Open Interest |
13,235 |
152,747 |
-389 |
London Sugar(LCE) |
May10 |
100305 |
597.80 |
610.60 |
596.70 |
609.50 |
+17.50 |
6,027 |
34,596 |
-1,076 |
Aug10 |
100305 |
563.80 |
583.00 |
563.80 |
580.80 |
+23.80 |
2,379 |
18,719 |
-650 |
Oct10 |
100305 |
527.80 |
543.00 |
527.80 |
540.80 |
+22.10 |
834 |
9,028 |
-139 |
Dec10 |
100305 |
523.50 |
527.50 |
523.00 |
524.00 |
+13.30 |
47 |
2,057 |
+5 |
Mar11 |
100305 |
519.90 |
519.90 |
518.20 |
518.80 |
+14.70 |
31 |
1,033 |
+5 |
Total Volume and Open Interest |
9,329 |
65,957 |
-1,844 |
Cotton(ICE) |
Mar10 |
100305 |
81.50 |
83.71 |
81.46 |
82.53 |
+0.41 |
4 |
2,027 |
-89 |
May10 |
100305 |
81.90 |
83.12 |
81.77 |
82.43 |
+0.61 |
7,447 |
104,483 |
-91 |
Jul10 |
100305 |
82.39 |
83.43 |
82.03 |
82.85 |
+0.72 |
3,959 |
38,959 |
+285 |
Oct10 |
100305 |
76.55 |
76.55 |
76.55 |
76.55 |
+0.55 |
4 |
150 |
-2 |
Dec10 |
100305 |
74.69 |
75.19 |
74.54 |
75.09 |
+0.40 |
2,198 |
31,034 |
+1,186 |
Mar11 |
100305 |
76.07 |
76.42 |
76.01 |
76.37 |
+0.28 |
190 |
2,967 |
+120 |
Total Volume and Open Interest |
13,922 |
181,662 |
+1,485 |
Lumber(CME) |
Mar10 |
100305 |
256.5 |
258.8 |
253.5 |
257.0 |
-1.0 |
843 |
1,230 |
-182 |
May10 |
100305 |
271.0 |
272.6 |
268.2 |
269.5 |
unch |
532 |
5,530 |
+1 |
Jul10 |
100305 |
278.1 |
279.6 |
277.5 |
278.7 |
+0.7 |
587 |
2,106 |
+166 |
Sep10 |
100305 |
273.5 |
275.0 |
273.5 |
275.0 |
-2.5 |
23 |
632 |
+12 |
Total Volume and Open Interest |
1,989 |
9,561 |
-3 |
Crude Oil(NYM) |
Apr10 |
100305 |
80.58 |
82.07 |
80.47 |
81.50 |
+1.29 |
306,910 |
253,332 |
-2,296 |
May10 |
100305 |
81.01 |
82.47 |
80.89 |
81.92 |
+1.29 |
76,361 |
172,991 |
+5,555 |
Jun10 |
100305 |
81.50 |
82.89 |
81.36 |
82.37 |
+1.27 |
53,914 |
174,603 |
+1,187 |
Jul10 |
100305 |
82.05 |
83.30 |
81.83 |
82.82 |
+1.28 |
20,077 |
60,213 |
-567 |
Aug10 |
100305 |
82.32 |
83.60 |
82.27 |
83.18 |
+1.30 |
12,994 |
25,654 |
+504 |
Sep10 |
100305 |
82.59 |
83.78 |
82.54 |
83.49 |
+1.31 |
10,521 |
34,888 |
+1,371 |
Oct10 |
100305 |
82.83 |
84.10 |
82.83 |
83.77 |
+1.31 |
6,235 |
19,601 |
-275 |
Nov10 |
100305 |
83.12 |
84.26 |
83.12 |
84.06 |
+1.29 |
8,407 |
23,020 |
-707 |
Dec10 |
100305 |
83.40 |
84.73 |
83.37 |
84.37 |
+1.27 |
46,974 |
201,749 |
+1,289 |
Jan11 |
100305 |
83.62 |
84.56 |
83.57 |
84.56 |
+1.26 |
3,323 |
24,215 |
+347 |
Feb11 |
100305 |
84.76 |
84.76 |
84.76 |
84.76 |
+1.25 |
2,043 |
16,896 |
+933 |
Mar11 |
100305 |
84.91 |
84.96 |
84.72 |
84.96 |
+1.26 |
2,906 |
12,894 |
+162 |
Apr11 |
100305 |
85.12 |
85.12 |
85.12 |
85.12 |
+1.26 |
1,710 |
11,738 |
+376 |
May11 |
100305 |
85.26 |
85.26 |
85.26 |
85.26 |
+1.26 |
1,510 |
4,476 |
+222 |
Jun11 |
100305 |
85.25 |
85.47 |
85.25 |
85.37 |
+1.25 |
2,315 |
28,049 |
+580 |
Jul11 |
100305 |
85.48 |
85.48 |
85.48 |
85.48 |
+1.24 |
233 |
4,065 |
+3 |
Total Volume and Open Interest |
588,682 |
1,307,002 |
+9,567 |
e-miNY Crude Oil(NYM) |
Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
Apr10 |
100305 |
80.600 |
82.075 |
80.475 |
81.500 |
+1.300 |
10,709 |
5,499 |
-389 |
May10 |
100305 |
81.050 |
82.425 |
80.975 |
81.925 |
+1.300 |
259 |
1,109 |
+79 |
Jun10 |
100305 |
81.325 |
82.800 |
81.325 |
82.375 |
+1.275 |
72 |
237 |
+15 |
Jul10 |
100305 |
81.850 |
83.100 |
81.850 |
82.825 |
+1.275 |
9 |
26 |
-3 |
Aug10 |
100305 |
82.775 |
83.175 |
82.775 |
83.175 |
+1.300 |
0 |
5 |
+0 |
Sep10 |
100305 |
83.725 |
83.725 |
83.500 |
83.500 |
+1.325 |
5 |
8 |
+3 |
Oct10 |
100305 |
83.775 |
83.775 |
83.775 |
83.775 |
+1.325 |
0 |
11 |
+0 |
Nov10 |
100305 |
84.050 |
84.050 |
84.050 |
84.050 |
+1.275 |
0 |
1 |
+0 |
Dec10 |
100305 |
84.375 |
84.375 |
84.375 |
84.375 |
+1.275 |
0 |
57 |
+0 |
Total Volume and Open Interest |
11,054 |
6,999 |
-295 |
Heating Oil(NYM) |
Apr10 |
100305 |
207.70 |
210.79 |
207.30 |
209.74 |
+2.87 |
53,766 |
80,409 |
+4,634 |
May10 |
100305 |
209.27 |
212.08 |
208.59 |
211.04 |
+2.90 |
19,885 |
51,452 |
+1,933 |
Jun10 |
100305 |
209.96 |
213.35 |
209.96 |
212.35 |
+2.89 |
16,838 |
46,329 |
-174 |
Jul10 |
100305 |
211.91 |
215.06 |
211.76 |
214.19 |
+2.84 |
4,931 |
21,563 |
+911 |
Aug10 |
100305 |
213.65 |
217.05 |
213.65 |
216.01 |
+2.84 |
2,263 |
11,939 |
+484 |
Sep10 |
100305 |
216.74 |
218.76 |
216.70 |
217.95 |
+2.89 |
1,664 |
11,394 |
-93 |
Oct10 |
100305 |
221.00 |
221.00 |
220.02 |
220.21 |
+2.90 |
1,123 |
9,990 |
-25 |
Nov10 |
100305 |
220.40 |
223.40 |
220.40 |
222.58 |
+2.92 |
524 |
8,490 |
+107 |
Dec10 |
100305 |
223.48 |
225.91 |
223.24 |
225.02 |
+2.93 |
5,298 |
28,731 |
+81 |
Jan11 |
100305 |
226.20 |
228.23 |
226.20 |
227.30 |
+2.93 |
615 |
12,887 |
+305 |
Feb11 |
100305 |
229.10 |
229.16 |
228.15 |
228.50 |
+2.94 |
267 |
4,571 |
+75 |
Mar11 |
100305 |
229.00 |
229.10 |
228.00 |
228.34 |
+2.94 |
343 |
5,356 |
-104 |
Total Volume and Open Interest |
107,788 |
308,625 |
+8,127 |
Gasoline(NYMEX) |
Apr10 |
100305 |
224.70 |
228.31 |
224.02 |
227.10 |
+3.73 |
55,844 |
95,401 |
+1,801 |
May10 |
100305 |
224.85 |
228.40 |
224.35 |
227.34 |
+3.74 |
31,817 |
59,921 |
+5,909 |
Jun10 |
100305 |
223.96 |
227.69 |
223.86 |
226.58 |
+3.62 |
18,849 |
38,526 |
+1,487 |
Jul10 |
100305 |
223.15 |
226.64 |
223.15 |
225.66 |
+3.55 |
10,291 |
19,547 |
+420 |
Aug10 |
100305 |
225.25 |
225.25 |
224.26 |
224.64 |
+3.51 |
4,256 |
11,063 |
-189 |
Sep10 |
100305 |
221.96 |
224.16 |
221.96 |
223.42 |
+3.49 |
3,652 |
16,421 |
+420 |
Oct10 |
100305 |
213.45 |
213.45 |
212.62 |
212.97 |
+3.42 |
1,356 |
5,846 |
-26 |
Nov10 |
100305 |
212.25 |
212.25 |
211.85 |
211.85 |
+3.42 |
790 |
11,674 |
+61 |
Dec10 |
100305 |
209.95 |
211.76 |
209.95 |
211.37 |
+3.40 |
1,830 |
11,381 |
+349 |
Jan11 |
100305 |
213.25 |
213.25 |
212.82 |
212.82 |
+3.35 |
131 |
3,269 |
+7 |
Total Volume and Open Interest |
128,833 |
278,577 |
+10,256 |
e-miNY RBOB Gasoline(NYM) |
Apr10 |
100305 |
227.10 |
227.10 |
227.10 |
227.10 |
+3.70 |
0 |
7 |
+0 |
May10 |
100305 |
227.30 |
227.34 |
227.30 |
227.30 |
+3.70 |
|
|
|
Jun10 |
100305 |
226.60 |
226.60 |
226.58 |
226.60 |
+3.60 |
|
|
|
Jul10 |
100305 |
225.70 |
225.70 |
225.66 |
225.70 |
+3.60 |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr10 |
100305 |
4.595 |
4.626 |
4.540 |
4.593 |
+0.018 |
66,167 |
181,813 |
-1,925 |
May10 |
100305 |
4.647 |
4.690 |
4.612 |
4.659 |
+0.016 |
21,166 |
160,429 |
+4,646 |
Jun10 |
100305 |
4.714 |
4.751 |
4.690 |
4.729 |
+0.012 |
11,753 |
51,765 |
-2,088 |
Jul10 |
100305 |
4.797 |
4.843 |
4.779 |
4.820 |
+0.014 |
9,547 |
43,748 |
+1,374 |
Aug10 |
100305 |
4.840 |
4.910 |
4.840 |
4.883 |
+0.016 |
3,754 |
34,394 |
+91 |
Sep10 |
100305 |
4.906 |
4.936 |
4.888 |
4.923 |
+0.020 |
3,600 |
28,553 |
+236 |
Oct10 |
100305 |
5.014 |
5.047 |
4.970 |
5.024 |
+0.020 |
11,953 |
59,231 |
+261 |
Nov10 |
100305 |
5.340 |
5.350 |
5.306 |
5.339 |
+0.020 |
2,272 |
13,832 |
+393 |
Dec10 |
100305 |
5.682 |
5.700 |
5.645 |
5.694 |
+0.027 |
2,958 |
24,973 |
-616 |
Jan11 |
100305 |
5.906 |
5.930 |
5.868 |
5.919 |
+0.027 |
6,595 |
37,639 |
+116 |
Feb11 |
100305 |
5.882 |
5.885 |
5.859 |
5.884 |
+0.028 |
758 |
11,922 |
+444 |
Mar11 |
100305 |
5.747 |
5.765 |
5.720 |
5.752 |
+0.029 |
2,031 |
27,290 |
-473 |
Apr11 |
100305 |
5.400 |
5.420 |
5.390 |
5.412 |
+0.029 |
1,491 |
24,778 |
+145 |
May11 |
100305 |
5.371 |
5.405 |
5.371 |
5.402 |
+0.034 |
147 |
11,578 |
-3 |
Jun11 |
100305 |
5.405 |
5.452 |
5.405 |
5.444 |
+0.033 |
138 |
5,958 |
+80 |
Jul11 |
100305 |
5.481 |
5.520 |
5.470 |
5.504 |
+0.033 |
72 |
4,342 |
+30 |
Total Volume and Open Interest |
146,181 |
824,086 |
+3,786 |
Brent Crude Oil(ICE) |
Apr10 |
100305 |
78.93 |
80.53 |
78.80 |
79.89 |
+1.35 |
165,269 |
138,839 |
-12,046 |
May10 |
100305 |
79.28 |
80.81 |
79.18 |
80.17 |
+1.28 |
124,336 |
193,693 |
-6,731 |
Jun10 |
100305 |
79.84 |
81.25 |
79.67 |
80.61 |
+1.24 |
56,942 |
129,313 |
+2,532 |
Jul10 |
100305 |
80.33 |
81.64 |
80.17 |
81.07 |
+1.22 |
16,285 |
51,606 |
+748 |
Aug10 |
100305 |
80.74 |
82.04 |
80.63 |
81.51 |
+1.24 |
7,604 |
29,316 |
+500 |
Sep10 |
100305 |
81.11 |
82.42 |
81.02 |
81.91 |
+1.26 |
4,313 |
18,656 |
-742 |
Oct10 |
100305 |
81.48 |
82.76 |
81.40 |
82.29 |
+1.27 |
3,436 |
19,299 |
-55 |
Nov10 |
100305 |
81.75 |
83.07 |
81.75 |
82.63 |
+1.26 |
2,632 |
14,899 |
-127 |
Dec10 |
100305 |
82.17 |
83.43 |
82.08 |
82.97 |
+1.25 |
14,514 |
86,005 |
+759 |
Jan11 |
100305 |
83.27 |
83.27 |
83.27 |
83.27 |
+1.24 |
1,397 |
11,930 |
-333 |
Feb11 |
100305 |
83.55 |
83.55 |
83.55 |
83.55 |
+1.22 |
1,083 |
6,769 |
+106 |
Mar11 |
100305 |
83.83 |
83.83 |
83.83 |
83.83 |
+1.21 |
982 |
6,819 |
+390 |
Apr11 |
100305 |
84.10 |
84.10 |
84.10 |
84.10 |
+1.22 |
75 |
2,816 |
+25 |
May11 |
100305 |
84.35 |
84.35 |
84.35 |
84.35 |
+1.23 |
0 |
2,820 |
+0 |
Total Volume and Open Interest |
406,086 |
824,760 |
-15,632 |
Gas Oil(ICE) |
Mar10 |
100305 |
642.00 |
653.25 |
641.25 |
651.50 |
+9.50 |
39,533 |
84,260 |
-9,843 |
Apr10 |
100305 |
645.50 |
656.75 |
644.75 |
655.25 |
+10.00 |
78,780 |
115,159 |
-1,082 |
May10 |
100305 |
650.00 |
661.25 |
649.50 |
660.00 |
+10.50 |
39,456 |
72,783 |
-5,395 |
Jun10 |
100305 |
656.25 |
666.25 |
654.50 |
665.00 |
+10.50 |
26,378 |
55,041 |
+61 |
Jul10 |
100305 |
660.25 |
671.00 |
660.00 |
670.50 |
+10.75 |
6,746 |
32,105 |
+40 |
Aug10 |
100305 |
666.75 |
676.50 |
666.00 |
675.75 |
+10.75 |
5,227 |
24,937 |
+780 |
Sep10 |
100305 |
672.00 |
681.25 |
671.50 |
681.00 |
+10.75 |
3,031 |
25,981 |
+125 |
Oct10 |
100305 |
677.00 |
686.00 |
676.75 |
686.00 |
+10.75 |
1,448 |
18,444 |
+246 |
Nov10 |
100305 |
681.00 |
690.25 |
681.00 |
690.25 |
+11.00 |
988 |
15,618 |
-39 |
Dec10 |
100305 |
685.50 |
695.50 |
684.25 |
694.25 |
+11.00 |
7,789 |
71,591 |
+494 |
Total Volume and Open Interest |
212,196 |
596,929 |
-14,956 |
Ethanol(CBOT) |
Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
Apr10 |
100305 |
1.625 |
1.625 |
1.610 |
1.615 |
+0.011 |
108 |
1,148 |
+46 |
May10 |
100305 |
1.635 |
1.640 |
1.625 |
1.629 |
+0.007 |
58 |
812 |
+13 |
Jun10 |
100305 |
1.652 |
1.658 |
1.639 |
1.644 |
+0.013 |
33 |
888 |
+21 |
Jul10 |
100305 |
1.667 |
1.670 |
1.646 |
1.648 |
+0.009 |
46 |
1,143 |
+31 |
Aug10 |
100305 |
1.660 |
1.660 |
1.650 |
1.654 |
+0.010 |
197 |
675 |
-120 |
Sep10 |
100305 |
1.659 |
1.659 |
1.659 |
1.659 |
+0.010 |
192 |
658 |
-109 |
Oct10 |
100305 |
1.663 |
1.663 |
1.659 |
1.661 |
+0.011 |
213 |
636 |
-99 |
Total Volume and Open Interest |
1,433 |
7,870 |
-588 |
US Dollar Index(ICE) |
Mar10 |
100305 |
80.580 |
80.920 |
80.430 |
80.460 |
-0.125 |
27,859 |
48,934 |
-1,679 |
Jun10 |
100305 |
80.885 |
81.200 |
80.705 |
80.740 |
-0.140 |
1,136 |
5,460 |
+380 |
Sep10 |
100305 |
81.010 |
81.010 |
81.010 |
81.010 |
-0.145 |
0 |
8 |
+0 |
Total Volume and Open Interest |
28,995 |
54,403 |
-1,299 |
Australian Dollar(CME) |
Mar10 |
100305 |
89.82 |
90.86 |
89.77 |
90.71 |
+0.76 |
88,449 |
109,104 |
+83 |
Jun10 |
100305 |
88.92 |
89.96 |
88.92 |
89.81 |
+0.75 |
4,660 |
10,197 |
+2,604 |
Sep10 |
100305 |
88.88 |
88.88 |
88.13 |
88.88 |
+0.75 |
0 |
42 |
+0 |
Total Volume and Open Interest |
93,110 |
119,354 |
+2,687 |
British Pound(CME) |
Mar10 |
100305 |
150.26 |
151.67 |
149.92 |
151.57 |
+1.28 |
159,277 |
125,561 |
+1,211 |
Jun10 |
100305 |
150.20 |
151.58 |
149.83 |
151.48 |
+1.28 |
6,224 |
7,283 |
+2,616 |
Sep10 |
100305 |
151.41 |
151.41 |
149.98 |
151.41 |
+1.29 |
0 |
81 |
+0 |
Total Volume and Open Interest |
165,501 |
132,950 |
+3,827 |
Canadian Dollar(CME) |
Mar10 |
100305 |
96.96 |
97.46 |
96.78 |
97.13 |
+0.12 |
85,112 |
103,204 |
+4,730 |
Jun10 |
100305 |
96.99 |
97.45 |
96.79 |
97.12 |
+0.12 |
5,127 |
12,017 |
+2,914 |
Sep10 |
100305 |
96.80 |
97.37 |
96.74 |
97.07 |
+0.13 |
35 |
914 |
+13 |
Dec10 |
100305 |
96.82 |
97.04 |
96.74 |
96.96 |
+0.14 |
4 |
905 |
+2 |
Total Volume and Open Interest |
90,278 |
117,176 |
+7,659 |
Japanese Yen(CME) |
Mar10 |
100305 |
112.22 |
112.24 |
110.38 |
110.68 |
-1.56 |
110,262 |
130,515 |
+1,549 |
Jun10 |
100305 |
112.21 |
112.25 |
110.45 |
110.74 |
-1.55 |
4,061 |
5,546 |
+1,146 |
Sep10 |
100305 |
111.00 |
112.36 |
110.76 |
110.82 |
-1.54 |
1 |
206 |
+1 |
Total Volume and Open Interest |
114,324 |
136,296 |
+2,696 |
Swiss Franc(CME) |
Mar10 |
100305 |
92.82 |
93.16 |
92.50 |
93.10 |
+0.28 |
54,938 |
39,915 |
-1,599 |
Jun10 |
100305 |
92.96 |
93.21 |
92.58 |
93.16 |
+0.28 |
674 |
855 |
+232 |
Sep10 |
100305 |
93.22 |
93.22 |
92.94 |
93.22 |
+0.28 |
1 |
4 |
-1 |
Total Volume and Open Interest |
55,613 |
40,779 |
-1,368 |
EuroFX(CME) |
Mar10 |
100305 |
135.81 |
136.30 |
135.30 |
136.23 |
+0.46 |
367,057 |
198,445 |
-1,411 |
Jun10 |
100305 |
135.74 |
136.29 |
135.29 |
136.21 |
+0.46 |
8,246 |
19,530 |
+1,621 |
Sep10 |
100305 |
136.17 |
136.17 |
135.48 |
136.17 |
+0.46 |
393 |
1,270 |
+312 |
Total Volume and Open Interest |
375,696 |
219,325 |
+522 |
Mexican Peso(CME) |
Mar10 |
100305 |
786.5 |
792.0 |
785.2 |
790.5 |
+3.2 |
14,001 |
115,037 |
+166 |
Apr10 |
100305 |
788.0 |
788.0 |
784.8 |
788.0 |
+3.2 |
0 |
8 |
+0 |
Total Volume and Open Interest |
16,356 |
120,807 |
+2,167 |
30-Year T-Bonds(CBOT) |
Mar10 |
100305 |
119~100 |
119~120 |
118~000 |
118~060 |
-1~030 |
|
|
|
Jun10 |
100305 |
117~270 |
117~290 |
116~160 |
116~220 |
-1~040 |
214,524 |
621,323 |
-2,613 |
Sep10 |
100305 |
115~130 |
116~170 |
115~130 |
115~130 |
-1~040 |
0 |
94 |
+0 |
Total Volume and Open Interest |
232,196 |
671,414 |
-8,609 |
10-Year T-Notes(CBOT) |
Mar10 |
100305 |
118~315 |
119~025 |
118~090 |
118~160 |
-0~150 |
61,013 |
80,915 |
-14,441 |
Jun10 |
100305 |
117~165 |
117~200 |
116~255 |
117~015 |
-0~150 |
728,666 |
1,296,544 |
+682 |
Sep10 |
100305 |
115~150 |
116~020 |
115~150 |
115~190 |
-0~150 |
2 |
32 |
+2 |
Total Volume and Open Interest |
789,681 |
1,377,492 |
-13,757 |
5-Year T-Notes(CBOT) |
Mar10 |
100305 |
117~004 |
117~012 |
116~077 |
116~094 |
+58~028 |
|
|
|
Jun10 |
100305 |
115~120 |
115~127 |
115~060 |
115~080 |
-0~038 |
366,359 |
944,896 |
+14,711 |
Sep10 |
100305 |
114~066 |
114~104 |
114~066 |
114~066 |
-0~038 |
|
|
|
Total Volume and Open Interest |
393,537 |
1,005,518 |
+1,473 |
2 Year T-Notes(CBOT) |
Mar10 |
100305 |
54~068 |
54~068 |
54~068 |
54~068 |
-0~004 |
|
|
|
Jun10 |
100305 |
108~083 |
108~087 |
108~061 |
108~072 |
-0~009 |
194,821 |
850,488 |
+12,185 |
Sep10 |
100305 |
107~124 |
108~005 |
107~124 |
107~124 |
-0~009 |
0 |
1 |
+0 |
Total Volume and Open Interest |
216,571 |
920,430 |
+1,443 |
Eurodollars(CME) |
Mar10 |
100305 |
99.735 |
99.738 |
99.728 |
99.735 |
unch |
97,887 |
1,152,817 |
+5,340 |
Jun10 |
100305 |
99.635 |
99.645 |
99.610 |
99.625 |
-0.015 |
137,657 |
1,167,787 |
-405 |
Sep10 |
100305 |
99.450 |
99.470 |
99.400 |
99.425 |
-0.020 |
206,990 |
1,109,426 |
+7,779 |
Dec10 |
100305 |
99.155 |
99.180 |
99.085 |
99.125 |
-0.025 |
244,616 |
1,045,188 |
+23,114 |
Mar11 |
100305 |
98.830 |
98.845 |
98.725 |
98.780 |
-0.040 |
297,348 |
694,797 |
+10,346 |
Jun11 |
100305 |
98.480 |
98.490 |
98.360 |
98.420 |
-0.050 |
221,471 |
755,532 |
-14,541 |
Sep11 |
100305 |
98.140 |
98.145 |
98.010 |
98.075 |
-0.055 |
170,793 |
598,422 |
-2,328 |
Dec11 |
100305 |
97.815 |
97.820 |
97.680 |
97.745 |
-0.060 |
133,965 |
377,625 |
-2,261 |
Mar12 |
100305 |
97.520 |
97.530 |
97.400 |
97.455 |
-0.065 |
76,564 |
309,473 |
+7,895 |
Jun12 |
100305 |
97.240 |
97.245 |
97.120 |
97.175 |
-0.060 |
59,428 |
215,428 |
+7,164 |
Sep12 |
100305 |
96.985 |
96.990 |
96.865 |
96.920 |
-0.060 |
40,040 |
127,145 |
+3,534 |
Dec12 |
100305 |
96.730 |
96.735 |
96.610 |
96.665 |
-0.060 |
40,035 |
121,202 |
+5,873 |
Mar13 |
100305 |
96.520 |
96.530 |
96.405 |
96.455 |
-0.065 |
13,324 |
80,067 |
+706 |
Jun13 |
100305 |
96.320 |
96.330 |
96.205 |
96.250 |
-0.070 |
8,672 |
63,515 |
+924 |
Sep13 |
100305 |
96.135 |
96.145 |
96.015 |
96.060 |
-0.075 |
7,856 |
54,836 |
+966 |
Dec13 |
100305 |
95.945 |
95.960 |
95.825 |
95.870 |
-0.075 |
9,036 |
32,982 |
+1,469 |
Mar14 |
100305 |
95.800 |
95.810 |
95.675 |
95.715 |
-0.080 |
4,186 |
36,696 |
+176 |
Jun14 |
100305 |
95.645 |
95.660 |
95.525 |
95.560 |
-0.085 |
3,762 |
31,662 |
+415 |
Total Volume and Open Interest |
1,795,195 |
8,124,545 |
+60,123 |
30 Day Federal Funds(CBOT) |
Mar10 |
100305 |
99.840 |
99.845 |
99.827 |
99.835 |
-0.010 |
19,997 |
80,425 |
+2,076 |
Apr10 |
100305 |
99.830 |
99.835 |
99.815 |
99.820 |
-0.015 |
15,846 |
90,134 |
+1,724 |
May10 |
100305 |
99.815 |
99.820 |
99.800 |
99.810 |
-0.010 |
11,438 |
81,602 |
+4,680 |
Jun10 |
100305 |
99.805 |
99.805 |
99.785 |
99.795 |
-0.010 |
6,832 |
73,831 |
+803 |
Jul10 |
100305 |
99.780 |
99.780 |
99.755 |
99.765 |
-0.015 |
8,588 |
73,594 |
+2,858 |
Aug10 |
100305 |
99.750 |
99.755 |
99.725 |
99.730 |
-0.025 |
6,212 |
57,234 |
-1,172 |
Total Volume and Open Interest |
84,427 |
629,498 |
+10,720 |
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 |
100305 |
99.565 |
99.565 |
99.565 |
99.565 |
+0.005 |
0 |
1,832 |
+0 |
Jun10 |
100305 |
99.605 |
99.605 |
99.605 |
99.605 |
+0.005 |
0 |
480 |
+0 |
Sep10 |
100305 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.030 |
0 |
230 |
+0 |
Dec10 |
100305 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.015 |
0 |
242 |
+0 |
Mar11 |
100305 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.010 |
|
|
|
Jun11 |
100305 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Sep11 |
100305 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
Dec11 |
100305 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
Mar12 |
100305 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
Jun12 |
100305 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Total Volume and Open Interest |
0 |
2,784 |
+0 |
3-Mth Euro-Yen(SGX) |
Mar10 |
100305 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
203 |
5,018 |
+4 |
Jun10 |
100305 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
2,469 |
+850 |
Sep10 |
100305 |
99.64 |
99.64 |
99.61 |
99.61 |
unch |
0 |
2,631 |
+100 |
Dec10 |
100305 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,380 |
+0 |
Mar11 |
100305 |
99.63 |
99.63 |
99.61 |
99.61 |
unch |
100 |
940 |
+150 |
Jun11 |
100305 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
56 |
+0 |
Sep11 |
100305 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
51 |
+0 |
Dec11 |
100305 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
102 |
+0 |
Total Volume and Open Interest |
303 |
14,018 |
+1,000 |
Japanese Gov't Bonds(SGX) |
Mar10 |
100305 |
139.96 |
140.26 |
139.90 |
140.21 |
+0.26 |
1,762 |
15,607 |
-832 |
Jun10 |
100305 |
139.13 |
139.42 |
139.07 |
139.32 |
+0.22 |
1,494 |
4,386 |
+1,107 |
Sep10 |
100305 |
139.32 |
139.32 |
139.32 |
139.32 |
+0.22 |
|
|
|
Total Volume and Open Interest |
3,256 |
19,993 |
-101 |
Euro-Bund(EUREX) |
Mar10 |
100305 |
124.27 |
124.38 |
123.93 |
124.01 |
-0.28 |
1,156,633 |
554,936 |
-167,475 |
Jun10 |
100305 |
122.80 |
122.90 |
122.44 |
122.52 |
-0.28 |
555,188 |
569,298 |
+252,639 |
Sep10 |
100305 |
122.11 |
122.11 |
122.11 |
122.11 |
-0.28 |
50 |
0 |
+0 |
Total Volume and Open Interest |
1,711,871 |
1,124,234 |
+85,164 |
Euro-Bobl(EUREX) |
Mar10 |
100305 |
118.32 |
118.40 |
118.05 |
118.18 |
+0.72 |
560,261 |
757,387 |
-40,694 |
Jun10 |
100305 |
116.84 |
116.90 |
116.56 |
116.64 |
-0.17 |
580,201 |
504,775 |
+238,930 |
Sep10 |
100305 |
116.42 |
116.42 |
116.42 |
116.42 |
-0.17 |
140 |
0 |
+0 |
Total Volume and Open Interest |
1,571,134 |
940,530 |
+54,362 |
3-Mth Euribor(EUREX) |
Mar10 |
100305 |
99.350 |
99.350 |
99.345 |
99.345 |
-0.005 |
470 |
9,821 |
-671 |
Jun10 |
100305 |
99.240 |
99.250 |
99.220 |
99.220 |
-0.015 |
72 |
6,710 |
-56 |
Sep10 |
100305 |
99.040 |
99.040 |
99.010 |
99.010 |
-0.020 |
35 |
2,306 |
-191 |
Total Volume and Open Interest |
753 |
22,726 |
-1,022 |
Long Gilt(LIFFE) |
Mar10 |
100225 |
115~18 |
115~28 |
115~11 |
115~23 |
+0~13 |
301,509 |
139,236 |
-76,552 |
Jun10 |
100305 |
114~28 |
114~32 |
114~05 |
114~08 |
-0~15 |
79,564 |
279,374 |
-3,251 |
Total Volume and Open Interest |
87,385 |
317,246 |
-4,892 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100305 |
99.34 |
99.35 |
99.33 |
99.34 |
unch |
10,269 |
315,101 |
+1,432 |
Jun10 |
100305 |
99.24 |
99.26 |
99.22 |
99.25 |
+0.01 |
37,163 |
378,955 |
+1,778 |
Sep10 |
100305 |
99.06 |
99.08 |
99.03 |
99.05 |
-0.01 |
61,650 |
360,441 |
+1,820 |
Dec10 |
100305 |
98.76 |
98.78 |
98.69 |
98.71 |
-0.03 |
116,428 |
388,584 |
+20,527 |
Mar11 |
100305 |
98.38 |
98.42 |
98.31 |
98.33 |
-0.05 |
100,581 |
338,123 |
+4,813 |
Jun11 |
100305 |
98.01 |
98.04 |
97.93 |
97.94 |
-0.05 |
93,307 |
210,363 |
-10,852 |
Total Volume and Open Interest |
600,764 |
2,423,555 |
+18,663 |
3-Mth Euribor(LIFFE) |
Mar10 |
100305 |
99.345 |
99.350 |
99.345 |
99.345 |
-0.005 |
49,771 |
702,233 |
-5,583 |
Jun10 |
100305 |
99.230 |
99.255 |
99.215 |
99.220 |
-0.015 |
196,658 |
694,654 |
+623 |
Sep10 |
100305 |
99.035 |
99.065 |
98.995 |
99.010 |
-0.020 |
203,594 |
728,263 |
+6,299 |
Total Volume and Open Interest |
1,105,317 |
4,007,696 |
+47,370 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100305 |
95.72 |
95.74 |
95.71 |
95.74 |
+0.02 |
26,603 |
102,196 |
-38,735 |
Jun10 |
100305 |
95.44 |
95.46 |
95.42 |
95.44 |
unch |
29,383 |
242,231 |
-13,827 |
Sep10 |
100305 |
95.15 |
95.17 |
95.12 |
95.14 |
-0.01 |
10,587 |
131,903 |
-507 |
Dec10 |
100305 |
94.92 |
94.93 |
94.89 |
94.91 |
-0.01 |
8,414 |
91,570 |
+1,802 |
Mar11 |
100305 |
94.78 |
94.78 |
94.73 |
94.75 |
-0.02 |
2,555 |
39,443 |
+1,117 |
Jun11 |
100305 |
94.67 |
94.67 |
94.62 |
94.64 |
-0.01 |
1,494 |
38,336 |
-212 |
Sep11 |
100305 |
94.54 |
94.56 |
94.53 |
94.55 |
-0.01 |
195 |
16,792 |
-276 |
Dec11 |
100305 |
94.48 |
94.50 |
94.47 |
94.47 |
-0.02 |
343 |
9,205 |
+62 |
Mar12 |
100305 |
94.43 |
94.43 |
94.41 |
94.42 |
-0.01 |
0 |
2,553 |
+0 |
Jun12 |
100305 |
94.37 |
94.37 |
94.37 |
94.37 |
-0.02 |
0 |
1,719 |
+0 |
Total Volume and Open Interest |
79,574 |
677,738 |
-50,576 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100305 |
94.56 |
94.57 |
94.52 |
94.54 |
-0.02 |
23,373 |
402,232 |
-4,841 |
Jun10 |
100305 |
94.49 |
94.52 |
94.49 |
94.49 |
-0.02 |
1,613 |
1,613 |
+1,601 |
Total Volume and Open Interest |
24,986 |
403,845 |
-3,240 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100305 |
95.19 |
95.20 |
95.15 |
95.16 |
-0.02 |
87,255 |
835,284 |
-14,642 |
Jun10 |
100305 |
95.02 |
95.02 |
95.00 |
95.00 |
-0.02 |
161 |
14,800 |
+101 |
Total Volume and Open Interest |
87,416 |
850,084 |
-14,541 |
Gold(CMX) |
Apr10 |
100305 |
1132.9 |
1141.2 |
1127.5 |
1135.2 |
+2.1 |
159,134 |
275,912 |
-1,753 |
Jun10 |
100305 |
1134.2 |
1142.3 |
1129.0 |
1136.5 |
+2.1 |
11,412 |
76,085 |
+3,648 |
Aug10 |
100305 |
1133.7 |
1143.2 |
1130.7 |
1137.8 |
+2.3 |
1,200 |
24,669 |
+523 |
Oct10 |
100305 |
1136.5 |
1143.5 |
1132.4 |
1139.0 |
+2.4 |
4,723 |
14,757 |
+2,134 |
Dec10 |
100305 |
1135.9 |
1145.4 |
1133.3 |
1140.3 |
+2.5 |
1,746 |
36,927 |
-268 |
Feb11 |
100305 |
1142.1 |
1142.1 |
1142.1 |
1142.1 |
+2.7 |
202 |
7,976 |
+26 |
Apr11 |
100305 |
1140.7 |
1144.3 |
1140.7 |
1144.3 |
+2.9 |
301 |
4,306 |
+301 |
Jun11 |
100305 |
491.5 |
491.5 |
491.5 |
491.5 |
+3.1 |
150 |
7,580 |
+75 |
Aug11 |
100305 |
1149.8 |
1149.8 |
1149.8 |
1149.8 |
+3.3 |
0 |
3,682 |
+0 |
Oct11 |
100305 |
1153.2 |
1153.2 |
1153.2 |
1153.2 |
+3.4 |
0 |
3,644 |
+0 |
Dec11 |
100305 |
1150.0 |
1160.7 |
1150.0 |
1157.0 |
+3.5 |
214 |
12,348 |
+120 |
Total Volume and Open Interest |
179,413 |
487,651 |
+4,865 |
Silver(CMX) |
Mar10 |
100305 |
1714.0 |
1747.5 |
1713.0 |
1736.2 |
+20.6 |
852 |
634 |
-132 |
May10 |
100305 |
1713.5 |
1751.5 |
1713.5 |
1738.2 |
+20.6 |
31,912 |
63,315 |
+92 |
Jul10 |
100305 |
1725.0 |
1752.5 |
1725.0 |
1740.7 |
+20.6 |
3,543 |
13,781 |
+68 |
Sep10 |
100305 |
1735.0 |
1747.5 |
1726.0 |
1742.9 |
+20.8 |
38 |
2,808 |
-4 |
Dec10 |
100305 |
1723.5 |
1755.5 |
1723.5 |
1745.9 |
+20.9 |
3,855 |
13,125 |
+47 |
Mar11 |
100305 |
1742.5 |
1749.1 |
1742.5 |
1749.1 |
+21.2 |
2,032 |
3,095 |
+1,964 |
May11 |
100305 |
1751.1 |
1751.1 |
1751.1 |
1751.1 |
+21.4 |
3 |
1,727 |
-3 |
Total Volume and Open Interest |
43,435 |
109,918 |
+1,670 |
Platinum(NYMEX) |
Apr10 |
100305 |
1583.0 |
1587.5 |
1568.5 |
1579.1 |
-4.5 |
3,430 |
31,279 |
-60 |
Jul10 |
100305 |
1582.5 |
1587.4 |
1579.0 |
1583.5 |
-4.3 |
221 |
3,512 |
+168 |
Oct10 |
100305 |
1583.1 |
1584.6 |
1581.4 |
1584.6 |
-4.3 |
15 |
209 |
+5 |
Jan11 |
100305 |
1579.6 |
1579.6 |
1579.6 |
1579.6 |
-4.3 |
4 |
206 |
-1 |
Total Volume and Open Interest |
3,670 |
35,208 |
+112 |
Palladium(NYMEX) |
Mar10 |
100305 |
466.05 |
476.95 |
465.25 |
475.40 |
+13.65 |
45 |
80 |
-116 |
Jun10 |
100305 |
462.50 |
480.00 |
460.05 |
476.70 |
+13.50 |
1,906 |
20,968 |
-89 |
Sep10 |
100305 |
470.50 |
477.65 |
470.50 |
477.65 |
+13.75 |
15 |
323 |
+11 |
Total Volume and Open Interest |
1,967 |
21,403 |
-194 |
Copper(CMX) |
Mar10 |
100305 |
337.00 |
344.00 |
335.80 |
340.25 |
+4.20 |
969 |
3,804 |
-453 |
May10 |
100305 |
337.55 |
345.85 |
336.55 |
341.75 |
+4.20 |
40,084 |
85,531 |
+822 |
Jul10 |
100305 |
340.00 |
347.10 |
338.50 |
343.15 |
+4.20 |
3,013 |
20,020 |
+866 |
Sep10 |
100305 |
339.30 |
347.05 |
339.30 |
343.95 |
+4.30 |
1,066 |
7,444 |
-37 |
Dec10 |
100305 |
341.45 |
346.80 |
341.45 |
344.35 |
+4.30 |
632 |
5,734 |
+228 |
Total Volume and Open Interest |
46,385 |
127,443 |
+1,565 |
DJIA Index(CBOT) |
Mar10 |
100305 |
10432 |
10560 |
10432 |
10545 |
+114 |
528 |
13,704 |
-169 |
Jun10 |
100305 |
10440 |
10490 |
10373 |
10483 |
+115 |
2 |
39 |
+0 |
Sep10 |
100305 |
10425 |
10425 |
10311 |
10425 |
+114 |
|
|
|
Dec10 |
100305 |
10375 |
10375 |
10261 |
10375 |
+114 |
|
|
|
Total Volume and Open Interest |
530 |
13,743 |
-169 |
S & P 500(CME) |
Mar10 |
100305 |
1121.90 |
1138.70 |
1121.80 |
1136.50 |
+14.20 |
15,171 |
366,791 |
-1,196 |
Jun10 |
100305 |
1124.70 |
1133.80 |
1122.00 |
1131.80 |
+14.20 |
4,025 |
26,797 |
+3,181 |
Sep10 |
100305 |
1126.80 |
1128.50 |
1118.50 |
1126.80 |
+14.30 |
0 |
2,069 |
+0 |
Dec10 |
100305 |
1122.00 |
1123.70 |
1118.50 |
1122.00 |
+14.30 |
0 |
2,951 |
+0 |
Total Volume and Open Interest |
19,196 |
398,629 |
+1,985 |
S & P 500 E-Mini(Globex) |
Mar10 |
100305 |
1122.00 |
1138.75 |
1121.50 |
1136.50 |
+14.25 |
1,583,814 |
2,800,091 |
+24,580 |
Jun10 |
100305 |
1117.75 |
1134.25 |
1117.00 |
1131.75 |
+14.25 |
30,669 |
116,654 |
+23,078 |
Total Volume and Open Interest |
1,614,616 |
2,918,433 |
+47,770 |
NASDAQ 100(CME) |
Mar10 |
100305 |
1858.00 |
1890.00 |
1858.00 |
1885.50 |
+25.70 |
1,044 |
26,679 |
-692 |
Jun10 |
100305 |
1873.00 |
1885.50 |
1873.00 |
1882.80 |
+25.80 |
0 |
752 |
+0 |
Sep10 |
100305 |
1881.80 |
1881.80 |
1881.00 |
1881.80 |
+25.80 |
|
|
|
Total Volume and Open Interest |
1,044 |
27,431 |
-692 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100305 |
1858.80 |
1889.50 |
1857.00 |
1885.50 |
+25.70 |
216,095 |
400,399 |
+3,748 |
Jun10 |
100305 |
1857.30 |
1886.80 |
1855.30 |
1882.80 |
+25.80 |
1,489 |
8,387 |
+623 |
Total Volume and Open Interest |
217,584 |
408,797 |
+4,371 |
S & P Midcap 400(CME) |
Mar10 |
100305 |
762.00 |
771.00 |
761.50 |
768.30 |
+10.00 |
8 |
2,570 |
+0 |
Jun10 |
100305 |
765.90 |
765.90 |
765.90 |
765.90 |
+10.10 |
|
|
|
Sep10 |
100305 |
763.90 |
763.90 |
763.90 |
763.90 |
+10.10 |
|
|
|
Total Volume and Open Interest |
8 |
2,570 |
+0 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100304 |
10230 |
10230 |
10195 |
10230 |
-20 |
|
|
|
Jun10 |
100305 |
10375 |
10560 |
10365 |
10550 |
+315 |
165 |
369 |
+157 |
Total Volume and Open Interest |
6,999 |
39,804 |
-890 |
Nikkei 225(SGX) |
Mar10 |
100305 |
10120 |
10385 |
10110 |
10375 |
+235 |
96,790 |
186,320 |
-6,131 |
Jun10 |
100305 |
10055 |
10320 |
10055 |
10315 |
+235 |
785 |
11,546 |
+7,409 |
Sep10 |
100305 |
10320 |
10320 |
10320 |
10320 |
+235 |
0 |
55 |
+0 |
Total Volume and Open Interest |
97,615 |
199,637 |
+1,663 |
CAC 40(EURONEXT) |
Mar10 |
100305 |
3838.0 |
3915.0 |
3838.0 |
3910.0 |
+83.0 |
109,113 |
364,741 |
+2,858 |
Apr10 |
100305 |
3848.5 |
3911.0 |
3841.0 |
3911.0 |
+83.0 |
29 |
712 |
+12 |
May10 |
100305 |
3836.0 |
3836.0 |
3836.0 |
3836.0 |
+83.0 |
|
|
|
Total Volume and Open Interest |
109,346 |
368,824 |
+3,024 |
Hang Seng Index(HKFE) |
Mar10 |
100305 |
20840 |
20866 |
20617 |
20725 |
+109 |
60,471 |
72,064 |
+558 |
Apr10 |
100305 |
20792 |
20820 |
20582 |
20680 |
+106 |
1,566 |
1,603 |
+246 |
Total Volume and Open Interest |
62,835 |
75,919 |
+930 |
DAX(EUREX) |
Mar10 |
100305 |
5815.0 |
5895.0 |
5808.5 |
5878.0 |
+81.0 |
133,826 |
156,015 |
+3,588 |
Jun10 |
100305 |
5825.0 |
5902.0 |
5817.0 |
5886.0 |
+81.0 |
392 |
11,896 |
+54 |
Sep10 |
100305 |
5835.0 |
5909.5 |
5827.0 |
5893.0 |
+81.0 |
37 |
1,974 |
+36 |
Total Volume and Open Interest |
134,255 |
169,885 |
+3,678 |
FT-SE 100(EURONEXT) |
Mar10 |
100305 |
5538.50 |
5612.00 |
5526.50 |
5587.00 |
+76.00 |
123,219 |
668,548 |
+987 |
Jun10 |
100305 |
5486.00 |
5558.50 |
5484.00 |
5536.00 |
+75.50 |
2,387 |
9,243 |
+1,848 |
Sep10 |
100305 |
5452.00 |
5520.00 |
5449.50 |
5497.50 |
+73.50 |
81 |
331 |
-33 |
Total Volume and Open Interest |
125,852 |
679,421 |
+2,967 |
SPI 200(SFE) |
Mar10 |
100305 |
4745.0 |
4787.0 |
4736.0 |
4775.0 |
+27.0 |
31,012 |
205,746 |
-2,593 |
Jun10 |
100305 |
4760.0 |
4798.0 |
4758.0 |
4794.0 |
+27.0 |
171 |
3,503 |
+157 |
Sep10 |
100305 |
4771.0 |
4774.0 |
4771.0 |
4774.0 |
+27.0 |
0 |
1,970 |
+0 |
Total Volume and Open Interest |
31,183 |
212,800 |
-2,436 |
GSCI(CME) |
Mar10 |
100305 |
525.00 |
529.00 |
525.00 |
527.00 |
+6.10 |
531 |
15,685 |
+109 |
Apr10 |
100305 |
528.20 |
531.00 |
524.15 |
530.35 |
+6.15 |
103 |
230 |
+76 |
May10 |
100305 |
531.20 |
533.00 |
525.45 |
531.20 |
+5.70 |
|
|
|
Total Volume and Open Interest |
634 |
15,915 |
+185 |
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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