|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon March 08, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100308 |
938.00 |
944.75 |
932.00 |
940.50 |
+5.75 |
6,843 |
2,744 |
-1,300 |
| May10 |
100308 |
944.50 |
952.75 |
938.75 |
948.00 |
+5.25 |
88,892 |
194,680 |
+4,155 |
| Jul10 |
100308 |
951.75 |
960.50 |
947.25 |
956.00 |
+5.50 |
36,488 |
96,373 |
-7 |
| Aug10 |
100308 |
947.50 |
956.25 |
945.00 |
953.25 |
+5.50 |
2,176 |
5,280 |
+286 |
| Sep10 |
100308 |
937.50 |
942.50 |
935.00 |
941.00 |
+6.00 |
1,652 |
3,972 |
+462 |
| Nov10 |
100308 |
926.00 |
933.00 |
922.50 |
931.00 |
+6.00 |
18,045 |
108,117 |
-968 |
| Jan11 |
100308 |
933.75 |
941.00 |
933.75 |
940.00 |
+6.25 |
132 |
6,176 |
+13 |
| Total Volume and Open Interest |
154,475 |
427,828 |
+2,700 |
| Soybean Meal(CBOT) |
| Mar10 |
100308 |
258.00 |
261.90 |
258.00 |
259.50 |
+1.60 |
3,273 |
2,842 |
-1,217 |
| May10 |
100308 |
258.20 |
260.90 |
257.30 |
258.70 |
+1.00 |
46,305 |
96,696 |
+4,234 |
| Jul10 |
100308 |
259.00 |
261.10 |
258.40 |
259.30 |
+0.70 |
18,363 |
37,235 |
-873 |
| Aug10 |
100308 |
257.70 |
259.60 |
257.60 |
258.30 |
+0.70 |
4,280 |
13,365 |
+822 |
| Sep10 |
100308 |
256.30 |
258.00 |
255.80 |
256.50 |
+0.70 |
2,400 |
10,479 |
+395 |
| Oct10 |
100308 |
249.70 |
251.00 |
248.50 |
249.50 |
+0.60 |
1,397 |
7,174 |
+335 |
| Dec10 |
100308 |
248.80 |
250.50 |
247.20 |
249.30 |
+0.60 |
8,272 |
27,115 |
+1,269 |
| Jan11 |
100308 |
250.40 |
251.10 |
249.70 |
250.30 |
+0.60 |
298 |
2,233 |
+171 |
| Total Volume and Open Interest |
84,893 |
201,158 |
+5,314 |
| Soybean Oil(CBOT) |
| Mar10 |
100308 |
39.66 |
40.23 |
39.66 |
39.95 |
+0.23 |
2,115 |
2,171 |
-1,153 |
| May10 |
100308 |
40.04 |
40.56 |
39.82 |
40.28 |
+0.23 |
36,112 |
133,375 |
-1,795 |
| Jul10 |
100308 |
40.49 |
41.00 |
40.28 |
40.71 |
+0.23 |
15,587 |
78,378 |
-1,460 |
| Aug10 |
100308 |
41.03 |
41.10 |
40.75 |
40.89 |
+0.23 |
647 |
10,987 |
+49 |
| Sep10 |
100308 |
40.99 |
41.23 |
40.85 |
41.02 |
+0.25 |
773 |
7,399 |
+38 |
| Oct10 |
100308 |
41.22 |
41.35 |
40.86 |
41.13 |
+0.27 |
788 |
5,939 |
+333 |
| Dec10 |
100308 |
41.03 |
41.64 |
41.03 |
41.40 |
+0.28 |
6,790 |
37,286 |
+752 |
| Jan11 |
100308 |
41.53 |
41.78 |
41.46 |
41.63 |
+0.28 |
95 |
1,482 |
+62 |
| Total Volume and Open Interest |
63,161 |
278,904 |
-2,984 |
| Canola(WCE) |
| Mar10 |
100308 |
385.6 |
385.7 |
385.6 |
385.6 |
+2.2 |
100 |
55 |
-100 |
| May10 |
100308 |
380.6 |
385.0 |
380.6 |
384.6 |
+2.2 |
9,100 |
80,993 |
+1,571 |
| Jul10 |
100308 |
388.6 |
390.4 |
388.5 |
390.4 |
+2.1 |
1,913 |
20,179 |
+853 |
| Nov10 |
100308 |
395.9 |
396.9 |
394.3 |
396.9 |
+2.2 |
1,106 |
14,922 |
-110 |
| Jan11 |
100308 |
401.6 |
401.6 |
401.6 |
401.6 |
+2.2 |
15 |
569 |
+15 |
| Total Volume and Open Interest |
12,252 |
117,013 |
+2,247 |
| Corn(CBOT) |
| Mar10 |
100308 |
367.00 |
367.75 |
362.25 |
364.50 |
-0.25 |
20,347 |
13,116 |
-1,515 |
| May10 |
100308 |
377.00 |
378.50 |
372.75 |
375.00 |
-0.50 |
85,483 |
464,650 |
-856 |
| Jul10 |
100308 |
387.75 |
389.25 |
383.50 |
386.00 |
-0.50 |
23,190 |
242,011 |
-1,092 |
| Sep10 |
100308 |
397.25 |
397.75 |
392.00 |
395.00 |
unch |
10,946 |
60,673 |
+269 |
| Dec10 |
100308 |
404.00 |
405.75 |
400.25 |
403.00 |
+0.50 |
21,979 |
259,171 |
-1,613 |
| Mar11 |
100308 |
413.75 |
416.25 |
411.00 |
413.75 |
+0.50 |
1,333 |
30,040 |
-318 |
| Total Volume and Open Interest |
165,494 |
1,110,520 |
-5,189 |
| Wheat(CBOT) |
| Mar10 |
100308 |
484.00 |
487.25 |
483.25 |
484.50 |
+2.25 |
2,358 |
1,521 |
-640 |
| May10 |
100308 |
495.50 |
499.00 |
492.75 |
495.00 |
+1.50 |
34,897 |
170,597 |
+241 |
| Jul10 |
100308 |
507.50 |
511.25 |
505.50 |
507.75 |
+2.00 |
7,161 |
129,442 |
+261 |
| Sep10 |
100308 |
524.00 |
525.75 |
521.00 |
522.75 |
+2.25 |
1,227 |
28,448 |
+499 |
| Dec10 |
100308 |
546.75 |
552.00 |
546.75 |
549.25 |
+3.50 |
3,556 |
68,099 |
+189 |
| Total Volume and Open Interest |
49,713 |
418,283 |
+644 |
| Wheat(KCBT) |
| Mar10 |
100308 |
494.75 |
496.00 |
494.00 |
495.00 |
+2.00 |
40 |
160 |
-49 |
| May10 |
100308 |
501.50 |
505.25 |
499.00 |
502.00 |
+1.50 |
6,891 |
47,324 |
-1,013 |
| Jul10 |
100308 |
514.00 |
517.00 |
510.50 |
513.00 |
+1.50 |
2,241 |
37,313 |
+62 |
| Sep10 |
100308 |
524.25 |
527.50 |
522.00 |
524.50 |
+1.50 |
119 |
5,821 |
-3 |
| Dec10 |
100308 |
542.00 |
545.00 |
539.75 |
542.00 |
+1.50 |
622 |
41,816 |
-238 |
| Total Volume and Open Interest |
9,927 |
136,378 |
-1,242 |
| Wheat(MGE) |
| Mar10 |
100308 |
506.75 |
507.75 |
505.50 |
505.50 |
+1.75 |
43 |
35 |
-158 |
| May10 |
100308 |
514.00 |
518.00 |
511.75 |
513.50 |
+1.25 |
3,168 |
16,150 |
+16,150 |
| Jul10 |
100308 |
525.00 |
528.75 |
524.00 |
525.00 |
+2.00 |
1,229 |
10,772 |
+10,772 |
| Sep10 |
100308 |
538.75 |
540.50 |
535.50 |
535.50 |
+2.00 |
341 |
5,616 |
+5,616 |
| Dec10 |
100308 |
556.00 |
557.50 |
552.00 |
553.75 |
+1.75 |
296 |
6,130 |
+41 |
| Total Volume and Open Interest |
5,126 |
40,096 |
-2 |
| Oats(CBOT) |
| Mar10 |
100308 |
222.50 |
222.50 |
219.00 |
220.50 |
+1.50 |
24 |
54 |
-15 |
| May10 |
100308 |
227.75 |
229.25 |
226.00 |
227.50 |
+1.00 |
725 |
9,782 |
+82 |
| Jul10 |
100308 |
235.00 |
237.25 |
235.00 |
236.25 |
+1.00 |
16 |
2,563 |
+20 |
| Sep10 |
100308 |
244.00 |
244.00 |
243.00 |
244.00 |
+1.00 |
491 |
866 |
+490 |
| Total Volume and Open Interest |
1,319 |
14,802 |
+609 |
| Rough Rice(CBOT) |
| Mar10 |
100308 |
12.81 |
12.81 |
12.69 |
12.69 |
-0.14 |
305 |
338 |
-202 |
| May10 |
100308 |
13.10 |
13.19 |
12.90 |
12.93 |
-0.16 |
1,065 |
10,385 |
-265 |
| Jul10 |
100308 |
13.39 |
13.41 |
13.23 |
13.23 |
-0.15 |
107 |
1,242 |
+14 |
| Sep10 |
100308 |
13.06 |
13.11 |
12.94 |
12.94 |
-0.17 |
157 |
1,241 |
-23 |
| Total Volume and Open Interest |
1,716 |
14,460 |
-439 |
| Live Cattle(CME) |
| Apr10 |
100308 |
93.080 |
94.450 |
93.000 |
94.200 |
+1.250 |
14,098 |
125,749 |
-2,357 |
| Jun10 |
100308 |
91.535 |
92.500 |
91.535 |
92.285 |
+0.705 |
9,662 |
107,544 |
+1,968 |
| Aug10 |
100308 |
90.000 |
90.900 |
90.000 |
90.850 |
+0.650 |
7,824 |
48,547 |
+2,542 |
| Oct10 |
100308 |
92.600 |
93.350 |
92.600 |
93.285 |
+0.485 |
1,929 |
26,646 |
+854 |
| Dec10 |
100308 |
94.300 |
95.200 |
94.300 |
95.200 |
+0.750 |
632 |
9,783 |
+157 |
| Feb11 |
100308 |
95.500 |
96.400 |
95.500 |
96.385 |
+0.685 |
1,133 |
4,308 |
+359 |
| Total Volume and Open Interest |
35,334 |
324,374 |
+3,533 |
| Feeder Cattle(CME) |
| Mar10 |
100308 |
102.400 |
102.800 |
102.350 |
102.535 |
+0.335 |
1,599 |
6,687 |
-718 |
| Apr10 |
100308 |
105.300 |
106.480 |
105.250 |
106.000 |
+0.770 |
1,980 |
12,593 |
-326 |
| May10 |
100308 |
106.100 |
107.200 |
106.100 |
106.635 |
+0.405 |
2,148 |
9,317 |
+287 |
| Aug10 |
100308 |
108.000 |
109.385 |
107.980 |
109.135 |
+0.935 |
1,381 |
7,471 |
+557 |
| Sep10 |
100308 |
107.785 |
108.800 |
107.400 |
108.480 |
+0.980 |
138 |
849 |
+55 |
| Oct10 |
100308 |
107.200 |
108.100 |
107.200 |
107.950 |
+0.450 |
37 |
456 |
+27 |
| Nov10 |
100308 |
106.900 |
108.000 |
106.900 |
107.900 |
+1.000 |
4 |
103 |
+4 |
| Total Volume and Open Interest |
7,290 |
37,494 |
-112 |
| Lean Hogs(CME) |
| Apr10 |
100308 |
73.135 |
73.430 |
72.700 |
72.800 |
-0.300 |
16,242 |
70,327 |
+120 |
| May10 |
100308 |
78.500 |
78.950 |
78.135 |
78.800 |
-0.235 |
203 |
5,768 |
+35 |
| Jun10 |
100308 |
81.980 |
82.135 |
81.200 |
81.450 |
-0.435 |
9,319 |
53,571 |
+608 |
| Jul10 |
100308 |
81.930 |
82.150 |
81.400 |
81.800 |
-0.150 |
3,312 |
22,089 |
+880 |
| Aug10 |
100308 |
81.500 |
81.700 |
81.135 |
81.400 |
-0.300 |
1,861 |
21,422 |
+471 |
| Oct10 |
100308 |
71.975 |
72.100 |
71.750 |
71.950 |
-0.100 |
692 |
13,481 |
+311 |
| Dec10 |
100308 |
68.950 |
69.100 |
68.800 |
69.050 |
+0.150 |
360 |
6,879 |
+181 |
| Feb11 |
100308 |
70.600 |
71.000 |
70.580 |
71.000 |
+0.320 |
183 |
1,687 |
+19 |
| Total Volume and Open Interest |
32,188 |
195,561 |
+2,635 |
| Pork Bellies(CME) |
| Mar10 |
100308 |
92.500 |
93.000 |
92.500 |
92.500 |
-1.000 |
7 |
31 |
-6 |
| May10 |
100308 |
92.500 |
92.800 |
92.000 |
92.035 |
-0.965 |
17 |
231 |
-3 |
| Jul10 |
100308 |
94.800 |
94.900 |
94.800 |
94.800 |
-0.200 |
3 |
62 |
+1 |
| Aug10 |
100308 |
88.000 |
90.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100308 |
92.000 |
93.400 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
27 |
348 |
-8 |
| Class III Milk(CME) |
| Mar10 |
100308 |
12.84 |
12.89 |
12.76 |
12.78 |
-0.11 |
134 |
3,888 |
+50 |
| Apr10 |
100308 |
12.85 |
12.89 |
12.65 |
12.68 |
-0.21 |
278 |
4,381 |
+113 |
| May10 |
100308 |
13.15 |
13.15 |
12.99 |
13.00 |
-0.14 |
186 |
3,729 |
+121 |
| Jun10 |
100308 |
13.89 |
13.95 |
13.76 |
13.76 |
-0.19 |
84 |
2,970 |
+21 |
| Jul10 |
100308 |
14.46 |
14.55 |
14.40 |
14.40 |
-0.15 |
56 |
2,332 |
+12 |
| Total Volume and Open Interest |
944 |
31,074 |
+372 |
| Cocoa(ICE) |
| Mar10 |
100308 |
2868 |
2868 |
2820 |
2827 |
-28 |
10 |
51 |
-8 |
| May10 |
100308 |
2870 |
2882 |
2818 |
2834 |
-31 |
6,803 |
60,781 |
-1,938 |
| Jul10 |
100308 |
2870 |
2889 |
2850 |
2861 |
-29 |
1,675 |
25,049 |
+165 |
| Sep10 |
100308 |
2906 |
2906 |
2875 |
2885 |
-25 |
186 |
12,236 |
+1,000 |
| Dec10 |
100308 |
2915 |
2915 |
2915 |
2915 |
-25 |
64 |
7,324 |
-35 |
| Mar11 |
100308 |
2939 |
2939 |
2939 |
2939 |
-23 |
16 |
12,066 |
-18 |
| May11 |
100308 |
2942 |
2942 |
2942 |
2942 |
-22 |
0 |
4,781 |
-90 |
| Total Volume and Open Interest |
8,754 |
125,438 |
-925 |
| Coffee "C"(ICE) |
| Mar10 |
100308 |
127.55 |
128.70 |
127.55 |
128.70 |
+0.70 |
23 |
127 |
-8 |
| May10 |
100308 |
130.40 |
131.95 |
130.00 |
131.10 |
+0.70 |
11,187 |
75,645 |
+390 |
| Jul10 |
100308 |
132.40 |
133.50 |
131.65 |
132.80 |
+0.70 |
2,111 |
23,621 |
+634 |
| Sep10 |
100308 |
133.75 |
135.15 |
133.40 |
134.45 |
+0.70 |
598 |
9,298 |
+177 |
| Dec10 |
100308 |
136.10 |
136.90 |
135.25 |
136.30 |
+0.70 |
217 |
7,828 |
+107 |
| Mar11 |
100308 |
137.75 |
137.95 |
137.75 |
137.95 |
+0.70 |
65 |
5,143 |
+43 |
| Total Volume and Open Interest |
14,205 |
123,158 |
+1,345 |
| Orange Juice(ICE) |
| Mar10 |
100308 |
153.65 |
153.65 |
149.75 |
150.90 |
-1.80 |
12 |
619 |
+0 |
| May10 |
100308 |
149.85 |
153.00 |
145.20 |
149.30 |
-0.40 |
1,107 |
26,653 |
+480 |
| Jul10 |
100308 |
155.00 |
155.50 |
149.00 |
151.85 |
-0.25 |
557 |
6,465 |
+257 |
| Sep10 |
100308 |
156.00 |
156.00 |
151.75 |
152.50 |
-0.15 |
39 |
1,338 |
+13 |
| Nov10 |
100308 |
154.95 |
154.95 |
152.75 |
153.50 |
-0.25 |
29 |
687 |
+13 |
| Jan11 |
100308 |
156.00 |
156.00 |
155.25 |
155.25 |
-0.15 |
4 |
656 |
+2 |
| Total Volume and Open Interest |
1,750 |
36,696 |
+767 |
| Sugar #11(ICE) |
| May10 |
100308 |
22.34 |
22.40 |
21.21 |
21.57 |
-0.62 |
49,588 |
277,044 |
-754 |
| Jul10 |
100308 |
20.89 |
20.97 |
20.08 |
20.42 |
-0.36 |
22,329 |
175,814 |
+949 |
| Oct10 |
100308 |
20.00 |
20.20 |
19.37 |
19.69 |
-0.24 |
8,133 |
157,088 |
+1,214 |
| Mar11 |
100308 |
19.25 |
19.42 |
18.85 |
19.08 |
-0.24 |
4,681 |
59,609 |
+383 |
| May11 |
100308 |
18.35 |
18.35 |
17.95 |
18.13 |
-0.24 |
896 |
17,959 |
-43 |
| Total Volume and Open Interest |
88,950 |
750,116 |
+2,031 |
| London Cocoa(LCE) |
| Mar10 |
100305 |
2140 |
2172 |
2136 |
2156 |
+31 |
1,650 |
25,552 |
-1,015 |
| May10 |
100308 |
2174 |
2179 |
2157 |
2163 |
-13 |
8,025 |
44,561 |
-1,110 |
| Jul10 |
100308 |
2166 |
2166 |
2153 |
2156 |
-11 |
1,080 |
35,749 |
-61 |
| Sep10 |
100308 |
2136 |
2136 |
2126 |
2128 |
-9 |
487 |
18,137 |
-73 |
| Dec10 |
100308 |
2121 |
2121 |
2109 |
2113 |
-11 |
288 |
12,374 |
-131 |
| Mar11 |
100308 |
2090 |
2090 |
2087 |
2087 |
-11 |
450 |
12,467 |
+98 |
| May11 |
100308 |
2084 |
2085 |
2084 |
2084 |
-10 |
1,260 |
2,957 |
+860 |
| Total Volume and Open Interest |
13,587 |
151,093 |
-1,654 |
| London Sugar(LCE) |
| May10 |
100308 |
610.00 |
611.90 |
588.00 |
589.80 |
-19.70 |
6,931 |
33,812 |
-784 |
| Aug10 |
100308 |
583.10 |
583.20 |
564.90 |
568.40 |
-12.40 |
3,948 |
18,467 |
-252 |
| Oct10 |
100308 |
548.80 |
548.90 |
529.50 |
536.60 |
-4.20 |
1,010 |
8,961 |
-67 |
| Dec10 |
100308 |
534.00 |
534.00 |
519.80 |
520.30 |
-3.70 |
164 |
2,026 |
-31 |
| Mar11 |
100308 |
516.40 |
516.60 |
515.20 |
515.20 |
-3.60 |
87 |
1,023 |
-10 |
| Total Volume and Open Interest |
12,174 |
64,832 |
-1,125 |
| Cotton(ICE) |
| Mar10 |
100308 |
82.75 |
82.75 |
82.15 |
82.15 |
-0.38 |
7 |
1,942 |
-85 |
| May10 |
100308 |
82.43 |
82.44 |
81.34 |
82.04 |
-0.39 |
5,151 |
104,641 |
+158 |
| Jul10 |
100308 |
82.80 |
82.87 |
81.75 |
82.54 |
-0.31 |
3,144 |
40,011 |
+1,052 |
| Oct10 |
100308 |
76.34 |
76.34 |
76.34 |
76.34 |
-0.21 |
18 |
165 |
+15 |
| Dec10 |
100308 |
75.00 |
75.30 |
74.05 |
75.27 |
+0.18 |
1,598 |
31,597 |
+563 |
| Mar11 |
100308 |
76.05 |
76.46 |
75.98 |
76.42 |
+0.05 |
164 |
3,001 |
+34 |
| Total Volume and Open Interest |
10,130 |
183,438 |
+1,776 |
| Lumber(CME) |
| Mar10 |
100308 |
258.8 |
266.6 |
258.8 |
263.6 |
+6.6 |
299 |
1,094 |
-136 |
| May10 |
100308 |
272.0 |
279.5 |
272.0 |
277.0 |
+7.5 |
384 |
5,593 |
+63 |
| Jul10 |
100308 |
282.4 |
288.4 |
282.4 |
285.0 |
+6.3 |
171 |
2,095 |
-11 |
| Sep10 |
100308 |
279.0 |
282.8 |
277.0 |
280.0 |
+5.0 |
26 |
628 |
-4 |
| Total Volume and Open Interest |
924 |
9,508 |
-53 |
| Crude Oil(NYM) |
| Apr10 |
100308 |
81.79 |
82.41 |
80.75 |
81.87 |
+0.37 |
278,889 |
249,894 |
-3,438 |
| May10 |
100308 |
82.27 |
82.82 |
81.22 |
82.31 |
+0.39 |
102,209 |
178,670 |
+5,679 |
| Jun10 |
100308 |
82.56 |
83.22 |
81.71 |
82.78 |
+0.41 |
64,995 |
176,168 |
+1,565 |
| Jul10 |
100308 |
83.08 |
83.61 |
82.20 |
83.25 |
+0.43 |
25,655 |
62,452 |
+2,239 |
| Aug10 |
100308 |
83.00 |
84.00 |
82.63 |
83.63 |
+0.45 |
12,648 |
26,594 |
+940 |
| Sep10 |
100308 |
83.70 |
84.24 |
82.98 |
83.96 |
+0.47 |
8,168 |
36,330 |
+1,442 |
| Oct10 |
100308 |
84.21 |
84.51 |
83.83 |
84.25 |
+0.48 |
4,895 |
19,314 |
-287 |
| Nov10 |
100308 |
84.28 |
84.54 |
83.65 |
84.54 |
+0.48 |
4,606 |
23,444 |
+424 |
| Dec10 |
100308 |
84.32 |
85.10 |
83.95 |
84.85 |
+0.48 |
30,172 |
205,661 |
+3,912 |
| Jan11 |
100308 |
85.09 |
85.11 |
84.82 |
85.05 |
+0.49 |
3,514 |
25,174 |
+959 |
| Feb11 |
100308 |
85.30 |
85.30 |
85.22 |
85.25 |
+0.49 |
2,002 |
16,355 |
-541 |
| Mar11 |
100308 |
85.34 |
85.45 |
85.25 |
85.45 |
+0.49 |
1,473 |
12,918 |
+24 |
| Apr11 |
100308 |
85.63 |
85.63 |
85.63 |
85.63 |
+0.51 |
712 |
11,742 |
+4 |
| May11 |
100308 |
85.78 |
85.78 |
85.78 |
85.78 |
+0.52 |
287 |
4,387 |
-89 |
| Jun11 |
100308 |
85.90 |
85.90 |
85.90 |
85.90 |
+0.53 |
1,211 |
28,040 |
-9 |
| Jul11 |
100308 |
86.02 |
86.02 |
86.02 |
86.02 |
+0.54 |
85 |
4,067 |
+2 |
| Total Volume and Open Interest |
553,811 |
1,321,953 |
+14,951 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
| Apr10 |
100308 |
81.750 |
82.400 |
80.750 |
81.875 |
+0.375 |
8,382 |
5,306 |
-193 |
| May10 |
100308 |
82.200 |
82.775 |
81.250 |
82.300 |
+0.375 |
257 |
1,129 |
+20 |
| Jun10 |
100308 |
82.725 |
83.150 |
81.800 |
82.775 |
+0.400 |
61 |
260 |
+23 |
| Jul10 |
100308 |
83.425 |
83.425 |
82.500 |
83.250 |
+0.425 |
13 |
28 |
+2 |
| Aug10 |
100308 |
82.750 |
83.625 |
82.750 |
83.625 |
+0.450 |
1 |
4 |
-1 |
| Sep10 |
100308 |
83.950 |
83.950 |
83.950 |
83.950 |
+0.450 |
0 |
8 |
+0 |
| Oct10 |
100308 |
84.200 |
84.250 |
84.200 |
84.250 |
+0.475 |
0 |
11 |
+0 |
| Nov10 |
100308 |
84.550 |
84.550 |
84.550 |
84.550 |
+0.500 |
0 |
1 |
+0 |
| Dec10 |
100308 |
84.800 |
84.850 |
84.500 |
84.850 |
+0.475 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
8,714 |
6,850 |
-149 |
| Heating Oil(NYM) |
| Apr10 |
100308 |
210.38 |
212.00 |
208.50 |
210.55 |
+0.81 |
41,462 |
79,496 |
-913 |
| May10 |
100308 |
212.20 |
213.05 |
209.85 |
211.94 |
+0.90 |
18,881 |
54,659 |
+3,207 |
| Jun10 |
100308 |
213.68 |
214.20 |
211.12 |
213.37 |
+1.02 |
14,929 |
47,633 |
+1,304 |
| Jul10 |
100308 |
214.89 |
215.72 |
213.75 |
215.18 |
+0.99 |
4,210 |
22,134 |
+571 |
| Aug10 |
100308 |
216.81 |
217.48 |
214.79 |
216.96 |
+0.95 |
2,232 |
11,921 |
-18 |
| Sep10 |
100308 |
219.29 |
219.36 |
217.65 |
218.96 |
+1.01 |
1,553 |
11,530 |
+136 |
| Oct10 |
100308 |
220.47 |
221.88 |
219.29 |
221.33 |
+1.12 |
1,265 |
9,542 |
-448 |
| Nov10 |
100308 |
222.70 |
224.30 |
221.69 |
223.79 |
+1.21 |
1,450 |
9,430 |
+940 |
| Dec10 |
100308 |
226.40 |
227.01 |
224.88 |
226.30 |
+1.28 |
5,026 |
27,516 |
-1,215 |
| Jan11 |
100308 |
227.74 |
228.65 |
227.74 |
228.65 |
+1.35 |
565 |
12,974 |
+87 |
| Feb11 |
100308 |
230.00 |
230.00 |
228.50 |
229.95 |
+1.45 |
341 |
4,542 |
-29 |
| Mar11 |
100308 |
230.00 |
230.00 |
229.57 |
229.85 |
+1.51 |
671 |
5,153 |
-203 |
| Total Volume and Open Interest |
93,406 |
311,945 |
+3,320 |
| Gasoline(NYMEX) |
| Apr10 |
100308 |
228.39 |
229.51 |
226.75 |
228.92 |
+1.82 |
38,896 |
94,824 |
-577 |
| May10 |
100308 |
228.17 |
229.39 |
226.65 |
228.78 |
+1.44 |
20,924 |
64,168 |
+4,247 |
| Jun10 |
100308 |
227.98 |
228.55 |
225.62 |
227.85 |
+1.27 |
12,098 |
39,958 |
+1,432 |
| Jul10 |
100308 |
226.50 |
227.67 |
224.85 |
226.94 |
+1.28 |
5,746 |
20,924 |
+1,377 |
| Aug10 |
100308 |
226.65 |
226.65 |
225.32 |
225.97 |
+1.33 |
3,326 |
11,465 |
+402 |
| Sep10 |
100308 |
224.29 |
225.43 |
222.35 |
224.79 |
+1.37 |
2,713 |
16,794 |
+373 |
| Oct10 |
100308 |
213.64 |
214.16 |
213.40 |
214.15 |
+1.18 |
2,430 |
6,538 |
+692 |
| Nov10 |
100308 |
212.69 |
212.95 |
212.69 |
212.95 |
+1.10 |
264 |
11,694 |
+20 |
| Dec10 |
100308 |
212.40 |
212.86 |
211.80 |
212.49 |
+1.12 |
1,941 |
11,567 |
+186 |
| Jan11 |
100308 |
213.89 |
213.99 |
213.89 |
213.99 |
+1.17 |
165 |
3,311 |
+42 |
| Total Volume and Open Interest |
88,673 |
286,791 |
+8,214 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100308 |
228.90 |
228.92 |
228.90 |
228.90 |
+1.80 |
0 |
7 |
+0 |
| May10 |
100308 |
228.80 |
228.80 |
228.78 |
228.80 |
+1.50 |
|
|
|
| Jun10 |
100308 |
227.90 |
227.90 |
227.85 |
227.90 |
+1.30 |
|
|
|
| Jul10 |
100308 |
226.90 |
226.94 |
226.90 |
226.90 |
+1.20 |
|
|
|
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Natural Gas(NYM) |
| Apr10 |
100308 |
4.537 |
4.575 |
4.458 |
4.527 |
-0.066 |
102,372 |
184,959 |
+3,146 |
| May10 |
100308 |
4.550 |
4.637 |
4.525 |
4.590 |
-0.069 |
30,041 |
161,234 |
+805 |
| Jun10 |
100308 |
4.679 |
4.700 |
4.597 |
4.659 |
-0.070 |
15,697 |
50,653 |
-1,112 |
| Jul10 |
100308 |
4.770 |
4.783 |
4.689 |
4.750 |
-0.070 |
11,808 |
46,157 |
+2,409 |
| Aug10 |
100308 |
4.819 |
4.853 |
4.757 |
4.814 |
-0.069 |
6,494 |
33,298 |
-1,096 |
| Sep10 |
100308 |
4.856 |
4.900 |
4.793 |
4.856 |
-0.067 |
4,945 |
29,461 |
+908 |
| Oct10 |
100308 |
4.967 |
4.995 |
4.905 |
4.957 |
-0.067 |
12,575 |
58,481 |
-750 |
| Nov10 |
100308 |
5.238 |
5.285 |
5.224 |
5.282 |
-0.057 |
2,468 |
14,193 |
+361 |
| Dec10 |
100308 |
5.644 |
5.673 |
5.591 |
5.647 |
-0.047 |
2,193 |
24,961 |
-12 |
| Jan11 |
100308 |
5.861 |
5.893 |
5.814 |
5.872 |
-0.047 |
7,031 |
38,827 |
+1,188 |
| Feb11 |
100308 |
5.792 |
5.865 |
5.792 |
5.837 |
-0.047 |
1,610 |
12,019 |
+97 |
| Mar11 |
100308 |
5.680 |
5.712 |
5.650 |
5.709 |
-0.043 |
4,027 |
28,270 |
+980 |
| Apr11 |
100308 |
5.335 |
5.394 |
5.327 |
5.394 |
-0.018 |
2,947 |
25,189 |
+411 |
| May11 |
100308 |
5.338 |
5.387 |
5.338 |
5.387 |
-0.015 |
1,529 |
12,383 |
+805 |
| Jun11 |
100308 |
5.386 |
5.429 |
5.386 |
5.429 |
-0.015 |
137 |
5,999 |
+41 |
| Jul11 |
100308 |
5.454 |
5.490 |
5.445 |
5.486 |
-0.018 |
42 |
4,348 |
+6 |
| Total Volume and Open Interest |
208,920 |
832,603 |
+8,517 |
| Brent Crude Oil(ICE) |
| Apr10 |
100308 |
80.21 |
80.92 |
79.45 |
80.47 |
+0.58 |
176,605 |
117,865 |
-20,974 |
| May10 |
100308 |
80.49 |
81.17 |
79.66 |
80.67 |
+0.50 |
153,586 |
187,703 |
-5,990 |
| Jun10 |
100308 |
81.00 |
81.60 |
80.10 |
81.11 |
+0.50 |
77,154 |
140,509 |
+11,196 |
| Jul10 |
100308 |
81.56 |
81.99 |
80.76 |
81.59 |
+0.52 |
16,918 |
49,578 |
-2,028 |
| Aug10 |
100308 |
81.99 |
82.41 |
81.39 |
82.06 |
+0.55 |
6,958 |
29,437 |
+121 |
| Sep10 |
100308 |
82.58 |
82.79 |
81.82 |
82.48 |
+0.57 |
6,072 |
18,481 |
-175 |
| Oct10 |
100308 |
82.74 |
83.15 |
82.22 |
82.86 |
+0.57 |
3,311 |
19,613 |
+314 |
| Nov10 |
100308 |
83.27 |
83.47 |
82.58 |
83.21 |
+0.58 |
2,903 |
15,097 |
+198 |
| Dec10 |
100308 |
83.38 |
83.82 |
82.59 |
83.56 |
+0.59 |
19,702 |
86,054 |
+49 |
| Jan11 |
100308 |
83.86 |
83.86 |
83.86 |
83.86 |
+0.59 |
3,011 |
12,570 |
+640 |
| Feb11 |
100308 |
84.15 |
84.15 |
84.15 |
84.15 |
+0.60 |
1,808 |
6,719 |
-50 |
| Mar11 |
100308 |
84.45 |
84.45 |
84.45 |
84.45 |
+0.62 |
984 |
6,714 |
-105 |
| Apr11 |
100308 |
84.73 |
84.73 |
84.73 |
84.73 |
+0.63 |
246 |
2,783 |
-33 |
| May11 |
100308 |
84.98 |
84.98 |
84.98 |
84.98 |
+0.63 |
247 |
2,790 |
-30 |
| Total Volume and Open Interest |
474,250 |
808,150 |
-16,610 |
| Gas Oil(ICE) |
| Mar10 |
100308 |
651.75 |
655.50 |
646.00 |
649.25 |
-2.25 |
28,484 |
78,194 |
-6,066 |
| Apr10 |
100308 |
655.75 |
659.25 |
649.75 |
653.00 |
-2.25 |
67,686 |
118,456 |
+3,297 |
| May10 |
100308 |
660.25 |
663.50 |
654.25 |
657.75 |
-2.25 |
32,273 |
72,662 |
-121 |
| Jun10 |
100308 |
667.00 |
668.75 |
659.50 |
662.75 |
-2.25 |
23,046 |
60,002 |
+4,961 |
| Jul10 |
100308 |
671.25 |
673.50 |
665.75 |
668.25 |
-2.25 |
7,272 |
32,213 |
+108 |
| Aug10 |
100308 |
676.25 |
678.50 |
670.75 |
673.50 |
-2.25 |
4,879 |
25,394 |
+457 |
| Sep10 |
100308 |
681.75 |
683.75 |
678.75 |
678.75 |
-2.25 |
2,111 |
25,948 |
-33 |
| Oct10 |
100308 |
684.50 |
684.50 |
683.75 |
683.75 |
-2.25 |
2,097 |
19,000 |
+556 |
| Nov10 |
100308 |
688.50 |
692.75 |
685.25 |
688.00 |
-2.25 |
1,369 |
15,609 |
-9 |
| Dec10 |
100308 |
695.00 |
697.75 |
689.25 |
692.00 |
-2.25 |
6,916 |
72,066 |
+475 |
| Total Volume and Open Interest |
177,463 |
600,740 |
+3,811 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100308 |
1.621 |
1.640 |
1.620 |
1.634 |
+0.019 |
180 |
1,119 |
-29 |
| May10 |
100308 |
1.635 |
1.655 |
1.635 |
1.651 |
+0.022 |
172 |
813 |
+1 |
| Jun10 |
100308 |
1.670 |
1.673 |
1.653 |
1.666 |
+0.022 |
252 |
761 |
-127 |
| Jul10 |
100308 |
1.670 |
1.680 |
1.670 |
1.676 |
+0.028 |
84 |
1,186 |
+43 |
| Aug10 |
100308 |
1.661 |
1.680 |
1.661 |
1.672 |
+0.018 |
46 |
670 |
-5 |
| Sep10 |
100308 |
1.670 |
1.670 |
1.666 |
1.670 |
+0.011 |
20 |
676 |
+18 |
| Oct10 |
100308 |
1.666 |
1.675 |
1.666 |
1.675 |
+0.014 |
20 |
651 |
+15 |
| Total Volume and Open Interest |
922 |
7,876 |
+6 |
| US Dollar Index(ICE) |
| Mar10 |
100308 |
80.425 |
80.580 |
80.100 |
80.455 |
-0.005 |
23,691 |
48,243 |
-691 |
| Jun10 |
100308 |
80.720 |
80.850 |
80.390 |
80.740 |
unch |
481 |
5,505 |
+45 |
| Sep10 |
100308 |
81.045 |
81.045 |
81.045 |
81.045 |
+0.035 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
24,172 |
53,757 |
-646 |
| Australian Dollar(CME) |
| Mar10 |
100308 |
90.89 |
91.27 |
90.71 |
90.87 |
+0.16 |
98,835 |
107,945 |
-1,159 |
| Jun10 |
100308 |
90.00 |
90.36 |
89.81 |
89.97 |
+0.16 |
4,920 |
11,802 |
+1,605 |
| Sep10 |
100308 |
89.50 |
89.50 |
88.88 |
89.02 |
+0.14 |
5 |
47 |
+5 |
| Total Volume and Open Interest |
103,760 |
119,805 |
+451 |
| British Pound(CME) |
| Mar10 |
100308 |
151.49 |
151.96 |
150.30 |
150.74 |
-0.83 |
132,175 |
123,666 |
-1,895 |
| Jun10 |
100308 |
151.36 |
151.86 |
150.21 |
150.65 |
-0.83 |
5,669 |
9,250 |
+1,967 |
| Sep10 |
100308 |
150.58 |
151.46 |
150.35 |
150.58 |
-0.83 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
137,844 |
133,022 |
+72 |
| Canadian Dollar(CME) |
| Mar10 |
100308 |
97.32 |
97.55 |
97.13 |
97.30 |
+0.17 |
85,397 |
99,475 |
-3,729 |
| Jun10 |
100308 |
97.30 |
97.54 |
97.12 |
97.30 |
+0.18 |
14,173 |
19,964 |
+7,947 |
| Sep10 |
100308 |
97.20 |
97.41 |
97.07 |
97.25 |
+0.18 |
16 |
922 |
+8 |
| Dec10 |
100308 |
97.21 |
97.31 |
96.96 |
97.14 |
+0.18 |
6 |
905 |
+0 |
| Total Volume and Open Interest |
99,599 |
121,406 |
+4,230 |
| Japanese Yen(CME) |
| Mar10 |
100308 |
110.63 |
110.92 |
110.27 |
110.71 |
+0.03 |
119,847 |
128,034 |
-2,481 |
| Jun10 |
100308 |
110.64 |
110.98 |
110.33 |
110.77 |
+0.03 |
7,048 |
7,430 |
+1,884 |
| Sep10 |
100308 |
110.85 |
110.85 |
110.65 |
110.85 |
+0.03 |
4 |
208 |
+2 |
| Total Volume and Open Interest |
126,899 |
135,701 |
-595 |
| Swiss Franc(CME) |
| Mar10 |
100308 |
93.22 |
93.69 |
93.04 |
93.18 |
+0.08 |
52,303 |
40,497 |
+582 |
| Jun10 |
100308 |
93.32 |
93.73 |
93.11 |
93.24 |
+0.08 |
1,507 |
1,317 |
+462 |
| Sep10 |
100308 |
93.30 |
93.60 |
93.22 |
93.30 |
+0.08 |
1 |
3 |
-1 |
| Total Volume and Open Interest |
53,811 |
41,822 |
+1,043 |
| EuroFX(CME) |
| Mar10 |
100308 |
136.41 |
137.05 |
136.05 |
136.33 |
+0.10 |
364,918 |
203,273 |
+4,828 |
| Jun10 |
100308 |
136.39 |
137.02 |
136.04 |
136.32 |
+0.11 |
13,359 |
23,740 |
+4,210 |
| Sep10 |
100308 |
136.29 |
136.71 |
136.17 |
136.29 |
+0.12 |
106 |
1,376 |
+106 |
| Total Volume and Open Interest |
378,383 |
228,469 |
+9,144 |
| Mexican Peso(CME) |
| Mar10 |
100308 |
790.0 |
793.2 |
787.0 |
788.8 |
-1.8 |
17,804 |
113,949 |
-1,088 |
| Apr10 |
100308 |
786.5 |
788.0 |
786.5 |
786.5 |
-1.5 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
26,999 |
128,269 |
+7,462 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100308 |
118~060 |
118~060 |
117~240 |
117~270 |
-0~110 |
|
|
|
| Jun10 |
100308 |
116~200 |
116~210 |
116~070 |
116~130 |
-0~090 |
290,459 |
627,119 |
+5,796 |
| Sep10 |
100308 |
115~040 |
115~130 |
115~040 |
115~040 |
-0~090 |
10 |
104 |
+10 |
| Total Volume and Open Interest |
312,736 |
667,665 |
-3,749 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100308 |
118~160 |
118~160 |
118~065 |
118~120 |
-0~040 |
69,366 |
63,756 |
-17,159 |
| Jun10 |
100308 |
117~005 |
117~015 |
116~230 |
116~295 |
-0~040 |
884,451 |
1,304,013 |
+7,469 |
| Sep10 |
100308 |
115~150 |
115~190 |
115~150 |
115~150 |
-0~040 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
953,817 |
1,367,802 |
-9,690 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100308 |
58~045 |
58~045 |
58~045 |
58~045 |
-58~049 |
38,143 |
55,550 |
+55,550 |
| Jun10 |
100308 |
115~084 |
115~084 |
115~057 |
115~074 |
-0~006 |
477,886 |
950,534 |
+5,638 |
| Sep10 |
100308 |
114~058 |
114~066 |
114~058 |
114~058 |
-0~008 |
|
|
|
| Total Volume and Open Interest |
516,029 |
1,006,084 |
+566 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100308 |
54~069 |
54~069 |
54~069 |
54~069 |
+0~001 |
|
|
|
| Jun10 |
100308 |
108~072 |
108~076 |
108~066 |
108~075 |
+0~003 |
299,494 |
843,372 |
-7,116 |
| Sep10 |
100308 |
107~127 |
107~127 |
107~124 |
107~127 |
+0~003 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
326,785 |
898,726 |
-21,704 |
| Eurodollars(CME) |
| Mar10 |
100308 |
99.735 |
99.740 |
99.730 |
99.738 |
+0.003 |
164,463 |
1,154,394 |
+1,577 |
| Jun10 |
100308 |
99.630 |
99.635 |
99.610 |
99.635 |
+0.010 |
233,989 |
1,158,621 |
-9,166 |
| Sep10 |
100308 |
99.430 |
99.435 |
99.405 |
99.435 |
+0.010 |
343,262 |
1,042,491 |
-66,935 |
| Dec10 |
100308 |
99.120 |
99.135 |
99.090 |
99.130 |
+0.005 |
413,392 |
1,028,181 |
-17,007 |
| Mar11 |
100308 |
98.780 |
98.790 |
98.740 |
98.780 |
unch |
356,244 |
700,483 |
+5,686 |
| Jun11 |
100308 |
98.420 |
98.430 |
98.365 |
98.415 |
-0.005 |
255,312 |
758,554 |
+3,022 |
| Sep11 |
100308 |
98.085 |
98.085 |
98.020 |
98.065 |
-0.010 |
206,479 |
601,516 |
+3,094 |
| Dec11 |
100308 |
97.740 |
97.755 |
97.690 |
97.730 |
-0.015 |
166,584 |
383,167 |
+5,542 |
| Mar12 |
100308 |
97.460 |
97.465 |
97.405 |
97.440 |
-0.015 |
85,535 |
307,890 |
-1,583 |
| Jun12 |
100308 |
97.190 |
97.190 |
97.125 |
97.160 |
-0.015 |
79,952 |
216,964 |
+1,536 |
| Sep12 |
100308 |
96.915 |
96.915 |
96.865 |
96.900 |
-0.020 |
54,955 |
126,065 |
-1,080 |
| Dec12 |
100308 |
96.655 |
96.660 |
96.610 |
96.640 |
-0.025 |
53,482 |
122,739 |
+1,537 |
| Mar13 |
100308 |
96.455 |
96.455 |
96.400 |
96.430 |
-0.025 |
20,273 |
79,673 |
-394 |
| Jun13 |
100308 |
96.225 |
96.240 |
96.195 |
96.220 |
-0.030 |
17,422 |
66,391 |
+2,876 |
| Sep13 |
100308 |
96.035 |
96.050 |
96.000 |
96.030 |
-0.030 |
13,040 |
55,527 |
+691 |
| Dec13 |
100308 |
95.860 |
95.860 |
95.810 |
95.840 |
-0.030 |
10,379 |
33,759 |
+777 |
| Mar14 |
100308 |
95.675 |
95.695 |
95.655 |
95.685 |
-0.030 |
4,631 |
37,133 |
+437 |
| Jun14 |
100308 |
95.525 |
95.540 |
95.495 |
95.530 |
-0.030 |
4,435 |
31,846 |
+184 |
| Total Volume and Open Interest |
2,545,502 |
8,085,406 |
-39,139 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100308 |
99.827 |
99.840 |
99.827 |
99.838 |
+0.003 |
22,353 |
75,416 |
-5,009 |
| Apr10 |
100308 |
99.825 |
99.830 |
99.815 |
99.825 |
+0.005 |
23,442 |
92,442 |
+2,308 |
| May10 |
100308 |
99.805 |
99.810 |
99.800 |
99.810 |
unch |
18,060 |
82,743 |
+1,141 |
| Jun10 |
100308 |
99.795 |
99.800 |
99.785 |
99.795 |
unch |
13,973 |
73,358 |
-473 |
| Jul10 |
100308 |
99.760 |
99.775 |
99.755 |
99.770 |
+0.005 |
11,219 |
74,227 |
+633 |
| Aug10 |
100308 |
99.725 |
99.740 |
99.715 |
99.735 |
+0.005 |
8,737 |
57,201 |
-33 |
| Total Volume and Open Interest |
131,059 |
633,113 |
+3,615 |
| 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 |
100308 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
800 |
2,632 |
+800 |
| Jun10 |
100308 |
99.625 |
99.625 |
99.620 |
99.620 |
+0.015 |
0 |
480 |
+0 |
| Sep10 |
100308 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.015 |
0 |
230 |
+0 |
| Dec10 |
100308 |
99.635 |
99.635 |
99.635 |
99.635 |
unch |
0 |
242 |
+0 |
| Mar11 |
100308 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
250 |
250 |
+250 |
| Jun11 |
100308 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.010 |
|
|
|
| Sep11 |
100308 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.010 |
|
|
|
| Dec11 |
100308 |
99.525 |
99.525 |
99.525 |
99.525 |
+0.010 |
|
|
|
| Mar12 |
100308 |
99.480 |
99.480 |
99.480 |
99.480 |
unch |
|
|
|
| Jun12 |
100308 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
| Total Volume and Open Interest |
1,050 |
3,834 |
+1,050 |
| 3-Mth Euro-Yen(SGX) |
| Mar10 |
100308 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
5,498 |
+480 |
| Jun10 |
100308 |
99.62 |
99.62 |
99.61 |
99.61 |
unch |
900 |
2,697 |
+228 |
| Sep10 |
100308 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
100 |
2,712 |
+81 |
| Dec10 |
100308 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,380 |
+0 |
| Mar11 |
100308 |
99.62 |
99.62 |
99.61 |
99.61 |
unch |
250 |
1,215 |
+275 |
| Jun11 |
100308 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
56 |
+0 |
| Sep11 |
100308 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
51 |
+0 |
| Dec11 |
100308 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
102 |
+0 |
| Total Volume and Open Interest |
1,250 |
15,082 |
+1,064 |
| Japanese Gov't Bonds(SGX) |
| Mar10 |
100305 |
139.96 |
140.26 |
139.90 |
140.21 |
+0.26 |
1,762 |
15,607 |
-832 |
| Jun10 |
100308 |
139.26 |
139.32 |
139.15 |
139.23 |
-0.09 |
385 |
9,381 |
+4,995 |
| Sep10 |
100308 |
139.23 |
139.23 |
139.23 |
139.23 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
2,586 |
24,642 |
+4,649 |
| Euro-Bund(EUREX) |
| Mar10 |
100308 |
124.03 |
124.13 |
123.96 |
124.00 |
-0.01 |
1,450,436 |
363,625 |
-191,311 |
| Jun10 |
100308 |
122.54 |
122.60 |
122.26 |
122.48 |
-0.04 |
663,843 |
774,966 |
+205,668 |
| Sep10 |
100308 |
121.50 |
122.07 |
121.50 |
122.07 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
2,114,279 |
1,138,591 |
+14,357 |
| Euro-Bobl(EUREX) |
| Mar10 |
100305 |
118.32 |
118.40 |
118.05 |
118.18 |
+0.72 |
560,261 |
757,387 |
-40,694 |
| Jun10 |
100308 |
116.65 |
116.73 |
116.52 |
116.64 |
unch |
676,445 |
694,312 |
+189,537 |
| Sep10 |
100308 |
116.42 |
116.42 |
116.42 |
116.42 |
unch |
|
|
|
| Total Volume and Open Interest |
1,770,281 |
930,900 |
-9,630 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100308 |
99.350 |
99.350 |
99.345 |
99.345 |
unch |
168 |
9,762 |
-59 |
| Jun10 |
100308 |
99.225 |
99.245 |
99.220 |
99.240 |
+0.020 |
791 |
6,714 |
+4 |
| Sep10 |
100308 |
99.005 |
99.025 |
99.005 |
99.025 |
+0.015 |
388 |
2,266 |
-40 |
| Total Volume and Open Interest |
1,688 |
22,800 |
+74 |
| Long Gilt(LIFFE) |
| Mar10 |
100225 |
115~18 |
115~28 |
115~11 |
115~23 |
+0~13 |
301,509 |
139,236 |
-76,552 |
| Jun10 |
100308 |
114~04 |
114~08 |
113~27 |
113~30 |
-0~09 |
99,267 |
287,393 |
+8,019 |
| Total Volume and Open Interest |
111,211 |
316,059 |
-1,187 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100308 |
99.34 |
99.35 |
99.34 |
99.34 |
unch |
30,055 |
317,707 |
+2,606 |
| Jun10 |
100308 |
99.24 |
99.27 |
99.24 |
99.26 |
+0.01 |
48,800 |
382,473 |
+3,518 |
| Sep10 |
100308 |
99.05 |
99.08 |
99.03 |
99.07 |
+0.02 |
64,203 |
359,994 |
-447 |
| Dec10 |
100308 |
98.71 |
98.76 |
98.68 |
98.74 |
+0.03 |
108,491 |
404,420 |
+15,836 |
| Mar11 |
100308 |
98.32 |
98.41 |
98.30 |
98.38 |
+0.05 |
141,683 |
340,306 |
+2,183 |
| Jun11 |
100308 |
97.94 |
98.02 |
97.91 |
98.00 |
+0.06 |
116,097 |
208,831 |
-1,532 |
| Total Volume and Open Interest |
668,831 |
2,463,380 |
+39,825 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100308 |
99.345 |
99.350 |
99.335 |
99.345 |
unch |
163,840 |
687,631 |
-14,602 |
| Jun10 |
100308 |
99.220 |
99.245 |
99.215 |
99.240 |
+0.020 |
468,308 |
719,741 |
+25,087 |
| Sep10 |
100308 |
99.010 |
99.030 |
98.995 |
99.025 |
+0.015 |
516,158 |
761,166 |
+32,903 |
| Total Volume and Open Interest |
2,391,633 |
4,103,896 |
+96,200 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100308 |
95.73 |
95.74 |
95.69 |
95.70 |
-0.04 |
14,579 |
104,439 |
+2,243 |
| Jun10 |
100308 |
95.43 |
95.44 |
95.35 |
95.37 |
-0.07 |
15,093 |
241,333 |
-898 |
| Sep10 |
100308 |
95.13 |
95.15 |
95.03 |
95.05 |
-0.09 |
7,735 |
132,792 |
+889 |
| Dec10 |
100308 |
94.91 |
94.91 |
94.79 |
94.81 |
-0.10 |
3,614 |
91,778 |
+208 |
| Mar11 |
100308 |
94.75 |
94.75 |
94.64 |
94.66 |
-0.09 |
1,878 |
39,529 |
+86 |
| Jun11 |
100308 |
94.64 |
94.64 |
94.52 |
94.54 |
-0.10 |
1,963 |
39,360 |
+1,024 |
| Sep11 |
100308 |
94.46 |
94.46 |
94.44 |
94.45 |
-0.10 |
200 |
16,676 |
-116 |
| Dec11 |
100308 |
94.39 |
94.39 |
94.38 |
94.38 |
-0.09 |
172 |
9,331 |
+126 |
| Mar12 |
100308 |
94.34 |
94.34 |
94.33 |
94.33 |
-0.09 |
108 |
2,653 |
+100 |
| Jun12 |
100308 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.07 |
0 |
1,719 |
+0 |
| Total Volume and Open Interest |
45,342 |
681,400 |
+3,662 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100308 |
94.54 |
94.56 |
94.43 |
94.45 |
-0.09 |
24,937 |
400,734 |
-1,498 |
| Jun10 |
100308 |
94.50 |
94.51 |
94.40 |
94.40 |
-0.09 |
1,129 |
2,499 |
+886 |
| Total Volume and Open Interest |
26,066 |
403,233 |
-612 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100308 |
95.16 |
95.17 |
95.02 |
95.04 |
-0.12 |
100,300 |
840,990 |
+5,706 |
| Jun10 |
100308 |
95.00 |
95.00 |
94.86 |
94.87 |
-0.13 |
653 |
15,043 |
+243 |
| Total Volume and Open Interest |
100,953 |
856,033 |
+5,949 |
| Gold(CMX) |
| Apr10 |
100308 |
1136.0 |
1138.0 |
1118.5 |
1124.0 |
-11.2 |
154,142 |
278,721 |
+2,809 |
| Jun10 |
100308 |
1136.7 |
1139.3 |
1119.7 |
1125.3 |
-11.2 |
6,842 |
78,456 |
+2,371 |
| Aug10 |
100308 |
1139.8 |
1140.4 |
1122.1 |
1126.6 |
-11.2 |
3,545 |
25,188 |
+519 |
| Oct10 |
100308 |
1139.0 |
1140.9 |
1123.5 |
1127.9 |
-11.1 |
2,569 |
15,722 |
+965 |
| Dec10 |
100308 |
1141.0 |
1141.5 |
1124.5 |
1129.1 |
-11.2 |
1,264 |
36,905 |
-22 |
| Feb11 |
100308 |
1142.0 |
1142.0 |
1130.8 |
1130.8 |
-11.3 |
390 |
8,332 |
+356 |
| Apr11 |
100308 |
1130.4 |
1132.9 |
1130.4 |
1132.9 |
-11.4 |
126 |
4,306 |
+0 |
| Jun11 |
100308 |
477.9 |
480.1 |
477.9 |
480.0 |
-11.5 |
564 |
7,366 |
-214 |
| Aug11 |
100308 |
1138.2 |
1138.2 |
1138.2 |
1138.2 |
-11.6 |
650 |
4,257 |
+575 |
| Oct11 |
100308 |
1141.6 |
1141.6 |
1141.6 |
1141.6 |
-11.6 |
15 |
3,644 |
+0 |
| Dec11 |
100308 |
1145.6 |
1145.6 |
1145.3 |
1145.3 |
-11.7 |
1,001 |
12,371 |
+23 |
| Total Volume and Open Interest |
172,096 |
494,853 |
+7,202 |
| Silver(CMX) |
| Mar10 |
100308 |
1738.5 |
1748.0 |
1716.5 |
1725.2 |
-11.0 |
648 |
650 |
+16 |
| May10 |
100308 |
1739.0 |
1753.0 |
1712.5 |
1727.2 |
-11.0 |
29,640 |
63,686 |
+371 |
| Jul10 |
100308 |
1745.5 |
1755.5 |
1715.0 |
1729.7 |
-11.0 |
544 |
14,041 |
+260 |
| Sep10 |
100308 |
1741.0 |
1751.0 |
1730.5 |
1731.8 |
-11.1 |
19 |
2,808 |
+0 |
| Dec10 |
100308 |
1750.0 |
1758.0 |
1732.0 |
1734.7 |
-11.2 |
754 |
13,198 |
+73 |
| Mar11 |
100308 |
1737.9 |
1737.9 |
1737.9 |
1737.9 |
-11.2 |
15 |
3,098 |
+3 |
| May11 |
100308 |
1735.0 |
1739.9 |
1735.0 |
1739.9 |
-11.2 |
71 |
1,726 |
-1 |
| Total Volume and Open Interest |
31,981 |
110,698 |
+780 |
| Platinum(NYMEX) |
| Apr10 |
100308 |
1579.9 |
1611.7 |
1573.1 |
1600.1 |
+21.0 |
4,055 |
31,118 |
-161 |
| Jul10 |
100308 |
1585.2 |
1615.0 |
1585.2 |
1604.5 |
+21.0 |
97 |
3,557 |
+45 |
| Oct10 |
100308 |
1611.3 |
1611.3 |
1605.0 |
1605.0 |
+20.4 |
13 |
216 |
+7 |
| Jan11 |
100308 |
1600.0 |
1600.0 |
1596.4 |
1600.0 |
+20.4 |
1 |
206 |
+0 |
| Total Volume and Open Interest |
4,166 |
35,099 |
-109 |
| Palladium(NYMEX) |
| Mar10 |
100308 |
476.00 |
476.05 |
470.35 |
470.35 |
-5.05 |
50 |
57 |
-23 |
| Jun10 |
100308 |
478.60 |
481.95 |
469.30 |
471.35 |
-5.35 |
2,144 |
20,912 |
-56 |
| Sep10 |
100308 |
477.70 |
477.70 |
472.30 |
472.30 |
-5.35 |
3 |
324 |
+1 |
| Total Volume and Open Interest |
2,216 |
21,343 |
-60 |
| Copper(CMX) |
| Mar10 |
100308 |
341.75 |
344.95 |
338.00 |
339.65 |
-0.60 |
1,560 |
3,245 |
-559 |
| May10 |
100308 |
341.80 |
346.50 |
338.55 |
341.05 |
-0.70 |
34,228 |
87,530 |
+1,999 |
| Jul10 |
100308 |
344.45 |
347.65 |
340.55 |
342.55 |
-0.60 |
1,261 |
20,153 |
+133 |
| Sep10 |
100308 |
346.60 |
348.10 |
342.50 |
343.45 |
-0.50 |
776 |
7,417 |
-27 |
| Dec10 |
100308 |
348.50 |
348.50 |
343.20 |
343.90 |
-0.45 |
288 |
5,664 |
-70 |
| Total Volume and Open Interest |
38,473 |
128,931 |
+1,488 |
| DJIA Index(CBOT) |
| Mar10 |
100308 |
10542 |
10575 |
10535 |
10538 |
-7 |
179 |
13,728 |
+24 |
| Jun10 |
100308 |
10469 |
10510 |
10469 |
10476 |
-7 |
3 |
40 |
+1 |
| Sep10 |
100308 |
10418 |
10425 |
10418 |
10418 |
-7 |
|
|
|
| Dec10 |
100308 |
10368 |
10375 |
10368 |
10368 |
-7 |
|
|
|
| Total Volume and Open Interest |
182 |
13,768 |
+25 |
| S & P 500(CME) |
| Mar10 |
100308 |
1135.90 |
1140.50 |
1135.00 |
1137.10 |
+0.60 |
16,299 |
364,966 |
-1,825 |
| Jun10 |
100308 |
1133.50 |
1135.50 |
1131.70 |
1132.40 |
+0.60 |
2,752 |
28,594 |
+1,797 |
| Sep10 |
100308 |
1127.40 |
1129.80 |
1127.40 |
1127.40 |
+0.60 |
2 |
2,071 |
+2 |
| Dec10 |
100308 |
1123.50 |
1125.00 |
1122.70 |
1122.70 |
+0.70 |
0 |
2,951 |
+0 |
| Total Volume and Open Interest |
19,053 |
398,603 |
-26 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100308 |
1136.25 |
1140.50 |
1135.00 |
1137.00 |
+0.50 |
1,490,362 |
2,751,134 |
-48,957 |
| Jun10 |
100308 |
1131.75 |
1135.75 |
1130.25 |
1132.50 |
+0.75 |
28,003 |
134,509 |
+17,855 |
| Total Volume and Open Interest |
1,518,549 |
2,887,275 |
-31,158 |
| NASDAQ 100(CME) |
| Mar10 |
100308 |
1886.30 |
1895.00 |
1883.80 |
1888.30 |
+2.80 |
326 |
26,715 |
+36 |
| Jun10 |
100308 |
1886.00 |
1891.00 |
1884.00 |
1885.80 |
+3.00 |
17 |
767 |
+15 |
| Sep10 |
100308 |
1884.80 |
1884.80 |
1884.30 |
1884.80 |
+3.00 |
|
|
|
| Total Volume and Open Interest |
343 |
27,482 |
+51 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100308 |
1884.00 |
1894.80 |
1883.30 |
1888.30 |
+2.80 |
197,677 |
404,269 |
+3,870 |
| Jun10 |
100308 |
1882.00 |
1892.50 |
1880.80 |
1885.80 |
+3.00 |
1,674 |
8,619 |
+232 |
| Total Volume and Open Interest |
199,351 |
412,899 |
+4,102 |
| S & P Midcap 400(CME) |
| Mar10 |
100308 |
768.50 |
772.50 |
768.50 |
770.80 |
+2.50 |
115 |
2,606 |
+36 |
| Jun10 |
100308 |
768.40 |
768.40 |
768.40 |
768.40 |
+2.50 |
|
|
|
| Sep10 |
100308 |
766.40 |
766.40 |
766.40 |
766.40 |
+2.50 |
|
|
|
| Total Volume and Open Interest |
115 |
2,606 |
+36 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100308 |
10625 |
10630 |
10625 |
10625 |
+395 |
|
|
|
| Jun10 |
100308 |
10595 |
10655 |
10580 |
10630 |
+80 |
372 |
636 |
+267 |
| Total Volume and Open Interest |
10,648 |
40,723 |
+919 |
| Nikkei 225(SGX) |
| Mar10 |
100308 |
10380 |
10590 |
10360 |
10580 |
+205 |
99,126 |
188,540 |
+2,220 |
| Jun10 |
100308 |
10315 |
10525 |
10300 |
10515 |
+200 |
8,212 |
17,439 |
+5,893 |
| Sep10 |
100308 |
10525 |
10525 |
10525 |
10525 |
+205 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
107,538 |
209,627 |
+9,990 |
| CAC 40(EURONEXT) |
| Mar10 |
100308 |
3932.5 |
3936.5 |
3901.5 |
3905.0 |
-5.0 |
98,394 |
375,498 |
+10,757 |
| Apr10 |
100308 |
3933.5 |
3934.5 |
3904.5 |
3906.0 |
-5.0 |
28 |
741 |
+29 |
| May10 |
100308 |
3831.5 |
3831.5 |
3831.5 |
3831.5 |
-4.5 |
|
|
|
| Total Volume and Open Interest |
98,517 |
379,681 |
+10,857 |
| Hang Seng Index(HKFE) |
| Mar10 |
100308 |
21100 |
21243 |
21062 |
21125 |
+400 |
72,113 |
70,972 |
-1,092 |
| Apr10 |
100308 |
21073 |
21191 |
21028 |
21074 |
+394 |
1,089 |
1,715 |
+112 |
| Total Volume and Open Interest |
73,500 |
75,148 |
-771 |
| DAX(EUREX) |
| Mar10 |
100308 |
5910.0 |
5914.5 |
5866.5 |
5872.5 |
-5.5 |
130,733 |
155,410 |
-605 |
| Jun10 |
100308 |
5915.5 |
5922.0 |
5880.0 |
5880.5 |
-5.5 |
2,240 |
13,468 |
+1,572 |
| Sep10 |
100308 |
5929.5 |
5929.5 |
5887.5 |
5887.5 |
-5.5 |
236 |
1,972 |
-2 |
| Total Volume and Open Interest |
133,209 |
170,850 |
+965 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100308 |
5603.00 |
5609.50 |
5566.00 |
5590.00 |
+3.00 |
101,191 |
672,738 |
+4,190 |
| Jun10 |
100308 |
5557.00 |
5559.00 |
5520.50 |
5540.00 |
+4.00 |
2,101 |
10,493 |
+1,250 |
| Sep10 |
100308 |
5505.00 |
5505.00 |
5487.00 |
5501.50 |
+4.00 |
1 |
331 |
+0 |
| Total Volume and Open Interest |
103,338 |
684,906 |
+5,485 |
| SPI 200(SFE) |
| Mar10 |
100308 |
4786.0 |
4847.0 |
4773.0 |
4802.0 |
+27.0 |
25,571 |
203,021 |
-2,725 |
| Jun10 |
100308 |
4797.0 |
4864.0 |
4797.0 |
4822.0 |
+28.0 |
464 |
3,530 |
+27 |
| Sep10 |
100308 |
4810.0 |
4810.0 |
4808.0 |
4808.0 |
+34.0 |
3 |
1,972 |
+2 |
| Total Volume and Open Interest |
26,038 |
210,104 |
-2,696 |
| GSCI(CME) |
| Mar10 |
100308 |
527.00 |
528.00 |
522.65 |
527.65 |
+0.65 |
390 |
15,841 |
+156 |
| Apr10 |
100308 |
530.00 |
532.00 |
525.80 |
530.90 |
+0.55 |
82 |
310 |
+80 |
| May10 |
100308 |
531.50 |
533.00 |
529.00 |
533.00 |
+1.80 |
|
|
|
| Total Volume and Open Interest |
472 |
16,151 |
+236 |
| 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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