|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue March 09, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar10 |
100309 |
941.00 |
942.00 |
929.00 |
941.50 |
+1.00 |
3,818 |
1,833 |
-911 |
| May10 |
100309 |
947.00 |
948.50 |
935.00 |
947.50 |
-0.50 |
66,010 |
196,388 |
+1,708 |
| Jul10 |
100309 |
954.75 |
956.25 |
943.25 |
956.00 |
unch |
25,534 |
99,671 |
+3,298 |
| Aug10 |
100309 |
950.00 |
953.25 |
942.00 |
953.00 |
-0.25 |
1,035 |
5,206 |
-74 |
| Sep10 |
100309 |
940.75 |
941.00 |
929.25 |
938.50 |
-2.50 |
520 |
3,984 |
+12 |
| Nov10 |
100309 |
929.25 |
931.00 |
920.00 |
927.50 |
-3.50 |
19,383 |
111,434 |
+3,317 |
| Jan11 |
100309 |
932.50 |
940.00 |
928.75 |
936.25 |
-3.75 |
539 |
6,127 |
-49 |
| Total Volume and Open Interest |
117,342 |
435,308 |
+7,480 |
| Soybean Meal(CBOT) |
| Mar10 |
100309 |
259.50 |
259.50 |
252.60 |
259.00 |
-0.50 |
2,251 |
1,979 |
-863 |
| May10 |
100309 |
258.90 |
259.00 |
254.90 |
258.70 |
unch |
31,819 |
96,630 |
-66 |
| Jul10 |
100309 |
259.30 |
259.60 |
255.60 |
259.20 |
-0.10 |
11,232 |
37,818 |
+583 |
| Aug10 |
100309 |
258.80 |
258.80 |
255.00 |
257.90 |
-0.40 |
3,315 |
13,079 |
-286 |
| Sep10 |
100309 |
256.50 |
256.50 |
253.40 |
255.20 |
-1.30 |
2,698 |
10,785 |
+306 |
| Oct10 |
100309 |
248.80 |
250.10 |
247.50 |
248.30 |
-1.20 |
2,267 |
7,545 |
+371 |
| Dec10 |
100309 |
249.20 |
249.80 |
247.00 |
248.00 |
-1.30 |
8,033 |
28,039 |
+924 |
| Jan11 |
100309 |
249.00 |
249.40 |
248.10 |
249.20 |
-1.10 |
667 |
2,462 |
+229 |
| Total Volume and Open Interest |
62,552 |
202,550 |
+1,392 |
| Soybean Oil(CBOT) |
| Mar10 |
100309 |
39.95 |
39.97 |
39.59 |
39.97 |
+0.02 |
1,547 |
1,467 |
-704 |
| May10 |
100309 |
40.29 |
40.39 |
39.86 |
40.30 |
+0.02 |
27,775 |
134,433 |
+1,058 |
| Jul10 |
100309 |
40.68 |
40.79 |
40.28 |
40.74 |
+0.03 |
10,420 |
79,633 |
+1,255 |
| Aug10 |
100309 |
40.70 |
40.92 |
40.60 |
40.92 |
+0.03 |
1,435 |
11,402 |
+415 |
| Sep10 |
100309 |
41.02 |
41.04 |
40.59 |
41.04 |
+0.02 |
625 |
7,389 |
-10 |
| Oct10 |
100309 |
40.97 |
41.15 |
40.74 |
41.15 |
+0.02 |
1,239 |
6,188 |
+249 |
| Dec10 |
100309 |
41.36 |
41.48 |
40.97 |
41.42 |
+0.02 |
8,557 |
37,514 |
+228 |
| Jan11 |
100309 |
41.33 |
41.65 |
41.19 |
41.65 |
+0.02 |
581 |
1,699 |
+217 |
| Total Volume and Open Interest |
52,513 |
281,734 |
+2,830 |
| Canola(WCE) |
| Mar10 |
100309 |
385.9 |
385.9 |
385.9 |
385.9 |
+0.3 |
50 |
5 |
-50 |
| May10 |
100309 |
384.6 |
389.7 |
381.8 |
384.9 |
+0.3 |
6,583 |
81,819 |
+826 |
| Jul10 |
100309 |
388.6 |
394.1 |
386.8 |
389.9 |
-0.5 |
1,950 |
20,147 |
-32 |
| Nov10 |
100309 |
394.1 |
398.5 |
393.2 |
394.6 |
-2.3 |
520 |
14,942 |
+20 |
| Jan11 |
100309 |
396.8 |
401.6 |
396.8 |
397.9 |
-3.7 |
27 |
576 |
+7 |
| Total Volume and Open Interest |
9,132 |
117,784 |
+771 |
| Corn(CBOT) |
| Mar10 |
100309 |
364.50 |
364.50 |
358.00 |
358.75 |
-5.75 |
16,347 |
10,084 |
-3,032 |
| May10 |
100309 |
375.00 |
375.25 |
368.25 |
369.00 |
-6.00 |
95,052 |
467,467 |
+2,817 |
| Jul10 |
100309 |
385.75 |
386.00 |
379.25 |
380.00 |
-6.00 |
37,069 |
247,185 |
+5,174 |
| Sep10 |
100309 |
394.25 |
394.75 |
387.75 |
388.75 |
-6.25 |
13,414 |
62,164 |
+1,491 |
| Dec10 |
100309 |
402.75 |
403.25 |
395.50 |
397.00 |
-6.00 |
28,692 |
262,095 |
+2,924 |
| Mar11 |
100309 |
413.00 |
413.50 |
407.00 |
407.75 |
-6.00 |
743 |
30,053 |
+13 |
| Total Volume and Open Interest |
193,415 |
1,120,571 |
+10,051 |
| Wheat(CBOT) |
| Mar10 |
100309 |
483.00 |
483.25 |
478.25 |
478.50 |
-6.00 |
1,902 |
869 |
-652 |
| May10 |
100309 |
494.25 |
494.50 |
488.00 |
489.50 |
-5.50 |
36,061 |
172,339 |
+1,742 |
| Jul10 |
100309 |
507.75 |
507.75 |
500.75 |
502.25 |
-5.50 |
8,788 |
129,905 |
+463 |
| Sep10 |
100309 |
521.50 |
521.50 |
516.50 |
518.25 |
-4.50 |
3,247 |
29,835 |
+1,387 |
| Dec10 |
100309 |
548.00 |
548.75 |
542.75 |
545.25 |
-4.00 |
3,208 |
68,511 |
+412 |
| Total Volume and Open Interest |
53,681 |
421,926 |
+3,643 |
| Wheat(KCBT) |
| Mar10 |
100309 |
490.25 |
492.50 |
490.25 |
490.25 |
-4.75 |
16 |
146 |
-14 |
| May10 |
100309 |
500.00 |
500.50 |
496.50 |
497.50 |
-4.50 |
7,370 |
47,121 |
-203 |
| Jul10 |
100309 |
510.00 |
511.25 |
507.00 |
508.25 |
-4.75 |
1,682 |
37,186 |
-127 |
| Sep10 |
100309 |
520.00 |
522.00 |
519.00 |
520.00 |
-4.50 |
352 |
5,970 |
+149 |
| Dec10 |
100309 |
538.25 |
540.50 |
537.25 |
538.00 |
-4.00 |
415 |
41,841 |
+25 |
| Total Volume and Open Interest |
9,933 |
136,270 |
-108 |
| Wheat(MGE) |
| Mar10 |
100309 |
512.25 |
512.25 |
502.00 |
502.00 |
-3.50 |
3 |
13 |
-22 |
| May10 |
100309 |
512.00 |
514.50 |
510.00 |
511.25 |
-2.25 |
2,957 |
15,348 |
-802 |
| Jul10 |
100309 |
523.75 |
525.50 |
521.00 |
522.50 |
-2.50 |
1,106 |
10,970 |
+198 |
| Sep10 |
100309 |
535.00 |
537.25 |
532.25 |
534.75 |
-0.75 |
204 |
5,548 |
-68 |
| Dec10 |
100309 |
550.00 |
554.75 |
550.00 |
551.75 |
-2.00 |
173 |
6,046 |
-84 |
| Total Volume and Open Interest |
4,521 |
39,333 |
-763 |
| Oats(CBOT) |
| Mar10 |
100309 |
219.50 |
220.50 |
218.00 |
218.00 |
-2.50 |
46 |
44 |
-10 |
| May10 |
100309 |
228.00 |
228.00 |
225.00 |
225.00 |
-2.50 |
413 |
9,820 |
+38 |
| Jul10 |
100309 |
234.50 |
236.25 |
233.50 |
233.75 |
-2.50 |
21 |
2,561 |
-2 |
| Sep10 |
100309 |
241.50 |
244.00 |
241.50 |
241.50 |
-2.50 |
1 |
867 |
+1 |
| Total Volume and Open Interest |
604 |
14,901 |
+99 |
| Rough Rice(CBOT) |
| Mar10 |
100309 |
12.70 |
12.77 |
12.69 |
12.77 |
+0.08 |
44 |
84 |
-254 |
| May10 |
100309 |
12.93 |
13.08 |
12.90 |
13.02 |
+0.09 |
662 |
10,345 |
-40 |
| Jul10 |
100309 |
13.23 |
13.38 |
13.19 |
13.31 |
+0.09 |
61 |
1,244 |
+2 |
| Sep10 |
100309 |
12.89 |
13.00 |
12.85 |
12.99 |
+0.05 |
45 |
1,258 |
+17 |
| Total Volume and Open Interest |
852 |
14,193 |
-267 |
| Live Cattle(CME) |
| Apr10 |
100309 |
94.230 |
94.600 |
94.100 |
94.400 |
+0.200 |
20,975 |
118,988 |
-6,761 |
| Jun10 |
100309 |
92.300 |
92.450 |
92.080 |
92.330 |
+0.045 |
16,805 |
111,112 |
+3,568 |
| Aug10 |
100309 |
90.750 |
90.950 |
90.535 |
90.750 |
-0.100 |
8,775 |
51,393 |
+2,846 |
| Oct10 |
100309 |
93.000 |
93.350 |
92.930 |
93.150 |
-0.135 |
2,606 |
27,543 |
+897 |
| Dec10 |
100309 |
95.000 |
95.200 |
94.680 |
94.930 |
-0.270 |
931 |
10,092 |
+309 |
| Feb11 |
100309 |
96.100 |
96.230 |
95.850 |
95.980 |
-0.405 |
712 |
4,511 |
+203 |
| Total Volume and Open Interest |
50,926 |
325,503 |
+1,129 |
| Feeder Cattle(CME) |
| Mar10 |
100309 |
102.700 |
102.750 |
102.300 |
102.350 |
-0.185 |
524 |
6,535 |
-152 |
| Apr10 |
100309 |
106.150 |
106.400 |
105.900 |
106.035 |
+0.035 |
1,782 |
12,376 |
-217 |
| May10 |
100309 |
106.700 |
107.050 |
106.400 |
106.600 |
-0.035 |
1,611 |
9,755 |
+438 |
| Aug10 |
100309 |
109.050 |
109.200 |
108.600 |
108.885 |
-0.250 |
1,107 |
7,970 |
+499 |
| Sep10 |
100309 |
108.800 |
108.800 |
107.980 |
108.100 |
-0.380 |
81 |
899 |
+50 |
| Oct10 |
100309 |
108.000 |
108.000 |
107.450 |
107.900 |
-0.050 |
48 |
490 |
+34 |
| Nov10 |
100309 |
107.350 |
108.300 |
107.300 |
107.785 |
-0.115 |
26 |
118 |
+15 |
| Total Volume and Open Interest |
5,179 |
38,161 |
+667 |
| Lean Hogs(CME) |
| Apr10 |
100309 |
72.800 |
73.300 |
72.200 |
72.400 |
-0.400 |
15,965 |
65,533 |
-4,794 |
| May10 |
100309 |
78.300 |
78.750 |
77.430 |
77.930 |
-0.870 |
153 |
5,803 |
+35 |
| Jun10 |
100309 |
81.450 |
81.800 |
80.350 |
80.475 |
-0.975 |
10,920 |
55,556 |
+1,985 |
| Jul10 |
100309 |
81.700 |
82.150 |
80.580 |
80.725 |
-1.075 |
3,946 |
22,971 |
+882 |
| Aug10 |
100309 |
81.300 |
81.635 |
80.100 |
80.250 |
-1.150 |
2,674 |
22,515 |
+1,093 |
| Oct10 |
100309 |
71.850 |
72.100 |
70.725 |
71.100 |
-0.850 |
1,183 |
14,065 |
+584 |
| Dec10 |
100309 |
69.000 |
69.100 |
67.750 |
67.830 |
-1.220 |
272 |
6,937 |
+58 |
| Feb11 |
100309 |
70.785 |
70.785 |
69.580 |
69.950 |
-1.050 |
119 |
1,764 |
+77 |
| Total Volume and Open Interest |
35,331 |
195,547 |
-14 |
| Pork Bellies(CME) |
| Mar10 |
100309 |
93.000 |
93.000 |
92.000 |
93.000 |
+0.500 |
6 |
31 |
+0 |
| May10 |
100309 |
93.000 |
94.200 |
91.950 |
92.800 |
+0.765 |
19 |
228 |
-3 |
| Jul10 |
100309 |
94.750 |
95.500 |
94.750 |
95.500 |
+0.700 |
0 |
62 |
+0 |
| Aug10 |
100309 |
88.000 |
90.500 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100309 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
25 |
345 |
-3 |
| Class III Milk(CME) |
| Mar10 |
100309 |
12.76 |
12.78 |
12.68 |
12.76 |
-0.02 |
52 |
3,915 |
+27 |
| Apr10 |
100309 |
12.66 |
12.68 |
12.50 |
12.55 |
-0.13 |
194 |
4,447 |
+66 |
| May10 |
100309 |
12.98 |
13.00 |
12.78 |
12.92 |
-0.08 |
122 |
3,729 |
+0 |
| Jun10 |
100309 |
13.73 |
13.76 |
13.55 |
13.62 |
-0.14 |
71 |
2,985 |
+15 |
| Jul10 |
100309 |
14.38 |
14.38 |
14.22 |
14.24 |
-0.16 |
52 |
2,337 |
+5 |
| Total Volume and Open Interest |
771 |
27,734 |
-3,340 |
| Cocoa(ICE) |
| Mar10 |
100309 |
2810 |
2810 |
2761 |
2787 |
-40 |
6 |
51 |
+0 |
| May10 |
100309 |
2828 |
2829 |
2766 |
2802 |
-32 |
6,072 |
60,691 |
-90 |
| Jul10 |
100309 |
2857 |
2857 |
2797 |
2829 |
-32 |
1,140 |
25,551 |
+502 |
| Sep10 |
100309 |
2867 |
2874 |
2821 |
2849 |
-36 |
462 |
12,427 |
+191 |
| Dec10 |
100309 |
2891 |
2895 |
2856 |
2887 |
-28 |
54 |
7,309 |
-15 |
| Mar11 |
100309 |
2890 |
2920 |
2879 |
2908 |
-31 |
8 |
12,059 |
-7 |
| May11 |
100309 |
2913 |
2913 |
2913 |
2913 |
-29 |
1 |
4,782 |
+1 |
| Total Volume and Open Interest |
7,758 |
126,025 |
+587 |
| Coffee "C"(ICE) |
| Mar10 |
100309 |
131.25 |
131.30 |
130.25 |
130.25 |
+1.55 |
6 |
41 |
-86 |
| May10 |
100309 |
130.95 |
134.25 |
130.10 |
132.75 |
+1.65 |
4,809 |
76,134 |
+489 |
| Jul10 |
100309 |
133.00 |
135.75 |
131.95 |
134.45 |
+1.65 |
1,518 |
23,357 |
-264 |
| Sep10 |
100309 |
133.90 |
137.30 |
133.70 |
136.10 |
+1.65 |
1,145 |
9,515 |
+217 |
| Dec10 |
100309 |
135.50 |
139.00 |
135.50 |
138.15 |
+1.85 |
204 |
7,935 |
+107 |
| Mar11 |
100309 |
138.50 |
140.40 |
138.50 |
139.85 |
+1.90 |
41 |
5,143 |
+0 |
| Total Volume and Open Interest |
7,727 |
123,620 |
+462 |
| Orange Juice(ICE) |
| Mar10 |
100309 |
151.35 |
151.35 |
148.25 |
149.15 |
-1.75 |
10 |
619 |
+0 |
| May10 |
100309 |
149.00 |
149.00 |
146.20 |
147.15 |
-2.15 |
376 |
26,788 |
+135 |
| Jul10 |
100309 |
150.65 |
150.65 |
148.80 |
149.65 |
-2.20 |
23 |
6,475 |
+10 |
| Sep10 |
100309 |
150.00 |
150.70 |
149.95 |
150.65 |
-1.85 |
7 |
1,344 |
+6 |
| Nov10 |
100309 |
151.50 |
152.00 |
150.85 |
151.75 |
-1.75 |
6 |
688 |
+1 |
| Jan11 |
100309 |
153.00 |
154.00 |
153.00 |
153.90 |
-1.35 |
7 |
657 |
+1 |
| Total Volume and Open Interest |
444 |
36,857 |
+161 |
| Sugar #11(ICE) |
| May10 |
100309 |
21.57 |
21.62 |
20.22 |
20.32 |
-1.25 |
34,101 |
277,194 |
+150 |
| Jul10 |
100309 |
20.45 |
20.45 |
19.25 |
19.34 |
-1.08 |
18,906 |
177,930 |
+2,116 |
| Oct10 |
100309 |
19.52 |
19.52 |
18.63 |
18.68 |
-1.01 |
5,768 |
157,382 |
+294 |
| Mar11 |
100309 |
19.08 |
19.08 |
18.00 |
18.14 |
-0.94 |
1,890 |
60,060 |
+451 |
| May11 |
100309 |
18.00 |
18.00 |
17.31 |
17.34 |
-0.79 |
828 |
18,089 |
+130 |
| Total Volume and Open Interest |
62,777 |
753,520 |
+3,404 |
| London Cocoa(LCE) |
| Mar10 |
100305 |
2140 |
2172 |
2136 |
2156 |
+31 |
1,650 |
25,552 |
-1,015 |
| May10 |
100309 |
2160 |
2169 |
2135 |
2151 |
-12 |
3,943 |
44,453 |
-108 |
| Jul10 |
100309 |
2153 |
2160 |
2130 |
2147 |
-9 |
1,137 |
35,416 |
-333 |
| Sep10 |
100309 |
2126 |
2126 |
2107 |
2118 |
-10 |
242 |
18,118 |
-19 |
| Dec10 |
100309 |
2111 |
2111 |
2086 |
2098 |
-15 |
179 |
12,365 |
-9 |
| Mar11 |
100309 |
2096 |
2096 |
2060 |
2069 |
-18 |
295 |
12,467 |
+0 |
| May11 |
100309 |
2083 |
2083 |
2065 |
2065 |
-19 |
1 |
2,957 |
+0 |
| Total Volume and Open Interest |
6,744 |
150,730 |
-363 |
| London Sugar(LCE) |
| May10 |
100309 |
587.10 |
587.10 |
553.80 |
555.30 |
-34.50 |
4,560 |
32,862 |
-950 |
| Aug10 |
100309 |
564.10 |
564.20 |
540.80 |
542.00 |
-26.40 |
2,404 |
18,364 |
-103 |
| Oct10 |
100309 |
532.80 |
532.80 |
518.90 |
520.00 |
-16.60 |
465 |
8,917 |
-44 |
| Dec10 |
100309 |
518.00 |
518.00 |
504.50 |
504.50 |
-15.80 |
50 |
2,056 |
+30 |
| Mar11 |
100309 |
506.20 |
506.20 |
498.00 |
498.70 |
-16.50 |
4 |
1,024 |
+1 |
| Total Volume and Open Interest |
7,484 |
63,766 |
-1,066 |
| Cotton(ICE) |
| Mar10 |
100309 |
81.90 |
81.90 |
79.73 |
79.73 |
-2.42 |
32 |
1,834 |
-108 |
| May10 |
100309 |
82.02 |
82.04 |
79.81 |
80.33 |
-1.71 |
5,799 |
105,365 |
+724 |
| Jul10 |
100309 |
82.54 |
82.54 |
80.20 |
80.62 |
-1.92 |
2,385 |
40,838 |
+827 |
| Oct10 |
100309 |
76.00 |
76.38 |
76.00 |
76.38 |
+0.04 |
0 |
165 |
+0 |
| Dec10 |
100309 |
75.13 |
75.37 |
74.45 |
75.37 |
+0.10 |
1,297 |
32,120 |
+523 |
| Mar11 |
100309 |
76.46 |
76.46 |
75.66 |
76.31 |
-0.11 |
138 |
3,122 |
+121 |
| Total Volume and Open Interest |
9,695 |
185,569 |
+2,131 |
| Lumber(CME) |
| Mar10 |
100309 |
266.7 |
273.8 |
265.0 |
273.8 |
+10.2 |
241 |
1,006 |
-88 |
| May10 |
100309 |
280.0 |
287.0 |
278.5 |
287.0 |
+10.0 |
396 |
5,630 |
+37 |
| Jul10 |
100309 |
288.9 |
295.0 |
288.2 |
295.0 |
+10.0 |
15 |
2,102 |
+7 |
| Sep10 |
100309 |
281.9 |
289.7 |
281.9 |
289.7 |
+9.7 |
3 |
628 |
+0 |
| Total Volume and Open Interest |
665 |
9,472 |
-36 |
| Crude Oil(NYM) |
| Apr10 |
100309 |
81.75 |
81.91 |
80.16 |
81.49 |
-0.38 |
299,634 |
239,885 |
-10,009 |
| May10 |
100309 |
82.18 |
82.31 |
80.57 |
81.86 |
-0.45 |
98,684 |
187,924 |
+9,254 |
| Jun10 |
100309 |
82.61 |
82.73 |
81.04 |
82.30 |
-0.48 |
50,594 |
178,404 |
+2,236 |
| Jul10 |
100309 |
82.89 |
83.09 |
81.55 |
82.75 |
-0.50 |
15,567 |
66,479 |
+4,027 |
| Aug10 |
100309 |
83.21 |
83.49 |
81.99 |
83.14 |
-0.49 |
9,093 |
26,093 |
-501 |
| Sep10 |
100309 |
83.32 |
83.69 |
82.37 |
83.48 |
-0.48 |
9,464 |
37,835 |
+1,505 |
| Oct10 |
100309 |
83.00 |
84.04 |
83.00 |
83.78 |
-0.47 |
4,631 |
19,934 |
+620 |
| Nov10 |
100309 |
84.14 |
84.14 |
83.08 |
84.08 |
-0.46 |
4,021 |
23,924 |
+480 |
| Dec10 |
100309 |
84.52 |
84.87 |
83.31 |
84.41 |
-0.44 |
31,176 |
205,458 |
-203 |
| Jan11 |
100309 |
83.79 |
84.61 |
83.79 |
84.61 |
-0.44 |
1,233 |
25,541 |
+367 |
| Feb11 |
100309 |
84.30 |
84.82 |
84.30 |
84.82 |
-0.43 |
1,020 |
16,624 |
+269 |
| Mar11 |
100309 |
84.50 |
85.02 |
84.50 |
85.02 |
-0.43 |
432 |
12,999 |
+81 |
| Apr11 |
100309 |
85.20 |
85.20 |
85.20 |
85.20 |
-0.43 |
97 |
11,767 |
+25 |
| May11 |
100309 |
85.34 |
85.34 |
85.34 |
85.34 |
-0.44 |
37 |
4,404 |
+17 |
| Jun11 |
100309 |
85.17 |
85.45 |
85.17 |
85.45 |
-0.45 |
1,922 |
28,195 |
+155 |
| Jul11 |
100309 |
85.57 |
85.57 |
85.57 |
85.57 |
-0.45 |
533 |
3,821 |
-246 |
| Total Volume and Open Interest |
549,484 |
1,332,293 |
+10,340 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100212 |
75.350 |
75.350 |
72.675 |
74.125 |
+1.225 |
|
|
|
| Apr10 |
100309 |
81.750 |
81.900 |
80.175 |
81.500 |
-0.375 |
10,750 |
5,488 |
+182 |
| May10 |
100309 |
81.925 |
82.250 |
80.600 |
81.850 |
-0.450 |
403 |
1,154 |
+25 |
| Jun10 |
100309 |
82.800 |
82.800 |
81.425 |
82.300 |
-0.475 |
65 |
257 |
-3 |
| Jul10 |
100309 |
82.650 |
82.750 |
81.650 |
82.750 |
-0.500 |
5 |
30 |
+2 |
| Aug10 |
100309 |
82.700 |
83.150 |
82.700 |
83.150 |
-0.475 |
2 |
6 |
+2 |
| Sep10 |
100309 |
83.475 |
83.475 |
83.475 |
83.475 |
-0.475 |
2 |
10 |
+2 |
| Oct10 |
100309 |
83.775 |
83.775 |
83.775 |
83.775 |
-0.475 |
0 |
11 |
+0 |
| Nov10 |
100309 |
84.075 |
84.075 |
84.075 |
84.075 |
-0.475 |
0 |
1 |
+0 |
| Dec10 |
100309 |
84.400 |
84.400 |
84.400 |
84.400 |
-0.450 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
11,227 |
7,060 |
+210 |
| Heating Oil(NYM) |
| Apr10 |
100309 |
210.37 |
210.67 |
206.61 |
208.98 |
-1.57 |
39,459 |
78,199 |
-1,297 |
| May10 |
100309 |
211.56 |
211.91 |
208.03 |
210.26 |
-1.68 |
15,870 |
58,078 |
+3,419 |
| Jun10 |
100309 |
210.53 |
213.22 |
209.50 |
211.65 |
-1.72 |
10,128 |
48,679 |
+1,046 |
| Jul10 |
100309 |
211.51 |
215.00 |
211.15 |
213.45 |
-1.73 |
3,329 |
22,459 |
+325 |
| Aug10 |
100309 |
213.21 |
216.61 |
213.21 |
215.28 |
-1.68 |
2,149 |
12,167 |
+246 |
| Sep10 |
100309 |
217.23 |
218.68 |
216.76 |
217.27 |
-1.69 |
875 |
11,520 |
-10 |
| Oct10 |
100309 |
219.86 |
221.04 |
219.46 |
219.62 |
-1.71 |
422 |
9,500 |
-42 |
| Nov10 |
100309 |
220.35 |
222.97 |
220.35 |
222.12 |
-1.67 |
478 |
9,365 |
-65 |
| Dec10 |
100309 |
222.69 |
226.12 |
222.59 |
224.67 |
-1.63 |
4,029 |
26,684 |
-832 |
| Jan11 |
100309 |
225.63 |
227.25 |
225.33 |
227.02 |
-1.63 |
505 |
12,959 |
-15 |
| Feb11 |
100309 |
227.50 |
229.25 |
226.70 |
228.32 |
-1.63 |
85 |
4,500 |
-42 |
| Mar11 |
100309 |
227.60 |
228.45 |
227.60 |
228.22 |
-1.63 |
127 |
5,239 |
+86 |
| Total Volume and Open Interest |
77,785 |
314,751 |
+2,806 |
| Gasoline(NYMEX) |
| Apr10 |
100309 |
228.30 |
228.30 |
223.80 |
226.03 |
-2.89 |
39,936 |
95,185 |
+361 |
| May10 |
100309 |
227.93 |
227.93 |
224.00 |
226.23 |
-2.55 |
17,573 |
67,114 |
+2,946 |
| Jun10 |
100309 |
226.85 |
226.85 |
223.22 |
225.58 |
-2.27 |
8,407 |
40,734 |
+776 |
| Jul10 |
100309 |
222.91 |
225.52 |
222.90 |
224.71 |
-2.23 |
3,182 |
21,452 |
+528 |
| Aug10 |
100309 |
222.75 |
224.10 |
221.83 |
223.72 |
-2.25 |
1,403 |
11,265 |
-200 |
| Sep10 |
100309 |
221.52 |
222.50 |
221.52 |
222.49 |
-2.30 |
1,592 |
16,889 |
+95 |
| Oct10 |
100309 |
211.72 |
211.92 |
211.72 |
211.92 |
-2.23 |
686 |
6,690 |
+152 |
| Nov10 |
100309 |
211.06 |
211.06 |
210.70 |
210.70 |
-2.25 |
505 |
11,599 |
-95 |
| Dec10 |
100309 |
209.55 |
211.04 |
209.55 |
210.32 |
-2.17 |
580 |
11,515 |
-52 |
| Jan11 |
100309 |
212.11 |
212.11 |
211.77 |
211.77 |
-2.22 |
56 |
3,327 |
+16 |
| Total Volume and Open Interest |
73,980 |
291,322 |
+4,531 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100309 |
226.00 |
226.03 |
226.00 |
226.00 |
-2.90 |
0 |
7 |
+0 |
| May10 |
100309 |
226.20 |
226.23 |
226.20 |
226.20 |
-2.60 |
|
|
|
| Jun10 |
100309 |
225.60 |
225.60 |
225.58 |
225.60 |
-2.30 |
|
|
|
| Jul10 |
100309 |
224.70 |
224.71 |
224.70 |
224.70 |
-2.20 |
|
|
|
| Total Volume and Open Interest |
0 |
8 |
+0 |
| Natural Gas(NYM) |
| Apr10 |
100309 |
4.571 |
4.603 |
4.476 |
4.516 |
-0.011 |
64,872 |
180,903 |
-4,056 |
| May10 |
100309 |
4.665 |
4.690 |
4.536 |
4.575 |
-0.015 |
28,412 |
166,052 |
+4,818 |
| Jun10 |
100309 |
4.696 |
4.727 |
4.609 |
4.643 |
-0.016 |
16,740 |
49,823 |
-830 |
| Jul10 |
100309 |
4.776 |
4.812 |
4.693 |
4.735 |
-0.015 |
12,540 |
49,337 |
+3,180 |
| Aug10 |
100309 |
4.860 |
4.875 |
4.755 |
4.797 |
-0.017 |
5,023 |
32,013 |
-1,285 |
| Sep10 |
100309 |
4.857 |
4.914 |
4.796 |
4.836 |
-0.020 |
5,064 |
30,168 |
+707 |
| Oct10 |
100309 |
4.960 |
5.013 |
4.891 |
4.933 |
-0.024 |
9,343 |
58,751 |
+270 |
| Nov10 |
100309 |
5.283 |
5.332 |
5.208 |
5.248 |
-0.034 |
1,853 |
14,599 |
+406 |
| Dec10 |
100309 |
5.654 |
5.750 |
5.575 |
5.608 |
-0.039 |
2,779 |
25,309 |
+348 |
| Jan11 |
100309 |
5.870 |
5.911 |
5.789 |
5.826 |
-0.046 |
5,566 |
39,098 |
+271 |
| Feb11 |
100309 |
5.865 |
5.870 |
5.763 |
5.786 |
-0.051 |
407 |
12,106 |
+87 |
| Mar11 |
100309 |
5.705 |
5.732 |
5.630 |
5.656 |
-0.053 |
3,074 |
28,808 |
+538 |
| Apr11 |
100309 |
5.425 |
5.425 |
5.312 |
5.331 |
-0.063 |
2,330 |
25,704 |
+515 |
| May11 |
100309 |
5.381 |
5.407 |
5.312 |
5.323 |
-0.064 |
89 |
12,434 |
+51 |
| Jun11 |
100309 |
5.451 |
5.451 |
5.355 |
5.363 |
-0.066 |
83 |
6,013 |
+14 |
| Jul11 |
100309 |
5.416 |
5.416 |
5.416 |
5.416 |
-0.070 |
66 |
4,372 |
+24 |
| Total Volume and Open Interest |
160,632 |
838,330 |
+5,727 |
| Brent Crude Oil(ICE) |
| Apr10 |
100309 |
80.26 |
80.40 |
78.70 |
79.91 |
-0.56 |
145,526 |
122,381 |
+4,516 |
| May10 |
100309 |
80.47 |
80.61 |
78.93 |
80.14 |
-0.53 |
112,186 |
183,715 |
-3,988 |
| Jun10 |
100309 |
80.91 |
81.01 |
79.41 |
80.57 |
-0.54 |
61,054 |
149,660 |
+9,151 |
| Jul10 |
100309 |
81.22 |
81.40 |
79.94 |
81.03 |
-0.56 |
15,375 |
50,557 |
+979 |
| Aug10 |
100309 |
81.63 |
81.85 |
80.65 |
81.48 |
-0.58 |
6,695 |
29,665 |
+228 |
| Sep10 |
100309 |
82.06 |
82.26 |
80.86 |
81.91 |
-0.57 |
4,580 |
17,716 |
-765 |
| Oct10 |
100309 |
82.58 |
82.64 |
81.53 |
82.29 |
-0.57 |
3,600 |
19,688 |
+75 |
| Nov10 |
100309 |
82.46 |
82.99 |
81.90 |
82.65 |
-0.56 |
3,495 |
15,182 |
+85 |
| Dec10 |
100309 |
83.18 |
83.40 |
82.01 |
83.01 |
-0.55 |
16,861 |
88,266 |
+2,212 |
| Jan11 |
100309 |
83.32 |
83.32 |
83.32 |
83.32 |
-0.54 |
1,487 |
12,756 |
+186 |
| Feb11 |
100309 |
83.60 |
83.62 |
83.60 |
83.62 |
-0.53 |
1,305 |
6,462 |
-257 |
| Mar11 |
100309 |
83.93 |
83.93 |
83.93 |
83.93 |
-0.52 |
1,587 |
7,192 |
+478 |
| Apr11 |
100309 |
84.22 |
84.22 |
84.22 |
84.22 |
-0.51 |
337 |
2,919 |
+136 |
| May11 |
100309 |
84.48 |
84.48 |
84.48 |
84.48 |
-0.50 |
477 |
2,994 |
+204 |
| Total Volume and Open Interest |
380,426 |
820,867 |
+12,717 |
| Gas Oil(ICE) |
| Mar10 |
100309 |
651.50 |
655.25 |
641.00 |
650.25 |
+1.00 |
24,106 |
74,523 |
-3,671 |
| Apr10 |
100309 |
655.00 |
658.50 |
644.25 |
653.00 |
unch |
52,406 |
116,232 |
-2,224 |
| May10 |
100309 |
659.00 |
661.75 |
648.75 |
656.75 |
-1.00 |
21,111 |
74,202 |
+1,540 |
| Jun10 |
100309 |
665.25 |
666.25 |
653.75 |
661.25 |
-1.50 |
18,985 |
63,059 |
+3,057 |
| Jul10 |
100309 |
667.25 |
671.00 |
659.25 |
666.50 |
-1.75 |
7,070 |
31,031 |
-1,182 |
| Aug10 |
100309 |
667.50 |
676.00 |
665.25 |
671.50 |
-2.00 |
5,165 |
25,965 |
+571 |
| Sep10 |
100309 |
678.25 |
681.25 |
669.50 |
676.50 |
-2.25 |
2,632 |
26,568 |
+620 |
| Oct10 |
100309 |
683.50 |
686.25 |
680.00 |
681.50 |
-2.25 |
1,638 |
18,842 |
-158 |
| Nov10 |
100309 |
687.25 |
689.00 |
685.75 |
685.75 |
-2.25 |
521 |
15,458 |
-151 |
| Dec10 |
100309 |
694.75 |
694.75 |
683.25 |
690.00 |
-2.00 |
6,413 |
70,964 |
-1,102 |
| Total Volume and Open Interest |
143,024 |
598,438 |
-2,302 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100309 |
1.615 |
1.620 |
1.610 |
1.615 |
-0.019 |
172 |
1,043 |
-76 |
| May10 |
100309 |
1.640 |
1.640 |
1.624 |
1.631 |
-0.020 |
169 |
860 |
+47 |
| Jun10 |
100309 |
1.652 |
1.653 |
1.642 |
1.645 |
-0.021 |
166 |
703 |
-58 |
| Jul10 |
100309 |
1.662 |
1.666 |
1.653 |
1.659 |
-0.017 |
54 |
1,218 |
+32 |
| Aug10 |
100309 |
1.665 |
1.665 |
1.658 |
1.658 |
-0.014 |
30 |
691 |
+21 |
| Sep10 |
100309 |
1.656 |
1.658 |
1.656 |
1.657 |
-0.013 |
20 |
696 |
+20 |
| Oct10 |
100309 |
1.670 |
1.671 |
1.663 |
1.664 |
-0.011 |
35 |
671 |
+20 |
| Total Volume and Open Interest |
842 |
7,986 |
+110 |
| US Dollar Index(ICE) |
| Mar10 |
100309 |
80.475 |
80.880 |
80.440 |
80.605 |
+0.150 |
19,226 |
47,563 |
-680 |
| Jun10 |
100309 |
80.770 |
81.135 |
80.720 |
80.880 |
+0.140 |
1,911 |
6,434 |
+929 |
| Sep10 |
100309 |
81.190 |
81.190 |
81.190 |
81.190 |
+0.145 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
21,137 |
54,006 |
+249 |
| Australian Dollar(CME) |
| Mar10 |
100309 |
90.84 |
91.42 |
90.51 |
91.28 |
+0.41 |
105,513 |
98,867 |
-9,078 |
| Jun10 |
100309 |
89.96 |
90.51 |
89.61 |
90.37 |
+0.40 |
17,679 |
26,687 |
+14,885 |
| Sep10 |
100309 |
89.40 |
89.40 |
89.02 |
89.40 |
+0.38 |
5 |
47 |
+0 |
| Total Volume and Open Interest |
123,197 |
125,612 |
+5,807 |
| British Pound(CME) |
| Mar10 |
100309 |
150.58 |
150.74 |
149.35 |
149.87 |
-0.87 |
147,250 |
101,344 |
-22,322 |
| Jun10 |
100309 |
150.49 |
150.49 |
149.26 |
149.78 |
-0.87 |
20,460 |
24,075 |
+14,825 |
| Sep10 |
100309 |
149.74 |
150.58 |
149.38 |
149.71 |
-0.87 |
0 |
81 |
+0 |
| Total Volume and Open Interest |
167,710 |
125,525 |
-7,497 |
| Canadian Dollar(CME) |
| Mar10 |
100309 |
97.29 |
97.70 |
96.90 |
97.45 |
+0.15 |
87,105 |
93,215 |
-6,260 |
| Jun10 |
100309 |
97.31 |
97.69 |
96.89 |
97.45 |
+0.15 |
19,239 |
30,990 |
+11,026 |
| Sep10 |
100309 |
97.11 |
97.61 |
96.96 |
97.40 |
+0.15 |
73 |
956 |
+34 |
| Dec10 |
100309 |
97.06 |
97.50 |
97.06 |
97.28 |
+0.14 |
36 |
851 |
-54 |
| Total Volume and Open Interest |
106,453 |
126,152 |
+4,746 |
| Japanese Yen(CME) |
| Mar10 |
100309 |
110.73 |
111.58 |
110.71 |
111.17 |
+0.46 |
147,211 |
123,121 |
-4,913 |
| Jun10 |
100309 |
110.80 |
111.64 |
110.77 |
111.23 |
+0.46 |
13,884 |
13,610 |
+6,180 |
| Sep10 |
100309 |
111.38 |
111.38 |
110.85 |
111.31 |
+0.46 |
1 |
207 |
-1 |
| Total Volume and Open Interest |
161,096 |
136,967 |
+1,266 |
| Swiss Franc(CME) |
| Mar10 |
100309 |
93.16 |
93.22 |
92.56 |
92.95 |
-0.23 |
33,872 |
37,650 |
-2,847 |
| Jun10 |
100309 |
93.21 |
93.28 |
92.63 |
93.01 |
-0.23 |
2,192 |
2,136 |
+819 |
| Sep10 |
100309 |
92.99 |
93.30 |
92.97 |
93.07 |
-0.23 |
1 |
3 |
+0 |
| Total Volume and Open Interest |
36,065 |
39,794 |
-2,028 |
| EuroFX(CME) |
| Mar10 |
100309 |
136.28 |
136.36 |
135.36 |
135.93 |
-0.40 |
297,999 |
182,129 |
-21,144 |
| Jun10 |
100309 |
136.30 |
136.35 |
135.35 |
135.91 |
-0.41 |
28,650 |
42,108 |
+18,368 |
| Sep10 |
100309 |
135.95 |
136.29 |
135.63 |
135.89 |
-0.40 |
0 |
1,376 |
+0 |
| Total Volume and Open Interest |
326,650 |
225,693 |
-2,776 |
| Mexican Peso(CME) |
| Mar10 |
100309 |
788.0 |
792.5 |
786.8 |
791.0 |
+2.2 |
26,752 |
103,639 |
-10,310 |
| Apr10 |
100309 |
789.0 |
789.0 |
786.5 |
789.0 |
+2.5 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
42,119 |
129,889 |
+1,620 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100309 |
117~310 |
118~110 |
117~230 |
118~000 |
+0~050 |
|
|
|
| Jun10 |
100309 |
116~090 |
116~270 |
116~050 |
116~140 |
+0~010 |
298,687 |
612,301 |
-14,818 |
| Sep10 |
100309 |
115~160 |
115~160 |
115~040 |
115~050 |
+0~010 |
0 |
104 |
+0 |
| Total Volume and Open Interest |
314,668 |
647,352 |
-20,313 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100309 |
118~120 |
118~215 |
118~115 |
118~165 |
+0~045 |
34,657 |
53,866 |
-9,890 |
| Jun10 |
100309 |
116~260 |
117~070 |
116~260 |
117~020 |
+0~045 |
962,528 |
1,304,682 |
+669 |
| Sep10 |
100309 |
115~225 |
115~225 |
115~150 |
115~205 |
+0~055 |
1 |
31 |
-1 |
| Total Volume and Open Interest |
997,186 |
1,358,580 |
-9,222 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100309 |
58~042 |
58~050 |
58~042 |
58~050 |
+0~005 |
|
|
|
| Jun10 |
100309 |
115~064 |
115~096 |
115~064 |
115~084 |
+0~010 |
564,058 |
941,968 |
-8,566 |
| Sep10 |
100309 |
114~068 |
114~068 |
114~058 |
114~068 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
591,308 |
987,961 |
-18,123 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100309 |
54~071 |
54~071 |
54~071 |
54~071 |
+0~002 |
|
|
|
| Jun10 |
100309 |
108~072 |
108~085 |
108~072 |
108~079 |
+0~004 |
344,391 |
831,566 |
-11,806 |
| Sep10 |
100309 |
108~003 |
108~003 |
107~127 |
108~003 |
+0~004 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
375,775 |
875,866 |
-22,860 |
| Eurodollars(CME) |
| Mar10 |
100309 |
99.735 |
99.740 |
99.735 |
99.738 |
unch |
181,811 |
1,150,952 |
-3,442 |
| Jun10 |
100309 |
99.630 |
99.655 |
99.630 |
99.635 |
unch |
291,774 |
1,167,774 |
+9,153 |
| Sep10 |
100309 |
99.430 |
99.475 |
99.430 |
99.455 |
+0.020 |
365,337 |
1,024,335 |
-18,156 |
| Dec10 |
100309 |
99.125 |
99.190 |
99.125 |
99.165 |
+0.035 |
500,118 |
1,007,211 |
-20,970 |
| Mar11 |
100309 |
98.775 |
98.845 |
98.775 |
98.820 |
+0.040 |
501,224 |
732,250 |
+31,767 |
| Jun11 |
100309 |
98.410 |
98.480 |
98.405 |
98.450 |
+0.035 |
410,408 |
764,162 |
+5,608 |
| Sep11 |
100309 |
98.050 |
98.120 |
98.050 |
98.095 |
+0.030 |
295,452 |
608,341 |
+6,825 |
| Dec11 |
100309 |
97.720 |
97.785 |
97.720 |
97.760 |
+0.030 |
225,254 |
396,792 |
+13,625 |
| Mar12 |
100309 |
97.435 |
97.490 |
97.435 |
97.470 |
+0.030 |
106,917 |
312,427 |
+4,537 |
| Jun12 |
100309 |
97.150 |
97.205 |
97.150 |
97.180 |
+0.020 |
78,723 |
218,683 |
+1,719 |
| Sep12 |
100309 |
96.890 |
96.940 |
96.885 |
96.915 |
+0.015 |
71,924 |
134,611 |
+8,546 |
| Dec12 |
100309 |
96.630 |
96.675 |
96.625 |
96.655 |
+0.015 |
60,081 |
130,560 |
+7,821 |
| Mar13 |
100309 |
96.420 |
96.465 |
96.420 |
96.445 |
+0.015 |
24,840 |
80,948 |
+1,275 |
| Jun13 |
100309 |
96.215 |
96.255 |
96.205 |
96.235 |
+0.015 |
21,388 |
70,016 |
+3,625 |
| Sep13 |
100309 |
96.015 |
96.065 |
96.015 |
96.045 |
+0.015 |
14,537 |
58,260 |
+2,733 |
| Dec13 |
100309 |
95.825 |
95.875 |
95.820 |
95.850 |
+0.010 |
14,984 |
36,354 |
+2,595 |
| Mar14 |
100309 |
95.680 |
95.720 |
95.675 |
95.695 |
+0.010 |
8,652 |
39,421 |
+2,288 |
| Jun14 |
100309 |
95.520 |
95.560 |
95.515 |
95.540 |
+0.010 |
9,228 |
33,809 |
+1,963 |
| Total Volume and Open Interest |
3,220,950 |
8,152,983 |
+67,577 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100309 |
99.845 |
99.845 |
99.838 |
99.842 |
+0.005 |
15,805 |
72,039 |
-3,377 |
| Apr10 |
100309 |
99.830 |
99.835 |
99.825 |
99.830 |
+0.005 |
14,568 |
91,573 |
-869 |
| May10 |
100309 |
99.810 |
99.820 |
99.810 |
99.815 |
+0.005 |
8,218 |
83,074 |
+331 |
| Jun10 |
100309 |
99.795 |
99.810 |
99.795 |
99.800 |
+0.005 |
15,151 |
77,362 |
+4,004 |
| Jul10 |
100309 |
99.775 |
99.790 |
99.770 |
99.775 |
+0.005 |
16,854 |
78,233 |
+4,006 |
| Aug10 |
100309 |
99.740 |
99.760 |
99.735 |
99.740 |
+0.005 |
13,558 |
56,462 |
-739 |
| Total Volume and Open Interest |
118,477 |
639,379 |
+6,266 |
| 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 |
100309 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
0 |
2,632 |
+0 |
| Jun10 |
100309 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
480 |
+0 |
| Sep10 |
100309 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
0 |
230 |
+0 |
| Dec10 |
100309 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100309 |
99.625 |
99.625 |
99.625 |
99.625 |
+0.005 |
|
|
|
| Jun11 |
100309 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
| Sep11 |
100309 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.005 |
|
|
|
| Dec11 |
100309 |
99.530 |
99.530 |
99.530 |
99.530 |
+0.005 |
|
|
|
| Mar12 |
100309 |
99.490 |
99.490 |
99.490 |
99.490 |
+0.010 |
|
|
|
| Jun12 |
100309 |
99.540 |
99.540 |
99.540 |
99.540 |
+0.010 |
|
|
|
| Total Volume and Open Interest |
0 |
3,584 |
-250 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100309 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
280 |
2,698 |
+1 |
| Sep10 |
100309 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
196 |
2,712 |
+0 |
| Dec10 |
100309 |
99.64 |
99.64 |
99.64 |
99.64 |
+0.01 |
0 |
1,380 |
+0 |
| Mar11 |
100309 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
75 |
1,201 |
-14 |
| Jun11 |
100309 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
56 |
+0 |
| Sep11 |
100309 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.01 |
0 |
51 |
+0 |
| Dec11 |
100309 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
0 |
102 |
+0 |
| Mar12 |
100309 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.01 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
1,186 |
15,513 |
+431 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100309 |
139.25 |
139.39 |
139.22 |
139.31 |
+0.08 |
5,520 |
14,782 |
+5,401 |
| Sep10 |
100309 |
139.31 |
139.31 |
139.31 |
139.31 |
+0.08 |
|
|
|
| Dec10 |
100309 |
137.22 |
137.22 |
137.22 |
137.22 |
+0.08 |
|
|
|
| Total Volume and Open Interest |
11,516 |
28,046 |
+3,404 |
| Euro-Bund(EUREX) |
| Mar10 |
100308 |
124.03 |
124.13 |
123.96 |
124.00 |
-0.01 |
1,450,436 |
363,625 |
-191,311 |
| Jun10 |
100309 |
122.49 |
123.02 |
122.49 |
122.83 |
+0.35 |
953,371 |
913,286 |
+138,320 |
| Sep10 |
100309 |
122.58 |
122.58 |
121.88 |
122.22 |
+0.15 |
60 |
0 |
+0 |
| Total Volume and Open Interest |
1,787,570 |
920,520 |
-218,071 |
| 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 |
100309 |
116.46 |
116.46 |
116.35 |
116.43 |
+0.01 |
40 |
0 |
+0 |
| Total Volume and Open Interest |
1,095,955 |
755,255 |
-175,645 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100309 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.005 |
7 |
9,764 |
+2 |
| Jun10 |
100309 |
99.255 |
99.265 |
99.250 |
99.250 |
+0.010 |
732 |
6,726 |
+12 |
| Sep10 |
100309 |
99.035 |
99.045 |
99.035 |
99.040 |
+0.015 |
177 |
2,381 |
+115 |
| Total Volume and Open Interest |
1,197 |
22,884 |
+84 |
| Long Gilt(LIFFE) |
| Mar10 |
100225 |
115~18 |
115~28 |
115~11 |
115~23 |
+0~13 |
301,509 |
139,236 |
-76,552 |
| Jun10 |
100309 |
114~01 |
114~18 |
113~29 |
114~15 |
+0~16 |
101,973 |
282,764 |
-4,629 |
| Total Volume and Open Interest |
105,755 |
309,339 |
-6,720 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100309 |
99.34 |
99.35 |
99.34 |
99.35 |
+0.01 |
42,359 |
318,339 |
+632 |
| Jun10 |
100309 |
99.27 |
99.28 |
99.25 |
99.26 |
unch |
50,308 |
389,473 |
+7,000 |
| Sep10 |
100309 |
99.08 |
99.12 |
99.07 |
99.09 |
+0.02 |
51,569 |
353,329 |
-6,665 |
| Dec10 |
100309 |
98.75 |
98.82 |
98.74 |
98.79 |
+0.05 |
84,439 |
404,611 |
+191 |
| Mar11 |
100309 |
98.42 |
98.48 |
98.39 |
98.45 |
+0.07 |
112,668 |
331,414 |
-8,892 |
| Jun11 |
100309 |
98.03 |
98.11 |
98.00 |
98.08 |
+0.08 |
69,219 |
214,244 |
+5,413 |
| Total Volume and Open Interest |
554,868 |
2,480,283 |
+16,903 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100309 |
99.350 |
99.355 |
99.345 |
99.350 |
+0.005 |
37,716 |
680,491 |
-7,140 |
| Jun10 |
100309 |
99.240 |
99.265 |
99.235 |
99.250 |
+0.010 |
193,688 |
690,220 |
-29,521 |
| Sep10 |
100309 |
99.020 |
99.070 |
99.020 |
99.040 |
+0.015 |
212,005 |
740,804 |
-20,362 |
| Total Volume and Open Interest |
1,327,761 |
4,048,125 |
-55,771 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100309 |
95.70 |
95.71 |
95.66 |
95.68 |
-0.02 |
33,468 |
103,718 |
-721 |
| Jun10 |
100309 |
95.37 |
95.37 |
95.33 |
95.36 |
-0.01 |
42,339 |
259,774 |
+18,441 |
| Sep10 |
100309 |
95.04 |
95.05 |
95.00 |
95.04 |
-0.01 |
20,836 |
141,571 |
+8,779 |
| Dec10 |
100309 |
94.81 |
94.82 |
94.77 |
94.79 |
-0.02 |
7,340 |
92,475 |
+697 |
| Mar11 |
100309 |
94.65 |
94.66 |
94.60 |
94.64 |
-0.02 |
3,674 |
38,917 |
-612 |
| Jun11 |
100309 |
94.52 |
94.54 |
94.49 |
94.51 |
-0.03 |
1,971 |
39,423 |
+63 |
| Sep11 |
100309 |
94.45 |
94.45 |
94.40 |
94.42 |
-0.03 |
1,712 |
17,830 |
+1,154 |
| Dec11 |
100309 |
94.37 |
94.37 |
94.34 |
94.35 |
-0.03 |
379 |
9,410 |
+79 |
| Mar12 |
100309 |
94.31 |
94.31 |
94.29 |
94.30 |
-0.03 |
331 |
2,975 |
+322 |
| Jun12 |
100309 |
94.27 |
94.27 |
94.27 |
94.27 |
-0.03 |
0 |
1,719 |
+0 |
| Total Volume and Open Interest |
112,050 |
709,602 |
+28,202 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100309 |
94.45 |
94.48 |
94.43 |
94.47 |
+0.02 |
31,532 |
322,659 |
-78,075 |
| Jun10 |
100309 |
94.39 |
94.44 |
94.39 |
94.43 |
+0.03 |
1,557 |
3,551 |
+1,052 |
| Total Volume and Open Interest |
33,089 |
326,210 |
-77,023 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100309 |
95.04 |
95.06 |
95.00 |
95.03 |
-0.01 |
123,231 |
529,625 |
-311,365 |
| Jun10 |
100309 |
94.87 |
94.89 |
94.84 |
94.86 |
-0.01 |
10,813 |
23,995 |
+8,952 |
| Total Volume and Open Interest |
134,044 |
553,620 |
-302,413 |
| Gold(CMX) |
| Apr10 |
100309 |
1123.8 |
1125.1 |
1108.2 |
1122.3 |
-1.7 |
150,034 |
276,928 |
-1,793 |
| Jun10 |
100309 |
1125.3 |
1126.3 |
1109.4 |
1123.6 |
-1.7 |
15,564 |
84,800 |
+6,344 |
| Aug10 |
100309 |
1126.5 |
1127.1 |
1110.8 |
1124.8 |
-1.8 |
1,434 |
25,610 |
+422 |
| Oct10 |
100309 |
1127.1 |
1128.8 |
1112.8 |
1125.9 |
-2.0 |
4,648 |
17,871 |
+2,149 |
| Dec10 |
100309 |
1130.1 |
1130.1 |
1113.8 |
1126.9 |
-2.2 |
2,198 |
37,416 |
+511 |
| Feb11 |
100309 |
1119.6 |
1128.4 |
1119.6 |
1128.4 |
-2.4 |
143 |
8,450 |
+118 |
| Apr11 |
100309 |
1125.2 |
1130.3 |
1125.2 |
1130.3 |
-2.6 |
105 |
4,409 |
+103 |
| Jun11 |
100309 |
477.4 |
477.4 |
477.4 |
477.4 |
-2.6 |
38 |
7,372 |
+6 |
| Aug11 |
100309 |
1135.5 |
1135.5 |
1135.5 |
1135.5 |
-2.7 |
40 |
4,247 |
-10 |
| Oct11 |
100309 |
1138.9 |
1138.9 |
1138.9 |
1138.9 |
-2.7 |
11 |
3,634 |
-10 |
| Dec11 |
100309 |
1142.6 |
1142.6 |
1142.6 |
1142.6 |
-2.7 |
15 |
12,366 |
-5 |
| Total Volume and Open Interest |
174,889 |
502,886 |
+8,033 |
| Silver(CMX) |
| Mar10 |
100309 |
1722.5 |
1732.5 |
1691.0 |
1731.8 |
+6.6 |
339 |
553 |
-97 |
| May10 |
100309 |
1725.0 |
1742.0 |
1687.5 |
1733.8 |
+6.6 |
25,922 |
64,497 |
+811 |
| Jul10 |
100309 |
1725.0 |
1743.5 |
1695.0 |
1736.2 |
+6.5 |
357 |
13,988 |
-53 |
| Sep10 |
100309 |
1730.0 |
1743.5 |
1704.5 |
1738.3 |
+6.5 |
381 |
2,893 |
+85 |
| Dec10 |
100309 |
1725.0 |
1747.5 |
1699.0 |
1741.2 |
+6.5 |
468 |
13,093 |
-105 |
| Mar11 |
100309 |
1750.0 |
1750.0 |
1744.3 |
1744.3 |
+6.4 |
12 |
3,104 |
+6 |
| May11 |
100309 |
1746.2 |
1746.2 |
1746.2 |
1746.2 |
+6.3 |
35 |
1,728 |
+2 |
| Total Volume and Open Interest |
28,236 |
111,347 |
+649 |
| Platinum(NYMEX) |
| Apr10 |
100309 |
1600.5 |
1600.5 |
1570.8 |
1596.9 |
-3.2 |
2,847 |
31,102 |
-16 |
| Jul10 |
100309 |
1594.4 |
1604.2 |
1576.5 |
1601.4 |
-3.1 |
397 |
3,864 |
+307 |
| Oct10 |
100309 |
1597.5 |
1601.9 |
1596.2 |
1601.9 |
-3.1 |
2 |
217 |
+1 |
| Jan11 |
100309 |
1596.9 |
1596.9 |
1596.9 |
1596.9 |
-3.1 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
3,246 |
35,391 |
+292 |
| Palladium(NYMEX) |
| Mar10 |
100309 |
466.85 |
471.60 |
457.55 |
468.30 |
-2.05 |
24 |
57 |
+0 |
| Jun10 |
100309 |
473.00 |
474.05 |
455.30 |
469.30 |
-2.05 |
2,416 |
21,085 |
+173 |
| Sep10 |
100309 |
468.55 |
470.35 |
468.55 |
470.35 |
-1.95 |
54 |
368 |
+44 |
| Total Volume and Open Interest |
2,506 |
21,550 |
+207 |
| Copper(CMX) |
| Mar10 |
100309 |
339.00 |
340.30 |
334.40 |
339.80 |
+0.15 |
321 |
3,207 |
-38 |
| May10 |
100309 |
342.50 |
342.50 |
335.50 |
341.15 |
+0.10 |
29,959 |
88,318 |
+788 |
| Jul10 |
100309 |
341.85 |
343.00 |
337.35 |
342.70 |
+0.15 |
1,457 |
19,511 |
-642 |
| Sep10 |
100309 |
341.00 |
344.20 |
338.20 |
343.65 |
+0.20 |
1,101 |
7,758 |
+341 |
| Dec10 |
100309 |
340.50 |
344.35 |
340.00 |
344.25 |
+0.35 |
119 |
5,718 |
+54 |
| Total Volume and Open Interest |
33,362 |
129,569 |
+638 |
| DJIA Index(CBOT) |
| Mar10 |
100309 |
10528 |
10605 |
10500 |
10564 |
+26 |
810 |
13,738 |
+10 |
| Jun10 |
100309 |
10470 |
10537 |
10470 |
10502 |
+26 |
17 |
48 |
+8 |
| Sep10 |
100309 |
10371 |
10444 |
10371 |
10444 |
+26 |
|
|
|
| Dec10 |
100309 |
10394 |
10394 |
10368 |
10394 |
+26 |
|
|
|
| Total Volume and Open Interest |
827 |
13,786 |
+18 |
| S & P 500(CME) |
| Mar10 |
100309 |
1137.10 |
1144.90 |
1131.70 |
1140.50 |
+3.40 |
24,151 |
357,128 |
-7,838 |
| Jun10 |
100309 |
1129.50 |
1140.00 |
1129.30 |
1135.80 |
+3.40 |
11,513 |
38,436 |
+9,842 |
| Sep10 |
100309 |
1130.70 |
1133.90 |
1125.40 |
1130.70 |
+3.30 |
0 |
2,071 |
+0 |
| Dec10 |
100309 |
1129.00 |
1129.20 |
1120.70 |
1126.00 |
+3.30 |
1 |
2,952 |
+1 |
| Total Volume and Open Interest |
35,665 |
400,608 |
+2,005 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100309 |
1137.25 |
1145.25 |
1131.50 |
1140.50 |
+3.50 |
1,869,074 |
2,784,520 |
+33,386 |
| Jun10 |
100309 |
1132.50 |
1140.50 |
1127.00 |
1135.75 |
+3.25 |
37,193 |
154,938 |
+20,429 |
| Total Volume and Open Interest |
1,906,590 |
2,941,191 |
+53,916 |
| NASDAQ 100(CME) |
| Mar10 |
100309 |
1888.30 |
1912.00 |
1881.00 |
1901.30 |
+13.00 |
891 |
26,495 |
-220 |
| Jun10 |
100309 |
1884.00 |
1909.50 |
1884.00 |
1898.80 |
+13.00 |
25 |
779 |
+12 |
| Sep10 |
100309 |
1897.80 |
1897.80 |
1896.80 |
1897.80 |
+13.00 |
|
|
|
| Total Volume and Open Interest |
916 |
27,274 |
-208 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100309 |
1888.00 |
1912.00 |
1881.00 |
1901.30 |
+13.00 |
287,880 |
407,536 |
+3,267 |
| Jun10 |
100309 |
1886.30 |
1909.00 |
1879.00 |
1898.80 |
+13.00 |
3,062 |
9,564 |
+945 |
| Total Volume and Open Interest |
290,942 |
417,111 |
+4,212 |
| S & P Midcap 400(CME) |
| Mar10 |
100309 |
768.00 |
776.25 |
768.00 |
771.50 |
+0.70 |
223 |
2,716 |
+110 |
| Jun10 |
100309 |
769.20 |
769.40 |
769.20 |
769.20 |
+0.80 |
|
|
|
| Sep10 |
100309 |
767.20 |
767.40 |
767.20 |
767.20 |
+0.80 |
|
|
|
| Total Volume and Open Interest |
223 |
2,716 |
+110 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Mar10 |
100308 |
10625 |
10630 |
10625 |
10625 |
+395 |
|
|
|
| Jun10 |
100309 |
10575 |
10640 |
10500 |
10595 |
-35 |
2,003 |
1,946 |
+1,310 |
| Total Volume and Open Interest |
14,355 |
42,584 |
+1,861 |
| Nikkei 225(SGX) |
| Mar10 |
100309 |
10600 |
10650 |
10540 |
10570 |
-10 |
123,759 |
180,002 |
-8,538 |
| Jun10 |
100309 |
10540 |
10580 |
10485 |
10510 |
-5 |
8,660 |
26,031 |
+8,592 |
| Sep10 |
100309 |
10510 |
10510 |
10510 |
10510 |
-15 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
134,319 |
211,662 |
+2,035 |
| CAC 40(EURONEXT) |
| Mar10 |
100309 |
3911.5 |
3923.5 |
3876.5 |
3909.5 |
+4.5 |
113,217 |
387,949 |
+12,451 |
| Apr10 |
100309 |
3911.0 |
3920.5 |
3878.5 |
3910.5 |
+4.5 |
93 |
802 |
+61 |
| May10 |
100309 |
3836.5 |
3836.5 |
3836.5 |
3836.5 |
+5.0 |
|
|
|
| Total Volume and Open Interest |
113,317 |
392,140 |
+12,459 |
| Hang Seng Index(HKFE) |
| Mar10 |
100309 |
21125 |
21263 |
21080 |
21240 |
+115 |
65,586 |
70,370 |
-602 |
| Apr10 |
100309 |
21085 |
21214 |
21034 |
21198 |
+124 |
603 |
1,921 |
+206 |
| Total Volume and Open Interest |
67,067 |
75,160 |
+12 |
| DAX(EUREX) |
| Mar10 |
100309 |
5875.5 |
5909.5 |
5838.5 |
5890.0 |
+17.5 |
124,101 |
158,407 |
+2,997 |
| Jun10 |
100309 |
5881.5 |
5916.0 |
5846.5 |
5898.0 |
+17.5 |
750 |
13,804 |
+336 |
| Sep10 |
100309 |
5890.0 |
5923.0 |
5853.5 |
5904.5 |
+17.0 |
479 |
1,875 |
-97 |
| Total Volume and Open Interest |
125,330 |
174,086 |
+3,236 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100309 |
5600.00 |
5617.50 |
5550.50 |
5595.50 |
+5.50 |
103,808 |
680,477 |
+7,739 |
| Jun10 |
100309 |
5557.00 |
5560.00 |
5501.50 |
5545.00 |
+5.00 |
2,507 |
11,959 |
+1,466 |
| Sep10 |
100309 |
5508.50 |
5519.00 |
5473.00 |
5507.00 |
+5.50 |
4 |
331 |
+0 |
| Total Volume and Open Interest |
106,434 |
694,226 |
+9,320 |
| SPI 200(SFE) |
| Mar10 |
100309 |
4804.0 |
4832.0 |
4793.0 |
4820.0 |
+18.0 |
35,359 |
210,096 |
+7,075 |
| Jun10 |
100309 |
4822.0 |
4850.0 |
4818.0 |
4842.0 |
+20.0 |
1,065 |
4,510 |
+980 |
| Sep10 |
100309 |
4827.0 |
4827.0 |
4827.0 |
4827.0 |
+19.0 |
2 |
1,973 |
+1 |
| Total Volume and Open Interest |
36,634 |
218,116 |
+8,012 |
| GSCI(CME) |
| Mar10 |
100309 |
520.00 |
525.50 |
519.50 |
522.50 |
-5.15 |
2,784 |
13,513 |
-2,328 |
| Apr10 |
100309 |
523.00 |
530.95 |
522.50 |
525.40 |
-5.50 |
2,668 |
2,827 |
+2,517 |
| May10 |
100309 |
529.00 |
533.05 |
524.50 |
529.00 |
-4.00 |
|
|
|
| Total Volume and Open Interest |
5,452 |
16,340 |
+189 |
| 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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