|
MRCI's End of Day Prices |
Daily Futures Price Listing Thu March 11, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar10 |
100311 |
956.00 |
956.00 |
924.75 |
925.50 |
-26.50 |
865 |
599 |
-469 |
May10 |
100311 |
958.00 |
962.75 |
929.00 |
930.50 |
-27.50 |
62,028 |
195,259 |
-487 |
Jul10 |
100311 |
965.50 |
970.00 |
938.00 |
939.00 |
-26.50 |
24,330 |
101,021 |
+1,678 |
Aug10 |
100311 |
962.75 |
966.50 |
936.50 |
937.75 |
-24.75 |
1,651 |
5,186 |
+117 |
Sep10 |
100311 |
949.50 |
949.50 |
924.50 |
925.50 |
-21.75 |
1,803 |
4,414 |
+453 |
Nov10 |
100311 |
934.50 |
937.50 |
914.75 |
916.50 |
-18.75 |
16,240 |
110,394 |
-1,087 |
Jan11 |
100311 |
936.50 |
938.75 |
925.00 |
925.75 |
-18.00 |
635 |
5,924 |
-212 |
Total Volume and Open Interest |
108,481 |
433,812 |
+182 |
Soybean Meal(CBOT) |
Mar10 |
100311 |
257.50 |
257.50 |
249.20 |
249.60 |
-9.10 |
1,976 |
846 |
-723 |
May10 |
100311 |
259.20 |
260.70 |
251.20 |
252.60 |
-6.60 |
25,692 |
99,028 |
+660 |
Jul10 |
100311 |
259.20 |
260.80 |
251.30 |
252.60 |
-6.80 |
9,891 |
36,762 |
-243 |
Aug10 |
100311 |
257.70 |
257.70 |
250.60 |
251.70 |
-6.10 |
1,618 |
12,889 |
-26 |
Sep10 |
100311 |
256.40 |
256.40 |
248.80 |
249.60 |
-5.40 |
1,761 |
10,111 |
-504 |
Oct10 |
100311 |
247.00 |
248.10 |
242.80 |
244.20 |
-4.00 |
802 |
7,989 |
+83 |
Dec10 |
100311 |
247.70 |
248.50 |
242.40 |
244.10 |
-3.10 |
4,957 |
28,510 |
+198 |
Jan11 |
100311 |
248.20 |
248.90 |
244.00 |
245.50 |
-3.00 |
238 |
2,567 |
+113 |
Total Volume and Open Interest |
47,041 |
203,028 |
-407 |
Soybean Oil(CBOT) |
Mar10 |
100311 |
40.41 |
40.41 |
39.82 |
39.82 |
-0.87 |
486 |
895 |
-390 |
May10 |
100311 |
41.00 |
41.02 |
40.05 |
40.11 |
-0.91 |
23,847 |
136,924 |
+842 |
Jul10 |
100311 |
41.41 |
41.60 |
40.49 |
40.54 |
-0.92 |
8,655 |
78,991 |
-383 |
Aug10 |
100311 |
41.43 |
41.43 |
40.70 |
40.73 |
-0.91 |
216 |
11,456 |
+35 |
Sep10 |
100311 |
41.72 |
41.72 |
40.85 |
40.85 |
-0.91 |
499 |
7,607 |
+156 |
Oct10 |
100311 |
41.39 |
41.55 |
40.96 |
40.96 |
-0.91 |
90 |
6,235 |
+10 |
Dec10 |
100311 |
42.10 |
42.11 |
41.21 |
41.27 |
-0.90 |
5,020 |
38,449 |
+960 |
Jan11 |
100311 |
42.00 |
42.37 |
41.47 |
41.47 |
-0.90 |
252 |
1,750 |
+34 |
Total Volume and Open Interest |
39,167 |
284,376 |
+1,310 |
Canola(WCE) |
Mar10 |
100311 |
383.6 |
383.6 |
383.6 |
383.6 |
-4.8 |
|
|
|
May10 |
100311 |
387.0 |
387.9 |
382.1 |
382.6 |
-4.8 |
9,000 |
81,864 |
-160 |
Jul10 |
100311 |
391.6 |
392.9 |
388.0 |
388.2 |
-4.3 |
4,851 |
21,323 |
+952 |
Nov10 |
100311 |
395.5 |
397.0 |
391.0 |
391.8 |
-5.2 |
2,419 |
15,783 |
+684 |
Jan11 |
100311 |
395.5 |
395.5 |
395.5 |
395.5 |
-5.2 |
16 |
584 |
+8 |
Total Volume and Open Interest |
16,340 |
119,887 |
+1,522 |
Corn(CBOT) |
Mar10 |
100311 |
356.75 |
357.75 |
352.00 |
355.50 |
unch |
11,569 |
5,039 |
-3,298 |
May10 |
100311 |
366.00 |
368.00 |
361.50 |
365.25 |
-0.25 |
95,705 |
459,595 |
-3,931 |
Jul10 |
100311 |
377.00 |
378.75 |
372.50 |
376.25 |
-0.25 |
25,836 |
250,332 |
+1,999 |
Sep10 |
100311 |
387.25 |
388.00 |
381.75 |
385.50 |
unch |
15,135 |
64,461 |
+236 |
Dec10 |
100311 |
395.00 |
397.00 |
391.50 |
395.25 |
+0.50 |
33,079 |
265,265 |
+1,475 |
Mar11 |
100311 |
405.00 |
408.00 |
402.50 |
406.50 |
+0.75 |
1,597 |
30,072 |
-90 |
Total Volume and Open Interest |
187,229 |
1,118,686 |
-1,370 |
Wheat(CBOT) |
Mar10 |
100311 |
469.00 |
470.75 |
466.00 |
468.50 |
-2.25 |
739 |
602 |
-83 |
May10 |
100311 |
480.75 |
483.25 |
475.50 |
478.75 |
-2.75 |
24,142 |
170,653 |
+1,008 |
Jul10 |
100311 |
492.75 |
496.00 |
488.75 |
491.50 |
-3.00 |
9,925 |
130,968 |
+858 |
Sep10 |
100311 |
511.00 |
511.25 |
505.00 |
508.25 |
-2.75 |
4,633 |
31,626 |
+1,178 |
Dec10 |
100311 |
537.00 |
539.00 |
532.00 |
534.50 |
-3.50 |
6,548 |
67,430 |
-736 |
Total Volume and Open Interest |
46,833 |
422,362 |
+2,424 |
Wheat(KCBT) |
Mar10 |
100311 |
482.75 |
482.75 |
481.75 |
482.50 |
-1.50 |
107 |
56 |
-75 |
May10 |
100311 |
491.00 |
492.50 |
486.00 |
489.50 |
-1.50 |
6,083 |
46,616 |
-733 |
Jul10 |
100311 |
502.00 |
502.75 |
496.50 |
500.25 |
-1.50 |
2,574 |
37,615 |
-53 |
Sep10 |
100311 |
512.00 |
514.00 |
509.00 |
511.50 |
-1.75 |
237 |
6,021 |
-14 |
Dec10 |
100311 |
531.00 |
531.50 |
527.00 |
529.25 |
-1.75 |
1,041 |
42,161 |
+14 |
Total Volume and Open Interest |
10,402 |
136,837 |
-736 |
Wheat(MGE) |
Mar10 |
100311 |
496.50 |
496.50 |
496.50 |
496.50 |
-3.00 |
17 |
7 |
-3 |
May10 |
100311 |
506.25 |
507.00 |
502.50 |
504.50 |
-2.00 |
2,260 |
14,906 |
-103 |
Jul10 |
100311 |
518.25 |
518.25 |
513.75 |
516.25 |
-1.25 |
708 |
10,931 |
+385 |
Sep10 |
100311 |
528.00 |
529.50 |
525.00 |
528.00 |
-1.50 |
430 |
5,506 |
+46 |
Dec10 |
100311 |
545.25 |
546.00 |
541.50 |
545.50 |
-1.00 |
733 |
5,895 |
+35 |
Total Volume and Open Interest |
4,261 |
38,715 |
+434 |
Oats(CBOT) |
Mar10 |
100311 |
213.25 |
213.25 |
211.50 |
211.50 |
-1.50 |
4 |
34 |
-4 |
May10 |
100311 |
219.50 |
220.75 |
212.00 |
216.50 |
-1.50 |
444 |
9,896 |
+93 |
Jul10 |
100311 |
225.25 |
226.00 |
222.00 |
225.00 |
-1.50 |
20 |
2,566 |
+7 |
Sep10 |
100311 |
233.00 |
234.50 |
232.00 |
233.00 |
-1.50 |
0 |
867 |
+0 |
Total Volume and Open Interest |
602 |
15,046 |
+197 |
Rough Rice(CBOT) |
Mar10 |
100311 |
12.23 |
12.44 |
12.18 |
12.18 |
-0.27 |
49 |
35 |
-30 |
May10 |
100311 |
12.71 |
12.75 |
12.35 |
12.40 |
-0.28 |
555 |
10,011 |
-154 |
Jul10 |
100311 |
12.95 |
13.00 |
12.65 |
12.70 |
-0.27 |
196 |
1,284 |
+41 |
Sep10 |
100311 |
12.77 |
12.80 |
12.62 |
12.66 |
-0.14 |
128 |
1,373 |
+95 |
Total Volume and Open Interest |
1,014 |
14,062 |
+2 |
Live Cattle(CME) |
Apr10 |
100311 |
93.785 |
94.135 |
93.550 |
93.830 |
-0.055 |
27,041 |
98,857 |
-8,859 |
Jun10 |
100311 |
91.550 |
92.000 |
91.430 |
91.950 |
+0.220 |
22,793 |
119,924 |
+2,970 |
Aug10 |
100311 |
89.785 |
90.200 |
89.650 |
90.150 |
+0.320 |
7,848 |
57,520 |
+2,648 |
Oct10 |
100311 |
92.230 |
92.730 |
92.230 |
92.535 |
-0.015 |
1,877 |
28,883 |
+443 |
Dec10 |
100311 |
94.000 |
94.300 |
93.900 |
94.285 |
-0.015 |
1,354 |
11,228 |
+478 |
Feb11 |
100311 |
95.000 |
95.500 |
95.000 |
95.300 |
-0.100 |
322 |
4,987 |
+51 |
Total Volume and Open Interest |
61,264 |
323,346 |
-2,260 |
Feeder Cattle(CME) |
Mar10 |
100311 |
102.100 |
102.100 |
101.650 |
101.930 |
-0.070 |
1,133 |
5,632 |
-382 |
Apr10 |
100311 |
104.900 |
105.450 |
104.785 |
105.100 |
+0.065 |
2,534 |
11,677 |
-398 |
May10 |
100311 |
105.330 |
106.035 |
105.135 |
105.750 |
+0.320 |
2,797 |
10,667 |
+715 |
Aug10 |
100311 |
107.300 |
107.930 |
107.100 |
107.750 |
+0.100 |
535 |
8,865 |
+146 |
Sep10 |
100311 |
106.600 |
107.300 |
106.400 |
107.200 |
+0.550 |
117 |
1,038 |
+47 |
Oct10 |
100311 |
106.600 |
107.150 |
106.500 |
107.035 |
+0.150 |
26 |
547 |
+10 |
Nov10 |
100311 |
106.850 |
107.500 |
106.750 |
107.500 |
+0.615 |
34 |
136 |
+13 |
Total Volume and Open Interest |
7,176 |
38,582 |
+151 |
Lean Hogs(CME) |
Apr10 |
100311 |
72.635 |
72.750 |
71.535 |
71.885 |
-0.665 |
16,413 |
57,900 |
-3,089 |
May10 |
100311 |
77.885 |
77.900 |
76.850 |
77.250 |
-0.800 |
177 |
5,834 |
+42 |
Jun10 |
100311 |
80.950 |
81.135 |
79.700 |
80.200 |
-0.450 |
14,637 |
60,526 |
+3,600 |
Jul10 |
100311 |
80.550 |
80.900 |
79.700 |
80.180 |
-0.570 |
3,064 |
23,447 |
-5 |
Aug10 |
100311 |
80.225 |
80.500 |
79.650 |
79.800 |
-0.650 |
2,511 |
23,970 |
+263 |
Oct10 |
100311 |
71.035 |
71.285 |
70.550 |
70.850 |
-0.230 |
1,188 |
14,763 |
+360 |
Dec10 |
100311 |
68.180 |
68.250 |
67.580 |
67.950 |
-0.150 |
407 |
7,070 |
+145 |
Feb11 |
100311 |
69.635 |
70.000 |
69.535 |
70.000 |
-0.200 |
139 |
1,925 |
+103 |
Total Volume and Open Interest |
38,558 |
195,882 |
+1,441 |
Pork Bellies(CME) |
Mar10 |
100311 |
91.000 |
92.000 |
91.000 |
91.000 |
-2.000 |
4 |
29 |
-2 |
May10 |
100311 |
93.100 |
93.500 |
92.450 |
92.500 |
-0.500 |
21 |
219 |
-4 |
Jul10 |
100311 |
94.750 |
95.400 |
94.500 |
94.750 |
-0.750 |
1 |
62 |
+0 |
Aug10 |
100311 |
88.000 |
90.600 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
Feb11 |
100311 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
26 |
334 |
-6 |
Class III Milk(CME) |
Mar10 |
100311 |
12.86 |
12.93 |
12.82 |
12.89 |
+0.07 |
74 |
3,958 |
+26 |
Apr10 |
100311 |
12.62 |
12.85 |
12.62 |
12.79 |
+0.13 |
457 |
4,541 |
+107 |
May10 |
100311 |
12.89 |
13.20 |
12.89 |
13.19 |
+0.27 |
250 |
3,916 |
+112 |
Jun10 |
100311 |
13.68 |
13.90 |
13.64 |
13.87 |
+0.23 |
152 |
3,095 |
+60 |
Jul10 |
100311 |
14.18 |
14.34 |
14.18 |
14.25 |
+0.04 |
98 |
2,428 |
+56 |
Total Volume and Open Interest |
1,389 |
28,581 |
+546 |
Cocoa(ICE) |
Mar10 |
100311 |
2855 |
2855 |
2844 |
2844 |
+6 |
35 |
12 |
-26 |
May10 |
100311 |
2844 |
2865 |
2834 |
2854 |
+10 |
9,150 |
59,983 |
-1,118 |
Jul10 |
100311 |
2872 |
2885 |
2861 |
2878 |
+9 |
2,985 |
26,331 |
+689 |
Sep10 |
100311 |
2893 |
2902 |
2892 |
2902 |
+9 |
1,757 |
12,642 |
+49 |
Dec10 |
100311 |
2919 |
2935 |
2919 |
2935 |
+12 |
1,093 |
8,089 |
+783 |
Mar11 |
100311 |
2955 |
2956 |
2945 |
2956 |
+13 |
632 |
12,064 |
+5 |
May11 |
100311 |
2951 |
2962 |
2951 |
2962 |
+15 |
2 |
4,782 |
+0 |
Total Volume and Open Interest |
15,737 |
127,111 |
+435 |
Coffee "C"(ICE) |
Mar10 |
100311 |
131.00 |
131.50 |
130.90 |
131.45 |
+0.95 |
14 |
39 |
-3 |
May10 |
100311 |
132.45 |
134.00 |
132.45 |
133.75 |
+1.00 |
12,789 |
75,937 |
-456 |
Jul10 |
100311 |
134.30 |
135.50 |
134.30 |
135.40 |
+0.95 |
2,043 |
23,212 |
+127 |
Sep10 |
100311 |
136.10 |
137.10 |
136.00 |
137.00 |
+0.90 |
2,296 |
10,741 |
+560 |
Dec10 |
100311 |
138.55 |
139.10 |
138.45 |
138.95 |
+0.90 |
1,322 |
8,913 |
+965 |
Mar11 |
100311 |
140.15 |
140.60 |
139.80 |
140.60 |
+0.85 |
177 |
5,178 |
-14 |
Total Volume and Open Interest |
18,689 |
125,550 |
+1,209 |
Orange Juice(ICE) |
Mar10 |
100311 |
152.50 |
153.10 |
152.20 |
153.10 |
+3.55 |
22 |
620 |
+1 |
May10 |
100311 |
147.45 |
150.95 |
147.20 |
149.80 |
+2.85 |
820 |
26,696 |
-44 |
Jul10 |
100311 |
150.00 |
153.00 |
150.00 |
152.25 |
+2.85 |
191 |
6,415 |
-67 |
Sep10 |
100311 |
151.60 |
154.00 |
151.60 |
153.10 |
+2.70 |
39 |
1,421 |
+32 |
Nov10 |
100311 |
153.50 |
154.00 |
153.00 |
153.90 |
+3.10 |
136 |
616 |
-94 |
Jan11 |
100311 |
154.95 |
154.95 |
154.95 |
154.95 |
+2.95 |
6 |
665 |
+6 |
Total Volume and Open Interest |
1,217 |
36,723 |
-163 |
Sugar #11(ICE) |
May10 |
100311 |
19.55 |
20.07 |
19.06 |
19.27 |
-0.42 |
83,477 |
274,284 |
-1,356 |
Jul10 |
100311 |
18.85 |
19.28 |
18.31 |
18.50 |
-0.40 |
33,226 |
178,773 |
+506 |
Oct10 |
100311 |
18.28 |
18.65 |
17.79 |
17.97 |
-0.31 |
13,230 |
157,173 |
-198 |
Mar11 |
100311 |
17.76 |
18.02 |
17.27 |
17.47 |
-0.19 |
4,171 |
60,153 |
+425 |
May11 |
100311 |
17.29 |
17.29 |
16.67 |
16.77 |
-0.02 |
2,098 |
18,458 |
+366 |
Total Volume and Open Interest |
141,533 |
754,199 |
+1,911 |
London Cocoa(LCE) |
Mar10 |
100305 |
2140 |
2172 |
2136 |
2156 |
+14 |
1,139 |
25,119 |
-433 |
May10 |
100311 |
2206 |
2214 |
2187 |
2191 |
-15 |
8,313 |
46,387 |
+2,618 |
Jul10 |
100311 |
2197 |
2206 |
2181 |
2183 |
-15 |
3,956 |
33,780 |
-1,629 |
Sep10 |
100311 |
2161 |
2169 |
2147 |
2147 |
-14 |
379 |
17,878 |
-202 |
Dec10 |
100311 |
2132 |
2141 |
2115 |
2115 |
-17 |
3,714 |
14,650 |
+2,260 |
Mar11 |
100311 |
2103 |
2103 |
2088 |
2088 |
-14 |
2,884 |
14,659 |
+2,183 |
May11 |
100311 |
2095 |
2095 |
2094 |
2094 |
-7 |
7 |
2,962 |
+5 |
Total Volume and Open Interest |
13,587 |
151,093 |
-1,654 |
London Sugar(LCE) |
May10 |
100311 |
538.00 |
548.80 |
524.00 |
531.70 |
-5.40 |
7,309 |
30,793 |
-786 |
Aug10 |
100311 |
523.20 |
531.00 |
509.00 |
515.10 |
-5.50 |
2,339 |
19,313 |
+1,048 |
Oct10 |
100311 |
500.40 |
509.50 |
491.90 |
497.20 |
+0.40 |
287 |
8,936 |
+18 |
Dec10 |
100311 |
493.10 |
493.10 |
479.70 |
482.40 |
-0.70 |
85 |
2,045 |
-29 |
Mar11 |
100311 |
477.30 |
479.40 |
476.00 |
478.90 |
-1.90 |
5 |
1,026 |
-1 |
Total Volume and Open Interest |
|
|
|
Cotton(ICE) |
May10 |
100311 |
80.27 |
80.27 |
78.70 |
78.77 |
-1.44 |
9,103 |
104,726 |
+1,087 |
Jul10 |
100311 |
80.60 |
80.60 |
79.25 |
79.28 |
-1.37 |
5,863 |
42,080 |
+565 |
Oct10 |
100311 |
76.10 |
76.38 |
76.10 |
76.38 |
-0.41 |
16 |
163 |
-2 |
Dec10 |
100311 |
75.00 |
75.45 |
74.25 |
75.13 |
-0.36 |
3,811 |
32,768 |
+761 |
Mar11 |
100311 |
76.60 |
76.60 |
75.79 |
76.43 |
-0.32 |
67 |
3,332 |
+30 |
May11 |
100311 |
76.73 |
76.73 |
76.73 |
76.73 |
-0.27 |
31 |
46 |
+1 |
Total Volume and Open Interest |
18,940 |
185,292 |
+657 |
Lumber(CME) |
Mar10 |
100311 |
269.6 |
271.4 |
267.2 |
271.4 |
-1.9 |
333 |
631 |
-167 |
May10 |
100311 |
285.8 |
286.7 |
280.6 |
284.9 |
-3.4 |
634 |
5,788 |
+101 |
Jul10 |
100311 |
292.6 |
295.0 |
290.6 |
293.4 |
-2.4 |
284 |
2,217 |
+131 |
Sep10 |
100311 |
288.5 |
289.8 |
284.9 |
289.8 |
-0.1 |
71 |
686 |
+41 |
Total Volume and Open Interest |
1,353 |
9,495 |
+137 |
Crude Oil(NYM) |
Apr10 |
100311 |
81.98 |
82.38 |
81.33 |
82.11 |
+0.02 |
332,133 |
212,892 |
-2,874 |
May10 |
100311 |
82.22 |
82.69 |
81.67 |
82.43 |
unch |
147,722 |
220,252 |
+14,768 |
Jun10 |
100311 |
82.60 |
83.00 |
82.03 |
82.78 |
-0.01 |
56,175 |
182,507 |
+4,892 |
Jul10 |
100311 |
82.73 |
83.35 |
82.56 |
83.18 |
-0.01 |
21,248 |
69,022 |
+1,727 |
Aug10 |
100311 |
83.33 |
83.71 |
83.15 |
83.55 |
unch |
12,226 |
27,509 |
+1,697 |
Sep10 |
100311 |
83.61 |
83.96 |
83.13 |
83.89 |
+0.03 |
10,706 |
37,061 |
-332 |
Oct10 |
100311 |
83.65 |
84.28 |
83.43 |
84.18 |
+0.05 |
7,300 |
19,703 |
+228 |
Nov10 |
100311 |
84.12 |
84.54 |
84.12 |
84.48 |
+0.08 |
6,407 |
23,880 |
+833 |
Dec10 |
100311 |
84.35 |
84.95 |
83.90 |
84.80 |
+0.10 |
29,704 |
202,864 |
+50 |
Jan11 |
100311 |
84.70 |
84.98 |
84.61 |
84.98 |
+0.09 |
4,592 |
26,659 |
+1,287 |
Feb11 |
100311 |
84.78 |
85.16 |
84.77 |
85.16 |
+0.07 |
1,710 |
16,505 |
+4 |
Mar11 |
100311 |
84.98 |
85.33 |
84.95 |
85.33 |
+0.06 |
1,015 |
13,479 |
-36 |
Apr11 |
100311 |
85.07 |
85.57 |
85.07 |
85.49 |
+0.05 |
306 |
12,010 |
+81 |
May11 |
100311 |
85.61 |
85.61 |
85.61 |
85.61 |
+0.05 |
110 |
4,312 |
-70 |
Jun11 |
100311 |
85.50 |
85.71 |
85.50 |
85.71 |
+0.05 |
1,470 |
29,030 |
+527 |
Jul11 |
100311 |
85.79 |
85.79 |
85.79 |
85.79 |
+0.05 |
52 |
3,678 |
-31 |
Total Volume and Open Interest |
651,267 |
1,348,241 |
+26,398 |
e-miNY Crude Oil(NYM) |
Mar10 |
100219 |
78.325 |
79.925 |
77.775 |
79.800 |
+0.750 |
9,128 |
2,521 |
-652 |
Apr10 |
100311 |
81.925 |
82.375 |
81.350 |
82.100 |
unch |
9,121 |
4,841 |
-253 |
May10 |
100311 |
82.275 |
82.675 |
81.675 |
82.425 |
unch |
614 |
1,384 |
+75 |
Jun10 |
100311 |
82.400 |
83.000 |
82.375 |
82.775 |
-0.025 |
78 |
409 |
+43 |
Jul10 |
100311 |
83.100 |
83.175 |
83.100 |
83.175 |
-0.025 |
8 |
117 |
+0 |
Aug10 |
100311 |
83.000 |
83.550 |
83.000 |
83.550 |
unch |
2 |
6 |
+0 |
Sep10 |
100311 |
83.775 |
83.900 |
83.775 |
83.900 |
+0.050 |
0 |
10 |
+0 |
Oct10 |
100311 |
84.175 |
84.175 |
84.175 |
84.175 |
+0.050 |
0 |
10 |
+0 |
Nov10 |
100311 |
84.475 |
84.475 |
84.475 |
84.475 |
+0.075 |
0 |
1 |
+0 |
Dec10 |
100311 |
84.800 |
84.800 |
84.800 |
84.800 |
+0.100 |
0 |
55 |
+0 |
Total Volume and Open Interest |
9,823 |
6,879 |
-135 |
Heating Oil(NYM) |
Apr10 |
100311 |
211.50 |
212.60 |
210.19 |
211.50 |
-0.12 |
43,082 |
72,973 |
-3,622 |
May10 |
100311 |
212.43 |
213.57 |
211.20 |
212.58 |
-0.19 |
19,650 |
63,605 |
+1,906 |
Jun10 |
100311 |
213.75 |
214.65 |
212.30 |
213.73 |
-0.28 |
14,075 |
50,042 |
+894 |
Jul10 |
100311 |
214.59 |
216.16 |
213.85 |
215.41 |
-0.30 |
4,960 |
21,642 |
-816 |
Aug10 |
100311 |
217.26 |
217.82 |
215.64 |
217.13 |
-0.33 |
3,107 |
12,543 |
+703 |
Sep10 |
100311 |
219.29 |
219.45 |
217.99 |
218.96 |
-0.38 |
1,636 |
11,390 |
-32 |
Oct10 |
100311 |
221.17 |
221.58 |
220.40 |
221.14 |
-0.45 |
968 |
9,582 |
+182 |
Nov10 |
100311 |
223.47 |
223.47 |
222.43 |
223.44 |
-0.53 |
897 |
9,667 |
+190 |
Dec10 |
100311 |
225.04 |
226.51 |
224.28 |
225.80 |
-0.60 |
5,333 |
28,218 |
+1,348 |
Jan11 |
100311 |
226.64 |
228.40 |
226.61 |
227.98 |
-0.65 |
462 |
12,935 |
-61 |
Feb11 |
100311 |
228.00 |
229.23 |
227.75 |
229.10 |
-0.75 |
73 |
4,527 |
+2 |
Mar11 |
100311 |
228.99 |
228.99 |
228.99 |
228.99 |
-0.76 |
80 |
5,757 |
+45 |
Total Volume and Open Interest |
94,853 |
318,425 |
+905 |
Gasoline(NYMEX) |
Apr10 |
100311 |
227.53 |
228.57 |
225.90 |
227.20 |
-1.31 |
53,473 |
82,015 |
-6,906 |
May10 |
100311 |
227.64 |
228.75 |
226.34 |
227.69 |
-0.99 |
38,271 |
73,223 |
+5,351 |
Jun10 |
100311 |
226.80 |
227.85 |
225.78 |
227.20 |
-0.78 |
17,950 |
42,729 |
+648 |
Jul10 |
100311 |
226.23 |
226.57 |
225.01 |
226.31 |
-0.72 |
6,663 |
23,934 |
+1,133 |
Aug10 |
100311 |
224.04 |
225.28 |
223.90 |
225.28 |
-0.69 |
4,272 |
12,072 |
-72 |
Sep10 |
100311 |
222.82 |
224.18 |
222.82 |
224.06 |
-0.67 |
3,388 |
18,391 |
+1,214 |
Oct10 |
100311 |
212.00 |
213.28 |
212.00 |
213.28 |
-0.65 |
1,326 |
7,632 |
+359 |
Nov10 |
100311 |
211.30 |
211.89 |
210.85 |
211.89 |
-0.61 |
500 |
11,703 |
+15 |
Dec10 |
100311 |
210.88 |
211.62 |
209.92 |
211.53 |
-0.51 |
1,451 |
11,726 |
-44 |
Jan11 |
100311 |
212.50 |
213.02 |
212.50 |
213.02 |
-0.47 |
412 |
3,599 |
+266 |
Total Volume and Open Interest |
128,114 |
292,916 |
+2,266 |
e-miNY RBOB Gasoline(NYM) |
Apr10 |
100311 |
227.50 |
227.50 |
227.20 |
227.20 |
-1.30 |
0 |
7 |
+0 |
May10 |
100311 |
227.70 |
227.70 |
227.69 |
227.70 |
-1.00 |
|
|
|
Jun10 |
100311 |
227.20 |
227.20 |
227.20 |
227.20 |
-0.80 |
|
|
|
Jul10 |
100311 |
226.30 |
226.31 |
226.30 |
226.30 |
-0.70 |
|
|
|
Total Volume and Open Interest |
0 |
8 |
+0 |
Natural Gas(NYM) |
Apr10 |
100311 |
4.576 |
4.593 |
4.415 |
4.440 |
-0.119 |
74,653 |
168,440 |
-3,625 |
May10 |
100311 |
4.645 |
4.655 |
4.487 |
4.506 |
-0.118 |
28,728 |
173,212 |
+2,836 |
Jun10 |
100311 |
4.725 |
4.725 |
4.562 |
4.579 |
-0.117 |
15,679 |
51,266 |
+1,565 |
Jul10 |
100311 |
4.786 |
4.789 |
4.656 |
4.672 |
-0.117 |
13,176 |
53,021 |
+2,766 |
Aug10 |
100311 |
4.827 |
4.827 |
4.717 |
4.740 |
-0.111 |
5,316 |
32,384 |
+203 |
Sep10 |
100311 |
4.850 |
4.890 |
4.750 |
4.778 |
-0.108 |
6,527 |
31,653 |
+749 |
Oct10 |
100311 |
4.980 |
4.997 |
4.850 |
4.878 |
-0.103 |
10,475 |
57,506 |
+638 |
Nov10 |
100311 |
5.254 |
5.256 |
5.166 |
5.195 |
-0.091 |
1,622 |
14,759 |
+226 |
Dec10 |
100311 |
5.600 |
5.610 |
5.531 |
5.558 |
-0.083 |
3,590 |
25,773 |
+681 |
Jan11 |
100311 |
5.815 |
5.823 |
5.746 |
5.773 |
-0.078 |
7,419 |
39,521 |
+815 |
Feb11 |
100311 |
5.781 |
5.781 |
5.716 |
5.740 |
-0.071 |
1,031 |
15,163 |
-8 |
Mar11 |
100311 |
5.629 |
5.656 |
5.587 |
5.612 |
-0.069 |
3,073 |
32,836 |
+309 |
Apr11 |
100311 |
5.304 |
5.337 |
5.271 |
5.307 |
-0.046 |
2,985 |
27,965 |
+644 |
May11 |
100311 |
5.288 |
5.325 |
5.270 |
5.301 |
-0.044 |
1,052 |
12,358 |
-360 |
Jun11 |
100311 |
5.305 |
5.350 |
5.305 |
5.344 |
-0.044 |
783 |
5,969 |
-138 |
Jul11 |
100311 |
5.365 |
5.430 |
5.365 |
5.400 |
-0.044 |
37 |
4,384 |
+0 |
Total Volume and Open Interest |
182,495 |
853,259 |
+10,420 |
Brent Crude Oil(ICE) |
Apr10 |
100311 |
80.25 |
80.67 |
79.65 |
80.28 |
-0.20 |
127,126 |
97,473 |
-4,952 |
May10 |
100311 |
80.63 |
81.03 |
80.04 |
80.77 |
-0.02 |
112,415 |
228,798 |
+16,119 |
Jun10 |
100311 |
81.01 |
81.40 |
80.44 |
81.19 |
unch |
89,449 |
170,976 |
+5,078 |
Jul10 |
100311 |
81.05 |
81.79 |
80.99 |
81.63 |
unch |
31,536 |
54,067 |
+861 |
Aug10 |
100311 |
81.68 |
82.18 |
81.50 |
82.05 |
-0.02 |
15,030 |
31,594 |
+1,387 |
Sep10 |
100311 |
82.04 |
82.53 |
82.04 |
82.44 |
-0.02 |
5,018 |
18,533 |
+311 |
Oct10 |
100311 |
82.40 |
82.89 |
82.20 |
82.79 |
-0.03 |
2,833 |
20,358 |
-49 |
Nov10 |
100311 |
82.72 |
83.10 |
82.50 |
83.10 |
-0.05 |
2,441 |
15,511 |
+19 |
Dec10 |
100311 |
83.05 |
83.52 |
82.73 |
83.42 |
-0.06 |
20,536 |
86,635 |
-528 |
Jan11 |
100311 |
83.71 |
83.71 |
83.71 |
83.71 |
-0.07 |
1,543 |
13,193 |
+522 |
Feb11 |
100311 |
83.99 |
83.99 |
83.99 |
83.99 |
-0.09 |
841 |
6,393 |
-35 |
Mar11 |
100311 |
84.26 |
84.26 |
84.26 |
84.26 |
-0.10 |
1,697 |
6,773 |
-413 |
Apr11 |
100311 |
84.64 |
84.64 |
84.52 |
84.52 |
-0.12 |
661 |
3,705 |
+741 |
May11 |
100311 |
84.76 |
84.76 |
84.76 |
84.76 |
-0.13 |
93 |
3,058 |
+50 |
Total Volume and Open Interest |
417,812 |
866,322 |
+16,716 |
Gas Oil(ICE) |
Apr10 |
100311 |
662.50 |
667.50 |
658.25 |
665.25 |
-1.50 |
106,318 |
123,241 |
+1,800 |
May10 |
100311 |
665.50 |
669.00 |
661.25 |
667.00 |
-2.75 |
52,053 |
87,327 |
+11,355 |
Jun10 |
100311 |
665.25 |
672.00 |
664.00 |
670.00 |
-3.50 |
31,082 |
67,699 |
+4,016 |
Jul10 |
100311 |
670.25 |
676.50 |
668.25 |
674.25 |
-4.00 |
6,443 |
31,114 |
+319 |
Aug10 |
100311 |
678.25 |
680.00 |
673.00 |
678.50 |
-4.50 |
4,436 |
24,868 |
-579 |
Sep10 |
100311 |
680.00 |
686.00 |
679.25 |
683.25 |
-4.50 |
3,696 |
26,620 |
+329 |
Oct10 |
100311 |
684.50 |
689.25 |
684.50 |
687.75 |
-4.75 |
1,971 |
18,612 |
-151 |
Nov10 |
100311 |
691.00 |
694.25 |
689.75 |
691.50 |
-5.00 |
1,248 |
14,855 |
-325 |
Dec10 |
100311 |
692.25 |
698.00 |
689.25 |
695.25 |
-5.25 |
11,572 |
73,096 |
+1,839 |
Jan11 |
100311 |
700.00 |
702.50 |
694.25 |
700.25 |
-5.75 |
1,448 |
18,674 |
+389 |
Total Volume and Open Interest |
273,226 |
598,300 |
+2,249 |
Ethanol(CBOT) |
Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
Apr10 |
100311 |
1.607 |
1.610 |
1.602 |
1.604 |
-0.011 |
99 |
1,009 |
-17 |
May10 |
100311 |
1.620 |
1.620 |
1.609 |
1.613 |
-0.015 |
199 |
1,024 |
+84 |
Jun10 |
100311 |
1.634 |
1.635 |
1.625 |
1.630 |
-0.015 |
97 |
729 |
+14 |
Jul10 |
100311 |
1.647 |
1.653 |
1.640 |
1.646 |
-0.009 |
55 |
1,273 |
+25 |
Aug10 |
100311 |
1.650 |
1.650 |
1.650 |
1.650 |
-0.011 |
125 |
616 |
-75 |
Sep10 |
100311 |
1.653 |
1.653 |
1.652 |
1.653 |
-0.009 |
127 |
637 |
-75 |
Oct10 |
100311 |
1.665 |
1.670 |
1.656 |
1.662 |
-0.006 |
146 |
637 |
-59 |
Total Volume and Open Interest |
1,287 |
8,018 |
-262 |
US Dollar Index(ICE) |
Mar10 |
100311 |
80.535 |
80.570 |
80.250 |
80.315 |
-0.150 |
24,082 |
38,814 |
-3,807 |
Jun10 |
100311 |
80.800 |
80.840 |
80.525 |
80.595 |
-0.150 |
7,281 |
16,973 |
+4,064 |
Sep10 |
100311 |
80.915 |
80.915 |
80.915 |
80.915 |
-0.150 |
0 |
2,333 |
+0 |
Total Volume and Open Interest |
31,363 |
58,121 |
+257 |
Australian Dollar(CME) |
Mar10 |
100311 |
91.54 |
91.68 |
90.93 |
91.51 |
-0.01 |
105,873 |
68,854 |
-13,374 |
Jun10 |
100311 |
90.63 |
90.77 |
90.17 |
90.60 |
-0.01 |
30,509 |
61,892 |
+17,794 |
Sep10 |
100311 |
89.62 |
89.63 |
89.62 |
89.62 |
-0.01 |
0 |
51 |
+0 |
Total Volume and Open Interest |
136,382 |
130,808 |
+4,420 |
British Pound(CME) |
Mar10 |
100311 |
149.82 |
150.68 |
149.45 |
150.49 |
+0.76 |
147,831 |
84,443 |
-8,712 |
Jun10 |
100311 |
149.72 |
150.58 |
149.35 |
150.40 |
+0.76 |
26,781 |
63,981 |
+10,694 |
Sep10 |
100311 |
150.27 |
150.33 |
149.57 |
150.33 |
+0.76 |
23 |
113 |
+32 |
Total Volume and Open Interest |
174,635 |
148,562 |
+2,014 |
Canadian Dollar(CME) |
Mar10 |
100311 |
97.56 |
97.75 |
96.84 |
97.54 |
+0.11 |
83,765 |
75,787 |
-8,212 |
Jun10 |
100311 |
97.54 |
97.76 |
96.77 |
97.54 |
+0.12 |
26,326 |
61,087 |
+13,982 |
Sep10 |
100311 |
97.41 |
97.83 |
96.85 |
97.50 |
+0.12 |
34 |
1,112 |
+4 |
Dec10 |
100311 |
97.26 |
97.57 |
96.79 |
97.38 |
+0.12 |
3 |
851 |
+0 |
Total Volume and Open Interest |
110,141 |
138,991 |
+5,786 |
Japanese Yen(CME) |
Mar10 |
100311 |
110.47 |
110.85 |
110.24 |
110.38 |
-0.09 |
121,165 |
89,659 |
-19,170 |
Jun10 |
100311 |
110.50 |
110.91 |
110.29 |
110.44 |
-0.09 |
38,634 |
47,548 |
+23,270 |
Sep10 |
100311 |
110.52 |
110.61 |
110.52 |
110.52 |
-0.09 |
4 |
207 |
+0 |
Total Volume and Open Interest |
159,803 |
137,443 |
+4,100 |
Swiss Franc(CME) |
Mar10 |
100311 |
93.45 |
93.63 |
93.17 |
93.54 |
+0.14 |
59,375 |
32,311 |
-1,904 |
Jun10 |
100311 |
93.53 |
93.69 |
93.23 |
93.60 |
+0.14 |
10,349 |
15,488 |
+2,722 |
Sep10 |
100311 |
93.68 |
93.68 |
93.52 |
93.68 |
+0.16 |
9 |
6 |
+3 |
Total Volume and Open Interest |
69,733 |
47,810 |
+821 |
EuroFX(CME) |
Mar10 |
100311 |
136.55 |
136.88 |
136.20 |
136.73 |
+0.22 |
303,465 |
159,145 |
-13,468 |
Jun10 |
100311 |
136.54 |
136.86 |
136.19 |
136.71 |
+0.22 |
56,231 |
82,913 |
+20,944 |
Sep10 |
100311 |
136.57 |
136.70 |
136.45 |
136.69 |
+0.23 |
9 |
1,384 |
+5 |
Total Volume and Open Interest |
359,707 |
243,524 |
+7,482 |
Mexican Peso(CME) |
Mar10 |
100311 |
792.8 |
796.2 |
790.8 |
794.2 |
+1.0 |
52,501 |
78,680 |
-6,130 |
Apr10 |
100311 |
792.2 |
792.2 |
791.2 |
792.2 |
+1.0 |
0 |
8 |
+0 |
Total Volume and Open Interest |
94,098 |
168,073 |
+29,215 |
30-Year T-Bonds(CBOT) |
Mar10 |
100311 |
117~310 |
117~310 |
117~150 |
117~210 |
-0~050 |
|
|
|
Jun10 |
100311 |
116~090 |
116~250 |
115~280 |
116~190 |
+0~090 |
194,549 |
613,131 |
+742 |
Sep10 |
100311 |
115~110 |
115~110 |
115~010 |
115~110 |
+0~100 |
28 |
115 |
+11 |
Total Volume and Open Interest |
211,495 |
638,248 |
-8,351 |
10-Year T-Notes(CBOT) |
Mar10 |
100311 |
118~100 |
118~115 |
118~000 |
118~080 |
-0~030 |
20,205 |
42,678 |
-7,438 |
Jun10 |
100311 |
116~270 |
116~300 |
116~180 |
116~250 |
-0~030 |
653,375 |
1,309,928 |
+5,338 |
Sep10 |
100311 |
115~070 |
115~145 |
115~030 |
115~115 |
-0~030 |
1,259 |
1,154 |
+1,118 |
Total Volume and Open Interest |
674,839 |
1,353,761 |
-982 |
5-Year T-Notes(CBOT) |
Mar10 |
100310 |
58~036 |
58~036 |
58~036 |
58~036 |
-0~014 |
|
|
|
Jun10 |
100311 |
115~056 |
115~062 |
115~027 |
115~036 |
-0~021 |
351,926 |
943,245 |
+7,262 |
Sep10 |
100311 |
114~020 |
114~041 |
114~020 |
114~020 |
-0~021 |
|
|
|
Total Volume and Open Interest |
361,914 |
984,108 |
+3,667 |
2 Year T-Notes(CBOT) |
Mar10 |
100310 |
54~068 |
54~068 |
54~068 |
54~068 |
-0~003 |
|
|
|
Jun10 |
100311 |
108~070 |
108~073 |
108~056 |
108~059 |
-0~011 |
234,937 |
839,500 |
+5,461 |
Sep10 |
100311 |
107~115 |
107~122 |
107~115 |
107~115 |
-0~007 |
0 |
1 |
+0 |
Total Volume and Open Interest |
251,876 |
875,781 |
-54 |
Eurodollars(CME) |
Mar10 |
100311 |
99.740 |
99.743 |
99.735 |
99.738 |
unch |
85,295 |
1,119,953 |
-15,156 |
Jun10 |
100311 |
99.630 |
99.630 |
99.610 |
99.615 |
-0.015 |
172,491 |
1,162,015 |
-3,962 |
Sep10 |
100311 |
99.450 |
99.450 |
99.405 |
99.420 |
-0.020 |
195,716 |
990,202 |
+1,874 |
Dec10 |
100311 |
99.150 |
99.155 |
99.100 |
99.120 |
-0.025 |
246,376 |
1,035,575 |
+18,150 |
Mar11 |
100311 |
98.800 |
98.810 |
98.745 |
98.760 |
-0.035 |
257,627 |
728,466 |
+3,259 |
Jun11 |
100311 |
98.430 |
98.440 |
98.365 |
98.385 |
-0.035 |
209,276 |
750,062 |
+1,883 |
Sep11 |
100311 |
98.075 |
98.085 |
98.015 |
98.035 |
-0.035 |
130,882 |
603,330 |
-1,256 |
Dec11 |
100311 |
97.740 |
97.755 |
97.680 |
97.700 |
-0.040 |
112,495 |
398,967 |
+185 |
Mar12 |
100311 |
97.450 |
97.465 |
97.390 |
97.410 |
-0.040 |
65,879 |
324,114 |
+11,990 |
Jun12 |
100311 |
97.160 |
97.175 |
97.105 |
97.125 |
-0.040 |
42,293 |
221,158 |
+2,021 |
Sep12 |
100311 |
96.895 |
96.915 |
96.845 |
96.865 |
-0.035 |
39,843 |
139,195 |
+5,112 |
Dec12 |
100311 |
96.635 |
96.650 |
96.590 |
96.610 |
-0.030 |
33,644 |
135,946 |
+2,406 |
Mar13 |
100311 |
96.430 |
96.445 |
96.380 |
96.405 |
-0.025 |
9,755 |
81,075 |
-909 |
Jun13 |
100311 |
96.225 |
96.225 |
96.175 |
96.205 |
-0.020 |
5,866 |
69,947 |
-214 |
Sep13 |
100311 |
96.025 |
96.035 |
95.990 |
96.020 |
-0.015 |
5,476 |
58,701 |
+198 |
Dec13 |
100311 |
95.830 |
95.850 |
95.800 |
95.830 |
-0.015 |
5,683 |
37,873 |
+1,443 |
Mar14 |
100311 |
95.700 |
95.700 |
95.650 |
95.680 |
-0.010 |
2,693 |
39,540 |
-357 |
Jun14 |
100311 |
95.520 |
95.545 |
95.495 |
95.530 |
-0.005 |
2,225 |
33,351 |
+68 |
Total Volume and Open Interest |
1,640,276 |
8,119,253 |
+30,666 |
30 Day Federal Funds(CBOT) |
Mar10 |
100311 |
99.845 |
99.845 |
99.840 |
99.842 |
-0.003 |
9,141 |
70,145 |
-1,315 |
Apr10 |
100311 |
99.830 |
99.830 |
99.820 |
99.830 |
unch |
8,341 |
86,723 |
-3,068 |
May10 |
100311 |
99.810 |
99.815 |
99.800 |
99.810 |
-0.005 |
6,202 |
76,999 |
-2,501 |
Jun10 |
100311 |
99.795 |
99.800 |
99.785 |
99.790 |
-0.010 |
10,124 |
80,262 |
+2,283 |
Jul10 |
100311 |
99.770 |
99.775 |
99.755 |
99.760 |
-0.015 |
10,325 |
78,079 |
+2,161 |
Aug10 |
100311 |
99.735 |
99.740 |
99.720 |
99.720 |
-0.020 |
19,947 |
58,398 |
+2,414 |
Total Volume and Open Interest |
93,507 |
635,336 |
+1,497 |
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 |
100311 |
99.565 |
99.565 |
99.565 |
99.565 |
unch |
4 |
2,632 |
+0 |
Jun10 |
100311 |
99.625 |
99.630 |
99.620 |
99.625 |
-0.005 |
0 |
480 |
-50 |
Sep10 |
100311 |
99.640 |
99.650 |
99.640 |
99.640 |
-0.010 |
0 |
230 |
+0 |
Dec10 |
100311 |
99.645 |
99.645 |
99.645 |
99.645 |
unch |
0 |
242 |
+0 |
Mar11 |
100311 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
4 |
4 |
+4 |
Jun11 |
100311 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Sep11 |
100311 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
|
|
|
Dec11 |
100311 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
Mar12 |
100311 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
Jun12 |
100311 |
99.550 |
99.550 |
99.550 |
99.550 |
unch |
|
|
|
Total Volume and Open Interest |
8 |
3,588 |
-46 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100311 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
3 |
2,829 |
+128 |
Sep10 |
100311 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
3,012 |
+300 |
Dec10 |
100311 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,380 |
+0 |
Mar11 |
100311 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
0 |
1,201 |
+0 |
Jun11 |
100311 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
56 |
+0 |
Sep11 |
100311 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
51 |
+0 |
Dec11 |
100311 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
102 |
+0 |
Mar12 |
100311 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
Total Volume and Open Interest |
724 |
15,609 |
+381 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100309 |
139.25 |
139.39 |
139.22 |
139.31 |
+0.08 |
5,520 |
14,782 |
+5,401 |
Sep10 |
100311 |
139.08 |
139.08 |
139.08 |
139.08 |
-0.31 |
|
|
|
Dec10 |
100311 |
136.99 |
136.99 |
136.99 |
136.99 |
-0.31 |
|
|
|
Total Volume and Open Interest |
23,434 |
19,963 |
-7,515 |
Euro-Bund(EUREX) |
Jun10 |
100311 |
122.65 |
122.69 |
122.19 |
122.40 |
-0.21 |
878,601 |
971,467 |
+47,376 |
Sep10 |
100311 |
122.05 |
122.05 |
121.60 |
121.75 |
-0.26 |
65 |
13 |
+12 |
Dec10 |
100311 |
121.40 |
121.40 |
121.40 |
121.40 |
-0.21 |
|
|
|
Total Volume and Open Interest |
878,666 |
971,480 |
+47,388 |
Euro-Bobl(EUREX) |
Jun10 |
100308 |
116.65 |
116.73 |
116.52 |
116.64 |
unch |
676,445 |
694,312 |
+189,537 |
Sep10 |
100311 |
115.72 |
116.28 |
115.72 |
116.23 |
-0.09 |
2 |
2 |
+2 |
Dec10 |
100311 |
115.95 |
115.95 |
115.95 |
115.95 |
-0.15 |
|
|
|
Total Volume and Open Interest |
520,932 |
809,338 |
+57,478 |
3-Mth Euribor(EUREX) |
Mar10 |
100311 |
99.350 |
99.350 |
99.350 |
99.350 |
+0.005 |
37 |
8,795 |
+31 |
Jun10 |
100311 |
99.250 |
99.250 |
99.250 |
99.250 |
+0.005 |
1,125 |
7,354 |
+612 |
Sep10 |
100311 |
99.030 |
99.030 |
99.025 |
99.025 |
-0.005 |
220 |
2,381 |
+0 |
Total Volume and Open Interest |
1,489 |
22,555 |
+652 |
Long Gilt(LIFFE) |
Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
Jun10 |
100311 |
114~04 |
114~10 |
113~14 |
113~18 |
-0~20 |
103,171 |
283,984 |
+9,919 |
Total Volume and Open Interest |
104,749 |
297,118 |
+9,979 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100311 |
99.35 |
99.36 |
99.35 |
99.35 |
unch |
35,265 |
319,395 |
+3,781 |
Jun10 |
100311 |
99.27 |
99.29 |
99.26 |
99.26 |
-0.01 |
48,581 |
387,310 |
-7,993 |
Sep10 |
100311 |
99.10 |
99.13 |
99.07 |
99.08 |
-0.03 |
55,130 |
356,486 |
+9,680 |
Dec10 |
100311 |
98.81 |
98.84 |
98.77 |
98.78 |
-0.04 |
71,845 |
406,910 |
-340 |
Mar11 |
100311 |
98.47 |
98.50 |
98.42 |
98.44 |
-0.04 |
94,045 |
325,547 |
-9,310 |
Jun11 |
100311 |
98.11 |
98.14 |
98.05 |
98.08 |
-0.03 |
87,944 |
217,717 |
-7,750 |
Total Volume and Open Interest |
487,477 |
2,480,636 |
-13,621 |
3-Mth Euribor(LIFFE) |
Mar10 |
100311 |
99.345 |
99.355 |
99.345 |
99.350 |
+0.005 |
107,718 |
653,589 |
-26,856 |
Jun10 |
100311 |
99.250 |
99.265 |
99.240 |
99.250 |
+0.005 |
231,315 |
721,187 |
+32,450 |
Sep10 |
100311 |
99.035 |
99.035 |
99.000 |
99.025 |
-0.005 |
243,594 |
771,714 |
+26,878 |
Total Volume and Open Interest |
1,281,040 |
4,090,653 |
+29,623 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100311 |
95.66 |
95.68 |
95.62 |
95.67 |
unch |
25,180 |
72,614 |
-8,970 |
Jun10 |
100311 |
95.32 |
95.37 |
95.28 |
95.31 |
-0.02 |
41,085 |
274,824 |
+15,713 |
Sep10 |
100311 |
94.97 |
95.01 |
94.89 |
94.92 |
-0.06 |
23,967 |
150,979 |
+10,550 |
Dec10 |
100311 |
94.72 |
94.75 |
94.63 |
94.65 |
-0.08 |
18,209 |
100,838 |
+8,229 |
Mar11 |
100311 |
94.56 |
94.58 |
94.48 |
94.49 |
-0.09 |
9,327 |
41,647 |
+3,009 |
Jun11 |
100311 |
94.45 |
94.47 |
94.35 |
94.37 |
-0.09 |
1,606 |
40,308 |
+747 |
Sep11 |
100311 |
94.34 |
94.38 |
94.28 |
94.30 |
-0.08 |
1,991 |
19,133 |
+1,412 |
Dec11 |
100311 |
94.32 |
94.35 |
94.24 |
94.24 |
-0.09 |
1,484 |
10,310 |
+588 |
Mar12 |
100311 |
94.24 |
94.28 |
94.19 |
94.20 |
-0.08 |
940 |
3,344 |
+216 |
Jun12 |
100311 |
94.23 |
94.23 |
94.17 |
94.17 |
-0.08 |
0 |
1,719 |
+0 |
Total Volume and Open Interest |
123,789 |
717,566 |
+31,494 |
10-Year Aus T-Bonds(SFE) |
Mar10 |
100311 |
94.46 |
94.48 |
94.34 |
94.34 |
-0.13 |
142,784 |
322,735 |
-9,532 |
Jun10 |
100311 |
94.43 |
94.44 |
94.30 |
94.31 |
-0.12 |
123,588 |
123,093 |
+111,229 |
Total Volume and Open Interest |
266,372 |
445,828 |
+101,697 |
3-Year Aus T-Bonds(SFE) |
Mar10 |
100311 |
94.99 |
95.00 |
94.88 |
94.89 |
-0.10 |
187,843 |
560,440 |
+23,233 |
Jun10 |
100311 |
94.82 |
94.82 |
94.69 |
94.69 |
-0.12 |
65,986 |
86,599 |
+53,347 |
Total Volume and Open Interest |
253,829 |
647,039 |
+76,580 |
Gold(CMX) |
Apr10 |
100311 |
1108.9 |
1111.7 |
1100.5 |
1108.2 |
+0.1 |
153,991 |
256,558 |
-9,689 |
Jun10 |
100311 |
1109.5 |
1112.8 |
1101.7 |
1109.5 |
+0.1 |
14,242 |
91,753 |
+4,603 |
Aug10 |
100311 |
1111.3 |
1113.6 |
1103.0 |
1110.6 |
+0.1 |
3,118 |
24,102 |
-709 |
Oct10 |
100311 |
1112.9 |
1112.9 |
1105.4 |
1111.7 |
+0.1 |
1,479 |
18,882 |
+115 |
Dec10 |
100311 |
1113.3 |
1115.4 |
1106.1 |
1112.8 |
+0.1 |
1,148 |
37,214 |
+119 |
Feb11 |
100311 |
1114.2 |
1114.2 |
1114.2 |
1114.2 |
+0.2 |
4,784 |
10,154 |
+1,517 |
Apr11 |
100311 |
1110.0 |
1116.1 |
1110.0 |
1116.1 |
unch |
555 |
5,170 |
+83 |
Jun11 |
100311 |
461.5 |
463.2 |
461.5 |
463.2 |
unch |
0 |
7,374 |
-3 |
Aug11 |
100311 |
1121.5 |
1121.5 |
1121.5 |
1121.5 |
+0.2 |
500 |
4,307 |
-140 |
Oct11 |
100311 |
1124.8 |
1124.8 |
1124.8 |
1124.8 |
+0.2 |
1,000 |
3,234 |
-400 |
Dec11 |
100311 |
1126.0 |
1128.5 |
1126.0 |
1128.5 |
+0.3 |
2,409 |
13,652 |
+1,194 |
Total Volume and Open Interest |
184,500 |
493,909 |
-2,383 |
Silver(CMX) |
Mar10 |
100311 |
1701.0 |
1713.6 |
1688.0 |
1713.6 |
+14.2 |
374 |
683 |
+153 |
May10 |
100311 |
1702.0 |
1719.5 |
1683.5 |
1716.0 |
+14.2 |
33,935 |
64,965 |
+23 |
Jul10 |
100311 |
1708.0 |
1721.5 |
1689.0 |
1718.4 |
+14.2 |
1,982 |
14,307 |
+339 |
Sep10 |
100311 |
1688.5 |
1721.5 |
1688.5 |
1720.5 |
+14.3 |
469 |
3,294 |
+238 |
Dec10 |
100311 |
1706.5 |
1724.5 |
1693.0 |
1723.5 |
+14.4 |
1,140 |
13,109 |
+87 |
Mar11 |
100311 |
1726.5 |
1726.5 |
1726.5 |
1726.5 |
+14.4 |
8 |
3,097 |
-7 |
May11 |
100311 |
1728.5 |
1728.5 |
1728.5 |
1728.5 |
+14.5 |
0 |
1,730 |
+0 |
Total Volume and Open Interest |
38,779 |
112,130 |
+452 |
Platinum(NYMEX) |
Apr10 |
100311 |
1592.6 |
1616.0 |
1577.1 |
1612.7 |
+22.5 |
4,778 |
30,790 |
-842 |
Jul10 |
100311 |
1592.0 |
1617.0 |
1585.5 |
1617.0 |
+22.1 |
813 |
4,732 |
+421 |
Oct10 |
100311 |
1597.0 |
1620.0 |
1597.0 |
1617.5 |
+22.1 |
10 |
223 |
+4 |
Jan11 |
100311 |
1589.9 |
1612.5 |
1589.9 |
1612.5 |
+22.1 |
0 |
206 |
+0 |
Total Volume and Open Interest |
5,601 |
35,953 |
-417 |
Palladium(NYMEX) |
Mar10 |
100311 |
451.00 |
462.15 |
451.00 |
460.15 |
-3.60 |
65 |
61 |
-1 |
Jun10 |
100311 |
464.65 |
464.65 |
447.10 |
461.00 |
-3.65 |
2,085 |
21,722 |
+303 |
Sep10 |
100311 |
451.50 |
463.05 |
451.50 |
461.45 |
-3.65 |
2 |
372 |
+1 |
Total Volume and Open Interest |
2,155 |
22,195 |
+303 |
Copper(CMX) |
Mar10 |
100311 |
336.00 |
337.85 |
332.70 |
336.60 |
+1.10 |
591 |
2,832 |
-224 |
May10 |
100311 |
338.00 |
339.95 |
333.85 |
337.70 |
+0.90 |
25,369 |
87,156 |
-1,169 |
Jul10 |
100311 |
339.30 |
340.75 |
335.75 |
339.20 |
+0.90 |
2,716 |
18,942 |
-329 |
Sep10 |
100311 |
340.20 |
340.20 |
340.20 |
340.20 |
+0.95 |
2,002 |
7,852 |
-22 |
Dec10 |
100311 |
337.00 |
341.40 |
337.00 |
340.85 |
+1.00 |
937 |
5,394 |
+157 |
Total Volume and Open Interest |
32,177 |
127,613 |
-1,379 |
DJIA Index(CBOT) |
Mar10 |
100311 |
10566 |
10610 |
10512 |
10610 |
+45 |
371 |
13,761 |
+6 |
Jun10 |
100311 |
10482 |
10550 |
10450 |
10548 |
+45 |
139 |
193 |
+111 |
Sep10 |
100311 |
10490 |
10490 |
10445 |
10490 |
+45 |
1 |
1 |
+1 |
Dec10 |
100311 |
10440 |
10440 |
10395 |
10440 |
+45 |
|
|
|
Total Volume and Open Interest |
511 |
13,955 |
+118 |
S & P 500(CME) |
Mar10 |
100311 |
1145.50 |
1151.50 |
1138.80 |
1150.60 |
+4.90 |
25,701 |
337,328 |
-12,111 |
Jun10 |
100311 |
1137.80 |
1146.50 |
1134.10 |
1145.90 |
+4.80 |
15,989 |
57,095 |
+11,127 |
Sep10 |
100311 |
1130.00 |
1141.00 |
1130.00 |
1141.00 |
+4.90 |
0 |
2,071 |
+0 |
Dec10 |
100311 |
1133.00 |
1136.30 |
1126.40 |
1136.30 |
+4.90 |
58 |
3,006 |
+53 |
Total Volume and Open Interest |
41,748 |
399,521 |
-931 |
S & P 500 E-Mini(Globex) |
Mar10 |
100311 |
1145.25 |
1151.00 |
1138.50 |
1150.50 |
+4.75 |
1,759,468 |
2,732,028 |
-35,577 |
Jun10 |
100311 |
1140.50 |
1146.25 |
1134.00 |
1146.00 |
+5.00 |
108,044 |
238,030 |
+51,624 |
Total Volume and Open Interest |
1,867,590 |
2,971,944 |
+16,098 |
NASDAQ 100(CME) |
Mar10 |
100311 |
1917.30 |
1926.00 |
1909.00 |
1925.30 |
+6.50 |
3,344 |
23,602 |
-2,079 |
Jun10 |
100311 |
1910.00 |
1924.00 |
1906.00 |
1922.50 |
+6.20 |
124 |
854 |
+42 |
Sep10 |
100311 |
1921.50 |
1921.50 |
1921.30 |
1921.50 |
+6.20 |
|
|
|
Total Volume and Open Interest |
3,468 |
24,456 |
-2,037 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100311 |
1917.80 |
1926.80 |
1909.30 |
1925.30 |
+6.50 |
332,075 |
395,238 |
-8,721 |
Jun10 |
100311 |
1914.30 |
1923.80 |
1906.30 |
1922.50 |
+6.20 |
9,423 |
16,512 |
+5,192 |
Total Volume and Open Interest |
341,498 |
411,761 |
-3,529 |
S & P Midcap 400(CME) |
Mar10 |
100311 |
773.00 |
781.30 |
773.00 |
781.30 |
+3.70 |
128 |
2,717 |
+0 |
Jun10 |
100311 |
772.50 |
780.00 |
771.00 |
779.00 |
+3.70 |
18 |
18 |
+18 |
Sep10 |
100311 |
777.00 |
777.00 |
776.80 |
777.00 |
+3.70 |
|
|
|
Total Volume and Open Interest |
146 |
2,735 |
+18 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Mar10 |
100311 |
10630 |
10650 |
10630 |
10630 |
+10 |
|
|
|
Jun10 |
100311 |
10635 |
10720 |
10625 |
10720 |
+100 |
23,199 |
30,661 |
+16,694 |
Total Volume and Open Interest |
53,114 |
61,340 |
+8,556 |
Nikkei 225(SGX) |
Jun10 |
100311 |
10495 |
10620 |
10490 |
10605 |
+105 |
57,593 |
105,756 |
+44,820 |
Sep10 |
100311 |
10610 |
10610 |
10610 |
10610 |
+105 |
0 |
55 |
+0 |
Dec10 |
100311 |
10570 |
10570 |
10570 |
10570 |
+105 |
0 |
747 |
+0 |
Total Volume and Open Interest |
181,304 |
285,587 |
+39,542 |
CAC 40(EURONEXT) |
Mar10 |
100311 |
3930.0 |
3947.5 |
3910.0 |
3928.0 |
-14.5 |
120,406 |
380,551 |
+6,226 |
Apr10 |
100311 |
3931.0 |
3947.0 |
3912.0 |
3928.5 |
-14.5 |
6,187 |
10,796 |
+6,139 |
May10 |
100311 |
3866.0 |
3866.0 |
3854.5 |
3854.5 |
-14.5 |
|
|
|
Total Volume and Open Interest |
126,692 |
394,943 |
+12,429 |
Hang Seng Index(HKFE) |
Mar10 |
100311 |
21312 |
21330 |
20990 |
21127 |
-63 |
59,392 |
68,567 |
-253 |
Apr10 |
100311 |
21260 |
21264 |
20955 |
21090 |
-49 |
650 |
2,391 |
+220 |
Total Volume and Open Interest |
60,403 |
73,934 |
+25 |
DAX(EUREX) |
Mar10 |
100311 |
5920.0 |
5955.5 |
5907.0 |
5929.5 |
-6.5 |
145,295 |
145,332 |
-8,599 |
Jun10 |
100311 |
5930.5 |
5962.0 |
5915.0 |
5937.0 |
-7.0 |
11,729 |
21,903 |
+7,936 |
Sep10 |
100311 |
5930.0 |
5969.0 |
5922.0 |
5944.0 |
-6.5 |
612 |
1,983 |
+102 |
Total Volume and Open Interest |
157,636 |
169,218 |
-561 |
FT-SE 100(EURONEXT) |
Mar10 |
100311 |
5622.50 |
5639.00 |
5589.00 |
5609.50 |
-19.00 |
103,132 |
691,407 |
+5,321 |
Jun10 |
100311 |
5570.00 |
5590.00 |
5541.50 |
5561.00 |
-18.50 |
2,312 |
22,155 |
+8,876 |
Sep10 |
100311 |
5533.50 |
5533.50 |
5516.00 |
5520.50 |
-18.00 |
21 |
331 |
-1 |
Total Volume and Open Interest |
105,590 |
715,532 |
+14,276 |
SPI 200(SFE) |
Mar10 |
100311 |
4819.0 |
4857.0 |
4806.0 |
4819.0 |
unch |
27,588 |
206,287 |
-332 |
Jun10 |
100311 |
4843.0 |
4878.0 |
4831.0 |
4842.0 |
+1.0 |
840 |
6,065 |
+566 |
Sep10 |
100311 |
4850.0 |
4850.0 |
4827.0 |
4827.0 |
unch |
1 |
1,972 |
-1 |
Total Volume and Open Interest |
28,429 |
215,861 |
+233 |
GSCI(CME) |
Mar10 |
100311 |
523.00 |
526.05 |
522.50 |
523.20 |
-2.80 |
3,354 |
6,744 |
-2,969 |
Apr10 |
100311 |
525.75 |
528.85 |
525.00 |
526.00 |
-2.75 |
3,288 |
9,841 |
+3,113 |
May10 |
100311 |
528.00 |
531.55 |
527.00 |
529.00 |
-2.50 |
|
|
|
Total Volume and Open Interest |
6,642 |
16,585 |
+144 |
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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