|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon March 15, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100315 |
926.25 |
933.25 |
921.75 |
930.00 |
+4.50 |
95,910 |
193,251 |
-1,037 |
| Jul10 |
100315 |
934.00 |
940.75 |
930.00 |
937.50 |
+4.00 |
37,761 |
102,035 |
-789 |
| Aug10 |
100315 |
932.50 |
938.00 |
927.75 |
935.50 |
+2.50 |
1,812 |
5,493 |
+229 |
| Sep10 |
100315 |
922.00 |
925.25 |
921.00 |
921.50 |
-0.50 |
845 |
4,624 |
+144 |
| Nov10 |
100315 |
914.00 |
917.75 |
910.00 |
914.00 |
unch |
24,439 |
114,807 |
+1,530 |
| Jan11 |
100315 |
923.00 |
927.25 |
918.00 |
923.50 |
unch |
381 |
5,926 |
+0 |
| Mar11 |
100315 |
928.00 |
934.25 |
927.75 |
931.50 |
unch |
130 |
2,965 |
+29 |
| Total Volume and Open Interest |
162,538 |
437,618 |
+3 |
| Soybean Meal(CBOT) |
| May10 |
100315 |
252.10 |
258.10 |
251.00 |
257.60 |
+6.30 |
39,438 |
97,947 |
+1,190 |
| Jul10 |
100315 |
251.80 |
257.50 |
251.00 |
257.10 |
+5.70 |
14,387 |
37,225 |
+649 |
| Aug10 |
100315 |
251.20 |
256.00 |
250.80 |
255.70 |
+4.90 |
2,282 |
12,911 |
+80 |
| Sep10 |
100315 |
249.80 |
254.10 |
249.00 |
253.70 |
+4.70 |
2,222 |
9,539 |
-331 |
| Oct10 |
100315 |
244.50 |
249.50 |
244.00 |
248.30 |
+4.30 |
1,247 |
8,189 |
+282 |
| Dec10 |
100315 |
244.10 |
248.50 |
243.70 |
248.10 |
+4.10 |
9,875 |
30,085 |
+1,651 |
| Jan11 |
100315 |
246.50 |
249.50 |
245.50 |
249.50 |
+4.00 |
590 |
2,918 |
+305 |
| Mar11 |
100315 |
249.50 |
252.80 |
248.50 |
252.60 |
+4.10 |
775 |
2,304 |
+392 |
| Total Volume and Open Interest |
71,271 |
203,978 |
+4,013 |
| Soybean Oil(CBOT) |
| May10 |
100315 |
39.54 |
39.65 |
38.75 |
38.75 |
-0.80 |
38,071 |
142,678 |
-569 |
| Jul10 |
100315 |
39.95 |
40.06 |
39.18 |
39.18 |
-0.81 |
10,232 |
80,696 |
-308 |
| Aug10 |
100315 |
39.73 |
39.90 |
39.37 |
39.37 |
-0.81 |
630 |
11,616 |
+38 |
| Sep10 |
100315 |
39.90 |
40.15 |
39.52 |
39.52 |
-0.80 |
354 |
7,730 |
+22 |
| Oct10 |
100315 |
40.41 |
40.52 |
39.60 |
39.65 |
-0.78 |
361 |
6,031 |
-48 |
| Dec10 |
100315 |
40.80 |
40.84 |
39.97 |
39.98 |
-0.76 |
7,995 |
39,731 |
+838 |
| Jan11 |
100315 |
41.04 |
41.04 |
40.21 |
40.21 |
-0.76 |
220 |
1,790 |
+109 |
| Mar11 |
100315 |
40.50 |
40.50 |
40.38 |
40.38 |
-0.76 |
73 |
816 |
+63 |
| Total Volume and Open Interest |
58,709 |
293,123 |
+28 |
| Canola(WCE) |
| Mar10 |
100312 |
378.5 |
378.5 |
378.5 |
378.5 |
-5.1 |
|
|
|
| May10 |
100315 |
376.5 |
377.1 |
372.9 |
374.0 |
-3.5 |
5,357 |
81,627 |
-11 |
| Jul10 |
100315 |
380.8 |
382.1 |
378.3 |
379.3 |
-3.8 |
4,330 |
21,525 |
-356 |
| Nov10 |
100315 |
384.0 |
386.4 |
381.7 |
383.4 |
-3.8 |
852 |
16,375 |
+222 |
| Jan11 |
100315 |
386.4 |
388.5 |
386.4 |
386.5 |
-4.2 |
0 |
583 |
+0 |
| Total Volume and Open Interest |
10,551 |
120,455 |
-133 |
| Corn(CBOT) |
| May10 |
100315 |
365.00 |
366.25 |
362.00 |
363.25 |
-1.00 |
87,475 |
448,876 |
-5,422 |
| Jul10 |
100315 |
376.50 |
377.25 |
373.25 |
374.25 |
-1.25 |
28,742 |
252,405 |
+1,675 |
| Sep10 |
100315 |
385.00 |
385.75 |
382.25 |
383.75 |
-0.50 |
10,680 |
66,427 |
+631 |
| Dec10 |
100315 |
394.00 |
395.75 |
391.50 |
393.00 |
-0.75 |
32,850 |
268,606 |
+2,050 |
| Mar11 |
100315 |
404.25 |
406.25 |
403.00 |
404.25 |
-0.75 |
1,653 |
30,033 |
+309 |
| May11 |
100315 |
412.00 |
412.75 |
410.00 |
411.50 |
-0.75 |
376 |
3,806 |
+151 |
| Total Volume and Open Interest |
173,311 |
1,116,397 |
+3,001 |
| Wheat(CBOT) |
| May10 |
100315 |
484.75 |
487.00 |
476.75 |
479.25 |
-6.00 |
27,932 |
172,103 |
-144 |
| Jul10 |
100315 |
497.25 |
499.75 |
489.50 |
492.00 |
-6.00 |
13,623 |
129,911 |
-1,601 |
| Sep10 |
100315 |
512.00 |
514.75 |
506.00 |
507.50 |
-6.50 |
3,848 |
34,587 |
+1,334 |
| Dec10 |
100315 |
541.25 |
541.25 |
532.00 |
535.00 |
-5.25 |
6,275 |
66,689 |
-996 |
| Mar11 |
100315 |
562.25 |
565.50 |
557.25 |
559.75 |
-5.00 |
589 |
8,307 |
+313 |
| Total Volume and Open Interest |
53,366 |
425,323 |
-1,242 |
| Wheat(KCBT) |
| May10 |
100315 |
494.75 |
496.50 |
487.25 |
488.25 |
-6.50 |
6,359 |
46,069 |
-295 |
| Jul10 |
100315 |
505.00 |
507.00 |
497.50 |
498.50 |
-7.00 |
3,244 |
38,429 |
+219 |
| Sep10 |
100315 |
516.00 |
517.25 |
509.50 |
510.25 |
-6.50 |
1,048 |
6,584 |
+434 |
| Dec10 |
100315 |
535.25 |
535.25 |
527.00 |
528.25 |
-6.25 |
2,090 |
41,397 |
-278 |
| Mar11 |
100315 |
546.25 |
546.75 |
544.00 |
545.00 |
-6.25 |
409 |
2,793 |
+249 |
| Total Volume and Open Interest |
13,237 |
137,345 |
+338 |
| Wheat(MGE) |
| Mar10 |
100312 |
502.50 |
502.50 |
502.50 |
502.50 |
+6.00 |
|
|
|
| May10 |
100315 |
512.00 |
514.00 |
506.75 |
507.25 |
-6.25 |
1,936 |
14,871 |
-424 |
| Jul10 |
100315 |
524.50 |
524.50 |
517.50 |
518.00 |
-6.25 |
441 |
10,920 |
-87 |
| Sep10 |
100315 |
533.50 |
535.00 |
529.00 |
529.75 |
-5.25 |
178 |
5,726 |
+93 |
| Dec10 |
100315 |
551.50 |
551.50 |
546.50 |
547.25 |
-6.00 |
226 |
6,037 |
+110 |
| Total Volume and Open Interest |
2,816 |
39,023 |
-308 |
| Oats(CBOT) |
| May10 |
100315 |
218.75 |
220.00 |
215.50 |
216.00 |
-2.50 |
1,481 |
10,825 |
+972 |
| Jul10 |
100315 |
226.00 |
227.00 |
224.50 |
224.75 |
-2.25 |
56 |
2,595 |
-4 |
| Sep10 |
100315 |
233.25 |
235.00 |
233.25 |
233.25 |
-1.75 |
3 |
866 |
-1 |
| Dec10 |
100315 |
246.75 |
246.75 |
244.75 |
246.00 |
-0.75 |
102 |
1,664 |
-23 |
| Total Volume and Open Interest |
1,644 |
15,969 |
+942 |
| Rough Rice(CBOT) |
| Mar10 |
100312 |
12.24 |
12.25 |
12.18 |
12.19 |
+0.01 |
5 |
3 |
-32 |
| May10 |
100315 |
12.42 |
12.59 |
12.36 |
12.48 |
+0.05 |
1,419 |
9,676 |
-183 |
| Jul10 |
100315 |
12.78 |
12.87 |
12.75 |
12.79 |
+0.06 |
406 |
1,473 |
+96 |
| Sep10 |
100315 |
12.62 |
12.76 |
12.60 |
12.65 |
+0.02 |
157 |
1,553 |
+102 |
| Total Volume and Open Interest |
2,205 |
14,274 |
+177 |
| Live Cattle(CME) |
| Apr10 |
100315 |
95.180 |
95.850 |
95.050 |
95.650 |
+0.550 |
28,938 |
86,502 |
-6,820 |
| Jun10 |
100315 |
92.800 |
93.680 |
92.700 |
93.600 |
+0.800 |
26,585 |
136,636 |
+8,369 |
| Aug10 |
100315 |
90.200 |
91.050 |
90.200 |
90.980 |
+0.400 |
7,183 |
63,222 |
+2,720 |
| Oct10 |
100315 |
92.800 |
93.200 |
92.600 |
93.180 |
+0.450 |
2,335 |
30,487 |
+616 |
| Dec10 |
100315 |
94.600 |
95.000 |
94.500 |
94.980 |
+0.250 |
622 |
12,173 |
+276 |
| Feb11 |
100315 |
95.750 |
95.980 |
95.500 |
95.980 |
+0.330 |
910 |
5,599 |
+441 |
| Total Volume and Open Interest |
66,658 |
336,624 |
+5,645 |
| Feeder Cattle(CME) |
| Mar10 |
100315 |
102.900 |
103.200 |
102.550 |
102.900 |
-0.100 |
1,359 |
4,311 |
-672 |
| Apr10 |
100315 |
106.050 |
106.180 |
105.450 |
106.035 |
+0.055 |
3,204 |
10,841 |
-444 |
| May10 |
100315 |
107.200 |
107.450 |
106.700 |
107.385 |
+0.085 |
4,128 |
13,318 |
+1,681 |
| Aug10 |
100315 |
109.035 |
109.150 |
108.500 |
109.135 |
-0.045 |
582 |
9,113 |
+181 |
| Sep10 |
100315 |
108.250 |
108.600 |
108.250 |
108.580 |
-0.070 |
166 |
1,132 |
+57 |
| Oct10 |
100315 |
107.800 |
108.300 |
107.700 |
108.300 |
-0.250 |
84 |
577 |
+17 |
| Nov10 |
100315 |
108.000 |
108.200 |
107.750 |
108.200 |
unch |
14 |
172 |
+20 |
| Total Volume and Open Interest |
9,539 |
39,485 |
+841 |
| Lean Hogs(CME) |
| Apr10 |
100315 |
72.750 |
72.750 |
71.550 |
71.800 |
-0.850 |
23,870 |
45,383 |
-8,837 |
| May10 |
100315 |
76.950 |
77.600 |
76.850 |
77.580 |
-0.370 |
149 |
5,865 |
+5 |
| Jun10 |
100315 |
80.800 |
80.900 |
80.035 |
80.580 |
-0.220 |
18,817 |
68,655 |
+4,668 |
| Jul10 |
100315 |
80.535 |
80.680 |
79.900 |
80.535 |
-0.215 |
3,275 |
24,633 |
+288 |
| Aug10 |
100315 |
79.750 |
79.785 |
78.850 |
79.475 |
-0.025 |
3,141 |
26,213 |
+893 |
| Oct10 |
100315 |
70.500 |
71.000 |
69.930 |
70.725 |
-0.175 |
959 |
16,188 |
+80 |
| Dec10 |
100315 |
67.385 |
68.225 |
67.180 |
67.800 |
-0.425 |
430 |
7,224 |
+74 |
| Feb11 |
100315 |
69.000 |
70.100 |
69.000 |
70.100 |
unch |
24 |
2,029 |
+17 |
| Total Volume and Open Interest |
50,681 |
196,697 |
-2,800 |
| Pork Bellies(CME) |
| Mar10 |
100315 |
92.100 |
92.100 |
91.000 |
91.000 |
unch |
0 |
13 |
+0 |
| May10 |
100315 |
92.035 |
92.300 |
91.000 |
91.050 |
-1.000 |
15 |
210 |
-1 |
| Jul10 |
100315 |
95.000 |
95.100 |
93.250 |
95.000 |
unch |
0 |
63 |
+0 |
| Aug10 |
100315 |
88.000 |
89.035 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100315 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
15 |
310 |
-1 |
| Class III Milk(CME) |
| Mar10 |
100315 |
12.85 |
12.90 |
12.80 |
12.83 |
-0.01 |
78 |
3,908 |
-51 |
| Apr10 |
100315 |
12.71 |
12.78 |
12.64 |
12.67 |
-0.11 |
215 |
4,602 |
+17 |
| May10 |
100315 |
13.24 |
13.25 |
13.09 |
13.10 |
-0.16 |
306 |
4,043 |
+103 |
| Jun10 |
100315 |
13.89 |
13.91 |
13.82 |
13.85 |
-0.05 |
132 |
3,171 |
+18 |
| Jul10 |
100315 |
14.25 |
14.25 |
14.15 |
14.17 |
-0.07 |
80 |
2,503 |
+55 |
| Total Volume and Open Interest |
973 |
29,062 |
+224 |
| Cocoa(ICE) |
| Mar10 |
100315 |
2832 |
2871 |
2832 |
2853 |
-57 |
5 |
4 |
-4 |
| May10 |
100315 |
2920 |
2920 |
2828 |
2866 |
-54 |
5,280 |
57,806 |
-1,764 |
| Jul10 |
100315 |
2943 |
2943 |
2860 |
2893 |
-53 |
2,455 |
27,951 |
+1,137 |
| Sep10 |
100315 |
2927 |
2934 |
2885 |
2912 |
-57 |
607 |
12,921 |
+213 |
| Dec10 |
100315 |
2950 |
2954 |
2913 |
2941 |
-57 |
157 |
8,018 |
+76 |
| Mar11 |
100315 |
2963 |
2973 |
2933 |
2960 |
-55 |
141 |
12,012 |
+61 |
| May11 |
100315 |
2940 |
2968 |
2940 |
2964 |
-55 |
4 |
5,038 |
+3 |
| Total Volume and Open Interest |
8,671 |
127,436 |
-263 |
| Coffee "C"(ICE) |
| Mar10 |
100315 |
128.65 |
128.65 |
128.65 |
128.65 |
-1.50 |
9 |
26 |
-2 |
| May10 |
100315 |
132.40 |
132.90 |
129.70 |
131.05 |
-1.45 |
6,954 |
73,077 |
-1,253 |
| Jul10 |
100315 |
133.90 |
134.40 |
131.35 |
132.70 |
-1.35 |
3,497 |
21,658 |
-710 |
| Sep10 |
100315 |
135.65 |
135.65 |
133.00 |
134.30 |
-1.30 |
1,867 |
10,372 |
+754 |
| Dec10 |
100315 |
137.50 |
137.50 |
135.60 |
136.25 |
-1.25 |
641 |
8,200 |
-139 |
| Mar11 |
100315 |
137.80 |
138.50 |
137.80 |
137.95 |
-1.15 |
188 |
5,239 |
+14 |
| Total Volume and Open Interest |
13,187 |
120,120 |
-1,321 |
| Orange Juice(ICE) |
| May10 |
100315 |
151.75 |
151.95 |
147.65 |
151.65 |
-0.20 |
866 |
26,915 |
+63 |
| Jul10 |
100315 |
153.90 |
154.00 |
150.00 |
154.00 |
-0.10 |
114 |
6,523 |
+80 |
| Sep10 |
100315 |
154.75 |
155.25 |
152.00 |
155.25 |
-0.25 |
93 |
1,608 |
+80 |
| Nov10 |
100315 |
155.00 |
155.05 |
155.00 |
155.05 |
+0.05 |
37 |
705 |
+33 |
| Jan11 |
100315 |
156.10 |
156.10 |
156.00 |
156.10 |
+0.10 |
0 |
670 |
+0 |
| Mar11 |
100315 |
158.70 |
158.70 |
158.45 |
158.60 |
+0.10 |
1 |
83 |
+1 |
| Total Volume and Open Interest |
1,111 |
36,715 |
-362 |
| Sugar #11(ICE) |
| May10 |
100315 |
19.71 |
19.90 |
19.11 |
19.39 |
-0.28 |
62,557 |
274,644 |
-4,748 |
| Jul10 |
100315 |
18.96 |
19.08 |
18.45 |
18.66 |
-0.21 |
26,037 |
178,474 |
-845 |
| Oct10 |
100315 |
18.34 |
18.51 |
17.98 |
18.16 |
-0.19 |
13,536 |
157,046 |
+131 |
| Mar11 |
100315 |
17.94 |
18.11 |
17.68 |
17.81 |
-0.13 |
4,933 |
59,694 |
-578 |
| May11 |
100315 |
17.16 |
17.16 |
16.98 |
17.06 |
-0.10 |
2,347 |
17,937 |
-130 |
| Total Volume and Open Interest |
113,708 |
754,404 |
-5,559 |
| London Cocoa(LCE) |
| Mar10 |
100305 |
2140 |
2172 |
2136 |
2156 |
+14 |
1,139 |
25,119 |
-433 |
| May10 |
100315 |
2226 |
2227 |
2189 |
2201 |
-29 |
8,098 |
48,406 |
+107 |
| Jul10 |
100315 |
2222 |
2223 |
2184 |
2193 |
-33 |
4,502 |
35,428 |
+292 |
| Sep10 |
100315 |
2170 |
2170 |
2137 |
2140 |
-32 |
1,591 |
20,885 |
+1,482 |
| Dec10 |
100315 |
2142 |
2142 |
2110 |
2124 |
-20 |
184 |
14,884 |
+115 |
| Mar11 |
100315 |
2086 |
2103 |
2086 |
2101 |
-21 |
68 |
14,968 |
+0 |
| May11 |
100315 |
2100 |
2100 |
2100 |
2100 |
-21 |
10 |
3,025 |
+10 |
| Total Volume and Open Interest |
4,466 |
149,908 |
-822 |
| London Sugar(LCE) |
| May10 |
100315 |
548.70 |
551.70 |
540.50 |
541.20 |
+0.30 |
6,356 |
28,605 |
-524 |
| Aug10 |
100315 |
526.10 |
528.20 |
517.00 |
517.50 |
-0.40 |
2,253 |
20,266 |
+484 |
| Oct10 |
100315 |
502.70 |
507.00 |
499.20 |
499.80 |
+2.00 |
1,020 |
9,465 |
+269 |
| Dec10 |
100315 |
493.60 |
493.60 |
485.80 |
487.80 |
+3.20 |
26 |
2,087 |
+21 |
| Mar11 |
100315 |
485.50 |
487.20 |
485.50 |
487.20 |
+4.10 |
10 |
1,066 |
+7 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100315 |
80.47 |
81.27 |
79.82 |
80.76 |
+0.29 |
7,931 |
103,136 |
-1,087 |
| Jul10 |
100315 |
80.96 |
81.80 |
80.36 |
81.32 |
+0.30 |
3,272 |
42,574 |
+630 |
| Oct10 |
100315 |
76.40 |
76.81 |
76.40 |
76.81 |
-0.10 |
4 |
161 |
-1 |
| Dec10 |
100315 |
75.00 |
75.74 |
75.00 |
75.63 |
+0.01 |
1,678 |
33,302 |
+377 |
| Mar11 |
100315 |
76.53 |
76.69 |
76.50 |
76.69 |
-0.09 |
53 |
3,517 |
-12 |
| May11 |
100315 |
77.14 |
77.14 |
77.14 |
77.14 |
+0.06 |
3 |
53 |
+3 |
| Total Volume and Open Interest |
12,968 |
185,049 |
-72 |
| Lumber(CME) |
| Mar10 |
100315 |
266.2 |
268.0 |
259.0 |
259.0 |
-8.2 |
110 |
397 |
-86 |
| May10 |
100315 |
283.9 |
284.5 |
273.0 |
273.0 |
-10.0 |
321 |
5,846 |
+32 |
| Jul10 |
100315 |
292.6 |
294.5 |
284.3 |
285.4 |
-8.9 |
87 |
2,330 |
+34 |
| Sep10 |
100315 |
289.0 |
289.0 |
280.2 |
283.0 |
-6.7 |
9 |
695 |
+3 |
| Total Volume and Open Interest |
527 |
9,442 |
-17 |
| Crude Oil(NYM) |
| Apr10 |
100315 |
81.13 |
81.31 |
79.13 |
79.80 |
-1.44 |
279,161 |
162,820 |
-27,599 |
| May10 |
100315 |
81.51 |
81.64 |
79.41 |
80.08 |
-1.46 |
159,699 |
289,942 |
+42,218 |
| Jun10 |
100315 |
81.86 |
82.00 |
79.77 |
80.43 |
-1.45 |
61,611 |
169,140 |
-4,742 |
| Jul10 |
100315 |
82.22 |
82.25 |
80.15 |
80.80 |
-1.45 |
19,473 |
77,554 |
+1,952 |
| Aug10 |
100315 |
82.25 |
82.32 |
80.51 |
81.13 |
-1.45 |
12,991 |
24,700 |
-2,989 |
| Sep10 |
100315 |
82.45 |
82.79 |
80.86 |
81.42 |
-1.45 |
8,041 |
38,351 |
+542 |
| Oct10 |
100315 |
82.70 |
82.73 |
81.33 |
81.66 |
-1.47 |
4,147 |
19,596 |
-88 |
| Nov10 |
100315 |
82.30 |
82.30 |
81.28 |
81.90 |
-1.49 |
3,863 |
24,217 |
+349 |
| Dec10 |
100315 |
83.50 |
83.79 |
81.56 |
82.17 |
-1.51 |
34,490 |
208,321 |
+4,758 |
| Jan11 |
100315 |
82.06 |
82.31 |
82.06 |
82.31 |
-1.53 |
2,491 |
27,992 |
+850 |
| Feb11 |
100315 |
82.30 |
82.46 |
82.30 |
82.46 |
-1.55 |
2,209 |
17,471 |
+578 |
| Mar11 |
100315 |
82.88 |
82.88 |
82.60 |
82.60 |
-1.56 |
2,089 |
13,349 |
-11 |
| Apr11 |
100315 |
82.75 |
82.85 |
82.45 |
82.73 |
-1.57 |
1,308 |
12,629 |
+631 |
| May11 |
100315 |
82.83 |
82.83 |
82.83 |
82.83 |
-1.57 |
347 |
4,392 |
+71 |
| Jun11 |
100315 |
83.00 |
83.00 |
82.66 |
82.91 |
-1.57 |
2,021 |
29,318 |
+254 |
| Jul11 |
100315 |
82.98 |
82.98 |
82.98 |
82.98 |
-1.57 |
376 |
3,955 |
+256 |
| Total Volume and Open Interest |
600,928 |
1,372,094 |
+18,332 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100219 |
78.325 |
79.925 |
77.775 |
79.800 |
+0.750 |
9,128 |
2,521 |
-652 |
| Apr10 |
100315 |
81.200 |
81.275 |
79.125 |
79.800 |
-1.450 |
7,398 |
4,681 |
+26 |
| May10 |
100315 |
81.400 |
81.600 |
79.425 |
80.075 |
-1.475 |
516 |
2,100 |
+57 |
| Jun10 |
100315 |
81.550 |
81.900 |
79.850 |
80.425 |
-1.450 |
26 |
429 |
-1 |
| Jul10 |
100315 |
81.800 |
81.800 |
80.800 |
80.800 |
-1.450 |
1 |
118 |
+1 |
| Aug10 |
100315 |
82.200 |
82.200 |
80.950 |
81.125 |
-1.450 |
2 |
2 |
+0 |
| Sep10 |
100315 |
81.350 |
81.425 |
81.350 |
81.425 |
-1.450 |
1 |
7 |
+0 |
| Oct10 |
100315 |
81.650 |
81.650 |
81.650 |
81.650 |
-1.475 |
0 |
10 |
+0 |
| Nov10 |
100315 |
82.925 |
82.925 |
81.625 |
81.900 |
-1.500 |
0 |
1 |
+0 |
| Dec10 |
100315 |
81.900 |
82.175 |
81.900 |
82.175 |
-1.500 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
7,944 |
7,449 |
+83 |
| Heating Oil(NYM) |
| Apr10 |
100315 |
209.60 |
210.65 |
204.35 |
205.76 |
-3.64 |
45,710 |
66,234 |
-2,933 |
| May10 |
100315 |
210.87 |
211.60 |
205.51 |
206.92 |
-3.62 |
21,602 |
70,422 |
+3,833 |
| Jun10 |
100315 |
211.36 |
211.73 |
206.70 |
208.15 |
-3.61 |
16,305 |
49,498 |
+994 |
| Jul10 |
100315 |
213.09 |
213.40 |
208.62 |
209.81 |
-3.67 |
5,291 |
21,371 |
+414 |
| Aug10 |
100315 |
211.50 |
211.76 |
210.41 |
211.54 |
-3.67 |
2,916 |
13,206 |
+407 |
| Sep10 |
100315 |
216.89 |
216.89 |
212.22 |
213.36 |
-3.65 |
2,345 |
12,238 |
+292 |
| Oct10 |
100315 |
217.95 |
217.95 |
214.48 |
215.48 |
-3.67 |
548 |
9,537 |
-52 |
| Nov10 |
100315 |
217.82 |
217.99 |
217.00 |
217.72 |
-3.70 |
423 |
9,865 |
+10 |
| Dec10 |
100315 |
223.24 |
224.62 |
218.67 |
220.02 |
-3.72 |
6,990 |
31,041 |
+1,467 |
| Jan11 |
100315 |
222.25 |
222.65 |
221.25 |
222.16 |
-3.73 |
405 |
12,952 |
+61 |
| Feb11 |
100315 |
223.33 |
223.33 |
222.25 |
223.24 |
-3.73 |
112 |
4,486 |
+30 |
| Mar11 |
100315 |
223.19 |
223.19 |
222.05 |
223.14 |
-3.70 |
133 |
5,789 |
+22 |
| Total Volume and Open Interest |
104,059 |
322,838 |
+5,272 |
| Gasoline(NYMEX) |
| Apr10 |
100315 |
225.70 |
226.22 |
220.26 |
222.28 |
-3.22 |
51,215 |
67,791 |
-7,598 |
| May10 |
100315 |
225.19 |
226.40 |
220.57 |
222.50 |
-3.31 |
37,101 |
86,233 |
+7,675 |
| Jun10 |
100315 |
224.50 |
225.10 |
220.05 |
221.91 |
-3.33 |
21,483 |
45,569 |
+1,606 |
| Jul10 |
100315 |
223.84 |
223.93 |
219.50 |
221.01 |
-3.32 |
10,337 |
24,071 |
-483 |
| Aug10 |
100315 |
221.97 |
221.97 |
218.58 |
219.96 |
-3.29 |
3,581 |
12,566 |
+667 |
| Sep10 |
100315 |
220.27 |
220.76 |
217.93 |
218.74 |
-3.22 |
3,482 |
19,283 |
+928 |
| Oct10 |
100315 |
209.52 |
209.52 |
206.95 |
207.85 |
-3.24 |
2,501 |
8,901 |
+1,081 |
| Nov10 |
100315 |
206.37 |
206.37 |
206.37 |
206.37 |
-3.28 |
825 |
12,286 |
+324 |
| Dec10 |
100315 |
209.10 |
209.10 |
204.99 |
205.90 |
-3.33 |
1,707 |
11,343 |
+196 |
| Jan11 |
100315 |
207.30 |
207.30 |
207.30 |
207.30 |
-3.33 |
342 |
4,074 |
+302 |
| Total Volume and Open Interest |
133,860 |
299,378 |
+4,756 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100315 |
221.00 |
222.30 |
221.00 |
222.30 |
-3.20 |
9 |
16 |
+9 |
| May10 |
100315 |
225.80 |
225.80 |
222.50 |
222.50 |
-3.30 |
|
|
|
| Jun10 |
100315 |
221.90 |
221.91 |
221.90 |
221.90 |
-3.30 |
|
|
|
| Jul10 |
100315 |
221.00 |
221.01 |
221.00 |
221.00 |
-3.30 |
|
|
|
| Total Volume and Open Interest |
9 |
18 |
+9 |
| Natural Gas(NYM) |
| Apr10 |
100315 |
4.389 |
4.447 |
4.334 |
4.391 |
-0.009 |
98,139 |
162,750 |
+2,673 |
| May10 |
100315 |
4.443 |
4.521 |
4.407 |
4.467 |
+0.001 |
47,211 |
187,099 |
+8,476 |
| Jun10 |
100315 |
4.523 |
4.592 |
4.481 |
4.542 |
+0.004 |
17,318 |
49,086 |
+475 |
| Jul10 |
100315 |
4.600 |
4.681 |
4.577 |
4.636 |
+0.004 |
11,959 |
56,815 |
+180 |
| Aug10 |
100315 |
4.650 |
4.750 |
4.650 |
4.703 |
+0.001 |
8,177 |
30,235 |
-425 |
| Sep10 |
100315 |
4.700 |
4.778 |
4.690 |
4.741 |
+0.001 |
8,994 |
33,473 |
+1,450 |
| Oct10 |
100315 |
4.812 |
4.887 |
4.797 |
4.845 |
+0.003 |
13,853 |
57,742 |
-1,941 |
| Nov10 |
100315 |
5.146 |
5.205 |
5.146 |
5.175 |
+0.007 |
1,896 |
14,830 |
-161 |
| Dec10 |
100315 |
5.522 |
5.590 |
5.500 |
5.553 |
+0.010 |
2,742 |
25,086 |
-104 |
| Jan11 |
100315 |
5.728 |
5.802 |
5.723 |
5.765 |
+0.008 |
12,324 |
40,411 |
-649 |
| Feb11 |
100315 |
5.685 |
5.760 |
5.685 |
5.730 |
+0.006 |
978 |
15,420 |
+15 |
| Mar11 |
100315 |
5.580 |
5.622 |
5.579 |
5.605 |
+0.006 |
3,337 |
34,088 |
+587 |
| Apr11 |
100315 |
5.295 |
5.340 |
5.291 |
5.315 |
+0.006 |
5,789 |
26,536 |
-2,055 |
| May11 |
100315 |
5.320 |
5.320 |
5.310 |
5.310 |
+0.007 |
2,519 |
14,712 |
+1,980 |
| Jun11 |
100315 |
5.350 |
5.360 |
5.350 |
5.353 |
+0.007 |
301 |
6,022 |
+75 |
| Jul11 |
100315 |
5.398 |
5.430 |
5.398 |
5.418 |
+0.010 |
259 |
4,541 |
+105 |
| Total Volume and Open Interest |
239,223 |
866,906 |
+11,248 |
| Brent Crude Oil(ICE) |
| Apr10 |
100315 |
79.09 |
79.53 |
77.27 |
77.89 |
-1.50 |
128,996 |
47,519 |
-27,123 |
| May10 |
100315 |
80.01 |
80.13 |
77.93 |
78.63 |
-1.33 |
144,487 |
251,914 |
+6,484 |
| Jun10 |
100315 |
80.00 |
80.53 |
78.35 |
79.04 |
-1.33 |
75,324 |
190,282 |
+11,314 |
| Jul10 |
100315 |
80.44 |
80.85 |
78.82 |
79.45 |
-1.35 |
21,781 |
61,014 |
+8,060 |
| Aug10 |
100315 |
80.78 |
81.31 |
79.11 |
79.82 |
-1.38 |
10,587 |
33,893 |
+1,805 |
| Sep10 |
100315 |
81.16 |
81.64 |
79.51 |
80.13 |
-1.41 |
4,822 |
18,349 |
-722 |
| Oct10 |
100315 |
81.40 |
81.67 |
79.72 |
80.41 |
-1.43 |
4,200 |
20,558 |
+48 |
| Nov10 |
100315 |
81.66 |
81.92 |
79.97 |
80.65 |
-1.46 |
3,509 |
15,650 |
+81 |
| Dec10 |
100315 |
81.97 |
82.43 |
80.22 |
80.88 |
-1.50 |
15,230 |
90,551 |
+3,527 |
| Jan11 |
100315 |
81.11 |
81.11 |
81.11 |
81.11 |
-1.52 |
1,636 |
12,739 |
-109 |
| Feb11 |
100315 |
81.34 |
81.34 |
81.34 |
81.34 |
-1.54 |
1,192 |
6,607 |
+169 |
| Mar11 |
100315 |
81.58 |
81.58 |
81.58 |
81.58 |
-1.56 |
1,458 |
7,429 |
+209 |
| Apr11 |
100315 |
81.81 |
81.81 |
81.81 |
81.81 |
-1.57 |
303 |
4,034 |
+111 |
| May11 |
100315 |
82.03 |
82.03 |
82.03 |
82.03 |
-1.57 |
46 |
3,072 |
+21 |
| Total Volume and Open Interest |
415,968 |
871,815 |
+3,124 |
| Gas Oil(ICE) |
| Apr10 |
100315 |
663.00 |
667.50 |
648.25 |
649.25 |
-16.50 |
113,206 |
127,175 |
+2,332 |
| May10 |
100315 |
663.25 |
666.50 |
648.50 |
649.50 |
-17.25 |
91,282 |
100,059 |
+8,295 |
| Jun10 |
100315 |
662.25 |
666.25 |
649.50 |
650.50 |
-18.50 |
53,523 |
71,428 |
+669 |
| Jul10 |
100315 |
665.25 |
668.75 |
653.00 |
654.00 |
-19.00 |
13,038 |
30,385 |
+222 |
| Aug10 |
100315 |
670.00 |
673.25 |
657.75 |
658.25 |
-19.25 |
6,602 |
24,911 |
+777 |
| Sep10 |
100315 |
674.00 |
677.75 |
662.25 |
662.75 |
-19.50 |
4,479 |
27,041 |
-297 |
| Oct10 |
100315 |
680.50 |
681.50 |
667.00 |
667.00 |
-19.75 |
3,428 |
18,466 |
-20 |
| Nov10 |
100315 |
682.00 |
685.50 |
670.50 |
670.50 |
-20.00 |
2,669 |
15,268 |
+913 |
| Dec10 |
100315 |
685.50 |
689.50 |
672.50 |
673.75 |
-20.25 |
9,513 |
74,170 |
-143 |
| Jan11 |
100315 |
681.25 |
682.25 |
678.50 |
678.50 |
-20.50 |
2,793 |
19,102 |
+380 |
| Total Volume and Open Interest |
303,305 |
573,523 |
-2,357 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100315 |
1.579 |
1.579 |
1.537 |
1.539 |
-0.046 |
98 |
887 |
-54 |
| May10 |
100315 |
1.569 |
1.570 |
1.550 |
1.554 |
-0.040 |
213 |
1,076 |
+38 |
| Jun10 |
100315 |
1.590 |
1.590 |
1.565 |
1.575 |
-0.042 |
110 |
693 |
-46 |
| Jul10 |
100315 |
1.598 |
1.600 |
1.581 |
1.594 |
-0.035 |
75 |
1,314 |
+10 |
| Aug10 |
100315 |
1.601 |
1.601 |
1.595 |
1.595 |
-0.036 |
15 |
551 |
+0 |
| Sep10 |
100315 |
1.600 |
1.600 |
1.598 |
1.600 |
-0.042 |
15 |
562 |
-5 |
| Oct10 |
100315 |
1.619 |
1.630 |
1.616 |
1.620 |
-0.036 |
50 |
589 |
+30 |
| Total Volume and Open Interest |
709 |
8,033 |
+67 |
| US Dollar Index(ICE) |
| Mar10 |
100315 |
79.770 |
80.180 |
79.765 |
80.175 |
+0.335 |
30,569 |
15,787 |
-13,956 |
| Jun10 |
100315 |
80.000 |
80.650 |
79.990 |
80.500 |
+0.425 |
31,219 |
39,265 |
+14,913 |
| Sep10 |
100315 |
80.800 |
80.800 |
80.800 |
80.800 |
+0.425 |
10 |
2,333 |
+0 |
| Total Volume and Open Interest |
61,798 |
57,386 |
+957 |
| Australian Dollar(CME) |
| Mar10 |
100315 |
91.70 |
91.77 |
91.22 |
91.29 |
-0.29 |
64,061 |
41,842 |
-12,955 |
| Jun10 |
100315 |
90.80 |
90.87 |
90.04 |
90.43 |
-0.24 |
73,594 |
115,503 |
+29,786 |
| Sep10 |
100315 |
89.48 |
89.69 |
89.09 |
89.45 |
-0.24 |
0 |
79 |
+0 |
| Total Volume and Open Interest |
137,658 |
157,436 |
+16,832 |
| British Pound(CME) |
| Mar10 |
100315 |
151.78 |
152.07 |
150.21 |
150.68 |
-1.04 |
83,265 |
60,971 |
-12,525 |
| Jun10 |
100315 |
151.69 |
151.98 |
150.10 |
150.36 |
-1.27 |
84,253 |
110,540 |
+26,565 |
| Sep10 |
100315 |
151.48 |
151.57 |
150.07 |
150.30 |
-1.27 |
1 |
105 |
+0 |
| Total Volume and Open Interest |
167,519 |
171,641 |
+14,040 |
| Canadian Dollar(CME) |
| Mar10 |
100315 |
98.29 |
98.37 |
97.74 |
98.02 |
-0.25 |
58,419 |
52,001 |
-7,402 |
| Jun10 |
100315 |
98.25 |
98.37 |
97.72 |
98.02 |
-0.25 |
72,672 |
119,414 |
+30,219 |
| Sep10 |
100315 |
98.26 |
98.29 |
97.70 |
97.97 |
-0.25 |
124 |
1,156 |
+80 |
| Dec10 |
100315 |
97.63 |
98.11 |
97.60 |
97.86 |
-0.25 |
47 |
869 |
+24 |
| Total Volume and Open Interest |
131,282 |
173,604 |
+22,931 |
| Japanese Yen(CME) |
| Mar10 |
100315 |
110.37 |
110.47 |
110.14 |
110.26 |
-0.21 |
67,388 |
56,998 |
-15,568 |
| Jun10 |
100315 |
110.38 |
110.74 |
110.18 |
110.60 |
+0.07 |
64,517 |
90,630 |
+22,930 |
| Sep10 |
100315 |
110.40 |
110.77 |
110.30 |
110.69 |
+0.07 |
0 |
207 |
+0 |
| Total Volume and Open Interest |
131,905 |
147,864 |
+7,362 |
| Swiss Franc(CME) |
| Mar10 |
100315 |
94.46 |
94.53 |
94.20 |
94.28 |
-0.12 |
20,629 |
21,525 |
-6,371 |
| Jun10 |
100315 |
94.56 |
94.60 |
94.04 |
94.22 |
-0.25 |
31,517 |
27,248 |
+4,639 |
| Sep10 |
100315 |
94.48 |
94.63 |
94.22 |
94.30 |
-0.25 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
52,147 |
48,785 |
-1,732 |
| EuroFX(CME) |
| Mar10 |
100315 |
137.64 |
137.76 |
136.93 |
136.98 |
-0.60 |
156,228 |
101,884 |
-31,590 |
| Jun10 |
100315 |
137.62 |
137.76 |
136.39 |
136.73 |
-0.84 |
172,968 |
144,022 |
+28,554 |
| Sep10 |
100315 |
137.70 |
137.70 |
136.39 |
136.70 |
-0.84 |
18 |
1,403 |
+14 |
| Total Volume and Open Interest |
329,214 |
247,391 |
-3,022 |
| Mexican Peso(CME) |
| Mar10 |
100315 |
795.8 |
797.2 |
795.2 |
796.2 |
-1.0 |
15,384 |
59,758 |
-8,697 |
| Apr10 |
100315 |
794.2 |
795.2 |
794.2 |
794.2 |
-1.0 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
35,047 |
180,204 |
+1,916 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100315 |
118~160 |
118~200 |
118~020 |
118~160 |
+0~280 |
|
|
|
| Jun10 |
100315 |
117~020 |
117~040 |
116~160 |
116~290 |
-0~010 |
279,852 |
620,871 |
+13,903 |
| Sep10 |
100315 |
115~080 |
115~220 |
115~080 |
115~210 |
-0~010 |
0 |
88 |
-30 |
| Total Volume and Open Interest |
286,993 |
637,727 |
+9,838 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100315 |
118~100 |
118~135 |
118~030 |
118~100 |
+0~020 |
6,293 |
37,868 |
-3,008 |
| Jun10 |
100315 |
116~290 |
116~315 |
116~210 |
116~275 |
+0~020 |
763,848 |
1,317,471 |
-382 |
| Sep10 |
100315 |
115~125 |
115~125 |
115~115 |
115~125 |
+0~010 |
6 |
1,225 |
+2 |
| Total Volume and Open Interest |
770,147 |
1,356,565 |
-3,388 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100315 |
116~057 |
116~068 |
116~046 |
116~059 |
+58~023 |
|
|
|
| Jun10 |
100315 |
115~039 |
115~051 |
115~024 |
115~042 |
+0~010 |
459,580 |
925,105 |
-10,054 |
| Sep10 |
100315 |
114~026 |
114~026 |
114~016 |
114~026 |
+0~010 |
|
|
|
| Total Volume and Open Interest |
467,995 |
955,287 |
-13,776 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100315 |
109~000 |
109~001 |
108~122 |
109~001 |
+0~007 |
4,920 |
28,674 |
+28,674 |
| Jun10 |
100315 |
108~056 |
108~063 |
108~055 |
108~062 |
+0~007 |
284,311 |
863,028 |
+7,952 |
| Sep10 |
100315 |
107~114 |
107~114 |
107~107 |
107~114 |
+0~007 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
289,231 |
891,703 |
+7,339 |
| Eurodollars(CME) |
| Mar10 |
100315 |
99.743 |
99.743 |
99.743 |
99.743 |
+0.005 |
171,816 |
1,072,144 |
-30,132 |
| Jun10 |
100315 |
99.620 |
99.625 |
99.605 |
99.615 |
unch |
343,473 |
1,137,830 |
-1,257 |
| Sep10 |
100315 |
99.400 |
99.440 |
99.400 |
99.435 |
+0.035 |
320,595 |
956,637 |
-12,930 |
| Dec10 |
100315 |
99.105 |
99.150 |
99.095 |
99.145 |
+0.050 |
309,742 |
1,066,412 |
+13,618 |
| Mar11 |
100315 |
98.755 |
98.805 |
98.740 |
98.795 |
+0.055 |
323,657 |
734,938 |
-10,093 |
| Jun11 |
100315 |
98.390 |
98.435 |
98.375 |
98.425 |
+0.050 |
257,334 |
766,052 |
-14,855 |
| Sep11 |
100315 |
98.025 |
98.070 |
98.020 |
98.065 |
+0.045 |
186,032 |
619,082 |
+10,249 |
| Dec11 |
100315 |
97.690 |
97.725 |
97.680 |
97.720 |
+0.040 |
161,659 |
406,419 |
+469 |
| Mar12 |
100315 |
97.395 |
97.440 |
97.380 |
97.420 |
+0.035 |
123,582 |
339,502 |
+10,059 |
| Jun12 |
100315 |
97.110 |
97.145 |
97.095 |
97.130 |
+0.030 |
69,610 |
221,171 |
-5,299 |
| Sep12 |
100315 |
96.845 |
96.890 |
96.835 |
96.870 |
+0.025 |
44,877 |
145,015 |
+1,949 |
| Dec12 |
100315 |
96.595 |
96.635 |
96.580 |
96.615 |
+0.020 |
35,139 |
135,210 |
+734 |
| Mar13 |
100315 |
96.390 |
96.430 |
96.375 |
96.410 |
+0.015 |
13,553 |
81,869 |
+1,366 |
| Jun13 |
100315 |
96.215 |
96.230 |
96.175 |
96.210 |
+0.010 |
11,682 |
70,276 |
-140 |
| Sep13 |
100315 |
96.035 |
96.045 |
96.000 |
96.025 |
+0.005 |
11,316 |
61,580 |
+1,687 |
| Dec13 |
100315 |
95.850 |
95.860 |
95.815 |
95.840 |
+0.005 |
7,917 |
38,221 |
-351 |
| Mar14 |
100315 |
95.705 |
95.715 |
95.670 |
95.690 |
unch |
3,440 |
40,040 |
-70 |
| Jun14 |
100315 |
95.560 |
95.565 |
95.520 |
95.540 |
unch |
2,935 |
33,892 |
-142 |
| Total Volume and Open Interest |
2,423,466 |
8,122,976 |
-29,326 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100315 |
99.832 |
99.835 |
99.823 |
99.827 |
-0.007 |
6,399 |
68,794 |
+154 |
| Apr10 |
100315 |
99.815 |
99.820 |
99.795 |
99.810 |
-0.010 |
6,130 |
85,982 |
+74 |
| May10 |
100315 |
99.795 |
99.800 |
99.785 |
99.790 |
-0.005 |
13,808 |
78,417 |
+829 |
| Jun10 |
100315 |
99.780 |
99.785 |
99.770 |
99.780 |
unch |
6,335 |
82,267 |
+1,849 |
| Jul10 |
100315 |
99.755 |
99.760 |
99.745 |
99.755 |
unch |
11,570 |
76,354 |
-1,805 |
| Aug10 |
100315 |
99.720 |
99.725 |
99.710 |
99.720 |
+0.005 |
6,136 |
61,005 |
+94 |
| Total Volume and Open Interest |
78,525 |
647,457 |
+6,951 |
| 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 |
100315 |
99.560 |
99.560 |
99.560 |
99.560 |
-0.005 |
0 |
2,628 |
+0 |
| Jun10 |
100315 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
0 |
650 |
-107 |
| Sep10 |
100315 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
0 |
2,230 |
+1,000 |
| Dec10 |
100315 |
99.640 |
99.640 |
99.640 |
99.640 |
+0.005 |
0 |
242 |
+0 |
| Mar11 |
100315 |
99.625 |
99.625 |
99.625 |
99.625 |
-0.005 |
0 |
4 |
-4 |
| Jun11 |
100315 |
99.600 |
99.600 |
99.600 |
99.600 |
-0.005 |
|
|
|
| Sep11 |
100315 |
99.600 |
99.600 |
99.600 |
99.600 |
+0.015 |
|
|
|
| Dec11 |
100315 |
99.530 |
99.530 |
99.530 |
99.530 |
-0.005 |
|
|
|
| Mar12 |
100315 |
99.495 |
99.495 |
99.495 |
99.495 |
-0.010 |
|
|
|
| Jun12 |
100315 |
99.555 |
99.555 |
99.555 |
99.555 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
5,754 |
+889 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100315 |
99.62 |
99.63 |
99.61 |
99.63 |
unch |
144 |
3,298 |
+496 |
| Sep10 |
100315 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
4,008 |
-4 |
| Dec10 |
100315 |
99.65 |
99.65 |
99.65 |
99.65 |
unch |
0 |
1,380 |
+0 |
| Mar11 |
100315 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
0 |
1,201 |
+0 |
| Jun11 |
100315 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
56 |
+0 |
| Sep11 |
100315 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
51 |
+0 |
| Dec11 |
100315 |
99.54 |
99.54 |
99.54 |
99.54 |
unch |
0 |
102 |
+0 |
| Mar12 |
100315 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
582 |
17,164 |
+521 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100315 |
138.85 |
138.98 |
138.77 |
138.93 |
-0.38 |
10,259 |
19,384 |
+4,602 |
| Sep10 |
100315 |
138.93 |
138.93 |
138.93 |
138.93 |
+0.09 |
|
|
|
| Dec10 |
100315 |
136.84 |
136.84 |
136.84 |
136.84 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
2,924 |
19,304 |
-575 |
| Euro-Bund(EUREX) |
| Jun10 |
100315 |
122.55 |
122.77 |
122.52 |
122.71 |
+0.15 |
819,945 |
942,801 |
-26,371 |
| Sep10 |
100315 |
122.12 |
122.12 |
121.90 |
122.07 |
+0.16 |
64 |
19 |
+3 |
| Dec10 |
100315 |
121.71 |
121.71 |
121.71 |
121.71 |
+0.15 |
|
|
|
| Total Volume and Open Interest |
820,009 |
942,820 |
-26,368 |
| Euro-Bobl(EUREX) |
| Jun10 |
100315 |
116.54 |
116.68 |
116.53 |
116.64 |
unch |
624,478 |
755,255 |
+60,943 |
| Sep10 |
100315 |
116.19 |
116.19 |
116.19 |
116.19 |
+0.05 |
13 |
10 |
+5 |
| Dec10 |
100315 |
116.03 |
116.03 |
116.03 |
116.03 |
+0.09 |
|
|
|
| Total Volume and Open Interest |
656,054 |
843,243 |
+11,999 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100315 |
99.250 |
99.255 |
99.245 |
99.245 |
unch |
314 |
7,549 |
-17 |
| Sep10 |
100315 |
99.025 |
99.025 |
99.025 |
99.025 |
+0.015 |
30 |
2,357 |
+0 |
| Total Volume and Open Interest |
407 |
22,644 |
+3 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100315 |
114~01 |
114~13 |
113~29 |
114~08 |
+0~10 |
120,447 |
269,931 |
-8,286 |
| Total Volume and Open Interest |
121,943 |
283,167 |
-8,057 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100315 |
99.36 |
99.36 |
99.35 |
99.35 |
-0.01 |
17,963 |
320,067 |
-1,422 |
| Jun10 |
100315 |
99.29 |
99.30 |
99.28 |
99.28 |
unch |
56,565 |
386,208 |
-3,993 |
| Sep10 |
100315 |
99.10 |
99.13 |
99.09 |
99.11 |
+0.02 |
60,228 |
364,609 |
+4,041 |
| Dec10 |
100315 |
98.81 |
98.85 |
98.80 |
98.83 |
+0.03 |
105,691 |
411,194 |
+5,375 |
| Mar11 |
100315 |
98.47 |
98.51 |
98.46 |
98.49 |
+0.04 |
101,556 |
320,049 |
-7,636 |
| Jun11 |
100315 |
98.10 |
98.14 |
98.09 |
98.12 |
+0.04 |
84,063 |
229,584 |
+3,726 |
| Total Volume and Open Interest |
606,359 |
2,493,605 |
-10,891 |
| 3-Mth Euribor(LIFFE) |
| Mar10 |
100315 |
99.350 |
99.355 |
99.350 |
99.355 |
+0.005 |
85,117 |
633,415 |
-26,209 |
| Jun10 |
100315 |
99.245 |
99.260 |
99.240 |
99.245 |
unch |
155,493 |
756,960 |
+19,050 |
| Sep10 |
100315 |
99.010 |
99.040 |
99.005 |
99.025 |
+0.015 |
255,322 |
792,407 |
+8,111 |
| Total Volume and Open Interest |
1,498,204 |
4,109,830 |
-1,593 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100311 |
95.66 |
95.68 |
95.62 |
95.67 |
unch |
25,180 |
72,614 |
-8,970 |
| Jun10 |
100315 |
95.30 |
95.33 |
95.28 |
95.31 |
unch |
17,920 |
283,608 |
-1,323 |
| Sep10 |
100315 |
94.90 |
94.94 |
94.85 |
94.92 |
+0.01 |
9,723 |
156,213 |
-1,718 |
| Dec10 |
100315 |
94.64 |
94.67 |
94.58 |
94.65 |
+0.01 |
6,485 |
101,585 |
+1,759 |
| Mar11 |
100315 |
94.47 |
94.49 |
94.40 |
94.47 |
unch |
2,475 |
41,806 |
-1,088 |
| Jun11 |
100315 |
94.34 |
94.37 |
94.27 |
94.34 |
-0.02 |
3,030 |
41,883 |
-18 |
| Sep11 |
100315 |
94.21 |
94.29 |
94.20 |
94.26 |
-0.02 |
922 |
19,567 |
-194 |
| Dec11 |
100315 |
94.18 |
94.22 |
94.17 |
94.20 |
-0.02 |
829 |
11,971 |
+395 |
| Mar12 |
100315 |
94.15 |
94.19 |
94.15 |
94.17 |
-0.01 |
880 |
5,888 |
+678 |
| Jun12 |
100315 |
94.14 |
94.14 |
94.13 |
94.13 |
-0.02 |
0 |
1,709 |
+0 |
| Total Volume and Open Interest |
42,264 |
666,090 |
-3,643 |
| 10-Year Aus T-Bonds(SFE) |
| Mar10 |
100315 |
94.33 |
94.36 |
94.30 |
94.35 |
+0.02 |
116,757 |
181,683 |
-125,972 |
| Jun10 |
100315 |
94.30 |
94.33 |
94.26 |
94.30 |
unch |
123,308 |
271,125 |
+60,306 |
| Total Volume and Open Interest |
240,065 |
452,808 |
-65,666 |
| 3-Year Aus T-Bonds(SFE) |
| Mar10 |
100315 |
94.89 |
94.90 |
94.85 |
94.89 |
-0.01 |
157,867 |
297,667 |
-291,691 |
| Jun10 |
100315 |
94.71 |
94.73 |
94.65 |
94.70 |
-0.01 |
141,640 |
314,552 |
+75,881 |
| Total Volume and Open Interest |
299,507 |
612,219 |
-215,810 |
| Gold(CMX) |
| Apr10 |
100315 |
1101.7 |
1108.7 |
1101.0 |
1105.4 |
+3.7 |
136,646 |
239,898 |
-4,358 |
| Jun10 |
100315 |
1102.9 |
1110.9 |
1102.5 |
1106.6 |
+3.6 |
11,793 |
98,852 |
+2,696 |
| Aug10 |
100315 |
1103.6 |
1110.2 |
1103.6 |
1107.8 |
+3.7 |
3,466 |
27,223 |
+418 |
| Oct10 |
100315 |
1111.6 |
1111.6 |
1105.5 |
1108.9 |
+3.7 |
688 |
18,683 |
-437 |
| Dec10 |
100315 |
1109.8 |
1114.3 |
1106.0 |
1110.1 |
+3.7 |
2,007 |
37,227 |
+126 |
| Feb11 |
100315 |
1111.6 |
1111.6 |
1111.6 |
1111.6 |
+3.7 |
4,945 |
14,780 |
+2,462 |
| Apr11 |
100315 |
1113.6 |
1113.6 |
1113.6 |
1113.6 |
+3.8 |
6,886 |
6,642 |
+1,598 |
| Jun11 |
100315 |
460.8 |
460.8 |
460.8 |
460.8 |
+3.9 |
1,352 |
6,282 |
-1,092 |
| Aug11 |
100315 |
1119.2 |
1119.2 |
1119.2 |
1119.2 |
+4.0 |
0 |
4,657 |
+0 |
| Oct11 |
100315 |
1122.6 |
1122.6 |
1122.6 |
1122.6 |
+4.0 |
0 |
3,234 |
+0 |
| Dec11 |
100315 |
1126.1 |
1126.5 |
1125.5 |
1126.4 |
+4.0 |
879 |
13,204 |
-275 |
| Total Volume and Open Interest |
171,299 |
494,045 |
+2,781 |
| Silver(CMX) |
| Mar10 |
100315 |
1706.0 |
1712.0 |
1700.5 |
1708.3 |
+5.9 |
474 |
523 |
-34 |
| May10 |
100315 |
1706.5 |
1718.0 |
1696.5 |
1710.8 |
+6.0 |
29,549 |
64,358 |
-151 |
| Jul10 |
100315 |
1716.0 |
1720.0 |
1701.0 |
1713.3 |
+6.0 |
1,401 |
15,054 |
+674 |
| Sep10 |
100315 |
1704.5 |
1718.5 |
1704.5 |
1715.4 |
+6.0 |
261 |
3,509 |
+38 |
| Dec10 |
100315 |
1721.5 |
1721.5 |
1709.0 |
1718.4 |
+6.0 |
226 |
13,084 |
-14 |
| Mar11 |
100315 |
1710.5 |
1721.5 |
1710.5 |
1721.5 |
+6.0 |
53 |
2,663 |
+51 |
| May11 |
100315 |
1723.5 |
1723.5 |
1723.5 |
1723.5 |
+5.9 |
2 |
1,730 |
+0 |
| Total Volume and Open Interest |
32,203 |
111,608 |
+605 |
| Platinum(NYMEX) |
| Apr10 |
100315 |
1609.0 |
1626.0 |
1604.1 |
1615.8 |
+7.4 |
5,102 |
30,070 |
-97 |
| Jul10 |
100315 |
1610.9 |
1625.0 |
1609.9 |
1621.4 |
+8.5 |
849 |
6,189 |
+673 |
| Oct10 |
100315 |
1623.1 |
1623.1 |
1621.2 |
1621.9 |
+8.5 |
2 |
224 |
+2 |
| Jan11 |
100315 |
1620.0 |
1620.0 |
1617.4 |
1617.4 |
+8.5 |
1 |
206 |
+0 |
| Total Volume and Open Interest |
5,955 |
36,692 |
+579 |
| Palladium(NYMEX) |
| Mar10 |
100315 |
459.65 |
459.65 |
459.65 |
459.65 |
-2.60 |
56 |
82 |
+41 |
| Jun10 |
100315 |
462.05 |
466.00 |
456.40 |
460.65 |
-2.50 |
3,338 |
22,908 |
+795 |
| Sep10 |
100315 |
461.15 |
461.15 |
461.15 |
461.15 |
-2.45 |
147 |
542 |
+139 |
| Total Volume and Open Interest |
3,543 |
23,576 |
+975 |
| Copper(CMX) |
| Mar10 |
100315 |
335.00 |
335.00 |
328.50 |
330.70 |
-6.25 |
332 |
2,574 |
-181 |
| May10 |
100315 |
338.30 |
339.15 |
329.00 |
331.50 |
-6.50 |
31,163 |
87,811 |
+618 |
| Jul10 |
100315 |
338.15 |
338.20 |
330.90 |
333.00 |
-6.50 |
1,133 |
18,724 |
+70 |
| Sep10 |
100315 |
335.50 |
336.25 |
332.80 |
334.10 |
-6.45 |
500 |
8,773 |
+360 |
| Dec10 |
100315 |
338.25 |
338.25 |
333.55 |
334.85 |
-6.35 |
50 |
5,646 |
+169 |
| Total Volume and Open Interest |
33,468 |
129,116 |
+913 |
| DJIA Index(CBOT) |
| Mar10 |
100315 |
10622 |
10640 |
10575 |
10638 |
+3 |
315 |
13,620 |
-112 |
| Jun10 |
100315 |
10534 |
10580 |
10509 |
10576 |
+3 |
304 |
405 |
+161 |
| Sep10 |
100315 |
10518 |
10518 |
10515 |
10518 |
+3 |
0 |
1 |
+0 |
| Dec10 |
100315 |
10456 |
10456 |
10453 |
10456 |
+3 |
|
|
|
| Total Volume and Open Interest |
619 |
14,026 |
+49 |
| S & P 500(CME) |
| Mar10 |
100315 |
1148.00 |
1150.70 |
1141.50 |
1150.30 |
-1.00 |
92,322 |
293,598 |
-26,357 |
| Jun10 |
100315 |
1145.70 |
1146.30 |
1136.80 |
1145.70 |
-0.90 |
87,389 |
158,176 |
+70,100 |
| Sep10 |
100315 |
1140.70 |
1141.70 |
1132.70 |
1140.70 |
-1.00 |
17 |
2,180 |
+8 |
| Dec10 |
100315 |
1129.50 |
1137.10 |
1128.10 |
1136.10 |
-1.00 |
5 |
3,004 |
-2 |
| Total Volume and Open Interest |
179,733 |
456,979 |
+43,749 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100315 |
1151.00 |
1151.00 |
1141.25 |
1150.25 |
-1.00 |
1,642,010 |
2,171,812 |
-415,395 |
| Jun10 |
100315 |
1146.00 |
1146.50 |
1136.50 |
1145.75 |
-0.75 |
1,467,691 |
1,109,345 |
+619,293 |
| Total Volume and Open Interest |
3,109,763 |
3,283,674 |
+203,916 |
| NASDAQ 100(CME) |
| Mar10 |
100315 |
1920.50 |
1924.00 |
1906.00 |
1919.50 |
-7.30 |
2,193 |
21,348 |
-949 |
| Jun10 |
100315 |
1916.00 |
1924.00 |
1903.00 |
1917.00 |
-7.30 |
1,054 |
1,675 |
+641 |
| Sep10 |
100315 |
1916.00 |
1916.30 |
1916.00 |
1916.00 |
-7.30 |
|
|
|
| Total Volume and Open Interest |
3,247 |
23,023 |
-308 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100315 |
1927.80 |
1927.80 |
1906.50 |
1919.50 |
-7.30 |
217,905 |
281,933 |
-86,517 |
| Jun10 |
100315 |
1921.00 |
1922.50 |
1903.80 |
1917.00 |
-7.30 |
220,114 |
111,596 |
+79,787 |
| Total Volume and Open Interest |
438,019 |
393,540 |
-6,730 |
| S & P Midcap 400(CME) |
| Mar10 |
100315 |
780.50 |
781.30 |
777.50 |
781.30 |
-3.90 |
390 |
2,337 |
-273 |
| Jun10 |
100315 |
780.25 |
781.50 |
773.50 |
778.90 |
-3.90 |
100 |
461 |
+204 |
| Sep10 |
100315 |
776.90 |
776.90 |
776.90 |
776.90 |
-3.90 |
|
|
|
| Total Volume and Open Interest |
490 |
2,798 |
-69 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100315 |
10725 |
10725 |
10665 |
10725 |
-75 |
|
|
|
| Sep10 |
100315 |
10765 |
10840 |
10740 |
10765 |
-75 |
|
|
|
| Total Volume and Open Interest |
11,454 |
38,080 |
-20,391 |
| Nikkei 225(SGX) |
| Jun10 |
100315 |
10680 |
10775 |
10645 |
10675 |
-5 |
89,635 |
134,327 |
+6,129 |
| Sep10 |
100315 |
10680 |
10680 |
10680 |
10680 |
-5 |
0 |
55 |
+0 |
| Dec10 |
100315 |
10640 |
10640 |
10640 |
10640 |
-5 |
0 |
747 |
+0 |
| Total Volume and Open Interest |
190,269 |
290,138 |
-2,351 |
| CAC 40(EURONEXT) |
| Mar10 |
100315 |
3920.0 |
3927.5 |
3888.0 |
3889.0 |
-39.0 |
86,369 |
393,374 |
-4,128 |
| Apr10 |
100315 |
3919.0 |
3928.5 |
3889.5 |
3890.0 |
-39.0 |
2,215 |
16,100 |
+2,037 |
| May10 |
100315 |
3843.0 |
3843.0 |
3816.5 |
3816.5 |
-39.0 |
6 |
6 |
+6 |
| Total Volume and Open Interest |
88,859 |
420,759 |
-1,903 |
| Hang Seng Index(HKFE) |
| Mar10 |
100312 |
21240 |
21248 |
21085 |
21192 |
+65 |
54,997 |
72,146 |
+3,579 |
| Apr10 |
100312 |
21198 |
21201 |
21050 |
21153 |
+63 |
1,204 |
2,405 |
+14 |
| Total Volume and Open Interest |
56,800 |
77,644 |
+3,710 |
| DAX(EUREX) |
| Mar10 |
100315 |
5939.0 |
5954.0 |
5898.0 |
5909.5 |
-36.5 |
130,225 |
149,437 |
+5,792 |
| Jun10 |
100315 |
5948.5 |
5961.0 |
5907.0 |
5917.0 |
-36.5 |
15,741 |
33,000 |
+10,015 |
| Sep10 |
100315 |
5951.5 |
5967.5 |
5913.5 |
5923.5 |
-36.5 |
1,434 |
2,194 |
+116 |
| Total Volume and Open Interest |
147,400 |
184,631 |
+15,923 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100315 |
5617.00 |
5623.00 |
5582.50 |
5586.00 |
-40.50 |
192,092 |
639,247 |
-44,537 |
| Jun10 |
100315 |
5569.00 |
5575.00 |
5535.50 |
5538.50 |
-39.00 |
96,985 |
128,213 |
+71,968 |
| Sep10 |
100315 |
5529.00 |
5529.00 |
5497.00 |
5497.00 |
-40.00 |
5 |
372 |
+1 |
| Total Volume and Open Interest |
289,148 |
769,528 |
+27,496 |
| SPI 200(SFE) |
| Mar10 |
100315 |
4824.0 |
4845.0 |
4782.0 |
4791.0 |
-28.0 |
23,454 |
204,205 |
-5,577 |
| Jun10 |
100315 |
4845.0 |
4868.0 |
4808.0 |
4815.0 |
-28.0 |
5,621 |
13,061 |
+3,529 |
| Sep10 |
100315 |
4800.0 |
4800.0 |
4800.0 |
4800.0 |
-28.0 |
2 |
1,972 |
+0 |
| Total Volume and Open Interest |
29,217 |
220,990 |
-2,083 |
| GSCI(CME) |
| Apr10 |
100315 |
522.50 |
522.50 |
514.40 |
516.00 |
-8.60 |
4,744 |
17,343 |
+4,526 |
| May10 |
100315 |
523.50 |
523.50 |
517.60 |
519.00 |
-7.85 |
7 |
5 |
+5 |
| Jun10 |
100315 |
521.00 |
521.00 |
521.00 |
521.00 |
|
|
|
|
| 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. |
|
|