|
MRCI's End of Day Prices |
Daily Futures Price Listing Tue March 16, 2010 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May10 |
100316 |
930.50 |
948.00 |
930.50 |
945.00 |
+15.00 |
66,451 |
195,174 |
+1,923 |
Jul10 |
100316 |
937.75 |
955.50 |
937.75 |
952.75 |
+15.25 |
27,280 |
102,861 |
+826 |
Aug10 |
100316 |
935.75 |
951.25 |
935.75 |
950.25 |
+14.75 |
1,278 |
5,702 |
+209 |
Sep10 |
100316 |
926.00 |
936.75 |
925.00 |
935.75 |
+14.25 |
596 |
4,902 |
+278 |
Nov10 |
100316 |
914.00 |
929.25 |
912.50 |
926.00 |
+12.00 |
17,743 |
115,543 |
+736 |
Jan11 |
100316 |
923.50 |
937.50 |
923.50 |
935.25 |
+11.75 |
97 |
5,940 |
+14 |
Mar11 |
100316 |
937.00 |
943.25 |
931.50 |
943.25 |
+11.75 |
143 |
2,984 |
+19 |
Total Volume and Open Interest |
114,059 |
441,564 |
+3,946 |
Soybean Meal(CBOT) |
May10 |
100316 |
257.50 |
263.60 |
257.10 |
261.50 |
+3.90 |
30,344 |
97,331 |
-616 |
Jul10 |
100316 |
257.00 |
262.80 |
253.00 |
260.90 |
+3.80 |
11,078 |
38,780 |
+1,555 |
Aug10 |
100316 |
257.10 |
260.70 |
256.70 |
259.10 |
+3.40 |
1,273 |
13,149 |
+238 |
Sep10 |
100316 |
254.40 |
258.00 |
253.70 |
256.40 |
+2.70 |
866 |
9,579 |
+40 |
Oct10 |
100316 |
248.30 |
251.30 |
248.30 |
250.80 |
+2.50 |
639 |
8,243 |
+54 |
Dec10 |
100316 |
248.40 |
251.50 |
247.30 |
250.50 |
+2.40 |
6,909 |
30,909 |
+824 |
Jan11 |
100316 |
250.70 |
252.00 |
249.00 |
251.90 |
+2.40 |
271 |
2,749 |
-169 |
Mar11 |
100316 |
253.80 |
255.70 |
251.90 |
255.10 |
+2.50 |
571 |
2,176 |
-128 |
Total Volume and Open Interest |
52,066 |
205,567 |
+1,589 |
Soybean Oil(CBOT) |
May10 |
100316 |
38.82 |
39.46 |
38.80 |
39.37 |
+0.62 |
46,653 |
137,893 |
-4,785 |
Jul10 |
100316 |
39.19 |
39.88 |
39.19 |
39.79 |
+0.61 |
11,499 |
79,309 |
-1,387 |
Aug10 |
100316 |
39.71 |
40.04 |
39.65 |
39.97 |
+0.60 |
1,579 |
11,887 |
+271 |
Sep10 |
100316 |
39.61 |
40.15 |
39.57 |
40.11 |
+0.59 |
395 |
7,765 |
+35 |
Oct10 |
100316 |
39.69 |
40.28 |
39.65 |
40.23 |
+0.58 |
316 |
6,072 |
+41 |
Dec10 |
100316 |
40.02 |
40.63 |
40.01 |
40.57 |
+0.59 |
5,102 |
40,352 |
+621 |
Jan11 |
100316 |
40.55 |
40.80 |
40.21 |
40.80 |
+0.59 |
133 |
1,681 |
-109 |
Mar11 |
100316 |
40.98 |
40.98 |
40.70 |
40.97 |
+0.59 |
65 |
861 |
+45 |
Total Volume and Open Interest |
65,777 |
287,309 |
-5,814 |
Canola(WCE) |
Mar10 |
100312 |
378.5 |
378.5 |
378.5 |
378.5 |
-5.1 |
|
|
|
May10 |
100316 |
374.0 |
378.9 |
374.0 |
377.3 |
+3.3 |
5,277 |
83,139 |
+1,512 |
Jul10 |
100316 |
380.0 |
384.5 |
380.0 |
382.6 |
+3.3 |
1,263 |
22,009 |
+484 |
Nov10 |
100316 |
385.0 |
387.4 |
383.4 |
385.1 |
+1.7 |
574 |
16,427 |
+52 |
Jan11 |
100316 |
386.8 |
389.9 |
386.8 |
388.3 |
+1.8 |
43 |
626 |
+43 |
Total Volume and Open Interest |
7,165 |
122,548 |
+2,093 |
Corn(CBOT) |
May10 |
100316 |
363.75 |
369.00 |
363.00 |
366.75 |
+3.50 |
71,322 |
450,892 |
+2,016 |
Jul10 |
100316 |
374.75 |
380.00 |
374.50 |
377.75 |
+3.50 |
21,030 |
252,812 |
+407 |
Sep10 |
100316 |
384.00 |
389.00 |
383.50 |
387.25 |
+3.50 |
6,337 |
67,459 |
+1,032 |
Dec10 |
100316 |
393.25 |
398.50 |
393.00 |
396.75 |
+3.75 |
19,648 |
270,831 |
+2,225 |
Mar11 |
100316 |
405.00 |
410.00 |
405.00 |
408.25 |
+4.00 |
917 |
30,436 |
+403 |
May11 |
100316 |
411.50 |
416.00 |
411.50 |
415.50 |
+4.00 |
159 |
3,812 |
+6 |
Total Volume and Open Interest |
120,702 |
1,121,323 |
+4,926 |
Wheat(CBOT) |
May10 |
100316 |
480.25 |
492.00 |
479.50 |
487.00 |
+7.75 |
24,060 |
171,603 |
-500 |
Jul10 |
100316 |
492.00 |
501.75 |
492.00 |
499.75 |
+7.75 |
9,187 |
128,948 |
-963 |
Sep10 |
100316 |
508.00 |
516.75 |
508.00 |
515.75 |
+8.25 |
3,024 |
34,945 |
+358 |
Dec10 |
100316 |
536.00 |
544.00 |
535.25 |
542.75 |
+7.75 |
5,296 |
66,473 |
-216 |
Mar11 |
100316 |
561.00 |
568.75 |
559.75 |
568.00 |
+8.25 |
1,196 |
8,685 |
+378 |
Total Volume and Open Interest |
43,282 |
424,494 |
-829 |
Wheat(KCBT) |
May10 |
100316 |
488.25 |
498.50 |
488.00 |
494.75 |
+6.50 |
4,826 |
46,111 |
+42 |
Jul10 |
100316 |
498.75 |
509.00 |
498.50 |
505.50 |
+7.00 |
1,389 |
38,500 |
+71 |
Sep10 |
100316 |
515.00 |
520.00 |
515.00 |
517.25 |
+7.00 |
278 |
6,606 |
+22 |
Dec10 |
100316 |
529.00 |
538.00 |
526.00 |
534.75 |
+6.50 |
948 |
41,032 |
-365 |
Mar11 |
100316 |
550.00 |
553.75 |
550.00 |
551.50 |
+6.50 |
420 |
3,126 |
+333 |
Total Volume and Open Interest |
7,973 |
137,460 |
+115 |
Wheat(MGE) |
Mar10 |
100312 |
502.50 |
502.50 |
502.50 |
502.50 |
+6.00 |
|
|
|
May10 |
100316 |
507.00 |
514.75 |
507.00 |
513.50 |
+6.25 |
2,577 |
0 |
-14,871 |
Jul10 |
100316 |
519.50 |
525.25 |
518.50 |
525.25 |
+7.25 |
806 |
0 |
-10,920 |
Sep10 |
100316 |
533.00 |
537.00 |
532.75 |
536.00 |
+6.25 |
143 |
0 |
-5,726 |
Dec10 |
100316 |
546.00 |
554.50 |
546.00 |
554.00 |
+6.75 |
352 |
0 |
-6,037 |
Total Volume and Open Interest |
4,013 |
39,681 |
+658 |
Oats(CBOT) |
May10 |
100316 |
217.75 |
218.00 |
215.50 |
218.00 |
+2.00 |
354 |
10,813 |
-12 |
Jul10 |
100316 |
226.25 |
226.50 |
225.00 |
226.50 |
+1.75 |
47 |
2,600 |
+5 |
Sep10 |
100316 |
232.75 |
233.25 |
232.75 |
232.75 |
-0.50 |
1 |
866 |
+0 |
Dec10 |
100316 |
246.50 |
246.50 |
244.00 |
246.00 |
unch |
37 |
1,672 |
+8 |
Total Volume and Open Interest |
439 |
15,951 |
-18 |
Rough Rice(CBOT) |
Mar10 |
100312 |
12.24 |
12.25 |
12.18 |
12.19 |
+0.01 |
5 |
3 |
-32 |
May10 |
100316 |
12.50 |
12.65 |
12.50 |
12.60 |
+0.12 |
626 |
9,813 |
+137 |
Jul10 |
100316 |
12.81 |
12.94 |
12.81 |
12.90 |
+0.11 |
200 |
1,511 |
+38 |
Sep10 |
100316 |
12.63 |
12.84 |
12.63 |
12.78 |
+0.14 |
193 |
1,687 |
+134 |
Total Volume and Open Interest |
1,076 |
14,537 |
+263 |
Live Cattle(CME) |
Apr10 |
100316 |
95.800 |
95.930 |
95.200 |
95.480 |
-0.170 |
27,510 |
81,731 |
-4,771 |
Jun10 |
100316 |
93.700 |
93.830 |
93.300 |
93.635 |
+0.035 |
25,791 |
141,255 |
+4,619 |
Aug10 |
100316 |
91.000 |
91.350 |
90.730 |
91.150 |
+0.170 |
10,611 |
64,188 |
+966 |
Oct10 |
100316 |
93.180 |
93.300 |
92.750 |
93.230 |
+0.050 |
2,821 |
31,160 |
+673 |
Dec10 |
100316 |
94.900 |
95.000 |
94.600 |
94.885 |
-0.095 |
1,750 |
12,871 |
+698 |
Feb11 |
100316 |
95.750 |
96.100 |
95.500 |
95.800 |
-0.180 |
469 |
5,673 |
+74 |
Total Volume and Open Interest |
69,193 |
339,074 |
+2,450 |
Feeder Cattle(CME) |
Mar10 |
100316 |
102.830 |
103.200 |
102.800 |
102.950 |
+0.050 |
737 |
3,895 |
-416 |
Apr10 |
100316 |
106.050 |
106.150 |
105.600 |
105.850 |
-0.185 |
2,082 |
10,161 |
-680 |
May10 |
100316 |
107.400 |
107.500 |
106.850 |
107.000 |
-0.385 |
2,021 |
13,654 |
+336 |
Aug10 |
100316 |
109.150 |
109.150 |
108.450 |
108.800 |
-0.335 |
859 |
9,263 |
+150 |
Sep10 |
100316 |
108.600 |
108.600 |
107.850 |
108.200 |
-0.380 |
134 |
1,190 |
+58 |
Oct10 |
100316 |
108.300 |
108.350 |
107.800 |
107.850 |
-0.450 |
73 |
633 |
+56 |
Nov10 |
100316 |
108.100 |
108.250 |
107.800 |
108.000 |
-0.200 |
56 |
188 |
+16 |
Total Volume and Open Interest |
5,976 |
39,013 |
-472 |
Lean Hogs(CME) |
Apr10 |
100316 |
71.975 |
72.200 |
71.000 |
71.750 |
-0.050 |
13,042 |
44,109 |
-1,274 |
May10 |
100316 |
77.135 |
78.200 |
76.600 |
78.180 |
+0.600 |
441 |
5,890 |
+25 |
Jun10 |
100316 |
80.500 |
81.635 |
79.950 |
81.100 |
+0.520 |
10,669 |
70,913 |
+2,258 |
Jul10 |
100316 |
80.500 |
81.650 |
79.900 |
81.500 |
+0.965 |
1,719 |
24,978 |
+345 |
Aug10 |
100316 |
79.500 |
80.650 |
79.000 |
80.400 |
+0.925 |
2,914 |
27,029 |
+816 |
Oct10 |
100316 |
70.725 |
71.500 |
70.285 |
70.800 |
+0.075 |
799 |
16,505 |
+317 |
Dec10 |
100316 |
67.830 |
68.650 |
67.600 |
67.950 |
+0.150 |
162 |
7,261 |
+37 |
Feb11 |
100316 |
69.400 |
70.080 |
69.400 |
69.800 |
-0.300 |
71 |
2,082 |
+53 |
Total Volume and Open Interest |
29,825 |
199,276 |
+2,579 |
Pork Bellies(CME) |
Mar10 |
100316 |
90.500 |
91.000 |
90.500 |
91.000 |
unch |
0 |
13 |
+0 |
May10 |
100316 |
91.750 |
92.000 |
90.400 |
91.050 |
unch |
33 |
201 |
-9 |
Jul10 |
100316 |
95.000 |
95.000 |
93.250 |
95.000 |
unch |
0 |
63 |
+0 |
Aug10 |
100316 |
88.000 |
88.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
Feb11 |
100316 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
33 |
301 |
-9 |
Class III Milk(CME) |
Mar10 |
100316 |
12.84 |
12.89 |
12.80 |
12.84 |
+0.01 |
99 |
3,935 |
+27 |
Apr10 |
100316 |
12.68 |
12.71 |
12.57 |
12.63 |
-0.04 |
390 |
4,692 |
+90 |
May10 |
100316 |
13.12 |
13.16 |
13.05 |
13.11 |
+0.01 |
169 |
4,106 |
+63 |
Jun10 |
100316 |
13.87 |
13.90 |
13.80 |
13.82 |
-0.03 |
89 |
3,159 |
-12 |
Jul10 |
100316 |
14.20 |
14.20 |
14.14 |
14.16 |
-0.01 |
149 |
2,523 |
+20 |
Total Volume and Open Interest |
1,155 |
29,352 |
+290 |
Cocoa(ICE) |
Mar10 |
100316 |
2835 |
2835 |
2835 |
2835 |
-18 |
5 |
1 |
-3 |
May10 |
100316 |
2857 |
2889 |
2745 |
2848 |
-18 |
8,600 |
58,474 |
+668 |
Jul10 |
100316 |
2863 |
2914 |
2772 |
2875 |
-18 |
1,934 |
29,000 |
+1,049 |
Sep10 |
100316 |
2850 |
2920 |
2800 |
2898 |
-14 |
929 |
12,975 |
+54 |
Dec10 |
100316 |
2831 |
2936 |
2830 |
2927 |
-14 |
141 |
8,111 |
+93 |
Mar11 |
100316 |
2850 |
2944 |
2850 |
2944 |
-16 |
30 |
12,019 |
+7 |
May11 |
100316 |
2948 |
2949 |
2948 |
2948 |
-16 |
9 |
5,046 |
+8 |
Total Volume and Open Interest |
11,750 |
129,362 |
+1,926 |
Coffee "C"(ICE) |
Mar10 |
100316 |
129.00 |
130.35 |
129.00 |
130.35 |
+1.70 |
6 |
31 |
+5 |
May10 |
100316 |
131.25 |
133.40 |
130.60 |
132.75 |
+1.70 |
12,990 |
74,198 |
+1,121 |
Jul10 |
100316 |
133.00 |
135.00 |
132.70 |
134.40 |
+1.70 |
3,734 |
21,151 |
-507 |
Sep10 |
100316 |
134.90 |
136.50 |
134.30 |
136.00 |
+1.70 |
2,013 |
11,217 |
+845 |
Dec10 |
100316 |
136.90 |
138.00 |
136.00 |
138.00 |
+1.75 |
1,059 |
8,360 |
+160 |
Mar11 |
100316 |
138.30 |
139.80 |
138.30 |
139.65 |
+1.70 |
116 |
5,280 |
+41 |
Total Volume and Open Interest |
20,160 |
121,859 |
+1,739 |
Orange Juice(ICE) |
May10 |
100316 |
151.30 |
151.30 |
149.75 |
150.40 |
-1.25 |
666 |
26,828 |
-87 |
Jul10 |
100316 |
152.20 |
152.80 |
152.00 |
152.70 |
-1.30 |
314 |
6,660 |
+137 |
Sep10 |
100316 |
153.50 |
154.10 |
153.00 |
153.60 |
-1.65 |
84 |
1,676 |
+68 |
Nov10 |
100316 |
154.00 |
154.00 |
153.85 |
153.90 |
-1.15 |
21 |
723 |
+18 |
Jan11 |
100316 |
155.60 |
155.60 |
155.60 |
155.60 |
-0.50 |
0 |
670 |
+0 |
Mar11 |
100316 |
158.35 |
158.35 |
158.35 |
158.35 |
-0.25 |
6 |
89 |
+6 |
Total Volume and Open Interest |
1,091 |
36,857 |
+142 |
Sugar #11(ICE) |
May10 |
100316 |
19.21 |
19.37 |
18.02 |
18.24 |
-1.15 |
46,099 |
279,349 |
+4,705 |
Jul10 |
100316 |
18.52 |
18.70 |
17.51 |
17.69 |
-0.97 |
20,417 |
180,397 |
+1,923 |
Oct10 |
100316 |
18.02 |
18.20 |
17.25 |
17.38 |
-0.78 |
8,941 |
156,948 |
-98 |
Mar11 |
100316 |
17.80 |
17.85 |
17.15 |
17.27 |
-0.54 |
3,521 |
59,413 |
-281 |
May11 |
100316 |
17.05 |
17.11 |
16.45 |
16.59 |
-0.47 |
799 |
18,212 |
+275 |
Total Volume and Open Interest |
82,303 |
760,995 |
+6,591 |
London Cocoa(LCE) |
Mar10 |
100305 |
2140 |
2172 |
2136 |
2156 |
+14 |
1,139 |
25,119 |
-433 |
May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
Jul10 |
100316 |
2190 |
2204 |
2128 |
2183 |
-10 |
2,234 |
36,453 |
+1,025 |
Sep10 |
100316 |
2129 |
2158 |
2094 |
2141 |
+1 |
905 |
21,371 |
+486 |
Dec10 |
100316 |
2115 |
2120 |
2070 |
2118 |
-6 |
236 |
14,859 |
-25 |
Mar11 |
100316 |
2064 |
2095 |
2053 |
2095 |
-6 |
79 |
14,959 |
-9 |
May11 |
100316 |
2094 |
2094 |
2094 |
2094 |
-6 |
0 |
3,025 |
+0 |
Total Volume and Open Interest |
22,002 |
155,333 |
+5,425 |
London Sugar(LCE) |
May10 |
100316 |
539.00 |
545.00 |
520.60 |
521.40 |
-19.80 |
4,239 |
28,642 |
+37 |
Aug10 |
100316 |
517.20 |
521.30 |
501.60 |
502.40 |
-15.10 |
2,114 |
20,109 |
-157 |
Oct10 |
100316 |
499.30 |
502.70 |
483.50 |
483.50 |
-16.30 |
529 |
9,789 |
+324 |
Dec10 |
100316 |
488.30 |
488.30 |
474.00 |
474.00 |
-13.80 |
25 |
2,109 |
+22 |
Mar11 |
100316 |
483.50 |
484.10 |
469.80 |
469.80 |
-17.40 |
12 |
1,067 |
+1 |
Total Volume and Open Interest |
|
|
|
Cotton(ICE) |
May10 |
100316 |
80.76 |
81.95 |
80.11 |
81.84 |
+1.08 |
8,084 |
102,333 |
-803 |
Jul10 |
100316 |
80.99 |
82.42 |
80.75 |
82.39 |
+1.07 |
2,652 |
42,882 |
+308 |
Oct10 |
100316 |
76.92 |
76.92 |
76.33 |
76.33 |
-0.48 |
6 |
162 |
+1 |
Dec10 |
100316 |
75.11 |
75.74 |
74.90 |
75.07 |
-0.56 |
1,743 |
33,846 |
+544 |
Mar11 |
100316 |
76.18 |
76.18 |
76.18 |
76.18 |
-0.51 |
9 |
3,516 |
-1 |
May11 |
100316 |
76.76 |
76.76 |
76.76 |
76.76 |
-0.38 |
4 |
51 |
-2 |
Total Volume and Open Interest |
12,512 |
185,107 |
+58 |
Lumber(CME) |
May10 |
100316 |
271.9 |
274.8 |
269.9 |
272.4 |
-0.6 |
392 |
5,870 |
+24 |
Jul10 |
100316 |
283.4 |
286.2 |
282.5 |
285.6 |
+0.2 |
115 |
2,420 |
+90 |
Sep10 |
100316 |
280.1 |
284.8 |
279.1 |
284.8 |
+1.8 |
17 |
703 |
+8 |
Nov10 |
100316 |
260.1 |
264.5 |
260.1 |
264.4 |
-4.6 |
1 |
174 |
+0 |
Total Volume and Open Interest |
737 |
9,406 |
-36 |
Crude Oil(NYM) |
Apr10 |
100316 |
79.84 |
82.04 |
79.32 |
81.70 |
+1.90 |
337,201 |
153,514 |
-9,306 |
May10 |
100316 |
80.09 |
82.32 |
79.59 |
81.97 |
+1.89 |
131,484 |
306,052 |
+16,110 |
Jun10 |
100316 |
80.45 |
82.65 |
79.96 |
82.31 |
+1.88 |
70,093 |
172,429 |
+3,289 |
Jul10 |
100316 |
80.88 |
82.96 |
80.49 |
82.65 |
+1.85 |
19,001 |
82,608 |
+5,054 |
Aug10 |
100316 |
81.06 |
83.13 |
80.74 |
82.93 |
+1.80 |
9,345 |
26,282 |
+1,582 |
Sep10 |
100316 |
81.48 |
83.40 |
81.08 |
83.16 |
+1.74 |
10,458 |
40,427 |
+2,076 |
Oct10 |
100316 |
82.62 |
83.69 |
82.62 |
83.35 |
+1.69 |
4,642 |
20,771 |
+1,175 |
Nov10 |
100316 |
82.95 |
83.60 |
82.95 |
83.54 |
+1.64 |
4,838 |
24,409 |
+192 |
Dec10 |
100316 |
82.07 |
84.11 |
81.86 |
83.75 |
+1.58 |
42,695 |
207,929 |
-392 |
Jan11 |
100316 |
83.51 |
83.89 |
83.46 |
83.84 |
+1.53 |
2,543 |
29,025 |
+1,033 |
Feb11 |
100316 |
83.64 |
83.95 |
83.64 |
83.94 |
+1.48 |
2,244 |
17,582 |
+111 |
Mar11 |
100316 |
83.73 |
84.05 |
83.73 |
84.05 |
+1.45 |
1,925 |
13,662 |
+313 |
Apr11 |
100316 |
84.00 |
84.27 |
83.80 |
84.14 |
+1.41 |
794 |
12,694 |
+65 |
May11 |
100316 |
84.21 |
84.21 |
84.21 |
84.21 |
+1.38 |
477 |
4,430 |
+38 |
Jun11 |
100316 |
84.15 |
84.32 |
84.05 |
84.27 |
+1.36 |
1,695 |
29,550 |
+232 |
Jul11 |
100316 |
84.32 |
84.32 |
84.32 |
84.32 |
+1.34 |
139 |
4,062 |
+107 |
Total Volume and Open Interest |
653,541 |
1,395,220 |
+23,126 |
e-miNY Crude Oil(NYM) |
Mar10 |
100219 |
78.325 |
79.925 |
77.775 |
79.800 |
+0.750 |
9,128 |
2,521 |
-652 |
Apr10 |
100316 |
79.900 |
82.100 |
79.350 |
81.700 |
+1.900 |
12,484 |
4,778 |
+97 |
May10 |
100316 |
80.100 |
82.350 |
79.600 |
81.975 |
+1.900 |
1,187 |
2,154 |
+54 |
Jun10 |
100316 |
80.000 |
82.550 |
80.000 |
82.300 |
+1.875 |
90 |
477 |
+48 |
Jul10 |
100316 |
81.150 |
82.900 |
81.150 |
82.650 |
+1.850 |
13 |
121 |
+3 |
Aug10 |
100316 |
81.725 |
83.075 |
81.625 |
82.925 |
+1.800 |
5 |
3 |
+1 |
Sep10 |
100316 |
81.850 |
83.200 |
81.850 |
83.150 |
+1.725 |
1 |
7 |
+0 |
Oct10 |
100316 |
83.350 |
83.350 |
83.350 |
83.350 |
+1.700 |
0 |
10 |
+0 |
Nov10 |
100316 |
82.700 |
83.650 |
82.700 |
83.550 |
+1.650 |
0 |
1 |
+0 |
Dec10 |
100316 |
83.700 |
83.750 |
83.700 |
83.750 |
+1.575 |
0 |
55 |
+0 |
Total Volume and Open Interest |
13,780 |
7,652 |
+203 |
Heating Oil(NYM) |
Apr10 |
100316 |
206.31 |
212.19 |
204.52 |
211.43 |
+5.67 |
44,572 |
63,545 |
-2,689 |
May10 |
100316 |
207.36 |
213.19 |
205.85 |
212.53 |
+5.61 |
14,708 |
70,355 |
-67 |
Jun10 |
100316 |
208.47 |
214.25 |
207.27 |
213.57 |
+5.42 |
12,574 |
50,812 |
+1,314 |
Jul10 |
100316 |
211.57 |
215.64 |
211.00 |
215.07 |
+5.26 |
3,328 |
21,995 |
+624 |
Aug10 |
100316 |
216.72 |
216.76 |
215.98 |
216.65 |
+5.11 |
2,394 |
13,664 |
+458 |
Sep10 |
100316 |
213.74 |
218.92 |
213.74 |
218.29 |
+4.93 |
1,930 |
12,659 |
+421 |
Oct10 |
100316 |
216.25 |
220.41 |
216.25 |
220.14 |
+4.66 |
1,374 |
9,729 |
+192 |
Nov10 |
100316 |
218.75 |
222.20 |
218.75 |
222.05 |
+4.33 |
1,246 |
9,683 |
-182 |
Dec10 |
100316 |
219.74 |
225.15 |
218.83 |
224.10 |
+4.08 |
6,791 |
30,983 |
-58 |
Jan11 |
100316 |
225.45 |
226.06 |
225.45 |
226.00 |
+3.84 |
1,339 |
12,952 |
+0 |
Feb11 |
100316 |
226.00 |
226.85 |
226.00 |
226.85 |
+3.61 |
202 |
4,395 |
-91 |
Mar11 |
100316 |
226.65 |
226.65 |
226.65 |
226.65 |
+3.51 |
659 |
5,740 |
-49 |
Total Volume and Open Interest |
92,383 |
323,156 |
+318 |
Gasoline(NYMEX) |
Apr10 |
100316 |
222.20 |
228.70 |
221.80 |
227.50 |
+5.22 |
41,490 |
65,930 |
-1,861 |
May10 |
100316 |
222.50 |
228.45 |
222.05 |
227.38 |
+4.88 |
22,432 |
86,283 |
+50 |
Jun10 |
100316 |
221.41 |
227.45 |
221.41 |
226.48 |
+4.57 |
10,903 |
47,682 |
+2,113 |
Jul10 |
100316 |
221.49 |
226.20 |
221.49 |
225.39 |
+4.38 |
3,612 |
24,057 |
-14 |
Aug10 |
100316 |
223.36 |
224.65 |
223.36 |
224.24 |
+4.28 |
1,439 |
12,931 |
+365 |
Sep10 |
100316 |
218.89 |
223.63 |
218.88 |
222.90 |
+4.16 |
2,756 |
19,590 |
+307 |
Oct10 |
100316 |
210.75 |
212.60 |
210.75 |
211.87 |
+4.02 |
1,347 |
9,375 |
+474 |
Nov10 |
100316 |
210.35 |
210.35 |
210.35 |
210.35 |
+3.98 |
671 |
12,411 |
+125 |
Dec10 |
100316 |
205.40 |
210.88 |
205.40 |
209.85 |
+3.95 |
864 |
11,716 |
+373 |
Jan11 |
100316 |
211.29 |
211.29 |
211.29 |
211.29 |
+3.99 |
0 |
4,074 |
+0 |
Total Volume and Open Interest |
86,378 |
302,078 |
+2,700 |
e-miNY RBOB Gasoline(NYM) |
Apr10 |
100316 |
227.50 |
227.50 |
227.50 |
227.50 |
+5.20 |
0 |
16 |
+0 |
May10 |
100316 |
227.40 |
227.40 |
227.38 |
227.40 |
+4.90 |
|
|
|
Jun10 |
100316 |
226.50 |
226.50 |
226.48 |
226.50 |
+4.60 |
|
|
|
Jul10 |
100316 |
225.40 |
225.40 |
225.39 |
225.40 |
+4.40 |
|
|
|
Total Volume and Open Interest |
0 |
18 |
+0 |
Natural Gas(NYM) |
Apr10 |
100316 |
4.385 |
4.423 |
4.323 |
4.347 |
-0.044 |
56,909 |
159,310 |
-3,440 |
May10 |
100316 |
4.460 |
4.494 |
4.400 |
4.418 |
-0.049 |
27,798 |
190,802 |
+3,703 |
Jun10 |
100316 |
4.542 |
4.562 |
4.476 |
4.493 |
-0.049 |
11,972 |
48,393 |
-693 |
Jul10 |
100316 |
4.632 |
4.652 |
4.570 |
4.587 |
-0.049 |
8,783 |
57,795 |
+980 |
Aug10 |
100316 |
4.704 |
4.715 |
4.635 |
4.655 |
-0.048 |
4,919 |
30,366 |
+131 |
Sep10 |
100316 |
4.748 |
4.753 |
4.675 |
4.693 |
-0.048 |
2,688 |
33,664 |
+191 |
Oct10 |
100316 |
4.853 |
4.861 |
4.777 |
4.798 |
-0.047 |
6,440 |
57,896 |
+154 |
Nov10 |
100316 |
5.187 |
5.187 |
5.110 |
5.133 |
-0.042 |
1,168 |
15,207 |
+377 |
Dec10 |
100316 |
5.561 |
5.561 |
5.484 |
5.511 |
-0.042 |
1,645 |
25,047 |
-39 |
Jan11 |
100316 |
5.765 |
5.771 |
5.700 |
5.722 |
-0.043 |
4,807 |
39,985 |
-426 |
Feb11 |
100316 |
5.732 |
5.734 |
5.670 |
5.687 |
-0.043 |
625 |
15,569 |
+149 |
Mar11 |
100316 |
5.615 |
5.615 |
5.550 |
5.564 |
-0.041 |
3,290 |
34,821 |
+733 |
Apr11 |
100316 |
5.315 |
5.318 |
5.269 |
5.284 |
-0.031 |
1,964 |
27,022 |
+486 |
May11 |
100316 |
5.315 |
5.315 |
5.260 |
5.279 |
-0.031 |
424 |
14,796 |
+84 |
Jun11 |
100316 |
5.355 |
5.355 |
5.300 |
5.322 |
-0.031 |
111 |
6,070 |
+48 |
Jul11 |
100316 |
5.415 |
5.415 |
5.385 |
5.387 |
-0.031 |
18 |
4,547 |
+6 |
Total Volume and Open Interest |
136,635 |
870,773 |
+3,867 |
Brent Crude Oil(ICE) |
Apr10 |
100316 |
77.60 |
79.86 |
77.25 |
79.02 |
+1.13 |
109,333 |
42,373 |
-5,146 |
May10 |
100316 |
78.55 |
81.00 |
78.13 |
80.53 |
+1.90 |
137,821 |
248,960 |
-2,954 |
Jun10 |
100316 |
78.84 |
81.33 |
78.55 |
80.87 |
+1.83 |
59,334 |
201,309 |
+11,027 |
Jul10 |
100316 |
79.29 |
81.65 |
79.03 |
81.22 |
+1.77 |
18,251 |
59,425 |
-1,589 |
Aug10 |
100316 |
79.85 |
81.97 |
79.41 |
81.54 |
+1.72 |
9,106 |
35,320 |
+1,427 |
Sep10 |
100316 |
79.98 |
82.21 |
79.72 |
81.81 |
+1.68 |
5,449 |
18,934 |
+585 |
Oct10 |
100316 |
80.25 |
82.46 |
80.09 |
82.05 |
+1.64 |
4,336 |
20,800 |
+242 |
Nov10 |
100316 |
80.48 |
82.62 |
80.28 |
82.25 |
+1.60 |
3,476 |
16,112 |
+462 |
Dec10 |
100316 |
80.72 |
82.83 |
80.52 |
82.44 |
+1.56 |
16,740 |
95,410 |
+4,859 |
Jan11 |
100316 |
82.50 |
82.62 |
82.50 |
82.62 |
+1.51 |
1,075 |
12,841 |
+102 |
Feb11 |
100316 |
82.80 |
82.80 |
82.80 |
82.80 |
+1.46 |
550 |
6,629 |
+22 |
Mar11 |
100316 |
83.00 |
83.00 |
83.00 |
83.00 |
+1.42 |
216 |
7,456 |
+27 |
Apr11 |
100316 |
83.20 |
83.20 |
83.20 |
83.20 |
+1.39 |
185 |
4,064 |
+30 |
May11 |
100316 |
83.37 |
83.37 |
83.37 |
83.37 |
+1.34 |
145 |
3,043 |
-29 |
Total Volume and Open Interest |
369,624 |
881,104 |
+9,289 |
Gas Oil(ICE) |
Apr10 |
100316 |
652.00 |
676.50 |
648.50 |
672.25 |
+23.00 |
86,867 |
124,423 |
-2,752 |
May10 |
100316 |
653.75 |
674.50 |
648.50 |
670.50 |
+21.00 |
66,622 |
105,122 |
+5,063 |
Jun10 |
100316 |
653.50 |
674.25 |
650.00 |
670.25 |
+19.75 |
35,660 |
69,581 |
-1,847 |
Jul10 |
100316 |
656.50 |
675.75 |
653.75 |
672.75 |
+18.75 |
11,361 |
31,571 |
+1,186 |
Aug10 |
100316 |
660.75 |
678.25 |
658.25 |
676.50 |
+18.25 |
3,864 |
24,464 |
-447 |
Sep10 |
100316 |
665.00 |
683.50 |
662.25 |
680.25 |
+17.50 |
4,846 |
27,913 |
+872 |
Oct10 |
100316 |
669.25 |
686.50 |
667.50 |
683.50 |
+16.50 |
2,001 |
18,425 |
-41 |
Nov10 |
100316 |
672.50 |
689.50 |
672.25 |
686.25 |
+15.75 |
758 |
15,308 |
+40 |
Dec10 |
100316 |
675.75 |
693.00 |
673.50 |
688.75 |
+15.00 |
10,362 |
77,013 |
+2,843 |
Jan11 |
100316 |
683.25 |
694.50 |
683.25 |
692.50 |
+14.00 |
870 |
19,509 |
+407 |
Total Volume and Open Interest |
225,586 |
579,217 |
+5,694 |
Ethanol(CBOT) |
Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
Apr10 |
100316 |
1.530 |
1.550 |
1.530 |
1.544 |
+0.005 |
66 |
872 |
-15 |
May10 |
100316 |
1.560 |
1.566 |
1.548 |
1.561 |
+0.007 |
52 |
1,065 |
-11 |
Jun10 |
100316 |
1.580 |
1.588 |
1.575 |
1.586 |
+0.011 |
100 |
709 |
+16 |
Jul10 |
100316 |
1.590 |
1.610 |
1.590 |
1.610 |
+0.016 |
43 |
1,333 |
+19 |
Aug10 |
100316 |
1.625 |
1.626 |
1.607 |
1.607 |
+0.012 |
13 |
559 |
+8 |
Sep10 |
100316 |
1.607 |
1.612 |
1.607 |
1.611 |
+0.011 |
25 |
587 |
+25 |
Oct10 |
100316 |
1.631 |
1.631 |
1.631 |
1.631 |
+0.011 |
41 |
622 |
+33 |
Total Volume and Open Interest |
512 |
8,122 |
+89 |
US Dollar Index(ICE) |
Jun10 |
100316 |
80.415 |
80.535 |
79.850 |
79.995 |
-0.505 |
47,272 |
48,569 |
+9,304 |
Sep10 |
100316 |
80.305 |
80.305 |
80.305 |
80.305 |
-0.495 |
1 |
2,333 |
+0 |
Dec10 |
100316 |
80.305 |
80.305 |
80.305 |
80.305 |
-0.495 |
0 |
1 |
+0 |
Total Volume and Open Interest |
75,853 |
66,598 |
+9,212 |
Australian Dollar(CME) |
Mar10 |
100315 |
91.70 |
91.77 |
91.22 |
91.29 |
-0.29 |
64,061 |
41,842 |
-12,955 |
Jun10 |
100316 |
90.49 |
91.04 |
90.30 |
90.83 |
+0.40 |
81,189 |
125,751 |
+10,248 |
Sep10 |
100316 |
89.49 |
90.06 |
89.34 |
89.88 |
+0.43 |
0 |
79 |
+0 |
Total Volume and Open Interest |
97,677 |
162,418 |
+4,982 |
British Pound(CME) |
Mar10 |
100315 |
151.78 |
152.07 |
150.21 |
150.68 |
-1.04 |
83,265 |
60,971 |
-12,525 |
Jun10 |
100316 |
150.46 |
152.53 |
149.70 |
152.24 |
+1.88 |
110,945 |
115,919 |
+5,379 |
Sep10 |
100316 |
150.40 |
152.43 |
149.73 |
152.18 |
+1.88 |
1 |
105 |
+0 |
Total Volume and Open Interest |
135,489 |
172,319 |
+678 |
Canadian Dollar(CME) |
Mar10 |
100316 |
98.10 |
98.55 |
98.02 |
98.48 |
+0.46 |
18,892 |
47,225 |
-4,776 |
Jun10 |
100316 |
98.09 |
98.67 |
98.01 |
98.55 |
+0.53 |
92,025 |
129,617 |
+10,203 |
Sep10 |
100316 |
98.12 |
98.59 |
97.97 |
98.50 |
+0.53 |
81 |
1,134 |
-22 |
Dec10 |
100316 |
98.30 |
98.43 |
97.86 |
98.39 |
+0.53 |
10 |
855 |
-14 |
Total Volume and Open Interest |
111,009 |
178,994 |
+5,390 |
Japanese Yen(CME) |
Mar10 |
100315 |
110.37 |
110.47 |
110.14 |
110.26 |
-0.21 |
67,388 |
56,998 |
-15,568 |
Jun10 |
100316 |
110.56 |
111.21 |
110.27 |
110.85 |
+0.25 |
115,729 |
92,251 |
+1,621 |
Sep10 |
100316 |
110.75 |
111.29 |
110.41 |
110.94 |
+0.25 |
7 |
213 |
+6 |
Total Volume and Open Interest |
136,846 |
142,500 |
-5,364 |
Swiss Franc(CME) |
Mar10 |
100315 |
94.46 |
94.53 |
94.20 |
94.28 |
-0.12 |
20,629 |
21,525 |
-6,371 |
Jun10 |
100316 |
94.24 |
95.02 |
94.18 |
94.83 |
+0.61 |
57,401 |
30,388 |
+3,140 |
Sep10 |
100316 |
94.30 |
95.08 |
94.27 |
94.91 |
+0.61 |
3 |
10 |
+3 |
Total Volume and Open Interest |
63,721 |
49,732 |
+947 |
EuroFX(CME) |
Mar10 |
100315 |
137.64 |
137.76 |
136.93 |
136.98 |
-0.60 |
156,228 |
101,884 |
-31,590 |
Jun10 |
100316 |
136.78 |
137.85 |
136.58 |
137.57 |
+0.84 |
290,812 |
158,416 |
+14,394 |
Sep10 |
100316 |
136.53 |
137.80 |
136.53 |
137.55 |
+0.85 |
34 |
1,412 |
+9 |
Total Volume and Open Interest |
350,092 |
248,161 |
+770 |
Mexican Peso(CME) |
Mar10 |
100315 |
795.8 |
797.2 |
795.2 |
796.2 |
-1.0 |
15,384 |
59,758 |
-8,697 |
Apr10 |
100316 |
796.5 |
796.5 |
794.2 |
796.5 |
+2.2 |
0 |
8 |
+0 |
Total Volume and Open Interest |
19,880 |
180,818 |
+614 |
30-Year T-Bonds(CBOT) |
Mar10 |
100316 |
118~160 |
119~100 |
118~130 |
119~060 |
+0~220 |
|
|
|
Jun10 |
100316 |
117~010 |
117~240 |
116~260 |
117~210 |
+0~240 |
328,951 |
625,521 |
+4,650 |
Sep10 |
100316 |
115~290 |
116~130 |
115~210 |
116~130 |
+0~240 |
5 |
90 |
+2 |
Total Volume and Open Interest |
337,816 |
639,046 |
+1,319 |
10-Year T-Notes(CBOT) |
Mar10 |
100316 |
118~120 |
118~265 |
118~055 |
118~245 |
+0~145 |
14,707 |
29,705 |
-8,163 |
Jun10 |
100316 |
116~295 |
117~145 |
116~240 |
117~115 |
+0~160 |
1,033,104 |
1,349,249 |
+31,778 |
Sep10 |
100316 |
115~300 |
115~300 |
115~125 |
115~285 |
+0~160 |
49 |
1,271 |
+46 |
Total Volume and Open Interest |
1,047,860 |
1,380,226 |
+23,661 |
5-Year T-Notes(CBOT) |
Mar10 |
100316 |
116~053 |
116~096 |
116~049 |
116~092 |
+0~033 |
10,763 |
26,057 |
+26,057 |
Jun10 |
100316 |
115~045 |
115~088 |
115~030 |
115~079 |
+0~037 |
585,668 |
897,422 |
-27,683 |
Sep10 |
100316 |
114~066 |
114~066 |
114~026 |
114~066 |
+0~040 |
|
|
|
Total Volume and Open Interest |
596,431 |
923,479 |
-31,808 |
2 Year T-Notes(CBOT) |
Mar10 |
100316 |
109~005 |
109~010 |
108~125 |
109~010 |
+0~009 |
7,085 |
22,519 |
-6,155 |
Jun10 |
100316 |
108~062 |
108~077 |
108~057 |
108~074 |
+0~012 |
330,950 |
859,744 |
-3,284 |
Sep10 |
100316 |
108~002 |
108~010 |
107~114 |
108~002 |
+0~016 |
0 |
1 |
+0 |
Total Volume and Open Interest |
338,035 |
882,264 |
-9,439 |
Eurodollars(CME) |
Jun10 |
100316 |
99.615 |
99.645 |
99.605 |
99.635 |
+0.020 |
257,563 |
1,149,703 |
+11,873 |
Sep10 |
100316 |
99.440 |
99.490 |
99.420 |
99.480 |
+0.045 |
351,904 |
940,356 |
-16,281 |
Dec10 |
100316 |
99.140 |
99.220 |
99.125 |
99.210 |
+0.065 |
491,441 |
1,086,572 |
+20,160 |
Mar11 |
100316 |
98.790 |
98.875 |
98.770 |
98.865 |
+0.070 |
701,570 |
641,605 |
-93,333 |
Jun11 |
100316 |
98.425 |
98.505 |
98.395 |
98.490 |
+0.065 |
547,840 |
818,504 |
+52,452 |
Sep11 |
100316 |
98.060 |
98.140 |
98.035 |
98.120 |
+0.055 |
328,871 |
623,104 |
+4,022 |
Dec11 |
100316 |
97.715 |
97.795 |
97.690 |
97.770 |
+0.050 |
247,971 |
406,645 |
+226 |
Mar12 |
100316 |
97.420 |
97.495 |
97.395 |
97.470 |
+0.050 |
144,452 |
290,943 |
-48,559 |
Jun12 |
100316 |
97.140 |
97.205 |
97.110 |
97.185 |
+0.055 |
83,165 |
229,454 |
+8,283 |
Sep12 |
100316 |
96.875 |
96.945 |
96.850 |
96.925 |
+0.055 |
50,476 |
144,431 |
-584 |
Dec12 |
100316 |
96.625 |
96.685 |
96.595 |
96.670 |
+0.055 |
46,754 |
131,722 |
-3,488 |
Mar13 |
100316 |
96.415 |
96.480 |
96.390 |
96.465 |
+0.055 |
18,201 |
84,742 |
+2,873 |
Jun13 |
100316 |
96.220 |
96.280 |
96.195 |
96.265 |
+0.055 |
13,398 |
69,854 |
-422 |
Sep13 |
100316 |
96.035 |
96.100 |
96.010 |
96.085 |
+0.060 |
11,197 |
62,239 |
+659 |
Dec13 |
100316 |
95.835 |
95.910 |
95.830 |
95.900 |
+0.060 |
11,849 |
39,113 |
+892 |
Mar14 |
100316 |
95.700 |
95.765 |
95.680 |
95.755 |
+0.065 |
5,488 |
39,669 |
-371 |
Jun14 |
100316 |
95.550 |
95.615 |
95.530 |
95.605 |
+0.065 |
4,858 |
33,555 |
-337 |
Sep14 |
100316 |
95.405 |
95.485 |
95.400 |
95.475 |
+0.065 |
3,637 |
18,746 |
+530 |
Total Volume and Open Interest |
3,514,106 |
8,025,473 |
-97,503 |
30 Day Federal Funds(CBOT) |
Mar10 |
100316 |
99.830 |
99.830 |
99.823 |
99.827 |
unch |
7,342 |
70,531 |
+1,737 |
Apr10 |
100316 |
99.810 |
99.810 |
99.795 |
99.810 |
unch |
7,532 |
86,043 |
+61 |
May10 |
100316 |
99.795 |
99.800 |
99.780 |
99.795 |
+0.005 |
14,828 |
76,229 |
-2,188 |
Jun10 |
100316 |
99.780 |
99.790 |
99.765 |
99.780 |
unch |
10,505 |
83,918 |
+1,651 |
Jul10 |
100316 |
99.760 |
99.765 |
99.745 |
99.760 |
+0.005 |
8,865 |
75,038 |
-1,316 |
Aug10 |
100316 |
99.720 |
99.735 |
99.710 |
99.730 |
+0.010 |
9,211 |
59,385 |
-1,620 |
Total Volume and Open Interest |
86,429 |
647,847 |
+390 |
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) |
Jun10 |
100316 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
650 |
+0 |
Sep10 |
100316 |
99.635 |
99.635 |
99.635 |
99.635 |
+0.010 |
0 |
2,230 |
+0 |
Dec10 |
100316 |
99.640 |
99.640 |
99.640 |
99.640 |
unch |
0 |
242 |
+0 |
Mar11 |
100316 |
99.630 |
99.630 |
99.630 |
99.630 |
+0.005 |
0 |
4 |
+0 |
Jun11 |
100316 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Sep11 |
100316 |
99.600 |
99.600 |
99.600 |
99.600 |
unch |
|
|
|
Dec11 |
100316 |
99.530 |
99.530 |
99.530 |
99.530 |
unch |
|
|
|
Mar12 |
100316 |
99.495 |
99.495 |
99.495 |
99.495 |
unch |
|
|
|
Jun12 |
100316 |
99.545 |
99.545 |
99.545 |
99.545 |
-0.010 |
|
|
|
Sep12 |
100316 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.010 |
|
|
|
Total Volume and Open Interest |
0 |
5,754 |
+0 |
3-Mth Euro-Yen(SGX) |
Jun10 |
100316 |
99.61 |
99.63 |
99.61 |
99.63 |
unch |
1,329 |
3,496 |
+198 |
Sep10 |
100316 |
99.64 |
99.64 |
99.64 |
99.64 |
unch |
4 |
4,008 |
+0 |
Dec10 |
100316 |
99.65 |
99.65 |
99.64 |
99.64 |
-0.01 |
0 |
1,380 |
+0 |
Mar11 |
100316 |
99.64 |
99.64 |
99.62 |
99.62 |
-0.01 |
0 |
1,201 |
+0 |
Jun11 |
100316 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
56 |
+0 |
Sep11 |
100316 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.01 |
0 |
51 |
+0 |
Dec11 |
100316 |
99.53 |
99.53 |
99.53 |
99.53 |
-0.01 |
0 |
102 |
+0 |
Mar12 |
100316 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
0 |
305 |
+0 |
Total Volume and Open Interest |
1,767 |
11,665 |
-5,499 |
Japanese Gov't Bonds(SGX) |
Jun10 |
100316 |
138.97 |
138.99 |
138.85 |
138.91 |
-0.02 |
3,728 |
19,304 |
-80 |
Sep10 |
100316 |
138.91 |
138.91 |
138.91 |
138.91 |
-0.02 |
|
|
|
Dec10 |
100316 |
136.82 |
136.82 |
136.82 |
136.82 |
-0.02 |
|
|
|
Total Volume and Open Interest |
3,728 |
18,783 |
-521 |
Euro-Bund(EUREX) |
Jun10 |
100316 |
122.71 |
123.24 |
122.45 |
122.86 |
+0.15 |
824,603 |
941,427 |
-1,374 |
Sep10 |
100316 |
122.00 |
122.40 |
121.95 |
122.12 |
+0.05 |
172 |
20 |
+1 |
Dec10 |
100316 |
121.86 |
121.86 |
121.86 |
121.86 |
+0.15 |
|
|
|
Total Volume and Open Interest |
824,775 |
941,447 |
-1,373 |
Euro-Bobl(EUREX) |
Jun10 |
100316 |
116.62 |
117.03 |
116.48 |
116.94 |
+0.30 |
543,998 |
820,246 |
+64,991 |
Sep10 |
100316 |
116.22 |
116.42 |
116.16 |
116.35 |
+0.16 |
7 |
9 |
-1 |
Dec10 |
100316 |
116.12 |
116.12 |
116.12 |
116.12 |
+0.09 |
|
|
|
Total Volume and Open Interest |
544,005 |
820,255 |
-22,988 |
3-Mth Euribor(EUREX) |
Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
Jun10 |
100316 |
99.255 |
99.260 |
99.250 |
99.260 |
+0.015 |
170 |
7,006 |
-543 |
Sep10 |
100316 |
99.035 |
99.040 |
99.035 |
99.040 |
+0.015 |
0 |
2,357 |
+0 |
Total Volume and Open Interest |
673 |
21,837 |
-807 |
Long Gilt(LIFFE) |
Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
Jun10 |
100316 |
114~08 |
114~23 |
113~31 |
114~19 |
+0~10 |
77,551 |
261,048 |
-8,883 |
Total Volume and Open Interest |
78,010 |
274,146 |
-9,021 |
3-Mth Short Sterling(LIFFE) |
Mar10 |
100316 |
99.36 |
99.36 |
99.35 |
99.35 |
unch |
14,843 |
314,791 |
-5,276 |
Jun10 |
100316 |
99.29 |
99.30 |
99.27 |
99.28 |
unch |
66,074 |
381,789 |
-4,419 |
Sep10 |
100316 |
99.12 |
99.12 |
99.09 |
99.10 |
-0.01 |
71,319 |
379,281 |
+14,672 |
Dec10 |
100316 |
98.83 |
98.84 |
98.80 |
98.82 |
-0.01 |
68,234 |
418,709 |
+7,515 |
Mar11 |
100316 |
98.49 |
98.51 |
98.46 |
98.49 |
unch |
61,459 |
317,702 |
-2,347 |
Jun11 |
100316 |
98.13 |
98.14 |
98.09 |
98.12 |
unch |
77,047 |
234,154 |
+4,570 |
Total Volume and Open Interest |
496,373 |
2,534,772 |
+41,167 |
3-Mth Euribor(LIFFE) |
Jun10 |
100316 |
99.250 |
99.265 |
99.245 |
99.260 |
+0.015 |
180,577 |
764,676 |
+7,716 |
Sep10 |
100316 |
99.025 |
99.070 |
99.025 |
99.040 |
+0.015 |
173,871 |
773,887 |
-18,520 |
Dec10 |
100316 |
98.810 |
98.860 |
98.795 |
98.815 |
+0.015 |
203,078 |
409,046 |
-43,713 |
Total Volume and Open Interest |
1,264,414 |
4,086,780 |
-23,050 |
3-Mth Aus T-Bills(SFE) |
Mar10 |
100311 |
95.66 |
95.68 |
95.62 |
95.67 |
unch |
25,180 |
72,614 |
-8,970 |
Jun10 |
100316 |
95.31 |
95.37 |
95.30 |
95.36 |
+0.05 |
21,707 |
286,214 |
+2,606 |
Sep10 |
100316 |
94.91 |
94.98 |
94.91 |
94.97 |
+0.05 |
19,301 |
160,231 |
+4,018 |
Dec10 |
100316 |
94.62 |
94.71 |
94.62 |
94.69 |
+0.04 |
11,694 |
103,714 |
+2,129 |
Mar11 |
100316 |
94.46 |
94.52 |
94.45 |
94.51 |
+0.04 |
2,878 |
41,998 |
+192 |
Jun11 |
100316 |
94.34 |
94.39 |
94.33 |
94.39 |
+0.05 |
1,602 |
41,337 |
-546 |
Sep11 |
100316 |
94.23 |
94.31 |
94.23 |
94.31 |
+0.05 |
745 |
19,645 |
+78 |
Dec11 |
100316 |
94.17 |
94.25 |
94.17 |
94.25 |
+0.05 |
1,701 |
11,882 |
-89 |
Mar12 |
100316 |
94.18 |
94.22 |
94.17 |
94.22 |
+0.05 |
1,450 |
7,178 |
+1,290 |
Jun12 |
100316 |
94.19 |
94.19 |
94.19 |
94.19 |
+0.06 |
100 |
1,709 |
+0 |
Total Volume and Open Interest |
61,378 |
675,960 |
+9,870 |
10-Year Aus T-Bonds(SFE) |
Jun10 |
100316 |
94.30 |
94.35 |
94.29 |
94.34 |
+0.04 |
78,106 |
302,374 |
+31,249 |
Sep10 |
100316 |
94.34 |
94.34 |
94.34 |
94.34 |
|
|
|
|
3-Year Aus T-Bonds(SFE) |
Jun10 |
100316 |
94.70 |
94.74 |
94.67 |
94.73 |
+0.03 |
113,130 |
366,328 |
+51,776 |
Sep10 |
100316 |
94.74 |
94.74 |
94.74 |
94.74 |
|
|
|
|
Gold(CMX) |
Apr10 |
100316 |
1108.3 |
1129.3 |
1108.1 |
1122.5 |
+17.1 |
159,858 |
247,827 |
+7,929 |
Jun10 |
100316 |
1111.1 |
1130.5 |
1109.5 |
1123.6 |
+17.0 |
6,395 |
101,348 |
+2,496 |
Aug10 |
100316 |
1111.7 |
1131.0 |
1111.5 |
1124.8 |
+17.0 |
1,545 |
27,833 |
+610 |
Oct10 |
100316 |
1113.1 |
1129.3 |
1113.1 |
1126.0 |
+17.1 |
1,300 |
19,423 |
+740 |
Dec10 |
100316 |
1113.9 |
1133.7 |
1113.9 |
1127.2 |
+17.1 |
481 |
37,474 |
+247 |
Feb11 |
100316 |
1128.8 |
1128.8 |
1128.8 |
1128.8 |
+17.2 |
834 |
14,605 |
-175 |
Apr11 |
100316 |
1132.3 |
1132.3 |
1130.8 |
1130.8 |
+17.2 |
1,851 |
8,194 |
+1,552 |
Jun11 |
100316 |
478.6 |
478.6 |
477.9 |
477.9 |
+17.1 |
474 |
6,227 |
-55 |
Aug11 |
100316 |
1136.3 |
1136.3 |
1136.3 |
1136.3 |
+17.1 |
1,006 |
4,177 |
-480 |
Oct11 |
100316 |
1142.5 |
1142.5 |
1139.7 |
1139.7 |
+17.1 |
0 |
3,234 |
+0 |
Dec11 |
100316 |
1138.0 |
1147.1 |
1138.0 |
1143.4 |
+17.0 |
1,456 |
12,810 |
-394 |
Total Volume and Open Interest |
177,575 |
507,046 |
+13,001 |
Silver(CMX) |
Mar10 |
100316 |
1712.5 |
1745.0 |
1712.5 |
1733.3 |
+25.0 |
351 |
645 |
+122 |
May10 |
100316 |
1713.0 |
1749.5 |
1713.0 |
1735.4 |
+24.6 |
27,985 |
65,123 |
+765 |
Jul10 |
100316 |
1717.5 |
1750.0 |
1717.5 |
1737.9 |
+24.6 |
1,029 |
14,882 |
-172 |
Sep10 |
100316 |
1722.0 |
1751.5 |
1722.0 |
1740.0 |
+24.6 |
196 |
3,505 |
-4 |
Dec10 |
100316 |
1727.5 |
1754.5 |
1727.5 |
1742.9 |
+24.5 |
541 |
13,160 |
+76 |
Mar11 |
100316 |
1746.0 |
1746.0 |
1746.0 |
1746.0 |
+24.5 |
57 |
2,666 |
+3 |
May11 |
100316 |
1747.5 |
1748.0 |
1747.5 |
1748.0 |
+24.5 |
583 |
2,278 |
+548 |
Total Volume and Open Interest |
32,300 |
112,813 |
+1,205 |
Platinum(NYMEX) |
Apr10 |
100316 |
1623.3 |
1636.0 |
1618.5 |
1630.7 |
+14.9 |
4,820 |
29,384 |
-686 |
Jul10 |
100316 |
1628.2 |
1640.4 |
1625.5 |
1636.5 |
+15.1 |
612 |
6,601 |
+412 |
Oct10 |
100316 |
1637.0 |
1637.0 |
1637.0 |
1637.0 |
+15.1 |
3 |
225 |
+1 |
Jan11 |
100316 |
1627.0 |
1632.5 |
1627.0 |
1632.5 |
+15.1 |
2 |
206 |
+0 |
Total Volume and Open Interest |
5,437 |
36,417 |
-275 |
Palladium(NYMEX) |
Mar10 |
100316 |
471.40 |
471.40 |
471.40 |
471.40 |
+11.75 |
2 |
68 |
-14 |
Jun10 |
100316 |
463.10 |
477.00 |
462.10 |
472.40 |
+11.75 |
1,516 |
22,374 |
-534 |
Sep10 |
100316 |
464.30 |
473.00 |
464.30 |
473.00 |
+11.85 |
18 |
553 |
+11 |
Total Volume and Open Interest |
1,542 |
23,045 |
-531 |
Copper(CMX) |
Mar10 |
100316 |
330.90 |
337.10 |
330.90 |
335.70 |
+5.00 |
584 |
2,447 |
-127 |
May10 |
100316 |
332.20 |
338.40 |
331.00 |
336.50 |
+5.00 |
23,204 |
88,617 |
+806 |
Jul10 |
100316 |
333.30 |
339.55 |
332.95 |
338.05 |
+5.05 |
778 |
18,832 |
+108 |
Sep10 |
100316 |
336.20 |
340.20 |
335.55 |
339.15 |
+5.05 |
200 |
8,934 |
+161 |
Dec10 |
100316 |
337.50 |
341.25 |
337.50 |
339.80 |
+4.95 |
12 |
5,648 |
+2 |
Total Volume and Open Interest |
24,942 |
130,100 |
+984 |
DJIA Index(CBOT) |
Mar10 |
100316 |
10631 |
10686 |
10628 |
10686 |
+48 |
955 |
13,737 |
+117 |
Jun10 |
100316 |
10574 |
10630 |
10561 |
10624 |
+48 |
654 |
944 |
+539 |
Sep10 |
100316 |
10566 |
10566 |
10518 |
10566 |
+48 |
0 |
1 |
+0 |
Dec10 |
100316 |
10504 |
10504 |
10456 |
10504 |
+48 |
|
|
|
Total Volume and Open Interest |
1,609 |
14,682 |
+656 |
S & P 500(CME) |
Mar10 |
100316 |
1153.50 |
1160.20 |
1150.50 |
1159.50 |
+9.20 |
39,887 |
271,080 |
-22,518 |
Jun10 |
100316 |
1145.80 |
1155.70 |
1144.80 |
1154.80 |
+9.10 |
42,652 |
178,488 |
+20,312 |
Sep10 |
100316 |
1150.00 |
1150.00 |
1149.90 |
1149.90 |
+9.20 |
0 |
2,177 |
-3 |
Dec10 |
100316 |
1141.80 |
1145.30 |
1140.10 |
1145.30 |
+9.20 |
0 |
3,004 |
+0 |
Total Volume and Open Interest |
82,539 |
454,770 |
-2,209 |
S & P 500 E-Mini(Globex) |
Mar10 |
100316 |
1150.25 |
1160.50 |
1149.00 |
1159.50 |
+9.25 |
826,747 |
1,840,018 |
-331,794 |
Jun10 |
100316 |
1145.75 |
1155.75 |
1144.50 |
1154.75 |
+9.00 |
1,866,265 |
1,481,062 |
+371,717 |
Total Volume and Open Interest |
2,693,339 |
3,323,884 |
+40,210 |
NASDAQ 100(CME) |
Mar10 |
100316 |
1924.50 |
1935.00 |
1919.00 |
1931.00 |
+11.50 |
1,562 |
20,505 |
-843 |
Jun10 |
100316 |
1917.50 |
1933.00 |
1916.50 |
1928.50 |
+11.50 |
1,475 |
2,279 |
+604 |
Sep10 |
100316 |
1927.50 |
1927.50 |
1927.00 |
1927.50 |
+11.50 |
|
|
|
Total Volume and Open Interest |
3,037 |
22,784 |
-239 |
NASDAQ 100 E-Mini(Globex) |
Mar10 |
100316 |
1921.30 |
1934.50 |
1919.00 |
1931.00 |
+11.50 |
75,098 |
261,045 |
-20,888 |
Jun10 |
100316 |
1917.00 |
1932.30 |
1916.50 |
1928.50 |
+11.50 |
213,915 |
134,028 |
+22,432 |
Total Volume and Open Interest |
289,015 |
395,085 |
+1,545 |
S & P Midcap 400(CME) |
Mar10 |
100316 |
785.00 |
790.30 |
785.00 |
790.30 |
+9.00 |
293 |
2,148 |
-189 |
Jun10 |
100316 |
783.00 |
788.50 |
779.50 |
787.90 |
+9.00 |
269 |
495 |
+34 |
Sep10 |
100316 |
785.90 |
785.90 |
785.40 |
785.90 |
+9.00 |
|
|
|
Total Volume and Open Interest |
562 |
2,643 |
-155 |
Russell 2000 E-Mini(Globex) |
Nikkei 225(CME) |
Jun10 |
100316 |
10785 |
10790 |
10785 |
10785 |
+60 |
|
|
|
Sep10 |
100316 |
10825 |
10825 |
10765 |
10825 |
+60 |
|
|
|
Total Volume and Open Interest |
12,642 |
41,705 |
+3,625 |
Nikkei 225(SGX) |
Jun10 |
100316 |
10685 |
10720 |
10615 |
10675 |
unch |
79,967 |
139,335 |
+5,008 |
Sep10 |
100316 |
10680 |
10680 |
10680 |
10680 |
unch |
0 |
55 |
+0 |
Dec10 |
100316 |
10640 |
10640 |
10640 |
10640 |
unch |
0 |
747 |
+0 |
Total Volume and Open Interest |
79,978 |
149,552 |
-140,586 |
CAC 40(EURONEXT) |
Mar10 |
100316 |
3918.0 |
3952.5 |
3909.0 |
3940.5 |
+51.5 |
116,115 |
401,669 |
+8,295 |
Apr10 |
100316 |
3925.0 |
3952.5 |
3910.5 |
3941.5 |
+51.5 |
3,854 |
19,763 |
+3,663 |
May10 |
100316 |
3845.0 |
3868.5 |
3845.0 |
3868.5 |
+52.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
131,088 |
443,071 |
+22,312 |
Hang Seng Index(HKFE) |
Mar10 |
100316 |
21121 |
21240 |
20951 |
21017 |
-175 |
70,237 |
69,381 |
-2,765 |
Apr10 |
100316 |
21088 |
21193 |
20920 |
21005 |
-148 |
866 |
2,726 |
+321 |
Total Volume and Open Interest |
71,456 |
75,240 |
-2,404 |
DAX(EUREX) |
Mar10 |
100316 |
5948.5 |
5992.0 |
5929.0 |
5972.0 |
+62.5 |
135,214 |
145,589 |
-3,848 |
Jun10 |
100316 |
5962.5 |
5999.5 |
5936.0 |
5979.5 |
+62.5 |
11,639 |
40,329 |
+7,329 |
Sep10 |
100316 |
5963.0 |
6006.0 |
5943.5 |
5986.0 |
+62.5 |
1,053 |
2,311 |
+117 |
Total Volume and Open Interest |
147,906 |
188,229 |
+3,598 |
FT-SE 100(EURONEXT) |
Mar10 |
100316 |
5618.00 |
5633.50 |
5592.50 |
5625.00 |
+39.00 |
168,403 |
576,299 |
-62,948 |
Jun10 |
100316 |
5572.00 |
5585.00 |
5545.00 |
5577.00 |
+38.50 |
88,682 |
182,333 |
+54,120 |
Sep10 |
100316 |
5530.00 |
5542.00 |
5515.00 |
5536.50 |
+39.50 |
28 |
370 |
-2 |
Total Volume and Open Interest |
257,203 |
760,776 |
-8,752 |
SPI 200(SFE) |
Mar10 |
100316 |
4787.0 |
4809.0 |
4759.0 |
4805.0 |
+14.0 |
76,859 |
205,123 |
+918 |
Jun10 |
100316 |
4810.0 |
4835.0 |
4785.0 |
4831.0 |
+16.0 |
48,913 |
57,284 |
+44,223 |
Sep10 |
100316 |
4780.0 |
4817.0 |
4780.0 |
4816.0 |
+16.0 |
0 |
1,972 |
+0 |
Total Volume and Open Interest |
125,772 |
266,131 |
+45,141 |
GSCI(CME) |
Apr10 |
100316 |
521.00 |
527.25 |
520.00 |
526.75 |
+10.75 |
1,487 |
18,341 |
+998 |
May10 |
100316 |
523.50 |
529.25 |
523.50 |
529.25 |
+10.25 |
2 |
5 |
+0 |
Jun10 |
100316 |
530.50 |
530.50 |
524.50 |
530.50 |
+9.50 |
|
|
|
Total Volume and Open Interest |
2,382 |
19,861 |
|
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. |
|
|