|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Wed March 17, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100317 |
944.00 |
962.25 |
942.00 |
959.00 |
+14.00 |
55,498 |
195,141 |
-33 |
| Jul10 |
100317 |
951.75 |
970.00 |
950.00 |
966.75 |
+14.00 |
21,007 |
102,616 |
-245 |
| Aug10 |
100317 |
952.00 |
966.75 |
948.25 |
964.00 |
+13.75 |
1,277 |
5,823 |
+121 |
| Sep10 |
100317 |
937.50 |
952.00 |
933.00 |
949.75 |
+14.00 |
266 |
4,703 |
-199 |
| Nov10 |
100317 |
926.00 |
943.25 |
922.00 |
940.50 |
+14.50 |
11,892 |
115,287 |
-256 |
| Jan11 |
100317 |
936.25 |
951.50 |
931.50 |
949.50 |
+14.25 |
292 |
5,968 |
+28 |
| Mar11 |
100317 |
943.75 |
959.00 |
940.50 |
956.50 |
+13.25 |
102 |
2,977 |
-7 |
| Total Volume and Open Interest |
90,652 |
441,109 |
-455 |
| Soybean Meal(CBOT) |
| May10 |
100317 |
261.40 |
267.90 |
260.10 |
267.40 |
+5.90 |
31,207 |
97,354 |
+23 |
| Jul10 |
100317 |
261.00 |
266.90 |
259.50 |
266.40 |
+5.50 |
13,273 |
40,995 |
+2,215 |
| Aug10 |
100317 |
259.70 |
264.80 |
254.50 |
264.40 |
+5.30 |
1,325 |
13,223 |
+74 |
| Sep10 |
100317 |
256.40 |
262.50 |
254.80 |
262.10 |
+5.70 |
931 |
9,595 |
+16 |
| Oct10 |
100317 |
251.20 |
256.30 |
249.20 |
256.10 |
+5.30 |
503 |
8,238 |
-5 |
| Dec10 |
100317 |
251.20 |
259.50 |
248.40 |
255.90 |
+5.40 |
7,652 |
31,902 |
+993 |
| Jan11 |
100317 |
251.90 |
257.20 |
251.20 |
257.20 |
+5.30 |
246 |
2,851 |
+102 |
| Mar11 |
100317 |
254.70 |
260.40 |
254.10 |
260.40 |
+5.30 |
15 |
2,181 |
+5 |
| Total Volume and Open Interest |
55,182 |
209,009 |
+3,442 |
| Soybean Oil(CBOT) |
| May10 |
100317 |
39.33 |
39.85 |
39.29 |
39.83 |
+0.46 |
51,825 |
135,957 |
-1,936 |
| Jul10 |
100317 |
39.88 |
40.26 |
39.73 |
40.26 |
+0.47 |
27,961 |
78,670 |
-639 |
| Aug10 |
100317 |
40.14 |
40.44 |
40.02 |
40.44 |
+0.47 |
3,533 |
11,166 |
-721 |
| Sep10 |
100317 |
40.28 |
40.58 |
40.18 |
40.58 |
+0.47 |
961 |
7,568 |
-197 |
| Oct10 |
100317 |
40.27 |
40.69 |
40.24 |
40.69 |
+0.46 |
551 |
6,229 |
+157 |
| Dec10 |
100317 |
40.65 |
41.03 |
40.57 |
41.03 |
+0.46 |
6,056 |
40,675 |
+323 |
| Jan11 |
100317 |
40.87 |
41.26 |
40.87 |
41.26 |
+0.46 |
234 |
1,849 |
+168 |
| Mar11 |
100317 |
41.10 |
41.43 |
41.10 |
41.43 |
+0.46 |
19 |
868 |
+7 |
| Total Volume and Open Interest |
91,190 |
284,514 |
-2,795 |
| Canola(WCE) |
| Mar10 |
100312 |
378.5 |
378.5 |
378.5 |
378.5 |
-5.1 |
|
|
|
| May10 |
100317 |
377.8 |
382.4 |
377.8 |
381.2 |
+3.9 |
6,349 |
83,340 |
+201 |
| Jul10 |
100317 |
383.3 |
387.6 |
383.2 |
386.7 |
+4.1 |
1,661 |
22,078 |
+69 |
| Nov10 |
100317 |
386.2 |
389.7 |
380.7 |
388.6 |
+3.5 |
1,538 |
16,640 |
+213 |
| Jan11 |
100317 |
386.0 |
391.7 |
386.0 |
391.7 |
+3.4 |
58 |
666 |
+40 |
| Total Volume and Open Interest |
9,606 |
123,071 |
+523 |
| Corn(CBOT) |
| May10 |
100317 |
367.75 |
374.50 |
365.00 |
374.00 |
+7.25 |
74,189 |
447,554 |
-3,338 |
| Jul10 |
100317 |
378.25 |
385.75 |
376.00 |
385.25 |
+7.50 |
24,818 |
251,689 |
-1,123 |
| Sep10 |
100317 |
387.50 |
395.00 |
386.00 |
394.75 |
+7.50 |
8,988 |
69,243 |
+1,784 |
| Dec10 |
100317 |
397.00 |
404.50 |
395.00 |
404.00 |
+7.25 |
12,769 |
269,881 |
-950 |
| Mar11 |
100317 |
408.00 |
415.25 |
406.00 |
415.00 |
+6.75 |
1,473 |
30,465 |
+29 |
| May11 |
100317 |
415.75 |
422.00 |
415.50 |
422.00 |
+6.50 |
188 |
3,859 |
+47 |
| Total Volume and Open Interest |
123,228 |
1,118,103 |
-3,220 |
| Wheat(CBOT) |
| May10 |
100317 |
487.75 |
498.25 |
485.25 |
496.00 |
+9.00 |
20,569 |
170,733 |
-870 |
| Jul10 |
100317 |
501.00 |
511.00 |
498.50 |
508.75 |
+9.00 |
5,786 |
129,139 |
+191 |
| Sep10 |
100317 |
516.25 |
526.50 |
512.00 |
524.75 |
+9.00 |
936 |
34,817 |
-128 |
| Dec10 |
100317 |
543.50 |
552.75 |
541.00 |
551.00 |
+8.25 |
3,303 |
66,346 |
-127 |
| Mar11 |
100317 |
569.00 |
577.25 |
567.25 |
576.00 |
+8.00 |
695 |
8,874 |
+189 |
| Total Volume and Open Interest |
31,674 |
423,960 |
-534 |
| Wheat(KCBT) |
| May10 |
100317 |
494.75 |
505.00 |
493.50 |
502.25 |
+7.50 |
5,834 |
46,090 |
-21 |
| Jul10 |
100317 |
505.00 |
515.25 |
500.00 |
512.75 |
+7.25 |
1,988 |
38,961 |
+461 |
| Sep10 |
100317 |
519.00 |
526.75 |
517.50 |
524.00 |
+6.75 |
500 |
6,746 |
+140 |
| Dec10 |
100317 |
535.50 |
544.50 |
530.50 |
541.50 |
+6.75 |
673 |
40,764 |
-268 |
| Mar11 |
100317 |
553.00 |
561.00 |
551.00 |
558.25 |
+6.75 |
216 |
3,279 |
+153 |
| Total Volume and Open Interest |
9,418 |
138,064 |
+604 |
| Wheat(MGE) |
| Mar10 |
100312 |
502.50 |
502.50 |
502.50 |
502.50 |
+6.00 |
|
|
|
| May10 |
100317 |
513.00 |
522.00 |
512.50 |
520.25 |
+6.75 |
3,084 |
15,120 |
+15,120 |
| Jul10 |
100317 |
524.75 |
532.75 |
523.75 |
531.25 |
+6.00 |
806 |
11,226 |
+11,226 |
| Sep10 |
100317 |
536.00 |
544.00 |
535.25 |
542.75 |
+6.75 |
143 |
5,797 |
+5,797 |
| Dec10 |
100317 |
553.00 |
561.75 |
552.75 |
560.25 |
+6.25 |
352 |
6,014 |
+6,014 |
| Total Volume and Open Interest |
4,520 |
39,681 |
+0 |
| Oats(CBOT) |
| May10 |
100317 |
219.25 |
225.00 |
218.00 |
225.00 |
+7.00 |
322 |
10,892 |
+79 |
| Jul10 |
100317 |
228.50 |
234.00 |
227.75 |
233.50 |
+7.00 |
34 |
2,628 |
+28 |
| Sep10 |
100317 |
239.75 |
239.75 |
232.75 |
239.75 |
+7.00 |
0 |
866 |
+0 |
| Dec10 |
100317 |
248.00 |
253.25 |
248.00 |
253.00 |
+7.00 |
136 |
1,718 |
+46 |
| Total Volume and Open Interest |
492 |
16,104 |
+153 |
| Rough Rice(CBOT) |
| Mar10 |
100312 |
12.24 |
12.25 |
12.18 |
12.19 |
+0.01 |
5 |
3 |
-32 |
| May10 |
100317 |
12.61 |
12.69 |
12.56 |
12.62 |
+0.02 |
307 |
9,913 |
+100 |
| Jul10 |
100317 |
12.96 |
12.98 |
12.85 |
12.91 |
+0.01 |
84 |
1,523 |
+12 |
| Sep10 |
100317 |
12.74 |
12.80 |
12.73 |
12.78 |
-0.01 |
76 |
1,739 |
+52 |
| Total Volume and Open Interest |
515 |
14,708 |
+171 |
| Live Cattle(CME) |
| Apr10 |
100317 |
95.400 |
96.385 |
95.400 |
96.150 |
+0.670 |
17,643 |
78,215 |
-3,516 |
| Jun10 |
100317 |
93.600 |
94.100 |
93.535 |
93.980 |
+0.345 |
18,522 |
144,466 |
+3,211 |
| Aug10 |
100317 |
91.100 |
91.650 |
91.035 |
91.580 |
+0.430 |
8,083 |
65,148 |
+960 |
| Oct10 |
100317 |
93.250 |
93.750 |
93.230 |
93.650 |
+0.420 |
1,680 |
31,569 |
+409 |
| Dec10 |
100317 |
94.900 |
95.230 |
94.830 |
95.180 |
+0.295 |
1,258 |
13,437 |
+566 |
| Feb11 |
100317 |
95.785 |
96.250 |
95.700 |
96.230 |
+0.430 |
311 |
5,782 |
+109 |
| Total Volume and Open Interest |
47,549 |
340,858 |
+1,784 |
| Feeder Cattle(CME) |
| Mar10 |
100317 |
103.000 |
103.450 |
103.000 |
103.285 |
+0.335 |
446 |
3,744 |
-151 |
| Apr10 |
100317 |
105.785 |
106.385 |
105.650 |
106.285 |
+0.435 |
1,224 |
9,845 |
-316 |
| May10 |
100317 |
106.900 |
107.600 |
106.900 |
107.350 |
+0.350 |
1,358 |
13,902 |
+248 |
| Aug10 |
100317 |
108.650 |
108.980 |
108.600 |
108.730 |
-0.070 |
429 |
9,412 |
+149 |
| Sep10 |
100317 |
108.350 |
108.480 |
108.250 |
108.250 |
+0.050 |
29 |
1,198 |
+8 |
| Oct10 |
100317 |
107.800 |
108.100 |
107.800 |
108.100 |
+0.250 |
36 |
649 |
+16 |
| Nov10 |
100317 |
108.000 |
108.400 |
108.000 |
108.400 |
+0.400 |
2 |
190 |
+2 |
| Total Volume and Open Interest |
3,525 |
38,968 |
-45 |
| Lean Hogs(CME) |
| Apr10 |
100317 |
71.850 |
72.300 |
71.500 |
71.600 |
-0.150 |
10,555 |
40,787 |
-3,322 |
| May10 |
100317 |
77.400 |
78.785 |
77.400 |
78.500 |
+0.320 |
108 |
5,913 |
+23 |
| Jun10 |
100317 |
81.200 |
81.800 |
80.650 |
81.035 |
-0.065 |
8,651 |
72,217 |
+1,304 |
| Jul10 |
100317 |
81.350 |
82.300 |
80.850 |
81.680 |
+0.180 |
1,396 |
25,130 |
+152 |
| Aug10 |
100317 |
80.300 |
81.225 |
79.950 |
80.725 |
+0.325 |
924 |
27,102 |
+73 |
| Oct10 |
100317 |
70.885 |
71.700 |
70.700 |
71.535 |
+0.735 |
549 |
16,618 |
+113 |
| Dec10 |
100317 |
68.100 |
68.700 |
68.000 |
68.300 |
+0.350 |
127 |
7,280 |
+19 |
| Feb11 |
100317 |
69.800 |
70.500 |
69.800 |
70.250 |
+0.450 |
33 |
2,090 |
+8 |
| Total Volume and Open Interest |
22,344 |
197,647 |
-1,629 |
| Pork Bellies(CME) |
| Mar10 |
100317 |
93.000 |
93.000 |
91.000 |
91.000 |
unch |
0 |
13 |
+0 |
| May10 |
100317 |
91.500 |
93.500 |
91.500 |
92.250 |
+1.200 |
13 |
200 |
-1 |
| Jul10 |
100317 |
95.000 |
95.900 |
95.000 |
95.900 |
+0.900 |
0 |
63 |
+0 |
| Aug10 |
100317 |
88.000 |
91.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100317 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
13 |
300 |
-1 |
| Class III Milk(CME) |
| Mar10 |
100317 |
12.82 |
12.85 |
12.80 |
12.81 |
-0.03 |
49 |
3,945 |
+10 |
| Apr10 |
100317 |
12.59 |
12.64 |
12.38 |
12.44 |
-0.19 |
265 |
4,641 |
-51 |
| May10 |
100317 |
13.10 |
13.11 |
12.90 |
12.92 |
-0.19 |
195 |
4,231 |
+125 |
| Jun10 |
100317 |
13.79 |
13.83 |
13.65 |
13.65 |
-0.17 |
171 |
3,207 |
+48 |
| Jul10 |
100317 |
14.13 |
14.16 |
13.97 |
13.97 |
-0.19 |
48 |
2,527 |
+4 |
| Total Volume and Open Interest |
889 |
29,579 |
+227 |
| Cocoa(ICE) |
| Mar10 |
100316 |
2835 |
2835 |
2835 |
2835 |
-18 |
5 |
1 |
-3 |
| May10 |
100317 |
2858 |
2941 |
2855 |
2905 |
+57 |
6,008 |
57,195 |
-1,279 |
| Jul10 |
100317 |
2877 |
2965 |
2877 |
2930 |
+55 |
1,584 |
29,337 |
+337 |
| Sep10 |
100317 |
2910 |
2986 |
2909 |
2952 |
+54 |
717 |
13,161 |
+186 |
| Dec10 |
100317 |
2965 |
3015 |
2955 |
2981 |
+54 |
315 |
8,169 |
+58 |
| Mar11 |
100317 |
2975 |
3021 |
2973 |
2996 |
+52 |
221 |
12,006 |
-13 |
| May11 |
100317 |
2983 |
3002 |
2983 |
3001 |
+53 |
43 |
5,072 |
+26 |
| Total Volume and Open Interest |
8,950 |
128,694 |
-668 |
| Coffee "C"(ICE) |
| Mar10 |
100317 |
130.50 |
131.20 |
130.50 |
131.20 |
+0.85 |
0 |
28 |
-3 |
| May10 |
100317 |
133.00 |
133.85 |
132.50 |
133.60 |
+0.85 |
9,716 |
73,737 |
-461 |
| Jul10 |
100317 |
134.50 |
135.40 |
134.35 |
135.30 |
+0.90 |
1,806 |
21,253 |
+102 |
| Sep10 |
100317 |
136.00 |
137.00 |
136.00 |
136.95 |
+0.95 |
714 |
11,529 |
+312 |
| Dec10 |
100317 |
138.30 |
139.05 |
138.00 |
139.05 |
+1.05 |
124 |
8,342 |
-18 |
| Mar11 |
100317 |
140.25 |
140.90 |
140.25 |
140.80 |
+1.15 |
160 |
5,308 |
+28 |
| Total Volume and Open Interest |
12,794 |
121,850 |
-9 |
| Orange Juice(ICE) |
| May10 |
100317 |
150.25 |
150.25 |
147.30 |
148.50 |
-1.90 |
1,360 |
26,846 |
+18 |
| Jul10 |
100317 |
152.25 |
152.30 |
149.65 |
150.90 |
-1.80 |
611 |
6,988 |
+328 |
| Sep10 |
100317 |
153.50 |
153.50 |
151.45 |
151.95 |
-1.65 |
79 |
1,679 |
+3 |
| Nov10 |
100317 |
152.20 |
152.20 |
151.90 |
152.15 |
-1.75 |
50 |
713 |
-10 |
| Jan11 |
100317 |
153.85 |
153.85 |
153.80 |
153.80 |
-1.80 |
0 |
670 |
+0 |
| Mar11 |
100317 |
156.35 |
156.35 |
156.30 |
156.30 |
-2.05 |
42 |
71 |
-18 |
| Total Volume and Open Interest |
2,142 |
37,178 |
+321 |
| Sugar #11(ICE) |
| May10 |
100317 |
18.30 |
18.47 |
17.66 |
18.33 |
+0.09 |
33,806 |
275,139 |
-4,210 |
| Jul10 |
100317 |
17.85 |
17.97 |
17.16 |
17.87 |
+0.18 |
17,452 |
183,129 |
+2,732 |
| Oct10 |
100317 |
17.55 |
17.60 |
16.90 |
17.50 |
+0.12 |
6,069 |
166,355 |
+9,407 |
| Mar11 |
100317 |
17.27 |
17.50 |
16.99 |
17.43 |
+0.16 |
1,653 |
59,454 |
+41 |
| May11 |
100317 |
16.71 |
16.84 |
16.41 |
16.77 |
+0.18 |
468 |
18,345 |
+133 |
| Total Volume and Open Interest |
60,627 |
769,197 |
+8,202 |
| London Cocoa(LCE) |
| Jul10 |
100317 |
2194 |
2202 |
2176 |
2200 |
+17 |
1,212 |
36,747 |
+294 |
| Sep10 |
100317 |
2149 |
2150 |
2134 |
2147 |
+6 |
428 |
21,160 |
-211 |
| Dec10 |
100317 |
2123 |
2128 |
2113 |
2124 |
+6 |
166 |
14,904 |
+45 |
| Mar11 |
100317 |
2108 |
2108 |
2090 |
2097 |
+2 |
181 |
15,039 |
+80 |
| May11 |
100317 |
2092 |
2095 |
2092 |
2095 |
+1 |
1 |
3,026 |
+1 |
| Jul11 |
100317 |
2096 |
2096 |
2096 |
2096 |
+1 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
32,605 |
155,343 |
+10 |
| London Sugar(LCE) |
| May10 |
100317 |
521.50 |
526.00 |
509.60 |
521.50 |
+0.10 |
2,261 |
28,550 |
-92 |
| Aug10 |
100317 |
503.90 |
505.00 |
492.70 |
502.50 |
+0.10 |
1,619 |
20,366 |
+257 |
| Oct10 |
100317 |
486.00 |
487.40 |
475.00 |
482.60 |
-0.90 |
205 |
9,782 |
-7 |
| Dec10 |
100317 |
473.00 |
476.80 |
467.00 |
476.10 |
+2.10 |
191 |
2,276 |
+167 |
| Mar11 |
100317 |
469.30 |
475.10 |
469.30 |
472.30 |
+2.50 |
4 |
1,071 |
+4 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100317 |
81.84 |
81.90 |
80.86 |
81.17 |
-0.67 |
6,702 |
101,031 |
-1,302 |
| Jul10 |
100317 |
82.42 |
82.44 |
81.68 |
81.99 |
-0.40 |
2,216 |
42,898 |
+16 |
| Oct10 |
100317 |
76.79 |
76.99 |
76.04 |
76.04 |
-0.29 |
4 |
165 |
+3 |
| Dec10 |
100317 |
75.00 |
75.30 |
74.33 |
74.55 |
-0.52 |
686 |
34,076 |
+230 |
| Mar11 |
100317 |
75.55 |
75.55 |
75.55 |
75.55 |
-0.63 |
32 |
3,516 |
+0 |
| May11 |
100317 |
75.97 |
75.97 |
75.97 |
75.97 |
-0.79 |
32 |
54 |
+3 |
| Total Volume and Open Interest |
9,779 |
184,127 |
-980 |
| Lumber(CME) |
| May10 |
100317 |
274.0 |
279.9 |
271.0 |
275.6 |
+3.2 |
373 |
5,889 |
+19 |
| Jul10 |
100317 |
285.0 |
290.4 |
283.1 |
289.0 |
+3.4 |
144 |
2,420 |
+0 |
| Sep10 |
100317 |
281.8 |
287.5 |
281.8 |
283.0 |
-1.8 |
15 |
708 |
+5 |
| Nov10 |
100317 |
268.0 |
270.5 |
264.0 |
270.5 |
+6.1 |
0 |
174 |
+0 |
| Total Volume and Open Interest |
532 |
9,191 |
-215 |
| Crude Oil(NYM) |
| Apr10 |
100317 |
82.05 |
83.09 |
81.72 |
82.93 |
+1.23 |
283,135 |
112,260 |
-41,254 |
| May10 |
100317 |
82.27 |
83.36 |
81.98 |
83.21 |
+1.24 |
141,848 |
307,786 |
+1,734 |
| Jun10 |
100317 |
82.59 |
83.70 |
82.30 |
83.56 |
+1.25 |
50,649 |
165,496 |
-6,933 |
| Jul10 |
100317 |
82.87 |
84.00 |
82.78 |
83.89 |
+1.24 |
18,381 |
82,994 |
+386 |
| Aug10 |
100317 |
83.43 |
84.16 |
83.11 |
84.15 |
+1.22 |
5,611 |
25,070 |
-1,212 |
| Sep10 |
100317 |
83.75 |
84.36 |
83.32 |
84.36 |
+1.20 |
5,321 |
39,928 |
-499 |
| Oct10 |
100317 |
83.68 |
84.60 |
83.65 |
84.52 |
+1.17 |
1,975 |
20,417 |
-354 |
| Nov10 |
100317 |
84.40 |
84.68 |
83.49 |
84.68 |
+1.14 |
1,963 |
23,779 |
-630 |
| Dec10 |
100317 |
84.00 |
84.95 |
83.69 |
84.86 |
+1.11 |
24,198 |
206,464 |
-1,465 |
| Jan11 |
100317 |
84.28 |
84.94 |
84.27 |
84.94 |
+1.10 |
1,438 |
29,073 |
+48 |
| Feb11 |
100317 |
84.51 |
85.03 |
84.51 |
85.03 |
+1.09 |
1,316 |
17,895 |
+313 |
| Mar11 |
100317 |
84.71 |
85.12 |
83.96 |
85.12 |
+1.07 |
548 |
13,653 |
-9 |
| Apr11 |
100317 |
84.90 |
85.21 |
84.65 |
85.21 |
+1.07 |
158 |
12,549 |
-145 |
| May11 |
100317 |
85.28 |
85.28 |
85.28 |
85.28 |
+1.07 |
65 |
4,330 |
-100 |
| Jun11 |
100317 |
84.70 |
85.34 |
84.70 |
85.34 |
+1.07 |
750 |
29,484 |
-66 |
| Jul11 |
100317 |
85.39 |
85.39 |
85.39 |
85.39 |
+1.07 |
101 |
4,047 |
-15 |
| Total Volume and Open Interest |
545,604 |
1,345,396 |
-49,824 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100219 |
78.325 |
79.925 |
77.775 |
79.800 |
+0.750 |
9,128 |
2,521 |
-652 |
| Apr10 |
100317 |
82.000 |
83.075 |
81.725 |
82.925 |
+1.225 |
8,391 |
3,917 |
-861 |
| May10 |
100317 |
82.250 |
83.350 |
82.000 |
83.200 |
+1.225 |
1,572 |
2,406 |
+252 |
| Jun10 |
100317 |
82.150 |
83.625 |
81.975 |
83.550 |
+1.250 |
80 |
500 |
+23 |
| Jul10 |
100317 |
83.025 |
83.900 |
83.000 |
83.900 |
+1.250 |
3 |
121 |
+0 |
| Aug10 |
100317 |
83.175 |
84.150 |
83.175 |
84.150 |
+1.225 |
5 |
5 |
+2 |
| Sep10 |
100317 |
84.125 |
84.350 |
84.125 |
84.350 |
+1.200 |
1 |
8 |
+1 |
| Oct10 |
100317 |
84.525 |
84.525 |
84.525 |
84.525 |
+1.175 |
0 |
10 |
+0 |
| Nov10 |
100317 |
84.675 |
84.675 |
84.675 |
84.675 |
+1.125 |
4 |
3 |
+2 |
| Dec10 |
100317 |
84.050 |
84.850 |
84.050 |
84.850 |
+1.100 |
1 |
55 |
+0 |
| Total Volume and Open Interest |
10,057 |
7,071 |
-581 |
| Heating Oil(NYM) |
| Apr10 |
100317 |
212.02 |
214.40 |
211.26 |
213.95 |
+2.52 |
38,758 |
59,272 |
-4,273 |
| May10 |
100317 |
213.70 |
215.60 |
212.38 |
215.13 |
+2.60 |
11,842 |
71,376 |
+1,021 |
| Jun10 |
100317 |
214.50 |
216.74 |
213.57 |
216.33 |
+2.76 |
9,570 |
51,688 |
+876 |
| Jul10 |
100317 |
217.31 |
218.13 |
215.25 |
217.90 |
+2.83 |
4,227 |
23,276 |
+1,281 |
| Aug10 |
100317 |
218.81 |
219.50 |
217.40 |
219.50 |
+2.85 |
1,936 |
13,560 |
-104 |
| Sep10 |
100317 |
220.13 |
221.19 |
218.50 |
221.19 |
+2.90 |
2,965 |
12,673 |
+14 |
| Oct10 |
100317 |
222.23 |
223.16 |
220.73 |
222.99 |
+2.85 |
1,049 |
9,768 |
+39 |
| Nov10 |
100317 |
223.79 |
224.90 |
223.00 |
224.90 |
+2.85 |
1,023 |
10,133 |
+450 |
| Dec10 |
100317 |
223.87 |
227.13 |
223.87 |
226.97 |
+2.87 |
4,509 |
30,857 |
-126 |
| Jan11 |
100317 |
228.11 |
229.20 |
227.02 |
228.84 |
+2.84 |
645 |
12,972 |
+20 |
| Feb11 |
100317 |
227.62 |
229.66 |
227.44 |
229.66 |
+2.81 |
261 |
4,320 |
-75 |
| Mar11 |
100317 |
227.44 |
229.46 |
227.44 |
229.46 |
+2.81 |
388 |
6,008 |
+268 |
| Total Volume and Open Interest |
77,339 |
322,542 |
-614 |
| Gasoline(NYMEX) |
| Apr10 |
100317 |
228.30 |
231.48 |
228.05 |
230.97 |
+3.47 |
35,965 |
60,889 |
-5,041 |
| May10 |
100317 |
228.31 |
231.35 |
227.81 |
230.93 |
+3.55 |
19,382 |
89,747 |
+3,464 |
| Jun10 |
100317 |
227.50 |
230.25 |
227.32 |
229.92 |
+3.44 |
10,178 |
49,021 |
+1,339 |
| Jul10 |
100317 |
226.50 |
229.00 |
226.50 |
228.77 |
+3.38 |
2,224 |
24,590 |
+533 |
| Aug10 |
100317 |
226.87 |
227.61 |
225.00 |
227.55 |
+3.31 |
1,004 |
12,796 |
-135 |
| Sep10 |
100317 |
224.98 |
226.21 |
223.52 |
226.21 |
+3.31 |
1,255 |
19,817 |
+227 |
| Oct10 |
100317 |
214.23 |
215.06 |
212.71 |
215.06 |
+3.19 |
324 |
9,525 |
+150 |
| Nov10 |
100317 |
211.75 |
213.39 |
211.75 |
213.39 |
+3.04 |
127 |
12,461 |
+50 |
| Dec10 |
100317 |
212.00 |
212.86 |
210.43 |
212.84 |
+2.99 |
522 |
11,624 |
-92 |
| Jan11 |
100317 |
214.24 |
214.24 |
214.24 |
214.24 |
+2.95 |
64 |
4,064 |
-10 |
| Total Volume and Open Interest |
71,182 |
302,640 |
+562 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100317 |
230.00 |
231.00 |
229.50 |
231.00 |
+3.50 |
9 |
13 |
-3 |
| May10 |
100317 |
230.90 |
230.93 |
230.90 |
230.90 |
+3.50 |
9 |
9 |
+9 |
| Jun10 |
100317 |
229.90 |
229.92 |
229.90 |
229.90 |
+3.40 |
|
|
|
| Jul10 |
100317 |
228.80 |
228.80 |
228.77 |
228.80 |
+3.40 |
|
|
|
| Total Volume and Open Interest |
18 |
24 |
+6 |
| Natural Gas(NYM) |
| Apr10 |
100317 |
4.334 |
4.368 |
4.280 |
4.303 |
-0.044 |
101,163 |
140,892 |
-18,418 |
| May10 |
100317 |
4.415 |
4.440 |
4.352 |
4.371 |
-0.047 |
60,385 |
199,102 |
+8,300 |
| Jun10 |
100317 |
4.497 |
4.511 |
4.425 |
4.443 |
-0.050 |
11,436 |
50,760 |
+2,367 |
| Jul10 |
100317 |
4.587 |
4.588 |
4.515 |
4.533 |
-0.054 |
7,260 |
58,825 |
+1,030 |
| Aug10 |
100317 |
4.641 |
4.643 |
4.590 |
4.603 |
-0.052 |
3,424 |
29,752 |
-614 |
| Sep10 |
100317 |
4.660 |
4.667 |
4.624 |
4.640 |
-0.053 |
2,875 |
33,956 |
+292 |
| Oct10 |
100317 |
4.811 |
4.811 |
4.729 |
4.747 |
-0.051 |
6,151 |
58,526 |
+630 |
| Nov10 |
100317 |
5.117 |
5.117 |
5.072 |
5.086 |
-0.047 |
1,308 |
14,953 |
-254 |
| Dec10 |
100317 |
5.521 |
5.530 |
5.440 |
5.465 |
-0.046 |
1,623 |
25,117 |
+70 |
| Jan11 |
100317 |
5.700 |
5.700 |
5.654 |
5.677 |
-0.045 |
4,019 |
40,163 |
+178 |
| Feb11 |
100317 |
5.656 |
5.656 |
5.628 |
5.641 |
-0.046 |
962 |
15,500 |
-69 |
| Mar11 |
100317 |
5.531 |
5.532 |
5.500 |
5.520 |
-0.044 |
1,504 |
34,898 |
+77 |
| Apr11 |
100317 |
5.261 |
5.261 |
5.230 |
5.240 |
-0.044 |
1,356 |
27,433 |
+411 |
| May11 |
100317 |
5.250 |
5.250 |
5.235 |
5.238 |
-0.041 |
292 |
14,781 |
-15 |
| Jun11 |
100317 |
5.281 |
5.287 |
5.280 |
5.284 |
-0.038 |
46 |
6,078 |
+8 |
| Jul11 |
100317 |
5.348 |
5.355 |
5.348 |
5.351 |
-0.036 |
148 |
4,534 |
-13 |
| Total Volume and Open Interest |
204,677 |
864,420 |
-6,353 |
| Brent Crude Oil(ICE) |
| May10 |
100317 |
80.92 |
82.08 |
80.53 |
81.96 |
+1.43 |
163,453 |
239,239 |
-9,721 |
| Jun10 |
100317 |
81.25 |
82.34 |
80.86 |
82.22 |
+1.35 |
61,468 |
209,254 |
+7,945 |
| Jul10 |
100317 |
81.36 |
82.56 |
81.36 |
82.51 |
+1.29 |
21,770 |
63,461 |
+4,036 |
| Aug10 |
100317 |
81.84 |
82.79 |
81.77 |
82.79 |
+1.25 |
12,658 |
36,835 |
+1,515 |
| Sep10 |
100317 |
82.11 |
83.03 |
82.08 |
83.03 |
+1.22 |
11,596 |
20,950 |
+2,016 |
| Oct10 |
100317 |
82.32 |
83.26 |
82.28 |
83.26 |
+1.21 |
6,694 |
20,186 |
-614 |
| Nov10 |
100317 |
82.49 |
83.44 |
82.45 |
83.44 |
+1.19 |
4,897 |
14,790 |
-1,322 |
| Dec10 |
100317 |
82.44 |
83.65 |
82.44 |
83.62 |
+1.18 |
17,372 |
94,637 |
-773 |
| Jan11 |
100317 |
83.22 |
83.79 |
82.86 |
83.79 |
+1.17 |
3,684 |
13,135 |
+294 |
| Feb11 |
100317 |
83.96 |
83.96 |
83.96 |
83.96 |
+1.16 |
2,425 |
7,156 |
+527 |
| Mar11 |
100317 |
84.14 |
84.14 |
84.14 |
84.14 |
+1.14 |
825 |
7,244 |
-212 |
| Apr11 |
100317 |
84.32 |
84.32 |
84.32 |
84.32 |
+1.12 |
229 |
4,190 |
+126 |
| May11 |
100317 |
84.46 |
84.46 |
84.46 |
84.46 |
+1.09 |
181 |
3,066 |
+23 |
| Jun11 |
100317 |
84.06 |
84.59 |
84.06 |
84.59 |
+1.05 |
174 |
16,366 |
+27 |
| Total Volume and Open Interest |
379,690 |
862,455 |
-18,649 |
| Gas Oil(ICE) |
| Apr10 |
100317 |
675.25 |
681.50 |
671.50 |
675.75 |
+3.50 |
74,259 |
123,981 |
-442 |
| May10 |
100317 |
674.50 |
680.75 |
670.75 |
675.25 |
+4.75 |
71,824 |
104,505 |
-617 |
| Jun10 |
100317 |
670.25 |
681.50 |
670.25 |
676.25 |
+6.00 |
45,755 |
70,345 |
+764 |
| Jul10 |
100317 |
672.75 |
683.25 |
672.75 |
679.50 |
+6.75 |
12,144 |
31,113 |
-458 |
| Aug10 |
100317 |
676.50 |
687.25 |
676.50 |
683.25 |
+6.75 |
7,725 |
25,486 |
+1,022 |
| Sep10 |
100317 |
680.25 |
691.00 |
680.25 |
687.00 |
+6.75 |
6,054 |
28,736 |
+823 |
| Oct10 |
100317 |
686.25 |
691.75 |
686.25 |
690.25 |
+6.75 |
3,114 |
18,453 |
+28 |
| Nov10 |
100317 |
688.75 |
697.00 |
688.75 |
693.00 |
+6.75 |
2,174 |
15,001 |
-307 |
| Dec10 |
100317 |
688.75 |
699.50 |
688.75 |
695.75 |
+7.00 |
8,925 |
76,929 |
-84 |
| Jan11 |
100317 |
699.50 |
699.50 |
699.50 |
699.50 |
+7.00 |
1,186 |
19,883 |
+374 |
| Total Volume and Open Interest |
235,542 |
580,077 |
+860 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100317 |
1.550 |
1.595 |
1.549 |
1.590 |
+0.046 |
173 |
778 |
-94 |
| May10 |
100317 |
1.568 |
1.623 |
1.568 |
1.621 |
+0.060 |
247 |
1,007 |
-58 |
| Jun10 |
100317 |
1.599 |
1.650 |
1.599 |
1.647 |
+0.061 |
159 |
754 |
+45 |
| Jul10 |
100317 |
1.626 |
1.660 |
1.626 |
1.660 |
+0.050 |
194 |
1,352 |
+19 |
| Aug10 |
100317 |
1.640 |
1.665 |
1.640 |
1.656 |
+0.049 |
29 |
582 |
+23 |
| Sep10 |
100317 |
1.654 |
1.673 |
1.650 |
1.667 |
+0.056 |
25 |
608 |
+21 |
| Oct10 |
100317 |
1.661 |
1.675 |
1.660 |
1.675 |
+0.044 |
30 |
652 |
+30 |
| Total Volume and Open Interest |
1,014 |
8,186 |
+64 |
| US Dollar Index(ICE) |
| Jun10 |
100317 |
79.925 |
80.075 |
79.730 |
79.850 |
-0.145 |
22,807 |
45,285 |
-3,284 |
| Sep10 |
100317 |
80.130 |
80.130 |
80.130 |
80.130 |
-0.175 |
0 |
2,333 |
+0 |
| Dec10 |
100317 |
80.180 |
80.180 |
80.180 |
80.180 |
-0.125 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22,807 |
47,619 |
-18,979 |
| Australian Dollar(CME) |
| Jun10 |
100317 |
91.12 |
91.64 |
90.86 |
91.45 |
+0.62 |
66,156 |
125,067 |
-684 |
| Sep10 |
100317 |
90.08 |
90.65 |
89.88 |
90.50 |
+0.62 |
172 |
172 |
+93 |
| Dec10 |
100317 |
89.51 |
89.51 |
88.89 |
89.51 |
+0.62 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
66,328 |
125,250 |
-37,168 |
| British Pound(CME) |
| Jun10 |
100317 |
152.40 |
153.75 |
152.00 |
153.21 |
+0.97 |
102,277 |
125,477 |
+9,558 |
| Sep10 |
100317 |
152.13 |
153.62 |
151.97 |
153.13 |
+0.95 |
486 |
346 |
+241 |
| Dec10 |
100317 |
153.07 |
153.34 |
152.12 |
153.07 |
+0.95 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
102,763 |
125,848 |
-46,471 |
| Canadian Dollar(CME) |
| Jun10 |
100317 |
98.60 |
99.30 |
98.54 |
99.12 |
+0.57 |
60,027 |
131,173 |
+1,556 |
| Sep10 |
100317 |
98.52 |
99.25 |
98.50 |
99.07 |
+0.57 |
244 |
1,156 |
+22 |
| Dec10 |
100317 |
98.60 |
99.11 |
98.46 |
98.96 |
+0.57 |
7 |
858 |
+3 |
| Mar11 |
100317 |
98.81 |
98.82 |
98.24 |
98.81 |
+0.57 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
65,924 |
179,497 |
+503 |
| Japanese Yen(CME) |
| Jun10 |
100317 |
110.85 |
111.14 |
110.28 |
110.94 |
+0.09 |
71,154 |
90,196 |
-2,055 |
| Sep10 |
100317 |
110.83 |
111.21 |
110.39 |
111.04 |
+0.10 |
79 |
233 |
+20 |
| Dec10 |
100317 |
111.15 |
111.15 |
110.67 |
111.09 |
+0.06 |
0 |
29 |
+0 |
| Total Volume and Open Interest |
71,233 |
90,458 |
-52,042 |
| Swiss Franc(CME) |
| Jun10 |
100317 |
94.85 |
95.25 |
94.72 |
95.05 |
+0.22 |
40,291 |
30,558 |
+170 |
| Sep10 |
100317 |
95.13 |
95.30 |
94.91 |
95.13 |
+0.22 |
20 |
20 |
+10 |
| Dec10 |
100317 |
95.21 |
95.21 |
94.99 |
95.21 |
+0.22 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
40,311 |
30,583 |
-19,149 |
| EuroFX(CME) |
| Jun10 |
100317 |
137.71 |
138.19 |
137.27 |
137.54 |
-0.03 |
225,669 |
161,625 |
+3,209 |
| Sep10 |
100317 |
137.72 |
138.14 |
137.26 |
137.51 |
-0.04 |
148 |
1,430 |
+18 |
| Dec10 |
100317 |
137.65 |
137.65 |
137.47 |
137.47 |
-0.05 |
0 |
78 |
+0 |
| Total Volume and Open Interest |
225,817 |
163,138 |
-85,023 |
| Mexican Peso(CME) |
| Apr10 |
100317 |
801.8 |
801.8 |
796.5 |
801.8 |
+5.2 |
0 |
8 |
+0 |
| May10 |
100317 |
798.8 |
798.8 |
793.5 |
798.8 |
+5.2 |
|
|
|
| Total Volume and Open Interest |
7,673 |
124,394 |
-56,424 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100317 |
119~070 |
119~200 |
119~020 |
119~180 |
+0~120 |
5,743 |
11,968 |
+11,968 |
| Jun10 |
100317 |
117~220 |
118~050 |
117~160 |
117~290 |
+0~080 |
194,511 |
615,762 |
-9,759 |
| Sep10 |
100317 |
116~090 |
116~210 |
116~090 |
116~210 |
+0~080 |
15 |
101 |
+11 |
| Total Volume and Open Interest |
200,269 |
627,831 |
-11,215 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100317 |
118~240 |
118~270 |
118~215 |
118~245 |
unch |
4,240 |
27,268 |
-2,437 |
| Jun10 |
100317 |
117~115 |
117~160 |
117~065 |
117~115 |
unch |
602,570 |
1,339,781 |
-9,468 |
| Sep10 |
100317 |
116~020 |
116~020 |
115~285 |
115~285 |
unch |
294 |
1,048 |
-223 |
| Total Volume and Open Interest |
607,104 |
1,368,098 |
-12,128 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100317 |
116~083 |
116~092 |
116~076 |
116~078 |
-0~014 |
2,797 |
24,205 |
-1,852 |
| Jun10 |
100317 |
115~075 |
115~081 |
115~056 |
115~065 |
-0~014 |
296,470 |
890,302 |
-7,120 |
| Sep10 |
100317 |
114~052 |
114~066 |
114~052 |
114~052 |
-0~014 |
|
|
|
| Total Volume and Open Interest |
299,267 |
914,507 |
-8,972 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100317 |
109~008 |
109~010 |
109~001 |
109~005 |
-0~005 |
5,638 |
19,992 |
-2,527 |
| Jun10 |
100317 |
108~073 |
108~076 |
108~067 |
108~072 |
-0~002 |
177,894 |
859,443 |
-301 |
| Sep10 |
100317 |
108~000 |
108~002 |
108~000 |
108~000 |
-0~002 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
183,532 |
879,436 |
-2,828 |
| Eurodollars(CME) |
| Jun10 |
100317 |
99.645 |
99.650 |
99.625 |
99.635 |
unch |
189,402 |
1,152,167 |
+2,464 |
| Sep10 |
100317 |
99.490 |
99.500 |
99.470 |
99.490 |
+0.010 |
174,372 |
952,236 |
+11,880 |
| Dec10 |
100317 |
99.205 |
99.225 |
99.195 |
99.215 |
+0.005 |
260,108 |
1,095,058 |
+8,486 |
| Mar11 |
100317 |
98.865 |
98.880 |
98.845 |
98.870 |
+0.005 |
255,440 |
684,564 |
+42,959 |
| Jun11 |
100317 |
98.485 |
98.505 |
98.465 |
98.490 |
unch |
234,417 |
822,606 |
+4,102 |
| Sep11 |
100317 |
98.115 |
98.140 |
98.100 |
98.120 |
unch |
140,156 |
622,321 |
-783 |
| Dec11 |
100317 |
97.770 |
97.795 |
97.755 |
97.770 |
unch |
136,758 |
405,836 |
-809 |
| Mar12 |
100317 |
97.480 |
97.495 |
97.455 |
97.470 |
unch |
112,210 |
300,170 |
+9,227 |
| Jun12 |
100317 |
97.180 |
97.205 |
97.165 |
97.185 |
unch |
44,981 |
220,743 |
-8,711 |
| Sep12 |
100317 |
96.920 |
96.945 |
96.905 |
96.925 |
unch |
33,711 |
141,060 |
-3,371 |
| Dec12 |
100317 |
96.675 |
96.690 |
96.655 |
96.670 |
unch |
32,798 |
129,069 |
-2,653 |
| Mar13 |
100317 |
96.470 |
96.485 |
96.445 |
96.465 |
unch |
25,557 |
87,383 |
+2,641 |
| Jun13 |
100317 |
96.275 |
96.285 |
96.250 |
96.270 |
+0.005 |
9,017 |
70,306 |
+452 |
| Sep13 |
100317 |
96.095 |
96.105 |
96.070 |
96.090 |
+0.005 |
7,594 |
61,572 |
-667 |
| Dec13 |
100317 |
95.905 |
95.925 |
95.885 |
95.910 |
+0.010 |
5,376 |
38,812 |
-301 |
| Mar14 |
100317 |
95.755 |
95.780 |
95.740 |
95.765 |
+0.010 |
6,213 |
39,627 |
-42 |
| Jun14 |
100317 |
95.610 |
95.635 |
95.590 |
95.620 |
+0.015 |
3,950 |
33,702 |
+147 |
| Sep14 |
100317 |
95.485 |
95.505 |
95.465 |
95.490 |
+0.015 |
3,292 |
18,591 |
-155 |
| Total Volume and Open Interest |
1,733,180 |
7,078,949 |
-946,524 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100317 |
99.827 |
99.830 |
99.825 |
99.827 |
unch |
15,066 |
72,607 |
+2,076 |
| Apr10 |
100317 |
99.810 |
99.815 |
99.805 |
99.810 |
unch |
22,167 |
83,138 |
-2,905 |
| May10 |
100317 |
99.800 |
99.805 |
99.795 |
99.795 |
unch |
23,147 |
77,317 |
+1,088 |
| Jun10 |
100317 |
99.785 |
99.790 |
99.780 |
99.785 |
+0.005 |
14,878 |
88,528 |
+4,610 |
| Jul10 |
100317 |
99.765 |
99.770 |
99.760 |
99.765 |
+0.005 |
11,135 |
77,208 |
+2,170 |
| Aug10 |
100317 |
99.740 |
99.740 |
99.725 |
99.735 |
+0.005 |
9,459 |
58,890 |
-495 |
| Total Volume and Open Interest |
119,794 |
658,141 |
+10,294 |
| 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 |
100317 |
99.610 |
99.615 |
99.610 |
99.610 |
-0.010 |
50 |
600 |
-50 |
| Sep10 |
100317 |
99.625 |
99.630 |
99.625 |
99.625 |
-0.010 |
0 |
2,230 |
+0 |
| Dec10 |
100317 |
99.630 |
99.630 |
99.630 |
99.630 |
-0.010 |
0 |
242 |
+0 |
| Mar11 |
100317 |
99.615 |
99.615 |
99.615 |
99.615 |
-0.015 |
0 |
4 |
+0 |
| Jun11 |
100317 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.010 |
|
|
|
| Sep11 |
100317 |
99.590 |
99.590 |
99.590 |
99.590 |
-0.010 |
|
|
|
| Dec11 |
100317 |
99.520 |
99.520 |
99.520 |
99.520 |
-0.010 |
|
|
|
| Mar12 |
100317 |
99.485 |
99.485 |
99.485 |
99.485 |
-0.010 |
|
|
|
| Jun12 |
100317 |
99.515 |
99.515 |
99.515 |
99.515 |
-0.030 |
|
|
|
| Sep12 |
100317 |
99.575 |
99.575 |
99.575 |
99.575 |
-0.030 |
|
|
|
| Total Volume and Open Interest |
50 |
3,076 |
-2,678 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100317 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.03 |
1,050 |
4,193 |
+697 |
| Sep10 |
100317 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.03 |
0 |
3,992 |
-16 |
| Dec10 |
100317 |
99.64 |
99.64 |
99.61 |
99.61 |
-0.03 |
0 |
1,357 |
-23 |
| Mar11 |
100317 |
99.60 |
99.60 |
99.60 |
99.60 |
-0.03 |
0 |
1,316 |
+115 |
| Jun11 |
100317 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.03 |
0 |
56 |
+0 |
| Sep11 |
100317 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.03 |
0 |
51 |
+0 |
| Dec11 |
100317 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.03 |
0 |
102 |
+0 |
| Mar12 |
100317 |
99.46 |
99.46 |
99.46 |
99.46 |
-0.03 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
1,050 |
12,438 |
+773 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100317 |
138.99 |
139.05 |
138.71 |
138.71 |
-0.20 |
1,681 |
18,783 |
-521 |
| Sep10 |
100317 |
138.71 |
138.71 |
138.71 |
138.71 |
-0.20 |
|
|
|
| Dec10 |
100317 |
136.62 |
136.62 |
136.62 |
136.62 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
1,681 |
18,580 |
-203 |
| Euro-Bund(EUREX) |
| Jun10 |
100317 |
123.04 |
123.36 |
122.94 |
123.16 |
+0.30 |
469,159 |
939,179 |
-2,248 |
| Sep10 |
100317 |
122.16 |
122.60 |
122.14 |
122.53 |
+0.41 |
4 |
20 |
+0 |
| Dec10 |
100317 |
122.16 |
122.16 |
122.16 |
122.16 |
+0.30 |
|
|
|
| Total Volume and Open Interest |
469,163 |
939,199 |
-2,248 |
| Euro-Bobl(EUREX) |
| Jun10 |
100317 |
116.90 |
117.10 |
116.82 |
116.94 |
unch |
286,711 |
800,239 |
-20,007 |
| Sep10 |
100317 |
116.60 |
116.69 |
116.54 |
116.62 |
+0.27 |
0 |
9 |
+0 |
| Dec10 |
100317 |
116.34 |
116.34 |
116.34 |
116.34 |
+0.22 |
|
|
|
| Total Volume and Open Interest |
286,711 |
800,248 |
-20,007 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100317 |
99.275 |
99.285 |
99.275 |
99.280 |
+0.020 |
831 |
7,159 |
+153 |
| Sep10 |
100317 |
99.065 |
99.075 |
99.065 |
99.075 |
+0.035 |
22 |
2,357 |
+0 |
| Total Volume and Open Interest |
1,285 |
13,769 |
-8,068 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100317 |
114~23 |
114~30 |
114~16 |
114~24 |
+0~05 |
52,320 |
264,174 |
+3,126 |
| Total Volume and Open Interest |
52,671 |
277,204 |
+3,058 |
| 3-Mth Short Sterling(LIFFE) |
| Mar10 |
100317 |
99.36 |
99.36 |
99.35 |
99.35 |
+0.00 |
13,589 |
310,619 |
-4,172 |
| Jun10 |
100317 |
99.29 |
99.30 |
99.27 |
99.29 |
+0.01 |
56,764 |
382,507 |
+718 |
| Sep10 |
100317 |
99.12 |
99.15 |
99.09 |
99.13 |
+0.03 |
53,017 |
387,615 |
+8,334 |
| Dec10 |
100317 |
98.83 |
98.88 |
98.80 |
98.86 |
+0.04 |
63,993 |
420,261 |
+1,552 |
| Mar11 |
100317 |
98.50 |
98.55 |
98.46 |
98.53 |
+0.04 |
60,367 |
322,129 |
+4,427 |
| Jun11 |
100317 |
98.13 |
98.18 |
98.08 |
98.15 |
+0.03 |
50,596 |
240,807 |
+6,653 |
| Total Volume and Open Interest |
380,006 |
2,556,372 |
+21,600 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100317 |
99.260 |
99.290 |
99.260 |
99.280 |
+0.020 |
163,492 |
786,901 |
+22,225 |
| Sep10 |
100317 |
99.055 |
99.090 |
99.045 |
99.075 |
+0.035 |
153,439 |
780,711 |
+6,824 |
| Dec10 |
100317 |
98.835 |
98.880 |
98.820 |
98.860 |
+0.045 |
162,540 |
436,980 |
+27,934 |
| Total Volume and Open Interest |
1,003,824 |
3,539,478 |
-547,302 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100311 |
95.66 |
95.68 |
95.62 |
95.67 |
unch |
25,180 |
72,614 |
-8,970 |
| Jun10 |
100317 |
95.36 |
95.39 |
95.33 |
95.37 |
+0.01 |
29,152 |
288,036 |
+1,822 |
| Sep10 |
100317 |
94.97 |
95.03 |
94.95 |
94.98 |
+0.01 |
17,053 |
163,819 |
+3,588 |
| Dec10 |
100317 |
94.69 |
94.75 |
94.66 |
94.69 |
unch |
9,145 |
104,740 |
+1,026 |
| Mar11 |
100317 |
94.51 |
94.57 |
94.48 |
94.50 |
-0.01 |
4,832 |
42,931 |
+933 |
| Jun11 |
100317 |
94.37 |
94.45 |
94.36 |
94.37 |
-0.02 |
3,010 |
40,791 |
-546 |
| Sep11 |
100317 |
94.31 |
94.36 |
94.28 |
94.28 |
-0.03 |
2,539 |
19,826 |
+181 |
| Dec11 |
100317 |
94.24 |
94.30 |
94.21 |
94.21 |
-0.04 |
1,772 |
11,901 |
+19 |
| Mar12 |
100317 |
94.25 |
94.25 |
94.17 |
94.17 |
-0.05 |
551 |
7,569 |
+391 |
| Jun12 |
100317 |
94.16 |
94.16 |
94.16 |
94.16 |
-0.03 |
100 |
1,809 |
+100 |
| Total Volume and Open Interest |
68,254 |
683,574 |
+7,614 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100317 |
94.34 |
94.40 |
94.30 |
94.31 |
-0.03 |
19,914 |
297,494 |
-4,880 |
| Sep10 |
100317 |
94.31 |
94.31 |
94.31 |
94.31 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
19,914 |
297,494 |
|
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100317 |
94.73 |
94.80 |
94.70 |
94.71 |
-0.02 |
100,185 |
384,418 |
+18,090 |
| Sep10 |
100317 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
100,185 |
384,418 |
|
| Gold(CMX) |
| Apr10 |
100317 |
1126.3 |
1133.9 |
1118.2 |
1124.2 |
+1.7 |
130,831 |
222,518 |
-25,309 |
| Jun10 |
100317 |
1128.5 |
1135.0 |
1119.5 |
1125.3 |
+1.7 |
40,309 |
106,136 |
+4,788 |
| Aug10 |
100317 |
1130.2 |
1135.5 |
1121.2 |
1126.5 |
+1.7 |
744 |
27,876 |
+43 |
| Oct10 |
100317 |
1134.7 |
1135.9 |
1122.6 |
1127.6 |
+1.6 |
428 |
19,598 |
+175 |
| Dec10 |
100317 |
1132.6 |
1137.4 |
1123.0 |
1128.8 |
+1.6 |
915 |
37,098 |
-376 |
| Feb11 |
100317 |
1134.7 |
1134.7 |
1125.4 |
1130.4 |
+1.6 |
148 |
14,711 |
+106 |
| Apr11 |
100317 |
1132.3 |
1132.3 |
1132.3 |
1132.3 |
+1.5 |
2,135 |
9,822 |
+1,628 |
| Jun11 |
100317 |
479.4 |
479.4 |
479.4 |
479.4 |
+1.5 |
114 |
6,113 |
-114 |
| Aug11 |
100317 |
1137.7 |
1137.7 |
1137.7 |
1137.7 |
+1.4 |
1,280 |
2,997 |
-1,180 |
| Oct11 |
100317 |
1141.7 |
1141.7 |
1141.0 |
1141.0 |
+1.3 |
0 |
3,234 |
+0 |
| Dec11 |
100317 |
1147.0 |
1147.0 |
1144.6 |
1144.6 |
+1.2 |
47 |
12,775 |
-35 |
| Total Volume and Open Interest |
178,496 |
486,703 |
-20,343 |
| Silver(CMX) |
| Mar10 |
100317 |
1750.0 |
1750.2 |
1740.0 |
1750.2 |
+16.9 |
285 |
461 |
-184 |
| May10 |
100317 |
1745.0 |
1760.0 |
1736.5 |
1752.3 |
+16.9 |
18,346 |
64,490 |
-633 |
| Jul10 |
100317 |
1749.0 |
1758.5 |
1741.5 |
1754.8 |
+16.9 |
619 |
14,600 |
-282 |
| Sep10 |
100317 |
1749.5 |
1764.5 |
1744.0 |
1756.9 |
+16.9 |
192 |
3,624 |
+119 |
| Dec10 |
100317 |
1763.0 |
1765.5 |
1747.0 |
1759.8 |
+16.9 |
64 |
13,123 |
-37 |
| Mar11 |
100317 |
1757.5 |
1765.5 |
1757.5 |
1762.9 |
+16.9 |
35 |
2,670 |
+4 |
| May11 |
100317 |
1764.8 |
1764.8 |
1764.8 |
1764.8 |
+16.8 |
1 |
1,779 |
-499 |
| Total Volume and Open Interest |
19,726 |
111,310 |
-1,503 |
| Platinum(NYMEX) |
| Apr10 |
100317 |
1627.3 |
1644.5 |
1627.3 |
1635.6 |
+4.9 |
5,734 |
27,480 |
-1,904 |
| Jul10 |
100317 |
1639.0 |
1650.2 |
1635.0 |
1641.5 |
+5.0 |
3,000 |
9,440 |
+2,839 |
| Oct10 |
100317 |
1642.0 |
1642.0 |
1642.0 |
1642.0 |
+5.0 |
3 |
225 |
+0 |
| Jan11 |
100317 |
1640.0 |
1640.0 |
1640.0 |
1640.0 |
+7.5 |
1 |
206 |
+0 |
| Total Volume and Open Interest |
8,738 |
37,352 |
+935 |
| Palladium(NYMEX) |
| Mar10 |
100317 |
474.65 |
478.00 |
474.65 |
478.00 |
+6.60 |
0 |
62 |
-6 |
| Jun10 |
100317 |
469.50 |
482.90 |
469.50 |
478.85 |
+6.45 |
741 |
22,716 |
+342 |
| Sep10 |
100317 |
476.60 |
483.00 |
475.55 |
479.50 |
+6.50 |
1 |
554 |
+1 |
| Total Volume and Open Interest |
742 |
23,382 |
+337 |
| Copper(CMX) |
| Mar10 |
100317 |
340.40 |
342.15 |
339.30 |
341.00 |
+5.30 |
492 |
2,322 |
-125 |
| May10 |
100317 |
337.40 |
343.60 |
337.15 |
341.80 |
+5.30 |
25,628 |
87,223 |
-1,394 |
| Jul10 |
100317 |
339.55 |
345.10 |
339.25 |
343.40 |
+5.35 |
607 |
18,877 |
+45 |
| Sep10 |
100317 |
344.00 |
345.00 |
343.40 |
344.50 |
+5.35 |
185 |
8,853 |
-81 |
| Dec10 |
100317 |
345.05 |
345.40 |
343.25 |
345.25 |
+5.45 |
166 |
5,505 |
-143 |
| Total Volume and Open Interest |
27,566 |
128,416 |
-1,684 |
| DJIA Index(CBOT) |
| Mar10 |
100317 |
10702 |
10765 |
10702 |
10726 |
+40 |
1,646 |
12,960 |
-777 |
| Jun10 |
100317 |
10624 |
10705 |
10622 |
10663 |
+39 |
1,731 |
1,896 |
+952 |
| Sep10 |
100317 |
10606 |
10606 |
10566 |
10606 |
+40 |
0 |
1 |
+0 |
| Dec10 |
100317 |
10544 |
10544 |
10504 |
10544 |
+40 |
|
|
|
| Total Volume and Open Interest |
3,377 |
14,857 |
+175 |
| S & P 500(CME) |
| Mar10 |
100317 |
1162.80 |
1170.00 |
1162.50 |
1165.70 |
+6.20 |
59,887 |
233,710 |
-37,370 |
| Jun10 |
100317 |
1154.90 |
1165.00 |
1154.30 |
1161.00 |
+6.20 |
68,687 |
229,778 |
+51,290 |
| Sep10 |
100317 |
1156.10 |
1157.90 |
1152.90 |
1156.10 |
+6.20 |
50 |
2,177 |
+0 |
| Dec10 |
100317 |
1150.50 |
1153.30 |
1148.30 |
1151.50 |
+6.20 |
54 |
3,006 |
+2 |
| Total Volume and Open Interest |
128,678 |
468,692 |
+13,922 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100317 |
1159.50 |
1170.00 |
1158.75 |
1165.75 |
+6.25 |
542,821 |
1,677,535 |
-162,483 |
| Jun10 |
100317 |
1154.75 |
1165.50 |
1154.00 |
1161.00 |
+6.25 |
1,693,881 |
1,788,753 |
+307,691 |
| Total Volume and Open Interest |
2,237,143 |
3,469,497 |
+145,613 |
| NASDAQ 100(CME) |
| Mar10 |
100317 |
1933.50 |
1945.00 |
1931.50 |
1936.50 |
+5.50 |
1,905 |
19,750 |
-755 |
| Jun10 |
100317 |
1928.00 |
1944.00 |
1928.00 |
1934.00 |
+5.50 |
2,281 |
3,664 |
+1,385 |
| Sep10 |
100317 |
1931.50 |
1932.50 |
1931.50 |
1931.50 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
4,186 |
23,414 |
+630 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100317 |
1930.30 |
1946.30 |
1929.80 |
1936.50 |
+5.50 |
95,292 |
213,457 |
-47,588 |
| Jun10 |
100317 |
1928.50 |
1943.80 |
1927.30 |
1934.00 |
+5.50 |
256,111 |
185,799 |
+51,771 |
| Total Volume and Open Interest |
351,405 |
399,269 |
+4,184 |
| S & P Midcap 400(CME) |
| Mar10 |
100317 |
795.00 |
798.50 |
795.00 |
795.70 |
+5.40 |
258 |
2,181 |
+33 |
| Jun10 |
100317 |
790.85 |
796.00 |
790.75 |
793.30 |
+5.40 |
288 |
733 |
+238 |
| Sep10 |
100317 |
791.30 |
791.40 |
791.30 |
791.30 |
+5.40 |
|
|
|
| Total Volume and Open Interest |
546 |
2,914 |
+271 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100317 |
10830 |
10840 |
10830 |
10830 |
+45 |
|
|
|
| Sep10 |
100317 |
10870 |
10870 |
10825 |
10870 |
+45 |
|
|
|
| Total Volume and Open Interest |
6,073 |
41,790 |
+85 |
| Nikkei 225(SGX) |
| Jun10 |
100317 |
10680 |
10805 |
10670 |
10775 |
+100 |
66,256 |
138,357 |
-978 |
| Sep10 |
100317 |
10780 |
10780 |
10780 |
10780 |
+100 |
0 |
55 |
+0 |
| Dec10 |
100317 |
10740 |
10740 |
10740 |
10740 |
+100 |
0 |
747 |
+0 |
| Total Volume and Open Interest |
67,380 |
148,424 |
-1,128 |
| CAC 40(EURONEXT) |
| Mar10 |
100317 |
3953.0 |
3972.0 |
3942.5 |
3958.5 |
+18.0 |
196,469 |
422,745 |
+21,076 |
| Apr10 |
100317 |
3952.0 |
3968.0 |
3943.5 |
3959.5 |
+18.0 |
76,506 |
84,949 |
+65,186 |
| May10 |
100317 |
3880.0 |
3886.5 |
3880.0 |
3886.5 |
+18.0 |
5 |
6 |
+0 |
| Total Volume and Open Interest |
288,813 |
541,505 |
+98,434 |
| Hang Seng Index(HKFE) |
| Mar10 |
100317 |
21240 |
21466 |
21147 |
21399 |
+382 |
59,771 |
69,306 |
-75 |
| Apr10 |
100317 |
21200 |
21427 |
21120 |
21350 |
+345 |
1,436 |
3,451 |
+725 |
| Total Volume and Open Interest |
61,516 |
76,137 |
+897 |
| DAX(EUREX) |
| Mar10 |
100317 |
5998.5 |
6037.0 |
5990.5 |
6021.5 |
+49.5 |
127,949 |
135,028 |
-10,561 |
| Jun10 |
100317 |
5997.5 |
6044.5 |
5997.5 |
6029.0 |
+49.5 |
23,485 |
53,950 |
+13,621 |
| Sep10 |
100317 |
6013.0 |
6051.0 |
6004.5 |
6035.0 |
+49.0 |
1,741 |
2,554 |
+243 |
| Total Volume and Open Interest |
153,175 |
191,532 |
+3,303 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100317 |
5638.00 |
5659.00 |
5628.00 |
5640.00 |
+15.00 |
264,945 |
484,211 |
-92,088 |
| Jun10 |
100317 |
5609.00 |
5611.50 |
5580.50 |
5592.50 |
+15.50 |
185,567 |
306,340 |
+124,007 |
| Sep10 |
100317 |
5543.00 |
5567.00 |
5543.00 |
5551.50 |
+15.00 |
63 |
420 |
+50 |
| Total Volume and Open Interest |
450,575 |
792,745 |
+31,969 |
| SPI 200(SFE) |
| Mar10 |
100317 |
4801.0 |
4866.0 |
4800.0 |
4854.0 |
+49.0 |
104,645 |
146,660 |
-58,463 |
| Jun10 |
100317 |
4828.0 |
4891.0 |
4826.0 |
4877.0 |
+46.0 |
87,634 |
131,734 |
+74,450 |
| Sep10 |
100317 |
4863.0 |
4863.0 |
4863.0 |
4863.0 |
+47.0 |
3 |
1,973 |
+1 |
| Total Volume and Open Interest |
192,397 |
282,190 |
+16,059 |
| GSCI(CME) |
| Apr10 |
100317 |
529.50 |
532.50 |
527.00 |
532.50 |
+5.75 |
244 |
18,319 |
-22 |
| May10 |
100317 |
532.00 |
535.00 |
529.00 |
535.00 |
+5.75 |
3 |
4 |
-1 |
| Jun10 |
100317 |
533.50 |
536.50 |
530.40 |
536.50 |
+6.00 |
|
|
|
| Total Volume and Open Interest |
247 |
18,323 |
-1,538 |
| 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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|