|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Thu March 18, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100318 |
957.50 |
962.50 |
947.25 |
959.50 |
+0.50 |
71,579 |
190,317 |
-4,824 |
| Jul10 |
100318 |
966.00 |
970.00 |
955.00 |
967.50 |
+0.75 |
28,281 |
102,209 |
-407 |
| Aug10 |
100318 |
962.50 |
966.25 |
953.00 |
963.75 |
-0.25 |
1,635 |
6,278 |
+455 |
| Sep10 |
100318 |
948.25 |
951.50 |
940.50 |
948.75 |
-1.00 |
309 |
4,710 |
+7 |
| Nov10 |
100318 |
939.00 |
943.00 |
930.00 |
940.00 |
-0.50 |
9,323 |
115,010 |
-277 |
| Jan11 |
100318 |
947.25 |
951.25 |
939.00 |
948.25 |
-1.25 |
125 |
5,964 |
-4 |
| Mar11 |
100318 |
955.00 |
957.75 |
947.50 |
955.50 |
-1.00 |
140 |
2,996 |
+19 |
| Total Volume and Open Interest |
111,813 |
436,247 |
-4,862 |
| Soybean Meal(CBOT) |
| May10 |
100318 |
266.80 |
271.20 |
263.90 |
269.90 |
+2.50 |
28,005 |
95,967 |
-1,387 |
| Jul10 |
100318 |
265.90 |
269.70 |
262.90 |
268.50 |
+2.10 |
11,841 |
40,311 |
-684 |
| Aug10 |
100318 |
264.40 |
267.50 |
261.00 |
266.50 |
+2.10 |
1,535 |
13,313 |
+90 |
| Sep10 |
100318 |
261.50 |
265.10 |
259.00 |
263.90 |
+1.80 |
673 |
9,661 |
+66 |
| Oct10 |
100318 |
256.10 |
258.50 |
253.50 |
258.10 |
+2.00 |
425 |
8,275 |
+37 |
| Dec10 |
100318 |
255.40 |
259.10 |
252.90 |
257.90 |
+2.00 |
5,497 |
31,757 |
-145 |
| Jan11 |
100318 |
256.70 |
260.00 |
256.70 |
259.30 |
+2.10 |
109 |
2,835 |
-16 |
| Mar11 |
100318 |
260.50 |
263.00 |
260.30 |
262.30 |
+1.90 |
376 |
2,405 |
+224 |
| Total Volume and Open Interest |
48,531 |
207,243 |
-1,766 |
| Soybean Oil(CBOT) |
| May10 |
100318 |
39.76 |
39.76 |
39.03 |
39.25 |
-0.58 |
37,117 |
135,714 |
-243 |
| Jul10 |
100318 |
40.09 |
40.10 |
39.47 |
39.68 |
-0.58 |
11,523 |
79,431 |
+761 |
| Aug10 |
100318 |
39.91 |
40.03 |
39.66 |
39.86 |
-0.58 |
842 |
11,261 |
+95 |
| Sep10 |
100318 |
39.98 |
40.13 |
39.83 |
40.00 |
-0.58 |
951 |
7,609 |
+41 |
| Oct10 |
100318 |
40.10 |
40.29 |
39.96 |
40.13 |
-0.56 |
627 |
6,294 |
+65 |
| Dec10 |
100318 |
40.91 |
40.91 |
40.27 |
40.47 |
-0.56 |
4,750 |
40,614 |
-61 |
| Jan11 |
100318 |
40.59 |
40.70 |
40.59 |
40.70 |
-0.56 |
11 |
1,840 |
-9 |
| Mar11 |
100318 |
41.00 |
41.00 |
40.67 |
40.87 |
-0.56 |
22 |
873 |
+5 |
| Total Volume and Open Interest |
55,858 |
285,183 |
+669 |
| Canola(WCE) |
| Mar10 |
100312 |
378.5 |
378.5 |
378.5 |
378.5 |
-5.1 |
|
|
|
| May10 |
100318 |
375.1 |
380.7 |
375.1 |
377.6 |
-3.6 |
6,492 |
83,903 |
+563 |
| Jul10 |
100318 |
382.1 |
386.0 |
382.1 |
383.1 |
-3.6 |
2,041 |
22,160 |
+82 |
| Nov10 |
100318 |
384.1 |
387.8 |
384.1 |
385.1 |
-3.5 |
1,897 |
17,385 |
+745 |
| Jan11 |
100318 |
388.4 |
391.4 |
388.4 |
388.6 |
-3.1 |
22 |
688 |
+22 |
| Total Volume and Open Interest |
10,482 |
124,511 |
+1,440 |
| Corn(CBOT) |
| May10 |
100318 |
373.00 |
376.50 |
369.00 |
376.00 |
+2.00 |
75,425 |
448,485 |
+931 |
| Jul10 |
100318 |
384.00 |
387.50 |
380.00 |
387.00 |
+1.75 |
18,057 |
253,565 |
+1,876 |
| Sep10 |
100318 |
393.75 |
396.25 |
389.75 |
396.25 |
+1.50 |
9,214 |
69,954 |
+711 |
| Dec10 |
100318 |
403.25 |
405.50 |
399.00 |
405.25 |
+1.25 |
15,027 |
271,338 |
+1,457 |
| Mar11 |
100318 |
414.00 |
416.25 |
411.00 |
416.25 |
+1.25 |
1,827 |
30,412 |
-53 |
| May11 |
100318 |
421.00 |
423.00 |
419.00 |
423.00 |
+1.00 |
1,113 |
4,358 |
+499 |
| Total Volume and Open Interest |
122,435 |
1,123,971 |
+5,868 |
| Wheat(CBOT) |
| May10 |
100318 |
494.50 |
494.75 |
484.50 |
489.25 |
-6.75 |
26,171 |
170,119 |
-614 |
| Jul10 |
100318 |
507.00 |
508.00 |
497.00 |
501.75 |
-7.00 |
9,739 |
130,320 |
+1,181 |
| Sep10 |
100318 |
520.50 |
520.50 |
513.25 |
517.25 |
-7.50 |
3,586 |
35,472 |
+655 |
| Dec10 |
100318 |
550.00 |
550.00 |
539.00 |
543.25 |
-7.75 |
3,711 |
66,895 |
+549 |
| Mar11 |
100318 |
573.75 |
576.00 |
566.25 |
568.75 |
-7.25 |
770 |
9,045 |
+171 |
| Total Volume and Open Interest |
45,455 |
426,552 |
+2,592 |
| Wheat(KCBT) |
| May10 |
100318 |
501.50 |
501.50 |
491.00 |
495.00 |
-7.25 |
5,399 |
45,661 |
-429 |
| Jul10 |
100318 |
511.50 |
511.50 |
502.00 |
505.75 |
-7.00 |
2,574 |
38,789 |
-172 |
| Sep10 |
100318 |
518.25 |
521.00 |
515.00 |
517.75 |
-6.25 |
292 |
6,877 |
+131 |
| Dec10 |
100318 |
540.75 |
541.25 |
532.00 |
535.25 |
-6.25 |
827 |
40,596 |
-168 |
| Mar11 |
100318 |
554.75 |
556.25 |
548.75 |
552.00 |
-6.25 |
264 |
3,418 |
+139 |
| Total Volume and Open Interest |
9,662 |
137,798 |
-266 |
| Wheat(MGE) |
| Mar10 |
100312 |
502.50 |
502.50 |
502.50 |
502.50 |
+6.00 |
|
|
|
| May10 |
100318 |
519.00 |
519.75 |
511.00 |
514.50 |
-5.75 |
1,679 |
15,078 |
-42 |
| Jul10 |
100318 |
527.50 |
528.50 |
522.50 |
525.75 |
-5.50 |
381 |
11,242 |
+16 |
| Sep10 |
100318 |
538.00 |
538.75 |
534.00 |
537.25 |
-5.50 |
146 |
5,746 |
-51 |
| Dec10 |
100318 |
556.00 |
556.25 |
551.00 |
555.00 |
-5.25 |
175 |
5,999 |
-15 |
| Total Volume and Open Interest |
2,475 |
39,591 |
-90 |
| Oats(CBOT) |
| May10 |
100318 |
225.00 |
225.50 |
222.25 |
225.50 |
+0.50 |
340 |
10,932 |
+40 |
| Jul10 |
100318 |
233.50 |
234.00 |
230.75 |
234.00 |
+0.50 |
81 |
2,654 |
+26 |
| Sep10 |
100318 |
240.00 |
240.00 |
239.75 |
240.00 |
+0.25 |
0 |
866 |
+0 |
| Dec10 |
100318 |
254.50 |
254.50 |
251.25 |
253.00 |
unch |
126 |
1,697 |
-21 |
| Total Volume and Open Interest |
547 |
16,149 |
+45 |
| Rough Rice(CBOT) |
| Mar10 |
100312 |
12.24 |
12.25 |
12.18 |
12.19 |
+0.01 |
5 |
3 |
-32 |
| May10 |
100318 |
12.61 |
12.72 |
12.56 |
12.62 |
unch |
433 |
10,000 |
+87 |
| Jul10 |
100318 |
12.88 |
13.01 |
12.86 |
12.93 |
+0.02 |
204 |
1,563 |
+40 |
| Sep10 |
100318 |
12.72 |
12.85 |
12.72 |
12.76 |
-0.02 |
61 |
1,761 |
+22 |
| Total Volume and Open Interest |
770 |
14,867 |
+159 |
| Live Cattle(CME) |
| Apr10 |
100318 |
96.385 |
97.900 |
96.300 |
97.535 |
+1.385 |
12,734 |
76,492 |
-1,723 |
| Jun10 |
100318 |
94.100 |
95.350 |
94.000 |
95.180 |
+1.200 |
18,301 |
149,964 |
+5,498 |
| Aug10 |
100318 |
91.550 |
92.830 |
91.450 |
92.580 |
+1.000 |
7,528 |
67,166 |
+2,018 |
| Oct10 |
100318 |
93.550 |
94.750 |
93.500 |
94.480 |
+0.830 |
2,785 |
32,059 |
+490 |
| Dec10 |
100318 |
95.250 |
96.300 |
95.050 |
96.285 |
+1.105 |
1,169 |
13,546 |
+109 |
| Feb11 |
100318 |
96.050 |
97.200 |
96.050 |
97.150 |
+0.920 |
1,547 |
6,964 |
+1,182 |
| Total Volume and Open Interest |
44,104 |
348,450 |
+7,592 |
| Feeder Cattle(CME) |
| Mar10 |
100318 |
103.450 |
105.285 |
103.450 |
104.635 |
+1.350 |
485 |
3,524 |
-220 |
| Apr10 |
100318 |
106.285 |
108.550 |
106.285 |
107.885 |
+1.600 |
763 |
9,771 |
-74 |
| May10 |
100318 |
107.550 |
109.850 |
107.550 |
109.535 |
+2.185 |
761 |
14,075 |
+173 |
| Aug10 |
100318 |
108.900 |
110.500 |
108.900 |
110.385 |
+1.655 |
595 |
9,559 |
+147 |
| Sep10 |
100318 |
108.500 |
109.850 |
108.500 |
109.800 |
+1.550 |
41 |
1,224 |
+26 |
| Oct10 |
100318 |
108.200 |
109.750 |
108.200 |
109.730 |
+1.630 |
25 |
662 |
+13 |
| Nov10 |
100318 |
109.500 |
109.750 |
108.500 |
109.730 |
+1.330 |
13 |
200 |
+10 |
| Total Volume and Open Interest |
2,683 |
39,043 |
+75 |
| Lean Hogs(CME) |
| Apr10 |
100318 |
72.100 |
73.300 |
71.885 |
72.885 |
+1.285 |
11,728 |
38,714 |
-2,073 |
| May10 |
100318 |
78.500 |
80.100 |
78.500 |
80.000 |
+1.500 |
149 |
5,928 |
+15 |
| Jun10 |
100318 |
81.535 |
83.000 |
81.400 |
82.930 |
+1.895 |
10,003 |
72,836 |
+619 |
| Jul10 |
100318 |
82.000 |
83.350 |
81.950 |
83.330 |
+1.650 |
4,013 |
25,871 |
+741 |
| Aug10 |
100318 |
81.035 |
82.150 |
80.885 |
82.080 |
+1.355 |
2,349 |
28,213 |
+1,111 |
| Oct10 |
100318 |
71.475 |
72.080 |
71.400 |
72.000 |
+0.465 |
881 |
17,082 |
+464 |
| Dec10 |
100318 |
68.700 |
69.200 |
68.400 |
68.850 |
+0.550 |
231 |
7,291 |
+11 |
| Feb11 |
100318 |
70.475 |
70.800 |
70.300 |
70.750 |
+0.500 |
37 |
2,101 |
+11 |
| Total Volume and Open Interest |
29,469 |
198,552 |
+905 |
| Pork Bellies(CME) |
| Mar10 |
100318 |
91.000 |
91.000 |
91.000 |
91.000 |
unch |
5 |
13 |
+0 |
| May10 |
100318 |
93.800 |
94.400 |
92.500 |
93.250 |
+1.000 |
14 |
195 |
-5 |
| Jul10 |
100318 |
95.900 |
95.900 |
95.900 |
95.900 |
unch |
0 |
63 |
+0 |
| Aug10 |
100318 |
88.000 |
91.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100318 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
19 |
295 |
-5 |
| Class III Milk(CME) |
| Mar10 |
100318 |
12.83 |
12.83 |
12.80 |
12.80 |
-0.01 |
66 |
3,920 |
-25 |
| Apr10 |
100318 |
12.42 |
12.44 |
12.28 |
12.43 |
-0.01 |
208 |
4,722 |
+81 |
| May10 |
100318 |
12.93 |
12.93 |
12.72 |
12.89 |
-0.03 |
153 |
4,263 |
+32 |
| Jun10 |
100318 |
13.65 |
13.65 |
13.48 |
13.60 |
-0.05 |
194 |
3,320 |
+113 |
| Jul10 |
100318 |
13.94 |
13.95 |
13.70 |
13.95 |
-0.02 |
34 |
2,528 |
+1 |
| Total Volume and Open Interest |
794 |
29,853 |
+274 |
| Cocoa(ICE) |
| May10 |
100318 |
2908 |
2963 |
2873 |
2893 |
-12 |
8,344 |
56,629 |
-566 |
| Jul10 |
100318 |
2938 |
2985 |
2900 |
2917 |
-13 |
2,937 |
30,331 |
+994 |
| Sep10 |
100318 |
2962 |
3004 |
2925 |
2940 |
-12 |
766 |
13,325 |
+164 |
| Dec10 |
100318 |
3002 |
3033 |
2956 |
2966 |
-15 |
287 |
8,228 |
+59 |
| Mar11 |
100318 |
3020 |
3040 |
2981 |
2981 |
-15 |
61 |
11,995 |
-11 |
| May11 |
100318 |
2987 |
2987 |
2987 |
2987 |
-14 |
2 |
5,073 |
+1 |
| Jul11 |
100318 |
3051 |
3051 |
2997 |
2997 |
-14 |
2 |
2,624 |
+0 |
| Total Volume and Open Interest |
12,399 |
129,335 |
+641 |
| Coffee "C"(ICE) |
| Mar10 |
100318 |
130.75 |
133.45 |
130.55 |
133.15 |
+1.95 |
2 |
26 |
-2 |
| May10 |
100318 |
133.40 |
136.80 |
132.65 |
135.55 |
+1.95 |
8,262 |
73,735 |
-2 |
| Jul10 |
100318 |
134.85 |
138.45 |
134.30 |
137.20 |
+1.90 |
2,963 |
21,693 |
+440 |
| Sep10 |
100318 |
136.30 |
140.05 |
136.15 |
138.80 |
+1.85 |
1,412 |
12,108 |
+579 |
| Dec10 |
100318 |
138.60 |
141.30 |
138.50 |
140.75 |
+1.70 |
183 |
8,378 |
+36 |
| Mar11 |
100318 |
140.65 |
142.90 |
140.65 |
142.45 |
+1.65 |
13 |
5,301 |
-7 |
| Total Volume and Open Interest |
12,855 |
122,903 |
+1,053 |
| Orange Juice(ICE) |
| May10 |
100318 |
147.25 |
148.25 |
141.90 |
144.10 |
-4.40 |
475 |
26,819 |
-27 |
| Jul10 |
100318 |
149.50 |
150.25 |
144.40 |
146.50 |
-4.40 |
106 |
6,974 |
-14 |
| Sep10 |
100318 |
151.05 |
151.05 |
146.00 |
147.60 |
-4.35 |
114 |
1,678 |
-1 |
| Nov10 |
100318 |
150.25 |
150.25 |
146.75 |
147.80 |
-4.35 |
84 |
761 |
+48 |
| Jan11 |
100318 |
149.65 |
149.65 |
149.30 |
149.30 |
-4.50 |
1 |
670 |
+0 |
| Mar11 |
100318 |
152.40 |
152.40 |
152.05 |
152.05 |
-4.25 |
1 |
72 |
+1 |
| Total Volume and Open Interest |
781 |
37,185 |
+7 |
| Sugar #11(ICE) |
| May10 |
100318 |
18.35 |
19.07 |
18.33 |
19.03 |
+0.70 |
67,337 |
279,052 |
+3,913 |
| Jul10 |
100318 |
17.92 |
18.53 |
17.87 |
18.51 |
+0.64 |
31,780 |
186,973 |
+3,844 |
| Oct10 |
100318 |
17.70 |
18.05 |
17.46 |
18.02 |
+0.52 |
11,413 |
165,816 |
-539 |
| Mar11 |
100318 |
17.48 |
17.95 |
17.43 |
17.94 |
+0.51 |
4,005 |
59,347 |
-107 |
| May11 |
100318 |
17.26 |
17.26 |
16.80 |
17.25 |
+0.48 |
1,335 |
18,498 |
+153 |
| Total Volume and Open Interest |
117,760 |
776,698 |
+7,501 |
| London Cocoa(LCE) |
| Jul10 |
100318 |
2210 |
2240 |
2191 |
2212 |
+12 |
2,876 |
36,641 |
-106 |
| Sep10 |
100318 |
2160 |
2184 |
2144 |
2159 |
+12 |
1,029 |
21,453 |
+293 |
| Dec10 |
100318 |
2135 |
2152 |
2120 |
2140 |
+16 |
177 |
14,971 |
+67 |
| Mar11 |
100318 |
2112 |
2127 |
2094 |
2104 |
+7 |
273 |
15,042 |
+3 |
| Jul11 |
100318 |
2099 |
2099 |
2099 |
2099 |
+3 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
24,669 |
154,501 |
-842 |
| London Sugar(LCE) |
| May10 |
100318 |
529.20 |
535.50 |
522.10 |
532.60 |
+11.10 |
6,542 |
26,711 |
-1,839 |
| Aug10 |
100318 |
510.10 |
515.10 |
503.50 |
514.00 |
+11.50 |
2,091 |
21,412 |
+1,046 |
| Oct10 |
100318 |
492.00 |
492.90 |
483.20 |
489.80 |
+7.20 |
299 |
9,726 |
-56 |
| Dec10 |
100318 |
484.00 |
484.40 |
475.20 |
484.40 |
+8.30 |
55 |
2,322 |
+46 |
| Mar11 |
100318 |
476.70 |
484.40 |
476.70 |
484.10 |
+11.80 |
44 |
1,114 |
+43 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100318 |
81.17 |
82.48 |
80.55 |
82.21 |
+1.04 |
7,588 |
101,128 |
+97 |
| Jul10 |
100318 |
81.57 |
83.12 |
81.43 |
83.04 |
+1.05 |
3,623 |
43,628 |
+730 |
| Oct10 |
100318 |
76.79 |
76.79 |
76.79 |
76.79 |
+0.75 |
2 |
167 |
+2 |
| Dec10 |
100318 |
74.35 |
75.22 |
74.35 |
75.15 |
+0.60 |
1,780 |
34,492 |
+416 |
| Mar11 |
100318 |
75.94 |
76.07 |
75.94 |
76.07 |
+0.52 |
2 |
3,516 |
+0 |
| May11 |
100318 |
76.50 |
76.50 |
76.50 |
76.50 |
+0.53 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
13,022 |
185,387 |
+1,260 |
| Lumber(CME) |
| May10 |
100318 |
280.3 |
285.6 |
278.0 |
281.5 |
+5.9 |
263 |
5,831 |
-58 |
| Jul10 |
100318 |
291.3 |
299.0 |
291.3 |
293.8 |
+4.8 |
59 |
2,440 |
+20 |
| Sep10 |
100318 |
288.7 |
292.6 |
288.0 |
288.6 |
+5.6 |
21 |
710 |
+2 |
| Nov10 |
100318 |
271.7 |
277.5 |
270.7 |
271.5 |
+1.0 |
3 |
175 |
+1 |
| Total Volume and Open Interest |
346 |
9,156 |
-35 |
| Crude Oil(NYM) |
| Apr10 |
100318 |
82.85 |
82.85 |
81.68 |
82.20 |
-0.73 |
290,180 |
104,766 |
-7,494 |
| May10 |
100318 |
83.19 |
83.19 |
82.01 |
82.54 |
-0.67 |
166,486 |
316,901 |
+9,115 |
| Jun10 |
100318 |
83.44 |
83.48 |
82.40 |
82.94 |
-0.62 |
75,044 |
166,136 |
+640 |
| Jul10 |
100318 |
83.49 |
83.74 |
82.86 |
83.34 |
-0.55 |
23,217 |
82,492 |
-502 |
| Aug10 |
100318 |
83.52 |
83.90 |
83.21 |
83.68 |
-0.47 |
10,970 |
25,706 |
+636 |
| Sep10 |
100318 |
83.77 |
84.20 |
83.42 |
83.94 |
-0.42 |
10,856 |
40,069 |
+141 |
| Oct10 |
100318 |
84.08 |
84.15 |
84.06 |
84.15 |
-0.37 |
7,830 |
21,794 |
+1,377 |
| Nov10 |
100318 |
84.40 |
84.57 |
83.89 |
84.35 |
-0.33 |
6,103 |
24,725 |
+946 |
| Dec10 |
100318 |
84.62 |
84.82 |
84.00 |
84.57 |
-0.29 |
37,569 |
211,888 |
+5,424 |
| Jan11 |
100318 |
84.50 |
84.89 |
84.31 |
84.68 |
-0.26 |
3,921 |
29,847 |
+774 |
| Feb11 |
100318 |
84.30 |
84.88 |
84.30 |
84.80 |
-0.23 |
1,528 |
18,220 |
+325 |
| Mar11 |
100318 |
84.91 |
84.91 |
84.91 |
84.91 |
-0.21 |
1,674 |
13,633 |
-20 |
| Apr11 |
100318 |
84.90 |
85.01 |
84.45 |
85.01 |
-0.20 |
1,236 |
12,860 |
+311 |
| May11 |
100318 |
85.10 |
85.10 |
85.10 |
85.10 |
-0.18 |
398 |
4,345 |
+15 |
| Jun11 |
100318 |
85.25 |
85.25 |
84.94 |
85.19 |
-0.15 |
2,571 |
29,121 |
-363 |
| Jul11 |
100318 |
85.26 |
85.26 |
85.26 |
85.26 |
-0.13 |
79 |
4,042 |
-5 |
| Total Volume and Open Interest |
655,192 |
1,357,426 |
+12,030 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100219 |
78.325 |
79.925 |
77.775 |
79.800 |
+0.750 |
9,128 |
2,521 |
-652 |
| Apr10 |
100318 |
82.775 |
82.825 |
81.650 |
82.200 |
-0.725 |
9,070 |
3,872 |
-45 |
| May10 |
100318 |
83.250 |
83.250 |
82.000 |
82.550 |
-0.650 |
2,330 |
2,614 |
+208 |
| Jun10 |
100318 |
83.300 |
83.350 |
82.500 |
82.950 |
-0.600 |
186 |
511 |
+11 |
| Jul10 |
100318 |
83.300 |
83.475 |
82.875 |
83.350 |
-0.550 |
11 |
122 |
+1 |
| Aug10 |
100318 |
83.300 |
83.675 |
83.300 |
83.675 |
-0.475 |
14 |
4 |
-1 |
| Sep10 |
100318 |
83.950 |
83.950 |
83.950 |
83.950 |
-0.400 |
2 |
7 |
-1 |
| Oct10 |
100318 |
84.050 |
84.150 |
84.050 |
84.150 |
-0.375 |
0 |
10 |
+0 |
| Nov10 |
100318 |
84.350 |
84.350 |
84.350 |
84.350 |
-0.325 |
2 |
3 |
+0 |
| Dec10 |
100318 |
84.575 |
84.575 |
84.575 |
84.575 |
-0.275 |
3 |
57 |
+2 |
| Total Volume and Open Interest |
11,618 |
7,246 |
+175 |
| Heating Oil(NYM) |
| Apr10 |
100318 |
213.62 |
213.62 |
210.69 |
211.91 |
-2.04 |
41,682 |
58,762 |
-510 |
| May10 |
100318 |
215.00 |
215.00 |
212.00 |
213.29 |
-1.84 |
20,870 |
73,642 |
+2,266 |
| Jun10 |
100318 |
215.57 |
215.57 |
213.50 |
214.79 |
-1.54 |
14,769 |
51,574 |
-114 |
| Jul10 |
100318 |
216.42 |
217.29 |
215.40 |
216.55 |
-1.35 |
4,009 |
23,850 |
+574 |
| Aug10 |
100318 |
218.18 |
219.00 |
217.20 |
218.35 |
-1.15 |
2,816 |
13,405 |
-155 |
| Sep10 |
100318 |
220.65 |
220.91 |
218.92 |
220.22 |
-0.97 |
4,728 |
14,025 |
+1,352 |
| Oct10 |
100318 |
221.88 |
222.16 |
221.20 |
222.16 |
-0.83 |
2,183 |
10,020 |
+252 |
| Nov10 |
100318 |
224.55 |
224.55 |
223.09 |
224.22 |
-0.68 |
1,457 |
10,178 |
+45 |
| Dec10 |
100318 |
226.19 |
227.02 |
224.89 |
226.39 |
-0.58 |
7,323 |
32,563 |
+1,706 |
| Jan11 |
100318 |
228.28 |
228.78 |
227.19 |
228.36 |
-0.48 |
401 |
12,937 |
-35 |
| Feb11 |
100318 |
229.57 |
229.58 |
228.50 |
229.29 |
-0.37 |
304 |
4,391 |
+71 |
| Mar11 |
100318 |
228.76 |
229.24 |
228.67 |
229.24 |
-0.22 |
306 |
6,223 |
+215 |
| Total Volume and Open Interest |
101,673 |
328,460 |
+5,918 |
| Gasoline(NYMEX) |
| Apr10 |
100318 |
231.00 |
231.00 |
228.00 |
230.09 |
-0.88 |
44,561 |
63,456 |
+2,567 |
| May10 |
100318 |
231.00 |
231.00 |
227.91 |
229.85 |
-1.08 |
27,440 |
93,561 |
+3,814 |
| Jun10 |
100318 |
229.25 |
229.25 |
226.95 |
228.61 |
-1.31 |
12,180 |
49,842 |
+821 |
| Jul10 |
100318 |
228.00 |
228.00 |
225.72 |
227.32 |
-1.45 |
4,705 |
25,691 |
+1,101 |
| Aug10 |
100318 |
225.00 |
226.05 |
224.83 |
226.05 |
-1.50 |
1,588 |
12,854 |
+58 |
| Sep10 |
100318 |
225.20 |
225.20 |
223.37 |
224.69 |
-1.52 |
3,076 |
20,525 |
+708 |
| Oct10 |
100318 |
213.08 |
213.83 |
212.33 |
213.51 |
-1.55 |
2,669 |
9,973 |
+448 |
| Nov10 |
100318 |
210.94 |
211.90 |
210.94 |
211.90 |
-1.49 |
1,217 |
12,560 |
+99 |
| Dec10 |
100318 |
211.90 |
212.02 |
210.31 |
211.44 |
-1.40 |
1,570 |
11,784 |
+160 |
| Jan11 |
100318 |
211.90 |
212.89 |
211.90 |
212.89 |
-1.35 |
224 |
4,048 |
-16 |
| Total Volume and Open Interest |
100,066 |
313,010 |
+10,370 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100318 |
230.10 |
230.10 |
230.09 |
230.10 |
-0.90 |
0 |
13 |
+0 |
| May10 |
100318 |
229.90 |
229.90 |
229.85 |
229.90 |
-1.00 |
0 |
9 |
+0 |
| Jun10 |
100318 |
228.60 |
228.61 |
228.60 |
228.60 |
-1.30 |
|
|
|
| Jul10 |
100318 |
227.30 |
227.32 |
227.30 |
227.30 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
0 |
24 |
+0 |
| Natural Gas(NYM) |
| Apr10 |
100318 |
4.289 |
4.292 |
4.054 |
4.085 |
-0.218 |
106,939 |
126,195 |
-14,697 |
| May10 |
100318 |
4.354 |
4.357 |
4.119 |
4.153 |
-0.218 |
77,171 |
206,682 |
+7,580 |
| Jun10 |
100318 |
4.429 |
4.429 |
4.195 |
4.226 |
-0.217 |
16,690 |
51,621 |
+861 |
| Jul10 |
100318 |
4.500 |
4.509 |
4.289 |
4.321 |
-0.212 |
9,741 |
60,625 |
+1,800 |
| Aug10 |
100318 |
4.556 |
4.567 |
4.371 |
4.394 |
-0.209 |
3,445 |
30,014 |
+262 |
| Sep10 |
100318 |
4.601 |
4.601 |
4.409 |
4.432 |
-0.208 |
3,188 |
34,190 |
+234 |
| Oct10 |
100318 |
4.702 |
4.729 |
4.520 |
4.545 |
-0.202 |
5,942 |
58,109 |
-417 |
| Nov10 |
100318 |
5.051 |
5.077 |
4.895 |
4.929 |
-0.157 |
827 |
14,922 |
-31 |
| Dec10 |
100318 |
5.465 |
5.465 |
5.298 |
5.353 |
-0.112 |
1,594 |
25,046 |
-71 |
| Jan11 |
100318 |
5.650 |
5.663 |
5.520 |
5.577 |
-0.100 |
7,308 |
38,736 |
-1,427 |
| Feb11 |
100318 |
5.610 |
5.629 |
5.495 |
5.552 |
-0.089 |
757 |
15,878 |
+378 |
| Mar11 |
100318 |
5.495 |
5.502 |
5.382 |
5.440 |
-0.080 |
1,814 |
35,232 |
+334 |
| Apr11 |
100318 |
5.220 |
5.230 |
5.127 |
5.190 |
-0.050 |
1,427 |
27,565 |
+132 |
| May11 |
100318 |
5.227 |
5.227 |
5.145 |
5.189 |
-0.049 |
263 |
14,793 |
+12 |
| Jun11 |
100318 |
5.265 |
5.279 |
5.195 |
5.235 |
-0.049 |
288 |
6,011 |
-67 |
| Jul11 |
100318 |
5.318 |
5.324 |
5.260 |
5.303 |
-0.048 |
10 |
4,536 |
+2 |
| Total Volume and Open Interest |
238,509 |
859,448 |
-4,972 |
| Brent Crude Oil(ICE) |
| May10 |
100318 |
81.90 |
81.90 |
80.90 |
81.48 |
-0.48 |
170,058 |
256,829 |
+17,590 |
| Jun10 |
100318 |
82.18 |
82.18 |
81.15 |
81.81 |
-0.41 |
77,927 |
203,282 |
-5,972 |
| Jul10 |
100318 |
82.47 |
82.47 |
81.51 |
82.17 |
-0.34 |
26,800 |
66,678 |
+3,217 |
| Aug10 |
100318 |
82.33 |
82.70 |
81.93 |
82.51 |
-0.28 |
12,919 |
37,597 |
+762 |
| Sep10 |
100318 |
82.58 |
82.98 |
82.18 |
82.80 |
-0.23 |
9,995 |
22,327 |
+1,377 |
| Oct10 |
100318 |
82.82 |
83.14 |
82.43 |
83.06 |
-0.20 |
5,992 |
20,106 |
-80 |
| Nov10 |
100318 |
83.01 |
83.35 |
82.73 |
83.27 |
-0.17 |
5,025 |
14,364 |
-426 |
| Dec10 |
100318 |
83.33 |
83.61 |
82.78 |
83.46 |
-0.16 |
23,721 |
96,332 |
+1,695 |
| Jan11 |
100318 |
83.36 |
83.65 |
83.21 |
83.65 |
-0.14 |
3,780 |
13,168 |
+33 |
| Feb11 |
100318 |
83.85 |
83.85 |
83.85 |
83.85 |
-0.11 |
2,599 |
6,510 |
-646 |
| Mar11 |
100318 |
84.03 |
84.03 |
84.03 |
84.03 |
-0.11 |
2,625 |
7,529 |
+285 |
| Apr11 |
100318 |
84.22 |
84.22 |
84.22 |
84.22 |
-0.10 |
597 |
4,401 |
+211 |
| May11 |
100318 |
84.39 |
84.39 |
84.39 |
84.39 |
-0.07 |
132 |
3,057 |
-9 |
| Jun11 |
100318 |
84.17 |
84.56 |
84.17 |
84.56 |
-0.03 |
1,365 |
17,244 |
+878 |
| Total Volume and Open Interest |
350,351 |
862,624 |
+169 |
| Gas Oil(ICE) |
| Apr10 |
100318 |
678.00 |
679.00 |
669.50 |
673.75 |
-2.00 |
71,888 |
115,989 |
-7,992 |
| May10 |
100318 |
677.75 |
677.75 |
669.25 |
672.50 |
-2.75 |
71,903 |
101,199 |
-3,306 |
| Jun10 |
100318 |
678.00 |
678.50 |
671.00 |
674.00 |
-2.25 |
46,393 |
64,889 |
-5,456 |
| Jul10 |
100318 |
681.25 |
681.75 |
676.25 |
677.75 |
-1.75 |
18,498 |
31,830 |
+717 |
| Aug10 |
100318 |
685.25 |
686.00 |
681.00 |
682.25 |
-1.00 |
9,446 |
26,465 |
+979 |
| Sep10 |
100318 |
689.00 |
689.75 |
685.25 |
686.50 |
-0.50 |
10,184 |
29,924 |
+1,188 |
| Oct10 |
100318 |
692.50 |
693.75 |
687.75 |
690.25 |
unch |
6,574 |
18,293 |
-160 |
| Nov10 |
100318 |
695.00 |
696.25 |
692.25 |
693.25 |
+0.25 |
5,500 |
14,937 |
-64 |
| Dec10 |
100318 |
697.50 |
699.75 |
693.50 |
696.00 |
+0.25 |
16,214 |
75,282 |
-1,647 |
| Jan11 |
100318 |
701.00 |
703.25 |
699.00 |
700.25 |
+0.75 |
5,189 |
22,801 |
+2,918 |
| Total Volume and Open Interest |
265,543 |
568,145 |
-11,932 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100318 |
1.580 |
1.580 |
1.565 |
1.578 |
-0.012 |
119 |
764 |
-14 |
| May10 |
100318 |
1.600 |
1.616 |
1.595 |
1.611 |
-0.010 |
187 |
1,038 |
+31 |
| Jun10 |
100318 |
1.634 |
1.637 |
1.624 |
1.632 |
-0.015 |
262 |
786 |
+32 |
| Jul10 |
100318 |
1.660 |
1.660 |
1.644 |
1.654 |
-0.006 |
106 |
1,333 |
-19 |
| Aug10 |
100318 |
1.656 |
1.667 |
1.654 |
1.659 |
+0.003 |
32 |
602 |
+20 |
| Sep10 |
100318 |
1.660 |
1.666 |
1.659 |
1.660 |
-0.007 |
28 |
636 |
+28 |
| Oct10 |
100318 |
1.675 |
1.675 |
1.665 |
1.665 |
-0.010 |
25 |
677 |
+25 |
| Total Volume and Open Interest |
873 |
8,332 |
+146 |
| US Dollar Index(ICE) |
| Jun10 |
100318 |
79.950 |
80.665 |
79.945 |
80.440 |
+0.590 |
22,453 |
44,586 |
-699 |
| Sep10 |
100318 |
80.810 |
80.875 |
80.630 |
80.735 |
+0.605 |
0 |
2,333 |
+0 |
| Dec10 |
100318 |
80.785 |
80.785 |
80.735 |
80.785 |
+0.605 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22,453 |
46,920 |
-699 |
| Australian Dollar(CME) |
| Jun10 |
100318 |
91.46 |
91.56 |
90.93 |
91.31 |
-0.14 |
75,041 |
126,112 |
+1,045 |
| Sep10 |
100318 |
90.31 |
90.50 |
89.98 |
90.35 |
-0.15 |
241 |
178 |
+6 |
| Dec10 |
100318 |
89.36 |
89.51 |
89.36 |
89.36 |
-0.15 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
75,282 |
126,301 |
+1,051 |
| British Pound(CME) |
| Jun10 |
100318 |
153.11 |
153.21 |
152.08 |
152.44 |
-0.77 |
129,278 |
121,261 |
-4,216 |
| Sep10 |
100318 |
153.07 |
153.13 |
152.03 |
152.37 |
-0.76 |
696 |
265 |
-81 |
| Dec10 |
100318 |
152.32 |
153.07 |
152.25 |
152.32 |
-0.75 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
129,974 |
121,551 |
-4,297 |
| Canadian Dollar(CME) |
| Jun10 |
100318 |
99.02 |
99.11 |
98.57 |
98.72 |
-0.40 |
59,214 |
132,457 |
+1,284 |
| Sep10 |
100318 |
98.88 |
99.07 |
98.55 |
98.68 |
-0.39 |
304 |
1,170 |
+14 |
| Dec10 |
100318 |
98.90 |
98.96 |
98.41 |
98.54 |
-0.42 |
3 |
858 |
+0 |
| Mar11 |
100318 |
98.39 |
98.81 |
98.28 |
98.39 |
-0.42 |
1 |
151 |
+0 |
| Total Volume and Open Interest |
59,522 |
134,648 |
-44,849 |
| Japanese Yen(CME) |
| Jun10 |
100318 |
110.76 |
111.48 |
110.17 |
110.80 |
-0.14 |
125,051 |
95,724 |
+5,528 |
| Sep10 |
100318 |
110.79 |
111.54 |
110.28 |
110.89 |
-0.15 |
570 |
244 |
+11 |
| Dec10 |
100318 |
110.97 |
111.44 |
110.59 |
110.97 |
-0.12 |
2 |
31 |
+2 |
| Total Volume and Open Interest |
125,623 |
95,999 |
+5,541 |
| Swiss Franc(CME) |
| Jun10 |
100318 |
94.93 |
95.02 |
93.99 |
94.66 |
-0.39 |
50,796 |
31,663 |
+1,105 |
| Sep10 |
100318 |
94.99 |
95.13 |
94.08 |
94.74 |
-0.39 |
533 |
489 |
+469 |
| Dec10 |
100318 |
94.82 |
95.21 |
94.24 |
94.82 |
-0.39 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
51,329 |
32,157 |
+1,574 |
| EuroFX(CME) |
| Jun10 |
100318 |
137.36 |
137.42 |
135.87 |
136.20 |
-1.34 |
288,581 |
162,157 |
+532 |
| Sep10 |
100318 |
137.34 |
137.38 |
135.86 |
136.18 |
-1.33 |
735 |
1,582 |
+152 |
| Dec10 |
100318 |
136.00 |
137.47 |
136.00 |
136.15 |
-1.32 |
0 |
78 |
+0 |
| Total Volume and Open Interest |
289,316 |
163,822 |
+684 |
| Mexican Peso(CME) |
| Apr10 |
100318 |
798.5 |
801.8 |
798.5 |
798.5 |
-3.2 |
0 |
8 |
+0 |
| May10 |
100318 |
795.5 |
798.8 |
795.5 |
795.5 |
-3.2 |
|
|
|
| Total Volume and Open Interest |
20,201 |
127,293 |
+2,899 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100318 |
119~180 |
119~280 |
119~040 |
119~090 |
-0~090 |
|
|
|
| Jun10 |
100318 |
118~010 |
118~120 |
117~180 |
117~230 |
-0~060 |
244,008 |
632,052 |
+16,290 |
| Sep10 |
100318 |
117~000 |
117~000 |
116~140 |
116~160 |
-0~050 |
11 |
103 |
+2 |
| Total Volume and Open Interest |
247,017 |
643,281 |
+15,450 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100318 |
118~285 |
118~285 |
118~145 |
118~160 |
-0~085 |
6,129 |
24,028 |
-3,240 |
| Jun10 |
100318 |
117~125 |
117~175 |
117~005 |
117~030 |
-0~085 |
826,152 |
1,408,920 |
+69,139 |
| Sep10 |
100318 |
115~225 |
115~285 |
115~160 |
115~215 |
-0~070 |
252 |
913 |
-135 |
| Total Volume and Open Interest |
832,533 |
1,433,862 |
+65,764 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100318 |
116~087 |
116~087 |
116~048 |
116~050 |
-0~028 |
|
|
|
| Jun10 |
100318 |
115~065 |
115~079 |
115~032 |
115~036 |
-0~029 |
449,423 |
913,459 |
+23,157 |
| Sep10 |
100318 |
114~022 |
114~052 |
114~022 |
114~022 |
-0~030 |
|
|
|
| Total Volume and Open Interest |
457,508 |
935,355 |
+20,848 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100318 |
54~061 |
54~061 |
54~061 |
54~061 |
-54~072 |
6,252 |
17,218 |
-2,774 |
| Jun10 |
100318 |
108~072 |
108~077 |
108~060 |
108~061 |
-0~011 |
262,992 |
867,814 |
+8,371 |
| Sep10 |
100318 |
107~117 |
108~000 |
107~117 |
107~117 |
-0~011 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
269,244 |
885,033 |
+5,597 |
| Eurodollars(CME) |
| Jun10 |
100318 |
99.640 |
99.645 |
99.590 |
99.605 |
-0.030 |
304,080 |
1,175,379 |
+23,212 |
| Sep10 |
100318 |
99.495 |
99.500 |
99.425 |
99.440 |
-0.050 |
275,996 |
962,212 |
+9,976 |
| Dec10 |
100318 |
99.225 |
99.240 |
99.150 |
99.165 |
-0.050 |
344,610 |
1,119,791 |
+24,733 |
| Mar11 |
100318 |
98.880 |
98.900 |
98.810 |
98.825 |
-0.045 |
348,448 |
698,096 |
+13,532 |
| Jun11 |
100318 |
98.505 |
98.530 |
98.435 |
98.455 |
-0.035 |
345,028 |
827,237 |
+4,631 |
| Sep11 |
100318 |
98.135 |
98.165 |
98.075 |
98.095 |
-0.025 |
221,126 |
636,289 |
+13,968 |
| Dec11 |
100318 |
97.785 |
97.815 |
97.735 |
97.755 |
-0.015 |
176,211 |
408,226 |
+2,390 |
| Mar12 |
100318 |
97.485 |
97.515 |
97.445 |
97.460 |
-0.010 |
134,006 |
311,116 |
+10,946 |
| Jun12 |
100318 |
97.195 |
97.230 |
97.160 |
97.175 |
-0.010 |
64,929 |
219,681 |
-1,062 |
| Sep12 |
100318 |
96.940 |
96.965 |
96.900 |
96.915 |
-0.010 |
61,090 |
145,336 |
+4,276 |
| Dec12 |
100318 |
96.685 |
96.710 |
96.645 |
96.660 |
-0.010 |
57,560 |
129,438 |
+369 |
| Mar13 |
100318 |
96.480 |
96.510 |
96.440 |
96.450 |
-0.015 |
57,546 |
97,768 |
+10,385 |
| Jun13 |
100318 |
96.285 |
96.310 |
96.240 |
96.250 |
-0.020 |
20,815 |
71,729 |
+1,423 |
| Sep13 |
100318 |
96.105 |
96.130 |
96.065 |
96.070 |
-0.020 |
10,334 |
62,076 |
+504 |
| Dec13 |
100318 |
95.940 |
95.945 |
95.880 |
95.890 |
-0.020 |
12,214 |
37,468 |
-1,344 |
| Mar14 |
100318 |
95.780 |
95.805 |
95.735 |
95.745 |
-0.020 |
6,268 |
39,084 |
-543 |
| Jun14 |
100318 |
95.645 |
95.655 |
95.585 |
95.600 |
-0.020 |
3,540 |
33,395 |
-307 |
| Sep14 |
100318 |
95.500 |
95.525 |
95.455 |
95.470 |
-0.020 |
2,722 |
18,431 |
-160 |
| Total Volume and Open Interest |
2,525,903 |
7,208,591 |
+129,642 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100318 |
99.827 |
99.830 |
99.825 |
99.825 |
-0.003 |
14,391 |
75,755 |
+3,148 |
| Apr10 |
100318 |
99.810 |
99.810 |
99.795 |
99.800 |
-0.010 |
16,824 |
81,318 |
-1,820 |
| May10 |
100318 |
99.800 |
99.800 |
99.780 |
99.790 |
-0.005 |
13,330 |
76,587 |
-730 |
| Jun10 |
100318 |
99.785 |
99.790 |
99.765 |
99.775 |
-0.010 |
16,989 |
92,454 |
+3,926 |
| Jul10 |
100318 |
99.765 |
99.765 |
99.740 |
99.750 |
-0.015 |
14,065 |
79,449 |
+2,241 |
| Aug10 |
100318 |
99.740 |
99.740 |
99.705 |
99.715 |
-0.020 |
9,447 |
61,498 |
+2,608 |
| Total Volume and Open Interest |
117,893 |
676,200 |
+18,059 |
| 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 |
100318 |
99.605 |
99.605 |
99.605 |
99.605 |
-0.005 |
0 |
553 |
-47 |
| Sep10 |
100318 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
0 |
2,230 |
+0 |
| Dec10 |
100318 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
242 |
+0 |
| Mar11 |
100318 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
4 |
+0 |
| Jun11 |
100318 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Sep11 |
100318 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Dec11 |
100318 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Mar12 |
100318 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
| Jun12 |
100318 |
99.535 |
99.535 |
99.535 |
99.535 |
+0.020 |
|
|
|
| Sep12 |
100318 |
99.595 |
99.595 |
99.595 |
99.595 |
+0.020 |
|
|
|
| Total Volume and Open Interest |
0 |
3,029 |
-47 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100318 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.01 |
1,800 |
4,305 |
+112 |
| Sep10 |
100318 |
99.62 |
99.62 |
99.62 |
99.62 |
+0.01 |
453 |
3,992 |
+0 |
| Dec10 |
100318 |
99.63 |
99.63 |
99.63 |
99.63 |
+0.02 |
245 |
1,360 |
+3 |
| Mar11 |
100318 |
99.61 |
99.61 |
99.61 |
99.61 |
+0.02 |
225 |
1,316 |
+0 |
| Jun11 |
100318 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.02 |
0 |
56 |
+0 |
| Sep11 |
100318 |
99.59 |
99.59 |
99.59 |
99.59 |
+0.02 |
0 |
51 |
+0 |
| Dec11 |
100318 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.02 |
0 |
102 |
+0 |
| Mar12 |
100318 |
99.49 |
99.49 |
99.49 |
99.49 |
+0.02 |
0 |
305 |
+0 |
| Total Volume and Open Interest |
2,723 |
12,553 |
+115 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100318 |
138.75 |
138.75 |
138.40 |
138.62 |
-0.09 |
1,037 |
0 |
-18,783 |
| Sep10 |
100318 |
138.62 |
138.62 |
138.62 |
138.62 |
-0.09 |
|
|
|
| Dec10 |
100318 |
136.53 |
136.53 |
136.53 |
136.53 |
-0.09 |
|
|
|
| Total Volume and Open Interest |
1,037 |
19,061 |
+481 |
| Euro-Bund(EUREX) |
| Jun10 |
100318 |
123.26 |
123.39 |
122.98 |
123.08 |
-0.08 |
834,834 |
966,936 |
+27,757 |
| Sep10 |
100318 |
122.55 |
122.71 |
122.40 |
122.47 |
-0.06 |
34 |
23 |
+3 |
| Dec10 |
100318 |
122.08 |
122.08 |
122.08 |
122.08 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
834,868 |
966,959 |
+27,760 |
| Euro-Bobl(EUREX) |
| Jun10 |
100318 |
117.00 |
117.05 |
116.82 |
116.86 |
-0.08 |
494,202 |
801,185 |
+946 |
| Sep10 |
100318 |
116.51 |
116.56 |
116.51 |
116.56 |
-0.06 |
1,407 |
95 |
+86 |
| Dec10 |
100318 |
116.29 |
116.29 |
116.29 |
116.29 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
495,609 |
801,280 |
+1,032 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100318 |
99.280 |
99.280 |
99.265 |
99.265 |
-0.015 |
169 |
7,257 |
+98 |
| Sep10 |
100318 |
99.085 |
99.085 |
99.070 |
99.070 |
-0.005 |
2 |
2,357 |
+0 |
| Total Volume and Open Interest |
462 |
13,921 |
+152 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100318 |
114~26 |
115~12 |
114~24 |
114~31 |
+0~07 |
84,452 |
269,441 |
+5,267 |
| Total Volume and Open Interest |
84,795 |
282,595 |
+5,391 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100318 |
99.30 |
99.30 |
99.26 |
99.28 |
-0.01 |
37,900 |
376,386 |
-6,121 |
| Sep10 |
100318 |
99.14 |
99.16 |
99.11 |
99.12 |
-0.01 |
55,571 |
395,057 |
+7,442 |
| Dec10 |
100318 |
98.88 |
98.90 |
98.84 |
98.85 |
-0.01 |
47,862 |
420,888 |
+627 |
| Mar11 |
100318 |
98.54 |
98.58 |
98.50 |
98.52 |
-0.01 |
51,566 |
317,925 |
-4,204 |
| Jun11 |
100318 |
98.16 |
98.21 |
98.13 |
98.15 |
unch |
50,985 |
238,412 |
-2,395 |
| Sep11 |
100318 |
97.81 |
97.86 |
97.77 |
97.79 |
+0.01 |
32,042 |
124,962 |
-1,401 |
| Total Volume and Open Interest |
352,007 |
2,558,121 |
+1,749 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100318 |
99.280 |
99.290 |
99.265 |
99.265 |
-0.015 |
157,024 |
816,037 |
+29,136 |
| Sep10 |
100318 |
99.075 |
99.100 |
99.060 |
99.070 |
-0.005 |
169,704 |
795,468 |
+14,757 |
| Dec10 |
100318 |
98.865 |
98.890 |
98.840 |
98.855 |
-0.005 |
145,726 |
456,373 |
+19,393 |
| Total Volume and Open Interest |
1,068,335 |
3,611,403 |
+71,925 |
| 3-Mth Aus T-Bills(SFE) |
| Mar10 |
100311 |
95.66 |
95.68 |
95.62 |
95.67 |
unch |
25,180 |
72,614 |
-8,970 |
| Jun10 |
100318 |
95.35 |
95.39 |
95.33 |
95.39 |
+0.02 |
16,619 |
270,747 |
-17,289 |
| Sep10 |
100318 |
94.96 |
95.03 |
94.92 |
95.02 |
+0.04 |
14,512 |
160,577 |
-3,242 |
| Dec10 |
100318 |
94.68 |
94.75 |
94.64 |
94.74 |
+0.05 |
9,150 |
103,880 |
-860 |
| Mar11 |
100318 |
94.47 |
94.55 |
94.46 |
94.54 |
+0.04 |
2,495 |
41,972 |
-959 |
| Jun11 |
100318 |
94.36 |
94.42 |
94.33 |
94.42 |
+0.05 |
2,139 |
39,136 |
-1,655 |
| Sep11 |
100318 |
94.29 |
94.34 |
94.25 |
94.32 |
+0.04 |
2,029 |
19,299 |
-527 |
| Dec11 |
100318 |
94.22 |
94.29 |
94.19 |
94.26 |
+0.05 |
582 |
11,333 |
-568 |
| Mar12 |
100318 |
94.20 |
94.23 |
94.17 |
94.23 |
+0.06 |
600 |
7,417 |
-152 |
| Jun12 |
100318 |
94.20 |
94.22 |
94.18 |
94.22 |
+0.06 |
0 |
1,809 |
+0 |
| Total Volume and Open Interest |
48,126 |
658,322 |
-25,252 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100318 |
94.31 |
94.36 |
94.29 |
94.33 |
+0.02 |
34,043 |
303,945 |
+6,451 |
| Sep10 |
100318 |
94.33 |
94.33 |
94.33 |
94.33 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
34,043 |
303,945 |
+6,451 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100318 |
94.71 |
94.75 |
94.66 |
94.74 |
+0.03 |
145,452 |
434,294 |
+49,876 |
| Sep10 |
100318 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
145,452 |
434,294 |
+49,876 |
| Gold(CMX) |
| Apr10 |
100318 |
1124.5 |
1129.5 |
1118.2 |
1127.5 |
+3.3 |
141,796 |
228,413 |
+5,895 |
| Jun10 |
100318 |
1125.5 |
1130.5 |
1119.5 |
1128.6 |
+3.3 |
19,043 |
109,385 |
+3,249 |
| Aug10 |
100318 |
1126.5 |
1131.6 |
1123.6 |
1129.8 |
+3.3 |
1,318 |
27,975 |
+99 |
| Oct10 |
100318 |
1127.6 |
1132.0 |
1122.2 |
1131.0 |
+3.4 |
631 |
19,610 |
+12 |
| Dec10 |
100318 |
1129.1 |
1134.0 |
1123.7 |
1132.2 |
+3.4 |
633 |
37,120 |
+22 |
| Feb11 |
100318 |
1133.9 |
1134.0 |
1133.9 |
1133.9 |
+3.5 |
1,058 |
14,965 |
+254 |
| Apr11 |
100318 |
1127.5 |
1135.9 |
1127.5 |
1135.9 |
+3.6 |
753 |
10,332 |
+510 |
| Jun11 |
100318 |
481.8 |
483.1 |
481.8 |
483.1 |
+3.7 |
546 |
5,882 |
-231 |
| Aug11 |
100318 |
1141.6 |
1141.6 |
1141.6 |
1141.6 |
+3.9 |
68 |
2,932 |
-65 |
| Oct11 |
100318 |
1145.0 |
1145.0 |
1145.0 |
1145.0 |
+4.0 |
51 |
3,234 |
+0 |
| Dec11 |
100318 |
1140.5 |
1148.7 |
1140.5 |
1148.7 |
+4.1 |
268 |
12,790 |
+15 |
| Total Volume and Open Interest |
166,414 |
496,481 |
+9,778 |
| Silver(CMX) |
| Mar10 |
100318 |
1752.0 |
1752.0 |
1735.5 |
1740.7 |
-9.5 |
53 |
353 |
-108 |
| May10 |
100318 |
1752.0 |
1756.0 |
1732.5 |
1742.2 |
-10.1 |
26,919 |
65,904 |
+1,414 |
| Jul10 |
100318 |
1749.0 |
1755.0 |
1736.0 |
1744.7 |
-10.1 |
1,841 |
15,775 |
+1,175 |
| Sep10 |
100318 |
1746.0 |
1757.0 |
1746.0 |
1746.8 |
-10.1 |
1,222 |
3,815 |
+191 |
| Dec10 |
100318 |
1756.0 |
1760.5 |
1745.0 |
1749.8 |
-10.0 |
650 |
13,137 |
+14 |
| Mar11 |
100318 |
1753.1 |
1753.1 |
1753.1 |
1753.1 |
-9.8 |
51 |
2,710 |
+40 |
| May11 |
100318 |
1755.1 |
1755.1 |
1755.1 |
1755.1 |
-9.7 |
9 |
1,775 |
-4 |
| Total Volume and Open Interest |
31,331 |
114,192 |
+2,882 |
| Platinum(NYMEX) |
| Apr10 |
100318 |
1630.9 |
1638.0 |
1624.7 |
1631.0 |
-4.6 |
5,320 |
25,192 |
-2,288 |
| Jul10 |
100318 |
1636.9 |
1641.2 |
1633.1 |
1636.8 |
-4.7 |
2,139 |
11,306 |
+1,866 |
| Oct10 |
100318 |
1637.5 |
1637.5 |
1637.5 |
1637.5 |
-4.5 |
0 |
225 |
+0 |
| Jan11 |
100318 |
1643.0 |
1643.0 |
1637.5 |
1637.5 |
-2.5 |
1 |
206 |
+0 |
| Total Volume and Open Interest |
7,460 |
36,930 |
-422 |
| Palladium(NYMEX) |
| Mar10 |
100318 |
477.90 |
477.90 |
477.90 |
477.90 |
-0.10 |
20 |
62 |
+0 |
| Jun10 |
100318 |
482.00 |
483.00 |
472.60 |
478.75 |
-0.10 |
1,339 |
22,741 |
+25 |
| Sep10 |
100318 |
476.45 |
479.10 |
476.45 |
479.10 |
-0.40 |
5 |
556 |
+2 |
| Total Volume and Open Interest |
1,365 |
23,409 |
+27 |
| Copper(CMX) |
| Mar10 |
100318 |
338.35 |
339.20 |
337.20 |
338.75 |
-2.25 |
205 |
2,221 |
-101 |
| May10 |
100318 |
342.45 |
342.80 |
337.55 |
339.55 |
-2.25 |
25,246 |
87,753 |
+530 |
| Jul10 |
100318 |
343.45 |
343.55 |
339.45 |
341.25 |
-2.15 |
3,752 |
19,256 |
+379 |
| Sep10 |
100318 |
343.30 |
343.30 |
340.65 |
342.40 |
-2.10 |
633 |
8,919 |
+66 |
| Dec10 |
100318 |
344.10 |
344.55 |
341.40 |
343.20 |
-2.05 |
302 |
5,721 |
+216 |
| Total Volume and Open Interest |
30,998 |
130,126 |
+1,710 |
| DJIA Index(CBOT) |
| Mar10 |
100318 |
10741 |
10783 |
10713 |
10780 |
+54 |
2,387 |
12,371 |
-589 |
| Jun10 |
100318 |
10665 |
10720 |
10651 |
10717 |
+54 |
2,585 |
3,181 |
+1,285 |
| Sep10 |
100318 |
10656 |
10656 |
10606 |
10656 |
+50 |
0 |
1 |
+0 |
| Dec10 |
100318 |
10598 |
10598 |
10544 |
10598 |
+54 |
|
|
|
| Total Volume and Open Interest |
4,972 |
15,553 |
+696 |
| S & P 500(CME) |
| Mar10 |
100318 |
1166.30 |
1167.50 |
1161.30 |
1166.10 |
+0.40 |
63,445 |
201,841 |
-31,869 |
| Jun10 |
100318 |
1160.80 |
1164.00 |
1156.50 |
1161.30 |
+0.30 |
70,413 |
274,212 |
+44,434 |
| Sep10 |
100318 |
1156.50 |
1157.10 |
1151.60 |
1156.50 |
+0.40 |
3 |
2,178 |
+1 |
| Dec10 |
100318 |
1151.90 |
1152.50 |
1147.00 |
1151.90 |
+0.40 |
5 |
3,004 |
-2 |
| Total Volume and Open Interest |
133,871 |
481,255 |
+12,563 |
| S & P 500 E-Mini(Globex) |
| Mar10 |
100318 |
1165.25 |
1169.25 |
1161.00 |
1166.00 |
+0.25 |
534,353 |
1,488,677 |
-188,858 |
| Jun10 |
100318 |
1160.75 |
1164.00 |
1156.25 |
1161.25 |
+0.25 |
2,010,549 |
2,086,456 |
+297,703 |
| Total Volume and Open Interest |
2,545,453 |
3,578,829 |
+109,332 |
| NASDAQ 100(CME) |
| Mar10 |
100318 |
1938.00 |
1944.50 |
1935.00 |
1944.50 |
+8.00 |
2,263 |
19,034 |
-716 |
| Jun10 |
100318 |
1935.30 |
1943.00 |
1929.80 |
1941.80 |
+7.80 |
2,635 |
4,608 |
+944 |
| Sep10 |
100318 |
1939.00 |
1939.00 |
1938.50 |
1939.00 |
+7.50 |
|
|
|
| Total Volume and Open Interest |
4,898 |
23,642 |
+228 |
| NASDAQ 100 E-Mini(Globex) |
| Mar10 |
100318 |
1936.00 |
1945.50 |
1931.80 |
1944.50 |
+8.00 |
71,010 |
191,202 |
-22,255 |
| Jun10 |
100318 |
1933.50 |
1942.80 |
1928.80 |
1941.80 |
+7.80 |
270,071 |
224,897 |
+39,098 |
| Total Volume and Open Interest |
341,081 |
416,112 |
+16,843 |
| S & P Midcap 400(CME) |
| Mar10 |
100318 |
792.40 |
793.50 |
792.40 |
792.40 |
-3.30 |
194 |
2,124 |
-57 |
| Jun10 |
100318 |
793.50 |
795.50 |
789.00 |
789.90 |
-3.40 |
230 |
911 |
+178 |
| Sep10 |
100318 |
787.90 |
787.90 |
787.90 |
787.90 |
-3.40 |
|
|
|
| Total Volume and Open Interest |
424 |
3,035 |
+121 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100318 |
10795 |
10795 |
10775 |
10795 |
-35 |
|
|
|
| Sep10 |
100318 |
10835 |
10870 |
10835 |
10835 |
-35 |
|
|
|
| Total Volume and Open Interest |
6,535 |
42,225 |
+435 |
| Nikkei 225(SGX) |
| Jun10 |
100318 |
10780 |
10795 |
10670 |
10685 |
-90 |
54,486 |
142,014 |
+3,657 |
| Sep10 |
100318 |
10690 |
10690 |
10690 |
10690 |
-90 |
0 |
55 |
+0 |
| Dec10 |
100318 |
10650 |
10650 |
10650 |
10650 |
-90 |
0 |
747 |
+0 |
| Total Volume and Open Interest |
54,736 |
152,081 |
+3,657 |
| CAC 40(EURONEXT) |
| Mar10 |
100318 |
3953.0 |
3965.0 |
3922.5 |
3936.5 |
-22.0 |
237,375 |
432,988 |
+10,243 |
| Apr10 |
100318 |
3955.5 |
3966.0 |
3923.5 |
3938.0 |
-21.5 |
138,709 |
206,857 |
+121,908 |
| May10 |
100318 |
3865.0 |
3865.0 |
3865.0 |
3865.0 |
-21.5 |
21 |
27 |
+21 |
| Total Volume and Open Interest |
381,440 |
678,552 |
+137,047 |
| Hang Seng Index(HKFE) |
| Mar10 |
100318 |
21450 |
21452 |
21272 |
21287 |
-112 |
56,745 |
72,799 |
+3,493 |
| Apr10 |
100318 |
21397 |
21408 |
21240 |
21253 |
-97 |
839 |
3,805 |
+354 |
| Total Volume and Open Interest |
58,091 |
79,989 |
+3,852 |
| DAX(EUREX) |
| Mar10 |
100318 |
6012.0 |
6041.0 |
5996.0 |
6013.0 |
-8.5 |
169,887 |
117,371 |
-17,657 |
| Jun10 |
100318 |
6018.0 |
6048.5 |
6003.5 |
6020.0 |
-9.0 |
58,427 |
87,765 |
+33,815 |
| Sep10 |
100318 |
6025.5 |
6054.0 |
6010.5 |
6026.5 |
-8.5 |
4,465 |
3,167 |
+613 |
| Total Volume and Open Interest |
232,779 |
208,303 |
+16,771 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100318 |
5614.50 |
5663.50 |
5614.50 |
5641.00 |
+1.00 |
350,246 |
350,224 |
-133,987 |
| Jun10 |
100318 |
5574.50 |
5615.00 |
5568.00 |
5593.00 |
+0.50 |
251,471 |
509,273 |
+202,933 |
| Sep10 |
100318 |
5548.50 |
5568.50 |
5540.00 |
5552.00 |
+0.50 |
48 |
421 |
+1 |
| Total Volume and Open Interest |
601,835 |
861,762 |
+69,017 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100318 |
4885.0 |
4909.0 |
4867.0 |
4879.0 |
+2.0 |
78,780 |
178,677 |
+46,943 |
| Sep10 |
100318 |
4880.0 |
4884.0 |
4852.0 |
4863.0 |
unch |
0 |
1,973 |
+0 |
| Total Volume and Open Interest |
174,797 |
301,698 |
+19,508 |
| GSCI(CME) |
| Apr10 |
100318 |
531.00 |
531.50 |
528.00 |
530.00 |
-2.50 |
533 |
18,553 |
+234 |
| May10 |
100318 |
533.00 |
535.05 |
530.00 |
533.00 |
-2.00 |
3 |
3 |
-1 |
| Jun10 |
100318 |
535.00 |
536.55 |
532.00 |
535.00 |
-1.50 |
|
|
|
| Total Volume and Open Interest |
536 |
18,556 |
+233 |
| 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. |
|
|