|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Fri March 19, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100319 |
959.50 |
964.00 |
952.25 |
961.75 |
+2.25 |
69,677 |
184,053 |
-6,264 |
| Jul10 |
100319 |
967.00 |
971.75 |
960.00 |
969.50 |
+2.00 |
25,260 |
103,246 |
+1,037 |
| Aug10 |
100319 |
963.50 |
967.50 |
956.75 |
966.00 |
+2.25 |
568 |
6,345 |
+67 |
| Sep10 |
100319 |
950.00 |
952.00 |
942.75 |
952.00 |
+3.25 |
542 |
4,785 |
+75 |
| Nov10 |
100319 |
938.75 |
943.00 |
933.75 |
942.00 |
+2.00 |
12,621 |
114,998 |
-12 |
| Jan11 |
100319 |
946.00 |
950.25 |
942.25 |
950.25 |
+2.00 |
1,012 |
6,221 |
+257 |
| Mar11 |
100319 |
951.25 |
957.75 |
951.00 |
957.75 |
+2.25 |
328 |
3,134 |
+138 |
| Total Volume and Open Interest |
110,858 |
431,749 |
-4,498 |
| Soybean Meal(CBOT) |
| May10 |
100319 |
269.80 |
270.60 |
266.20 |
270.20 |
+0.30 |
33,037 |
92,761 |
-3,206 |
| Jul10 |
100319 |
268.10 |
269.50 |
265.70 |
269.50 |
+1.00 |
11,956 |
41,287 |
+976 |
| Aug10 |
100319 |
266.50 |
267.80 |
264.50 |
267.80 |
+1.30 |
1,303 |
13,457 |
+144 |
| Sep10 |
100319 |
264.50 |
265.10 |
261.70 |
265.10 |
+1.20 |
1,852 |
9,588 |
-73 |
| Oct10 |
100319 |
257.20 |
259.50 |
256.50 |
259.40 |
+1.30 |
232 |
8,266 |
-9 |
| Dec10 |
100319 |
257.10 |
259.20 |
255.80 |
259.20 |
+1.30 |
4,527 |
31,858 |
+101 |
| Jan11 |
100319 |
258.30 |
260.60 |
257.50 |
260.60 |
+1.30 |
383 |
2,929 |
+94 |
| Mar11 |
100319 |
261.40 |
263.70 |
261.40 |
263.70 |
+1.40 |
681 |
2,446 |
+41 |
| Total Volume and Open Interest |
54,484 |
205,607 |
-1,636 |
| Soybean Oil(CBOT) |
| May10 |
100319 |
39.26 |
39.54 |
38.98 |
39.30 |
+0.05 |
31,111 |
133,801 |
-1,913 |
| Jul10 |
100319 |
39.67 |
39.93 |
39.42 |
39.73 |
+0.05 |
8,869 |
79,961 |
+530 |
| Aug10 |
100319 |
39.90 |
39.91 |
39.61 |
39.91 |
+0.05 |
188 |
11,212 |
-49 |
| Sep10 |
100319 |
39.97 |
40.05 |
39.81 |
40.05 |
+0.05 |
283 |
7,625 |
+16 |
| Oct10 |
100319 |
39.97 |
40.18 |
39.97 |
40.18 |
+0.05 |
124 |
6,273 |
-21 |
| Dec10 |
100319 |
40.49 |
40.68 |
40.20 |
40.51 |
+0.04 |
2,860 |
41,099 |
+485 |
| Jan11 |
100319 |
40.62 |
40.74 |
40.60 |
40.74 |
+0.04 |
183 |
1,763 |
-77 |
| Mar11 |
100319 |
40.64 |
40.91 |
40.59 |
40.91 |
+0.04 |
21 |
878 |
+5 |
| Total Volume and Open Interest |
43,728 |
284,212 |
-971 |
| Canola(WCE) |
| Mar10 |
100312 |
378.5 |
378.5 |
378.5 |
378.5 |
-5.1 |
|
|
|
| May10 |
100319 |
377.6 |
379.9 |
376.2 |
377.8 |
+0.2 |
6,330 |
83,110 |
-793 |
| Jul10 |
100319 |
384.1 |
385.0 |
381.6 |
383.3 |
+0.2 |
1,924 |
22,096 |
-64 |
| Nov10 |
100319 |
385.0 |
387.2 |
382.9 |
384.8 |
-0.3 |
1,434 |
17,128 |
-257 |
| Jan11 |
100319 |
388.6 |
388.6 |
388.4 |
388.4 |
-0.2 |
50 |
737 |
+49 |
| Total Volume and Open Interest |
9,753 |
123,461 |
-1,050 |
| Corn(CBOT) |
| May10 |
100319 |
375.25 |
376.25 |
371.50 |
374.50 |
-1.50 |
87,013 |
445,422 |
-3,063 |
| Jul10 |
100319 |
386.25 |
387.25 |
382.50 |
385.50 |
-1.50 |
25,196 |
254,936 |
+1,371 |
| Sep10 |
100319 |
395.00 |
396.00 |
391.50 |
394.00 |
-2.25 |
13,679 |
70,418 |
+464 |
| Dec10 |
100319 |
404.50 |
405.25 |
401.00 |
403.50 |
-1.75 |
28,046 |
272,843 |
+1,505 |
| Mar11 |
100319 |
415.00 |
416.50 |
412.00 |
414.50 |
-1.75 |
3,242 |
31,339 |
+927 |
| May11 |
100319 |
421.00 |
423.00 |
420.00 |
421.50 |
-1.50 |
74 |
4,399 |
+41 |
| Total Volume and Open Interest |
158,781 |
1,125,827 |
+1,856 |
| Wheat(CBOT) |
| May10 |
100319 |
489.75 |
490.75 |
482.50 |
483.75 |
-5.50 |
34,563 |
167,420 |
-2,699 |
| Jul10 |
100319 |
501.75 |
503.25 |
495.00 |
496.50 |
-5.25 |
11,378 |
131,570 |
+1,250 |
| Sep10 |
100319 |
516.00 |
518.00 |
510.50 |
511.50 |
-5.75 |
2,789 |
35,820 |
+348 |
| Dec10 |
100319 |
540.25 |
544.25 |
537.00 |
538.00 |
-5.25 |
7,533 |
67,796 |
+901 |
| Mar11 |
100319 |
567.25 |
568.75 |
563.00 |
563.50 |
-5.25 |
1,578 |
9,721 |
+676 |
| Total Volume and Open Interest |
58,929 |
427,526 |
+974 |
| Wheat(KCBT) |
| May10 |
100319 |
494.75 |
496.50 |
490.00 |
492.00 |
-3.00 |
5,434 |
45,963 |
+302 |
| Jul10 |
100319 |
505.50 |
507.50 |
500.00 |
503.00 |
-2.75 |
2,508 |
38,916 |
+127 |
| Sep10 |
100319 |
515.25 |
518.00 |
513.75 |
515.00 |
-2.75 |
344 |
6,906 |
+29 |
| Dec10 |
100319 |
531.25 |
537.00 |
531.00 |
532.50 |
-2.75 |
2,082 |
40,135 |
-461 |
| Mar11 |
100319 |
548.00 |
553.50 |
547.75 |
548.50 |
-3.50 |
933 |
3,945 |
+527 |
| Total Volume and Open Interest |
11,576 |
138,465 |
+667 |
| Wheat(MGE) |
| Mar10 |
100312 |
502.50 |
502.50 |
502.50 |
502.50 |
+6.00 |
|
|
|
| May10 |
100319 |
514.00 |
516.00 |
509.00 |
509.25 |
-5.25 |
3,026 |
15,167 |
+89 |
| Jul10 |
100319 |
525.00 |
527.00 |
520.00 |
520.25 |
-5.50 |
971 |
11,895 |
+653 |
| Sep10 |
100319 |
534.50 |
536.00 |
532.00 |
532.00 |
-5.25 |
164 |
5,735 |
-11 |
| Dec10 |
100319 |
554.25 |
554.50 |
549.50 |
549.75 |
-5.25 |
185 |
5,984 |
-15 |
| Total Volume and Open Interest |
4,482 |
40,377 |
+786 |
| Oats(CBOT) |
| May10 |
100319 |
225.00 |
225.25 |
222.25 |
224.50 |
-1.00 |
1,316 |
10,074 |
-858 |
| Jul10 |
100319 |
233.75 |
234.00 |
232.50 |
233.00 |
-1.00 |
954 |
3,548 |
+894 |
| Sep10 |
100319 |
239.50 |
240.00 |
239.00 |
239.00 |
-1.00 |
9 |
866 |
+0 |
| Dec10 |
100319 |
253.00 |
253.00 |
251.00 |
252.00 |
-1.00 |
40 |
1,710 |
+13 |
| Total Volume and Open Interest |
2,320 |
16,199 |
+50 |
| Rough Rice(CBOT) |
| Mar10 |
100312 |
12.24 |
12.25 |
12.18 |
12.19 |
+0.01 |
5 |
3 |
-32 |
| May10 |
100319 |
12.58 |
12.73 |
12.56 |
12.70 |
+0.08 |
316 |
10,051 |
+51 |
| Jul10 |
100319 |
12.94 |
13.02 |
12.88 |
13.00 |
+0.07 |
91 |
1,557 |
-6 |
| Sep10 |
100319 |
12.72 |
12.80 |
12.72 |
12.76 |
unch |
30 |
1,777 |
+16 |
| Total Volume and Open Interest |
485 |
14,924 |
+57 |
| Live Cattle(CME) |
| Apr10 |
100319 |
97.500 |
98.700 |
96.980 |
97.980 |
+0.445 |
9,988 |
73,972 |
-2,520 |
| Jun10 |
100319 |
95.150 |
96.300 |
94.500 |
95.135 |
-0.045 |
17,397 |
150,548 |
+584 |
| Aug10 |
100319 |
92.635 |
93.600 |
91.930 |
92.480 |
-0.100 |
9,037 |
67,419 |
+253 |
| Oct10 |
100319 |
94.400 |
95.100 |
93.650 |
94.450 |
-0.030 |
1,890 |
32,608 |
+549 |
| Dec10 |
100319 |
96.100 |
97.000 |
95.500 |
96.400 |
+0.115 |
1,973 |
14,943 |
+1,397 |
| Feb11 |
100319 |
97.000 |
97.900 |
96.400 |
97.230 |
+0.080 |
455 |
7,187 |
+223 |
| Total Volume and Open Interest |
40,992 |
349,161 |
+711 |
| Feeder Cattle(CME) |
| Mar10 |
100319 |
105.100 |
105.700 |
104.550 |
104.800 |
+0.165 |
505 |
3,292 |
-232 |
| Apr10 |
100319 |
108.250 |
109.850 |
107.550 |
108.680 |
+0.795 |
797 |
9,656 |
-115 |
| May10 |
100319 |
109.800 |
111.350 |
109.050 |
110.385 |
+0.850 |
1,193 |
14,581 |
+506 |
| Aug10 |
100319 |
110.300 |
112.000 |
109.850 |
111.035 |
+0.650 |
972 |
9,527 |
-32 |
| Sep10 |
100319 |
109.785 |
111.150 |
109.250 |
110.730 |
+0.930 |
86 |
1,242 |
+18 |
| Oct10 |
100319 |
109.500 |
111.135 |
108.535 |
109.535 |
-0.195 |
61 |
665 |
+3 |
| Nov10 |
100319 |
109.500 |
110.200 |
108.480 |
109.480 |
-0.250 |
20 |
210 |
+10 |
| Total Volume and Open Interest |
3,635 |
39,202 |
+159 |
| Lean Hogs(CME) |
| Apr10 |
100319 |
72.350 |
73.500 |
72.150 |
73.350 |
+0.465 |
9,038 |
35,307 |
-3,407 |
| May10 |
100319 |
79.200 |
80.200 |
79.150 |
79.900 |
-0.100 |
118 |
5,964 |
+36 |
| Jun10 |
100319 |
82.550 |
83.230 |
82.050 |
82.580 |
-0.350 |
8,038 |
73,614 |
+778 |
| Jul10 |
100319 |
82.635 |
83.500 |
82.450 |
83.150 |
-0.180 |
4,029 |
25,716 |
-155 |
| Aug10 |
100319 |
81.250 |
82.250 |
81.250 |
82.100 |
+0.020 |
2,060 |
28,856 |
+643 |
| Oct10 |
100319 |
71.400 |
72.000 |
71.350 |
71.700 |
-0.300 |
1,327 |
17,846 |
+764 |
| Dec10 |
100319 |
68.285 |
69.150 |
68.285 |
68.800 |
-0.050 |
205 |
7,367 |
+76 |
| Feb11 |
100319 |
69.900 |
70.800 |
69.900 |
70.800 |
+0.050 |
319 |
2,218 |
+117 |
| Total Volume and Open Interest |
25,139 |
197,408 |
-1,144 |
| Pork Bellies(CME) |
| Mar10 |
100319 |
93.000 |
93.000 |
91.500 |
91.500 |
+0.500 |
3 |
11 |
-2 |
| May10 |
100319 |
93.750 |
96.250 |
93.250 |
93.480 |
+0.230 |
25 |
195 |
+0 |
| Jul10 |
100319 |
95.900 |
96.250 |
95.900 |
95.900 |
unch |
1 |
64 |
+1 |
| Aug10 |
100319 |
88.000 |
91.000 |
88.000 |
88.000 |
unch |
0 |
22 |
+0 |
| Feb11 |
100319 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
29 |
294 |
-1 |
| Class III Milk(CME) |
| Mar10 |
100319 |
12.81 |
12.82 |
12.80 |
12.81 |
+0.01 |
25 |
3,993 |
+73 |
| Apr10 |
100319 |
12.43 |
12.59 |
12.43 |
12.45 |
+0.02 |
394 |
4,726 |
+4 |
| May10 |
100319 |
12.80 |
13.10 |
12.80 |
12.99 |
+0.10 |
210 |
4,327 |
+64 |
| Jun10 |
100319 |
13.55 |
13.80 |
13.55 |
13.69 |
+0.09 |
228 |
3,394 |
+74 |
| Jul10 |
100319 |
14.03 |
14.08 |
13.90 |
13.95 |
unch |
69 |
2,549 |
+21 |
| Total Volume and Open Interest |
1,112 |
30,186 |
+333 |
| Cocoa(ICE) |
| May10 |
100319 |
2882 |
2913 |
2804 |
2834 |
-59 |
6,664 |
55,306 |
-1,323 |
| Jul10 |
100319 |
2910 |
2929 |
2831 |
2861 |
-56 |
1,863 |
30,731 |
+400 |
| Sep10 |
100319 |
2925 |
2925 |
2858 |
2883 |
-57 |
962 |
13,932 |
+607 |
| Dec10 |
100319 |
2953 |
2953 |
2889 |
2911 |
-55 |
617 |
8,709 |
+481 |
| Mar11 |
100319 |
2930 |
2930 |
2909 |
2930 |
-51 |
343 |
12,098 |
+103 |
| May11 |
100319 |
2913 |
2935 |
2913 |
2935 |
-52 |
174 |
5,220 |
+147 |
| Jul11 |
100319 |
2946 |
2946 |
2946 |
2946 |
-51 |
64 |
2,652 |
+28 |
| Total Volume and Open Interest |
10,915 |
129,954 |
+619 |
| Coffee "C"(ICE) |
| Mar10 |
100319 |
132.45 |
133.00 |
130.30 |
130.30 |
-2.85 |
6 |
25 |
-1 |
| May10 |
100319 |
135.30 |
135.75 |
130.65 |
132.50 |
-3.05 |
5,848 |
73,005 |
-730 |
| Jul10 |
100319 |
136.45 |
137.35 |
132.45 |
134.20 |
-3.00 |
1,934 |
22,088 |
+395 |
| Sep10 |
100319 |
139.00 |
139.00 |
134.15 |
135.80 |
-3.00 |
1,385 |
12,788 |
+680 |
| Dec10 |
100319 |
140.50 |
140.70 |
136.60 |
137.80 |
-2.95 |
1,251 |
9,107 |
+729 |
| Mar11 |
100319 |
142.00 |
142.10 |
139.50 |
139.50 |
-2.95 |
400 |
5,390 |
+89 |
| Total Volume and Open Interest |
11,012 |
124,135 |
+1,232 |
| Orange Juice(ICE) |
| May10 |
100319 |
144.00 |
146.70 |
143.35 |
145.55 |
+1.45 |
943 |
26,720 |
-99 |
| Jul10 |
100319 |
146.45 |
149.10 |
145.95 |
147.95 |
+1.45 |
227 |
7,119 |
+145 |
| Sep10 |
100319 |
147.95 |
150.05 |
147.95 |
149.15 |
+1.55 |
64 |
1,696 |
+18 |
| Nov10 |
100319 |
148.10 |
150.00 |
148.10 |
149.30 |
+1.50 |
7 |
765 |
+4 |
| Jan11 |
100319 |
151.00 |
151.00 |
150.65 |
150.65 |
+1.35 |
2 |
670 |
+0 |
| Mar11 |
100319 |
153.00 |
153.50 |
153.00 |
153.15 |
+1.10 |
2 |
74 |
+2 |
| Total Volume and Open Interest |
1,245 |
37,255 |
+70 |
| Sugar #11(ICE) |
| May10 |
100319 |
19.00 |
19.45 |
18.23 |
18.64 |
-0.39 |
58,572 |
281,421 |
+2,369 |
| Jul10 |
100319 |
18.49 |
18.91 |
17.99 |
18.31 |
-0.20 |
32,337 |
188,433 |
+1,460 |
| Oct10 |
100319 |
18.05 |
18.41 |
17.61 |
17.96 |
-0.06 |
15,269 |
163,984 |
-1,832 |
| Mar11 |
100319 |
17.94 |
18.33 |
17.61 |
17.99 |
+0.05 |
5,909 |
58,850 |
-497 |
| May11 |
100319 |
17.26 |
17.54 |
17.10 |
17.39 |
+0.14 |
1,768 |
18,572 |
+74 |
| Total Volume and Open Interest |
117,192 |
778,606 |
+1,908 |
| London Cocoa(LCE) |
| May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
| Jul10 |
100319 |
2223 |
2232 |
2185 |
2207 |
-5 |
1,749 |
36,689 |
+48 |
| Sep10 |
100319 |
2173 |
2180 |
2142 |
2159 |
unch |
770 |
21,661 |
+208 |
| Dec10 |
100319 |
2144 |
2151 |
2114 |
2133 |
-7 |
95 |
14,955 |
-16 |
| Mar11 |
100319 |
2115 |
2120 |
2097 |
2097 |
-7 |
91 |
15,046 |
+4 |
| Jul11 |
100319 |
2106 |
2106 |
2089 |
2089 |
-10 |
0 |
654 |
+0 |
| Total Volume and Open Interest |
24,406 |
152,708 |
-1,793 |
| London Sugar(LCE) |
| May10 |
100319 |
537.60 |
543.00 |
519.30 |
528.10 |
-4.50 |
7,053 |
26,523 |
-188 |
| Aug10 |
100319 |
517.50 |
523.00 |
501.80 |
509.70 |
-4.30 |
3,403 |
22,109 |
+697 |
| Oct10 |
100319 |
496.10 |
499.50 |
479.30 |
491.40 |
+1.60 |
1,082 |
9,127 |
-599 |
| Dec10 |
100319 |
490.00 |
490.00 |
472.60 |
482.40 |
-2.00 |
105 |
2,383 |
+61 |
| Mar11 |
100319 |
490.30 |
492.10 |
476.60 |
486.90 |
+2.80 |
9 |
1,120 |
+6 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100319 |
82.31 |
82.83 |
81.62 |
82.18 |
-0.03 |
5,543 |
100,208 |
-920 |
| Jul10 |
100319 |
82.92 |
83.53 |
82.45 |
82.98 |
-0.06 |
2,541 |
44,476 |
+848 |
| Oct10 |
100319 |
76.98 |
76.98 |
76.49 |
76.49 |
-0.30 |
10 |
168 |
+1 |
| Dec10 |
100319 |
75.00 |
75.31 |
74.55 |
74.74 |
-0.41 |
1,144 |
34,467 |
-25 |
| Mar11 |
100319 |
76.02 |
76.02 |
75.74 |
75.74 |
-0.33 |
50 |
3,493 |
-23 |
| May11 |
100319 |
76.14 |
76.14 |
76.14 |
76.14 |
-0.36 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
9,320 |
185,299 |
-88 |
| Lumber(CME) |
| May10 |
100319 |
283.0 |
291.0 |
282.6 |
288.2 |
+6.7 |
399 |
5,823 |
-8 |
| Jul10 |
100319 |
294.2 |
300.8 |
294.0 |
300.8 |
+7.0 |
101 |
2,463 |
+23 |
| Sep10 |
100319 |
288.6 |
294.0 |
288.6 |
292.0 |
+3.4 |
45 |
729 |
+19 |
| Nov10 |
100319 |
273.0 |
273.1 |
271.6 |
273.0 |
+1.5 |
6 |
175 |
+0 |
| Total Volume and Open Interest |
551 |
9,190 |
+34 |
| Crude Oil(NYM) |
| Apr10 |
100319 |
82.17 |
82.17 |
79.86 |
80.68 |
-1.52 |
275,205 |
72,916 |
-31,850 |
| May10 |
100319 |
82.46 |
82.47 |
80.14 |
80.97 |
-1.57 |
184,634 |
327,839 |
+10,938 |
| Jun10 |
100319 |
82.80 |
82.84 |
80.53 |
81.36 |
-1.58 |
71,972 |
167,839 |
+1,703 |
| Jul10 |
100319 |
83.14 |
83.26 |
81.00 |
81.77 |
-1.57 |
24,022 |
82,657 |
+165 |
| Aug10 |
100319 |
83.32 |
83.52 |
81.39 |
82.12 |
-1.56 |
10,581 |
27,784 |
+2,078 |
| Sep10 |
100319 |
83.50 |
83.83 |
81.61 |
82.39 |
-1.55 |
8,965 |
39,692 |
-377 |
| Oct10 |
100319 |
82.50 |
82.92 |
82.00 |
82.61 |
-1.54 |
5,934 |
22,119 |
+325 |
| Nov10 |
100319 |
83.92 |
84.16 |
82.12 |
82.80 |
-1.55 |
3,419 |
24,728 |
+3 |
| Dec10 |
100319 |
84.35 |
84.52 |
82.30 |
83.01 |
-1.56 |
31,222 |
211,407 |
-481 |
| Jan11 |
100319 |
84.18 |
84.18 |
83.00 |
83.13 |
-1.55 |
2,354 |
29,752 |
-95 |
| Feb11 |
100319 |
83.10 |
83.27 |
83.00 |
83.27 |
-1.53 |
354 |
18,153 |
-67 |
| Mar11 |
100319 |
84.48 |
84.48 |
83.21 |
83.40 |
-1.51 |
443 |
13,661 |
+28 |
| Apr11 |
100319 |
84.90 |
84.90 |
83.52 |
83.52 |
-1.49 |
670 |
12,979 |
+119 |
| May11 |
100319 |
83.62 |
83.62 |
83.62 |
83.62 |
-1.48 |
361 |
4,349 |
+4 |
| Jun11 |
100319 |
84.64 |
84.64 |
83.15 |
83.71 |
-1.48 |
2,915 |
29,793 |
+672 |
| Jul11 |
100319 |
83.27 |
83.93 |
83.27 |
83.79 |
-1.47 |
791 |
4,204 |
+162 |
| Total Volume and Open Interest |
651,954 |
1,342,327 |
-15,099 |
| e-miNY Crude Oil(NYM) |
| Mar10 |
100219 |
78.325 |
79.925 |
77.775 |
79.800 |
+0.750 |
9,128 |
2,521 |
-652 |
| Apr10 |
100319 |
82.200 |
82.200 |
79.850 |
80.675 |
-1.525 |
8,280 |
3,452 |
-420 |
| May10 |
100319 |
82.400 |
82.450 |
80.125 |
80.975 |
-1.575 |
2,012 |
2,834 |
+220 |
| Jun10 |
100319 |
83.300 |
83.550 |
80.525 |
81.350 |
-1.600 |
160 |
529 |
+18 |
| Jul10 |
100319 |
82.950 |
83.100 |
81.125 |
81.775 |
-1.575 |
8 |
125 |
+3 |
| Aug10 |
100319 |
83.400 |
83.400 |
81.925 |
82.125 |
-1.550 |
1 |
3 |
-1 |
| Sep10 |
100319 |
82.000 |
82.400 |
82.000 |
82.400 |
-1.550 |
1 |
8 |
+1 |
| Oct10 |
100319 |
82.600 |
82.600 |
82.600 |
82.600 |
-1.550 |
0 |
10 |
+0 |
| Nov10 |
100319 |
82.800 |
82.800 |
82.800 |
82.800 |
-1.550 |
0 |
3 |
+0 |
| Dec10 |
100319 |
83.000 |
83.000 |
83.000 |
83.000 |
-1.575 |
2 |
57 |
+0 |
| Total Volume and Open Interest |
10,464 |
7,067 |
-179 |
| Heating Oil(NYM) |
| Apr10 |
100319 |
211.60 |
211.60 |
205.02 |
207.67 |
-4.24 |
36,562 |
57,717 |
-1,045 |
| May10 |
100319 |
212.85 |
212.99 |
206.38 |
208.91 |
-4.38 |
19,173 |
76,610 |
+2,968 |
| Jun10 |
100319 |
214.00 |
214.20 |
208.00 |
210.36 |
-4.43 |
12,614 |
50,906 |
-668 |
| Jul10 |
100319 |
215.65 |
215.67 |
209.87 |
212.12 |
-4.43 |
3,825 |
23,812 |
-38 |
| Aug10 |
100319 |
217.27 |
217.51 |
211.88 |
213.88 |
-4.47 |
2,542 |
13,330 |
-75 |
| Sep10 |
100319 |
218.94 |
219.57 |
213.86 |
215.80 |
-4.42 |
2,259 |
14,134 |
+109 |
| Oct10 |
100319 |
221.20 |
221.20 |
216.25 |
217.83 |
-4.33 |
2,016 |
10,574 |
+554 |
| Nov10 |
100319 |
220.40 |
220.40 |
218.60 |
219.98 |
-4.24 |
1,075 |
10,178 |
+0 |
| Dec10 |
100319 |
225.24 |
225.86 |
220.40 |
222.20 |
-4.19 |
6,892 |
32,048 |
-515 |
| Jan11 |
100319 |
227.28 |
227.55 |
223.26 |
224.25 |
-4.11 |
1,394 |
13,312 |
+375 |
| Feb11 |
100319 |
228.38 |
228.40 |
224.30 |
225.25 |
-4.04 |
105 |
4,378 |
-13 |
| Mar11 |
100319 |
228.32 |
228.36 |
224.35 |
225.30 |
-3.94 |
79 |
6,258 |
+35 |
| Total Volume and Open Interest |
88,821 |
330,106 |
+1,646 |
| Gasoline(NYMEX) |
| Apr10 |
100319 |
230.38 |
230.39 |
223.50 |
225.56 |
-4.53 |
40,923 |
59,677 |
-3,779 |
| May10 |
100319 |
230.10 |
230.10 |
223.24 |
225.43 |
-4.42 |
27,375 |
98,457 |
+4,896 |
| Jun10 |
100319 |
228.40 |
228.44 |
222.14 |
224.38 |
-4.23 |
14,205 |
51,187 |
+1,345 |
| Jul10 |
100319 |
225.96 |
226.83 |
221.07 |
223.22 |
-4.10 |
8,331 |
27,872 |
+2,181 |
| Aug10 |
100319 |
225.00 |
225.00 |
220.15 |
221.99 |
-4.06 |
2,213 |
12,882 |
+28 |
| Sep10 |
100319 |
223.61 |
223.61 |
218.50 |
220.69 |
-4.00 |
2,194 |
20,576 |
+51 |
| Oct10 |
100319 |
213.43 |
213.43 |
208.01 |
209.56 |
-3.95 |
1,859 |
10,128 |
+155 |
| Nov10 |
100319 |
206.45 |
207.96 |
206.45 |
207.96 |
-3.94 |
540 |
12,605 |
+45 |
| Dec10 |
100319 |
211.17 |
211.54 |
205.96 |
207.53 |
-3.91 |
1,200 |
11,911 |
+127 |
| Jan11 |
100319 |
207.57 |
208.98 |
207.35 |
208.98 |
-3.91 |
30 |
4,039 |
-9 |
| Total Volume and Open Interest |
99,040 |
317,981 |
+4,971 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100319 |
225.60 |
225.60 |
225.56 |
225.60 |
-4.50 |
2 |
13 |
+0 |
| May10 |
100319 |
225.40 |
225.43 |
225.40 |
225.40 |
-4.50 |
0 |
9 |
+0 |
| Jun10 |
100319 |
224.40 |
224.40 |
224.38 |
224.40 |
-4.20 |
|
|
|
| Jul10 |
100319 |
223.20 |
223.22 |
223.20 |
223.20 |
-4.10 |
|
|
|
| Total Volume and Open Interest |
2 |
24 |
+0 |
| Natural Gas(NYM) |
| Apr10 |
100319 |
4.091 |
4.175 |
4.050 |
4.169 |
+0.084 |
80,233 |
110,563 |
-15,632 |
| May10 |
100319 |
4.158 |
4.234 |
4.114 |
4.228 |
+0.075 |
58,325 |
214,519 |
+7,837 |
| Jun10 |
100319 |
4.220 |
4.300 |
4.186 |
4.296 |
+0.070 |
10,331 |
51,863 |
+242 |
| Jul10 |
100319 |
4.321 |
4.387 |
4.282 |
4.387 |
+0.066 |
8,650 |
61,639 |
+1,014 |
| Aug10 |
100319 |
4.404 |
4.480 |
4.359 |
4.462 |
+0.068 |
2,959 |
30,269 |
+255 |
| Sep10 |
100319 |
4.440 |
4.504 |
4.394 |
4.501 |
+0.069 |
2,833 |
34,653 |
+463 |
| Oct10 |
100319 |
4.560 |
4.625 |
4.510 |
4.621 |
+0.076 |
3,821 |
58,003 |
-106 |
| Nov10 |
100319 |
4.937 |
5.016 |
4.897 |
5.016 |
+0.087 |
563 |
14,861 |
-61 |
| Dec10 |
100319 |
5.363 |
5.470 |
5.334 |
5.465 |
+0.112 |
869 |
24,947 |
-99 |
| Jan11 |
100319 |
5.607 |
5.702 |
5.563 |
5.695 |
+0.118 |
3,394 |
37,801 |
-935 |
| Feb11 |
100319 |
5.548 |
5.671 |
5.536 |
5.670 |
+0.118 |
433 |
15,971 |
+93 |
| Mar11 |
100319 |
5.437 |
5.560 |
5.428 |
5.560 |
+0.120 |
1,736 |
35,532 |
+300 |
| Apr11 |
100319 |
5.193 |
5.297 |
5.185 |
5.297 |
+0.107 |
2,353 |
28,130 |
+565 |
| May11 |
100319 |
5.214 |
5.300 |
5.214 |
5.297 |
+0.108 |
278 |
14,902 |
+109 |
| Jun11 |
100319 |
5.256 |
5.345 |
5.256 |
5.342 |
+0.107 |
88 |
6,070 |
+59 |
| Jul11 |
100319 |
5.324 |
5.420 |
5.324 |
5.410 |
+0.107 |
128 |
4,638 |
+102 |
| Total Volume and Open Interest |
178,204 |
854,006 |
-5,442 |
| Brent Crude Oil(ICE) |
| May10 |
100319 |
81.42 |
81.42 |
79.20 |
79.88 |
-1.60 |
147,944 |
255,648 |
-1,181 |
| Jun10 |
100319 |
81.54 |
81.74 |
79.57 |
80.26 |
-1.55 |
97,209 |
207,404 |
+4,122 |
| Jul10 |
100319 |
81.99 |
82.05 |
79.98 |
80.67 |
-1.50 |
31,007 |
71,608 |
+4,930 |
| Aug10 |
100319 |
82.08 |
82.39 |
80.41 |
81.03 |
-1.48 |
12,870 |
39,071 |
+1,474 |
| Sep10 |
100319 |
82.45 |
82.67 |
80.85 |
81.34 |
-1.46 |
9,301 |
23,179 |
+852 |
| Oct10 |
100319 |
82.62 |
82.98 |
81.11 |
81.61 |
-1.45 |
6,281 |
20,390 |
+284 |
| Nov10 |
100319 |
82.84 |
83.17 |
81.23 |
81.83 |
-1.44 |
4,195 |
14,327 |
-37 |
| Dec10 |
100319 |
83.20 |
83.41 |
81.40 |
82.03 |
-1.43 |
24,227 |
93,814 |
-2,518 |
| Jan11 |
100319 |
82.23 |
82.23 |
82.23 |
82.23 |
-1.42 |
2,445 |
12,961 |
-207 |
| Feb11 |
100319 |
82.43 |
82.43 |
82.43 |
82.43 |
-1.42 |
1,118 |
6,554 |
+44 |
| Mar11 |
100319 |
82.62 |
82.62 |
82.62 |
82.62 |
-1.41 |
877 |
7,364 |
-165 |
| Apr11 |
100319 |
82.83 |
82.83 |
82.83 |
82.83 |
-1.39 |
315 |
4,406 |
+5 |
| May11 |
100319 |
83.02 |
83.02 |
83.02 |
83.02 |
-1.37 |
52 |
3,034 |
-23 |
| Jun11 |
100319 |
82.83 |
83.20 |
82.83 |
83.20 |
-1.36 |
1,698 |
18,092 |
+848 |
| Total Volume and Open Interest |
346,263 |
872,200 |
+9,576 |
| Gas Oil(ICE) |
| Apr10 |
100319 |
674.00 |
675.00 |
658.00 |
658.75 |
-15.00 |
75,736 |
107,039 |
-8,950 |
| May10 |
100319 |
673.50 |
673.50 |
656.25 |
657.25 |
-15.25 |
85,442 |
99,308 |
-1,891 |
| Jun10 |
100319 |
672.50 |
674.75 |
657.50 |
658.25 |
-15.75 |
55,318 |
66,628 |
+1,739 |
| Jul10 |
100319 |
676.00 |
678.00 |
661.50 |
662.00 |
-15.75 |
14,183 |
30,814 |
-1,016 |
| Aug10 |
100319 |
679.50 |
681.50 |
666.75 |
666.75 |
-15.50 |
9,034 |
25,718 |
-747 |
| Sep10 |
100319 |
685.00 |
687.00 |
671.00 |
671.50 |
-15.00 |
7,123 |
30,699 |
+775 |
| Oct10 |
100319 |
688.75 |
688.75 |
675.25 |
675.75 |
-14.50 |
2,780 |
18,391 |
+98 |
| Nov10 |
100319 |
691.00 |
694.00 |
679.00 |
679.00 |
-14.25 |
2,673 |
15,225 |
+288 |
| Dec10 |
100319 |
697.00 |
697.25 |
681.25 |
682.25 |
-13.75 |
15,135 |
73,455 |
-1,827 |
| Jan11 |
100319 |
698.50 |
701.00 |
686.00 |
686.75 |
-13.50 |
3,037 |
22,405 |
-396 |
| Total Volume and Open Interest |
275,170 |
556,535 |
-11,610 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100319 |
1.560 |
1.569 |
1.540 |
1.565 |
-0.013 |
256 |
798 |
+34 |
| May10 |
100319 |
1.575 |
1.593 |
1.574 |
1.591 |
-0.020 |
139 |
1,056 |
+18 |
| Jun10 |
100319 |
1.625 |
1.627 |
1.618 |
1.623 |
-0.009 |
181 |
832 |
+46 |
| Jul10 |
100319 |
1.640 |
1.645 |
1.636 |
1.641 |
-0.013 |
94 |
1,370 |
+37 |
| Aug10 |
100319 |
1.655 |
1.656 |
1.640 |
1.645 |
-0.014 |
279 |
563 |
-39 |
| Sep10 |
100319 |
1.655 |
1.657 |
1.640 |
1.646 |
-0.014 |
256 |
561 |
-75 |
| Oct10 |
100319 |
1.650 |
1.670 |
1.650 |
1.656 |
-0.009 |
260 |
501 |
-176 |
| Total Volume and Open Interest |
1,865 |
8,248 |
-84 |
| US Dollar Index(ICE) |
| Jun10 |
100319 |
80.485 |
81.135 |
80.440 |
80.975 |
+0.535 |
21,885 |
45,989 |
+1,403 |
| Sep10 |
100319 |
80.950 |
81.440 |
80.950 |
81.265 |
+0.530 |
0 |
2,333 |
+0 |
| Dec10 |
100319 |
81.315 |
81.315 |
81.315 |
81.315 |
+0.530 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
21,885 |
48,323 |
+1,403 |
| Australian Dollar(CME) |
| Jun10 |
100319 |
91.16 |
91.39 |
90.44 |
90.74 |
-0.57 |
71,036 |
131,009 |
+4,897 |
| Sep10 |
100319 |
90.37 |
90.41 |
89.50 |
89.79 |
-0.56 |
161 |
156 |
-22 |
| Dec10 |
100319 |
88.81 |
89.36 |
88.81 |
88.81 |
-0.55 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
71,197 |
131,176 |
+4,875 |
| British Pound(CME) |
| Jun10 |
100319 |
152.38 |
152.49 |
149.82 |
150.12 |
-2.32 |
139,957 |
120,830 |
-431 |
| Sep10 |
100319 |
152.31 |
152.41 |
149.79 |
150.06 |
-2.31 |
627 |
179 |
-86 |
| Dec10 |
100319 |
150.02 |
152.32 |
149.91 |
150.02 |
-2.30 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
140,584 |
121,034 |
-517 |
| Canadian Dollar(CME) |
| Jun10 |
100319 |
98.60 |
99.38 |
98.15 |
98.44 |
-0.28 |
58,233 |
139,066 |
+6,609 |
| Sep10 |
100319 |
98.59 |
99.35 |
98.14 |
98.41 |
-0.27 |
290 |
1,259 |
+89 |
| Dec10 |
100319 |
98.00 |
99.17 |
98.00 |
98.26 |
-0.28 |
16 |
857 |
-1 |
| Mar11 |
100319 |
98.10 |
98.64 |
97.97 |
98.10 |
-0.29 |
0 |
151 |
+0 |
| Total Volume and Open Interest |
58,539 |
141,345 |
+6,697 |
| Japanese Yen(CME) |
| Jun10 |
100319 |
110.71 |
110.80 |
110.28 |
110.57 |
-0.23 |
95,061 |
97,709 |
+1,985 |
| Sep10 |
100319 |
110.74 |
110.89 |
110.45 |
110.66 |
-0.23 |
390 |
240 |
-4 |
| Dec10 |
100319 |
110.80 |
110.97 |
110.70 |
110.80 |
-0.17 |
1 |
32 |
+1 |
| Total Volume and Open Interest |
95,452 |
97,981 |
+1,982 |
| Swiss Franc(CME) |
| Jun10 |
100319 |
94.56 |
94.95 |
94.10 |
94.45 |
-0.21 |
37,426 |
31,210 |
-453 |
| Sep10 |
100319 |
94.43 |
94.74 |
94.22 |
94.53 |
-0.21 |
37 |
508 |
+19 |
| Dec10 |
100319 |
94.61 |
94.82 |
94.61 |
94.61 |
-0.21 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
37,463 |
31,723 |
-434 |
| EuroFX(CME) |
| Jun10 |
100319 |
136.09 |
136.28 |
135.03 |
135.36 |
-0.84 |
254,490 |
161,170 |
-987 |
| Sep10 |
100319 |
136.06 |
136.25 |
135.05 |
135.34 |
-0.84 |
772 |
1,643 |
+61 |
| Dec10 |
100319 |
135.32 |
136.15 |
135.32 |
135.32 |
-0.83 |
1 |
79 |
+1 |
| Total Volume and Open Interest |
255,263 |
162,897 |
-925 |
| Mexican Peso(CME) |
| Apr10 |
100319 |
794.2 |
794.2 |
794.0 |
794.0 |
-4.5 |
0 |
8 |
+0 |
| May10 |
100319 |
791.0 |
795.5 |
791.0 |
791.0 |
-4.5 |
|
|
|
| Total Volume and Open Interest |
13,428 |
131,241 |
+3,948 |
| 30-Year T-Bonds(CBOT) |
| Mar10 |
100319 |
119~070 |
119~120 |
118~280 |
118~300 |
-0~110 |
|
|
|
| Jun10 |
100319 |
117~210 |
118~090 |
117~110 |
117~290 |
+0~060 |
217,194 |
643,188 |
+11,136 |
| Sep10 |
100319 |
116~230 |
116~230 |
116~160 |
116~220 |
+0~060 |
2 |
104 |
+1 |
| Total Volume and Open Interest |
220,073 |
653,647 |
+10,366 |
| 10-Year T-Notes(CBOT) |
| Mar10 |
100319 |
118~170 |
118~200 |
118~065 |
118~115 |
-0~045 |
19,656 |
18,969 |
-5,059 |
| Jun10 |
100319 |
117~020 |
117~085 |
116~245 |
116~310 |
-0~040 |
644,367 |
1,418,688 |
+9,768 |
| Sep10 |
100319 |
115~220 |
115~220 |
115~170 |
115~170 |
-0~045 |
244 |
1,039 |
+126 |
| Total Volume and Open Interest |
664,267 |
1,438,697 |
+4,835 |
| 5-Year T-Notes(CBOT) |
| Mar10 |
100319 |
116~030 |
116~053 |
116~028 |
116~028 |
-0~022 |
1,391 |
21,134 |
+21,134 |
| Jun10 |
100319 |
115~033 |
115~043 |
115~006 |
115~012 |
-0~024 |
350,853 |
920,067 |
+6,608 |
| Sep10 |
100319 |
113~124 |
114~022 |
113~124 |
113~124 |
-0~026 |
|
|
|
| Total Volume and Open Interest |
352,244 |
941,201 |
+5,846 |
| 2 Year T-Notes(CBOT) |
| Mar10 |
100318 |
54~061 |
54~061 |
54~061 |
54~061 |
-54~072 |
6,252 |
17,218 |
-2,774 |
| Jun10 |
100319 |
108~062 |
108~065 |
108~049 |
108~050 |
-0~011 |
171,883 |
861,935 |
-5,879 |
| Sep10 |
100319 |
107~106 |
107~117 |
107~106 |
107~106 |
-0~011 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
175,581 |
878,312 |
-6,721 |
| Eurodollars(CME) |
| Jun10 |
100319 |
99.600 |
99.610 |
99.565 |
99.585 |
-0.020 |
210,968 |
1,193,969 |
+18,590 |
| Sep10 |
100319 |
99.435 |
99.450 |
99.380 |
99.390 |
-0.050 |
233,527 |
990,324 |
+28,112 |
| Dec10 |
100319 |
99.160 |
99.175 |
99.095 |
99.105 |
-0.060 |
250,730 |
1,124,129 |
+4,338 |
| Mar11 |
100319 |
98.815 |
98.835 |
98.755 |
98.760 |
-0.065 |
214,435 |
695,034 |
-3,062 |
| Jun11 |
100319 |
98.445 |
98.465 |
98.380 |
98.385 |
-0.070 |
246,966 |
851,118 |
+23,881 |
| Sep11 |
100319 |
98.090 |
98.105 |
98.020 |
98.025 |
-0.070 |
136,558 |
643,804 |
+7,515 |
| Dec11 |
100319 |
97.750 |
97.765 |
97.685 |
97.690 |
-0.065 |
125,771 |
410,846 |
+2,620 |
| Mar12 |
100319 |
97.455 |
97.475 |
97.395 |
97.400 |
-0.060 |
97,246 |
317,720 |
+6,604 |
| Jun12 |
100319 |
97.175 |
97.190 |
97.115 |
97.120 |
-0.055 |
48,512 |
219,220 |
-461 |
| Sep12 |
100319 |
96.910 |
96.930 |
96.855 |
96.865 |
-0.050 |
30,545 |
146,303 |
+967 |
| Dec12 |
100319 |
96.645 |
96.675 |
96.600 |
96.610 |
-0.050 |
27,401 |
131,334 |
+1,896 |
| Mar13 |
100319 |
96.455 |
96.465 |
96.395 |
96.405 |
-0.045 |
25,563 |
100,025 |
+2,257 |
| Jun13 |
100319 |
96.250 |
96.265 |
96.195 |
96.210 |
-0.040 |
6,280 |
71,909 |
+180 |
| Sep13 |
100319 |
96.080 |
96.085 |
96.015 |
96.035 |
-0.035 |
5,010 |
63,053 |
+977 |
| Dec13 |
100319 |
95.895 |
95.900 |
95.835 |
95.855 |
-0.035 |
5,928 |
37,809 |
+341 |
| Mar14 |
100319 |
95.740 |
95.755 |
95.685 |
95.710 |
-0.035 |
3,001 |
39,149 |
+65 |
| Jun14 |
100319 |
95.600 |
95.610 |
95.540 |
95.565 |
-0.035 |
1,993 |
32,990 |
-405 |
| Sep14 |
100319 |
95.475 |
95.480 |
95.410 |
95.440 |
-0.030 |
2,952 |
19,323 |
+892 |
| Total Volume and Open Interest |
1,704,900 |
7,310,754 |
+102,163 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100319 |
99.823 |
99.827 |
99.823 |
99.825 |
unch |
4,259 |
74,665 |
-1,090 |
| Apr10 |
100319 |
99.800 |
99.805 |
99.790 |
99.800 |
unch |
5,966 |
81,622 |
+304 |
| May10 |
100319 |
99.790 |
99.795 |
99.780 |
99.790 |
unch |
4,246 |
76,260 |
-327 |
| Jun10 |
100319 |
99.775 |
99.785 |
99.765 |
99.775 |
unch |
2,419 |
91,340 |
-1,114 |
| Jul10 |
100319 |
99.750 |
99.760 |
99.740 |
99.745 |
-0.005 |
2,623 |
79,383 |
-66 |
| Aug10 |
100319 |
99.715 |
99.720 |
99.700 |
99.700 |
-0.015 |
3,850 |
61,780 |
+282 |
| Total Volume and Open Interest |
51,269 |
682,215 |
+6,015 |
| 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 |
100319 |
99.620 |
99.620 |
99.620 |
99.620 |
unch |
0 |
2,230 |
+0 |
| Dec10 |
100319 |
99.630 |
99.630 |
99.630 |
99.630 |
unch |
0 |
242 |
+0 |
| Mar11 |
100319 |
99.615 |
99.615 |
99.615 |
99.615 |
unch |
0 |
4 |
+0 |
| Jun11 |
100319 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Sep11 |
100319 |
99.590 |
99.590 |
99.590 |
99.590 |
unch |
|
|
|
| Dec11 |
100319 |
99.520 |
99.520 |
99.520 |
99.520 |
unch |
|
|
|
| Mar12 |
100319 |
99.485 |
99.485 |
99.485 |
99.485 |
unch |
|
|
|
| Jun12 |
100319 |
99.535 |
99.535 |
99.535 |
99.535 |
unch |
|
|
|
| Sep12 |
100319 |
99.595 |
99.595 |
99.595 |
99.595 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
3,026 |
-3 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100319 |
99.60 |
99.61 |
99.60 |
99.61 |
unch |
332 |
4,354 |
+49 |
| Sep10 |
100319 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
3,992 |
+0 |
| Dec10 |
100319 |
99.63 |
99.63 |
99.63 |
99.63 |
unch |
3 |
1,310 |
-50 |
| Mar11 |
100319 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1,316 |
+0 |
| Jun11 |
100319 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
56 |
+0 |
| Sep11 |
100319 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
0 |
51 |
+0 |
| Dec11 |
100319 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
0 |
102 |
+0 |
| Mar12 |
100319 |
99.49 |
99.49 |
99.49 |
99.49 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
335 |
12,552 |
-1 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100318 |
138.75 |
138.75 |
138.40 |
138.62 |
-0.09 |
1,037 |
0 |
-18,783 |
| Sep10 |
100319 |
138.68 |
138.68 |
138.68 |
138.68 |
+0.06 |
|
|
|
| Dec10 |
100319 |
136.59 |
136.59 |
136.59 |
136.59 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
1,451 |
18,709 |
-352 |
| Euro-Bund(EUREX) |
| Jun10 |
100319 |
123.06 |
123.27 |
122.87 |
123.19 |
+0.11 |
814,315 |
990,087 |
+23,151 |
| Sep10 |
100319 |
122.30 |
122.61 |
122.30 |
122.56 |
+0.09 |
222 |
26 |
+3 |
| Dec10 |
100319 |
122.19 |
122.19 |
122.19 |
122.19 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
814,537 |
990,113 |
+23,154 |
| Euro-Bobl(EUREX) |
| Jun10 |
100318 |
117.00 |
117.05 |
116.82 |
116.86 |
-0.08 |
494,202 |
801,185 |
+946 |
| Sep10 |
100319 |
116.42 |
116.69 |
116.42 |
116.55 |
-0.01 |
10 |
101 |
+6 |
| Dec10 |
100319 |
116.28 |
116.28 |
116.28 |
116.28 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
437,417 |
833,137 |
+31,857 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100319 |
99.265 |
99.275 |
99.250 |
99.250 |
-0.015 |
3,325 |
6,585 |
-672 |
| Sep10 |
100319 |
99.075 |
99.080 |
99.060 |
99.060 |
-0.010 |
13 |
2,357 |
+0 |
| Total Volume and Open Interest |
3,405 |
13,259 |
-662 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100319 |
114~30 |
115~13 |
114~28 |
115~05 |
+0~06 |
77,643 |
272,162 |
+2,721 |
| Total Volume and Open Interest |
77,645 |
285,314 |
+2,719 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100319 |
99.27 |
99.29 |
99.26 |
99.27 |
-0.01 |
38,762 |
373,933 |
-2,453 |
| Sep10 |
100319 |
99.13 |
99.14 |
99.10 |
99.11 |
-0.01 |
60,516 |
398,875 |
+3,818 |
| Dec10 |
100319 |
98.84 |
98.88 |
98.83 |
98.84 |
-0.01 |
101,106 |
417,039 |
-3,849 |
| Mar11 |
100319 |
98.51 |
98.55 |
98.49 |
98.51 |
-0.01 |
92,505 |
307,191 |
-10,734 |
| Jun11 |
100319 |
98.15 |
98.19 |
98.11 |
98.15 |
unch |
75,604 |
241,620 |
+3,208 |
| Sep11 |
100319 |
97.75 |
97.83 |
97.75 |
97.79 |
unch |
49,926 |
130,325 |
+5,363 |
| Total Volume and Open Interest |
520,731 |
2,242,398 |
-315,723 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100319 |
99.270 |
99.275 |
99.245 |
99.250 |
-0.015 |
203,402 |
824,583 |
+8,546 |
| Sep10 |
100319 |
99.070 |
99.085 |
99.050 |
99.060 |
-0.010 |
221,114 |
810,272 |
+14,804 |
| Dec10 |
100319 |
98.855 |
98.875 |
98.825 |
98.850 |
-0.005 |
175,294 |
481,675 |
+25,302 |
| Total Volume and Open Interest |
1,180,772 |
3,670,843 |
+59,440 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100319 |
95.38 |
95.38 |
95.35 |
95.37 |
-0.02 |
21,815 |
274,196 |
+3,449 |
| Sep10 |
100319 |
95.02 |
95.02 |
94.96 |
94.99 |
-0.03 |
15,885 |
161,641 |
+1,064 |
| Dec10 |
100319 |
94.74 |
94.74 |
94.67 |
94.69 |
-0.05 |
6,012 |
103,605 |
-275 |
| Mar11 |
100319 |
94.54 |
94.54 |
94.48 |
94.50 |
-0.04 |
2,633 |
42,837 |
+865 |
| Jun11 |
100319 |
94.41 |
94.41 |
94.35 |
94.36 |
-0.06 |
1,396 |
39,589 |
+453 |
| Sep11 |
100319 |
94.30 |
94.31 |
94.27 |
94.27 |
-0.05 |
1,630 |
19,881 |
+582 |
| Dec11 |
100319 |
94.22 |
94.23 |
94.20 |
94.21 |
-0.05 |
435 |
11,313 |
-20 |
| Mar12 |
100319 |
94.18 |
94.20 |
94.17 |
94.17 |
-0.06 |
400 |
7,455 |
+38 |
| Jun12 |
100319 |
94.18 |
94.18 |
94.16 |
94.16 |
-0.06 |
500 |
2,289 |
+480 |
| Sep12 |
100319 |
94.18 |
94.18 |
94.16 |
94.16 |
-0.06 |
0 |
1,694 |
+0 |
| Total Volume and Open Interest |
50,706 |
664,958 |
+6,636 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100319 |
94.33 |
94.35 |
94.29 |
94.30 |
-0.03 |
47,439 |
329,140 |
+25,195 |
| Sep10 |
100319 |
94.30 |
94.30 |
94.30 |
94.30 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
47,439 |
329,140 |
+25,195 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100319 |
94.75 |
94.75 |
94.69 |
94.70 |
-0.04 |
129,225 |
472,543 |
+38,249 |
| Sep10 |
100319 |
94.70 |
94.70 |
94.70 |
94.70 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
129,225 |
472,543 |
+38,249 |
| Gold(CMX) |
| Apr10 |
100319 |
1125.8 |
1127.5 |
1101.0 |
1107.6 |
-19.9 |
130,316 |
218,157 |
-10,256 |
| Jun10 |
100319 |
1127.3 |
1128.1 |
1102.1 |
1108.8 |
-19.8 |
22,565 |
118,238 |
+8,853 |
| Aug10 |
100319 |
1128.2 |
1129.0 |
1104.9 |
1110.0 |
-19.8 |
1,193 |
28,295 |
+320 |
| Oct10 |
100319 |
1129.0 |
1129.0 |
1106.4 |
1111.1 |
-19.9 |
253 |
19,784 |
+174 |
| Dec10 |
100319 |
1130.5 |
1130.6 |
1106.0 |
1112.4 |
-19.8 |
336 |
37,241 |
+121 |
| Feb11 |
100319 |
1111.0 |
1114.1 |
1111.0 |
1114.1 |
-19.8 |
554 |
15,236 |
+271 |
| Apr11 |
100319 |
1116.2 |
1116.2 |
1116.2 |
1116.2 |
-19.7 |
805 |
10,978 |
+646 |
| Jun11 |
100319 |
465.7 |
465.7 |
463.4 |
463.4 |
-19.7 |
50 |
5,932 |
+50 |
| Aug11 |
100319 |
1121.9 |
1121.9 |
1121.9 |
1121.9 |
-19.7 |
375 |
2,657 |
-275 |
| Oct11 |
100319 |
1125.3 |
1125.3 |
1125.3 |
1125.3 |
-19.7 |
1 |
3,234 |
+0 |
| Dec11 |
100319 |
1141.2 |
1141.2 |
1123.0 |
1129.1 |
-19.6 |
27 |
12,816 |
+26 |
| Total Volume and Open Interest |
156,982 |
496,649 |
+168 |
| Silver(CMX) |
| Mar10 |
100319 |
1736.5 |
1736.5 |
1699.0 |
1701.7 |
-39.0 |
55 |
331 |
-22 |
| May10 |
100319 |
1741.0 |
1742.0 |
1697.0 |
1703.2 |
-39.0 |
24,405 |
64,603 |
-1,301 |
| Jul10 |
100319 |
1745.0 |
1745.0 |
1700.0 |
1705.6 |
-39.1 |
521 |
15,870 |
+95 |
| Sep10 |
100319 |
1738.0 |
1742.5 |
1705.0 |
1707.8 |
-39.0 |
422 |
3,999 |
+184 |
| Dec10 |
100319 |
1743.0 |
1746.0 |
1708.0 |
1710.9 |
-38.9 |
115 |
13,138 |
+1 |
| Mar11 |
100319 |
1719.0 |
1719.0 |
1714.2 |
1714.2 |
-38.9 |
8 |
2,715 |
+5 |
| May11 |
100319 |
1716.3 |
1716.3 |
1716.3 |
1716.3 |
-38.8 |
1 |
1,776 |
+1 |
| Total Volume and Open Interest |
25,905 |
113,089 |
-1,103 |
| Platinum(NYMEX) |
| Apr10 |
100319 |
1628.0 |
1629.6 |
1598.2 |
1608.6 |
-22.4 |
4,918 |
23,857 |
-1,335 |
| Jul10 |
100319 |
1632.5 |
1633.4 |
1604.2 |
1614.7 |
-22.1 |
1,516 |
12,661 |
+1,355 |
| Oct10 |
100319 |
1615.5 |
1615.5 |
1615.5 |
1615.5 |
-22.0 |
0 |
225 |
+0 |
| Jan11 |
100319 |
1640.0 |
1640.0 |
1615.5 |
1615.5 |
-22.0 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
6,434 |
36,950 |
+20 |
| Palladium(NYMEX) |
| Mar10 |
100319 |
467.55 |
467.55 |
467.55 |
467.55 |
-10.35 |
11 |
60 |
-2 |
| Jun10 |
100319 |
478.00 |
483.60 |
464.50 |
468.50 |
-10.25 |
2,163 |
23,364 |
+623 |
| Sep10 |
100319 |
478.45 |
478.90 |
468.85 |
468.85 |
-10.25 |
11 |
559 |
+3 |
| Total Volume and Open Interest |
2,189 |
24,035 |
+626 |
| Copper(CMX) |
| Mar10 |
100319 |
338.90 |
341.35 |
335.15 |
336.45 |
-2.30 |
648 |
959 |
-1,262 |
| May10 |
100319 |
339.45 |
342.40 |
335.65 |
337.25 |
-2.30 |
22,361 |
87,148 |
-605 |
| Jul10 |
100319 |
341.00 |
344.05 |
337.75 |
338.95 |
-2.30 |
1,919 |
19,812 |
+556 |
| Sep10 |
100319 |
344.00 |
344.00 |
340.10 |
340.10 |
-2.30 |
444 |
8,783 |
-136 |
| Dec10 |
100319 |
345.45 |
345.45 |
339.50 |
340.90 |
-2.30 |
194 |
5,954 |
+233 |
| Total Volume and Open Interest |
26,044 |
129,002 |
-1,124 |
| DJIA Index(CBOT) |
| Jun10 |
100319 |
10709 |
10753 |
10633 |
10687 |
-30 |
396 |
3,302 |
+121 |
| Sep10 |
100319 |
10624 |
10656 |
10624 |
10624 |
-32 |
12 |
11 |
+10 |
| Dec10 |
100319 |
10568 |
10598 |
10568 |
10568 |
-30 |
|
|
|
| Mar11 |
100319 |
10513 |
10540 |
10513 |
10513 |
|
|
|
|
| S & P 500(CME) |
| Jun10 |
100319 |
1161.30 |
1164.80 |
1150.50 |
1156.30 |
-5.00 |
45,380 |
293,540 |
+19,328 |
| Sep10 |
100319 |
1151.40 |
1159.50 |
1147.50 |
1151.40 |
-5.10 |
5 |
2,177 |
-1 |
| Dec10 |
100319 |
1146.90 |
1154.90 |
1142.90 |
1146.90 |
-5.00 |
64 |
3,042 |
+38 |
| Mar11 |
100319 |
1144.90 |
1152.90 |
1140.90 |
1144.90 |
-5.00 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
86,157 |
490,324 |
+9,069 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100319 |
1161.25 |
1165.00 |
1150.25 |
1156.25 |
-5.00 |
2,038,542 |
2,229,054 |
+142,598 |
| Sep10 |
100319 |
1156.00 |
1160.00 |
1146.00 |
1151.50 |
-5.00 |
136 |
2,076 |
+29 |
| Total Volume and Open Interest |
2,421,662 |
3,637,287 |
+58,458 |
| NASDAQ 100(CME) |
| Jun10 |
100319 |
1940.00 |
1947.80 |
1921.50 |
1932.30 |
-9.50 |
2,865 |
6,635 |
+2,027 |
| Sep10 |
100319 |
1929.80 |
1930.00 |
1929.80 |
1929.80 |
-9.20 |
5 |
5 |
+5 |
| Dec10 |
100319 |
1927.30 |
1927.30 |
1927.30 |
1927.30 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
6,206 |
24,483 |
+841 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100319 |
1941.80 |
1948.30 |
1922.30 |
1932.30 |
-9.50 |
280,816 |
254,431 |
+29,534 |
| Sep10 |
100319 |
1940.80 |
1940.80 |
1920.00 |
1929.80 |
-9.20 |
3 |
13 |
+2 |
| Total Volume and Open Interest |
335,629 |
431,307 |
+15,195 |
| S & P Midcap 400(CME) |
| Jun10 |
100319 |
787.50 |
792.00 |
779.50 |
781.80 |
-8.10 |
589 |
1,300 |
+389 |
| Sep10 |
100319 |
779.80 |
779.90 |
779.80 |
779.80 |
-8.10 |
|
|
|
| Dec10 |
100319 |
777.80 |
777.90 |
777.80 |
777.80 |
-8.10 |
|
|
|
| Total Volume and Open Interest |
1,155 |
3,192 |
+157 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100318 |
10795 |
10795 |
10775 |
10795 |
-35 |
|
|
|
| Sep10 |
100319 |
10790 |
10835 |
10790 |
10790 |
-45 |
|
|
|
| Total Volume and Open Interest |
7,094 |
42,926 |
+701 |
| Nikkei 225(SGX) |
| Jun10 |
100319 |
10685 |
10770 |
10650 |
10745 |
+60 |
86,973 |
145,546 |
+3,532 |
| Sep10 |
100319 |
10750 |
10750 |
10750 |
10750 |
+60 |
0 |
55 |
+0 |
| Dec10 |
100319 |
10710 |
10710 |
10710 |
10710 |
+60 |
0 |
747 |
+0 |
| Total Volume and Open Interest |
87,013 |
155,548 |
+3,467 |
| CAC 40(EURONEXT) |
| Mar10 |
100319 |
3959.0 |
3964.0 |
3918.0 |
3932.0 |
-4.5 |
191,584 |
355,846 |
-77,142 |
| Apr10 |
100319 |
3960.0 |
3964.5 |
3905.5 |
3928.5 |
-9.5 |
100,286 |
274,015 |
+67,158 |
| May10 |
100319 |
3876.5 |
3880.0 |
3855.0 |
3855.0 |
-10.0 |
1 |
28 |
+1 |
| Total Volume and Open Interest |
303,087 |
677,337 |
-1,215 |
| Hang Seng Index(HKFE) |
| Mar10 |
100319 |
21355 |
21406 |
21272 |
21321 |
+34 |
72,967 |
72,749 |
-50 |
| Apr10 |
100319 |
21329 |
21364 |
21240 |
21288 |
+35 |
1,571 |
3,974 |
+169 |
| Total Volume and Open Interest |
74,834 |
80,120 |
+131 |
| DAX(EUREX) |
| Mar10 |
100319 |
6039.0 |
6042.0 |
6011.0 |
6041.5 |
+28.5 |
184,205 |
91,297 |
-26,074 |
| Jun10 |
100319 |
6046.0 |
6051.0 |
5962.0 |
5986.0 |
-34.0 |
73,882 |
116,399 |
+28,634 |
| Sep10 |
100319 |
6051.5 |
6053.5 |
5972.5 |
5992.0 |
-34.5 |
5,070 |
3,447 |
+280 |
| Total Volume and Open Interest |
263,157 |
211,143 |
+2,840 |
| FT-SE 100(EURONEXT) |
| Mar10 |
100319 |
5657.50 |
5704.50 |
5657.50 |
5700.50 |
+59.50 |
237,772 |
211,391 |
-138,833 |
| Jun10 |
100319 |
5615.00 |
5650.50 |
5584.00 |
5602.50 |
+9.50 |
149,247 |
624,716 |
+115,443 |
| Sep10 |
100319 |
5584.00 |
5596.00 |
5561.50 |
5561.50 |
+9.50 |
29 |
419 |
-2 |
| Total Volume and Open Interest |
387,114 |
838,436 |
-23,326 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100319 |
4872.0 |
4902.0 |
4864.0 |
4892.0 |
+13.0 |
31,752 |
187,239 |
+8,562 |
| Sep10 |
100319 |
4863.0 |
4882.0 |
4862.0 |
4879.0 |
+16.0 |
21 |
1,974 |
+1 |
| Total Volume and Open Interest |
41,900 |
258,868 |
-42,830 |
| GSCI(CME) |
| Apr10 |
100319 |
526.50 |
527.50 |
518.70 |
522.00 |
-8.00 |
311 |
18,778 |
+225 |
| May10 |
100319 |
524.00 |
530.00 |
521.00 |
524.00 |
-9.00 |
3 |
2 |
-1 |
| Jun10 |
100319 |
526.00 |
532.00 |
523.00 |
526.00 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
314 |
18,780 |
+224 |
| 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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