|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Mon March 29, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100329 |
952.50 |
977.50 |
951.50 |
967.50 |
+15.50 |
79,415 |
177,472 |
-1,313 |
| Jul10 |
100329 |
959.75 |
984.00 |
959.00 |
974.50 |
+14.75 |
34,611 |
103,507 |
+2,373 |
| Aug10 |
100329 |
952.25 |
974.00 |
952.25 |
965.50 |
+13.00 |
1,313 |
6,629 |
-149 |
| Sep10 |
100329 |
933.00 |
950.00 |
932.25 |
941.50 |
+9.50 |
2,230 |
6,655 |
+544 |
| Nov10 |
100329 |
917.00 |
935.00 |
916.00 |
925.50 |
+7.50 |
18,614 |
115,604 |
+1,091 |
| Jan11 |
100329 |
932.00 |
942.00 |
930.00 |
933.50 |
+7.00 |
323 |
7,021 |
+71 |
| Mar11 |
100329 |
940.00 |
950.00 |
934.00 |
940.50 |
+6.50 |
647 |
3,628 |
+248 |
| Total Volume and Open Interest |
137,942 |
430,576 |
+3,097 |
| Soybean Meal(CBOT) |
| May10 |
100329 |
270.50 |
278.20 |
270.00 |
276.90 |
+6.00 |
38,632 |
83,711 |
-1,953 |
| Jul10 |
100329 |
267.60 |
274.30 |
266.60 |
273.60 |
+6.00 |
16,952 |
41,594 |
-850 |
| Aug10 |
100329 |
263.80 |
270.10 |
263.80 |
269.80 |
+5.40 |
1,793 |
13,054 |
-176 |
| Sep10 |
100329 |
259.20 |
264.30 |
258.60 |
264.10 |
+4.10 |
1,763 |
9,106 |
-89 |
| Oct10 |
100329 |
251.20 |
255.00 |
250.30 |
254.90 |
+2.90 |
1,627 |
8,166 |
-23 |
| Dec10 |
100329 |
248.90 |
252.70 |
248.20 |
252.70 |
+2.80 |
6,397 |
30,986 |
-38 |
| Jan11 |
100329 |
252.50 |
253.40 |
250.50 |
253.40 |
+2.70 |
64 |
3,149 |
+16 |
| Mar11 |
100329 |
254.80 |
256.30 |
253.40 |
256.30 |
+2.90 |
69 |
2,346 |
+4 |
| Total Volume and Open Interest |
67,575 |
195,272 |
-3,069 |
| Soybean Oil(CBOT) |
| May10 |
100329 |
39.00 |
39.70 |
38.95 |
39.27 |
+0.32 |
40,225 |
126,624 |
+285 |
| Jul10 |
100329 |
39.42 |
40.11 |
39.39 |
39.71 |
+0.33 |
17,831 |
81,476 |
-1,405 |
| Aug10 |
100329 |
39.59 |
40.29 |
39.59 |
39.89 |
+0.34 |
1,671 |
11,306 |
-168 |
| Sep10 |
100329 |
39.71 |
40.37 |
39.68 |
40.01 |
+0.33 |
1,565 |
7,996 |
+272 |
| Oct10 |
100329 |
39.84 |
40.42 |
39.80 |
40.12 |
+0.32 |
515 |
6,379 |
+105 |
| Dec10 |
100329 |
40.17 |
40.85 |
40.15 |
40.45 |
+0.32 |
3,491 |
42,860 |
+99 |
| Jan11 |
100329 |
40.91 |
40.91 |
40.69 |
40.69 |
+0.33 |
170 |
1,682 |
-25 |
| Mar11 |
100329 |
41.25 |
41.25 |
40.89 |
40.89 |
+0.33 |
211 |
922 |
-73 |
| Total Volume and Open Interest |
65,700 |
280,925 |
-910 |
| Canola(WCE) |
| May10 |
100329 |
382.4 |
388.3 |
382.4 |
385.3 |
+3.0 |
7,833 |
81,739 |
-842 |
| Jul10 |
100329 |
388.3 |
394.1 |
388.3 |
391.3 |
+3.0 |
6,044 |
24,688 |
+1,934 |
| Nov10 |
100329 |
389.8 |
393.5 |
389.4 |
391.5 |
+2.9 |
1,746 |
18,546 |
+733 |
| Jan11 |
100329 |
387.7 |
396.3 |
387.7 |
394.8 |
+2.8 |
116 |
919 |
+56 |
| Mar11 |
100329 |
395.9 |
398.4 |
395.6 |
397.1 |
+2.6 |
87 |
309 |
-6 |
| Total Volume and Open Interest |
15,834 |
126,384 |
+1,881 |
| Corn(CBOT) |
| May10 |
100329 |
356.00 |
360.00 |
354.75 |
357.00 |
+0.75 |
102,042 |
423,171 |
-6,299 |
| Jul10 |
100329 |
367.00 |
371.00 |
366.00 |
368.25 |
+0.75 |
31,531 |
266,261 |
-2,526 |
| Sep10 |
100329 |
375.50 |
379.50 |
375.00 |
377.25 |
+1.00 |
10,152 |
74,106 |
+1,082 |
| Dec10 |
100329 |
384.75 |
389.00 |
384.00 |
386.50 |
+1.00 |
29,810 |
278,191 |
+1,265 |
| Mar11 |
100329 |
395.25 |
400.25 |
395.00 |
397.75 |
+1.25 |
1,827 |
32,965 |
+119 |
| May11 |
100329 |
402.25 |
407.50 |
402.25 |
405.50 |
+1.75 |
314 |
4,766 |
+102 |
| Total Volume and Open Interest |
178,253 |
1,128,649 |
-6,075 |
| Wheat(CBOT) |
| May10 |
100329 |
465.50 |
471.25 |
463.00 |
464.75 |
unch |
33,361 |
162,615 |
-1,722 |
| Jul10 |
100329 |
478.00 |
484.50 |
477.00 |
478.00 |
unch |
15,219 |
139,069 |
+2,218 |
| Sep10 |
100329 |
495.50 |
499.00 |
492.75 |
494.00 |
+0.25 |
3,995 |
37,206 |
+467 |
| Dec10 |
100329 |
522.25 |
528.25 |
521.25 |
522.25 |
+0.50 |
4,526 |
66,595 |
-446 |
| Mar11 |
100329 |
551.50 |
552.50 |
547.75 |
548.25 |
+0.50 |
488 |
11,705 |
+163 |
| Total Volume and Open Interest |
57,887 |
433,641 |
+664 |
| Wheat(KCBT) |
| May10 |
100329 |
475.75 |
481.00 |
473.25 |
473.50 |
-2.00 |
7,920 |
44,972 |
-264 |
| Jul10 |
100329 |
487.25 |
492.00 |
484.50 |
484.75 |
-1.75 |
2,102 |
41,833 |
+596 |
| Sep10 |
100329 |
499.75 |
501.50 |
496.25 |
496.50 |
-1.50 |
453 |
7,473 |
+253 |
| Dec10 |
100329 |
520.00 |
521.00 |
514.00 |
514.25 |
-1.50 |
1,876 |
40,421 |
+306 |
| Mar11 |
100329 |
532.00 |
536.75 |
531.00 |
531.00 |
-1.50 |
163 |
5,460 |
+33 |
| Total Volume and Open Interest |
12,553 |
143,468 |
+924 |
| Wheat(MGE) |
| May10 |
100329 |
497.75 |
501.00 |
496.00 |
496.25 |
-0.75 |
3,629 |
14,203 |
-396 |
| Jul10 |
100329 |
510.00 |
511.50 |
507.50 |
507.50 |
-1.00 |
1,440 |
11,618 |
-362 |
| Sep10 |
100329 |
521.00 |
522.75 |
519.00 |
519.00 |
-0.75 |
344 |
6,055 |
+83 |
| Dec10 |
100329 |
537.50 |
540.00 |
535.75 |
535.75 |
-0.75 |
767 |
6,529 |
+405 |
| Mar11 |
100329 |
555.00 |
555.00 |
551.75 |
551.75 |
-0.50 |
66 |
974 |
+46 |
| Total Volume and Open Interest |
6,269 |
40,133 |
-220 |
| Oats(CBOT) |
| May10 |
100329 |
213.25 |
215.00 |
212.00 |
212.00 |
unch |
1,747 |
9,294 |
-676 |
| Jul10 |
100329 |
221.50 |
223.75 |
221.00 |
221.00 |
unch |
1,378 |
4,262 |
+623 |
| Sep10 |
100329 |
228.50 |
228.50 |
228.50 |
228.50 |
unch |
5 |
868 |
+1 |
| Dec10 |
100329 |
242.00 |
243.25 |
240.00 |
240.25 |
unch |
159 |
1,815 |
+85 |
| Total Volume and Open Interest |
3,289 |
16,240 |
+33 |
| Rough Rice(CBOT) |
| May10 |
100329 |
12.44 |
12.49 |
12.15 |
12.38 |
-0.09 |
1,229 |
10,059 |
-120 |
| Jul10 |
100329 |
12.74 |
12.78 |
12.44 |
12.68 |
-0.07 |
870 |
2,595 |
+666 |
| Sep10 |
100329 |
12.62 |
12.64 |
12.48 |
12.51 |
-0.06 |
67 |
1,819 |
+16 |
| Nov10 |
100329 |
12.78 |
12.81 |
12.60 |
12.68 |
-0.07 |
43 |
1,147 |
+12 |
| Total Volume and Open Interest |
2,276 |
16,081 |
+621 |
| Live Cattle(CME) |
| Apr10 |
100329 |
94.635 |
95.785 |
94.600 |
95.385 |
+1.350 |
9,404 |
55,413 |
-1,849 |
| Jun10 |
100329 |
92.000 |
93.285 |
92.000 |
92.900 |
+1.320 |
16,821 |
164,886 |
-19 |
| Aug10 |
100329 |
90.000 |
91.035 |
89.950 |
90.800 |
+1.550 |
5,891 |
72,384 |
+588 |
| Oct10 |
100329 |
92.900 |
93.900 |
92.900 |
93.785 |
+1.435 |
3,226 |
36,188 |
+751 |
| Dec10 |
100329 |
94.900 |
95.750 |
94.750 |
95.450 |
+0.900 |
1,731 |
19,432 |
+496 |
| Feb11 |
100329 |
95.700 |
96.400 |
95.700 |
96.180 |
+0.780 |
260 |
9,635 |
+57 |
| Total Volume and Open Interest |
37,566 |
361,582 |
+204 |
| Feeder Cattle(CME) |
| Apr10 |
100329 |
107.450 |
108.850 |
107.330 |
108.385 |
+1.185 |
1,872 |
6,638 |
-1,048 |
| May10 |
100329 |
108.680 |
110.580 |
108.680 |
109.900 |
+1.750 |
2,410 |
18,959 |
+447 |
| Aug10 |
100329 |
110.000 |
111.700 |
110.000 |
111.385 |
+1.585 |
1,194 |
11,745 |
+132 |
| Sep10 |
100329 |
110.250 |
110.900 |
109.800 |
110.900 |
+1.200 |
57 |
1,705 |
+11 |
| Oct10 |
100329 |
109.250 |
110.000 |
109.250 |
110.000 |
+1.150 |
16 |
921 |
-7 |
| Nov10 |
100329 |
109.000 |
109.650 |
109.000 |
109.500 |
+0.850 |
66 |
327 |
+46 |
| Jan11 |
100329 |
107.885 |
108.000 |
107.500 |
107.550 |
+0.515 |
9 |
53 |
+4 |
| Total Volume and Open Interest |
5,910 |
42,141 |
-534 |
| Lean Hogs(CME) |
| Apr10 |
100329 |
71.450 |
72.450 |
71.100 |
71.885 |
+2.205 |
7,546 |
26,020 |
-2,576 |
| May10 |
100329 |
78.850 |
79.550 |
78.000 |
79.550 |
+3.000 |
220 |
6,143 |
-31 |
| Jun10 |
100329 |
81.035 |
81.035 |
80.900 |
81.035 |
+3.000 |
9,304 |
77,762 |
-1,578 |
| Jul10 |
100329 |
81.350 |
81.350 |
81.350 |
81.350 |
+3.000 |
1,710 |
28,658 |
+494 |
| Aug10 |
100329 |
80.975 |
80.975 |
79.000 |
80.975 |
+3.000 |
1,668 |
30,664 |
+278 |
| Oct10 |
100329 |
71.200 |
71.200 |
70.000 |
71.200 |
+3.000 |
941 |
19,216 |
+15 |
| Dec10 |
100329 |
69.600 |
69.830 |
69.500 |
69.830 |
+3.000 |
206 |
8,122 |
+62 |
| Feb11 |
100329 |
70.400 |
71.800 |
70.400 |
71.750 |
+2.850 |
26 |
2,380 |
+5 |
| Total Volume and Open Interest |
21,625 |
199,567 |
-3,327 |
| Pork Bellies(CME) |
| May10 |
100329 |
96.700 |
96.700 |
96.700 |
96.700 |
+3.000 |
18 |
220 |
-11 |
| Jul10 |
100329 |
97.600 |
100.000 |
97.600 |
100.000 |
+3.000 |
2 |
69 |
-2 |
| Aug10 |
100329 |
93.500 |
93.500 |
93.000 |
93.500 |
+3.000 |
2 |
22 |
+0 |
| Feb11 |
100329 |
93.000 |
93.000 |
93.000 |
93.000 |
+1.000 |
0 |
1 |
+0 |
| Mar11 |
100329 |
93.500 |
93.500 |
93.500 |
93.500 |
+1.000 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
24 |
324 |
-14 |
| Class III Milk(CME) |
| Mar10 |
100329 |
12.80 |
12.80 |
12.78 |
12.78 |
unch |
31 |
4,045 |
-14 |
| Apr10 |
100329 |
12.50 |
12.60 |
12.45 |
12.59 |
-0.03 |
132 |
4,685 |
-48 |
| May10 |
100329 |
13.18 |
13.28 |
13.09 |
13.27 |
-0.01 |
279 |
4,384 |
-64 |
| Jun10 |
100329 |
14.00 |
14.09 |
13.89 |
14.06 |
-0.01 |
211 |
3,729 |
-65 |
| Jul10 |
100329 |
14.40 |
14.45 |
14.32 |
14.44 |
+0.03 |
159 |
2,804 |
+12 |
| Total Volume and Open Interest |
1,138 |
31,764 |
-42 |
| Cocoa(ICE) |
| May10 |
100329 |
2854 |
2932 |
2854 |
2925 |
+71 |
7,526 |
50,521 |
-147 |
| Jul10 |
100329 |
2883 |
2961 |
2883 |
2955 |
+73 |
3,314 |
36,487 |
+1,272 |
| Sep10 |
100329 |
2948 |
2985 |
2948 |
2980 |
+73 |
689 |
15,145 |
+407 |
| Dec10 |
100329 |
2943 |
3009 |
2943 |
3007 |
+73 |
222 |
10,009 |
+592 |
| Mar11 |
100329 |
2959 |
3024 |
2959 |
3024 |
+68 |
847 |
12,281 |
-193 |
| May11 |
100329 |
3020 |
3030 |
3020 |
3030 |
+69 |
3 |
5,222 |
-3 |
| Jul11 |
100329 |
2970 |
3040 |
2970 |
3040 |
+68 |
39 |
2,660 |
+0 |
| Total Volume and Open Interest |
12,640 |
134,140 |
+1,928 |
| Coffee "C"(ICE) |
| May10 |
100329 |
135.95 |
138.55 |
135.85 |
138.15 |
+2.30 |
15,894 |
68,630 |
-1,619 |
| Jul10 |
100329 |
137.50 |
140.00 |
137.50 |
139.60 |
+2.20 |
6,049 |
25,772 |
+2,592 |
| Sep10 |
100329 |
138.70 |
141.10 |
138.70 |
140.80 |
+2.05 |
2,134 |
14,783 |
+192 |
| Dec10 |
100329 |
140.90 |
142.85 |
140.90 |
142.45 |
+1.90 |
1,224 |
9,342 |
+175 |
| Mar11 |
100329 |
144.50 |
144.50 |
143.55 |
144.05 |
+1.80 |
892 |
5,638 |
+187 |
| May11 |
100329 |
144.65 |
145.20 |
144.65 |
145.20 |
+1.70 |
252 |
968 |
+179 |
| Total Volume and Open Interest |
26,760 |
126,171 |
+1,716 |
| Orange Juice(ICE) |
| May10 |
100329 |
136.00 |
138.00 |
134.30 |
135.00 |
-1.20 |
577 |
25,017 |
-103 |
| Jul10 |
100329 |
138.50 |
140.25 |
136.90 |
137.60 |
-1.20 |
46 |
7,399 |
+25 |
| Sep10 |
100329 |
140.00 |
140.00 |
138.50 |
138.60 |
-1.40 |
7 |
1,998 |
+1 |
| Nov10 |
100329 |
140.60 |
140.75 |
138.85 |
138.85 |
-1.55 |
6 |
792 |
-4 |
| Jan11 |
100329 |
140.50 |
140.55 |
140.45 |
140.45 |
-1.25 |
0 |
672 |
+0 |
| Mar11 |
100329 |
142.35 |
142.35 |
142.25 |
142.25 |
-1.20 |
5 |
88 |
+0 |
| Total Volume and Open Interest |
641 |
36,177 |
-81 |
| Sugar #11(ICE) |
| May10 |
100329 |
17.03 |
17.55 |
17.03 |
17.51 |
+0.51 |
52,218 |
247,822 |
-10,108 |
| Jul10 |
100329 |
16.86 |
17.43 |
16.86 |
17.38 |
+0.52 |
33,727 |
202,293 |
+3,504 |
| Oct10 |
100329 |
16.80 |
17.15 |
16.80 |
17.08 |
+0.38 |
11,149 |
135,466 |
-262 |
| Mar11 |
100329 |
16.90 |
17.12 |
16.88 |
17.09 |
+0.29 |
5,979 |
58,281 |
+568 |
| May11 |
100329 |
16.70 |
17.00 |
16.51 |
16.82 |
+0.29 |
2,693 |
18,798 |
+148 |
| Total Volume and Open Interest |
107,963 |
731,102 |
-6,035 |
| London Cocoa(LCE) |
| May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
| Jul10 |
100329 |
2239 |
2269 |
2233 |
2264 |
+32 |
6,584 |
33,935 |
-1,173 |
| Sep10 |
100329 |
2201 |
2228 |
2201 |
2226 |
+29 |
3,200 |
23,405 |
+1,465 |
| Dec10 |
100329 |
2180 |
2196 |
2179 |
2193 |
+28 |
222 |
15,854 |
+43 |
| Mar11 |
100329 |
2152 |
2164 |
2148 |
2161 |
+27 |
252 |
15,958 |
+22 |
| Jul11 |
100329 |
2137 |
2158 |
2137 |
2158 |
+31 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
5,578 |
155,098 |
-692 |
| London Sugar(LCE) |
| May10 |
100329 |
491.40 |
504.50 |
491.40 |
503.00 |
+17.00 |
2,598 |
24,586 |
-10 |
| Aug10 |
100329 |
470.30 |
476.30 |
468.50 |
475.10 |
+8.70 |
1,397 |
25,115 |
+387 |
| Oct10 |
100329 |
463.90 |
467.70 |
459.90 |
465.80 |
+6.60 |
283 |
8,490 |
-85 |
| Dec10 |
100329 |
458.80 |
462.90 |
458.80 |
462.90 |
+5.90 |
24 |
2,648 |
+15 |
| Mar11 |
100329 |
462.90 |
462.90 |
462.90 |
462.90 |
+2.40 |
135 |
1,627 |
+110 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100329 |
79.89 |
80.85 |
79.74 |
80.43 |
+0.74 |
9,818 |
97,900 |
-1,611 |
| Jul10 |
100329 |
81.10 |
81.98 |
80.95 |
81.64 |
+0.68 |
5,009 |
47,434 |
+1,118 |
| Oct10 |
100329 |
75.90 |
76.14 |
75.90 |
76.14 |
+0.60 |
5 |
189 |
+5 |
| Dec10 |
100329 |
74.70 |
75.12 |
74.57 |
75.04 |
+0.38 |
920 |
35,862 |
+353 |
| Mar11 |
100329 |
75.91 |
76.45 |
75.91 |
76.45 |
+0.69 |
32 |
3,765 |
+27 |
| May11 |
100329 |
76.70 |
76.78 |
76.70 |
76.78 |
+0.57 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
15,963 |
188,123 |
-11 |
| Lumber(CME) |
| May10 |
100329 |
289.8 |
289.8 |
280.0 |
280.0 |
-10.0 |
524 |
6,125 |
+187 |
| Jul10 |
100329 |
298.2 |
299.2 |
290.8 |
292.9 |
-7.0 |
306 |
2,858 |
+166 |
| Sep10 |
100329 |
290.9 |
293.0 |
286.0 |
286.0 |
-8.0 |
78 |
814 |
+49 |
| Nov10 |
100329 |
270.5 |
270.5 |
267.0 |
267.0 |
-6.3 |
29 |
202 |
+1 |
| Total Volume and Open Interest |
937 |
10,000 |
+403 |
| Crude Oil(NYM) |
| May10 |
100329 |
80.24 |
82.78 |
80.18 |
82.17 |
+2.17 |
296,271 |
317,719 |
-11,615 |
| Jun10 |
100329 |
80.84 |
83.18 |
80.71 |
82.59 |
+2.12 |
103,681 |
173,683 |
+5,524 |
| Jul10 |
100329 |
81.20 |
83.59 |
81.20 |
83.02 |
+2.06 |
31,972 |
93,827 |
+3,396 |
| Aug10 |
100329 |
81.72 |
83.89 |
81.72 |
83.32 |
+1.99 |
15,405 |
36,631 |
+1,809 |
| Sep10 |
100329 |
81.89 |
84.12 |
81.89 |
83.53 |
+1.93 |
9,352 |
41,730 |
-944 |
| Oct10 |
100329 |
82.24 |
84.35 |
82.24 |
83.70 |
+1.89 |
3,884 |
23,058 |
+596 |
| Nov10 |
100329 |
82.39 |
84.30 |
82.39 |
83.87 |
+1.87 |
4,792 |
25,040 |
+457 |
| Dec10 |
100329 |
82.50 |
84.71 |
82.50 |
84.05 |
+1.84 |
42,317 |
199,203 |
-3,900 |
| Jan11 |
100329 |
84.24 |
84.38 |
84.07 |
84.16 |
+1.82 |
2,575 |
30,161 |
+300 |
| Feb11 |
100329 |
83.47 |
84.82 |
83.20 |
84.27 |
+1.78 |
1,466 |
16,530 |
-580 |
| Mar11 |
100329 |
84.50 |
84.50 |
84.20 |
84.37 |
+1.74 |
717 |
14,963 |
-107 |
| Apr11 |
100329 |
84.47 |
84.47 |
84.47 |
84.47 |
+1.70 |
288 |
13,923 |
-31 |
| May11 |
100329 |
84.56 |
84.56 |
84.56 |
84.56 |
+1.66 |
465 |
4,801 |
+109 |
| Jun11 |
100329 |
85.04 |
85.07 |
84.64 |
84.64 |
+1.62 |
4,397 |
28,983 |
-1,248 |
| Jul11 |
100329 |
84.71 |
84.71 |
84.71 |
84.71 |
+1.60 |
59 |
4,239 |
-34 |
| Aug11 |
100329 |
84.78 |
84.78 |
84.78 |
84.78 |
+1.57 |
44 |
3,411 |
-10 |
| Total Volume and Open Interest |
528,425 |
1,284,013 |
-7,215 |
| 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 |
100329 |
80.225 |
82.775 |
80.200 |
82.175 |
+1.200 |
3,525 |
3,290 |
+456 |
| Jun10 |
100329 |
80.800 |
83.125 |
80.800 |
82.600 |
+2.125 |
170 |
776 |
+8 |
| Jul10 |
100329 |
82.400 |
83.500 |
82.400 |
83.025 |
+2.075 |
74 |
135 |
+12 |
| Aug10 |
100329 |
81.900 |
83.650 |
81.900 |
83.325 |
+2.000 |
4 |
7 |
-3 |
| Sep10 |
100329 |
83.525 |
83.525 |
83.525 |
83.525 |
+1.925 |
0 |
8 |
+0 |
| Oct10 |
100329 |
83.700 |
83.700 |
83.700 |
83.700 |
+1.900 |
0 |
11 |
+0 |
| Nov10 |
100329 |
84.075 |
84.075 |
83.875 |
83.875 |
+1.875 |
0 |
5 |
+0 |
| Dec10 |
100329 |
83.800 |
84.050 |
83.800 |
84.050 |
+1.850 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
10,161 |
6,529 |
+490 |
| Heating Oil(NYM) |
| Apr10 |
100329 |
207.84 |
214.29 |
207.65 |
211.88 |
+4.91 |
23,150 |
26,068 |
-7,679 |
| May10 |
100329 |
208.30 |
215.32 |
208.30 |
212.86 |
+4.73 |
39,840 |
94,024 |
+3,358 |
| Jun10 |
100329 |
210.42 |
216.41 |
210.36 |
214.08 |
+4.69 |
19,966 |
50,729 |
-580 |
| Jul10 |
100329 |
211.85 |
217.28 |
211.85 |
215.72 |
+4.74 |
4,319 |
25,411 |
+433 |
| Aug10 |
100329 |
213.92 |
218.91 |
213.92 |
217.36 |
+4.78 |
5,281 |
14,750 |
+111 |
| Sep10 |
100329 |
216.70 |
221.08 |
216.70 |
219.26 |
+4.83 |
3,726 |
16,195 |
+193 |
| Oct10 |
100329 |
218.05 |
221.87 |
218.05 |
221.18 |
+4.82 |
2,198 |
12,323 |
+557 |
| Nov10 |
100329 |
219.57 |
223.88 |
219.57 |
223.23 |
+4.79 |
736 |
10,317 |
-106 |
| Dec10 |
100329 |
221.95 |
227.10 |
221.63 |
225.31 |
+4.74 |
7,866 |
31,534 |
-208 |
| Jan11 |
100329 |
224.79 |
227.84 |
224.79 |
227.31 |
+4.69 |
411 |
12,871 |
-190 |
| Feb11 |
100329 |
225.80 |
229.20 |
225.80 |
228.31 |
+4.64 |
225 |
4,387 |
+1 |
| Mar11 |
100329 |
225.92 |
228.83 |
225.92 |
228.36 |
+4.64 |
270 |
6,423 |
+5 |
| Total Volume and Open Interest |
108,364 |
322,398 |
-4,060 |
| Gasoline(NYMEX) |
| Apr10 |
100329 |
221.48 |
227.51 |
221.40 |
226.13 |
+5.39 |
21,456 |
25,071 |
-5,504 |
| May10 |
100329 |
221.34 |
227.75 |
221.34 |
226.27 |
+5.42 |
43,394 |
120,691 |
+2,124 |
| Jun10 |
100329 |
221.20 |
227.12 |
221.14 |
225.87 |
+5.44 |
21,649 |
58,279 |
+1,265 |
| Jul10 |
100329 |
221.67 |
226.41 |
221.67 |
225.16 |
+5.41 |
8,891 |
32,381 |
+493 |
| Aug10 |
100329 |
221.49 |
225.32 |
221.48 |
224.22 |
+5.37 |
5,401 |
14,691 |
+430 |
| Sep10 |
100329 |
219.05 |
224.37 |
219.05 |
222.94 |
+5.34 |
4,063 |
22,692 |
+837 |
| Oct10 |
100329 |
207.88 |
213.33 |
207.88 |
212.05 |
+5.28 |
1,001 |
10,642 |
+213 |
| Nov10 |
100329 |
210.57 |
210.57 |
210.20 |
210.41 |
+5.12 |
891 |
13,278 |
+330 |
| Dec10 |
100329 |
210.02 |
211.05 |
210.00 |
210.07 |
+4.98 |
1,440 |
12,995 |
+530 |
| Jan11 |
100329 |
211.97 |
211.97 |
211.59 |
211.59 |
+4.92 |
34 |
4,172 |
-22 |
| Total Volume and Open Interest |
108,520 |
324,188 |
+969 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100329 |
226.10 |
226.13 |
226.10 |
226.10 |
+5.40 |
5 |
8 |
-5 |
| May10 |
100329 |
226.30 |
226.30 |
226.27 |
226.30 |
+5.40 |
5 |
14 |
+5 |
| Jun10 |
100329 |
225.90 |
225.90 |
225.87 |
225.90 |
+5.50 |
0 |
1 |
+0 |
| Jul10 |
100329 |
225.20 |
225.20 |
225.16 |
225.20 |
+5.40 |
|
|
|
| Total Volume and Open Interest |
11 |
28 |
+1 |
| Natural Gas(NYM) |
| Apr10 |
100329 |
3.866 |
3.950 |
3.820 |
3.842 |
-0.030 |
86,751 |
27,918 |
-3,469 |
| May10 |
100329 |
3.920 |
4.024 |
3.900 |
3.916 |
-0.014 |
75,470 |
236,822 |
+3,812 |
| Jun10 |
100329 |
3.993 |
4.104 |
3.984 |
4.001 |
-0.006 |
20,030 |
58,366 |
-35 |
| Jul10 |
100329 |
4.114 |
4.202 |
4.085 |
4.101 |
-0.003 |
14,379 |
74,481 |
+2,214 |
| Aug10 |
100329 |
4.160 |
4.268 |
4.160 |
4.174 |
+0.003 |
5,750 |
31,956 |
-41 |
| Sep10 |
100329 |
4.217 |
4.303 |
4.189 |
4.212 |
+0.005 |
7,786 |
38,879 |
+1,006 |
| Oct10 |
100329 |
4.324 |
4.409 |
4.300 |
4.322 |
+0.008 |
16,813 |
60,310 |
+1,599 |
| Nov10 |
100329 |
4.688 |
4.765 |
4.670 |
4.684 |
+0.008 |
3,187 |
15,732 |
+240 |
| Dec10 |
100329 |
5.102 |
5.180 |
5.081 |
5.104 |
+0.008 |
3,302 |
25,858 |
+63 |
| Jan11 |
100329 |
5.312 |
5.393 |
5.312 |
5.322 |
+0.006 |
10,286 |
41,044 |
+1,055 |
| Feb11 |
100329 |
5.286 |
5.355 |
5.280 |
5.291 |
+0.008 |
1,735 |
16,611 |
+374 |
| Mar11 |
100329 |
5.194 |
5.244 |
5.174 |
5.178 |
+0.006 |
3,549 |
36,439 |
+610 |
| Apr11 |
100329 |
4.965 |
5.009 |
4.955 |
4.958 |
+0.011 |
2,991 |
32,137 |
+1,145 |
| May11 |
100329 |
4.985 |
5.000 |
4.959 |
4.959 |
+0.013 |
450 |
15,262 |
+222 |
| Jun11 |
100329 |
5.046 |
5.046 |
5.002 |
5.002 |
+0.014 |
107 |
6,245 |
+21 |
| Jul11 |
100329 |
5.080 |
5.088 |
5.060 |
5.067 |
+0.014 |
230 |
4,696 |
-57 |
| Total Volume and Open Interest |
257,648 |
837,152 |
+10,707 |
| Brent Crude Oil(ICE) |
| May10 |
100329 |
79.48 |
81.90 |
79.48 |
81.17 |
+1.88 |
158,942 |
216,428 |
-14,768 |
| Jun10 |
100329 |
79.97 |
82.28 |
79.97 |
81.57 |
+1.84 |
104,246 |
231,295 |
+4,562 |
| Jul10 |
100329 |
80.37 |
82.67 |
80.37 |
82.00 |
+1.82 |
39,539 |
96,783 |
+7,329 |
| Aug10 |
100329 |
80.92 |
82.85 |
80.92 |
82.34 |
+1.78 |
12,369 |
45,674 |
+1,429 |
| Sep10 |
100329 |
81.32 |
83.09 |
81.32 |
82.59 |
+1.73 |
7,357 |
26,188 |
+367 |
| Oct10 |
100329 |
81.56 |
83.32 |
81.55 |
82.80 |
+1.69 |
5,475 |
19,807 |
-521 |
| Nov10 |
100329 |
81.74 |
83.55 |
81.74 |
82.97 |
+1.65 |
4,151 |
15,164 |
+103 |
| Dec10 |
100329 |
81.88 |
83.85 |
81.88 |
83.15 |
+1.63 |
16,868 |
95,738 |
-16 |
| Jan11 |
100329 |
82.20 |
83.45 |
82.14 |
83.32 |
+1.60 |
2,373 |
13,091 |
+352 |
| Feb11 |
100329 |
83.50 |
83.50 |
83.50 |
83.50 |
+1.57 |
1,548 |
6,475 |
+151 |
| Mar11 |
100329 |
83.68 |
83.68 |
83.68 |
83.68 |
+1.55 |
1,881 |
7,737 |
-429 |
| Apr11 |
100329 |
83.86 |
83.86 |
83.86 |
83.86 |
+1.53 |
395 |
4,337 |
+111 |
| May11 |
100329 |
84.03 |
84.03 |
84.03 |
84.03 |
+1.51 |
26 |
3,127 |
-4 |
| Jun11 |
100329 |
84.19 |
84.19 |
84.19 |
84.19 |
+1.50 |
615 |
19,284 |
+648 |
| Total Volume and Open Interest |
358,922 |
899,848 |
-1,002 |
| Gas Oil(ICE) |
| Apr10 |
100329 |
663.50 |
681.50 |
663.50 |
679.50 |
+19.25 |
43,601 |
86,229 |
-6,160 |
| May10 |
100329 |
659.75 |
679.00 |
659.75 |
677.00 |
+20.25 |
65,739 |
112,734 |
+1,957 |
| Jun10 |
100329 |
664.00 |
680.75 |
663.75 |
679.00 |
+20.50 |
37,984 |
76,418 |
+3,089 |
| Jul10 |
100329 |
668.25 |
684.50 |
668.25 |
683.00 |
+20.25 |
10,390 |
37,680 |
+1,462 |
| Aug10 |
100329 |
672.25 |
687.75 |
672.25 |
687.00 |
+20.00 |
4,566 |
27,326 |
+284 |
| Sep10 |
100329 |
677.00 |
691.25 |
677.00 |
691.25 |
+19.75 |
3,401 |
32,255 |
+471 |
| Oct10 |
100329 |
680.00 |
695.25 |
680.00 |
695.25 |
+19.75 |
1,542 |
17,969 |
-366 |
| Nov10 |
100329 |
683.00 |
698.25 |
683.00 |
698.25 |
+19.75 |
1,122 |
15,375 |
-460 |
| Dec10 |
100329 |
687.00 |
702.50 |
687.00 |
701.00 |
+19.50 |
10,038 |
80,504 |
+676 |
| Jan11 |
100329 |
702.00 |
705.25 |
702.00 |
705.25 |
+19.25 |
1,261 |
21,898 |
+46 |
| Total Volume and Open Interest |
181,468 |
580,174 |
+2,223 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100329 |
1.575 |
1.575 |
1.563 |
1.572 |
+0.019 |
88 |
550 |
-15 |
| May10 |
100329 |
1.590 |
1.590 |
1.585 |
1.590 |
+0.022 |
67 |
1,236 |
+42 |
| Jun10 |
100329 |
1.610 |
1.612 |
1.606 |
1.611 |
+0.026 |
157 |
995 |
+69 |
| Jul10 |
100329 |
1.625 |
1.630 |
1.610 |
1.623 |
+0.018 |
40 |
1,391 |
+16 |
| Aug10 |
100329 |
1.623 |
1.623 |
1.620 |
1.620 |
+0.015 |
6 |
674 |
+6 |
| Sep10 |
100329 |
1.627 |
1.627 |
1.624 |
1.624 |
+0.014 |
47 |
681 |
+18 |
| Oct10 |
100329 |
1.627 |
1.627 |
1.626 |
1.626 |
+0.011 |
22 |
663 |
+17 |
| Total Volume and Open Interest |
490 |
8,598 |
+169 |
| US Dollar Index(ICE) |
| Jun10 |
100329 |
81.620 |
81.910 |
81.445 |
81.625 |
-0.353 |
24,420 |
54,398 |
+2,409 |
| Sep10 |
100329 |
82.140 |
82.140 |
81.805 |
81.905 |
-0.353 |
89 |
2,298 |
-3 |
| Dec10 |
100329 |
82.155 |
82.155 |
82.155 |
82.155 |
-0.353 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
24,509 |
56,697 |
+2,406 |
| Australian Dollar(CME) |
| Jun10 |
100329 |
89.71 |
91.01 |
89.41 |
90.79 |
+1.38 |
80,051 |
139,110 |
+1,418 |
| Sep10 |
100329 |
88.67 |
90.01 |
88.47 |
89.81 |
+1.34 |
87 |
192 |
-1 |
| Dec10 |
100329 |
88.81 |
88.81 |
87.50 |
88.81 |
+1.31 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
80,138 |
139,313 |
+1,417 |
| British Pound(CME) |
| Jun10 |
100329 |
149.44 |
150.13 |
148.84 |
149.67 |
+0.81 |
134,008 |
135,714 |
+4,207 |
| Sep10 |
100329 |
149.21 |
150.07 |
148.79 |
149.60 |
+0.81 |
273 |
560 |
+43 |
| Dec10 |
100329 |
149.55 |
149.72 |
148.74 |
149.55 |
+0.81 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
134,281 |
136,299 |
+4,250 |
| Canadian Dollar(CME) |
| Jun10 |
100329 |
97.49 |
98.26 |
97.22 |
97.83 |
+0.61 |
74,854 |
153,361 |
+5,245 |
| Sep10 |
100329 |
97.60 |
98.17 |
97.17 |
97.77 |
+0.60 |
129 |
1,481 |
-5 |
| Dec10 |
100329 |
97.60 |
98.05 |
97.05 |
97.65 |
+0.60 |
2 |
801 |
+2 |
| Mar11 |
100329 |
97.48 |
97.81 |
96.88 |
97.48 |
+0.60 |
0 |
185 |
+0 |
| Total Volume and Open Interest |
74,986 |
155,842 |
+5,243 |
| Japanese Yen(CME) |
| Jun10 |
100329 |
108.21 |
108.34 |
107.81 |
108.09 |
-0.04 |
137,179 |
103,479 |
+22 |
| Sep10 |
100329 |
108.29 |
108.32 |
107.91 |
108.18 |
-0.03 |
310 |
362 |
-87 |
| Dec10 |
100329 |
108.31 |
108.43 |
108.26 |
108.31 |
-0.03 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
137,489 |
103,873 |
-65 |
| Swiss Franc(CME) |
| Jun10 |
100329 |
94.38 |
94.56 |
93.60 |
94.05 |
+0.26 |
44,190 |
28,419 |
+493 |
| Sep10 |
100329 |
94.19 |
94.49 |
93.87 |
94.13 |
+0.26 |
49 |
445 |
-4 |
| Dec10 |
100329 |
94.23 |
94.37 |
93.97 |
94.23 |
+0.26 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
44,239 |
28,873 |
+489 |
| EuroFX(CME) |
| Jun10 |
100329 |
134.67 |
135.06 |
134.18 |
134.64 |
+0.64 |
379,887 |
212,084 |
+6,011 |
| Sep10 |
100329 |
134.80 |
135.04 |
133.99 |
134.63 |
+0.64 |
458 |
1,826 |
+74 |
| Dec10 |
100329 |
135.00 |
135.00 |
133.99 |
134.63 |
+0.64 |
3 |
79 |
+0 |
| Total Volume and Open Interest |
380,348 |
213,994 |
+6,085 |
| Mexican Peso(CME) |
| Apr10 |
100329 |
802.2 |
802.2 |
797.5 |
802.2 |
+4.8 |
0 |
8 |
+0 |
| May10 |
100329 |
799.2 |
799.2 |
794.5 |
799.2 |
+4.8 |
|
|
|
| Total Volume and Open Interest |
28,701 |
131,519 |
-1,233 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100329 |
115~100 |
115~170 |
115~010 |
115~140 |
unch |
395,096 |
645,841 |
+12,609 |
| Sep10 |
100329 |
114~000 |
114~090 |
113~280 |
114~090 |
+0~020 |
18 |
139 |
+4 |
| Dec10 |
100329 |
113~020 |
113~020 |
113~000 |
113~020 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
395,114 |
645,980 |
+12,613 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100329 |
115~295 |
116~025 |
115~220 |
115~300 |
-0~005 |
1,580,377 |
1,520,101 |
+26,877 |
| Sep10 |
100329 |
114~105 |
114~160 |
114~105 |
114~155 |
-0~005 |
7,682 |
7,108 |
+5,875 |
| Dec10 |
100329 |
113~010 |
113~015 |
113~010 |
113~010 |
-0~005 |
|
|
|
| Total Volume and Open Interest |
1,588,059 |
1,527,210 |
+32,752 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100329 |
114~084 |
114~099 |
114~065 |
114~085 |
unch |
624,158 |
886,636 |
-19,201 |
| Sep10 |
100329 |
113~067 |
113~068 |
113~067 |
113~067 |
-0~001 |
0 |
10 |
+0 |
| Dec10 |
100329 |
112~049 |
112~051 |
112~049 |
112~049 |
-0~002 |
|
|
|
| Total Volume and Open Interest |
627,286 |
899,821 |
-21,235 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100329 |
108~053 |
108~058 |
108~046 |
108~055 |
+0~003 |
323,180 |
870,668 |
+2,932 |
| Sep10 |
100329 |
107~111 |
107~111 |
107~108 |
107~111 |
+0~003 |
0 |
106 |
+0 |
| Dec10 |
100329 |
107~039 |
107~039 |
107~036 |
107~039 |
+0~003 |
|
|
|
| Total Volume and Open Interest |
324,705 |
880,698 |
+1,569 |
| Eurodollars(CME) |
| Jun10 |
100329 |
99.615 |
99.625 |
99.605 |
99.615 |
+0.005 |
199,027 |
1,182,789 |
-6,245 |
| Sep10 |
100329 |
99.420 |
99.435 |
99.410 |
99.425 |
+0.010 |
317,328 |
969,429 |
-7,443 |
| Dec10 |
100329 |
99.120 |
99.140 |
99.105 |
99.125 |
+0.005 |
407,404 |
1,086,341 |
-20,827 |
| Mar11 |
100329 |
98.785 |
98.795 |
98.750 |
98.780 |
unch |
368,742 |
666,082 |
-11,232 |
| Jun11 |
100329 |
98.410 |
98.420 |
98.370 |
98.400 |
-0.005 |
436,947 |
856,571 |
+8,673 |
| Sep11 |
100329 |
98.045 |
98.055 |
98.000 |
98.030 |
-0.010 |
267,055 |
633,876 |
-1,947 |
| Dec11 |
100329 |
97.680 |
97.700 |
97.645 |
97.680 |
-0.010 |
253,208 |
444,303 |
+4,003 |
| Mar12 |
100329 |
97.380 |
97.395 |
97.340 |
97.375 |
-0.015 |
207,146 |
314,025 |
-11,517 |
| Jun12 |
100329 |
97.100 |
97.105 |
97.050 |
97.085 |
-0.020 |
82,971 |
216,424 |
-2,469 |
| Sep12 |
100329 |
96.825 |
96.840 |
96.790 |
96.820 |
-0.025 |
69,499 |
153,813 |
+3,806 |
| Dec12 |
100329 |
96.580 |
96.585 |
96.535 |
96.565 |
-0.025 |
57,084 |
135,346 |
-1,775 |
| Mar13 |
100329 |
96.365 |
96.380 |
96.330 |
96.360 |
-0.025 |
55,723 |
107,285 |
+2,477 |
| Jun13 |
100329 |
96.150 |
96.175 |
96.130 |
96.160 |
-0.025 |
23,712 |
78,545 |
+2,294 |
| Sep13 |
100329 |
95.965 |
95.990 |
95.950 |
95.975 |
-0.025 |
19,464 |
69,021 |
+3,697 |
| Dec13 |
100329 |
95.780 |
95.800 |
95.765 |
95.790 |
-0.025 |
16,489 |
40,742 |
+1,701 |
| Mar14 |
100329 |
95.630 |
95.650 |
95.615 |
95.645 |
-0.020 |
12,213 |
43,985 |
+1,239 |
| Jun14 |
100329 |
95.475 |
95.505 |
95.465 |
95.495 |
-0.020 |
9,262 |
34,423 |
+1,190 |
| Sep14 |
100329 |
95.355 |
95.370 |
95.335 |
95.360 |
-0.025 |
8,356 |
20,169 |
+520 |
| Total Volume and Open Interest |
2,848,231 |
7,298,543 |
-30,544 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100329 |
99.832 |
99.832 |
99.830 |
99.830 |
unch |
996 |
75,558 |
+490 |
| Apr10 |
100329 |
99.805 |
99.810 |
99.805 |
99.805 |
unch |
3,968 |
78,231 |
-2,081 |
| May10 |
100329 |
99.795 |
99.800 |
99.790 |
99.795 |
unch |
981 |
77,599 |
-56 |
| Jun10 |
100329 |
99.780 |
99.790 |
99.780 |
99.785 |
unch |
1,362 |
89,040 |
-531 |
| Jul10 |
100329 |
99.755 |
99.760 |
99.750 |
99.755 |
unch |
1,551 |
69,063 |
-116 |
| Aug10 |
100329 |
99.710 |
99.720 |
99.710 |
99.715 |
unch |
4,139 |
61,226 |
-132 |
| Total Volume and Open Interest |
39,383 |
683,202 |
+1,341 |
| 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 |
100329 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
800 |
1,395 |
+677 |
| Sep10 |
100329 |
99.615 |
99.625 |
99.615 |
99.625 |
+0.005 |
0 |
1,230 |
-1,025 |
| Dec10 |
100329 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
| Mar11 |
100329 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
67 |
71 |
+67 |
| Jun11 |
100329 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Sep11 |
100329 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
| Dec11 |
100329 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
| Mar12 |
100329 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Jun12 |
100329 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
| Sep12 |
100329 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Total Volume and Open Interest |
867 |
2,938 |
-281 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100329 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
204 |
4,766 |
+3 |
| Sep10 |
100329 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
100 |
4,100 |
+0 |
| Dec10 |
100329 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
100 |
1,480 |
+0 |
| Mar11 |
100329 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
0 |
1,434 |
+46 |
| Jun11 |
100329 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
104 |
+0 |
| Sep11 |
100329 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
51 |
+0 |
| Dec11 |
100329 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
102 |
+0 |
| Mar12 |
100329 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
404 |
13,408 |
+49 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100326 |
138.43 |
138.46 |
138.16 |
138.35 |
-0.11 |
1,464 |
18,054 |
+446 |
| Sep10 |
100329 |
138.15 |
138.15 |
138.15 |
138.15 |
-0.20 |
|
|
|
| Dec10 |
100329 |
136.06 |
136.06 |
136.06 |
136.06 |
-0.20 |
|
|
|
| Total Volume and Open Interest |
2,873 |
16,953 |
-932 |
| Euro-Bund(EUREX) |
| Jun10 |
100329 |
122.74 |
123.13 |
122.62 |
122.97 |
+0.23 |
1,039,743 |
995,465 |
+8,681 |
| Sep10 |
100329 |
122.06 |
122.52 |
122.06 |
122.37 |
+0.24 |
252 |
310 |
+218 |
| Dec10 |
100329 |
121.97 |
121.97 |
121.97 |
121.97 |
+0.23 |
|
|
|
| Total Volume and Open Interest |
1,039,995 |
995,775 |
+8,899 |
| Euro-Bobl(EUREX) |
| Jun10 |
100326 |
116.71 |
116.74 |
116.54 |
116.73 |
+0.06 |
686,047 |
796,137 |
-18,964 |
| Sep10 |
100329 |
116.35 |
116.61 |
116.35 |
116.46 |
+0.20 |
45 |
12,332 |
+42 |
| Dec10 |
100329 |
116.24 |
116.24 |
116.24 |
116.24 |
+0.18 |
|
|
|
| Total Volume and Open Interest |
703,419 |
785,171 |
-23,256 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100329 |
99.305 |
99.310 |
99.305 |
99.310 |
+0.010 |
390 |
7,744 |
-24 |
| Sep10 |
100329 |
99.110 |
99.110 |
99.110 |
99.110 |
+0.010 |
64 |
2,329 |
-55 |
| Total Volume and Open Interest |
755 |
14,752 |
-37 |
| Long Gilt(LIFFE) |
| Mar10 |
100226 |
115~25 |
115~30 |
115~13 |
115~28 |
+0~04 |
109,949 |
61,332 |
-15,593 |
| Jun10 |
100329 |
114~03 |
114~25 |
113~29 |
114~20 |
+0~17 |
126,890 |
264,265 |
-3,985 |
| Total Volume and Open Interest |
131,756 |
272,063 |
-8,733 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100329 |
99.29 |
99.30 |
99.29 |
99.30 |
+0.01 |
36,435 |
386,055 |
-2,636 |
| Sep10 |
100329 |
99.14 |
99.14 |
99.11 |
99.13 |
unch |
91,047 |
430,911 |
+3,733 |
| Dec10 |
100329 |
98.88 |
98.89 |
98.86 |
98.88 |
unch |
103,822 |
428,621 |
+3,629 |
| Mar11 |
100329 |
98.59 |
98.60 |
98.55 |
98.59 |
+0.01 |
101,650 |
292,483 |
+5,470 |
| Jun11 |
100329 |
98.25 |
98.26 |
98.21 |
98.25 |
+0.01 |
99,416 |
297,429 |
+11,072 |
| Sep11 |
100329 |
97.91 |
97.92 |
97.87 |
97.90 |
unch |
55,165 |
147,346 |
+43 |
| Total Volume and Open Interest |
638,478 |
2,396,311 |
+16,789 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100329 |
99.300 |
99.315 |
99.295 |
99.310 |
+0.010 |
169,771 |
881,954 |
+19,330 |
| Sep10 |
100329 |
99.100 |
99.120 |
99.085 |
99.110 |
+0.010 |
220,072 |
764,696 |
-31,695 |
| Dec10 |
100329 |
98.900 |
98.910 |
98.870 |
98.900 |
+0.010 |
168,736 |
506,459 |
+16,945 |
| Total Volume and Open Interest |
1,120,481 |
3,777,593 |
+56,373 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100329 |
95.32 |
95.34 |
95.26 |
95.27 |
-0.06 |
11,917 |
280,107 |
-1,543 |
| Sep10 |
100329 |
94.95 |
94.95 |
94.89 |
94.89 |
-0.06 |
12,774 |
169,035 |
+1,287 |
| Dec10 |
100329 |
94.66 |
94.67 |
94.61 |
94.61 |
-0.05 |
7,273 |
106,111 |
+850 |
| Mar11 |
100329 |
94.46 |
94.48 |
94.41 |
94.42 |
-0.05 |
3,468 |
44,386 |
+572 |
| Jun11 |
100329 |
94.32 |
94.33 |
94.27 |
94.27 |
-0.05 |
2,398 |
40,561 |
-375 |
| Sep11 |
100329 |
94.17 |
94.23 |
94.16 |
94.17 |
-0.06 |
2,066 |
22,421 |
+114 |
| Dec11 |
100329 |
94.15 |
94.17 |
94.09 |
94.10 |
-0.07 |
1,066 |
13,557 |
+412 |
| Mar12 |
100329 |
94.12 |
94.12 |
94.05 |
94.06 |
-0.06 |
833 |
8,229 |
+434 |
| Jun12 |
100329 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.05 |
0 |
2,236 |
+0 |
| Sep12 |
100329 |
94.04 |
94.04 |
94.04 |
94.04 |
-0.04 |
0 |
1,853 |
+0 |
| Total Volume and Open Interest |
41,795 |
688,979 |
+1,751 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100329 |
94.24 |
94.25 |
94.16 |
94.18 |
-0.06 |
27,234 |
344,835 |
-6,100 |
| Sep10 |
100329 |
94.18 |
94.18 |
94.18 |
94.18 |
-0.06 |
|
|
|
| Total Volume and Open Interest |
27,234 |
344,835 |
-6,100 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100329 |
94.62 |
94.64 |
94.57 |
94.58 |
-0.05 |
118,990 |
484,636 |
-1,292 |
| Sep10 |
100329 |
94.58 |
94.58 |
94.58 |
94.58 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
118,990 |
484,636 |
-1,292 |
| Gold(CMX) |
| Apr10 |
100329 |
1110.4 |
1114.7 |
1103.1 |
1110.3 |
+6.0 |
159,336 |
125,193 |
-26,897 |
| Jun10 |
100329 |
1111.0 |
1116.0 |
1104.2 |
1111.5 |
+6.1 |
58,820 |
194,042 |
+23,618 |
| Aug10 |
100329 |
1115.0 |
1116.3 |
1106.0 |
1112.7 |
+6.1 |
1,071 |
30,162 |
+30 |
| Oct10 |
100329 |
1111.2 |
1116.6 |
1107.5 |
1113.8 |
+6.1 |
376 |
20,344 |
+89 |
| Dec10 |
100329 |
1116.8 |
1118.2 |
1107.9 |
1115.2 |
+6.2 |
1,704 |
40,215 |
+523 |
| Feb11 |
100329 |
1115.5 |
1117.0 |
1115.5 |
1117.0 |
+6.2 |
17 |
16,375 |
-6 |
| Apr11 |
100329 |
1120.2 |
1120.2 |
1116.6 |
1119.1 |
+6.2 |
125 |
11,067 |
-20 |
| Jun11 |
100329 |
466.2 |
466.9 |
464.7 |
466.3 |
+6.4 |
170 |
6,149 |
+41 |
| Aug11 |
100329 |
1124.8 |
1124.8 |
1124.8 |
1124.8 |
+6.5 |
0 |
2,724 |
+0 |
| Oct11 |
100329 |
1128.2 |
1128.2 |
1128.2 |
1128.2 |
+6.6 |
179 |
5,595 |
+61 |
| Dec11 |
100329 |
1134.6 |
1134.9 |
1132.2 |
1132.2 |
+6.7 |
30 |
12,899 |
-16 |
| Total Volume and Open Interest |
223,287 |
490,703 |
-1,972 |
| Silver(CMX) |
| Mar10 |
100329 |
1699.0 |
1738.5 |
1698.0 |
1737.3 |
+47.9 |
111 |
36 |
-99 |
| May10 |
100329 |
1698.0 |
1744.0 |
1693.5 |
1738.7 |
+48.1 |
27,021 |
61,408 |
-811 |
| Jul10 |
100329 |
1702.0 |
1746.0 |
1698.0 |
1741.4 |
+48.3 |
2,582 |
18,847 |
+1,133 |
| Sep10 |
100329 |
1730.5 |
1743.7 |
1730.5 |
1743.7 |
+48.4 |
510 |
4,362 |
+410 |
| Dec10 |
100329 |
1708.0 |
1751.0 |
1704.5 |
1747.0 |
+48.5 |
539 |
12,267 |
-397 |
| Mar11 |
100329 |
1748.5 |
1750.4 |
1748.5 |
1750.4 |
+48.6 |
11 |
2,949 |
-4 |
| May11 |
100329 |
1752.7 |
1752.7 |
1752.7 |
1752.7 |
+48.7 |
12 |
1,781 |
+2 |
| Total Volume and Open Interest |
30,889 |
113,088 |
+277 |
| Platinum(NYMEX) |
| Apr10 |
100329 |
1596.4 |
1630.8 |
1596.0 |
1627.9 |
+31.9 |
8,290 |
10,509 |
-3,078 |
| Jul10 |
100329 |
1601.2 |
1634.9 |
1601.2 |
1631.5 |
+30.8 |
5,504 |
26,621 |
+3,939 |
| Oct10 |
100329 |
1625.9 |
1636.5 |
1625.9 |
1636.5 |
+33.3 |
1 |
269 |
+0 |
| Jan11 |
100329 |
1638.0 |
1638.0 |
1638.0 |
1638.0 |
+33.3 |
0 |
211 |
+0 |
| Total Volume and Open Interest |
13,795 |
37,610 |
+861 |
| Palladium(NYMEX) |
| Jun10 |
100329 |
459.70 |
477.10 |
457.00 |
475.00 |
+19.70 |
1,780 |
22,647 |
-348 |
| Sep10 |
100329 |
459.00 |
476.60 |
459.00 |
476.00 |
+19.70 |
5 |
740 |
+2 |
| Dec10 |
100329 |
460.25 |
477.70 |
460.25 |
476.55 |
+19.70 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
1,790 |
23,467 |
-343 |
| Copper(CMX) |
| Mar10 |
100329 |
345.90 |
352.95 |
345.90 |
352.95 |
+13.65 |
212 |
340 |
-59 |
| May10 |
100329 |
341.15 |
354.25 |
341.15 |
353.55 |
+13.25 |
25,096 |
85,815 |
-1,056 |
| Jul10 |
100329 |
343.90 |
355.95 |
343.90 |
355.35 |
+13.25 |
3,250 |
25,691 |
+1,284 |
| Sep10 |
100329 |
348.35 |
356.90 |
348.35 |
356.50 |
+13.20 |
684 |
8,981 |
-87 |
| Dec10 |
100329 |
348.50 |
357.60 |
348.50 |
357.30 |
+13.15 |
458 |
7,580 |
+376 |
| Total Volume and Open Interest |
30,455 |
135,277 |
+457 |
| DJIA Index(CBOT) |
| Jun10 |
100329 |
10822 |
10858 |
10810 |
10829 |
+31 |
1,016 |
5,368 |
+604 |
| Sep10 |
100329 |
10765 |
10765 |
10734 |
10765 |
+31 |
0 |
11 |
+0 |
| Dec10 |
100329 |
10700 |
10710 |
10700 |
10710 |
+31 |
|
|
|
| Mar11 |
100329 |
10655 |
10655 |
10624 |
10655 |
+31 |
|
|
|
| Total Volume and Open Interest |
1,016 |
5,379 |
+604 |
| S & P 500(CME) |
| Jun10 |
100329 |
1164.50 |
1170.80 |
1164.20 |
1168.80 |
+5.30 |
13,823 |
305,226 |
-576 |
| Sep10 |
100329 |
1164.00 |
1165.70 |
1162.70 |
1164.00 |
+5.30 |
0 |
2,820 |
+0 |
| Dec10 |
100329 |
1159.40 |
1161.20 |
1158.20 |
1159.40 |
+5.20 |
55 |
3,087 |
+50 |
| Mar11 |
100329 |
1155.90 |
1158.70 |
1155.70 |
1155.90 |
+4.20 |
2 |
12 |
+1 |
| Total Volume and Open Interest |
13,880 |
311,155 |
-525 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100329 |
1164.75 |
1171.00 |
1164.00 |
1168.75 |
+5.25 |
2,355,473 |
2,390,362 |
+25,777 |
| Sep10 |
100329 |
1160.50 |
1166.00 |
1159.50 |
1164.00 |
+5.25 |
1,313 |
4,921 |
+792 |
| Total Volume and Open Interest |
2,356,794 |
2,396,941 |
+26,565 |
| NASDAQ 100(CME) |
| Jun10 |
100329 |
1955.30 |
1966.00 |
1952.30 |
1960.30 |
+8.50 |
796 |
12,387 |
+96 |
| Sep10 |
100329 |
1957.80 |
1957.80 |
1956.80 |
1957.80 |
+8.50 |
0 |
10 |
+0 |
| Dec10 |
100329 |
1955.30 |
1955.30 |
1954.30 |
1955.30 |
+8.50 |
|
|
|
| Total Volume and Open Interest |
796 |
12,397 |
+96 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100329 |
1952.00 |
1966.30 |
1951.80 |
1960.30 |
+8.50 |
301,151 |
281,177 |
+489 |
| Sep10 |
100329 |
1955.00 |
1963.30 |
1950.30 |
1957.80 |
+8.50 |
75 |
190 |
-9 |
| Total Volume and Open Interest |
301,226 |
281,368 |
+480 |
| S & P Midcap 400(CME) |
| Jun10 |
100329 |
789.50 |
792.00 |
789.00 |
791.30 |
+6.10 |
21 |
1,520 |
+13 |
| Sep10 |
100329 |
789.30 |
789.30 |
789.20 |
789.30 |
+6.10 |
|
|
|
| Dec10 |
100329 |
787.30 |
787.30 |
787.20 |
787.30 |
+6.10 |
|
|
|
| Total Volume and Open Interest |
21 |
1,520 |
+13 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100329 |
11100 |
11110 |
11045 |
11090 |
+225 |
9,584 |
43,693 |
+43,693 |
| Sep10 |
100329 |
11130 |
11130 |
11095 |
11130 |
+135 |
1 |
0 |
+0 |
| Total Volume and Open Interest |
9,282 |
44,030 |
+337 |
| Nikkei 225(SGX) |
| Jun10 |
100329 |
10940 |
11040 |
10905 |
11040 |
+105 |
87,039 |
161,789 |
+8,193 |
| Sep10 |
100329 |
11045 |
11045 |
11045 |
11045 |
+100 |
0 |
55 |
+0 |
| Dec10 |
100329 |
11005 |
11005 |
11005 |
11005 |
+100 |
0 |
867 |
+0 |
| Total Volume and Open Interest |
87,238 |
171,781 |
+8,296 |
| CAC 40(EURONEXT) |
| Apr10 |
100329 |
3996.5 |
4019.0 |
3971.0 |
3999.5 |
+12.0 |
116,437 |
380,487 |
-13,918 |
| May10 |
100329 |
3930.0 |
3943.5 |
3907.0 |
3925.5 |
+12.0 |
13 |
59 |
+4 |
| Jun10 |
100329 |
3892.0 |
3914.5 |
3870.0 |
3897.0 |
+15.5 |
344 |
48,284 |
-72 |
| Total Volume and Open Interest |
116,804 |
430,197 |
-13,986 |
| Hang Seng Index(HKFE) |
| Mar10 |
100329 |
21138 |
21349 |
21131 |
21256 |
+132 |
75,774 |
46,247 |
-20,797 |
| Apr10 |
100329 |
21137 |
21310 |
21095 |
21220 |
+139 |
17,613 |
45,229 |
+26,559 |
| Total Volume and Open Interest |
94,002 |
95,678 |
+5,995 |
| DAX(EUREX) |
| Mar10 |
100319 |
6039.0 |
6042.0 |
6011.0 |
6041.5 |
+28.5 |
184,205 |
91,297 |
-26,074 |
| Jun10 |
100329 |
6145.5 |
6180.5 |
6134.5 |
6166.5 |
+46.5 |
149,309 |
144,055 |
+883 |
| Sep10 |
100329 |
6158.5 |
6185.0 |
6143.0 |
6172.0 |
+46.5 |
1,398 |
6,324 |
+1,069 |
| Total Volume and Open Interest |
150,898 |
150,689 |
+2,073 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100329 |
5679.00 |
5689.00 |
5637.00 |
5668.00 |
+14.50 |
102,648 |
705,472 |
+5,633 |
| Sep10 |
100329 |
5641.00 |
5646.00 |
5618.00 |
5627.00 |
+14.50 |
24 |
518 |
+0 |
| Dec10 |
100329 |
5589.50 |
5600.50 |
5589.50 |
5600.50 |
+14.50 |
0 |
2,731 |
+0 |
| Total Volume and Open Interest |
102,672 |
708,721 |
+5,633 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100329 |
4925.0 |
4946.0 |
4906.0 |
4923.0 |
-3.0 |
31,736 |
197,607 |
+6,390 |
| Sep10 |
100329 |
4903.0 |
4913.0 |
4903.0 |
4913.0 |
unch |
19 |
2,035 |
-5 |
| Total Volume and Open Interest |
31,755 |
201,673 |
+6,277 |
| GSCI(CME) |
| Apr10 |
100329 |
517.75 |
526.00 |
512.95 |
524.00 |
+11.00 |
446 |
18,138 |
-251 |
| May10 |
100329 |
527.00 |
527.00 |
515.95 |
527.00 |
+11.00 |
5 |
417 |
+0 |
| Jun10 |
100329 |
529.00 |
529.00 |
517.95 |
529.00 |
+11.00 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
452 |
18,556 |
-250 |
| 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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