|
 |
| MRCI's End of Day Prices |
| Daily Futures Price Listing Tue March 30, 2010 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| May10 |
100330 |
967.50 |
974.25 |
960.25 |
974.00 |
+6.50 |
62,101 |
175,665 |
-1,807 |
| Jul10 |
100330 |
974.00 |
981.00 |
967.75 |
980.75 |
+6.25 |
28,092 |
106,304 |
+2,797 |
| Aug10 |
100330 |
966.75 |
970.25 |
958.25 |
969.25 |
+3.75 |
1,517 |
6,610 |
-19 |
| Sep10 |
100330 |
941.00 |
946.00 |
935.00 |
943.50 |
+2.00 |
1,624 |
6,939 |
+284 |
| Nov10 |
100330 |
925.00 |
930.75 |
918.25 |
926.50 |
+1.00 |
16,002 |
116,552 |
+948 |
| Jan11 |
100330 |
935.00 |
937.00 |
927.00 |
934.50 |
+1.00 |
553 |
7,187 |
+166 |
| Mar11 |
100330 |
944.50 |
945.25 |
935.00 |
941.50 |
+1.00 |
921 |
3,975 |
+347 |
| Total Volume and Open Interest |
111,570 |
433,559 |
+2,983 |
| Soybean Meal(CBOT) |
| May10 |
100330 |
275.90 |
283.50 |
274.20 |
283.10 |
+6.20 |
38,681 |
81,996 |
-1,715 |
| Jul10 |
100330 |
273.60 |
279.10 |
271.20 |
279.10 |
+5.50 |
13,887 |
42,291 |
+697 |
| Aug10 |
100330 |
269.80 |
274.40 |
267.90 |
274.40 |
+4.60 |
2,539 |
13,132 |
+78 |
| Sep10 |
100330 |
263.00 |
267.70 |
261.90 |
267.70 |
+3.60 |
1,106 |
9,222 |
+116 |
| Oct10 |
100330 |
254.20 |
256.50 |
252.90 |
256.50 |
+1.60 |
821 |
8,016 |
-150 |
| Dec10 |
100330 |
251.00 |
254.50 |
249.80 |
254.10 |
+1.40 |
10,996 |
34,790 |
+3,804 |
| Jan11 |
100330 |
252.90 |
255.10 |
251.40 |
255.10 |
+1.70 |
403 |
3,318 |
+169 |
| Mar11 |
100330 |
254.60 |
257.80 |
254.40 |
257.80 |
+1.50 |
290 |
2,390 |
+44 |
| Total Volume and Open Interest |
69,152 |
198,596 |
+3,324 |
| Soybean Oil(CBOT) |
| May10 |
100330 |
39.35 |
39.38 |
38.51 |
38.67 |
-0.60 |
37,383 |
126,320 |
-304 |
| Jul10 |
100330 |
39.80 |
39.81 |
38.96 |
39.12 |
-0.59 |
14,022 |
83,412 |
+1,936 |
| Aug10 |
100330 |
39.79 |
39.81 |
39.17 |
39.30 |
-0.59 |
934 |
11,013 |
-293 |
| Sep10 |
100330 |
39.85 |
40.02 |
39.28 |
39.43 |
-0.58 |
801 |
8,155 |
+159 |
| Oct10 |
100330 |
40.13 |
40.13 |
39.40 |
39.55 |
-0.57 |
622 |
6,476 |
+97 |
| Dec10 |
100330 |
40.54 |
40.54 |
39.74 |
39.88 |
-0.57 |
4,937 |
42,494 |
-366 |
| Jan11 |
100330 |
40.50 |
40.60 |
40.05 |
40.12 |
-0.57 |
270 |
1,806 |
+124 |
| Mar11 |
100330 |
40.41 |
40.80 |
40.30 |
40.32 |
-0.57 |
33 |
926 |
+4 |
| Total Volume and Open Interest |
59,110 |
282,307 |
+1,382 |
| Canola(WCE) |
| May10 |
100330 |
384.0 |
385.7 |
382.6 |
383.5 |
-1.8 |
6,827 |
81,677 |
-62 |
| Jul10 |
100330 |
391.3 |
391.3 |
388.7 |
389.7 |
-1.6 |
5,489 |
25,145 |
+457 |
| Nov10 |
100330 |
389.2 |
391.3 |
388.6 |
390.0 |
-1.5 |
2,030 |
18,552 |
+6 |
| Jan11 |
100330 |
390.6 |
394.7 |
390.6 |
393.1 |
-1.7 |
58 |
960 |
+41 |
| Mar11 |
100330 |
395.3 |
395.3 |
395.3 |
395.3 |
-1.8 |
65 |
362 |
+53 |
| Total Volume and Open Interest |
14,481 |
126,891 |
+507 |
| Corn(CBOT) |
| May10 |
100330 |
356.50 |
359.00 |
351.75 |
354.50 |
-2.50 |
67,136 |
416,263 |
-6,908 |
| Jul10 |
100330 |
367.50 |
370.00 |
363.25 |
366.00 |
-2.25 |
19,405 |
271,896 |
+5,635 |
| Sep10 |
100330 |
377.00 |
378.75 |
372.25 |
374.75 |
-2.50 |
5,347 |
74,701 |
+595 |
| Dec10 |
100330 |
385.75 |
388.00 |
381.25 |
383.75 |
-2.75 |
16,187 |
277,670 |
-521 |
| Mar11 |
100330 |
396.50 |
400.00 |
392.75 |
395.00 |
-2.75 |
893 |
32,984 |
+19 |
| May11 |
100330 |
405.50 |
406.25 |
400.50 |
402.50 |
-3.00 |
164 |
4,850 |
+84 |
| Total Volume and Open Interest |
110,091 |
1,127,641 |
-1,008 |
| Wheat(CBOT) |
| May10 |
100330 |
464.75 |
473.75 |
462.25 |
472.00 |
+7.25 |
26,997 |
156,748 |
-5,867 |
| Jul10 |
100330 |
478.00 |
487.00 |
475.25 |
485.25 |
+7.25 |
15,033 |
142,659 |
+3,590 |
| Sep10 |
100330 |
494.00 |
502.00 |
493.25 |
501.50 |
+7.50 |
2,211 |
37,557 |
+351 |
| Dec10 |
100330 |
521.75 |
531.50 |
519.50 |
529.75 |
+7.50 |
4,121 |
66,289 |
-306 |
| Mar11 |
100330 |
549.00 |
557.50 |
547.75 |
556.00 |
+7.75 |
294 |
11,780 |
+75 |
| Total Volume and Open Interest |
49,028 |
431,562 |
-2,079 |
| Wheat(KCBT) |
| May10 |
100330 |
474.00 |
482.00 |
473.25 |
479.50 |
+6.00 |
5,306 |
44,907 |
-65 |
| Jul10 |
100330 |
485.00 |
492.75 |
484.50 |
490.75 |
+6.00 |
1,869 |
41,880 |
+47 |
| Sep10 |
100330 |
496.25 |
505.00 |
496.25 |
502.50 |
+6.00 |
700 |
7,497 |
+24 |
| Dec10 |
100330 |
514.50 |
522.50 |
514.50 |
520.25 |
+6.00 |
969 |
40,699 |
+278 |
| Mar11 |
100330 |
531.00 |
538.75 |
531.00 |
537.00 |
+6.00 |
80 |
5,510 |
+50 |
| Total Volume and Open Interest |
9,019 |
143,836 |
+368 |
| Wheat(MGE) |
| May10 |
100330 |
497.00 |
502.00 |
495.50 |
500.00 |
+3.75 |
1,301 |
13,874 |
-329 |
| Jul10 |
100330 |
507.75 |
513.25 |
507.00 |
511.50 |
+4.00 |
452 |
11,300 |
-318 |
| Sep10 |
100330 |
520.00 |
524.00 |
518.75 |
523.25 |
+4.25 |
194 |
6,061 |
+6 |
| Dec10 |
100330 |
535.50 |
541.25 |
535.50 |
540.25 |
+4.50 |
132 |
6,372 |
-157 |
| Mar11 |
100330 |
550.00 |
558.50 |
550.00 |
558.50 |
+6.75 |
39 |
954 |
-20 |
| Total Volume and Open Interest |
2,186 |
39,339 |
-794 |
| Oats(CBOT) |
| May10 |
100330 |
213.50 |
217.00 |
210.50 |
213.50 |
+1.50 |
356 |
9,249 |
-45 |
| Jul10 |
100330 |
223.00 |
225.00 |
219.50 |
222.50 |
+1.50 |
62 |
4,307 |
+45 |
| Sep10 |
100330 |
228.00 |
230.00 |
228.00 |
230.00 |
+1.50 |
1 |
869 |
+1 |
| Dec10 |
100330 |
241.00 |
245.00 |
239.50 |
242.00 |
+1.75 |
38 |
1,816 |
+1 |
| Total Volume and Open Interest |
457 |
16,242 |
+2 |
| Rough Rice(CBOT) |
| May10 |
100330 |
12.36 |
12.87 |
12.35 |
12.57 |
+0.20 |
313 |
10,049 |
-10 |
| Jul10 |
100330 |
12.76 |
12.97 |
12.73 |
12.89 |
+0.20 |
259 |
2,663 |
+68 |
| Sep10 |
100330 |
12.55 |
12.81 |
12.55 |
12.70 |
+0.19 |
13 |
1,818 |
-1 |
| Nov10 |
100330 |
12.60 |
12.93 |
12.58 |
12.84 |
+0.16 |
39 |
1,151 |
+4 |
| Total Volume and Open Interest |
720 |
16,197 |
+116 |
| Live Cattle(CME) |
| Apr10 |
100330 |
95.680 |
96.150 |
95.385 |
96.050 |
+0.665 |
12,714 |
52,167 |
-3,246 |
| Jun10 |
100330 |
93.230 |
93.385 |
92.700 |
93.180 |
+0.280 |
21,556 |
166,820 |
+1,934 |
| Aug10 |
100330 |
90.830 |
91.150 |
90.535 |
90.800 |
unch |
7,192 |
73,174 |
+790 |
| Oct10 |
100330 |
93.730 |
93.950 |
93.230 |
93.700 |
-0.085 |
5,529 |
37,688 |
+1,500 |
| Dec10 |
100330 |
95.700 |
95.800 |
95.100 |
95.600 |
+0.150 |
2,099 |
19,228 |
-204 |
| Feb11 |
100330 |
96.330 |
96.450 |
95.800 |
96.200 |
+0.020 |
474 |
9,675 |
+40 |
| Total Volume and Open Interest |
49,611 |
362,440 |
+858 |
| Feeder Cattle(CME) |
| Apr10 |
100330 |
108.750 |
108.930 |
108.000 |
108.730 |
+0.345 |
2,106 |
5,799 |
-839 |
| May10 |
100330 |
110.330 |
111.100 |
109.600 |
110.980 |
+1.080 |
2,717 |
19,064 |
+105 |
| Aug10 |
100330 |
111.500 |
112.385 |
111.100 |
112.230 |
+0.845 |
851 |
11,965 |
+220 |
| Sep10 |
100330 |
110.850 |
112.000 |
110.600 |
112.000 |
+1.100 |
155 |
1,724 |
+19 |
| Oct10 |
100330 |
110.000 |
111.250 |
109.900 |
111.250 |
+1.250 |
37 |
929 |
+8 |
| Nov10 |
100330 |
109.650 |
110.400 |
109.500 |
110.400 |
+0.900 |
13 |
329 |
+2 |
| Jan11 |
100330 |
108.000 |
108.250 |
107.550 |
108.200 |
+0.650 |
1 |
53 |
+0 |
| Total Volume and Open Interest |
5,880 |
39,863 |
-2,278 |
| Lean Hogs(CME) |
| Apr10 |
100330 |
72.250 |
73.225 |
71.580 |
73.050 |
+1.165 |
7,077 |
24,233 |
-1,787 |
| May10 |
100330 |
80.180 |
80.900 |
79.400 |
80.850 |
+1.300 |
627 |
6,180 |
+37 |
| Jun10 |
100330 |
82.535 |
83.385 |
81.600 |
83.050 |
+2.015 |
16,427 |
76,829 |
-933 |
| Jul10 |
100330 |
82.330 |
83.750 |
82.250 |
83.600 |
+2.250 |
6,926 |
29,458 |
+800 |
| Aug10 |
100330 |
81.830 |
83.350 |
81.800 |
83.150 |
+2.175 |
2,062 |
31,029 |
+365 |
| Oct10 |
100330 |
72.135 |
73.250 |
72.135 |
73.225 |
+2.025 |
570 |
19,247 |
+31 |
| Dec10 |
100330 |
69.950 |
71.050 |
69.750 |
70.600 |
+0.770 |
301 |
8,213 |
+91 |
| Feb11 |
100330 |
71.800 |
72.500 |
71.750 |
72.475 |
+0.725 |
41 |
2,397 |
+17 |
| Total Volume and Open Interest |
34,043 |
198,200 |
-1,367 |
| Pork Bellies(CME) |
| May10 |
100330 |
97.700 |
99.000 |
97.550 |
97.550 |
+0.850 |
21 |
215 |
-5 |
| Jul10 |
100330 |
98.900 |
100.000 |
98.900 |
100.000 |
unch |
1 |
68 |
-1 |
| Aug10 |
100330 |
93.500 |
95.480 |
93.500 |
93.500 |
unch |
0 |
22 |
+0 |
| Feb11 |
100330 |
93.000 |
96.000 |
93.000 |
93.000 |
unch |
0 |
1 |
+0 |
| Mar11 |
100330 |
93.500 |
93.500 |
93.500 |
93.500 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22 |
307 |
-17 |
| Class III Milk(CME) |
| Mar10 |
100330 |
12.79 |
12.79 |
12.78 |
12.78 |
unch |
46 |
4,109 |
+64 |
| Apr10 |
100330 |
12.59 |
12.68 |
12.59 |
12.60 |
+0.01 |
388 |
4,780 |
+95 |
| May10 |
100330 |
13.25 |
13.39 |
13.25 |
13.33 |
+0.06 |
508 |
4,495 |
+111 |
| Jun10 |
100330 |
14.06 |
14.23 |
14.03 |
14.09 |
+0.03 |
413 |
3,802 |
+73 |
| Jul10 |
100330 |
14.44 |
14.67 |
14.41 |
14.57 |
+0.13 |
259 |
2,787 |
-17 |
| Total Volume and Open Interest |
2,259 |
32,122 |
+358 |
| Cocoa(ICE) |
| May10 |
100330 |
2925 |
2980 |
2925 |
2969 |
+44 |
5,372 |
48,541 |
-1,980 |
| Jul10 |
100330 |
2963 |
3010 |
2963 |
3001 |
+46 |
2,654 |
37,048 |
+561 |
| Sep10 |
100330 |
2990 |
3033 |
2990 |
3022 |
+42 |
597 |
15,231 |
+86 |
| Dec10 |
100330 |
3027 |
3058 |
3027 |
3047 |
+40 |
546 |
10,128 |
+119 |
| Mar11 |
100330 |
3040 |
3071 |
3040 |
3062 |
+38 |
78 |
12,241 |
-40 |
| May11 |
100330 |
3044 |
3070 |
3044 |
3067 |
+37 |
0 |
5,222 |
+0 |
| Jul11 |
100330 |
3079 |
3079 |
3078 |
3078 |
+38 |
0 |
2,660 |
+0 |
| Total Volume and Open Interest |
9,247 |
132,886 |
-1,254 |
| Coffee "C"(ICE) |
| May10 |
100330 |
138.25 |
139.00 |
137.30 |
138.95 |
+0.80 |
10,574 |
67,354 |
-1,276 |
| Jul10 |
100330 |
139.60 |
140.65 |
138.85 |
140.55 |
+0.95 |
2,820 |
26,074 |
+302 |
| Sep10 |
100330 |
140.80 |
141.75 |
140.15 |
141.75 |
+0.95 |
1,527 |
15,172 |
+389 |
| Dec10 |
100330 |
142.50 |
143.45 |
141.80 |
143.45 |
+1.00 |
932 |
9,227 |
-115 |
| Mar11 |
100330 |
144.85 |
145.20 |
143.80 |
145.20 |
+1.15 |
461 |
5,765 |
+127 |
| May11 |
100330 |
145.95 |
146.40 |
145.05 |
146.40 |
+1.20 |
227 |
945 |
-23 |
| Total Volume and Open Interest |
16,793 |
125,549 |
-622 |
| Orange Juice(ICE) |
| May10 |
100330 |
135.50 |
136.95 |
134.85 |
135.40 |
+0.40 |
2,340 |
23,266 |
-1,751 |
| Jul10 |
100330 |
139.00 |
139.00 |
137.50 |
138.00 |
+0.40 |
816 |
7,573 |
+174 |
| Sep10 |
100330 |
138.90 |
139.50 |
138.90 |
139.15 |
+0.55 |
125 |
2,041 |
+43 |
| Nov10 |
100330 |
139.00 |
139.80 |
138.90 |
139.45 |
+0.60 |
36 |
792 |
+0 |
| Jan11 |
100330 |
141.30 |
141.30 |
140.95 |
140.95 |
+0.50 |
16 |
674 |
+2 |
| Mar11 |
100330 |
143.05 |
143.05 |
142.70 |
142.70 |
+0.45 |
18 |
82 |
-6 |
| Total Volume and Open Interest |
3,351 |
34,639 |
-1,538 |
| Sugar #11(ICE) |
| May10 |
100330 |
17.51 |
18.25 |
17.36 |
17.88 |
+0.37 |
52,844 |
242,767 |
-5,055 |
| Jul10 |
100330 |
17.55 |
18.13 |
17.28 |
17.77 |
+0.39 |
28,708 |
206,150 |
+3,857 |
| Oct10 |
100330 |
17.08 |
17.70 |
17.05 |
17.44 |
+0.36 |
12,103 |
136,070 |
+604 |
| Mar11 |
100330 |
17.10 |
17.67 |
17.00 |
17.37 |
+0.28 |
6,691 |
60,442 |
+2,161 |
| May11 |
100330 |
16.86 |
17.30 |
16.70 |
17.06 |
+0.24 |
1,072 |
18,688 |
-110 |
| Total Volume and Open Interest |
104,339 |
732,698 |
+1,596 |
| London Cocoa(LCE) |
| May10 |
100316 |
2189 |
2209 |
2130 |
2187 |
-14 |
9,620 |
50,872 |
+2,466 |
| Jul10 |
100330 |
2270 |
2283 |
2260 |
2279 |
+15 |
4,347 |
32,408 |
-1,527 |
| Sep10 |
100330 |
2238 |
2238 |
2216 |
2237 |
+11 |
958 |
23,780 |
+375 |
| Dec10 |
100330 |
2200 |
2203 |
2185 |
2194 |
+1 |
233 |
15,800 |
-54 |
| Mar11 |
100330 |
2169 |
2172 |
2164 |
2165 |
+4 |
350 |
16,288 |
+330 |
| Jul11 |
100330 |
2165 |
2165 |
2165 |
2165 |
+7 |
0 |
655 |
+0 |
| Total Volume and Open Interest |
12,432 |
154,177 |
-921 |
| London Sugar(LCE) |
| May10 |
100330 |
503.90 |
521.50 |
503.90 |
519.00 |
+16.00 |
3,046 |
24,616 |
+30 |
| Aug10 |
100330 |
477.20 |
493.50 |
476.90 |
488.10 |
+13.00 |
1,463 |
25,206 |
+91 |
| Oct10 |
100330 |
471.10 |
482.00 |
469.40 |
474.00 |
+8.20 |
294 |
8,540 |
+50 |
| Dec10 |
100330 |
476.00 |
476.00 |
468.80 |
470.50 |
+7.60 |
140 |
2,665 |
+17 |
| Mar11 |
100330 |
476.50 |
476.50 |
468.50 |
468.50 |
+5.60 |
67 |
1,636 |
+9 |
| Total Volume and Open Interest |
|
|
|
| Cotton(ICE) |
| May10 |
100330 |
80.55 |
81.12 |
79.37 |
79.54 |
-0.89 |
10,486 |
94,556 |
-3,344 |
| Jul10 |
100330 |
81.92 |
82.25 |
80.62 |
80.82 |
-0.82 |
3,809 |
48,312 |
+878 |
| Oct10 |
100330 |
75.57 |
75.57 |
75.52 |
75.57 |
-0.57 |
0 |
189 |
+0 |
| Dec10 |
100330 |
74.95 |
75.03 |
74.40 |
74.57 |
-0.47 |
873 |
36,035 |
+173 |
| Mar11 |
100330 |
76.08 |
76.17 |
76.01 |
76.09 |
-0.36 |
24 |
3,774 |
+9 |
| May11 |
100330 |
76.39 |
76.39 |
76.36 |
76.39 |
-0.39 |
0 |
91 |
+0 |
| Total Volume and Open Interest |
15,205 |
185,839 |
-2,284 |
| Lumber(CME) |
| May10 |
100330 |
279.1 |
286.9 |
276.5 |
277.2 |
-2.8 |
299 |
6,193 |
+68 |
| Jul10 |
100330 |
290.4 |
296.8 |
289.0 |
289.5 |
-3.4 |
89 |
2,843 |
-15 |
| Sep10 |
100330 |
286.0 |
291.9 |
286.0 |
287.9 |
+1.9 |
2 |
810 |
-4 |
| Nov10 |
100330 |
267.5 |
269.0 |
266.0 |
269.0 |
+2.0 |
5 |
201 |
-1 |
| Total Volume and Open Interest |
395 |
10,048 |
+48 |
| Crude Oil(NYM) |
| May10 |
100330 |
82.50 |
82.74 |
81.77 |
82.37 |
+0.20 |
324,607 |
317,920 |
+201 |
| Jun10 |
100330 |
82.80 |
83.14 |
82.18 |
82.77 |
+0.18 |
76,598 |
179,191 |
+5,508 |
| Jul10 |
100330 |
83.26 |
83.53 |
82.61 |
83.17 |
+0.15 |
25,098 |
97,842 |
+4,015 |
| Aug10 |
100330 |
83.50 |
83.80 |
82.90 |
83.46 |
+0.14 |
9,597 |
35,987 |
-644 |
| Sep10 |
100330 |
83.41 |
83.87 |
83.25 |
83.67 |
+0.14 |
6,133 |
41,099 |
-631 |
| Oct10 |
100330 |
83.54 |
84.05 |
83.54 |
83.84 |
+0.14 |
4,094 |
22,625 |
-433 |
| Nov10 |
100330 |
83.80 |
84.26 |
83.80 |
84.01 |
+0.14 |
3,999 |
24,531 |
-509 |
| Dec10 |
100330 |
84.08 |
84.44 |
83.71 |
84.20 |
+0.15 |
25,371 |
196,773 |
-2,430 |
| Jan11 |
100330 |
84.29 |
84.31 |
84.29 |
84.31 |
+0.15 |
3,562 |
30,794 |
+633 |
| Feb11 |
100330 |
84.40 |
84.61 |
84.40 |
84.43 |
+0.16 |
3,733 |
16,884 |
+354 |
| Mar11 |
100330 |
84.40 |
84.56 |
84.40 |
84.54 |
+0.17 |
1,079 |
14,911 |
-52 |
| Apr11 |
100330 |
84.65 |
84.65 |
84.65 |
84.65 |
+0.18 |
172 |
13,972 |
+49 |
| May11 |
100330 |
84.94 |
84.94 |
84.75 |
84.75 |
+0.19 |
149 |
4,823 |
+22 |
| Jun11 |
100330 |
84.85 |
84.95 |
84.83 |
84.83 |
+0.19 |
1,259 |
29,177 |
+194 |
| Jul11 |
100330 |
84.90 |
84.90 |
84.90 |
84.90 |
+0.19 |
122 |
4,280 |
+41 |
| Aug11 |
100330 |
84.97 |
84.97 |
84.97 |
84.97 |
+0.19 |
86 |
3,423 |
+12 |
| Total Volume and Open Interest |
503,685 |
1,289,237 |
+5,224 |
| 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 |
100330 |
82.425 |
82.750 |
81.775 |
82.375 |
+0.200 |
14,136 |
5,530 |
+2,240 |
| Jun10 |
100330 |
82.800 |
83.125 |
82.225 |
82.775 |
+0.175 |
508 |
807 |
+31 |
| Jul10 |
100330 |
83.000 |
83.375 |
82.625 |
83.175 |
+0.150 |
42 |
150 |
+15 |
| Aug10 |
100330 |
83.400 |
83.600 |
83.325 |
83.450 |
+0.125 |
0 |
7 |
+0 |
| Sep10 |
100330 |
83.675 |
83.675 |
83.675 |
83.675 |
+0.150 |
0 |
8 |
+0 |
| Oct10 |
100330 |
83.850 |
83.850 |
83.850 |
83.850 |
+0.150 |
0 |
11 |
+0 |
| Nov10 |
100330 |
84.000 |
84.000 |
84.000 |
84.000 |
+0.125 |
0 |
5 |
+0 |
| Dec10 |
100330 |
84.200 |
84.200 |
84.200 |
84.200 |
+0.150 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
14,686 |
6,619 |
+90 |
| Heating Oil(NYM) |
| Apr10 |
100330 |
212.05 |
213.00 |
210.90 |
212.47 |
+0.59 |
23,240 |
20,237 |
-5,831 |
| May10 |
100330 |
213.40 |
213.96 |
211.50 |
213.16 |
+0.30 |
52,251 |
95,046 |
+1,022 |
| Jun10 |
100330 |
214.45 |
215.20 |
212.78 |
214.37 |
+0.29 |
18,193 |
50,886 |
+157 |
| Jul10 |
100330 |
215.52 |
216.45 |
214.73 |
216.07 |
+0.35 |
9,620 |
25,776 |
+365 |
| Aug10 |
100330 |
217.83 |
218.20 |
216.50 |
217.89 |
+0.53 |
5,844 |
17,244 |
+2,494 |
| Sep10 |
100330 |
218.89 |
220.31 |
218.68 |
219.79 |
+0.53 |
4,418 |
15,758 |
-437 |
| Oct10 |
100330 |
220.82 |
221.91 |
220.82 |
221.77 |
+0.59 |
1,971 |
12,360 |
+37 |
| Nov10 |
100330 |
223.00 |
223.99 |
222.99 |
223.86 |
+0.63 |
1,149 |
10,167 |
-150 |
| Dec10 |
100330 |
224.95 |
226.50 |
224.57 |
225.97 |
+0.66 |
9,679 |
31,624 |
+90 |
| Jan11 |
100330 |
227.65 |
228.15 |
227.25 |
227.98 |
+0.67 |
455 |
12,892 |
+21 |
| Feb11 |
100330 |
229.20 |
229.20 |
229.03 |
229.03 |
+0.72 |
177 |
4,380 |
-7 |
| Mar11 |
100330 |
229.05 |
229.25 |
229.05 |
229.14 |
+0.78 |
130 |
6,385 |
-38 |
| Total Volume and Open Interest |
127,620 |
320,223 |
-2,175 |
| Gasoline(NYMEX) |
| Apr10 |
100330 |
226.30 |
228.05 |
225.50 |
227.47 |
+1.34 |
23,846 |
16,888 |
-8,183 |
| May10 |
100330 |
227.10 |
227.97 |
225.55 |
227.21 |
+0.94 |
47,722 |
119,868 |
-823 |
| Jun10 |
100330 |
225.86 |
227.24 |
225.11 |
226.71 |
+0.84 |
16,100 |
57,094 |
-1,185 |
| Jul10 |
100330 |
225.20 |
226.15 |
224.51 |
225.86 |
+0.70 |
6,391 |
32,669 |
+288 |
| Aug10 |
100330 |
224.60 |
225.34 |
224.19 |
224.80 |
+0.58 |
2,380 |
15,077 |
+386 |
| Sep10 |
100330 |
222.50 |
224.10 |
222.50 |
223.45 |
+0.51 |
3,103 |
22,952 |
+260 |
| Oct10 |
100330 |
212.36 |
213.00 |
211.91 |
212.59 |
+0.54 |
1,956 |
11,377 |
+735 |
| Nov10 |
100330 |
210.66 |
210.90 |
210.20 |
210.89 |
+0.48 |
868 |
13,793 |
+515 |
| Dec10 |
100330 |
210.06 |
210.51 |
209.65 |
210.51 |
+0.44 |
902 |
13,078 |
+83 |
| Jan11 |
100330 |
211.96 |
212.03 |
211.96 |
212.03 |
+0.44 |
472 |
4,169 |
-3 |
| Total Volume and Open Interest |
103,848 |
316,165 |
-8,023 |
| e-miNY RBOB Gasoline(NYM) |
| Apr10 |
100330 |
227.50 |
227.50 |
227.47 |
227.50 |
+1.40 |
0 |
8 |
+0 |
| May10 |
100330 |
227.20 |
227.21 |
227.20 |
227.20 |
+0.90 |
0 |
14 |
+0 |
| Jun10 |
100330 |
226.70 |
226.71 |
226.70 |
226.70 |
+0.80 |
0 |
1 |
+0 |
| Jul10 |
100330 |
225.90 |
225.90 |
225.86 |
225.90 |
+0.70 |
|
|
|
| Total Volume and Open Interest |
0 |
28 |
+0 |
| Natural Gas(NYM) |
| May10 |
100330 |
3.885 |
3.990 |
3.847 |
3.973 |
+0.057 |
61,914 |
228,226 |
-8,596 |
| Jun10 |
100330 |
3.972 |
4.077 |
3.934 |
4.062 |
+0.061 |
20,524 |
61,195 |
+2,829 |
| Jul10 |
100330 |
4.070 |
4.208 |
4.035 |
4.166 |
+0.065 |
12,095 |
77,939 |
+3,458 |
| Aug10 |
100330 |
4.165 |
4.254 |
4.117 |
4.242 |
+0.068 |
4,143 |
32,131 |
+175 |
| Sep10 |
100330 |
4.202 |
4.293 |
4.145 |
4.282 |
+0.070 |
5,172 |
38,393 |
-486 |
| Oct10 |
100330 |
4.322 |
4.410 |
4.264 |
4.399 |
+0.077 |
9,478 |
60,911 |
+601 |
| Nov10 |
100330 |
4.674 |
4.780 |
4.647 |
4.771 |
+0.087 |
1,914 |
15,725 |
-7 |
| Dec10 |
100330 |
5.104 |
5.216 |
5.068 |
5.203 |
+0.099 |
2,389 |
25,924 |
+66 |
| Jan11 |
100330 |
5.310 |
5.434 |
5.286 |
5.421 |
+0.099 |
5,155 |
41,298 |
+254 |
| Feb11 |
100330 |
5.280 |
5.401 |
5.256 |
5.389 |
+0.098 |
1,203 |
16,583 |
-28 |
| Mar11 |
100330 |
5.162 |
5.305 |
5.147 |
5.278 |
+0.100 |
3,091 |
36,810 |
+371 |
| Apr11 |
100330 |
4.950 |
5.068 |
4.938 |
5.061 |
+0.103 |
2,100 |
32,303 |
+166 |
| May11 |
100330 |
4.951 |
5.070 |
4.951 |
5.064 |
+0.105 |
207 |
15,315 |
+53 |
| Jun11 |
100330 |
4.993 |
5.110 |
4.993 |
5.107 |
+0.105 |
81 |
6,251 |
+6 |
| Jul11 |
100330 |
5.170 |
5.175 |
5.148 |
5.172 |
+0.105 |
79 |
4,720 |
+24 |
| Aug11 |
100330 |
5.200 |
5.224 |
5.200 |
5.224 |
+0.105 |
67 |
4,492 |
+4 |
| Total Volume and Open Interest |
199,591 |
816,770 |
-20,382 |
| Brent Crude Oil(ICE) |
| May10 |
100330 |
81.32 |
81.78 |
80.71 |
81.28 |
+0.11 |
150,390 |
205,210 |
-11,218 |
| Jun10 |
100330 |
81.76 |
82.18 |
81.19 |
81.78 |
+0.21 |
75,732 |
228,203 |
-3,092 |
| Jul10 |
100330 |
82.16 |
82.59 |
81.66 |
82.26 |
+0.26 |
34,812 |
108,461 |
+11,678 |
| Aug10 |
100330 |
82.53 |
82.91 |
82.04 |
82.64 |
+0.30 |
16,987 |
52,077 |
+6,403 |
| Sep10 |
100330 |
82.78 |
83.14 |
82.37 |
82.90 |
+0.31 |
5,501 |
26,618 |
+430 |
| Oct10 |
100330 |
82.99 |
83.33 |
82.64 |
83.09 |
+0.29 |
2,681 |
19,378 |
-429 |
| Nov10 |
100330 |
83.16 |
83.48 |
82.74 |
83.24 |
+0.27 |
1,494 |
15,224 |
+60 |
| Dec10 |
100330 |
83.34 |
83.65 |
82.90 |
83.39 |
+0.24 |
13,968 |
95,879 |
+141 |
| Jan11 |
100330 |
83.59 |
83.59 |
83.56 |
83.56 |
+0.24 |
2,380 |
12,736 |
-355 |
| Feb11 |
100330 |
83.70 |
83.74 |
83.70 |
83.74 |
+0.24 |
2,541 |
6,508 |
+33 |
| Mar11 |
100330 |
83.60 |
84.00 |
83.60 |
83.91 |
+0.23 |
1,466 |
7,586 |
-151 |
| Apr11 |
100330 |
84.09 |
84.09 |
84.09 |
84.09 |
+0.23 |
333 |
4,451 |
+114 |
| May11 |
100330 |
84.25 |
84.25 |
84.25 |
84.25 |
+0.22 |
244 |
3,278 |
+151 |
| Jun11 |
100330 |
84.40 |
84.40 |
84.40 |
84.40 |
+0.21 |
600 |
19,097 |
-187 |
| Total Volume and Open Interest |
312,090 |
903,758 |
+3,910 |
| Gas Oil(ICE) |
| Apr10 |
100330 |
678.00 |
679.50 |
672.50 |
674.50 |
-5.00 |
50,055 |
81,061 |
-5,168 |
| May10 |
100330 |
675.75 |
677.50 |
670.25 |
672.25 |
-4.75 |
75,185 |
110,214 |
-2,520 |
| Jun10 |
100330 |
674.50 |
679.50 |
672.00 |
674.00 |
-5.00 |
40,625 |
78,466 |
+2,048 |
| Jul10 |
100330 |
678.50 |
682.50 |
676.75 |
678.50 |
-4.50 |
9,940 |
38,570 |
+890 |
| Aug10 |
100330 |
686.00 |
686.25 |
682.00 |
682.75 |
-4.25 |
4,989 |
27,401 |
+75 |
| Sep10 |
100330 |
686.75 |
689.25 |
686.25 |
687.25 |
-4.00 |
2,293 |
32,523 |
+268 |
| Oct10 |
100330 |
694.00 |
694.00 |
690.75 |
691.50 |
-3.75 |
1,935 |
17,948 |
-21 |
| Nov10 |
100330 |
693.50 |
696.50 |
693.00 |
694.50 |
-3.75 |
1,621 |
15,346 |
-29 |
| Dec10 |
100330 |
696.50 |
701.50 |
695.50 |
697.50 |
-3.50 |
11,455 |
78,783 |
-1,721 |
| Jan11 |
100330 |
703.00 |
703.00 |
701.75 |
701.75 |
-3.50 |
2,362 |
22,548 |
+650 |
| Total Volume and Open Interest |
203,673 |
575,873 |
-4,301 |
| Ethanol(CBOT) |
| Mar10 |
100303 |
1.661 |
1.661 |
1.661 |
1.661 |
-0.019 |
11 |
207 |
-40 |
| Apr10 |
100330 |
1.572 |
1.572 |
1.551 |
1.567 |
-0.005 |
113 |
467 |
-83 |
| May10 |
100330 |
1.587 |
1.589 |
1.575 |
1.584 |
-0.006 |
56 |
1,248 |
+12 |
| Jun10 |
100330 |
1.610 |
1.610 |
1.605 |
1.609 |
-0.002 |
35 |
1,014 |
+19 |
| Jul10 |
100330 |
1.629 |
1.629 |
1.620 |
1.625 |
+0.002 |
278 |
1,200 |
-191 |
| Aug10 |
100330 |
1.623 |
1.625 |
1.622 |
1.625 |
+0.005 |
15 |
683 |
+9 |
| Sep10 |
100330 |
1.625 |
1.625 |
1.625 |
1.625 |
+0.001 |
0 |
681 |
+0 |
| Oct10 |
100330 |
1.630 |
1.630 |
1.625 |
1.625 |
-0.001 |
0 |
663 |
+0 |
| Total Volume and Open Interest |
514 |
8,358 |
-240 |
| US Dollar Index(ICE) |
| Jun10 |
100330 |
81.470 |
81.825 |
81.235 |
81.738 |
+0.113 |
24,810 |
58,244 |
+3,846 |
| Sep10 |
100330 |
81.520 |
82.018 |
81.520 |
82.018 |
+0.113 |
115 |
2,246 |
-52 |
| Dec10 |
100330 |
82.268 |
82.268 |
82.268 |
82.268 |
+0.113 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
24,925 |
60,491 |
+3,794 |
| Australian Dollar(CME) |
| Jun10 |
100330 |
90.90 |
91.39 |
90.79 |
91.13 |
+0.34 |
109,512 |
127,652 |
-11,458 |
| Sep10 |
100330 |
89.93 |
90.37 |
89.81 |
90.13 |
+0.32 |
202 |
247 |
+55 |
| Dec10 |
100330 |
89.13 |
89.13 |
88.81 |
89.13 |
+0.32 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
109,714 |
127,910 |
-11,403 |
| British Pound(CME) |
| Jun10 |
100330 |
149.75 |
151.23 |
149.66 |
150.56 |
+0.89 |
98,176 |
136,452 |
+738 |
| Sep10 |
100330 |
149.78 |
151.14 |
149.60 |
150.49 |
+0.89 |
128 |
563 |
+3 |
| Dec10 |
100330 |
150.44 |
150.81 |
149.55 |
150.44 |
+0.89 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
98,304 |
137,040 |
+741 |
| Canadian Dollar(CME) |
| Jun10 |
100330 |
97.93 |
98.45 |
97.79 |
98.11 |
+0.28 |
86,004 |
144,327 |
-9,034 |
| Sep10 |
100330 |
97.90 |
98.37 |
97.77 |
98.05 |
+0.28 |
385 |
1,558 |
+77 |
| Dec10 |
100330 |
97.65 |
98.05 |
97.65 |
97.93 |
+0.28 |
33 |
818 |
+17 |
| Mar11 |
100330 |
98.17 |
98.17 |
97.48 |
97.76 |
+0.28 |
0 |
185 |
+0 |
| Total Volume and Open Interest |
86,422 |
146,902 |
-8,940 |
| Japanese Yen(CME) |
| Jun10 |
100330 |
108.10 |
108.59 |
107.54 |
107.78 |
-0.31 |
89,269 |
105,210 |
+1,731 |
| Sep10 |
100330 |
108.36 |
108.66 |
107.64 |
107.87 |
-0.31 |
208 |
379 |
+17 |
| Dec10 |
100330 |
107.83 |
108.31 |
107.83 |
108.00 |
-0.31 |
2 |
32 |
+0 |
| Total Volume and Open Interest |
89,479 |
105,621 |
+1,748 |
| Swiss Franc(CME) |
| Jun10 |
100330 |
94.16 |
94.51 |
93.69 |
93.84 |
-0.21 |
45,804 |
29,014 |
+595 |
| Sep10 |
100330 |
94.00 |
94.13 |
93.78 |
93.92 |
-0.21 |
54 |
446 |
+1 |
| Dec10 |
100330 |
94.02 |
94.42 |
94.02 |
94.02 |
-0.21 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
45,858 |
29,469 |
+596 |
| EuroFX(CME) |
| Jun10 |
100330 |
134.76 |
135.38 |
133.96 |
134.21 |
-0.43 |
344,158 |
209,871 |
-2,213 |
| Sep10 |
100330 |
134.90 |
135.27 |
133.96 |
134.20 |
-0.43 |
492 |
1,804 |
-22 |
| Dec10 |
100330 |
134.97 |
135.14 |
134.03 |
134.20 |
-0.43 |
1 |
78 |
-1 |
| Total Volume and Open Interest |
344,651 |
211,758 |
-2,236 |
| Mexican Peso(CME) |
| Apr10 |
100330 |
806.5 |
806.5 |
802.2 |
806.5 |
+4.2 |
0 |
8 |
+0 |
| May10 |
100330 |
803.5 |
803.5 |
799.2 |
803.5 |
+4.2 |
|
|
|
| Total Volume and Open Interest |
13,407 |
131,058 |
-461 |
| 30-Year T-Bonds(CBOT) |
| Jun10 |
100330 |
115~140 |
115~230 |
115~000 |
115~220 |
+0~080 |
|
|
|
| Sep10 |
100330 |
114~090 |
114~150 |
113~310 |
114~150 |
+0~060 |
5 |
139 |
+0 |
| Dec10 |
100330 |
113~090 |
113~090 |
113~020 |
113~090 |
+0~070 |
|
|
|
| Total Volume and Open Interest |
212,708 |
629,997 |
-15,983 |
| 10-Year T-Notes(CBOT) |
| Jun10 |
100330 |
115~285 |
116~010 |
115~200 |
115~300 |
unch |
944,486 |
1,485,019 |
-35,082 |
| Sep10 |
100330 |
114~150 |
114~160 |
114~115 |
114~155 |
unch |
2,629 |
7,057 |
-51 |
| Dec10 |
100330 |
113~010 |
113~010 |
113~010 |
113~010 |
unch |
|
|
|
| Total Volume and Open Interest |
947,115 |
1,492,077 |
-35,133 |
| 5-Year T-Notes(CBOT) |
| Jun10 |
100330 |
114~083 |
114~092 |
114~062 |
114~079 |
-0~006 |
397,742 |
877,454 |
-9,182 |
| Sep10 |
100330 |
113~065 |
113~067 |
113~065 |
113~065 |
-0~002 |
0 |
10 |
+0 |
| Dec10 |
100330 |
112~051 |
112~051 |
112~049 |
112~051 |
+0~002 |
|
|
|
| Total Volume and Open Interest |
398,280 |
890,419 |
-9,402 |
| 2 Year T-Notes(CBOT) |
| Jun10 |
100330 |
108~054 |
108~058 |
108~049 |
108~051 |
-0~004 |
221,414 |
872,956 |
+2,288 |
| Sep10 |
100330 |
107~105 |
107~111 |
107~105 |
107~105 |
-0~006 |
0 |
106 |
+0 |
| Dec10 |
100330 |
107~031 |
107~039 |
107~031 |
107~031 |
-0~008 |
|
|
|
| Total Volume and Open Interest |
225,881 |
882,338 |
+1,640 |
| Eurodollars(CME) |
| Jun10 |
100330 |
99.615 |
99.625 |
99.610 |
99.620 |
+0.005 |
104,198 |
1,178,243 |
-4,546 |
| Sep10 |
100330 |
99.425 |
99.435 |
99.405 |
99.430 |
+0.005 |
165,765 |
969,693 |
+264 |
| Dec10 |
100330 |
99.125 |
99.135 |
99.105 |
99.125 |
unch |
232,614 |
1,092,313 |
+5,972 |
| Mar11 |
100330 |
98.785 |
98.790 |
98.750 |
98.770 |
-0.010 |
228,897 |
667,220 |
+1,138 |
| Jun11 |
100330 |
98.400 |
98.415 |
98.370 |
98.390 |
-0.010 |
271,114 |
850,748 |
-5,823 |
| Sep11 |
100330 |
98.030 |
98.050 |
97.995 |
98.020 |
-0.010 |
184,949 |
640,893 |
+7,017 |
| Dec11 |
100330 |
97.680 |
97.700 |
97.645 |
97.670 |
-0.010 |
130,173 |
446,562 |
+2,259 |
| Mar12 |
100330 |
97.370 |
97.395 |
97.340 |
97.365 |
-0.010 |
96,885 |
313,721 |
-304 |
| Jun12 |
100330 |
97.080 |
97.105 |
97.045 |
97.075 |
-0.010 |
45,023 |
216,522 |
+98 |
| Sep12 |
100330 |
96.825 |
96.845 |
96.780 |
96.810 |
-0.010 |
39,878 |
154,825 |
+1,012 |
| Dec12 |
100330 |
96.570 |
96.590 |
96.525 |
96.555 |
-0.010 |
32,271 |
136,498 |
+1,152 |
| Mar13 |
100330 |
96.365 |
96.385 |
96.315 |
96.345 |
-0.015 |
23,556 |
108,655 |
+1,370 |
| Jun13 |
100330 |
96.155 |
96.185 |
96.110 |
96.145 |
-0.015 |
11,348 |
78,215 |
-330 |
| Sep13 |
100330 |
95.970 |
96.000 |
95.925 |
95.965 |
-0.010 |
10,485 |
69,659 |
+638 |
| Dec13 |
100330 |
95.790 |
95.820 |
95.740 |
95.780 |
-0.010 |
9,014 |
39,476 |
-1,266 |
| Mar14 |
100330 |
95.645 |
95.675 |
95.590 |
95.635 |
-0.010 |
8,673 |
43,528 |
-457 |
| Jun14 |
100330 |
95.490 |
95.520 |
95.440 |
95.485 |
-0.010 |
6,832 |
34,529 |
+106 |
| Sep14 |
100330 |
95.360 |
95.385 |
95.305 |
95.350 |
-0.010 |
6,228 |
20,346 |
+177 |
| Total Volume and Open Interest |
1,645,056 |
7,309,964 |
+11,421 |
| 30 Day Federal Funds(CBOT) |
| Mar10 |
100330 |
99.832 |
99.835 |
99.830 |
99.832 |
+0.002 |
1,300 |
74,750 |
-808 |
| Apr10 |
100330 |
99.810 |
99.815 |
99.805 |
99.805 |
unch |
1,960 |
77,467 |
-764 |
| May10 |
100330 |
99.795 |
99.805 |
99.795 |
99.800 |
+0.005 |
3,323 |
79,730 |
+2,131 |
| Jun10 |
100330 |
99.790 |
99.790 |
99.785 |
99.785 |
unch |
1,190 |
89,185 |
+145 |
| Jul10 |
100330 |
99.755 |
99.760 |
99.755 |
99.755 |
unch |
1,800 |
69,096 |
+33 |
| Aug10 |
100330 |
99.720 |
99.725 |
99.715 |
99.720 |
+0.005 |
1,056 |
61,117 |
-109 |
| Total Volume and Open Interest |
31,655 |
685,189 |
+1,987 |
| 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 |
100330 |
99.605 |
99.605 |
99.605 |
99.605 |
unch |
0 |
1,402 |
+7 |
| Sep10 |
100330 |
99.620 |
99.620 |
99.620 |
99.620 |
-0.005 |
0 |
1,230 |
+0 |
| Dec10 |
100330 |
99.625 |
99.625 |
99.625 |
99.625 |
unch |
0 |
242 |
+0 |
| Mar11 |
100330 |
99.610 |
99.610 |
99.610 |
99.610 |
unch |
0 |
95 |
+24 |
| Jun11 |
100330 |
99.585 |
99.585 |
99.585 |
99.585 |
unch |
|
|
|
| Sep11 |
100330 |
99.570 |
99.570 |
99.570 |
99.570 |
unch |
|
|
|
| Dec11 |
100330 |
99.500 |
99.500 |
99.500 |
99.500 |
unch |
|
|
|
| Mar12 |
100330 |
99.465 |
99.465 |
99.465 |
99.465 |
unch |
|
|
|
| Jun12 |
100330 |
99.515 |
99.515 |
99.515 |
99.515 |
unch |
|
|
|
| Sep12 |
100330 |
99.575 |
99.575 |
99.575 |
99.575 |
unch |
|
|
|
| Total Volume and Open Interest |
0 |
2,969 |
+31 |
| 3-Mth Euro-Yen(SGX) |
| Jun10 |
100330 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
55 |
4,766 |
+0 |
| Sep10 |
100330 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
4,100 |
+0 |
| Dec10 |
100330 |
99.62 |
99.62 |
99.62 |
99.62 |
unch |
0 |
1,480 |
+0 |
| Mar11 |
100330 |
99.61 |
99.61 |
99.61 |
99.61 |
unch |
151 |
1,434 |
+0 |
| Jun11 |
100330 |
99.58 |
99.58 |
99.58 |
99.58 |
unch |
0 |
104 |
+0 |
| Sep11 |
100330 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
0 |
51 |
+0 |
| Dec11 |
100330 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
102 |
+0 |
| Mar12 |
100330 |
99.46 |
99.46 |
99.46 |
99.46 |
unch |
0 |
305 |
+0 |
| Total Volume and Open Interest |
206 |
13,408 |
+0 |
| Japanese Gov't Bonds(SGX) |
| Jun10 |
100326 |
138.43 |
138.46 |
138.16 |
138.35 |
-0.11 |
1,464 |
18,054 |
+446 |
| Sep10 |
100330 |
138.26 |
138.26 |
138.26 |
138.26 |
+0.11 |
|
|
|
| Dec10 |
100330 |
136.17 |
136.17 |
136.17 |
136.17 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
3,019 |
16,442 |
-511 |
| Euro-Bund(EUREX) |
| Jun10 |
100330 |
122.92 |
123.32 |
122.77 |
123.18 |
+0.21 |
738,598 |
946,674 |
-48,791 |
| Sep10 |
100330 |
122.43 |
122.71 |
122.43 |
122.59 |
+0.22 |
104 |
361 |
+51 |
| Dec10 |
100330 |
122.18 |
122.18 |
122.18 |
122.18 |
+0.21 |
|
|
|
| Total Volume and Open Interest |
738,702 |
947,035 |
-48,740 |
| Euro-Bobl(EUREX) |
| Jun10 |
100326 |
116.71 |
116.74 |
116.54 |
116.73 |
+0.06 |
686,047 |
796,137 |
-18,964 |
| Sep10 |
100330 |
116.58 |
116.58 |
116.54 |
116.54 |
+0.08 |
612 |
12,342 |
+10 |
| Dec10 |
100330 |
116.36 |
116.36 |
116.36 |
116.36 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
508,272 |
780,216 |
-4,955 |
| 3-Mth Euribor(EUREX) |
| Mar10 |
100315 |
99.355 |
99.355 |
99.350 |
99.355 |
+0.005 |
10 |
8,671 |
+0 |
| Jun10 |
100330 |
99.310 |
99.310 |
99.295 |
99.300 |
-0.010 |
45 |
7,033 |
-711 |
| Sep10 |
100330 |
99.120 |
99.120 |
99.105 |
99.105 |
-0.005 |
30 |
2,359 |
+30 |
| Total Volume and Open Interest |
80 |
13,777 |
-975 |
| Long Gilt(LIFFE) |
| Jun10 |
100329 |
114~03 |
114~25 |
113~29 |
114~20 |
+0~17 |
126,890 |
264,265 |
-3,985 |
| Sep10 |
100330 |
115~25 |
115~25 |
115~25 |
115~25 |
-0~09 |
|
|
|
| Total Volume and Open Interest |
99,448 |
265,433 |
-6,630 |
| 3-Mth Short Sterling(LIFFE) |
| Jun10 |
100330 |
99.29 |
99.30 |
99.29 |
99.29 |
-0.01 |
14,629 |
385,355 |
-700 |
| Sep10 |
100330 |
99.14 |
99.14 |
99.12 |
99.12 |
-0.01 |
42,072 |
432,287 |
+1,376 |
| Dec10 |
100330 |
98.88 |
98.89 |
98.86 |
98.87 |
-0.01 |
33,648 |
428,139 |
-482 |
| Mar11 |
100330 |
98.58 |
98.60 |
98.56 |
98.58 |
-0.01 |
41,838 |
294,763 |
+2,280 |
| Jun11 |
100330 |
98.25 |
98.27 |
98.22 |
98.25 |
unch |
46,872 |
302,369 |
+4,940 |
| Sep11 |
100330 |
97.90 |
97.93 |
97.88 |
97.91 |
+0.01 |
29,690 |
147,262 |
-84 |
| Total Volume and Open Interest |
284,220 |
2,406,646 |
+10,335 |
| 3-Mth Euribor(LIFFE) |
| Jun10 |
100330 |
99.310 |
99.320 |
99.295 |
99.300 |
-0.010 |
195,208 |
915,925 |
+33,971 |
| Sep10 |
100330 |
99.115 |
99.125 |
99.100 |
99.105 |
-0.005 |
190,643 |
784,764 |
+20,068 |
| Dec10 |
100330 |
98.900 |
98.925 |
98.890 |
98.900 |
unch |
138,517 |
515,074 |
+8,615 |
| Total Volume and Open Interest |
972,582 |
3,866,421 |
+88,828 |
| 3-Mth Aus T-Bills(SFE) |
| Jun10 |
100330 |
95.26 |
95.27 |
95.21 |
95.23 |
-0.04 |
22,419 |
283,879 |
+3,772 |
| Sep10 |
100330 |
94.89 |
94.90 |
94.83 |
94.86 |
-0.03 |
12,713 |
170,582 |
+1,547 |
| Dec10 |
100330 |
94.60 |
94.62 |
94.56 |
94.57 |
-0.04 |
8,031 |
107,543 |
+1,432 |
| Mar11 |
100330 |
94.41 |
94.43 |
94.36 |
94.37 |
-0.05 |
4,661 |
43,593 |
-793 |
| Jun11 |
100330 |
94.27 |
94.27 |
94.21 |
94.23 |
-0.04 |
3,527 |
39,705 |
-856 |
| Sep11 |
100330 |
94.11 |
94.15 |
94.11 |
94.13 |
-0.04 |
2,241 |
22,378 |
-43 |
| Dec11 |
100330 |
94.11 |
94.11 |
94.04 |
94.05 |
-0.05 |
4,386 |
16,001 |
+2,444 |
| Mar12 |
100330 |
94.06 |
94.06 |
94.00 |
94.01 |
-0.05 |
536 |
8,287 |
+58 |
| Jun12 |
100330 |
94.01 |
94.01 |
93.99 |
93.99 |
-0.05 |
0 |
2,236 |
+0 |
| Sep12 |
100330 |
94.01 |
94.01 |
93.99 |
93.99 |
-0.05 |
0 |
1,853 |
+0 |
| Total Volume and Open Interest |
58,514 |
696,540 |
+7,561 |
| 10-Year Aus T-Bonds(SFE) |
| Jun10 |
100330 |
94.18 |
94.20 |
94.16 |
94.18 |
unch |
31,954 |
353,578 |
+8,743 |
| Sep10 |
100330 |
94.18 |
94.18 |
94.18 |
94.18 |
unch |
|
|
|
| Total Volume and Open Interest |
31,954 |
353,578 |
+8,743 |
| 3-Year Aus T-Bonds(SFE) |
| Jun10 |
100330 |
94.57 |
94.59 |
94.52 |
94.56 |
-0.02 |
94,624 |
488,901 |
+4,265 |
| Sep10 |
100330 |
94.56 |
94.56 |
94.56 |
94.56 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
94,624 |
488,901 |
+4,265 |
| Gold(CMX) |
| Apr10 |
100330 |
1109.7 |
1112.9 |
1101.5 |
1104.5 |
-5.8 |
177,735 |
91,285 |
-33,908 |
| Jun10 |
100330 |
1110.6 |
1114.2 |
1102.4 |
1105.7 |
-5.8 |
98,796 |
222,968 |
+28,926 |
| Aug10 |
100330 |
1112.3 |
1114.7 |
1104.3 |
1106.8 |
-5.9 |
1,785 |
30,860 |
+698 |
| Oct10 |
100330 |
1113.2 |
1115.5 |
1106.4 |
1107.9 |
-5.9 |
96 |
20,340 |
-4 |
| Dec10 |
100330 |
1114.5 |
1117.2 |
1107.0 |
1109.2 |
-6.0 |
1,012 |
40,457 |
+242 |
| Feb11 |
100330 |
1116.0 |
1117.2 |
1111.0 |
1111.0 |
-6.0 |
43 |
16,376 |
+1 |
| Apr11 |
100330 |
1119.2 |
1119.8 |
1110.4 |
1113.1 |
-6.0 |
2 |
11,066 |
-1 |
| Jun11 |
100330 |
466.0 |
466.0 |
459.8 |
460.2 |
-6.1 |
194 |
6,254 |
+105 |
| Aug11 |
100330 |
1118.7 |
1118.7 |
1118.7 |
1118.7 |
-6.1 |
125 |
2,774 |
+50 |
| Oct11 |
100330 |
1120.7 |
1122.1 |
1120.7 |
1122.1 |
-6.1 |
479 |
5,860 |
+265 |
| Dec11 |
100330 |
1126.1 |
1126.1 |
1126.1 |
1126.1 |
-6.1 |
1,156 |
13,235 |
+336 |
| Total Volume and Open Interest |
283,838 |
488,389 |
-2,314 |
| Silver(CMX) |
| May10 |
100330 |
1738.5 |
1748.0 |
1723.5 |
1733.0 |
-5.7 |
29,725 |
60,018 |
-1,390 |
| Jul10 |
100330 |
1738.0 |
1750.0 |
1726.0 |
1735.7 |
-5.7 |
2,215 |
19,202 |
+355 |
| Sep10 |
100330 |
1739.5 |
1745.0 |
1731.0 |
1738.0 |
-5.7 |
351 |
4,533 |
+171 |
| Dec10 |
100330 |
1742.0 |
1755.5 |
1737.0 |
1741.3 |
-5.7 |
324 |
12,265 |
-2 |
| Mar11 |
100330 |
1744.6 |
1744.6 |
1744.6 |
1744.6 |
-5.8 |
21 |
2,965 |
+16 |
| May11 |
100330 |
1746.9 |
1746.9 |
1746.9 |
1746.9 |
-5.8 |
6 |
1,781 |
+0 |
| Jul11 |
100330 |
1752.5 |
1752.5 |
1749.3 |
1749.3 |
-5.8 |
14 |
2,998 |
-3 |
| Total Volume and Open Interest |
32,938 |
112,338 |
-750 |
| Platinum(NYMEX) |
| Apr10 |
100330 |
1624.5 |
1631.8 |
1612.9 |
1618.1 |
-9.8 |
6,725 |
7,457 |
-3,052 |
| Jul10 |
100330 |
1630.0 |
1635.5 |
1617.5 |
1626.1 |
-5.4 |
4,685 |
29,886 |
+3,265 |
| Oct10 |
100330 |
1633.8 |
1633.8 |
1630.8 |
1630.8 |
-5.7 |
0 |
269 |
+0 |
| Jan11 |
100330 |
1632.3 |
1632.3 |
1632.3 |
1632.3 |
-5.7 |
1 |
211 |
+0 |
| Total Volume and Open Interest |
11,411 |
37,823 |
+213 |
| Palladium(NYMEX) |
| Jun10 |
100330 |
472.60 |
476.65 |
469.15 |
470.35 |
-4.65 |
1,234 |
22,673 |
+26 |
| Sep10 |
100330 |
472.90 |
475.50 |
471.35 |
471.35 |
-4.65 |
12 |
741 |
+1 |
| Dec10 |
100330 |
472.95 |
472.95 |
471.90 |
471.90 |
-4.65 |
4 |
41 |
+3 |
| Total Volume and Open Interest |
1,270 |
23,494 |
+27 |
| Copper(CMX) |
| May10 |
100330 |
354.40 |
357.75 |
350.05 |
356.35 |
+2.80 |
29,708 |
85,023 |
-792 |
| Jul10 |
100330 |
355.80 |
359.40 |
351.85 |
358.10 |
+2.75 |
2,393 |
26,707 |
+1,016 |
| Sep10 |
100330 |
355.90 |
359.50 |
353.95 |
359.20 |
+2.70 |
317 |
8,993 |
+12 |
| Dec10 |
100330 |
355.85 |
361.00 |
354.60 |
359.80 |
+2.50 |
27 |
7,592 |
+12 |
| Mar11 |
100330 |
358.75 |
359.90 |
358.75 |
359.90 |
+2.40 |
12 |
1,011 |
-3 |
| Total Volume and Open Interest |
33,298 |
135,874 |
+597 |
| DJIA Index(CBOT) |
| Jun10 |
100330 |
10826 |
10878 |
10810 |
10854 |
+25 |
376 |
5,352 |
-16 |
| Sep10 |
100330 |
10790 |
10790 |
10765 |
10790 |
+25 |
0 |
11 |
+0 |
| Dec10 |
100330 |
10735 |
10735 |
10710 |
10735 |
+25 |
|
|
|
| Mar11 |
100330 |
10680 |
10680 |
10655 |
10680 |
+25 |
|
|
|
| Total Volume and Open Interest |
376 |
5,363 |
-16 |
| S & P 500(CME) |
| Jun10 |
100330 |
1168.60 |
1173.50 |
1164.50 |
1169.40 |
+0.60 |
17,746 |
306,718 |
+1,492 |
| Sep10 |
100330 |
1164.50 |
1168.00 |
1160.00 |
1164.50 |
+0.50 |
0 |
2,795 |
-25 |
| Dec10 |
100330 |
1162.00 |
1163.40 |
1155.40 |
1160.00 |
+0.60 |
26 |
3,110 |
+23 |
| Mar11 |
100330 |
1156.50 |
1159.90 |
1151.90 |
1156.50 |
+0.60 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
17,772 |
312,645 |
+1,490 |
| S & P 500 E-Mini(Globex) |
| Jun10 |
100330 |
1168.50 |
1173.75 |
1164.25 |
1169.50 |
+0.75 |
2,161,399 |
2,406,679 |
+16,317 |
| Sep10 |
100330 |
1165.00 |
1168.75 |
1159.75 |
1164.50 |
+0.50 |
2,346 |
5,373 |
+452 |
| Total Volume and Open Interest |
2,163,753 |
2,413,712 |
+16,771 |
| NASDAQ 100(CME) |
| Jun10 |
100330 |
1963.80 |
1973.00 |
1952.00 |
1965.50 |
+5.20 |
1,860 |
12,823 |
+436 |
| Sep10 |
100330 |
1963.00 |
1963.00 |
1962.80 |
1963.00 |
+5.20 |
0 |
10 |
+0 |
| Dec10 |
100330 |
1960.50 |
1960.50 |
1960.30 |
1960.50 |
+5.20 |
|
|
|
| Total Volume and Open Interest |
1,860 |
12,833 |
+436 |
| NASDAQ 100 E-Mini(Globex) |
| Jun10 |
100330 |
1959.50 |
1972.00 |
1952.30 |
1965.50 |
+5.20 |
287,784 |
282,104 |
+927 |
| Sep10 |
100330 |
1958.00 |
1969.00 |
1950.30 |
1963.00 |
+5.20 |
42 |
215 |
+25 |
| Total Volume and Open Interest |
287,826 |
282,320 |
+952 |
| S & P Midcap 400(CME) |
| Jun10 |
100330 |
793.50 |
794.00 |
790.50 |
792.40 |
+1.10 |
77 |
1,511 |
-9 |
| Sep10 |
100330 |
790.40 |
790.40 |
790.00 |
790.40 |
+1.10 |
|
|
|
| Dec10 |
100330 |
788.40 |
788.40 |
788.00 |
788.40 |
+1.10 |
|
|
|
| Total Volume and Open Interest |
77 |
1,511 |
-9 |
| Russell 2000 E-Mini(Globex) |
| Nikkei 225(CME) |
| Jun10 |
100330 |
11170 |
11205 |
11100 |
11140 |
+50 |
9,260 |
43,598 |
-95 |
| Sep10 |
100330 |
11180 |
11180 |
11180 |
11180 |
+50 |
1 |
0 |
+0 |
| Total Volume and Open Interest |
9,261 |
43,598 |
-432 |
| Nikkei 225(SGX) |
| Jun10 |
100330 |
11050 |
11130 |
11010 |
11120 |
+80 |
86,383 |
163,257 |
+1,468 |
| Sep10 |
100330 |
11125 |
11125 |
11125 |
11125 |
+80 |
0 |
55 |
+0 |
| Dec10 |
100330 |
11085 |
11085 |
11085 |
11085 |
+80 |
0 |
918 |
+51 |
| Total Volume and Open Interest |
86,570 |
175,403 |
+3,622 |
| CAC 40(EURONEXT) |
| Apr10 |
100330 |
4001.0 |
4029.0 |
3979.0 |
3989.5 |
-10.0 |
98,475 |
382,321 |
+1,834 |
| May10 |
100330 |
3927.5 |
3949.0 |
3911.0 |
3916.0 |
-9.5 |
13 |
61 |
+2 |
| Jun10 |
100330 |
3897.0 |
3925.0 |
3879.0 |
3886.5 |
-10.5 |
677 |
48,075 |
-209 |
| Total Volume and Open Interest |
99,165 |
431,824 |
+1,627 |
| Hang Seng Index(HKFE) |
| Mar10 |
100330 |
21273 |
21390 |
21200 |
21362 |
+106 |
109,294 |
34,841 |
-11,406 |
| Apr10 |
100330 |
21244 |
21461 |
21175 |
21412 |
+192 |
42,606 |
62,502 |
+17,273 |
| Total Volume and Open Interest |
152,901 |
101,941 |
+6,263 |
| DAX(EUREX) |
| Mar10 |
100319 |
6039.0 |
6042.0 |
6011.0 |
6041.5 |
+28.5 |
184,205 |
91,297 |
-26,074 |
| Jun10 |
100330 |
6165.5 |
6214.0 |
6142.0 |
6158.5 |
-8.0 |
127,463 |
145,029 |
+974 |
| Sep10 |
100330 |
6176.0 |
6215.0 |
6151.0 |
6164.0 |
-8.0 |
189 |
6,296 |
-28 |
| Total Volume and Open Interest |
127,697 |
151,650 |
+961 |
| FT-SE 100(EURONEXT) |
| Jun10 |
100330 |
5686.50 |
5694.50 |
5614.00 |
5628.00 |
-40.00 |
85,455 |
702,057 |
-3,415 |
| Sep10 |
100330 |
5643.00 |
5652.00 |
5587.00 |
5587.00 |
-40.00 |
1 |
518 |
+0 |
| Dec10 |
100330 |
5560.50 |
5560.50 |
5560.50 |
5560.50 |
-40.00 |
0 |
2,731 |
+0 |
| Total Volume and Open Interest |
85,456 |
705,306 |
-3,415 |
| SPI 200(SFE) |
| Mar10 |
100318 |
4855.0 |
4884.0 |
4854.0 |
4879.0 |
+25.0 |
95,770 |
119,035 |
-27,625 |
| Jun10 |
100330 |
4922.0 |
4947.0 |
4918.0 |
4926.0 |
+3.0 |
18,995 |
194,587 |
-3,020 |
| Sep10 |
100330 |
4915.0 |
4915.0 |
4915.0 |
4915.0 |
+2.0 |
2 |
2,034 |
-1 |
| Total Volume and Open Interest |
18,997 |
198,540 |
-3,133 |
| GSCI(CME) |
| Apr10 |
100330 |
525.50 |
526.50 |
523.90 |
526.50 |
+2.50 |
486 |
17,772 |
-366 |
| May10 |
100330 |
529.00 |
530.00 |
526.90 |
530.00 |
+3.00 |
3 |
419 |
+2 |
| Jun10 |
100330 |
530.50 |
530.50 |
528.90 |
530.50 |
+1.50 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
490 |
18,192 |
-364 |
| 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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