|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed September 13, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep06 |
060913 |
528.50 |
532.00 |
528.50 |
530.00 |
+2.75 |
972 |
1,017 |
-247 |
| Nov06 |
060913 |
539.50 |
544.50 |
539.00 |
540.50 |
+2.00 |
33,068 |
248,023 |
-2,048 |
| Jan07 |
060913 |
552.00 |
557.50 |
552.00 |
554.00 |
+2.00 |
4,478 |
42,079 |
+936 |
| Mar07 |
060913 |
563.50 |
569.00 |
563.50 |
565.75 |
+2.50 |
3,110 |
14,605 |
+449 |
| May07 |
060913 |
573.50 |
578.00 |
573.50 |
575.00 |
+2.00 |
1,371 |
14,644 |
-198 |
| Jul07 |
060913 |
584.50 |
588.00 |
584.50 |
584.50 |
+1.00 |
1,560 |
12,668 |
-112 |
| Aug07 |
060913 |
592.00 |
592.00 |
588.50 |
588.50 |
+1.50 |
15 |
45 |
+15 |
| Total Volume and Open Interest |
45,934 |
355,871 |
-811 |
| Soybean Meal(CBOT) |
| Sep06 |
060913 |
156.70 |
158.20 |
156.50 |
157.50 |
+1.40 |
989 |
536 |
-464 |
| Oct06 |
060913 |
157.50 |
158.50 |
156.90 |
157.30 |
+0.60 |
6,533 |
36,845 |
-1,059 |
| Dec06 |
060913 |
159.30 |
160.40 |
158.50 |
158.90 |
unch |
15,067 |
125,637 |
+1,943 |
| Jan07 |
060913 |
160.80 |
161.70 |
159.90 |
160.10 |
-0.10 |
1,826 |
18,513 |
+774 |
| Mar07 |
060913 |
163.50 |
164.50 |
162.50 |
162.80 |
unch |
1,344 |
16,716 |
+449 |
| May07 |
060913 |
165.70 |
166.40 |
164.70 |
164.90 |
-0.10 |
1,919 |
18,123 |
+356 |
| Jul07 |
060913 |
168.50 |
169.20 |
167.30 |
167.70 |
-0.10 |
1,579 |
16,828 |
-123 |
| Aug07 |
060913 |
170.00 |
170.50 |
168.90 |
169.00 |
-0.40 |
264 |
3,809 |
+12 |
| Total Volume and Open Interest |
30,307 |
246,771 |
+1,774 |
| Soybean Oil(CBOT) |
| Sep06 |
060913 |
24.24 |
24.55 |
24.20 |
24.47 |
+0.26 |
365 |
584 |
-315 |
| Oct06 |
060913 |
24.40 |
24.70 |
24.31 |
24.63 |
+0.32 |
5,334 |
23,899 |
+633 |
| Dec06 |
060913 |
24.70 |
25.10 |
24.68 |
25.02 |
+0.27 |
15,046 |
139,200 |
+748 |
| Jan07 |
060913 |
25.15 |
25.45 |
25.05 |
25.38 |
+0.27 |
3,351 |
18,751 |
+2,251 |
| Mar07 |
060913 |
25.45 |
25.83 |
25.45 |
25.75 |
+0.26 |
519 |
13,542 |
+212 |
| May07 |
060913 |
25.88 |
26.20 |
25.88 |
26.12 |
+0.26 |
1,148 |
21,806 |
+440 |
| Jul07 |
060913 |
26.27 |
26.65 |
26.27 |
26.51 |
+0.27 |
417 |
15,381 |
+10 |
| Aug07 |
060913 |
26.80 |
26.80 |
26.66 |
26.66 |
+0.25 |
43 |
2,558 |
+30 |
| Total Volume and Open Interest |
27,055 |
259,174 |
+4,440 |
| Canola(WCE) |
| Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
| Nov06 |
060913 |
293.7 |
294.5 |
292.0 |
293.9 |
+1.9 |
8,093 |
51,659 |
-113 |
| Jan07 |
060913 |
303.4 |
303.4 |
301.5 |
302.0 |
+0.3 |
1,409 |
19,608 |
-82 |
| Mar07 |
060913 |
312.1 |
312.1 |
309.7 |
309.7 |
+0.6 |
103 |
2,182 |
+68 |
| May07 |
060913 |
318.1 |
318.1 |
318.1 |
318.1 |
-0.4 |
111 |
1,465 |
+67 |
| Total Volume and Open Interest |
10,059 |
83,963 |
+43 |
| Corn(CBOT) |
| Sep06 |
060913 |
222.50 |
225.75 |
222.50 |
224.00 |
+0.50 |
5,234 |
3,405 |
-1,073 |
| Dec06 |
060913 |
237.25 |
240.50 |
237.00 |
237.75 |
unch |
83,064 |
688,043 |
+4,650 |
| Mar07 |
060913 |
252.50 |
255.00 |
251.75 |
252.25 |
-0.25 |
20,344 |
189,680 |
+11,195 |
| May07 |
060913 |
260.50 |
263.25 |
260.50 |
260.75 |
-0.25 |
4,693 |
39,336 |
+218 |
| Jul07 |
060913 |
268.25 |
271.00 |
268.00 |
268.50 |
unch |
12,931 |
121,544 |
+2,529 |
| Sep07 |
060913 |
274.50 |
277.00 |
274.50 |
275.25 |
+0.50 |
417 |
16,742 |
-170 |
| Total Volume and Open Interest |
141,289 |
1,321,926 |
+17,795 |
| Wheat(CBOT) |
| Sep06 |
060913 |
391.00 |
394.00 |
381.50 |
381.50 |
-7.25 |
55 |
257 |
-130 |
| Dec06 |
060913 |
403.00 |
407.00 |
397.00 |
397.50 |
-5.00 |
28,440 |
267,915 |
-2,948 |
| Mar07 |
060913 |
422.00 |
425.00 |
415.50 |
416.25 |
-4.75 |
4,927 |
51,977 |
+2,506 |
| May07 |
060913 |
430.50 |
433.00 |
425.00 |
425.50 |
-5.00 |
37 |
3,241 |
-88 |
| Jul07 |
060913 |
436.00 |
439.00 |
430.00 |
430.75 |
-5.00 |
4,213 |
78,538 |
+197 |
| Total Volume and Open Interest |
40,153 |
449,238 |
+333 |
| Wheat(KCBT) |
| Sep06 |
060913 |
457.00 |
460.00 |
451.00 |
451.00 |
-5.00 |
122 |
148 |
+2 |
| Dec06 |
060913 |
468.00 |
474.50 |
465.00 |
466.00 |
-4.00 |
11,635 |
90,849 |
-1,469 |
| Mar07 |
060913 |
477.00 |
481.50 |
473.00 |
473.00 |
-3.50 |
3,834 |
20,213 |
+98 |
| May07 |
060913 |
466.00 |
470.00 |
462.00 |
462.00 |
-4.00 |
5 |
795 |
+1 |
| Jul07 |
060913 |
452.50 |
456.00 |
447.00 |
447.75 |
-5.50 |
2,733 |
35,383 |
-342 |
| Total Volume and Open Interest |
18,433 |
157,920 |
-1,724 |
| Wheat(MGE) |
| Sep06 |
060913 |
436.00 |
436.00 |
431.00 |
431.00 |
-3.50 |
25 |
27 |
-8 |
| Dec06 |
060913 |
449.00 |
453.00 |
443.00 |
444.50 |
-4.75 |
2,985 |
29,445 |
+310 |
| Mar07 |
060913 |
460.50 |
464.00 |
455.50 |
457.75 |
-3.75 |
349 |
7,154 |
+86 |
| May07 |
060913 |
465.25 |
468.00 |
463.00 |
463.00 |
-4.00 |
9 |
922 |
+9 |
| Jul07 |
060913 |
461.00 |
465.00 |
461.00 |
465.00 |
-5.00 |
66 |
916 |
+44 |
| Total Volume and Open Interest |
3,625 |
46,333 |
+479 |
| Oats(CBOT) |
| Sep06 |
060913 |
188.00 |
188.00 |
188.00 |
188.00 |
-1.00 |
21 |
35 |
+0 |
| Dec06 |
060913 |
193.25 |
196.75 |
193.25 |
196.75 |
+3.00 |
912 |
9,828 |
+182 |
| Mar07 |
060913 |
202.00 |
203.50 |
202.00 |
203.25 |
+2.25 |
31 |
539 |
+21 |
| May07 |
060913 |
202.00 |
202.00 |
202.00 |
202.00 |
unch |
5 |
13 |
+3 |
| Total Volume and Open Interest |
1,016 |
10,513 |
+212 |
| Rough Rice(CBOT) |
| Sep06 |
060913 |
9.14 |
9.14 |
9.14 |
9.14 |
+0.24 |
45 |
57 |
+41 |
| Nov06 |
060913 |
9.10 |
9.36 |
9.09 |
9.35 |
+0.23 |
385 |
8,123 |
-92 |
| Jan07 |
060913 |
9.40 |
9.65 |
9.39 |
9.65 |
+0.25 |
145 |
2,546 |
+6 |
| Mar07 |
060913 |
9.79 |
9.87 |
9.79 |
9.87 |
+0.22 |
47 |
2,134 |
-15 |
| Total Volume and Open Interest |
641 |
14,165 |
-51 |
| Live Cattle(CME) |
| Oct06 |
060913 |
91.950 |
91.950 |
90.275 |
90.325 |
-1.775 |
20,347 |
76,988 |
-6,462 |
| Dec06 |
060913 |
91.600 |
91.600 |
90.250 |
90.450 |
-1.425 |
20,084 |
83,054 |
+7,141 |
| Feb07 |
060913 |
91.950 |
92.000 |
90.800 |
90.875 |
-1.150 |
2,121 |
26,706 |
+0 |
| Apr07 |
060913 |
91.500 |
91.500 |
90.450 |
90.475 |
-1.075 |
1,791 |
14,114 |
-16 |
| Jun07 |
060913 |
87.450 |
87.450 |
86.475 |
86.525 |
-1.175 |
850 |
7,614 |
+230 |
| Aug07 |
060913 |
86.550 |
86.550 |
85.625 |
85.850 |
-1.025 |
823 |
2,250 |
+734 |
| Total Volume and Open Interest |
46,062 |
210,851 |
+1,663 |
| Feeder Cattle(CME) |
| Sep06 |
060913 |
118.950 |
118.950 |
117.750 |
117.850 |
-1.025 |
947 |
4,135 |
-438 |
| Oct06 |
060913 |
118.050 |
118.100 |
116.700 |
116.750 |
-1.300 |
3,157 |
11,623 |
-892 |
| Nov06 |
060913 |
117.850 |
117.850 |
116.250 |
116.500 |
-1.450 |
1,365 |
7,489 |
+101 |
| Jan07 |
060913 |
114.650 |
114.650 |
113.350 |
113.425 |
-1.375 |
360 |
4,213 |
+70 |
| Mar07 |
060913 |
110.950 |
110.950 |
109.750 |
109.850 |
-1.100 |
99 |
1,552 |
+11 |
| Apr07 |
060913 |
109.450 |
109.450 |
108.850 |
108.850 |
-0.900 |
5 |
189 |
+0 |
| May07 |
060913 |
108.800 |
108.800 |
108.300 |
108.600 |
-0.800 |
8 |
214 |
+1 |
| Total Volume and Open Interest |
5,951 |
29,436 |
-1,139 |
| Lean Hogs(CME) |
| Oct06 |
060913 |
67.250 |
67.250 |
65.650 |
65.925 |
-1.575 |
18,454 |
64,076 |
-8,033 |
| Dec06 |
060913 |
64.850 |
65.230 |
63.400 |
63.525 |
-1.700 |
19,186 |
71,073 |
+5,062 |
| Feb07 |
060913 |
65.000 |
65.100 |
64.000 |
64.350 |
-1.000 |
2,241 |
22,555 |
+836 |
| Apr07 |
060913 |
64.150 |
64.150 |
63.300 |
63.650 |
-0.650 |
720 |
13,367 |
+528 |
| May07 |
060913 |
66.125 |
66.600 |
66.000 |
66.600 |
-0.525 |
45 |
1,353 |
-10 |
| Jun07 |
060913 |
67.900 |
67.900 |
67.300 |
67.600 |
-0.400 |
311 |
4,241 |
+235 |
| Jul07 |
060913 |
65.200 |
65.200 |
65.100 |
65.100 |
-0.700 |
7 |
1,085 |
+2 |
| Aug07 |
060913 |
62.475 |
62.475 |
62.100 |
62.300 |
-0.200 |
0 |
611 |
+0 |
| Total Volume and Open Interest |
40,975 |
178,744 |
-1,372 |
| Pork Bellies(CME) |
| Feb07 |
060913 |
89.450 |
89.450 |
87.525 |
88.225 |
-1.225 |
242 |
681 |
-49 |
| Mar07 |
060913 |
88.000 |
88.000 |
88.000 |
88.000 |
-1.450 |
0 |
17 |
+0 |
| May07 |
060913 |
90.250 |
90.250 |
90.250 |
90.250 |
-0.750 |
0 |
3 |
+0 |
| Jul07 |
060911 |
93.250 |
93.250 |
93.250 |
93.250 |
unch |
|
|
|
| Total Volume and Open Interest |
297 |
906 |
-36 |
| Class III Milk(CME) |
| Sep06 |
060913 |
12.12 |
12.15 |
12.10 |
12.14 |
-0.01 |
141 |
4,489 |
+36 |
| Oct06 |
060913 |
12.23 |
12.35 |
12.15 |
12.35 |
+0.10 |
123 |
4,317 |
+19 |
| Nov06 |
060913 |
12.23 |
12.35 |
12.20 |
12.35 |
+0.10 |
67 |
3,817 |
+4 |
| Dec06 |
060913 |
12.35 |
12.45 |
12.33 |
12.45 |
+0.09 |
37 |
3,554 |
+16 |
| Jan07 |
060913 |
12.35 |
12.48 |
12.28 |
12.48 |
+0.12 |
24 |
1,654 |
+18 |
| Total Volume and Open Interest |
588 |
26,643 |
+111 |
| Cocoa(NYBOT) |
| Sep06 |
060913 |
1430 |
1434 |
1430 |
1434 |
+22 |
2 |
17 |
-76 |
| Dec06 |
060913 |
1472 |
1504 |
1472 |
1499 |
+22 |
4,129 |
73,286 |
+278 |
| Mar07 |
060913 |
1518 |
1540 |
1516 |
1534 |
+18 |
984 |
25,269 |
+503 |
| May07 |
060913 |
1550 |
1558 |
1550 |
1557 |
+17 |
102 |
13,214 |
+15 |
| Jul07 |
060913 |
1580 |
1584 |
1580 |
1584 |
+17 |
70 |
5,559 |
-15 |
| Sep07 |
060913 |
1610 |
1610 |
1607 |
1607 |
+16 |
185 |
11,297 |
+154 |
| Dec07 |
060913 |
1610 |
1628 |
1610 |
1628 |
+13 |
0 |
7,909 |
+0 |
| Total Volume and Open Interest |
5,818 |
138,589 |
+1,205 |
| Coffee "C"(NYBOT) |
| Sep06 |
060913 |
100.75 |
101.50 |
100.00 |
100.50 |
+0.40 |
20 |
94 |
-5 |
| Dec06 |
060913 |
104.00 |
106.25 |
103.75 |
104.40 |
+0.75 |
8,038 |
77,329 |
+1,380 |
| Mar07 |
060913 |
108.40 |
109.80 |
107.80 |
108.30 |
+0.75 |
1,219 |
14,506 |
+411 |
| May07 |
060913 |
111.00 |
111.10 |
110.25 |
110.65 |
+0.70 |
599 |
3,685 |
-36 |
| Jul07 |
060913 |
113.00 |
113.30 |
112.60 |
112.90 |
+0.65 |
547 |
2,612 |
+139 |
| Sep07 |
060913 |
115.65 |
115.65 |
115.00 |
115.00 |
+0.65 |
1,564 |
1,413 |
-829 |
| Total Volume and Open Interest |
13,436 |
104,099 |
+1,964 |
| Orange Juice(NYBOT) |
| Nov06 |
060913 |
176.50 |
177.00 |
175.00 |
175.30 |
-2.20 |
2,091 |
21,667 |
-224 |
| Jan07 |
060913 |
177.50 |
177.50 |
175.90 |
176.40 |
-1.80 |
368 |
4,971 |
+153 |
| Mar07 |
060913 |
177.60 |
177.60 |
175.75 |
176.25 |
-1.95 |
288 |
2,237 |
+84 |
| May07 |
060913 |
176.00 |
176.00 |
176.00 |
176.00 |
-1.75 |
0 |
488 |
+0 |
| Jul07 |
060913 |
176.00 |
176.00 |
176.00 |
176.00 |
-1.75 |
0 |
163 |
+0 |
| Total Volume and Open Interest |
2,747 |
29,622 |
-48 |
| Sugar #11(NYBOT) |
| Oct06 |
060913 |
11.85 |
12.40 |
11.85 |
12.37 |
+0.82 |
48,840 |
148,718 |
-16,621 |
| Mar07 |
060913 |
13.00 |
13.40 |
12.87 |
13.29 |
+0.73 |
37,752 |
203,836 |
+13,034 |
| May07 |
060913 |
13.20 |
13.62 |
13.11 |
13.46 |
+0.65 |
2,445 |
53,715 |
+248 |
| Jul07 |
060913 |
13.30 |
13.70 |
13.20 |
13.52 |
+0.62 |
2,849 |
41,495 |
-147 |
| Oct07 |
060913 |
13.37 |
13.65 |
13.35 |
13.61 |
+0.59 |
1,084 |
29,282 |
+93 |
| Total Volume and Open Interest |
94,748 |
510,361 |
-3,054 |
| Sugar #14(NYBOT) |
| Sep06 |
060808 |
21.25 |
22.00 |
21.15 |
21.15 |
-0.10 |
155 |
1,252 |
+0 |
| Nov06 |
060913 |
21.20 |
21.20 |
21.13 |
21.13 |
-0.12 |
112 |
2,490 |
-27 |
| Jan07 |
060913 |
21.12 |
21.12 |
21.12 |
21.12 |
-0.08 |
2 |
2,216 |
+2 |
| Mar07 |
060913 |
21.20 |
21.20 |
21.12 |
21.12 |
-0.13 |
52 |
2,920 |
+50 |
| May07 |
060913 |
21.15 |
21.15 |
21.15 |
21.15 |
-0.15 |
2 |
1,845 |
+0 |
| Total Volume and Open Interest |
170 |
11,785 |
+25 |
| London Cocoa(LCE) |
| Sep06 |
060913 |
812 |
815 |
809 |
815 |
+1 |
6,334 |
23,368 |
-5,927 |
| Dec06 |
060913 |
844 |
851 |
842 |
850 |
+5 |
4,076 |
65,521 |
+786 |
| Mar07 |
060913 |
862 |
867 |
859 |
866 |
+4 |
1,004 |
47,801 |
+159 |
| May07 |
060913 |
873 |
879 |
872 |
879 |
+3 |
847 |
16,945 |
+650 |
| Jul07 |
060913 |
887 |
893 |
886 |
892 |
+3 |
418 |
9,774 |
+154 |
| Sep07 |
060913 |
901 |
906 |
900 |
906 |
+3 |
260 |
9,456 |
+37 |
| Dec07 |
060913 |
920 |
920 |
917 |
917 |
+3 |
167 |
12,451 |
+86 |
| Total Volume and Open Interest |
13,106 |
188,875 |
-4,055 |
| London Coffee(LCE) |
| Sep06 |
060913 |
1831.00 |
1832.00 |
1806.00 |
1823.00 |
+33.00 |
40 |
6,717 |
-23 |
| Nov06 |
060913 |
1539.00 |
1594.00 |
1538.00 |
1582.00 |
+46.00 |
5,792 |
67,999 |
+788 |
| Jan07 |
060913 |
1456.00 |
1513.00 |
1455.00 |
1503.00 |
+50.00 |
3,498 |
35,912 |
+856 |
| Mar07 |
060913 |
1428.00 |
1483.00 |
1428.00 |
1476.00 |
+50.00 |
529 |
18,378 |
+147 |
| May07 |
060913 |
1424.00 |
1469.00 |
1424.00 |
1465.00 |
+46.00 |
140 |
4,626 |
+113 |
| Jul07 |
060913 |
1423.00 |
1453.00 |
1423.00 |
1453.00 |
+46.00 |
39 |
1,223 |
+4 |
| Total Volume and Open Interest |
10,750 |
136,599 |
+2,587 |
| London Sugar(LCE) |
| Oct06 |
060913 |
404.10 |
427.00 |
403.00 |
421.10 |
+16.10 |
3,329 |
12,762 |
-1,589 |
| Dec06 |
060913 |
384.10 |
407.00 |
382.00 |
404.10 |
+20.00 |
2,630 |
20,911 |
+903 |
| Mar07 |
060913 |
358.60 |
380.00 |
358.60 |
374.60 |
+16.50 |
1,765 |
20,260 |
+816 |
| May07 |
060913 |
357.10 |
376.00 |
357.10 |
373.30 |
+14.80 |
651 |
5,501 |
+39 |
| Aug07 |
060913 |
361.00 |
372.10 |
361.00 |
372.10 |
+14.10 |
37 |
2,235 |
+23 |
| Total Volume and Open Interest |
8,431 |
63,787 |
+191 |
| Cotton(NYBOT) |
| Oct06 |
060913 |
50.95 |
50.95 |
50.50 |
50.55 |
-0.48 |
289 |
3,170 |
-65 |
| Dec06 |
060913 |
53.00 |
53.10 |
52.61 |
52.80 |
-0.44 |
11,285 |
122,262 |
-193 |
| Mar07 |
060913 |
56.70 |
56.75 |
56.30 |
56.52 |
-0.46 |
2,366 |
34,795 |
-138 |
| May07 |
060913 |
58.10 |
58.10 |
58.00 |
58.03 |
-0.37 |
612 |
3,393 |
+287 |
| Jul07 |
060913 |
58.90 |
59.15 |
58.90 |
59.15 |
-0.15 |
543 |
3,290 |
+241 |
| Oct07 |
060913 |
59.95 |
59.95 |
59.95 |
59.95 |
-0.40 |
43 |
66 |
+19 |
| Total Volume and Open Interest |
15,516 |
175,873 |
+156 |
| Lumber(CME) |
| Sep06 |
060913 |
276.9 |
276.9 |
274.5 |
275.5 |
-2.0 |
138 |
177 |
-109 |
| Nov06 |
060913 |
271.7 |
273.5 |
270.7 |
271.8 |
-2.7 |
671 |
4,398 |
+141 |
| Jan07 |
060913 |
288.7 |
288.7 |
286.5 |
288.5 |
-3.2 |
171 |
873 |
+53 |
| Mar07 |
060913 |
299.3 |
300.3 |
298.5 |
300.3 |
-3.1 |
22 |
98 |
-5 |
| Total Volume and Open Interest |
1,004 |
5,581 |
+80 |
| Crude Oil(NYM) |
| Oct06 |
060913 |
64.25 |
64.75 |
63.50 |
63.97 |
+0.21 |
150,651 |
157,058 |
-19,201 |
| Nov06 |
060913 |
65.25 |
65.62 |
64.60 |
64.98 |
+0.08 |
102,568 |
199,695 |
+14,992 |
| Dec06 |
060913 |
66.25 |
66.60 |
65.55 |
65.99 |
+0.11 |
40,182 |
139,435 |
+165 |
| Jan07 |
060913 |
67.15 |
67.40 |
66.40 |
66.83 |
+0.14 |
12,675 |
60,212 |
+1,280 |
| Feb07 |
060913 |
67.75 |
68.00 |
67.20 |
67.51 |
+0.16 |
4,275 |
28,743 |
+250 |
| Mar07 |
060913 |
67.80 |
68.45 |
67.80 |
68.08 |
+0.18 |
8,299 |
31,920 |
+844 |
| Apr07 |
060913 |
68.56 |
68.56 |
68.56 |
68.56 |
+0.20 |
9,357 |
37,323 |
-3,610 |
| May07 |
060913 |
69.10 |
69.10 |
68.95 |
68.95 |
+0.21 |
3,995 |
24,878 |
-25 |
| Jun07 |
060913 |
69.20 |
69.80 |
69.05 |
69.27 |
+0.22 |
16,431 |
64,085 |
-700 |
| Jul07 |
060913 |
69.53 |
69.53 |
69.53 |
69.53 |
+0.23 |
488 |
18,383 |
+128 |
| Aug07 |
060913 |
69.75 |
69.75 |
69.75 |
69.75 |
+0.24 |
2,638 |
15,349 |
+2,212 |
| Sep07 |
060913 |
69.93 |
69.93 |
69.93 |
69.93 |
+0.25 |
708 |
23,427 |
+653 |
| Oct07 |
060913 |
70.06 |
70.06 |
70.06 |
70.06 |
+0.26 |
357 |
5,925 |
-148 |
| Nov07 |
060913 |
70.16 |
70.16 |
70.16 |
70.16 |
+0.27 |
432 |
13,384 |
+111 |
| Dec07 |
060913 |
70.45 |
70.45 |
70.00 |
70.23 |
+0.28 |
13,220 |
129,820 |
+2,677 |
| Jan08 |
060913 |
70.15 |
70.27 |
70.15 |
70.27 |
+0.29 |
1,681 |
17,480 |
-211 |
| Total Volume and Open Interest |
381,351 |
1,213,940 |
-839 |
| Heating Oil(NYM) |
| Oct06 |
060913 |
177.25 |
177.50 |
172.70 |
174.28 |
-1.69 |
36,292 |
54,217 |
-4,465 |
| Nov06 |
060913 |
183.20 |
183.20 |
179.25 |
180.91 |
-0.42 |
22,138 |
48,088 |
+5,231 |
| Dec06 |
060913 |
188.25 |
189.00 |
184.50 |
186.41 |
-0.32 |
5,943 |
24,590 |
+1,613 |
| Jan07 |
060913 |
193.70 |
193.70 |
188.50 |
191.16 |
-0.02 |
3,840 |
16,938 |
-48 |
| Feb07 |
060913 |
196.00 |
196.25 |
192.00 |
194.06 |
+0.18 |
1,703 |
14,386 |
+226 |
| Mar07 |
060913 |
196.25 |
196.25 |
193.00 |
194.26 |
+0.48 |
885 |
8,466 |
+43 |
| Apr07 |
060913 |
195.50 |
195.50 |
191.80 |
192.71 |
+0.78 |
385 |
7,530 |
+79 |
| May07 |
060913 |
193.60 |
193.60 |
191.10 |
191.11 |
+1.08 |
110 |
3,486 |
+104 |
| Jun07 |
060913 |
193.40 |
193.40 |
190.91 |
190.91 |
+1.13 |
1,146 |
14,988 |
+53 |
| Jul07 |
060913 |
191.75 |
192.11 |
191.75 |
192.11 |
+1.13 |
102 |
851 |
-13 |
| Aug07 |
060913 |
194.25 |
194.25 |
193.96 |
193.96 |
+1.13 |
358 |
1,605 |
+168 |
| Sep07 |
060913 |
196.30 |
196.50 |
196.30 |
196.46 |
+1.13 |
98 |
1,970 |
+86 |
| Total Volume and Open Interest |
73,741 |
205,106 |
+3,475 |
| Unleaded Gas(NYM) |
| Oct06 |
060913 |
157.25 |
158.20 |
155.00 |
155.31 |
+0.10 |
23,645 |
29,335 |
-2,424 |
| Nov06 |
060913 |
160.25 |
161.50 |
159.00 |
159.31 |
+0.60 |
5,932 |
12,012 |
+1,088 |
| Dec06 |
060913 |
162.00 |
163.00 |
161.00 |
161.31 |
+0.65 |
872 |
7,502 |
-57 |
| Jan07 |
060913 |
163.75 |
164.00 |
162.91 |
162.91 |
+0.85 |
523 |
4,585 |
+177 |
| Total Volume and Open Interest |
30,972 |
53,434 |
-1,216 |
| RBOB Gasoline(NYMEX) |
| Oct06 |
060913 |
160.40 |
162.50 |
159.00 |
160.05 |
-0.78 |
7,364 |
22,711 |
-2,430 |
| Nov06 |
060913 |
165.30 |
166.50 |
164.25 |
165.05 |
-0.18 |
4,647 |
23,941 |
+1,614 |
| Dec06 |
060913 |
168.20 |
168.58 |
167.50 |
167.95 |
-0.23 |
957 |
8,649 |
+192 |
| Jan07 |
060913 |
171.10 |
171.25 |
170.55 |
170.55 |
-0.28 |
893 |
7,186 |
+99 |
| Feb07 |
060913 |
173.10 |
173.10 |
173.10 |
173.10 |
-0.33 |
468 |
1,783 |
+20 |
| Mar07 |
060913 |
175.58 |
175.90 |
175.58 |
175.90 |
-0.48 |
355 |
2,422 |
+22 |
| Apr07 |
060913 |
194.50 |
194.50 |
193.65 |
193.65 |
-0.83 |
125 |
2,442 |
-2 |
| May07 |
060913 |
191.97 |
197.00 |
191.97 |
196.10 |
-0.83 |
0 |
3,055 |
+0 |
| Jun07 |
060913 |
198.00 |
198.00 |
198.00 |
198.00 |
-0.68 |
100 |
1,339 |
+0 |
| Jul07 |
060913 |
198.90 |
198.90 |
198.90 |
198.90 |
-0.58 |
1 |
480 |
+1 |
| Total Volume and Open Interest |
15,166 |
76,211 |
-314 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Oct06 |
060901 |
178.42 |
178.42 |
178.42 |
178.42 |
-1.90 |
11 |
13 |
+0 |
| Nov06 |
060913 |
165.05 |
165.05 |
165.05 |
165.05 |
-0.18 |
|
|
|
| Dec06 |
060913 |
167.95 |
167.95 |
167.95 |
167.95 |
-0.23 |
|
|
|
| Jan07 |
060913 |
170.55 |
170.55 |
170.55 |
170.55 |
-0.28 |
|
|
|
| Total Volume and Open Interest |
8 |
21 |
+8 |
| Natural Gas(NYM) |
| Oct06 |
060913 |
5.520 |
5.620 |
5.425 |
5.449 |
-0.125 |
45,968 |
96,540 |
-3,227 |
| Nov06 |
060913 |
7.190 |
7.240 |
7.000 |
7.084 |
-0.190 |
51,931 |
90,673 |
+4,112 |
| Dec06 |
060913 |
8.650 |
8.780 |
8.590 |
8.679 |
-0.205 |
8,906 |
50,324 |
+1,118 |
| Jan07 |
060913 |
9.470 |
9.510 |
9.300 |
9.404 |
-0.235 |
5,513 |
50,637 |
+1,389 |
| Feb07 |
060913 |
9.510 |
9.550 |
9.390 |
9.454 |
-0.235 |
406 |
31,049 |
-23 |
| Mar07 |
060913 |
9.350 |
9.400 |
9.220 |
9.294 |
-0.230 |
1,698 |
86,527 |
+281 |
| Apr07 |
060913 |
7.640 |
7.700 |
7.520 |
7.584 |
-0.170 |
1,733 |
67,880 |
+425 |
| May07 |
060913 |
7.560 |
7.590 |
7.470 |
7.499 |
-0.170 |
2,161 |
24,894 |
-264 |
| Jun07 |
060913 |
7.670 |
7.700 |
7.600 |
7.604 |
-0.170 |
546 |
14,671 |
-33 |
| Jul07 |
060913 |
7.800 |
7.820 |
7.719 |
7.719 |
-0.170 |
1,165 |
11,525 |
-231 |
| Aug07 |
060913 |
7.900 |
7.930 |
7.816 |
7.816 |
-0.168 |
92 |
12,962 |
+35 |
| Sep07 |
060913 |
7.960 |
8.030 |
7.919 |
7.919 |
-0.165 |
825 |
11,185 |
+15 |
| Oct07 |
060913 |
8.120 |
8.170 |
8.089 |
8.089 |
-0.160 |
1,319 |
31,505 |
-431 |
| Nov07 |
060913 |
9.050 |
9.050 |
8.994 |
8.994 |
-0.170 |
178 |
14,592 |
-87 |
| Dec07 |
060913 |
9.870 |
9.950 |
9.869 |
9.869 |
-0.175 |
180 |
35,574 |
+15 |
| Jan08 |
060913 |
10.440 |
10.440 |
10.369 |
10.369 |
-0.190 |
513 |
28,971 |
+406 |
| Total Volume and Open Interest |
128,269 |
937,853 |
+4,973 |
| Brent Crude Oil(ICE) |
| Oct06 |
060913 |
62.97 |
63.83 |
62.62 |
62.99 |
unch |
64,330 |
35,914 |
-8,370 |
| Nov06 |
060913 |
64.23 |
65.10 |
63.89 |
64.29 |
unch |
91,293 |
127,147 |
-3,233 |
| Dec06 |
060913 |
65.21 |
66.10 |
64.87 |
65.32 |
+0.04 |
60,173 |
99,197 |
+6,634 |
| Jan07 |
060913 |
66.07 |
66.86 |
65.73 |
66.19 |
+0.06 |
11,285 |
40,369 |
-976 |
| Feb07 |
060913 |
66.77 |
67.60 |
66.55 |
66.92 |
+0.07 |
4,647 |
31,478 |
-185 |
| Mar07 |
060913 |
67.14 |
68.20 |
67.04 |
67.50 |
+0.08 |
3,734 |
14,692 |
+123 |
| Apr07 |
060913 |
67.61 |
68.34 |
67.55 |
68.01 |
+0.14 |
7,633 |
17,552 |
+636 |
| May07 |
060913 |
68.16 |
69.04 |
68.10 |
68.40 |
+0.15 |
1,131 |
12,193 |
+29 |
| Jun07 |
060913 |
68.83 |
69.36 |
68.37 |
68.74 |
+0.17 |
3,150 |
24,244 |
-714 |
| Jul07 |
060913 |
69.01 |
69.01 |
69.01 |
69.01 |
+0.17 |
0 |
1,703 |
+0 |
| Aug07 |
060913 |
68.86 |
69.26 |
68.86 |
69.26 |
+0.20 |
200 |
1,517 |
-100 |
| Sep07 |
060913 |
69.45 |
69.45 |
69.45 |
69.45 |
+0.22 |
0 |
1,508 |
+0 |
| Oct07 |
060913 |
69.59 |
69.59 |
69.59 |
69.59 |
+0.21 |
0 |
477 |
+0 |
| Nov07 |
060913 |
69.72 |
69.72 |
69.72 |
69.72 |
+0.21 |
0 |
8,401 |
+0 |
| Total Volume and Open Interest |
255,105 |
497,458 |
-4,884 |
| Gas Oil(ICE) |
| Oct06 |
060913 |
575.00 |
575.00 |
553.00 |
556.25 |
-20.25 |
54,967 |
76,020 |
+4,880 |
| Nov06 |
060913 |
585.00 |
585.00 |
566.00 |
568.75 |
-17.25 |
30,980 |
38,939 |
+2,192 |
| Dec06 |
060913 |
589.75 |
591.00 |
577.00 |
579.25 |
-15.50 |
20,066 |
38,624 |
-27 |
| Jan07 |
060913 |
597.00 |
600.00 |
587.75 |
589.00 |
-14.50 |
8,517 |
25,902 |
+1,073 |
| Feb07 |
060913 |
606.00 |
609.00 |
597.25 |
598.00 |
-13.50 |
2,977 |
14,904 |
+1,057 |
| Mar07 |
060913 |
611.50 |
614.00 |
603.50 |
604.00 |
-12.50 |
715 |
8,716 |
+340 |
| Apr07 |
060913 |
612.75 |
616.00 |
606.00 |
606.00 |
-12.00 |
810 |
3,515 |
+710 |
| May07 |
060913 |
612.25 |
615.75 |
606.75 |
606.75 |
-11.00 |
700 |
3,465 |
-100 |
| Jun07 |
060913 |
613.00 |
620.50 |
608.75 |
608.75 |
-10.50 |
3,769 |
18,622 |
+170 |
| Jul07 |
060913 |
614.00 |
614.00 |
614.00 |
614.00 |
-10.25 |
3 |
1,437 |
-3 |
| Total Volume and Open Interest |
136,091 |
261,809 |
+2,794 |
| US Dollar Index(NYBOT) |
| Sep06 |
060913 |
85.87 |
85.98 |
85.70 |
85.83 |
-0.08 |
5,783 |
6,805 |
-2,636 |
| Dec06 |
060913 |
85.56 |
85.69 |
85.35 |
85.48 |
-0.08 |
6,049 |
13,323 |
+2,231 |
| Mar07 |
060913 |
85.19 |
85.19 |
85.19 |
85.19 |
-0.08 |
10 |
2,024 |
+6 |
| Total Volume and Open Interest |
11,845 |
22,167 |
-399 |
| Australian Dollar(CME) |
| Sep06 |
060913 |
75.00 |
75.35 |
75.00 |
75.28 |
+0.26 |
1,764 |
39,476 |
-4,136 |
| Dec06 |
060913 |
74.86 |
75.23 |
74.86 |
75.14 |
+0.26 |
5,804 |
29,766 |
+4,081 |
| Mar07 |
060913 |
75.01 |
75.01 |
75.01 |
75.01 |
+0.26 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
7,568 |
69,370 |
-51 |
| British Pound(CME) |
| Sep06 |
060913 |
187.38 |
187.69 |
187.38 |
187.65 |
+0.23 |
4,548 |
61,670 |
-7,856 |
| Dec06 |
060913 |
187.57 |
188.03 |
187.51 |
187.87 |
+0.23 |
7,195 |
65,830 |
+10,770 |
| Mar07 |
060913 |
187.98 |
187.98 |
187.98 |
187.98 |
+0.23 |
0 |
131 |
+1 |
| Total Volume and Open Interest |
11,743 |
127,633 |
+2,915 |
| Canadian Dollar(CME) |
| Sep06 |
060913 |
89.03 |
89.40 |
89.03 |
89.24 |
-0.10 |
6,395 |
65,279 |
-8,669 |
| Dec06 |
060913 |
89.29 |
89.77 |
89.27 |
89.48 |
-0.11 |
5,173 |
71,372 |
+18,215 |
| Mar07 |
060913 |
89.81 |
89.81 |
89.75 |
89.75 |
-0.11 |
219 |
1,088 |
+193 |
| Jun07 |
060913 |
90.02 |
90.02 |
90.02 |
90.02 |
-0.11 |
0 |
273 |
+0 |
| Total Volume and Open Interest |
11,787 |
138,181 |
+9,738 |
| Japanese Yen(CME) |
| Sep06 |
060913 |
85.04 |
85.19 |
84.97 |
85.11 |
+0.28 |
6,579 |
121,252 |
-12,916 |
| Dec06 |
060913 |
86.07 |
86.33 |
86.00 |
86.17 |
+0.28 |
9,031 |
140,967 |
+19,779 |
| Mar07 |
060913 |
87.23 |
87.23 |
87.23 |
87.23 |
+0.28 |
13,245 |
13,350 |
+13,135 |
| Total Volume and Open Interest |
28,855 |
275,585 |
+19,998 |
| Swiss Franc(CME) |
| Sep06 |
060913 |
79.76 |
80.10 |
79.76 |
79.99 |
-0.06 |
3,130 |
58,348 |
-2,087 |
| Dec06 |
060913 |
80.51 |
80.77 |
80.51 |
80.72 |
-0.06 |
4,003 |
39,508 |
+8,218 |
| Mar07 |
060913 |
81.46 |
81.46 |
81.46 |
81.46 |
-0.06 |
0 |
83 |
+0 |
| Total Volume and Open Interest |
7,133 |
98,012 |
+6,131 |
| EuroFX(CME) |
| Sep06 |
060913 |
126.76 |
127.21 |
126.76 |
126.96 |
unch |
8,765 |
101,069 |
-29,597 |
| Dec06 |
060913 |
127.42 |
127.86 |
127.36 |
127.61 |
unch |
10,821 |
66,976 |
+32,170 |
| Mar07 |
060913 |
128.15 |
128.15 |
128.15 |
128.15 |
unch |
117 |
348 |
+123 |
| Total Volume and Open Interest |
19,703 |
168,483 |
+2,697 |
| Mexican Peso(CME) |
| Sep06 |
060913 |
9072.0 |
9112.0 |
9067.0 |
9105.0 |
+28.0 |
10,325 |
41,191 |
-5,849 |
| Dec06 |
060913 |
4.1 |
6.4 |
0.7 |
1.4 |
-4.8 |
5,625 |
38,170 |
+1,125 |
| Total Volume and Open Interest |
15,951 |
81,318 |
-4,724 |
| 30-Year T-Bonds(CBOT) |
| Sep06 |
060913 |
110~13 |
110~20 |
110~10 |
110~12 |
+0~02 |
9,936 |
43,106 |
-6,295 |
| Dec06 |
060913 |
110~23 |
111~03 |
110~21 |
110~25 |
+0~03 |
346,763 |
720,552 |
+9,282 |
| Mar07 |
060913 |
110~28 |
110~30 |
110~21 |
110~21 |
+0~03 |
19 |
749 |
+13 |
| Total Volume and Open Interest |
356,718 |
764,422 |
+3,000 |
| 10-Year T-Notes(CBOT) |
| Sep06 |
060913 |
107~085 |
107~145 |
107~085 |
107~100 |
+0~020 |
21,331 |
56,790 |
-18,675 |
| Dec06 |
060913 |
107~050 |
107~120 |
107~040 |
107~070 |
+0~020 |
1,011,431 |
2,207,304 |
+21,836 |
| Total Volume and Open Interest |
1,033,262 |
2,268,678 |
+3,457 |
| 5-Year T-Notes(CBOT) |
| Sep06 |
060913 |
105~000 |
105~020 |
104~310 |
104~310 |
+0~015 |
11,223 |
0 |
+0 |
| Dec06 |
060913 |
105~005 |
105~040 |
105~005 |
105~010 |
+0~020 |
384,616 |
0 |
+0 |
| Mar07 |
060913 |
105~010 |
105~010 |
105~010 |
105~010 |
+0~020 |
|
|
|
| Total Volume and Open Interest |
395,839 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep06 |
060913 |
101~124 |
101~124 |
101~122 |
101~122 |
+0~004 |
20 |
11,735 |
-1,903 |
| Dec06 |
060913 |
102~008 |
102~014 |
102~008 |
102~012 |
+0~006 |
223 |
670,699 |
+3,647 |
| Total Volume and Open Interest |
243 |
682,434 |
+1,744 |
| Eurodollars(CME) |
| Sep06 |
060913 |
94.605 |
94.607 |
94.603 |
94.603 |
unch |
20,555 |
1,257,318 |
-29,051 |
| Dec06 |
060913 |
94.620 |
94.630 |
94.615 |
94.625 |
+0.010 |
33,237 |
1,658,905 |
+19,068 |
| Mar07 |
060913 |
94.735 |
94.755 |
94.730 |
94.745 |
+0.015 |
21,145 |
1,337,098 |
-10,509 |
| Jun07 |
060913 |
94.870 |
94.890 |
94.865 |
94.880 |
+0.020 |
19,852 |
1,087,657 |
+4,745 |
| Sep07 |
060913 |
94.985 |
95.010 |
94.985 |
94.995 |
+0.020 |
17,314 |
1,108,015 |
+984 |
| Dec07 |
060913 |
95.055 |
95.085 |
95.055 |
95.070 |
+0.025 |
16,594 |
930,982 |
-33,034 |
| Mar08 |
060913 |
95.100 |
95.130 |
95.100 |
95.110 |
+0.025 |
10,386 |
632,953 |
-5,532 |
| Jun08 |
060913 |
95.100 |
95.130 |
95.100 |
95.110 |
+0.020 |
13,703 |
427,593 |
-4,488 |
| Sep08 |
060913 |
95.080 |
95.110 |
95.080 |
95.090 |
+0.020 |
9,196 |
328,945 |
+2,674 |
| Dec08 |
060913 |
95.050 |
95.075 |
95.050 |
95.050 |
+0.015 |
9,404 |
319,105 |
-743 |
| Mar09 |
060913 |
95.015 |
95.040 |
95.015 |
95.015 |
+0.010 |
6,486 |
303,255 |
+548 |
| Jun09 |
060913 |
94.980 |
95.005 |
94.975 |
94.975 |
+0.005 |
8,281 |
209,433 |
-807 |
| Sep09 |
060913 |
94.950 |
94.965 |
94.935 |
94.935 |
+0.005 |
6,641 |
140,048 |
+240 |
| Dec09 |
060913 |
94.910 |
94.910 |
94.885 |
94.885 |
unch |
3,071 |
119,563 |
-16 |
| Mar10 |
060913 |
94.880 |
94.880 |
94.855 |
94.855 |
unch |
7,475 |
106,336 |
+3,896 |
| Jun10 |
060913 |
94.840 |
94.845 |
94.815 |
94.815 |
-0.005 |
5,067 |
105,365 |
+2,092 |
| Sep10 |
060913 |
94.805 |
94.815 |
94.775 |
94.780 |
-0.005 |
12,670 |
97,704 |
+1,649 |
| Dec10 |
060913 |
94.770 |
94.770 |
94.735 |
94.740 |
-0.005 |
2,394 |
82,760 |
-518 |
| Total Volume and Open Interest |
238,497 |
10,512,645 |
-41,804 |
| 3-Mth Euro-Yen(CME) |
| Sep06 |
060913 |
99.57 |
99.57 |
99.57 |
99.57 |
unch |
662 |
12,392 |
+402 |
| Dec06 |
060913 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
346 |
16,201 |
-576 |
| Mar07 |
060913 |
99.35 |
99.35 |
99.34 |
99.34 |
+0.01 |
482 |
10,428 |
+187 |
| Jun07 |
060913 |
99.24 |
99.24 |
99.23 |
99.23 |
+0.01 |
564 |
8,504 |
+492 |
| Sep07 |
060913 |
99.14 |
99.14 |
99.13 |
99.13 |
+0.02 |
54 |
2,033 |
-37 |
| Dec07 |
060913 |
99.05 |
99.05 |
99.05 |
99.05 |
+0.03 |
234 |
5,874 |
+18 |
| Mar08 |
060913 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.04 |
0 |
3,103 |
+0 |
| Jun08 |
060913 |
98.87 |
98.87 |
98.87 |
98.87 |
+0.04 |
0 |
255 |
+0 |
| Sep08 |
060913 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.03 |
0 |
7 |
+0 |
| Dec08 |
060913 |
98.66 |
98.66 |
98.66 |
98.66 |
+0.04 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,342 |
58,801 |
+486 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
060913 |
99.47 |
99.47 |
99.47 |
99.47 |
+0.01 |
0 |
89,921 |
-269 |
| Mar07 |
060913 |
99.34 |
99.34 |
99.34 |
99.34 |
+0.01 |
0 |
67,488 |
+205 |
| Jun07 |
060913 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.02 |
0 |
34,878 |
-551 |
| Sep07 |
060913 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.03 |
0 |
22,959 |
+303 |
| Dec07 |
060913 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.04 |
44 |
42,188 |
+4 |
| Mar08 |
060913 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.04 |
0 |
24,158 |
+0 |
| Jun08 |
060913 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.03 |
0 |
3,826 |
+0 |
| Sep08 |
060913 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.04 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
44 |
344,368 |
-492 |
| German Euro-Bund(EUREX) |
| Dec06 |
060913 |
117.14 |
117.40 |
117.10 |
117.27 |
+0.33 |
1,012,071 |
1,396,487 |
-25,362 |
| Mar07 |
060913 |
117.40 |
117.50 |
117.37 |
117.37 |
+0.31 |
764 |
1,714 |
+19 |
| Jun07 |
060913 |
116.75 |
116.75 |
116.59 |
116.69 |
+0.28 |
|
|
|
| Total Volume and Open Interest |
1,012,835 |
1,398,201 |
-25,343 |
| German Euro-Bobl(EUREX) |
| Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
| Mar07 |
060913 |
109.35 |
109.35 |
109.35 |
109.35 |
+0.12 |
250 |
0 |
+0 |
| Jun07 |
060913 |
108.11 |
108.11 |
108.11 |
108.11 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
499,745 |
872,000 |
-3,956 |
| Long Gilt(LIFFE) |
| Sep06 |
060913 |
109~26 |
110~00 |
109~26 |
109~30 |
+0~10 |
8,494 |
35,910 |
-8,500 |
| Dec06 |
060913 |
109~20 |
109~28 |
109~18 |
109~24 |
+0~10 |
82,131 |
246,774 |
+7,119 |
| Total Volume and Open Interest |
90,625 |
282,684 |
-1,381 |
| 3-Mth Short Sterling(LIFFE) |
| Sep06 |
060913 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.01 |
48,617 |
407,535 |
-1,413 |
| Dec06 |
060913 |
94.79 |
94.79 |
94.79 |
94.79 |
+0.02 |
95,508 |
387,976 |
-14,437 |
| Mar07 |
060913 |
94.72 |
94.72 |
94.72 |
94.72 |
+0.03 |
104,883 |
427,880 |
+9,862 |
| Total Volume and Open Interest |
509,233 |
2,309,804 |
+28,727 |
| 3-Mth Euribor(LIFFE) |
| Sep06 |
060913 |
96.645 |
96.650 |
96.645 |
96.650 |
+0.005 |
41,766 |
552,828 |
-12,632 |
| Dec06 |
060913 |
96.285 |
96.300 |
96.280 |
96.295 |
+0.010 |
149,949 |
850,952 |
+2,762 |
| Mar07 |
060913 |
96.155 |
96.175 |
96.145 |
96.165 |
+0.015 |
114,260 |
679,364 |
-2,065 |
| Total Volume and Open Interest |
710,911 |
4,048,840 |
+6,720 |
| 3-Mth Aus T-Bills(SFE) |
| Sep06 |
060907 |
93.77 |
93.78 |
93.75 |
93.76 |
-0.03 |
28,592 |
54,674 |
-25,871 |
| Dec06 |
060913 |
93.68 |
93.70 |
93.68 |
93.70 |
+0.01 |
8,326 |
214,730 |
+3,046 |
| Mar07 |
060913 |
93.65 |
93.68 |
93.65 |
93.68 |
+0.02 |
15,010 |
178,150 |
+5,723 |
| Jun07 |
060913 |
93.68 |
93.71 |
93.68 |
93.71 |
+0.03 |
3,400 |
65,511 |
+1,768 |
| Sep07 |
060913 |
93.71 |
93.74 |
93.71 |
93.74 |
+0.03 |
1,066 |
36,480 |
+835 |
| Dec07 |
060913 |
93.74 |
93.78 |
93.74 |
93.77 |
+0.03 |
897 |
31,933 |
+0 |
| Mar08 |
060913 |
93.77 |
93.79 |
93.77 |
93.79 |
+0.04 |
285 |
15,509 |
+135 |
| Jun08 |
060913 |
93.78 |
93.80 |
93.78 |
93.80 |
+0.05 |
250 |
10,713 |
+0 |
| Sep08 |
060913 |
93.76 |
93.79 |
93.76 |
93.79 |
+0.05 |
835 |
3,512 |
+51 |
| Dec08 |
060913 |
93.77 |
93.78 |
93.77 |
93.78 |
+0.04 |
4 |
1,106 |
-1 |
| Total Volume and Open Interest |
30,076 |
559,833 |
+11,555 |
| 10-Year Aus T-Bonds(SFE) |
| Sep06 |
060913 |
94.36 |
94.40 |
94.36 |
94.39 |
+0.04 |
145,302 |
406,796 |
+21,097 |
| Dec06 |
060913 |
94.37 |
94.41 |
94.37 |
94.39 |
+0.03 |
126,218 |
167,576 |
+121,156 |
| Total Volume and Open Interest |
271,520 |
574,372 |
+142,253 |
| 3-Year Aus T-Bonds(SFE) |
| Sep06 |
060913 |
94.15 |
94.19 |
94.15 |
94.18 |
+0.04 |
149,579 |
502,893 |
+34,909 |
| Dec06 |
060913 |
94.19 |
94.24 |
94.19 |
94.23 |
+0.04 |
112,432 |
191,809 |
+125,645 |
| Total Volume and Open Interest |
262,011 |
694,702 |
+160,554 |
| Gold(CMX) |
| Oct06 |
060913 |
587.0 |
594.0 |
585.0 |
590.5 |
+2.0 |
7,029 |
14,625 |
-6,278 |
| Dec06 |
060913 |
592.0 |
600.5 |
590.0 |
596.3 |
+2.0 |
45,255 |
201,433 |
-1,418 |
| Feb07 |
060913 |
601.5 |
606.0 |
599.0 |
602.2 |
+2.0 |
843 |
22,922 |
+137 |
| Apr07 |
060913 |
607.9 |
607.9 |
607.9 |
607.9 |
+2.0 |
215 |
3,364 |
-40 |
| Jun07 |
060913 |
612.0 |
613.5 |
612.0 |
613.5 |
+2.0 |
2,626 |
20,830 |
+1,477 |
| Aug07 |
060913 |
618.5 |
619.0 |
618.5 |
619.0 |
+2.0 |
15 |
1,684 |
-15 |
| Oct07 |
060913 |
624.5 |
624.5 |
624.5 |
624.5 |
+2.0 |
0 |
3,641 |
+0 |
| Dec07 |
060913 |
630.0 |
635.0 |
630.0 |
630.0 |
+1.9 |
324 |
23,471 |
+107 |
| Feb08 |
060913 |
635.4 |
635.4 |
635.4 |
635.4 |
+1.8 |
0 |
1,398 |
+0 |
| Apr08 |
060913 |
640.7 |
640.7 |
640.7 |
640.7 |
+1.7 |
0 |
85 |
+0 |
| Jun08 |
060913 |
646.2 |
646.2 |
646.2 |
646.2 |
+1.7 |
0 |
1,570 |
+0 |
| Total Volume and Open Interest |
56,375 |
310,510 |
-5,975 |
| Silver(CMX) |
| Sep06 |
060913 |
1105.0 |
1125.0 |
1105.0 |
1108.5 |
+6.0 |
80 |
633 |
-147 |
| Dec06 |
060913 |
1117.0 |
1142.0 |
1110.0 |
1120.0 |
+6.0 |
13,660 |
64,725 |
-2,170 |
| Mar07 |
060913 |
1132.0 |
1144.0 |
1132.0 |
1133.7 |
+6.2 |
623 |
12,965 |
+330 |
| May07 |
060913 |
1153.0 |
1153.0 |
1141.5 |
1141.5 |
+6.5 |
2 |
3,480 |
+2 |
| Jul07 |
060913 |
1160.0 |
1160.0 |
1148.0 |
1149.1 |
+6.7 |
8 |
8,425 |
-5 |
| Sep07 |
060913 |
1154.1 |
1154.1 |
1154.1 |
1154.1 |
+6.7 |
0 |
1,499 |
+0 |
| Dec07 |
060913 |
1152.0 |
1190.0 |
1152.0 |
1159.5 |
+6.7 |
33 |
4,335 |
+2 |
| Total Volume and Open Interest |
14,587 |
101,450 |
-2,089 |
| Platinum(NYM) |
| Oct06 |
060913 |
1190.9 |
1199.5 |
1183.5 |
1185.8 |
-22.7 |
847 |
7,082 |
-134 |
| Jan07 |
060913 |
1209.0 |
1209.0 |
1190.5 |
1192.8 |
-22.7 |
42 |
2,311 |
+7 |
| Apr07 |
060913 |
1197.8 |
1197.8 |
1197.8 |
1197.8 |
-22.7 |
|
|
|
| Jul07 |
060913 |
547.4 |
547.4 |
547.4 |
547.4 |
-22.7 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
889 |
9,399 |
-127 |
| Palladium(NYME) |
| Sep06 |
060913 |
313.85 |
313.85 |
313.85 |
313.85 |
+6.25 |
2 |
24 |
-149 |
| Dec06 |
060913 |
313.00 |
320.00 |
313.00 |
318.35 |
+6.25 |
812 |
11,411 |
-230 |
| Mar07 |
060913 |
323.85 |
323.85 |
323.85 |
323.85 |
+6.25 |
1 |
21 |
+1 |
| Total Volume and Open Interest |
819 |
11,489 |
-380 |
| Copper(CMX) |
| Sep06 |
060913 |
339.60 |
343.00 |
339.25 |
339.25 |
+0.20 |
834 |
3,851 |
-460 |
| Dec06 |
060913 |
337.00 |
343.00 |
336.50 |
338.50 |
+1.20 |
7,718 |
46,648 |
-475 |
| Mar07 |
060913 |
336.00 |
336.25 |
333.50 |
333.65 |
+1.25 |
278 |
4,427 |
-85 |
| May07 |
060913 |
327.65 |
327.65 |
327.65 |
327.65 |
+0.55 |
73 |
992 |
+28 |
| Jul07 |
060913 |
322.45 |
322.45 |
322.45 |
322.45 |
+0.95 |
0 |
891 |
+0 |
| Total Volume and Open Interest |
9,409 |
68,944 |
-930 |
| Aluminum(CMX) |
| Sep06 |
060913 |
112.05 |
112.05 |
112.05 |
112.05 |
+0.50 |
171 |
167 |
+154 |
| Oct06 |
060913 |
112.75 |
112.75 |
112.75 |
112.75 |
+0.50 |
172 |
486 |
+168 |
| Nov06 |
060913 |
112.95 |
112.95 |
112.95 |
112.95 |
+0.35 |
0 |
45 |
+0 |
| Dec06 |
060913 |
113.10 |
113.10 |
113.10 |
113.10 |
+0.15 |
0 |
573 |
+0 |
| Jan07 |
060913 |
112.95 |
112.95 |
112.95 |
112.95 |
unch |
0 |
5 |
+0 |
| Feb07 |
060913 |
112.50 |
112.50 |
112.50 |
112.50 |
unch |
|
|
|
| Total Volume and Open Interest |
344 |
1,310 |
+323 |
| DJIA Index(CBOT) |
| Sep06 |
060913 |
11492 |
11568 |
11473 |
11538 |
+42 |
15,751 |
34,597 |
-5,146 |
| Dec06 |
060913 |
11580 |
11665 |
11563 |
11628 |
+43 |
18,919 |
42,636 |
+12,523 |
| Mar07 |
060913 |
11713 |
11713 |
11713 |
11713 |
+43 |
3 |
8 |
+3 |
| Jun07 |
060913 |
11762 |
11762 |
11762 |
11762 |
+43 |
|
|
|
| Total Volume and Open Interest |
34,673 |
77,241 |
+7,380 |
| S & P 500(CME) |
| Sep06 |
060913 |
1311.70 |
1320.70 |
1311.50 |
1317.60 |
+3.90 |
90,178 |
198,620 |
-42,340 |
| Dec06 |
060913 |
1323.40 |
1331.90 |
1322.60 |
1329.10 |
+4.00 |
115,441 |
499,522 |
+60,518 |
| Mar07 |
060913 |
1340.10 |
1340.10 |
1340.10 |
1340.10 |
+4.00 |
41 |
1,741 |
+6 |
| Jun07 |
060913 |
1351.50 |
1351.50 |
1351.50 |
1351.50 |
+4.10 |
25 |
4,011 |
-16 |
| Total Volume and Open Interest |
205,698 |
705,498 |
+18,172 |
| S & P 500 E-Mini(Globex) |
| Sep06 |
060913 |
1313.00 |
1320.50 |
1311.00 |
1317.50 |
+3.75 |
291,007 |
890,321 |
-108,892 |
| Dec06 |
060913 |
1324.25 |
1332.00 |
1322.25 |
1329.00 |
+4.00 |
1,284,080 |
1,107,897 |
+176,928 |
| Total Volume and Open Interest |
1,575,087 |
1,998,218 |
+68,036 |
| NASDAQ 100(CME) |
| Sep06 |
060913 |
1615.50 |
1625.50 |
1612.50 |
1623.80 |
+9.00 |
12,329 |
34,376 |
-6,903 |
| Dec06 |
060913 |
1635.50 |
1646.50 |
1631.00 |
1642.80 |
+9.00 |
18,469 |
32,614 |
+7,710 |
| Mar07 |
060913 |
1661.80 |
1661.80 |
1661.80 |
1661.80 |
+9.00 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
30,799 |
66,991 |
+808 |
| NASDAQ 100 E-Mini(Globex) |
| Sep06 |
060913 |
1614.30 |
1626.50 |
1612.50 |
1623.80 |
+9.00 |
119,011 |
288,100 |
-26,329 |
| Dec06 |
060913 |
1633.80 |
1645.80 |
1631.50 |
1642.80 |
+9.00 |
427,982 |
266,106 |
+71,415 |
| Total Volume and Open Interest |
546,993 |
554,206 |
+45,086 |
| S & P Midcap 400(CME) |
| Sep06 |
060913 |
753.50 |
757.75 |
753.50 |
757.05 |
+5.45 |
1,112 |
4,630 |
-1,122 |
| Dec06 |
060913 |
758.00 |
765.00 |
757.25 |
764.20 |
+5.30 |
1,156 |
7,241 |
+901 |
| Mar07 |
060913 |
771.60 |
771.60 |
771.60 |
771.60 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
2,268 |
11,871 |
-221 |
| Russell 2000(CME) |
| Sep06 |
060913 |
724.50 |
731.00 |
724.50 |
730.70 |
+5.15 |
8,102 |
26,410 |
-2,753 |
| Dec06 |
060913 |
731.00 |
738.25 |
730.00 |
736.70 |
+5.10 |
8,359 |
26,942 |
+5,722 |
| Mar07 |
060913 |
742.55 |
742.55 |
742.55 |
742.55 |
+5.10 |
0 |
34 |
+0 |
| Total Volume and Open Interest |
16,461 |
53,386 |
+2,969 |
| Russell 2000 E-Mini(Globex) |
| Sep06 |
060913 |
725.10 |
732.30 |
723.40 |
730.70 |
+5.10 |
135,984 |
174,759 |
-94,782 |
| Dec06 |
060913 |
731.30 |
738.40 |
729.40 |
736.70 |
+5.10 |
289,732 |
345,422 |
+107,194 |
| Mar07 |
060912 |
737.50 |
737.50 |
737.50 |
737.50 |
+13.00 |
|
|
|
| Total Volume and Open Interest |
325,025 |
474,021 |
+11,684 |
| Value Line(KCBT) |
| Sep06 |
060913 |
1880.00 |
1880.00 |
1880.00 |
1880.00 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Nikkei 225(CME) |
| Dec06 |
060913 |
15730 |
15820 |
15725 |
15815 |
-140 |
|
|
|
| Mar07 |
060913 |
15840 |
15840 |
15840 |
15840 |
-140 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SGX) |
| Sep06 |
060907 |
16075 |
16140 |
15935 |
16000 |
-295 |
131,800 |
232,201 |
-22,920 |
| Dec06 |
060913 |
15945 |
15960 |
15685 |
15750 |
+85 |
68,510 |
201,940 |
-5,020 |
| Mar07 |
060913 |
15715 |
15870 |
15715 |
15715 |
+30 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
68,510 |
202,082 |
-5,021 |
| CAC 40(EURONEXT) |
| Sep06 |
060913 |
5148.5 |
5155.5 |
5112.5 |
5136.0 |
+10.5 |
248,502 |
570,654 |
+54,838 |
| Oct06 |
060913 |
5163.0 |
5169.5 |
5127.5 |
5151.5 |
+11.0 |
139,199 |
198,437 |
+118,560 |
| Nov06 |
060913 |
5170.0 |
5179.0 |
5153.0 |
5163.5 |
+11.0 |
413 |
1,386 |
+403 |
| Total Volume and Open Interest |
410,559 |
825,169 |
+191,905 |
| Hang Seng Index(HKFE) |
| Sep06 |
060913 |
17250 |
17280 |
17198 |
17265 |
+182 |
45,320 |
109,761 |
-10,808 |
| Oct06 |
060913 |
17281 |
17317 |
17241 |
17307 |
+179 |
738 |
2,132 |
+52 |
| Total Volume and Open Interest |
46,184 |
113,319 |
-10,762 |
| DAX(EUREX) |
| Sep06 |
060913 |
5897.0 |
5919.0 |
5877.0 |
5903.5 |
+27.5 |
221,369 |
157,843 |
-40,148 |
| Dec06 |
060913 |
5955.0 |
5968.0 |
5926.5 |
5952.5 |
+28.0 |
63,509 |
94,808 |
+45,127 |
| Mar07 |
060913 |
6005.5 |
6024.0 |
5982.0 |
6007.5 |
+27.5 |
4,894 |
1,651 |
+140 |
| Total Volume and Open Interest |
289,772 |
254,302 |
+5,119 |
| FT-SE 100(EURONEXT) |
| Sep06 |
060913 |
5910.50 |
5916.50 |
5875.50 |
5895.00 |
+1.00 |
243,487 |
239,997 |
-81,213 |
| Dec06 |
060913 |
5945.00 |
5954.50 |
5914.00 |
5933.50 |
+1.50 |
191,161 |
322,991 |
+122,684 |
| Mar07 |
060913 |
5949.00 |
5949.00 |
5949.00 |
5949.00 |
+1.00 |
130 |
2,375 |
+130 |
| Total Volume and Open Interest |
434,778 |
567,113 |
+41,601 |
| SPI 200(SFE) |
| Sep06 |
060913 |
4988.0 |
5027.0 |
4983.0 |
5021.0 |
+55.0 |
26,135 |
250,699 |
+3,529 |
| Dec06 |
060913 |
5002.0 |
5037.0 |
4993.0 |
5030.0 |
+55.0 |
7,882 |
21,641 |
+6,524 |
| Mar07 |
060913 |
5012.0 |
5037.0 |
5008.0 |
5037.0 |
+54.0 |
11 |
2,762 |
+6 |
| Total Volume and Open Interest |
34,051 |
278,397 |
+10,075 |
| GSCI(CME) |
| Sep06 |
060913 |
430.00 |
430.00 |
426.00 |
427.00 |
-0.30 |
3,738 |
9,023 |
-2,351 |
| Oct06 |
060913 |
443.80 |
443.80 |
439.70 |
441.10 |
-0.70 |
3,498 |
11,344 |
+2,751 |
| Nov06 |
060913 |
454.00 |
454.00 |
454.00 |
454.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
7,236 |
20,367 |
+400 |
| Reuters CRB Index(NYBOT) |
| Nov06 |
060913 |
379.75 |
379.75 |
378.50 |
378.90 |
-1.05 |
42 |
520 |
+3 |
| Jan07 |
060913 |
380.90 |
380.90 |
380.90 |
380.90 |
-1.05 |
2 |
406 |
-1 |
| Feb07 |
060913 |
380.00 |
381.50 |
379.40 |
379.40 |
-1.05 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
44 |
941 |
+2 |
|
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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