|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu October 19, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov06 |
061019 |
612.75 |
613.00 |
605.25 |
608.00 |
+3.50 |
39,469 |
128,156 |
-6,894 |
| Jan07 |
061019 |
627.00 |
627.50 |
619.00 |
622.50 |
+4.50 |
17,562 |
151,219 |
+2,968 |
| Mar07 |
061019 |
632.00 |
633.75 |
626.50 |
628.75 |
+2.75 |
6,430 |
34,977 |
+996 |
| May07 |
061019 |
640.00 |
640.00 |
633.50 |
635.50 |
+3.00 |
3,186 |
22,692 |
+1,306 |
| Jul07 |
061019 |
647.00 |
649.00 |
643.50 |
645.25 |
+3.50 |
4,527 |
23,507 |
+840 |
| Aug07 |
061019 |
650.00 |
652.50 |
649.00 |
649.00 |
+2.00 |
43 |
411 |
+1 |
| Sep07 |
061019 |
651.00 |
653.00 |
651.00 |
652.50 |
+3.50 |
30 |
152 |
+30 |
| Total Volume and Open Interest |
74,729 |
397,125 |
+741 |
| Soybean Meal(CBOT) |
| Dec06 |
061019 |
181.70 |
182.40 |
178.20 |
178.70 |
-0.90 |
17,761 |
77,478 |
-4,911 |
| Jan07 |
061019 |
183.00 |
183.10 |
179.20 |
179.70 |
-0.90 |
3,658 |
22,924 |
+240 |
| Mar07 |
061019 |
185.80 |
185.80 |
181.60 |
181.80 |
-1.20 |
4,514 |
24,188 |
+1,332 |
| May07 |
061019 |
187.50 |
188.00 |
183.50 |
183.70 |
-1.50 |
2,672 |
27,168 |
+574 |
| Jul07 |
061019 |
189.50 |
190.00 |
185.60 |
185.90 |
-1.30 |
1,418 |
26,592 |
+405 |
| Aug07 |
061019 |
191.00 |
191.00 |
187.00 |
187.00 |
-1.30 |
200 |
6,589 |
+191 |
| Sep07 |
061019 |
192.00 |
192.00 |
187.50 |
187.50 |
-1.30 |
164 |
3,571 |
+8 |
| Oct07 |
061019 |
192.00 |
192.50 |
187.10 |
187.10 |
-1.20 |
28 |
2,369 |
+28 |
| Total Volume and Open Interest |
30,507 |
198,751 |
-2,114 |
| Soybean Oil(CBOT) |
| Dec06 |
061019 |
26.25 |
26.78 |
26.14 |
26.54 |
+0.60 |
20,885 |
87,915 |
-5,795 |
| Jan07 |
061019 |
26.58 |
27.16 |
26.50 |
26.89 |
+0.60 |
5,013 |
69,682 |
+1,225 |
| Mar07 |
061019 |
26.85 |
27.45 |
26.83 |
27.16 |
+0.50 |
2,836 |
22,704 |
+1,113 |
| May07 |
061019 |
27.11 |
27.67 |
27.11 |
27.50 |
+0.52 |
1,908 |
29,389 |
+1,114 |
| Jul07 |
061019 |
27.45 |
28.05 |
27.45 |
27.82 |
+0.56 |
989 |
20,138 |
+592 |
| Aug07 |
061019 |
27.75 |
27.97 |
27.75 |
27.95 |
+0.59 |
0 |
3,568 |
+0 |
| Sep07 |
061019 |
27.85 |
28.05 |
27.85 |
28.05 |
+0.58 |
0 |
2,236 |
+0 |
| Oct07 |
061019 |
28.16 |
28.16 |
28.16 |
28.16 |
+0.56 |
0 |
2,433 |
+0 |
| Total Volume and Open Interest |
31,882 |
258,062 |
-1,832 |
| Canola(WCE) |
| Nov06 |
061019 |
321.0 |
327.7 |
321.0 |
324.7 |
+3.4 |
7,339 |
15,238 |
-2,880 |
| Jan07 |
061019 |
331.0 |
336.9 |
331.0 |
334.4 |
+3.5 |
10,466 |
45,797 |
+3,879 |
| Mar07 |
061019 |
338.7 |
342.2 |
338.7 |
340.9 |
+2.6 |
749 |
3,776 |
+145 |
| May07 |
061019 |
345.6 |
348.3 |
345.2 |
345.6 |
+2.4 |
291 |
2,836 |
+9 |
| Jul07 |
061019 |
351.8 |
354.0 |
350.0 |
351.2 |
+0.6 |
112 |
7,448 |
+106 |
| Total Volume and Open Interest |
19,033 |
81,898 |
+1,269 |
| Corn(CBOT) |
| Dec06 |
061019 |
320.50 |
321.50 |
314.25 |
316.00 |
+0.50 |
52,718 |
567,474 |
-6,145 |
| Mar07 |
061019 |
330.00 |
331.50 |
324.75 |
327.00 |
+1.75 |
22,249 |
256,611 |
+6,605 |
| May07 |
061019 |
335.00 |
336.50 |
330.00 |
333.00 |
+2.00 |
4,672 |
52,587 |
+949 |
| Jul07 |
061019 |
339.00 |
341.00 |
335.50 |
337.50 |
+2.00 |
15,010 |
128,283 |
+2,358 |
| Sep07 |
061019 |
329.50 |
332.00 |
327.50 |
330.75 |
+3.25 |
1,316 |
23,516 |
-13 |
| Dec07 |
061019 |
327.50 |
330.50 |
326.00 |
329.75 |
+5.00 |
19,564 |
178,538 |
+4,218 |
| Total Volume and Open Interest |
116,672 |
1,305,085 |
+8,019 |
| Wheat(CBOT) |
| Dec06 |
061019 |
520.00 |
529.00 |
509.00 |
513.00 |
+0.50 |
15,521 |
248,097 |
-2,234 |
| Mar07 |
061019 |
528.00 |
533.00 |
519.00 |
524.50 |
+5.50 |
9,539 |
80,055 |
+1,254 |
| May07 |
061019 |
515.00 |
515.00 |
501.00 |
501.50 |
-1.50 |
412 |
6,222 |
+121 |
| Jul07 |
061019 |
462.00 |
467.00 |
457.00 |
458.50 |
-2.00 |
5,272 |
75,279 |
-517 |
| Sep07 |
061019 |
460.00 |
464.00 |
460.00 |
462.00 |
+2.00 |
335 |
1,998 |
-72 |
| Total Volume and Open Interest |
33,847 |
473,099 |
-682 |
| Wheat(KCBT) |
| Dec06 |
061019 |
537.00 |
540.00 |
526.00 |
530.00 |
+5.50 |
7,683 |
65,905 |
-1,140 |
| Mar07 |
061019 |
543.00 |
549.00 |
538.00 |
540.25 |
+5.75 |
5,594 |
26,116 |
+963 |
| May07 |
061019 |
526.50 |
530.00 |
524.00 |
524.50 |
+2.25 |
212 |
1,796 |
+36 |
| Jul07 |
061019 |
480.00 |
485.00 |
479.00 |
482.00 |
+4.25 |
2,036 |
28,607 |
+10 |
| Sep07 |
061019 |
483.00 |
484.50 |
479.00 |
482.00 |
+1.50 |
477 |
2,683 |
+59 |
| Total Volume and Open Interest |
16,144 |
135,956 |
-100 |
| Wheat(MGE) |
| Dec06 |
061019 |
512.00 |
519.00 |
507.00 |
510.25 |
+5.25 |
2,996 |
21,554 |
-830 |
| Mar07 |
061019 |
523.00 |
531.00 |
522.00 |
526.50 |
+6.25 |
2,040 |
14,405 |
+691 |
| May07 |
061019 |
531.00 |
531.00 |
528.00 |
529.00 |
+9.00 |
22 |
1,495 |
+2 |
| Jul07 |
061019 |
512.00 |
517.00 |
510.00 |
515.00 |
unch |
128 |
1,096 |
+94 |
| Sep07 |
061019 |
472.00 |
474.00 |
470.00 |
473.50 |
+1.50 |
81 |
2,884 |
-3 |
| Total Volume and Open Interest |
5,607 |
48,229 |
+71 |
| Oats(CBOT) |
| Dec06 |
061019 |
234.25 |
234.75 |
223.50 |
229.00 |
-4.00 |
444 |
11,150 |
+16 |
| Mar07 |
061019 |
239.00 |
240.00 |
230.50 |
235.00 |
-3.50 |
231 |
1,942 |
+6 |
| May07 |
061019 |
237.00 |
237.00 |
237.00 |
237.00 |
-5.00 |
12 |
127 |
+9 |
| Jul07 |
061019 |
240.00 |
240.00 |
240.00 |
240.00 |
-4.00 |
3 |
106 |
+1 |
| Total Volume and Open Interest |
697 |
13,410 |
+42 |
| Rough Rice(CBOT) |
| Nov06 |
061019 |
9.63 |
9.63 |
9.54 |
9.58 |
-0.05 |
283 |
4,364 |
-147 |
| Jan07 |
061019 |
9.91 |
9.91 |
9.83 |
9.89 |
-0.04 |
207 |
4,859 |
+104 |
| Mar07 |
061019 |
10.14 |
10.16 |
10.10 |
10.16 |
-0.03 |
53 |
2,406 |
+5 |
| May07 |
061019 |
10.38 |
10.40 |
10.38 |
10.40 |
-0.03 |
14 |
1,168 |
-5 |
| Total Volume and Open Interest |
611 |
13,676 |
-18 |
| Live Cattle(CME) |
| Oct06 |
061019 |
88.550 |
88.550 |
87.750 |
87.875 |
-0.700 |
2,245 |
12,539 |
-1,056 |
| Dec06 |
061019 |
87.600 |
87.825 |
87.075 |
87.200 |
-0.650 |
10,408 |
108,122 |
+56 |
| Feb07 |
061019 |
90.300 |
90.425 |
89.600 |
89.950 |
-0.575 |
5,629 |
38,743 |
+762 |
| Apr07 |
061019 |
89.900 |
89.900 |
89.350 |
89.650 |
-0.400 |
3,750 |
24,627 |
+979 |
| Jun07 |
061019 |
86.200 |
86.200 |
85.600 |
85.725 |
-0.725 |
715 |
10,246 |
-40 |
| Aug07 |
061019 |
85.000 |
85.000 |
84.425 |
84.475 |
-0.725 |
232 |
5,133 |
-25 |
| Total Volume and Open Interest |
23,071 |
201,292 |
+753 |
| Feeder Cattle(CME) |
| Oct06 |
061019 |
107.350 |
107.450 |
106.250 |
106.700 |
-0.400 |
310 |
2,084 |
-148 |
| Nov06 |
061019 |
104.950 |
105.400 |
104.400 |
104.700 |
-0.375 |
2,134 |
6,707 |
-122 |
| Jan07 |
061019 |
104.200 |
104.300 |
103.200 |
103.375 |
-1.075 |
1,548 |
10,653 |
+235 |
| Mar07 |
061019 |
102.500 |
102.700 |
101.700 |
101.850 |
-1.025 |
164 |
2,191 |
+26 |
| Apr07 |
061019 |
102.000 |
102.400 |
101.750 |
101.750 |
-0.950 |
28 |
267 |
+3 |
| May07 |
061019 |
102.600 |
102.600 |
101.750 |
101.750 |
-1.000 |
31 |
505 |
-1 |
| Aug07 |
061019 |
104.950 |
104.950 |
104.300 |
104.600 |
-0.800 |
10 |
369 |
+2 |
| Total Volume and Open Interest |
4,227 |
23,278 |
-4 |
| Lean Hogs(CME) |
| Dec06 |
061019 |
58.900 |
59.050 |
58.350 |
58.675 |
-0.575 |
10,861 |
99,759 |
-1,728 |
| Feb07 |
061019 |
61.300 |
61.400 |
60.600 |
61.175 |
-0.525 |
4,569 |
35,361 |
+128 |
| Apr07 |
061019 |
62.800 |
62.900 |
62.150 |
62.750 |
-0.575 |
2,172 |
19,830 |
-121 |
| May07 |
061019 |
66.325 |
66.800 |
66.100 |
66.775 |
-0.125 |
20 |
1,842 |
-5 |
| Jun07 |
061019 |
67.950 |
68.500 |
67.500 |
68.300 |
-0.275 |
525 |
9,908 |
+89 |
| Jul07 |
061019 |
66.400 |
66.400 |
65.850 |
66.150 |
-0.600 |
124 |
1,755 |
+10 |
| Aug07 |
061019 |
63.800 |
64.375 |
63.750 |
64.375 |
-0.225 |
129 |
1,457 |
+44 |
| Oct07 |
061019 |
57.500 |
57.700 |
57.250 |
57.700 |
-0.350 |
80 |
817 |
+34 |
| Total Volume and Open Interest |
18,507 |
170,757 |
-1,536 |
| Pork Bellies(CME) |
| Feb07 |
061019 |
87.775 |
88.200 |
87.250 |
87.500 |
-0.275 |
156 |
855 |
+21 |
| Mar07 |
061019 |
87.550 |
87.550 |
87.550 |
87.550 |
unch |
3 |
61 |
+3 |
| May07 |
061019 |
89.800 |
90.400 |
89.600 |
89.600 |
unch |
0 |
11 |
+0 |
| Jul07 |
061019 |
91.100 |
91.100 |
91.100 |
91.100 |
-0.100 |
0 |
1 |
+0 |
| Aug07 |
061019 |
91.150 |
91.150 |
91.150 |
91.150 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
159 |
929 |
+24 |
| Class III Milk(CME) |
| Oct06 |
061019 |
12.35 |
12.35 |
12.33 |
12.35 |
unch |
36 |
3,979 |
-5 |
| Nov06 |
061019 |
12.43 |
12.48 |
12.38 |
12.43 |
unch |
125 |
4,105 |
-40 |
| Dec06 |
061019 |
12.70 |
12.75 |
12.65 |
12.71 |
+0.01 |
213 |
3,744 |
-16 |
| Jan07 |
061019 |
12.73 |
12.84 |
12.65 |
12.84 |
+0.09 |
142 |
2,118 |
-20 |
| Feb07 |
061019 |
12.70 |
12.80 |
12.65 |
12.80 |
+0.05 |
146 |
1,789 |
+47 |
| Total Volume and Open Interest |
1,371 |
27,598 |
+181 |
| Cocoa(NYBOT) |
| Dec06 |
061019 |
1429 |
1445 |
1425 |
1443 |
+24 |
7,485 |
80,321 |
+1,825 |
| Mar07 |
061019 |
1462 |
1479 |
1462 |
1478 |
+24 |
4,390 |
32,955 |
+489 |
| May07 |
061019 |
1485 |
1502 |
1485 |
1501 |
+24 |
103 |
13,630 |
-88 |
| Jul07 |
061019 |
1522 |
1525 |
1511 |
1525 |
+24 |
135 |
6,144 |
+2 |
| Sep07 |
061019 |
1544 |
1549 |
1540 |
1549 |
+24 |
237 |
11,462 |
-15 |
| Dec07 |
061019 |
1559 |
1572 |
1559 |
1572 |
+21 |
530 |
8,623 |
-59 |
| Mar08 |
061019 |
1600 |
1600 |
1600 |
1600 |
+21 |
952 |
2,823 |
+607 |
| Total Volume and Open Interest |
13,932 |
159,547 |
+2,861 |
| Coffee "C"(NYBOT) |
| Dec06 |
061019 |
101.80 |
102.70 |
100.90 |
101.85 |
-0.40 |
6,547 |
70,398 |
-127 |
| Mar07 |
061019 |
105.40 |
106.70 |
105.25 |
105.85 |
-0.40 |
1,437 |
23,193 |
+335 |
| May07 |
061019 |
108.25 |
109.10 |
108.10 |
108.55 |
-0.35 |
389 |
4,834 |
-11 |
| Jul07 |
061019 |
110.60 |
111.35 |
110.60 |
111.05 |
-0.30 |
211 |
2,376 |
+20 |
| Sep07 |
061019 |
113.25 |
114.10 |
113.10 |
113.40 |
-0.30 |
231 |
2,166 |
+34 |
| Dec07 |
061019 |
116.00 |
117.30 |
116.00 |
116.35 |
-0.30 |
216 |
2,512 |
+42 |
| Total Volume and Open Interest |
9,206 |
110,868 |
+361 |
| Orange Juice(NYBOT) |
| Nov06 |
061019 |
192.50 |
192.50 |
190.50 |
192.05 |
-1.10 |
1,511 |
11,671 |
-306 |
| Jan07 |
061019 |
192.50 |
192.50 |
190.50 |
192.15 |
-0.85 |
1,945 |
16,854 |
+716 |
| Mar07 |
061019 |
192.50 |
192.50 |
190.75 |
191.65 |
-0.85 |
178 |
4,040 |
+17 |
| May07 |
061019 |
190.00 |
191.00 |
190.00 |
190.90 |
-0.55 |
442 |
972 |
+334 |
| Jul07 |
061019 |
190.65 |
190.65 |
190.65 |
190.65 |
-0.55 |
0 |
176 |
+0 |
| Total Volume and Open Interest |
4,082 |
33,847 |
+767 |
| Sugar #11(NYBOT) |
| Mar07 |
061019 |
11.60 |
12.05 |
11.47 |
11.59 |
unch |
50,052 |
252,354 |
+1,669 |
| May07 |
061019 |
12.05 |
12.10 |
11.62 |
11.74 |
unch |
11,969 |
63,265 |
+1,153 |
| Jul07 |
061019 |
12.10 |
12.10 |
11.65 |
11.76 |
unch |
8,732 |
55,040 |
+1,105 |
| Oct07 |
061019 |
12.22 |
12.22 |
11.83 |
11.94 |
+0.02 |
3,302 |
40,484 |
-283 |
| Mar08 |
061019 |
12.45 |
12.47 |
12.15 |
12.19 |
+0.02 |
2,066 |
26,633 |
+1,009 |
| Total Volume and Open Interest |
78,217 |
459,952 |
+4,825 |
| Sugar #14(NYBOT) |
| Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
| Jan07 |
061019 |
20.15 |
20.19 |
20.14 |
20.19 |
-0.01 |
474 |
2,306 |
-256 |
| Mar07 |
061019 |
20.28 |
20.28 |
20.28 |
20.28 |
-0.07 |
506 |
2,770 |
-245 |
| May07 |
061019 |
20.40 |
20.40 |
20.33 |
20.33 |
-0.02 |
25 |
2,198 |
+15 |
| Jul07 |
061019 |
20.60 |
20.60 |
20.55 |
20.56 |
-0.05 |
10 |
1,923 |
-10 |
| Total Volume and Open Interest |
1,125 |
11,211 |
-460 |
| London Cocoa(LCE) |
| Dec06 |
061019 |
818 |
830 |
814 |
825 |
+9 |
8,295 |
85,459 |
-1,335 |
| Mar07 |
061019 |
836 |
845 |
832 |
843 |
+10 |
5,103 |
51,363 |
+597 |
| May07 |
061019 |
847 |
856 |
847 |
856 |
+10 |
613 |
20,309 |
-115 |
| Jul07 |
061019 |
861 |
870 |
861 |
869 |
+10 |
280 |
13,534 |
-8 |
| Sep07 |
061019 |
874 |
881 |
874 |
881 |
+10 |
462 |
11,947 |
+361 |
| Dec07 |
061019 |
894 |
894 |
894 |
894 |
+10 |
134 |
13,319 |
-30 |
| Mar08 |
061019 |
906 |
906 |
906 |
906 |
+10 |
0 |
4,210 |
+0 |
| Total Volume and Open Interest |
14,887 |
201,752 |
-530 |
| London Coffee(LCE) |
| Nov06 |
061019 |
1483.00 |
1499.00 |
1467.00 |
1490.00 |
-10.00 |
5,440 |
42,438 |
-2,374 |
| Jan07 |
061019 |
1478.00 |
1494.00 |
1463.00 |
1485.00 |
-11.00 |
6,771 |
53,008 |
+3,322 |
| Mar07 |
061019 |
1450.00 |
1456.00 |
1427.00 |
1449.00 |
-14.00 |
2,059 |
33,139 |
+903 |
| May07 |
061019 |
1447.00 |
1460.00 |
1429.00 |
1451.00 |
-12.00 |
1,259 |
5,549 |
-129 |
| Jul07 |
061019 |
1431.00 |
1459.00 |
1431.00 |
1448.00 |
-17.00 |
658 |
3,329 |
+492 |
| Sep07 |
061019 |
1430.00 |
1464.00 |
1430.00 |
1447.00 |
-16.00 |
409 |
4,572 |
+350 |
| Total Volume and Open Interest |
16,599 |
142,514 |
+2,567 |
| London Sugar(LCE) |
| Oct06 |
060915 |
415.50 |
421.50 |
403.00 |
419.70 |
+3.20 |
4,076 |
7,716 |
-1,938 |
| Dec06 |
061019 |
404.30 |
410.50 |
396.50 |
400.00 |
-3.60 |
2,405 |
22,271 |
-704 |
| Mar07 |
061019 |
363.60 |
372.50 |
358.00 |
364.00 |
-1.50 |
2,356 |
22,971 |
+202 |
| May07 |
061019 |
356.00 |
362.00 |
353.50 |
356.50 |
-0.50 |
534 |
5,853 |
+166 |
| Aug07 |
061019 |
346.00 |
354.80 |
346.00 |
349.50 |
+0.50 |
236 |
3,248 |
-6 |
| Total Volume and Open Interest |
5,621 |
58,153 |
-302 |
| Cotton(NYBOT) |
| Dec06 |
061019 |
48.50 |
48.98 |
48.25 |
48.75 |
+0.42 |
8,277 |
118,106 |
-291 |
| Mar07 |
061019 |
51.50 |
52.10 |
51.43 |
51.95 |
+0.52 |
4,050 |
43,892 |
+1,303 |
| May07 |
061019 |
52.95 |
53.50 |
52.95 |
53.40 |
+0.53 |
450 |
6,022 |
+37 |
| Jul07 |
061019 |
54.35 |
54.60 |
54.05 |
54.60 |
+0.60 |
330 |
6,157 |
+114 |
| Oct07 |
061019 |
55.50 |
56.00 |
55.50 |
55.85 |
+0.55 |
8 |
94 |
+8 |
| Dec07 |
061019 |
56.75 |
57.00 |
56.55 |
56.55 |
+0.20 |
103 |
10,099 |
-4 |
| Total Volume and Open Interest |
13,269 |
185,674 |
+1,169 |
| Lumber(CME) |
| Nov06 |
061019 |
246.6 |
248.8 |
245.6 |
247.0 |
unch |
696 |
2,607 |
-126 |
| Jan07 |
061019 |
263.1 |
266.0 |
262.8 |
265.0 |
+0.5 |
599 |
3,477 |
+183 |
| Mar07 |
061019 |
279.5 |
279.5 |
277.7 |
278.4 |
-1.3 |
33 |
367 |
-15 |
| May07 |
061019 |
290.2 |
290.2 |
290.1 |
290.1 |
-0.4 |
6 |
23 |
+2 |
| Total Volume and Open Interest |
1,334 |
6,488 |
+44 |
| Crude Oil(NYM) |
| Nov06 |
061019 |
58.30 |
58.95 |
57.45 |
58.50 |
+0.85 |
130,289 |
69,162 |
-11,186 |
| Dec06 |
061019 |
60.05 |
61.00 |
59.20 |
60.50 |
+1.20 |
161,338 |
318,563 |
+8,504 |
| Jan07 |
061019 |
61.55 |
62.35 |
60.70 |
61.88 |
+1.11 |
26,931 |
112,265 |
+2,125 |
| Feb07 |
061019 |
62.75 |
63.00 |
62.60 |
62.86 |
+0.98 |
8,871 |
38,938 |
-316 |
| Mar07 |
061019 |
63.50 |
63.64 |
62.90 |
63.64 |
+0.89 |
8,404 |
37,132 |
-1,716 |
| Apr07 |
061019 |
63.50 |
64.50 |
63.50 |
64.32 |
+0.82 |
4,885 |
39,738 |
+160 |
| May07 |
061019 |
64.40 |
64.90 |
64.40 |
64.90 |
+0.74 |
4,511 |
32,922 |
+1,195 |
| Jun07 |
061019 |
65.60 |
65.60 |
64.75 |
65.40 |
+0.65 |
9,768 |
69,079 |
-2,505 |
| Jul07 |
061019 |
65.80 |
65.85 |
65.80 |
65.85 |
+0.59 |
966 |
16,992 |
-49 |
| Aug07 |
061019 |
66.26 |
66.26 |
66.26 |
66.26 |
+0.53 |
3,738 |
17,566 |
+1,309 |
| Sep07 |
061019 |
66.61 |
66.61 |
66.61 |
66.61 |
+0.47 |
5,069 |
17,197 |
+648 |
| Oct07 |
061019 |
66.92 |
66.92 |
66.92 |
66.92 |
+0.42 |
90 |
18,186 |
+21 |
| Nov07 |
061019 |
67.20 |
67.20 |
67.20 |
67.20 |
+0.37 |
4,096 |
14,551 |
-240 |
| Dec07 |
061019 |
67.05 |
67.75 |
67.00 |
67.45 |
+0.33 |
23,286 |
114,584 |
+2,237 |
| Jan08 |
061019 |
67.15 |
67.66 |
67.15 |
67.66 |
+0.29 |
800 |
15,806 |
+150 |
| Feb08 |
061019 |
67.84 |
67.84 |
67.84 |
67.84 |
+0.26 |
0 |
9,943 |
+0 |
| Total Volume and Open Interest |
408,882 |
1,182,933 |
-3,237 |
| Heating Oil(NYM) |
| Nov06 |
061019 |
171.00 |
172.50 |
166.80 |
172.01 |
+2.42 |
31,005 |
29,748 |
-2,678 |
| Dec06 |
061019 |
174.25 |
176.40 |
170.90 |
175.89 |
+2.71 |
24,856 |
70,547 |
+3,130 |
| Jan07 |
061019 |
178.50 |
181.25 |
177.10 |
180.64 |
+2.96 |
5,461 |
36,539 |
+185 |
| Feb07 |
061019 |
181.50 |
183.50 |
179.50 |
183.39 |
+2.96 |
2,242 |
18,340 |
+267 |
| Mar07 |
061019 |
181.70 |
183.59 |
179.00 |
183.59 |
+3.01 |
570 |
11,826 |
+231 |
| Apr07 |
061019 |
180.00 |
182.69 |
180.00 |
182.69 |
+3.11 |
384 |
10,413 |
+155 |
| May07 |
061019 |
179.10 |
181.74 |
179.10 |
181.74 |
+3.16 |
535 |
3,659 |
-10 |
| Jun07 |
061019 |
178.90 |
181.64 |
178.00 |
181.64 |
+3.16 |
1,483 |
18,788 |
+259 |
| Jul07 |
061019 |
179.90 |
182.64 |
179.90 |
182.64 |
+3.16 |
46 |
2,485 |
-2 |
| Aug07 |
061019 |
181.55 |
184.24 |
181.50 |
184.24 |
+3.16 |
30 |
2,243 |
+1 |
| Sep07 |
061019 |
183.90 |
186.54 |
183.90 |
186.54 |
+3.11 |
3 |
2,426 |
+2 |
| Oct07 |
061019 |
186.60 |
189.19 |
186.50 |
189.19 |
+3.06 |
5 |
1,322 |
+2 |
| Total Volume and Open Interest |
67,029 |
218,980 |
+1,691 |
| Unleaded Gas(NYM) |
| Nov06 |
061019 |
147.00 |
150.80 |
146.00 |
148.94 |
+1.91 |
11,414 |
13,107 |
-855 |
| Dec06 |
061019 |
149.60 |
152.00 |
148.50 |
150.99 |
+1.66 |
1,936 |
9,867 |
+137 |
| Jan07 |
061019 |
153.00 |
155.00 |
153.00 |
154.49 |
+1.46 |
452 |
4,319 |
+89 |
| Total Volume and Open Interest |
13,802 |
27,293 |
-629 |
| RBOB Gasoline(NYMEX) |
| Nov06 |
061019 |
150.00 |
156.00 |
149.19 |
152.50 |
+2.75 |
12,539 |
24,599 |
-2,133 |
| Dec06 |
061019 |
152.31 |
157.00 |
151.10 |
154.70 |
+2.55 |
5,768 |
26,846 |
+898 |
| Jan07 |
061019 |
156.45 |
158.56 |
155.10 |
158.56 |
+2.31 |
1,946 |
15,848 |
+332 |
| Feb07 |
061019 |
160.25 |
160.25 |
160.25 |
160.25 |
-3.00 |
588 |
3,520 |
+72 |
| Mar07 |
061019 |
165.00 |
165.00 |
165.00 |
165.00 |
+1.67 |
784 |
5,304 |
+334 |
| Apr07 |
061019 |
181.29 |
181.29 |
181.29 |
181.29 |
+3.21 |
436 |
4,838 |
+195 |
| May07 |
061019 |
184.29 |
184.29 |
184.29 |
184.29 |
+3.24 |
449 |
6,340 |
+137 |
| Jun07 |
061019 |
186.74 |
186.74 |
186.74 |
186.74 |
+2.23 |
668 |
4,237 |
+310 |
| Jul07 |
061019 |
186.75 |
186.85 |
186.75 |
186.85 |
+0.94 |
0 |
1,487 |
+0 |
| Aug07 |
061019 |
188.79 |
188.79 |
188.79 |
188.79 |
+3.21 |
92 |
966 |
+10 |
| Total Volume and Open Interest |
23,429 |
99,377 |
+314 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov06 |
061009 |
152.07 |
152.07 |
152.07 |
152.07 |
-5.36 |
|
|
|
| Dec06 |
061019 |
155.63 |
155.63 |
155.63 |
155.63 |
+3.80 |
|
|
|
| Jan07 |
061019 |
159.14 |
159.14 |
159.14 |
159.14 |
+3.11 |
|
|
|
| Feb07 |
061019 |
163.04 |
163.04 |
163.04 |
163.04 |
+3.16 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov06 |
061019 |
6.910 |
7.180 |
6.620 |
7.132 |
+0.325 |
46,890 |
60,579 |
-3,056 |
| Dec06 |
061019 |
7.870 |
8.100 |
7.690 |
8.032 |
+0.180 |
19,290 |
85,464 |
-200 |
| Jan07 |
061019 |
8.250 |
8.450 |
8.160 |
8.402 |
+0.135 |
7,071 |
68,262 |
+842 |
| Feb07 |
061019 |
8.300 |
8.480 |
8.180 |
8.427 |
+0.122 |
3,545 |
34,733 |
+978 |
| Mar07 |
061019 |
8.110 |
8.350 |
8.030 |
8.277 |
+0.107 |
4,963 |
95,605 |
+493 |
| Apr07 |
061019 |
7.750 |
7.800 |
7.550 |
7.762 |
+0.052 |
3,375 |
86,736 |
+35 |
| May07 |
061019 |
7.590 |
7.742 |
7.590 |
7.742 |
+0.050 |
2,133 |
25,753 |
-710 |
| Jun07 |
061019 |
7.650 |
7.823 |
7.650 |
7.823 |
+0.049 |
62 |
13,937 |
-5 |
| Jul07 |
061019 |
7.860 |
7.917 |
7.860 |
7.917 |
+0.048 |
67 |
11,604 |
+30 |
| Aug07 |
061019 |
7.880 |
7.977 |
7.840 |
7.977 |
+0.048 |
142 |
13,851 |
+53 |
| Sep07 |
061019 |
7.940 |
8.022 |
7.920 |
8.022 |
+0.045 |
116 |
11,416 |
-59 |
| Oct07 |
061019 |
7.940 |
8.100 |
7.940 |
8.100 |
+0.048 |
2,238 |
34,527 |
+947 |
| Nov07 |
061019 |
8.580 |
8.680 |
8.500 |
8.640 |
+0.033 |
178 |
20,438 |
+121 |
| Dec07 |
061019 |
9.050 |
9.227 |
9.050 |
9.210 |
+0.033 |
53 |
34,261 |
+6 |
| Jan08 |
061019 |
9.400 |
9.550 |
9.400 |
9.515 |
+0.013 |
66 |
30,291 |
-33 |
| Feb08 |
061019 |
9.505 |
9.505 |
9.505 |
9.505 |
+0.013 |
5 |
17,846 |
+3 |
| Total Volume and Open Interest |
92,215 |
939,759 |
-778 |
| Brent Crude Oil(ICE) |
| Dec06 |
061019 |
59.78 |
61.25 |
59.31 |
60.87 |
+1.29 |
92,739 |
128,518 |
-2,499 |
| Jan07 |
061019 |
61.11 |
62.35 |
60.54 |
62.00 |
+1.18 |
28,310 |
133,624 |
-358 |
| Feb07 |
061019 |
62.08 |
63.17 |
61.54 |
62.91 |
+1.08 |
12,451 |
34,579 |
-523 |
| Mar07 |
061019 |
63.07 |
63.90 |
62.65 |
63.66 |
+0.97 |
8,534 |
29,572 |
-611 |
| Apr07 |
061019 |
63.65 |
64.33 |
63.40 |
64.33 |
+0.86 |
6,547 |
22,196 |
-322 |
| May07 |
061019 |
64.91 |
64.91 |
64.91 |
64.91 |
+0.78 |
9,390 |
13,450 |
-3,414 |
| Jun07 |
061019 |
64.67 |
65.37 |
64.63 |
65.37 |
+0.67 |
18,860 |
40,158 |
+1,396 |
| Jul07 |
061019 |
65.78 |
65.78 |
65.78 |
65.78 |
+0.60 |
0 |
6,291 |
+1,289 |
| Aug07 |
061019 |
66.13 |
66.13 |
66.13 |
66.13 |
+0.52 |
0 |
3,613 |
+1,973 |
| Sep07 |
061019 |
66.46 |
66.46 |
66.46 |
66.46 |
+0.51 |
0 |
2,976 |
-218 |
| Oct07 |
061019 |
66.79 |
66.79 |
66.79 |
66.79 |
+0.51 |
0 |
2,552 |
+295 |
| Nov07 |
061019 |
67.04 |
67.04 |
67.04 |
67.04 |
+0.43 |
0 |
7,897 |
+0 |
| Dec07 |
061019 |
66.85 |
67.52 |
66.40 |
67.19 |
+0.34 |
11,110 |
42,459 |
-1,367 |
| Jan08 |
061019 |
67.40 |
67.40 |
67.40 |
67.40 |
+0.29 |
520 |
6,304 |
+0 |
| Total Volume and Open Interest |
193,164 |
517,985 |
-361 |
| Gas Oil(ICE) |
| Nov06 |
061019 |
541.25 |
545.25 |
531.50 |
534.75 |
-14.25 |
35,048 |
66,044 |
-1,559 |
| Dec06 |
061019 |
544.50 |
549.50 |
536.75 |
540.00 |
-13.50 |
22,223 |
68,593 |
+1,070 |
| Jan07 |
061019 |
555.00 |
555.25 |
545.00 |
547.00 |
-13.00 |
5,313 |
37,041 |
+247 |
| Feb07 |
061019 |
560.25 |
560.50 |
552.25 |
553.25 |
-12.50 |
1,160 |
19,437 |
-286 |
| Mar07 |
061019 |
559.00 |
559.00 |
559.00 |
559.00 |
-12.00 |
855 |
13,641 |
+54 |
| Apr07 |
061019 |
563.25 |
563.25 |
563.25 |
563.25 |
-11.25 |
1,661 |
7,526 |
+1,147 |
| May07 |
061019 |
567.75 |
567.75 |
567.75 |
567.75 |
-10.75 |
1,642 |
5,446 |
+1,410 |
| Jun07 |
061019 |
571.50 |
572.25 |
571.00 |
572.25 |
-10.25 |
2,804 |
21,999 |
-1,718 |
| Jul07 |
061019 |
577.25 |
577.25 |
577.25 |
577.25 |
-11.00 |
0 |
2,533 |
+0 |
| Aug07 |
061019 |
582.50 |
582.50 |
582.50 |
582.50 |
-11.50 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
71,992 |
280,921 |
+240 |
| US Dollar Index(NYBOT) |
| Dec06 |
061019 |
86.68 |
86.68 |
85.96 |
86.02 |
-0.65 |
2,507 |
35,250 |
+554 |
| Mar07 |
061019 |
86.06 |
86.08 |
85.70 |
85.73 |
-0.65 |
17 |
2,036 |
+5 |
| Jun07 |
061019 |
85.45 |
85.45 |
85.45 |
85.45 |
-0.65 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
2,524 |
37,304 |
+559 |
| Australian Dollar(CME) |
| Dec06 |
061019 |
75.55 |
75.89 |
75.55 |
75.87 |
+0.52 |
1,143 |
76,019 |
+2,687 |
| Mar07 |
061019 |
75.45 |
75.69 |
75.45 |
75.69 |
+0.51 |
0 |
584 |
+1 |
| Jun07 |
061019 |
75.55 |
75.55 |
75.55 |
75.55 |
+0.51 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
1,143 |
76,713 |
+2,688 |
| British Pound(CME) |
| Dec06 |
061019 |
187.00 |
188.05 |
186.91 |
187.91 |
+1.05 |
398 |
106,985 |
-846 |
| Mar07 |
061019 |
188.02 |
188.02 |
188.02 |
188.02 |
+1.06 |
1 |
734 |
+69 |
| Jun07 |
061019 |
188.02 |
188.02 |
188.02 |
188.02 |
+1.06 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
399 |
107,733 |
-777 |
| Canadian Dollar(CME) |
| Dec06 |
061019 |
88.20 |
88.95 |
88.14 |
88.87 |
+0.70 |
5,919 |
104,793 |
-3,196 |
| Mar07 |
061019 |
88.71 |
89.12 |
88.71 |
89.12 |
+0.70 |
5 |
1,639 |
+40 |
| Jun07 |
061019 |
88.78 |
89.39 |
88.78 |
89.39 |
+0.70 |
17 |
361 |
+12 |
| Sep07 |
061019 |
89.37 |
89.66 |
89.37 |
89.66 |
+0.70 |
0 |
203 |
+0 |
| Total Volume and Open Interest |
5,941 |
107,029 |
-3,144 |
| Japanese Yen(CME) |
| Dec06 |
061019 |
84.90 |
85.40 |
84.89 |
85.32 |
+0.52 |
7,765 |
256,608 |
+9,986 |
| Mar07 |
061019 |
86.36 |
86.36 |
86.36 |
86.36 |
+0.52 |
1 |
15,031 |
+176 |
| Jun07 |
061019 |
87.36 |
87.36 |
87.36 |
87.36 |
+0.52 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
7,766 |
271,737 |
+10,162 |
| Swiss Franc(CME) |
| Dec06 |
061019 |
79.46 |
80.12 |
79.36 |
80.00 |
+0.81 |
5,688 |
113,404 |
+8,648 |
| Mar07 |
061019 |
80.68 |
80.68 |
80.68 |
80.68 |
+0.81 |
23 |
293 |
+124 |
| Jun07 |
061019 |
81.37 |
81.37 |
81.37 |
81.37 |
+0.81 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
5,711 |
113,818 |
+8,772 |
| EuroFX(CME) |
| Dec06 |
061019 |
126.02 |
126.80 |
125.90 |
126.67 |
+0.93 |
2,211 |
153,952 |
+1,389 |
| Mar07 |
061019 |
127.25 |
127.25 |
127.20 |
127.20 |
+0.93 |
39 |
2,007 |
+110 |
| Jun07 |
061019 |
127.64 |
127.64 |
127.64 |
127.64 |
+0.93 |
0 |
74 |
+0 |
| Total Volume and Open Interest |
2,250 |
156,109 |
+1,499 |
| Mexican Peso(CME) |
| Nov06 |
061019 |
9232.0 |
9232.0 |
9232.0 |
9232.0 |
+25.0 |
0 |
20 |
+0 |
| Dec06 |
061019 |
9230.0 |
9240.0 |
9205.0 |
9222.0 |
+25.0 |
5,471 |
83,949 |
+1,841 |
| Total Volume and Open Interest |
5,471 |
85,948 |
+1,841 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061019 |
110~29 |
110~30 |
110~10 |
110~19 |
-0~06 |
322,481 |
712,713 |
-3,401 |
| Mar07 |
061019 |
110~12 |
110~18 |
110~09 |
110~16 |
-0~06 |
2,673 |
9,484 |
+1,457 |
| Jun07 |
061019 |
110~15 |
110~15 |
110~15 |
110~15 |
-0~06 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
325,154 |
722,219 |
-1,944 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061019 |
107~065 |
107~075 |
106~280 |
107~010 |
-0~040 |
1,007,586 |
2,380,830 |
+21,553 |
| Mar07 |
061019 |
107~065 |
107~065 |
106~295 |
107~015 |
-0~040 |
3,594 |
75,719 |
+1,531 |
| Total Volume and Open Interest |
1,011,180 |
2,456,551 |
+23,084 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061019 |
104~270 |
104~290 |
104~235 |
104~270 |
-0~015 |
415,257 |
0 |
+0 |
| Mar07 |
061019 |
104~295 |
104~295 |
104~285 |
104~285 |
-0~025 |
0 |
94 |
+0 |
| Total Volume and Open Interest |
415,257 |
94 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec06 |
061019 |
101~117 |
101~120 |
101~112 |
101~116 |
-0~004 |
1,738 |
690,424 |
+6,058 |
| Mar07 |
061019 |
102~008 |
102~008 |
102~008 |
102~008 |
-0~004 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
1,738 |
690,434 |
+6,058 |
| Eurodollars(CME) |
| Dec06 |
061019 |
94.610 |
94.610 |
94.600 |
94.605 |
-0.005 |
32,881 |
1,368,886 |
-47,729 |
| Mar07 |
061019 |
94.680 |
94.685 |
94.670 |
94.675 |
-0.020 |
23,485 |
1,374,532 |
+6,564 |
| Jun07 |
061019 |
94.810 |
94.835 |
94.790 |
94.805 |
-0.020 |
27,586 |
1,186,508 |
-10,499 |
| Sep07 |
061019 |
94.945 |
94.960 |
94.920 |
94.940 |
-0.020 |
10,736 |
1,071,022 |
+4,716 |
| Dec07 |
061019 |
95.020 |
95.035 |
95.000 |
95.015 |
-0.020 |
20,890 |
1,126,706 |
-3,018 |
| Mar08 |
061019 |
95.040 |
95.055 |
95.020 |
95.030 |
-0.025 |
21,894 |
772,514 |
+17,526 |
| Jun08 |
061019 |
95.025 |
95.035 |
95.005 |
95.015 |
-0.025 |
13,011 |
531,231 |
+2,690 |
| Sep08 |
061019 |
95.005 |
95.020 |
94.985 |
94.995 |
-0.025 |
13,393 |
411,339 |
+1,427 |
| Dec08 |
061019 |
94.975 |
94.985 |
94.955 |
94.970 |
-0.020 |
7,098 |
345,243 |
+1,275 |
| Mar09 |
061019 |
94.950 |
94.960 |
94.940 |
94.950 |
-0.020 |
10,381 |
335,954 |
+2,329 |
| Jun09 |
061019 |
94.925 |
94.935 |
94.910 |
94.925 |
-0.020 |
6,036 |
221,400 |
-2,027 |
| Sep09 |
061019 |
94.900 |
94.915 |
94.890 |
94.900 |
-0.020 |
6,174 |
146,685 |
+1,076 |
| Dec09 |
061019 |
94.855 |
94.870 |
94.855 |
94.860 |
-0.020 |
3,167 |
135,666 |
+1,446 |
| Mar10 |
061019 |
94.845 |
94.850 |
94.830 |
94.840 |
-0.020 |
4,843 |
121,607 |
-253 |
| Jun10 |
061019 |
94.805 |
94.820 |
94.805 |
94.810 |
-0.020 |
2,664 |
102,643 |
+1,444 |
| Sep10 |
061019 |
94.775 |
94.790 |
94.775 |
94.780 |
-0.020 |
3,898 |
92,071 |
+2,429 |
| Dec10 |
061019 |
94.740 |
94.750 |
94.725 |
94.740 |
-0.020 |
2,774 |
99,259 |
+1,025 |
| Mar11 |
061019 |
94.725 |
94.740 |
94.725 |
94.725 |
-0.020 |
2,027 |
53,428 |
-178 |
| Total Volume and Open Interest |
216,264 |
9,712,061 |
-19,090 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061019 |
99.41 |
99.42 |
99.41 |
99.41 |
-0.01 |
217 |
21,069 |
-117 |
| Mar07 |
061019 |
99.26 |
99.27 |
99.26 |
99.26 |
-0.02 |
336 |
11,820 |
+329 |
| Jun07 |
061019 |
99.14 |
99.14 |
99.13 |
99.14 |
-0.01 |
64 |
8,285 |
-952 |
| Sep07 |
061019 |
99.01 |
99.02 |
99.01 |
99.02 |
-0.02 |
440 |
2,594 |
-139 |
| Dec07 |
061019 |
98.91 |
98.92 |
98.91 |
98.92 |
-0.02 |
87 |
7,163 |
-118 |
| Mar08 |
061019 |
98.82 |
98.82 |
98.82 |
98.82 |
-0.02 |
27 |
3,193 |
-4 |
| Jun08 |
061019 |
98.72 |
98.72 |
98.72 |
98.72 |
-0.03 |
30 |
297 |
+28 |
| Sep08 |
061019 |
98.64 |
98.64 |
98.64 |
98.64 |
-0.03 |
0 |
1 |
+0 |
| Dec08 |
061019 |
98.53 |
98.53 |
98.53 |
98.53 |
-0.03 |
0 |
8 |
+2 |
| Mar09 |
061019 |
98.40 |
98.40 |
98.40 |
98.40 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
1,201 |
54,430 |
-971 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061019 |
99.42 |
99.42 |
99.40 |
99.41 |
-0.01 |
5,373 |
86,682 |
-4,517 |
| Mar07 |
061019 |
99.27 |
99.27 |
99.25 |
99.26 |
-0.02 |
4,890 |
74,042 |
+1,631 |
| Jun07 |
061019 |
99.15 |
99.15 |
99.12 |
99.14 |
-0.01 |
2,785 |
38,393 |
-1,023 |
| Sep07 |
061019 |
99.04 |
99.04 |
99.00 |
99.02 |
-0.02 |
1,814 |
29,463 |
+196 |
| Dec07 |
061019 |
98.93 |
98.93 |
98.90 |
98.92 |
-0.02 |
1,207 |
47,507 |
-529 |
| Mar08 |
061019 |
98.82 |
98.82 |
98.81 |
98.82 |
-0.02 |
825 |
26,992 |
+1,208 |
| Jun08 |
061019 |
98.72 |
98.73 |
98.71 |
98.73 |
-0.02 |
750 |
7,617 |
+217 |
| Sep08 |
061019 |
98.62 |
98.64 |
98.62 |
98.64 |
-0.03 |
196 |
1,310 |
+196 |
| Total Volume and Open Interest |
17,840 |
313,543 |
-2,619 |
| German Euro-Bund(EUREX) |
| Dec06 |
061019 |
117.14 |
117.25 |
116.86 |
116.92 |
-0.26 |
1,171,175 |
1,480,677 |
+22,197 |
| Mar07 |
061019 |
117.31 |
117.36 |
117.00 |
117.06 |
-0.27 |
367 |
7,540 |
+203 |
| Jun07 |
061019 |
116.52 |
116.52 |
116.52 |
116.52 |
-0.26 |
240 |
3 |
+0 |
| Total Volume and Open Interest |
1,171,782 |
1,488,220 |
+22,400 |
| German Euro-Bobl(EUREX) |
| Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
| Mar07 |
061019 |
109.75 |
109.75 |
109.64 |
109.64 |
-0.11 |
138 |
5,688 |
+0 |
| Jun07 |
061019 |
107.93 |
107.93 |
107.93 |
107.93 |
-0.11 |
|
|
|
| Total Volume and Open Interest |
452,643 |
926,506 |
+8,582 |
| Long Gilt(LIFFE) |
| Dec06 |
061019 |
109~03 |
109~07 |
108~28 |
108~29 |
-0~04 |
73,382 |
242,044 |
-1,354 |
| Mar07 |
061019 |
108~26 |
108~26 |
108~26 |
108~26 |
-0~04 |
|
|
|
| Total Volume and Open Interest |
73,382 |
242,072 |
-1,354 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061019 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.01 |
41,661 |
396,135 |
+7,474 |
| Mar07 |
061019 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.02 |
63,704 |
446,239 |
+3,157 |
| Jun07 |
061019 |
94.63 |
94.63 |
94.63 |
94.63 |
+0.02 |
65,745 |
378,154 |
-2,791 |
| Total Volume and Open Interest |
284,770 |
2,118,368 |
+12,397 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061019 |
96.305 |
96.315 |
96.300 |
96.300 |
-0.005 |
64,257 |
698,006 |
-6,888 |
| Mar07 |
061019 |
96.195 |
96.210 |
96.175 |
96.180 |
-0.015 |
122,100 |
660,185 |
+3,567 |
| Jun07 |
061019 |
96.165 |
96.185 |
96.140 |
96.145 |
-0.025 |
162,918 |
554,616 |
+1,854 |
| Total Volume and Open Interest |
602,131 |
3,429,168 |
-4,753 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061019 |
93.60 |
93.61 |
93.60 |
93.61 |
unch |
8,339 |
159,337 |
-7,497 |
| Mar07 |
061019 |
93.54 |
93.55 |
93.53 |
93.55 |
-0.01 |
15,945 |
298,296 |
-12,680 |
| Jun07 |
061019 |
93.56 |
93.57 |
93.55 |
93.56 |
-0.01 |
6,522 |
99,851 |
-1,660 |
| Sep07 |
061019 |
93.59 |
93.59 |
93.58 |
93.59 |
-0.01 |
2,465 |
51,663 |
-269 |
| Dec07 |
061019 |
93.60 |
93.61 |
93.60 |
93.61 |
-0.01 |
1,067 |
32,275 |
+25 |
| Mar08 |
061019 |
93.62 |
93.63 |
93.61 |
93.63 |
unch |
170 |
17,279 |
-75 |
| Jun08 |
061019 |
93.61 |
93.63 |
93.61 |
93.63 |
-0.01 |
150 |
15,841 |
-252 |
| Sep08 |
061019 |
93.63 |
93.63 |
93.63 |
93.63 |
-0.01 |
0 |
7,247 |
+81 |
| Dec08 |
061019 |
93.63 |
93.63 |
93.63 |
93.63 |
-0.01 |
0 |
2,971 |
+0 |
| Mar09 |
061019 |
93.63 |
93.63 |
93.63 |
93.63 |
unch |
0 |
1,875 |
+0 |
| Total Volume and Open Interest |
34,658 |
687,790 |
-22,327 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061019 |
94.26 |
94.29 |
94.26 |
94.29 |
+0.01 |
22,153 |
440,709 |
-14,211 |
| Mar07 |
061019 |
94.29 |
94.29 |
94.29 |
94.29 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
22,153 |
440,709 |
-14,211 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061019 |
94.04 |
94.06 |
94.04 |
94.06 |
unch |
31,548 |
584,092 |
-28,870 |
| Mar07 |
061019 |
94.06 |
94.06 |
94.06 |
94.06 |
unch |
|
|
|
| Total Volume and Open Interest |
31,548 |
584,092 |
-28,870 |
| Gold(CMX) |
| Oct06 |
061019 |
599.0 |
599.0 |
599.0 |
599.0 |
+10.1 |
18 |
29 |
-110 |
| Dec06 |
061019 |
590.0 |
604.0 |
589.2 |
602.5 |
+9.9 |
24,851 |
191,977 |
+54 |
| Feb07 |
061019 |
597.0 |
610.5 |
597.0 |
608.5 |
+10.0 |
1,413 |
32,369 |
+470 |
| Apr07 |
061019 |
612.0 |
616.0 |
612.0 |
614.4 |
+10.2 |
46 |
7,038 |
+5 |
| Jun07 |
061019 |
611.3 |
621.0 |
611.3 |
620.1 |
+10.3 |
581 |
22,283 |
+268 |
| Aug07 |
061019 |
625.8 |
625.8 |
625.8 |
625.8 |
+10.4 |
11 |
1,814 |
+5 |
| Oct07 |
061019 |
631.5 |
631.5 |
631.5 |
631.5 |
+10.5 |
521 |
12,198 |
+518 |
| Dec07 |
061019 |
625.0 |
638.5 |
625.0 |
637.2 |
+10.6 |
1,701 |
31,316 |
+1,045 |
| Feb08 |
061019 |
642.8 |
642.8 |
642.8 |
642.8 |
+10.7 |
25 |
2,301 |
-25 |
| Apr08 |
061019 |
648.4 |
648.4 |
648.4 |
648.4 |
+10.9 |
125 |
1,190 |
+25 |
| Jun08 |
061019 |
654.0 |
654.0 |
654.0 |
654.0 |
+11.0 |
25 |
6,210 |
-25 |
| Aug08 |
061019 |
659.6 |
659.6 |
659.6 |
659.6 |
+11.1 |
|
|
|
| Total Volume and Open Interest |
29,317 |
332,105 |
+2,230 |
| Silver(CMX) |
| Dec06 |
061019 |
1172.0 |
1217.0 |
1172.0 |
1216.0 |
+34.0 |
8,860 |
65,815 |
+640 |
| Mar07 |
061019 |
1192.0 |
1237.0 |
1192.0 |
1232.6 |
+34.6 |
349 |
17,654 |
+158 |
| May07 |
061019 |
1241.3 |
1241.3 |
1241.3 |
1241.3 |
+35.1 |
0 |
4,040 |
+0 |
| Jul07 |
061019 |
1249.7 |
1249.7 |
1249.7 |
1249.7 |
+35.5 |
34 |
8,359 |
-3 |
| Sep07 |
061019 |
1256.1 |
1256.1 |
1256.1 |
1256.1 |
+35.5 |
0 |
1,932 |
+0 |
| Dec07 |
061019 |
1225.0 |
1272.0 |
1225.0 |
1261.8 |
+35.5 |
3 |
4,748 |
+0 |
| Mar08 |
061019 |
611.8 |
611.8 |
611.8 |
611.8 |
+35.5 |
0 |
131 |
+0 |
| Total Volume and Open Interest |
9,261 |
107,700 |
+810 |
| Platinum(NYM) |
| Oct06 |
061019 |
1091.3 |
1091.3 |
1091.3 |
1091.3 |
+1.7 |
1 |
30 |
-1 |
| Jan07 |
061019 |
1085.0 |
1094.8 |
1082.5 |
1094.8 |
+1.7 |
442 |
7,261 |
+27 |
| Apr07 |
061019 |
1099.8 |
1099.8 |
1099.8 |
1099.8 |
+1.7 |
1 |
17 |
+0 |
| Jul07 |
061019 |
449.4 |
449.4 |
449.4 |
449.4 |
+1.7 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
444 |
7,314 |
+26 |
| Palladium(NYME) |
| Dec06 |
061019 |
328.00 |
338.00 |
327.00 |
337.40 |
+4.90 |
1,425 |
11,654 |
+353 |
| Mar07 |
061019 |
335.00 |
342.40 |
335.00 |
342.40 |
+4.90 |
0 |
164 |
+0 |
| Jun07 |
061019 |
347.90 |
347.90 |
347.90 |
347.90 |
+4.90 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
1,425 |
11,851 |
+353 |
| Copper(CMX) |
| Dec06 |
061019 |
349.25 |
352.00 |
347.60 |
350.95 |
+1.35 |
4,946 |
52,260 |
+280 |
| Mar07 |
061019 |
346.75 |
348.75 |
345.00 |
348.25 |
+1.55 |
725 |
7,277 |
+318 |
| May07 |
061019 |
343.00 |
343.75 |
343.00 |
343.75 |
+1.80 |
474 |
2,297 |
+427 |
| Jul07 |
061019 |
338.50 |
338.50 |
337.50 |
337.50 |
+2.00 |
36 |
1,455 |
+7 |
| Sep07 |
061019 |
330.50 |
330.50 |
330.50 |
330.50 |
+2.00 |
0 |
572 |
+0 |
| Total Volume and Open Interest |
6,653 |
73,643 |
+930 |
| Aluminum(CMX) |
| Oct06 |
061019 |
124.30 |
124.30 |
124.30 |
124.30 |
+1.55 |
4 |
8 |
+0 |
| Nov06 |
061019 |
125.25 |
125.25 |
125.25 |
125.25 |
+1.75 |
4 |
145 |
+4 |
| Dec06 |
061019 |
125.75 |
125.75 |
125.75 |
125.75 |
+1.75 |
0 |
593 |
+0 |
| Jan07 |
061019 |
124.60 |
124.60 |
124.60 |
124.60 |
+1.75 |
0 |
10 |
+0 |
| Feb07 |
061019 |
123.60 |
123.60 |
123.60 |
123.60 |
+1.70 |
|
|
|
| Mar07 |
061019 |
122.60 |
122.60 |
122.60 |
122.60 |
+1.65 |
|
|
|
| Total Volume and Open Interest |
9 |
816 |
+6 |
| DJIA Index(CBOT) |
| Dec06 |
061019 |
12044 |
12080 |
12012 |
12059 |
+19 |
7,756 |
62,310 |
+317 |
| Mar07 |
061019 |
12120 |
12142 |
12110 |
12142 |
+19 |
4 |
83 |
+2 |
| Jun07 |
061019 |
12229 |
12229 |
12229 |
12229 |
+19 |
0 |
1 |
+0 |
| Sep07 |
061019 |
12314 |
12314 |
12314 |
12314 |
+19 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
7,760 |
62,396 |
+319 |
| S & P 500(CME) |
| Dec06 |
061019 |
1370.50 |
1375.20 |
1369.00 |
1374.30 |
+1.80 |
26,847 |
595,724 |
+2,025 |
| Mar07 |
061019 |
1385.00 |
1385.90 |
1383.50 |
1385.90 |
+1.80 |
840 |
7,057 |
+391 |
| Jun07 |
061019 |
1397.70 |
1397.70 |
1397.70 |
1397.70 |
+1.60 |
0 |
4,686 |
+0 |
| Sep07 |
061019 |
1408.00 |
1410.20 |
1408.00 |
1410.20 |
+1.60 |
0 |
1,493 |
+0 |
| Total Volume and Open Interest |
27,687 |
609,251 |
+2,416 |
| S & P 500 E-Mini(Globex) |
| Dec06 |
061019 |
1372.75 |
1375.50 |
1369.00 |
1374.25 |
+1.75 |
1,447,105 |
1,562,824 |
+13,297 |
| Mar07 |
061019 |
1383.25 |
1386.00 |
1380.50 |
1386.00 |
+2.00 |
1,132 |
8,365 |
+419 |
| Total Volume and Open Interest |
1,448,237 |
1,571,189 |
+13,716 |
| NASDAQ 100(CME) |
| Dec06 |
061019 |
1709.00 |
1726.00 |
1704.50 |
1722.80 |
+7.80 |
5,254 |
54,238 |
+521 |
| Mar07 |
061019 |
1743.80 |
1743.80 |
1743.80 |
1743.80 |
+7.80 |
0 |
5 |
+0 |
| Jun07 |
061019 |
1761.80 |
1761.80 |
1761.80 |
1761.80 |
+7.80 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
5,254 |
54,248 |
+521 |
| NASDAQ 100 E-Mini(Globex) |
| Dec06 |
061019 |
1715.80 |
1726.30 |
1704.50 |
1722.80 |
+7.80 |
393,767 |
482,004 |
-3,705 |
| Mar07 |
061019 |
1726.80 |
1744.80 |
1726.80 |
1743.80 |
+7.80 |
21 |
426 |
+12 |
| Total Volume and Open Interest |
393,788 |
482,430 |
-3,693 |
| S & P Midcap 400(CME) |
| Dec06 |
061019 |
786.00 |
791.90 |
786.00 |
791.90 |
+4.20 |
339 |
8,398 |
+37 |
| Mar07 |
061019 |
798.90 |
798.90 |
798.90 |
798.90 |
+4.20 |
|
|
|
| Jun07 |
061019 |
805.90 |
805.90 |
805.90 |
805.90 |
+4.20 |
|
|
|
| Total Volume and Open Interest |
339 |
8,398 |
+37 |
| Russell 2000(CME) |
| Dec06 |
061019 |
766.75 |
773.50 |
765.70 |
773.20 |
+4.40 |
921 |
36,159 |
+462 |
| Mar07 |
061019 |
779.70 |
779.70 |
779.70 |
779.70 |
+4.40 |
0 |
34 |
+0 |
| Jun07 |
061019 |
786.20 |
786.20 |
786.20 |
786.20 |
+4.40 |
|
|
|
| Total Volume and Open Interest |
923 |
36,200 |
+464 |
| Russell 2000 E-Mini(Globex) |
| Dec06 |
061019 |
768.90 |
773.80 |
765.20 |
773.20 |
+4.40 |
213,173 |
410,237 |
-5,420 |
| Mar07 |
061019 |
780.00 |
780.30 |
777.10 |
779.70 |
+4.40 |
135 |
323 |
+7 |
| Total Volume and Open Interest |
213,308 |
410,560 |
-5,413 |
| Value Line(KCBT) |
| Dec06 |
061019 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec06 |
061019 |
16565 |
16610 |
16525 |
16575 |
-125 |
|
|
|
| Mar07 |
061019 |
16600 |
16600 |
16600 |
16600 |
-125 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SGX) |
| Dec06 |
061019 |
16695 |
16710 |
16500 |
16535 |
-125 |
62,615 |
247,631 |
-3,088 |
| Mar07 |
061019 |
16570 |
16690 |
16525 |
16570 |
-100 |
1 |
64 |
+0 |
| Jun07 |
061019 |
16515 |
16515 |
16515 |
16515 |
-100 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
62,616 |
247,950 |
-3,088 |
| CAC 40(EURONEXT) |
| Oct06 |
061019 |
5334.0 |
5380.0 |
5328.5 |
5358.0 |
-1.5 |
254,304 |
545,342 |
+8,275 |
| Nov06 |
061019 |
5346.5 |
5392.5 |
5342.0 |
5371.0 |
-1.0 |
156,640 |
273,236 |
+116,164 |
| Dec06 |
061019 |
5351.0 |
5391.0 |
5345.5 |
5372.5 |
-1.0 |
4,394 |
83,139 |
+362 |
| Total Volume and Open Interest |
415,342 |
902,011 |
+124,797 |
| Hang Seng Index(HKFE) |
| Oct06 |
061019 |
18047 |
18062 |
17925 |
17964 |
-71 |
52,881 |
120,496 |
+836 |
| Nov06 |
061019 |
18048 |
18062 |
17930 |
17973 |
-64 |
2,752 |
5,835 |
+1,080 |
| Dec06 |
061019 |
18051 |
18095 |
17975 |
18007 |
-70 |
111 |
1,628 |
+27 |
| Total Volume and Open Interest |
55,922 |
128,324 |
+1,920 |
| DAX(EUREX) |
| Dec06 |
061019 |
6193.0 |
6237.5 |
6181.5 |
6215.0 |
-4.5 |
165,843 |
226,541 |
+6,664 |
| Mar07 |
061019 |
6247.5 |
6295.0 |
6240.0 |
6273.0 |
-4.5 |
476 |
7,465 |
-67 |
| Jun07 |
061019 |
6310.0 |
6350.5 |
6309.0 |
6333.5 |
-4.5 |
492 |
2,046 |
+25 |
| Total Volume and Open Interest |
166,811 |
236,052 |
+6,622 |
| FT-SE 100(EURONEXT) |
| Dec06 |
061019 |
6151.50 |
6203.00 |
6125.00 |
6173.00 |
+3.00 |
74,568 |
516,272 |
+4,263 |
| Mar07 |
061019 |
6167.00 |
6219.50 |
6154.50 |
6192.50 |
+3.50 |
107 |
2,882 |
+84 |
| Jun07 |
061019 |
6214.00 |
6214.00 |
6214.00 |
6214.00 |
+3.00 |
0 |
1,751 |
+0 |
| Total Volume and Open Interest |
74,675 |
521,408 |
+4,347 |
| SPI 200(SFE) |
| Dec06 |
061019 |
5330.0 |
5338.0 |
5280.0 |
5301.0 |
-20.0 |
16,217 |
267,985 |
-4,429 |
| Mar07 |
061019 |
5298.0 |
5312.0 |
5298.0 |
5312.0 |
-21.0 |
103 |
3,063 |
+8 |
| Jun07 |
061019 |
5342.0 |
5342.0 |
5342.0 |
5342.0 |
-20.0 |
6 |
2,518 |
-58 |
| Total Volume and Open Interest |
16,384 |
276,619 |
-4,437 |
| GSCI(CME) |
| Nov06 |
061019 |
437.40 |
440.20 |
433.85 |
439.50 |
+5.50 |
202 |
20,319 |
+26 |
| Dec06 |
061019 |
449.00 |
449.00 |
449.00 |
449.00 |
+6.00 |
0 |
1 |
+0 |
| Jan07 |
061019 |
452.50 |
452.50 |
452.50 |
452.50 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
202 |
20,320 |
+26 |
| Reuters CRB Index(NYBOT) |
| Nov06 |
061019 |
381.50 |
382.50 |
381.50 |
382.50 |
+2.75 |
25 |
302 |
-2 |
| Jan07 |
061019 |
386.00 |
386.00 |
384.50 |
385.50 |
+2.75 |
2 |
424 |
+1 |
| Feb07 |
061019 |
385.50 |
385.50 |
385.50 |
385.50 |
+2.75 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
27 |
936 |
-1 |
|
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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