|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Mon October 23, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov06 |
061023 |
605.00 |
618.25 |
603.50 |
617.50 |
+11.00 |
34,685 |
110,708 |
-8,509 |
| Jan07 |
061023 |
618.25 |
631.50 |
616.50 |
630.50 |
+10.25 |
17,144 |
158,045 |
+1,675 |
| Mar07 |
061023 |
625.50 |
638.50 |
625.00 |
637.75 |
+9.75 |
6,396 |
36,107 |
+454 |
| May07 |
061023 |
632.00 |
645.00 |
631.00 |
644.00 |
+9.50 |
3,712 |
23,057 |
-356 |
| Jul07 |
061023 |
641.00 |
653.00 |
640.00 |
652.50 |
+9.50 |
1,859 |
24,315 |
+496 |
| Aug07 |
061023 |
650.00 |
657.00 |
650.00 |
656.00 |
+10.00 |
13 |
468 |
+3 |
| Sep07 |
061023 |
645.00 |
657.00 |
645.00 |
657.00 |
+7.00 |
25 |
200 |
+23 |
| Total Volume and Open Interest |
64,911 |
390,688 |
-5,984 |
| Soybean Meal(CBOT) |
| Dec06 |
061023 |
178.80 |
184.00 |
178.50 |
182.90 |
+2.50 |
15,100 |
76,882 |
+1,364 |
| Jan07 |
061023 |
180.50 |
184.70 |
179.50 |
183.30 |
+1.90 |
3,762 |
22,537 |
-498 |
| Mar07 |
061023 |
182.50 |
186.50 |
181.70 |
185.30 |
+2.40 |
4,439 |
24,977 |
+272 |
| May07 |
061023 |
184.20 |
187.90 |
183.70 |
187.40 |
+2.20 |
2,184 |
27,462 |
-540 |
| Jul07 |
061023 |
186.00 |
190.10 |
185.50 |
189.20 |
+2.80 |
2,334 |
27,643 |
+666 |
| Aug07 |
061023 |
187.30 |
191.20 |
187.30 |
190.10 |
+3.10 |
636 |
6,616 |
+62 |
| Sep07 |
061023 |
188.50 |
192.20 |
188.50 |
191.50 |
+3.70 |
132 |
3,670 |
+28 |
| Oct07 |
061023 |
189.50 |
192.00 |
189.00 |
191.20 |
+3.30 |
21 |
2,382 |
+2 |
| Total Volume and Open Interest |
28,722 |
200,505 |
+1,371 |
| Soybean Oil(CBOT) |
| Dec06 |
061023 |
26.05 |
26.60 |
25.98 |
26.56 |
+0.39 |
13,595 |
79,714 |
-2,222 |
| Jan07 |
061023 |
26.38 |
26.88 |
26.34 |
26.85 |
+0.31 |
2,920 |
71,242 |
+796 |
| Mar07 |
061023 |
26.73 |
27.18 |
26.67 |
27.18 |
+0.33 |
3,097 |
23,098 |
+628 |
| May07 |
061023 |
27.10 |
27.55 |
27.00 |
27.55 |
+0.38 |
1,113 |
30,833 |
+570 |
| Jul07 |
061023 |
27.40 |
27.88 |
27.35 |
27.88 |
+0.38 |
997 |
21,421 |
+806 |
| Aug07 |
061023 |
27.60 |
28.00 |
27.55 |
28.00 |
+0.37 |
40 |
3,766 |
-1 |
| Sep07 |
061023 |
27.75 |
28.10 |
27.75 |
28.10 |
+0.35 |
403 |
2,486 |
+322 |
| Oct07 |
061023 |
28.22 |
28.22 |
28.22 |
28.22 |
+0.34 |
197 |
2,595 |
+162 |
| Total Volume and Open Interest |
22,574 |
255,241 |
+1,102 |
| Canola(WCE) |
| Nov06 |
061023 |
319.2 |
323.5 |
316.5 |
321.4 |
+0.9 |
1,935 |
11,980 |
-912 |
| Jan07 |
061023 |
336.3 |
336.3 |
325.9 |
330.8 |
+0.9 |
5,845 |
48,978 |
+2,245 |
| Mar07 |
061023 |
333.9 |
337.5 |
331.4 |
337.0 |
+1.1 |
234 |
3,851 |
-54 |
| May07 |
061023 |
337.2 |
342.4 |
336.2 |
341.8 |
+1.6 |
1,123 |
2,586 |
-255 |
| Jul07 |
061023 |
341.0 |
346.5 |
339.1 |
345.5 |
+2.2 |
1,053 |
7,466 |
+8 |
| Total Volume and Open Interest |
10,351 |
81,945 |
+1,089 |
| Corn(CBOT) |
| Dec06 |
061023 |
308.00 |
320.25 |
307.25 |
318.25 |
+5.50 |
37,389 |
556,178 |
-4,130 |
| Mar07 |
061023 |
319.75 |
332.50 |
319.50 |
330.25 |
+5.50 |
19,471 |
266,470 |
+5,314 |
| May07 |
061023 |
327.50 |
338.50 |
327.25 |
336.75 |
+5.25 |
4,000 |
52,813 |
+614 |
| Jul07 |
061023 |
332.50 |
343.50 |
332.50 |
342.50 |
+6.00 |
6,775 |
129,233 |
+954 |
| Sep07 |
061023 |
325.75 |
335.00 |
325.50 |
335.00 |
+5.50 |
1,463 |
24,787 |
+506 |
| Dec07 |
061023 |
323.50 |
335.50 |
323.00 |
334.75 |
+6.00 |
10,828 |
181,050 |
+1,369 |
| Total Volume and Open Interest |
83,113 |
1,309,489 |
+5,681 |
| Wheat(CBOT) |
| Dec06 |
061023 |
503.00 |
521.50 |
499.00 |
517.00 |
+12.00 |
13,634 |
245,469 |
-2,329 |
| Mar07 |
061023 |
517.00 |
534.50 |
513.50 |
531.50 |
+7.00 |
7,842 |
79,765 |
-773 |
| May07 |
061023 |
498.00 |
511.00 |
498.00 |
510.00 |
+8.50 |
375 |
6,437 |
+164 |
| Jul07 |
061023 |
461.00 |
470.00 |
461.00 |
469.50 |
+3.50 |
3,359 |
76,554 |
+1,155 |
| Sep07 |
061023 |
460.00 |
468.00 |
460.00 |
468.00 |
+6.00 |
287 |
1,784 |
-12 |
| Total Volume and Open Interest |
27,143 |
472,957 |
-1,055 |
| Wheat(KCBT) |
| Dec06 |
061023 |
528.00 |
544.00 |
526.00 |
542.25 |
+11.25 |
5,674 |
64,805 |
-362 |
| Mar07 |
061023 |
540.00 |
555.25 |
538.00 |
551.00 |
+7.75 |
2,703 |
26,630 |
+484 |
| May07 |
061023 |
523.00 |
540.00 |
522.00 |
539.50 |
+14.50 |
76 |
1,730 |
-73 |
| Jul07 |
061023 |
483.00 |
486.00 |
481.00 |
481.50 |
-3.00 |
1,800 |
26,792 |
-1,804 |
| Sep07 |
061023 |
481.00 |
483.00 |
479.00 |
482.00 |
-2.00 |
118 |
2,687 |
+11 |
| Total Volume and Open Interest |
10,461 |
131,940 |
-3,282 |
| Wheat(MGE) |
| Dec06 |
061023 |
507.00 |
519.50 |
505.00 |
518.25 |
+8.50 |
2,738 |
20,747 |
-480 |
| Mar07 |
061023 |
525.00 |
536.00 |
520.00 |
536.00 |
+11.00 |
861 |
14,165 |
-594 |
| May07 |
061023 |
526.00 |
535.00 |
526.00 |
534.25 |
+6.25 |
49 |
1,521 |
+18 |
| Jul07 |
061023 |
513.00 |
529.00 |
511.00 |
529.00 |
+12.00 |
112 |
1,139 |
+41 |
| Sep07 |
061023 |
470.00 |
485.00 |
470.00 |
484.25 |
+9.25 |
133 |
2,868 |
-31 |
| Total Volume and Open Interest |
4,445 |
46,874 |
-1,343 |
| Oats(CBOT) |
| Dec06 |
061023 |
221.25 |
226.00 |
221.00 |
225.50 |
+1.25 |
461 |
11,137 |
+43 |
| Mar07 |
061023 |
227.75 |
231.00 |
227.50 |
230.75 |
unch |
102 |
1,988 |
-21 |
| May07 |
061023 |
233.00 |
233.00 |
233.00 |
233.00 |
-1.50 |
2 |
127 |
+0 |
| Jul07 |
061023 |
234.00 |
235.00 |
234.00 |
234.00 |
-4.00 |
0 |
120 |
+0 |
| Total Volume and Open Interest |
577 |
13,467 |
+29 |
| Rough Rice(CBOT) |
| Nov06 |
061023 |
9.52 |
9.58 |
9.52 |
9.56 |
-0.07 |
225 |
4,202 |
-84 |
| Jan07 |
061023 |
9.88 |
9.89 |
9.83 |
9.86 |
-0.07 |
198 |
4,909 |
+45 |
| Mar07 |
061023 |
10.14 |
10.16 |
10.13 |
10.15 |
-0.05 |
46 |
2,453 |
+29 |
| May07 |
061023 |
10.40 |
10.40 |
10.40 |
10.40 |
unch |
55 |
1,133 |
-45 |
| Total Volume and Open Interest |
600 |
13,707 |
+1 |
| Live Cattle(CME) |
| Oct06 |
061023 |
88.050 |
89.600 |
88.050 |
89.350 |
+1.675 |
2,538 |
9,982 |
-1,532 |
| Dec06 |
061023 |
87.750 |
89.025 |
87.400 |
88.700 |
+1.625 |
8,725 |
107,070 |
-900 |
| Feb07 |
061023 |
90.350 |
91.550 |
90.050 |
91.475 |
+1.275 |
4,401 |
38,658 |
+38 |
| Apr07 |
061023 |
90.050 |
90.950 |
89.600 |
90.750 |
+0.725 |
2,480 |
24,865 |
-86 |
| Jun07 |
061023 |
86.100 |
87.000 |
85.750 |
87.000 |
+0.950 |
899 |
10,769 |
+370 |
| Aug07 |
061023 |
84.700 |
85.575 |
84.450 |
85.425 |
+0.825 |
529 |
5,247 |
-29 |
| Total Volume and Open Interest |
19,655 |
198,574 |
-2,094 |
| Feeder Cattle(CME) |
| Oct06 |
061023 |
106.775 |
106.775 |
106.350 |
106.575 |
+0.250 |
317 |
1,838 |
-137 |
| Nov06 |
061023 |
105.350 |
105.600 |
104.900 |
105.000 |
+0.250 |
1,825 |
6,548 |
-97 |
| Jan07 |
061023 |
104.075 |
104.350 |
103.550 |
103.775 |
+0.250 |
1,442 |
10,784 |
+61 |
| Mar07 |
061023 |
102.550 |
102.650 |
102.000 |
102.375 |
+0.425 |
248 |
2,349 |
+44 |
| Apr07 |
061023 |
102.400 |
102.400 |
102.200 |
102.200 |
+0.425 |
23 |
273 |
-1 |
| May07 |
061023 |
102.250 |
102.350 |
102.150 |
102.225 |
+0.475 |
41 |
569 |
+25 |
| Aug07 |
061023 |
104.650 |
104.650 |
104.500 |
104.650 |
+0.150 |
4 |
369 |
-3 |
| Total Volume and Open Interest |
3,902 |
23,234 |
-107 |
| Lean Hogs(CME) |
| Dec06 |
061023 |
59.100 |
60.200 |
59.050 |
60.025 |
+0.675 |
10,875 |
96,928 |
-1,253 |
| Feb07 |
061023 |
61.500 |
63.100 |
61.500 |
63.025 |
+1.025 |
4,485 |
36,022 |
-67 |
| Apr07 |
061023 |
63.400 |
64.375 |
63.250 |
64.300 |
+0.650 |
1,418 |
19,888 |
+139 |
| May07 |
061023 |
67.400 |
67.950 |
67.400 |
67.925 |
+0.250 |
119 |
1,842 |
+13 |
| Jun07 |
061023 |
68.950 |
69.750 |
68.750 |
69.725 |
+0.750 |
379 |
9,916 |
+106 |
| Jul07 |
061023 |
67.150 |
67.850 |
67.150 |
67.675 |
+0.525 |
133 |
1,806 |
-2 |
| Aug07 |
061023 |
65.000 |
65.600 |
65.000 |
65.475 |
+0.325 |
60 |
1,483 |
+7 |
| Oct07 |
061023 |
58.400 |
59.100 |
58.400 |
58.900 |
+0.650 |
42 |
897 |
+10 |
| Total Volume and Open Interest |
17,559 |
168,847 |
-1,021 |
| Pork Bellies(CME) |
| Feb07 |
061023 |
87.550 |
89.225 |
87.350 |
89.100 |
+1.575 |
180 |
805 |
-15 |
| Mar07 |
061023 |
88.500 |
89.000 |
88.500 |
89.000 |
+1.350 |
8 |
66 |
+5 |
| May07 |
061023 |
90.300 |
90.300 |
90.300 |
90.300 |
+0.750 |
0 |
12 |
+0 |
| Jul07 |
061023 |
91.500 |
91.500 |
91.500 |
91.500 |
+0.450 |
0 |
1 |
+0 |
| Aug07 |
061023 |
91.400 |
91.400 |
91.400 |
91.400 |
+0.250 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
188 |
885 |
-10 |
| Class III Milk(CME) |
| Oct06 |
061023 |
12.32 |
12.35 |
12.32 |
12.35 |
+0.03 |
19 |
3,956 |
-15 |
| Nov06 |
061023 |
12.89 |
12.89 |
12.70 |
12.74 |
-0.15 |
356 |
3,921 |
-167 |
| Dec06 |
061023 |
12.95 |
13.00 |
12.86 |
13.00 |
unch |
332 |
3,711 |
-29 |
| Jan07 |
061023 |
13.08 |
13.15 |
13.05 |
13.10 |
-0.05 |
273 |
2,316 |
+123 |
| Feb07 |
061023 |
13.02 |
13.12 |
13.00 |
13.10 |
unch |
206 |
1,901 |
+92 |
| Total Volume and Open Interest |
2,929 |
28,687 |
+810 |
| Cocoa(NYBOT) |
| Dec06 |
061023 |
1448 |
1470 |
1445 |
1464 |
+30 |
3,338 |
80,390 |
+749 |
| Mar07 |
061023 |
1484 |
1501 |
1482 |
1498 |
+29 |
1,514 |
33,534 |
+795 |
| May07 |
061023 |
1508 |
1523 |
1508 |
1521 |
+29 |
80 |
13,617 |
-10 |
| Jul07 |
061023 |
1544 |
1544 |
1544 |
1544 |
+29 |
0 |
6,195 |
-14 |
| Sep07 |
061023 |
1569 |
1569 |
1569 |
1569 |
+30 |
143 |
11,585 |
+137 |
| Dec07 |
061023 |
1590 |
1592 |
1590 |
1592 |
+30 |
3 |
9,694 |
+1 |
| Mar08 |
061023 |
1605 |
1619 |
1605 |
1619 |
+29 |
0 |
2,677 |
+0 |
| Total Volume and Open Interest |
5,078 |
161,281 |
+1,658 |
| Coffee "C"(NYBOT) |
| Dec06 |
061023 |
102.00 |
107.20 |
101.60 |
106.85 |
+4.80 |
6,661 |
70,532 |
+207 |
| Mar07 |
061023 |
106.00 |
111.00 |
105.90 |
110.70 |
+4.70 |
1,700 |
23,336 |
+48 |
| May07 |
061023 |
108.65 |
113.30 |
108.60 |
113.30 |
+4.65 |
842 |
5,210 |
+372 |
| Jul07 |
061023 |
111.25 |
116.00 |
111.25 |
115.75 |
+4.60 |
386 |
2,536 |
+91 |
| Sep07 |
061023 |
113.75 |
118.25 |
113.75 |
118.00 |
+4.40 |
441 |
2,243 |
+147 |
| Dec07 |
061023 |
116.50 |
120.85 |
116.50 |
120.85 |
+4.25 |
517 |
2,390 |
-141 |
| Total Volume and Open Interest |
12,371 |
111,634 |
+826 |
| Orange Juice(NYBOT) |
| Nov06 |
061023 |
193.00 |
193.25 |
191.20 |
193.20 |
+0.90 |
1,743 |
7,371 |
-3,111 |
| Jan07 |
061023 |
194.00 |
194.80 |
192.00 |
194.00 |
+0.55 |
2,629 |
17,871 |
+535 |
| Mar07 |
061023 |
193.00 |
193.40 |
191.75 |
193.20 |
+0.35 |
364 |
4,140 |
+82 |
| May07 |
061023 |
191.85 |
192.20 |
191.85 |
192.20 |
+0.35 |
28 |
942 |
-22 |
| Jul07 |
061023 |
190.85 |
191.20 |
190.85 |
191.20 |
+0.35 |
25 |
201 |
+25 |
| Total Volume and Open Interest |
4,789 |
30,663 |
-2,491 |
| Sugar #11(NYBOT) |
| Mar07 |
061023 |
11.66 |
11.85 |
11.44 |
11.80 |
+0.09 |
18,510 |
248,221 |
-987 |
| May07 |
061023 |
11.74 |
11.97 |
11.62 |
11.95 |
+0.09 |
3,702 |
63,089 |
-847 |
| Jul07 |
061023 |
11.75 |
11.98 |
11.68 |
11.97 |
+0.11 |
2,884 |
55,308 |
+229 |
| Oct07 |
061023 |
11.95 |
12.17 |
11.89 |
12.17 |
+0.11 |
2,150 |
39,836 |
-77 |
| Mar08 |
061023 |
12.28 |
12.47 |
12.25 |
12.47 |
+0.10 |
1,430 |
27,402 |
+803 |
| Total Volume and Open Interest |
28,878 |
456,655 |
-830 |
| Sugar #14(NYBOT) |
| Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
| Jan07 |
061023 |
20.20 |
20.22 |
20.20 |
20.21 |
+0.02 |
131 |
2,386 |
+53 |
| Mar07 |
061023 |
20.15 |
20.33 |
20.15 |
20.33 |
+0.05 |
11 |
2,768 |
-6 |
| May07 |
061023 |
20.40 |
20.43 |
20.40 |
20.42 |
+0.07 |
17 |
2,212 |
+12 |
| Jul07 |
061023 |
20.60 |
20.65 |
20.60 |
20.63 |
+0.07 |
1 |
1,944 |
+0 |
| Total Volume and Open Interest |
256 |
11,450 |
+155 |
| London Cocoa(LCE) |
| Dec06 |
061023 |
814 |
836 |
813 |
836 |
+20 |
2,834 |
86,460 |
+526 |
| Mar07 |
061023 |
834 |
854 |
831 |
854 |
+20 |
916 |
51,777 |
-3 |
| May07 |
061023 |
844 |
866 |
844 |
866 |
+19 |
351 |
20,461 |
+277 |
| Jul07 |
061023 |
869 |
879 |
869 |
879 |
+19 |
18 |
13,524 |
+3 |
| Sep07 |
061023 |
870 |
891 |
870 |
891 |
+19 |
73 |
11,978 |
+40 |
| Dec07 |
061023 |
896 |
904 |
896 |
904 |
+19 |
0 |
13,319 |
+0 |
| Mar08 |
061023 |
916 |
916 |
916 |
916 |
+19 |
0 |
4,210 |
+0 |
| Total Volume and Open Interest |
4,192 |
203,336 |
+843 |
| London Coffee(LCE) |
| Nov06 |
061023 |
1485.00 |
1538.00 |
1477.00 |
1538.00 |
+52.00 |
4,565 |
36,446 |
-2,946 |
| Jan07 |
061023 |
1480.00 |
1535.00 |
1469.00 |
1534.00 |
+51.00 |
5,768 |
57,775 |
+2,669 |
| Mar07 |
061023 |
1460.00 |
1511.00 |
1441.00 |
1500.00 |
+51.00 |
2,400 |
34,190 |
+793 |
| May07 |
061023 |
1464.00 |
1503.00 |
1445.00 |
1502.00 |
+51.00 |
421 |
5,724 |
+227 |
| Jul07 |
061023 |
1465.00 |
1506.00 |
1445.00 |
1500.00 |
+50.00 |
254 |
3,324 |
-2 |
| Sep07 |
061023 |
1446.00 |
1504.00 |
1446.00 |
1495.00 |
+46.00 |
291 |
4,780 |
+250 |
| Total Volume and Open Interest |
13,706 |
142,758 |
+991 |
| London Sugar(LCE) |
| Oct06 |
060915 |
415.50 |
421.50 |
403.00 |
419.70 |
+3.20 |
4,076 |
7,716 |
-1,938 |
| Dec06 |
061023 |
398.00 |
402.30 |
396.50 |
401.30 |
+2.30 |
2,273 |
22,067 |
+99 |
| Mar07 |
061023 |
362.50 |
364.50 |
358.00 |
364.10 |
+1.60 |
1,999 |
22,367 |
-351 |
| May07 |
061023 |
356.00 |
357.50 |
352.50 |
357.10 |
+0.60 |
721 |
6,174 |
+255 |
| Aug07 |
061023 |
349.90 |
350.00 |
345.00 |
350.00 |
+0.50 |
145 |
3,390 |
-8 |
| Total Volume and Open Interest |
5,269 |
57,861 |
+39 |
| Cotton(NYBOT) |
| Dec06 |
061023 |
49.25 |
50.18 |
49.25 |
50.02 |
+0.81 |
4,943 |
114,619 |
-2,922 |
| Mar07 |
061023 |
52.55 |
53.25 |
52.55 |
53.03 |
+0.58 |
3,415 |
44,256 |
+279 |
| May07 |
061023 |
54.10 |
54.70 |
54.05 |
54.40 |
+0.40 |
59 |
6,272 |
-2 |
| Jul07 |
061023 |
55.40 |
55.60 |
55.40 |
55.40 |
+0.40 |
460 |
6,423 |
+157 |
| Oct07 |
061023 |
56.75 |
56.75 |
56.75 |
56.75 |
+0.65 |
4 |
99 |
+0 |
| Dec07 |
061023 |
57.80 |
57.90 |
57.60 |
57.80 |
+0.80 |
22 |
9,863 |
+14 |
| Total Volume and Open Interest |
8,903 |
182,836 |
-2,474 |
| Lumber(CME) |
| Nov06 |
061023 |
246.0 |
250.0 |
244.2 |
245.8 |
+2.4 |
409 |
2,483 |
-15 |
| Jan07 |
061023 |
265.4 |
268.9 |
264.8 |
267.0 |
+3.4 |
290 |
3,566 |
+78 |
| Mar07 |
061023 |
280.0 |
284.0 |
280.0 |
283.1 |
+3.3 |
104 |
363 |
-3 |
| May07 |
061023 |
292.5 |
292.5 |
292.5 |
292.5 |
+2.7 |
1 |
24 |
+1 |
| Total Volume and Open Interest |
804 |
6,450 |
+61 |
| Crude Oil(NYM) |
| Dec06 |
061023 |
58.65 |
58.95 |
58.15 |
58.81 |
-0.52 |
185,243 |
337,116 |
+7,039 |
| Jan07 |
061023 |
60.25 |
60.55 |
59.80 |
60.48 |
-0.43 |
49,509 |
113,773 |
-1,236 |
| Feb07 |
061023 |
61.40 |
61.70 |
61.35 |
61.66 |
-0.41 |
16,860 |
42,829 |
+2,963 |
| Mar07 |
061023 |
62.25 |
62.55 |
62.10 |
62.54 |
-0.40 |
8,972 |
38,115 |
+466 |
| Apr07 |
061023 |
62.95 |
63.27 |
62.95 |
63.27 |
-0.37 |
5,302 |
38,908 |
-366 |
| May07 |
061023 |
63.55 |
63.88 |
63.55 |
63.88 |
-0.36 |
1,777 |
32,230 |
+227 |
| Jun07 |
061023 |
64.20 |
64.41 |
63.90 |
64.41 |
-0.34 |
4,783 |
68,778 |
-364 |
| Jul07 |
061023 |
64.88 |
64.88 |
64.88 |
64.88 |
-0.33 |
1,910 |
16,014 |
+665 |
| Aug07 |
061023 |
65.31 |
65.31 |
65.31 |
65.31 |
-0.32 |
3,449 |
16,740 |
-1,230 |
| Sep07 |
061023 |
65.40 |
65.68 |
65.40 |
65.68 |
-0.31 |
744 |
16,926 |
+123 |
| Oct07 |
061023 |
66.01 |
66.01 |
66.01 |
66.01 |
-0.30 |
119 |
18,411 |
+100 |
| Nov07 |
061023 |
66.31 |
66.31 |
66.31 |
66.31 |
-0.29 |
1,597 |
15,345 |
+654 |
| Dec07 |
061023 |
66.35 |
66.56 |
66.00 |
66.56 |
-0.28 |
21,925 |
113,953 |
+256 |
| Jan08 |
061023 |
66.60 |
66.77 |
66.60 |
66.77 |
-0.27 |
3,395 |
13,976 |
-780 |
| Feb08 |
061023 |
66.96 |
66.96 |
66.96 |
66.96 |
-0.26 |
2,500 |
9,126 |
-817 |
| Mar08 |
061023 |
67.12 |
67.12 |
67.12 |
67.12 |
-0.25 |
225 |
10,605 |
-175 |
| Total Volume and Open Interest |
361,899 |
1,138,021 |
-11,368 |
| Heating Oil(NYM) |
| Nov06 |
061023 |
166.00 |
167.90 |
165.30 |
166.90 |
-1.10 |
20,501 |
25,280 |
-2,539 |
| Dec06 |
061023 |
170.35 |
171.30 |
169.50 |
170.94 |
-1.30 |
16,143 |
74,192 |
+2,156 |
| Jan07 |
061023 |
175.60 |
175.90 |
174.75 |
175.84 |
-1.40 |
4,600 |
36,396 |
-231 |
| Feb07 |
061023 |
178.50 |
179.40 |
178.00 |
178.79 |
-1.45 |
1,636 |
18,956 |
+6 |
| Mar07 |
061023 |
179.25 |
179.80 |
178.75 |
179.09 |
-1.45 |
867 |
12,068 |
+116 |
| Apr07 |
061023 |
178.50 |
178.50 |
178.34 |
178.34 |
-1.40 |
1,389 |
10,677 |
+231 |
| May07 |
061023 |
177.50 |
178.00 |
177.25 |
177.54 |
-1.40 |
708 |
3,862 |
+110 |
| Jun07 |
061023 |
177.70 |
177.70 |
177.00 |
177.59 |
-1.35 |
1,580 |
18,847 |
+105 |
| Jul07 |
061023 |
179.00 |
179.00 |
178.59 |
178.59 |
-1.40 |
154 |
2,531 |
+91 |
| Aug07 |
061023 |
180.60 |
180.60 |
180.24 |
180.24 |
-1.40 |
47 |
2,567 |
+14 |
| Sep07 |
061023 |
182.50 |
182.59 |
182.50 |
182.59 |
-1.40 |
1,224 |
4,222 |
+1,095 |
| Oct07 |
061023 |
185.50 |
185.50 |
185.29 |
185.29 |
-1.40 |
38 |
1,373 |
+37 |
| Total Volume and Open Interest |
49,673 |
222,593 |
+1,748 |
| Unleaded Gas(NYM) |
| Nov06 |
061023 |
145.25 |
147.50 |
144.50 |
147.15 |
+0.43 |
7,797 |
10,722 |
-2,193 |
| Dec06 |
061023 |
147.50 |
149.00 |
146.70 |
147.84 |
-0.53 |
1,927 |
9,811 |
-3 |
| Jan07 |
061023 |
151.50 |
151.50 |
151.24 |
151.24 |
-0.53 |
231 |
4,468 |
+91 |
| Total Volume and Open Interest |
9,955 |
25,001 |
-2,105 |
| RBOB Gasoline(NYMEX) |
| Nov06 |
061023 |
151.00 |
151.00 |
147.75 |
150.55 |
-0.39 |
10,155 |
19,874 |
-1,965 |
| Dec06 |
061023 |
152.00 |
152.25 |
149.85 |
152.05 |
-1.19 |
7,082 |
29,842 |
+853 |
| Jan07 |
061023 |
154.50 |
156.00 |
154.11 |
155.75 |
-1.54 |
1,871 |
16,306 |
+208 |
| Feb07 |
061023 |
158.50 |
158.50 |
157.90 |
157.90 |
-3.19 |
412 |
3,582 |
-18 |
| Mar07 |
061023 |
162.00 |
162.00 |
161.75 |
161.75 |
-2.89 |
149 |
5,221 |
-51 |
| Apr07 |
061023 |
177.00 |
177.00 |
177.00 |
177.00 |
-2.29 |
409 |
4,795 |
-91 |
| May07 |
061023 |
180.00 |
180.00 |
180.00 |
180.00 |
-2.29 |
10 |
6,572 |
+0 |
| Jun07 |
061023 |
183.10 |
183.10 |
183.10 |
183.10 |
-1.64 |
70 |
4,179 |
-25 |
| Jul07 |
061023 |
184.60 |
184.60 |
184.60 |
184.60 |
-1.59 |
1 |
1,646 |
+0 |
| Aug07 |
061023 |
185.25 |
185.25 |
185.25 |
185.25 |
-1.54 |
0 |
966 |
+0 |
| Total Volume and Open Interest |
20,185 |
98,476 |
-1,088 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Nov06 |
061009 |
152.07 |
152.07 |
152.07 |
152.07 |
-5.36 |
|
|
|
| Dec06 |
061023 |
151.99 |
151.99 |
151.99 |
151.99 |
-1.25 |
|
|
|
| Jan07 |
061023 |
155.80 |
155.80 |
155.80 |
155.80 |
-1.49 |
|
|
|
| Feb07 |
061023 |
159.50 |
159.50 |
159.50 |
159.50 |
-1.59 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Natural Gas(NYM) |
| Nov06 |
061023 |
7.260 |
7.360 |
6.840 |
6.881 |
-0.360 |
30,710 |
56,146 |
-183 |
| Dec06 |
061023 |
8.090 |
8.190 |
7.780 |
7.816 |
-0.335 |
13,149 |
85,954 |
-485 |
| Jan07 |
061023 |
8.430 |
8.530 |
8.210 |
8.231 |
-0.240 |
6,244 |
69,666 |
+221 |
| Feb07 |
061023 |
8.550 |
8.550 |
8.250 |
8.261 |
-0.220 |
2,475 |
36,308 |
+423 |
| Mar07 |
061023 |
8.290 |
8.350 |
8.050 |
8.086 |
-0.220 |
2,482 |
95,798 |
+146 |
| Apr07 |
061023 |
7.777 |
7.790 |
7.560 |
7.591 |
-0.165 |
2,379 |
86,634 |
-737 |
| May07 |
061023 |
7.680 |
7.680 |
7.571 |
7.571 |
-0.160 |
1,529 |
25,196 |
-566 |
| Jun07 |
061023 |
7.680 |
7.700 |
7.620 |
7.653 |
-0.159 |
39 |
13,934 |
-10 |
| Jul07 |
061023 |
7.800 |
7.800 |
7.748 |
7.748 |
-0.158 |
292 |
11,265 |
-56 |
| Aug07 |
061023 |
7.870 |
7.870 |
7.814 |
7.814 |
-0.157 |
244 |
13,841 |
+113 |
| Sep07 |
061023 |
8.020 |
8.020 |
7.865 |
7.865 |
-0.156 |
15 |
11,503 |
+1 |
| Oct07 |
061023 |
8.020 |
8.020 |
7.951 |
7.951 |
-0.155 |
837 |
34,844 |
+290 |
| Nov07 |
061023 |
8.570 |
8.570 |
8.471 |
8.471 |
-0.155 |
435 |
20,532 |
+33 |
| Dec07 |
061023 |
9.120 |
9.120 |
9.000 |
9.021 |
-0.155 |
548 |
34,092 |
-188 |
| Jan08 |
061023 |
9.380 |
9.380 |
9.301 |
9.301 |
-0.155 |
2,460 |
28,962 |
-1,331 |
| Feb08 |
061023 |
9.320 |
9.320 |
9.296 |
9.296 |
-0.155 |
1,754 |
17,106 |
-715 |
| Total Volume and Open Interest |
67,972 |
936,508 |
-3,190 |
| Brent Crude Oil(ICE) |
| Dec06 |
061023 |
59.26 |
59.75 |
58.52 |
59.21 |
-0.47 |
77,737 |
131,938 |
+2,338 |
| Jan07 |
061023 |
61.01 |
61.07 |
59.87 |
60.54 |
-0.45 |
38,077 |
137,923 |
+4,405 |
| Feb07 |
061023 |
62.10 |
62.10 |
60.93 |
61.60 |
-0.40 |
13,694 |
37,227 |
+2,319 |
| Mar07 |
061023 |
62.40 |
62.50 |
61.86 |
62.44 |
-0.39 |
7,768 |
28,031 |
-442 |
| Apr07 |
061023 |
63.10 |
63.13 |
62.75 |
63.13 |
-0.38 |
4,943 |
23,037 |
-956 |
| May07 |
061023 |
63.50 |
63.73 |
63.50 |
63.73 |
-0.38 |
0 |
15,296 |
+1,399 |
| Jun07 |
061023 |
63.83 |
64.27 |
63.75 |
64.27 |
-0.35 |
4,470 |
41,542 |
+1,045 |
| Jul07 |
061023 |
64.74 |
64.74 |
64.74 |
64.74 |
-0.32 |
0 |
6,813 |
+30 |
| Aug07 |
061023 |
65.09 |
65.09 |
65.09 |
65.09 |
-0.34 |
0 |
3,863 |
+200 |
| Sep07 |
061023 |
65.43 |
65.43 |
65.43 |
65.43 |
-0.35 |
0 |
3,225 |
+0 |
| Oct07 |
061023 |
65.74 |
65.74 |
65.74 |
65.74 |
-0.39 |
0 |
2,787 |
+235 |
| Nov07 |
061023 |
66.02 |
66.02 |
66.02 |
66.02 |
-0.39 |
0 |
7,897 |
+0 |
| Dec07 |
061023 |
65.80 |
66.26 |
65.80 |
66.26 |
-0.34 |
3,076 |
41,652 |
-340 |
| Jan08 |
061023 |
66.44 |
66.44 |
66.44 |
66.44 |
-0.35 |
0 |
6,594 |
+0 |
| Total Volume and Open Interest |
152,392 |
529,388 |
+6,755 |
| Gas Oil(ICE) |
| Nov06 |
061023 |
532.75 |
534.00 |
524.50 |
526.25 |
-7.50 |
33,339 |
68,515 |
-82 |
| Dec06 |
061023 |
536.75 |
538.50 |
530.50 |
531.50 |
-7.75 |
22,657 |
72,071 |
+2,427 |
| Jan07 |
061023 |
541.75 |
545.50 |
538.25 |
539.25 |
-7.50 |
7,521 |
38,686 |
+808 |
| Feb07 |
061023 |
547.75 |
549.50 |
545.75 |
546.00 |
-7.25 |
1,988 |
20,101 |
+378 |
| Mar07 |
061023 |
553.50 |
555.75 |
552.25 |
552.25 |
-7.00 |
676 |
13,495 |
-556 |
| Apr07 |
061023 |
556.75 |
556.75 |
556.75 |
556.75 |
-6.50 |
0 |
8,233 |
+347 |
| May07 |
061023 |
561.00 |
561.00 |
561.00 |
561.00 |
-6.75 |
0 |
5,209 |
-244 |
| Jun07 |
061023 |
565.25 |
565.25 |
565.25 |
565.25 |
-7.00 |
1,538 |
22,554 |
+637 |
| Jul07 |
061023 |
570.25 |
570.25 |
570.25 |
570.25 |
-7.25 |
0 |
2,603 |
+66 |
| Aug07 |
061023 |
575.50 |
575.50 |
575.50 |
575.50 |
-7.25 |
0 |
206 |
+0 |
| Total Volume and Open Interest |
67,719 |
290,716 |
+4,127 |
| US Dollar Index(NYBOT) |
| Dec06 |
061023 |
86.13 |
86.60 |
86.08 |
86.50 |
+0.44 |
894 |
31,699 |
-269 |
| Mar07 |
061023 |
86.21 |
86.21 |
86.21 |
86.21 |
+0.44 |
17 |
2,045 |
+3 |
| Jun07 |
061023 |
85.93 |
85.93 |
85.93 |
85.93 |
+0.44 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
911 |
33,762 |
-266 |
| Australian Dollar(CME) |
| Dec06 |
061023 |
75.78 |
75.78 |
75.57 |
75.59 |
-0.20 |
3,257 |
83,158 |
+2,408 |
| Mar07 |
061023 |
75.41 |
75.41 |
75.41 |
75.41 |
-0.20 |
0 |
638 |
+23 |
| Jun07 |
061023 |
75.27 |
75.27 |
75.27 |
75.27 |
-0.20 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
3,257 |
83,913 |
+2,438 |
| British Pound(CME) |
| Dec06 |
061023 |
187.39 |
187.47 |
186.95 |
187.47 |
-1.06 |
3,910 |
108,230 |
+2,412 |
| Mar07 |
061023 |
187.58 |
187.58 |
187.58 |
187.58 |
-1.06 |
0 |
663 |
-72 |
| Jun07 |
061023 |
187.58 |
187.58 |
187.58 |
187.58 |
-1.06 |
0 |
17 |
+5 |
| Total Volume and Open Interest |
3,910 |
108,912 |
+2,345 |
| Canadian Dollar(CME) |
| Dec06 |
061023 |
88.87 |
88.93 |
88.75 |
88.80 |
-0.27 |
2,958 |
96,363 |
-8,394 |
| Mar07 |
061023 |
89.15 |
89.15 |
89.05 |
89.05 |
-0.27 |
6 |
1,698 |
+43 |
| Jun07 |
061023 |
89.32 |
89.32 |
89.32 |
89.32 |
-0.27 |
2 |
365 |
+1 |
| Sep07 |
061023 |
89.63 |
89.63 |
89.59 |
89.59 |
-0.27 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
2,966 |
98,665 |
-8,350 |
| Japanese Yen(CME) |
| Dec06 |
061023 |
84.49 |
84.55 |
84.40 |
84.48 |
-0.47 |
3,046 |
247,713 |
+6,701 |
| Mar07 |
061023 |
85.52 |
85.52 |
85.52 |
85.52 |
-0.47 |
0 |
16,509 |
+1,373 |
| Jun07 |
061023 |
86.52 |
86.52 |
86.52 |
86.52 |
-0.47 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
3,046 |
264,320 |
+8,074 |
| Swiss Franc(CME) |
| Dec06 |
061023 |
79.37 |
79.42 |
79.23 |
79.42 |
-0.49 |
807 |
103,640 |
+171 |
| Mar07 |
061023 |
80.10 |
80.10 |
80.10 |
80.10 |
-0.49 |
1 |
506 |
+203 |
| Jun07 |
061023 |
80.79 |
80.79 |
80.79 |
80.79 |
-0.49 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
808 |
104,267 |
+374 |
| EuroFX(CME) |
| Dec06 |
061023 |
125.94 |
125.94 |
125.73 |
125.89 |
-0.69 |
2,089 |
147,415 |
-4,788 |
| Mar07 |
061023 |
126.35 |
126.42 |
126.35 |
126.42 |
-0.69 |
0 |
2,136 |
+101 |
| Jun07 |
061023 |
126.86 |
126.86 |
126.86 |
126.86 |
-0.69 |
0 |
74 |
+0 |
| Total Volume and Open Interest |
2,089 |
149,701 |
-4,687 |
| Mexican Peso(CME) |
| Nov06 |
061023 |
9192.0 |
9192.0 |
9192.0 |
9192.0 |
-30.0 |
0 |
20 |
+0 |
| Dec06 |
061023 |
9187.0 |
9205.0 |
9170.0 |
9182.0 |
-30.0 |
3,938 |
86,661 |
+1,400 |
| Total Volume and Open Interest |
3,938 |
88,663 |
+1,403 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061023 |
110~18 |
110~19 |
109~27 |
110~04 |
-0~16 |
141,357 |
703,023 |
-5,724 |
| Mar07 |
061023 |
110~06 |
110~07 |
109~25 |
110~01 |
-0~16 |
1,224 |
10,779 |
+602 |
| Jun07 |
061023 |
110~00 |
110~00 |
110~00 |
110~00 |
-0~16 |
0 |
21 |
+0 |
| Total Volume and Open Interest |
142,581 |
713,824 |
-5,122 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061023 |
106~310 |
107~000 |
106~190 |
106~245 |
-0~080 |
420,755 |
2,434,985 |
+33,218 |
| Mar07 |
061023 |
106~240 |
106~250 |
106~205 |
106~250 |
-0~080 |
1,621 |
76,249 |
+21 |
| Total Volume and Open Interest |
422,376 |
2,511,236 |
+33,239 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061023 |
104~200 |
104~210 |
104~170 |
104~205 |
-0~055 |
200,283 |
0 |
+0 |
| Mar07 |
061023 |
104~225 |
104~225 |
104~225 |
104~225 |
-0~050 |
2 |
94 |
+0 |
| Total Volume and Open Interest |
200,285 |
94 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec06 |
061023 |
101~104 |
101~105 |
101~101 |
101~105 |
-0~011 |
171 |
674,727 |
-7,052 |
| Mar07 |
061023 |
101~121 |
101~121 |
101~121 |
101~121 |
-0~015 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
171 |
674,737 |
-7,052 |
| Eurodollars(CME) |
| Dec06 |
061023 |
94.600 |
94.600 |
94.590 |
94.590 |
-0.020 |
12,661 |
1,357,633 |
+17,924 |
| Mar07 |
061023 |
94.635 |
94.640 |
94.630 |
94.640 |
-0.035 |
18,335 |
1,370,585 |
+7,507 |
| Jun07 |
061023 |
94.740 |
94.755 |
94.725 |
94.750 |
-0.045 |
12,706 |
1,190,325 |
+10,423 |
| Sep07 |
061023 |
94.865 |
94.885 |
94.850 |
94.880 |
-0.050 |
13,381 |
1,118,794 |
+16,205 |
| Dec07 |
061023 |
94.945 |
94.955 |
94.935 |
94.955 |
-0.050 |
12,578 |
1,132,272 |
+3,981 |
| Mar08 |
061023 |
94.955 |
94.970 |
94.945 |
94.970 |
-0.050 |
21,312 |
777,549 |
-1,801 |
| Jun08 |
061023 |
94.940 |
94.955 |
94.930 |
94.955 |
-0.050 |
9,551 |
537,407 |
-493 |
| Sep08 |
061023 |
94.920 |
94.940 |
94.920 |
94.940 |
-0.050 |
9,246 |
416,811 |
+3,566 |
| Dec08 |
061023 |
94.895 |
94.915 |
94.895 |
94.915 |
-0.050 |
6,604 |
344,480 |
-1,158 |
| Mar09 |
061023 |
94.890 |
94.900 |
94.870 |
94.895 |
-0.050 |
6,085 |
336,493 |
+1,499 |
| Jun09 |
061023 |
94.870 |
94.875 |
94.860 |
94.870 |
-0.050 |
4,023 |
223,601 |
+2,510 |
| Sep09 |
061023 |
94.845 |
94.850 |
94.845 |
94.845 |
-0.050 |
3,801 |
149,388 |
+1,839 |
| Dec09 |
061023 |
94.805 |
94.815 |
94.795 |
94.810 |
-0.045 |
3,240 |
136,509 |
+368 |
| Mar10 |
061023 |
94.785 |
94.795 |
94.770 |
94.790 |
-0.045 |
1,767 |
121,260 |
+815 |
| Jun10 |
061023 |
94.740 |
94.760 |
94.740 |
94.760 |
-0.045 |
1,887 |
103,089 |
+812 |
| Sep10 |
061023 |
94.730 |
94.730 |
94.710 |
94.730 |
-0.045 |
2,959 |
93,980 |
+1,284 |
| Dec10 |
061023 |
94.690 |
94.690 |
94.685 |
94.690 |
-0.045 |
1,797 |
100,670 |
+573 |
| Mar11 |
061023 |
94.675 |
94.675 |
94.670 |
94.675 |
-0.045 |
1,846 |
54,822 |
+835 |
| Total Volume and Open Interest |
148,771 |
9,784,725 |
+67,675 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061023 |
99.42 |
99.42 |
99.42 |
99.42 |
+0.01 |
1,189 |
21,685 |
+263 |
| Mar07 |
061023 |
99.27 |
99.27 |
99.27 |
99.27 |
unch |
1 |
11,320 |
-696 |
| Jun07 |
061023 |
99.14 |
99.14 |
99.14 |
99.14 |
unch |
0 |
8,255 |
-101 |
| Sep07 |
061023 |
99.02 |
99.02 |
99.01 |
99.01 |
-0.01 |
0 |
2,611 |
-129 |
| Dec07 |
061023 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.01 |
0 |
7,326 |
+147 |
| Mar08 |
061023 |
98.81 |
98.81 |
98.81 |
98.81 |
-0.01 |
0 |
3,288 |
+0 |
| Jun08 |
061023 |
98.72 |
98.72 |
98.72 |
98.72 |
-0.01 |
100 |
369 |
+42 |
| Sep08 |
061023 |
98.63 |
98.63 |
98.63 |
98.63 |
-0.01 |
0 |
1 |
+0 |
| Dec08 |
061023 |
98.53 |
98.53 |
98.53 |
98.53 |
-0.01 |
0 |
8 |
+0 |
| Mar09 |
061023 |
98.40 |
98.40 |
98.40 |
98.40 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
1,290 |
54,863 |
-474 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061023 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
3,815 |
84,920 |
-1,299 |
| Mar07 |
061023 |
99.27 |
99.28 |
99.27 |
99.28 |
+0.01 |
2,818 |
74,973 |
+1,192 |
| Jun07 |
061023 |
99.14 |
99.14 |
99.13 |
99.14 |
-0.01 |
1,204 |
36,292 |
-790 |
| Sep07 |
061023 |
99.03 |
99.03 |
99.01 |
99.02 |
-0.01 |
880 |
28,482 |
-869 |
| Dec07 |
061023 |
98.92 |
98.92 |
98.91 |
98.92 |
-0.01 |
2,615 |
46,455 |
-288 |
| Mar08 |
061023 |
98.82 |
98.82 |
98.81 |
98.81 |
-0.02 |
250 |
26,856 |
-201 |
| Jun08 |
061023 |
98.72 |
98.72 |
98.72 |
98.72 |
-0.02 |
36 |
7,325 |
+36 |
| Sep08 |
061023 |
98.64 |
98.64 |
98.64 |
98.64 |
-0.01 |
208 |
1,637 |
+208 |
| Total Volume and Open Interest |
11,826 |
308,477 |
-2,011 |
| German Euro-Bund(EUREX) |
| Dec06 |
061023 |
116.95 |
116.95 |
116.58 |
116.66 |
-0.33 |
1,405,271 |
1,496,359 |
+41,859 |
| Mar07 |
061023 |
117.02 |
117.02 |
116.71 |
116.79 |
-0.34 |
920 |
11,051 |
+571 |
| Jun07 |
061023 |
116.31 |
116.31 |
116.31 |
116.31 |
-0.28 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
1,406,191 |
1,507,413 |
+42,430 |
| German Euro-Bobl(EUREX) |
| Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
| Mar07 |
061023 |
109.51 |
109.51 |
109.39 |
109.42 |
-0.21 |
28 |
6,588 |
+25 |
| Jun07 |
061023 |
108.71 |
108.71 |
108.71 |
108.71 |
-0.19 |
|
|
|
| Total Volume and Open Interest |
623,322 |
965,191 |
+40,706 |
| Long Gilt(LIFFE) |
| Dec06 |
061023 |
108~18 |
108~22 |
108~15 |
108~20 |
-0~03 |
57,404 |
245,990 |
+243 |
| Mar07 |
061023 |
108~17 |
108~17 |
108~17 |
108~17 |
-0~03 |
|
|
|
| Total Volume and Open Interest |
57,404 |
246,018 |
+243 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061023 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.02 |
60,146 |
376,684 |
-9,113 |
| Mar07 |
061023 |
94.58 |
94.58 |
94.58 |
94.58 |
-0.04 |
94,086 |
445,427 |
+7,888 |
| Jun07 |
061023 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.05 |
80,443 |
402,779 |
+9,766 |
| Total Volume and Open Interest |
405,752 |
2,149,663 |
+23,393 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061023 |
96.300 |
96.300 |
96.285 |
96.295 |
-0.005 |
93,977 |
700,136 |
-5,151 |
| Mar07 |
061023 |
96.165 |
96.165 |
96.135 |
96.145 |
-0.020 |
126,533 |
674,116 |
+763 |
| Jun07 |
061023 |
96.125 |
96.125 |
96.085 |
96.095 |
-0.030 |
121,033 |
556,506 |
-21 |
| Total Volume and Open Interest |
669,431 |
3,458,613 |
+16,909 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061023 |
93.60 |
93.60 |
93.59 |
93.60 |
-0.01 |
7,013 |
143,953 |
-18,177 |
| Mar07 |
061023 |
93.52 |
93.53 |
93.50 |
93.51 |
-0.02 |
18,211 |
302,282 |
-11,795 |
| Jun07 |
061023 |
93.53 |
93.54 |
93.51 |
93.52 |
-0.02 |
8,575 |
91,644 |
-10,890 |
| Sep07 |
061023 |
93.55 |
93.56 |
93.53 |
93.55 |
-0.01 |
164 |
51,038 |
-940 |
| Dec07 |
061023 |
93.57 |
93.57 |
93.56 |
93.57 |
-0.01 |
4 |
34,089 |
-477 |
| Mar08 |
061023 |
93.57 |
93.58 |
93.57 |
93.58 |
-0.02 |
55 |
17,591 |
-189 |
| Jun08 |
061023 |
93.58 |
93.59 |
93.57 |
93.58 |
-0.02 |
102 |
13,516 |
-2,218 |
| Sep08 |
061023 |
93.59 |
93.59 |
93.58 |
93.58 |
-0.03 |
0 |
7,257 |
-494 |
| Dec08 |
061023 |
93.58 |
93.59 |
93.58 |
93.59 |
-0.02 |
0 |
2,971 |
+0 |
| Mar09 |
061023 |
93.59 |
93.59 |
93.58 |
93.58 |
-0.03 |
0 |
1,875 |
+0 |
| Total Volume and Open Interest |
34,124 |
667,371 |
-45,180 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061023 |
94.24 |
94.24 |
94.20 |
94.21 |
-0.04 |
18,204 |
408,520 |
-47,987 |
| Mar07 |
061023 |
94.21 |
94.21 |
94.21 |
94.21 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
18,204 |
408,520 |
-47,987 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061023 |
94.03 |
94.03 |
93.99 |
94.01 |
-0.03 |
59,707 |
552,978 |
-63,446 |
| Mar07 |
061023 |
94.01 |
94.01 |
94.01 |
94.01 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
59,707 |
552,978 |
-63,446 |
| Gold(CMX) |
| Oct06 |
061023 |
579.7 |
579.7 |
579.7 |
579.7 |
-13.3 |
4 |
21 |
-107 |
| Dec06 |
061023 |
589.0 |
589.5 |
582.5 |
582.9 |
-13.5 |
23,834 |
188,413 |
+77 |
| Feb07 |
061023 |
595.0 |
595.0 |
588.8 |
588.8 |
-13.6 |
942 |
34,625 |
+364 |
| Apr07 |
061023 |
598.6 |
598.6 |
594.5 |
594.5 |
-13.7 |
195 |
10,102 |
+18 |
| Jun07 |
061023 |
604.5 |
607.0 |
600.1 |
600.1 |
-13.8 |
58 |
22,264 |
-15 |
| Aug07 |
061023 |
605.7 |
605.7 |
605.7 |
605.7 |
-13.9 |
0 |
1,822 |
+0 |
| Oct07 |
061023 |
611.3 |
611.3 |
611.3 |
611.3 |
-14.0 |
163 |
12,402 |
+97 |
| Dec07 |
061023 |
625.0 |
625.0 |
616.9 |
616.9 |
-14.0 |
84 |
31,390 |
+51 |
| Feb08 |
061023 |
622.4 |
622.4 |
622.4 |
622.4 |
-14.0 |
0 |
2,301 |
+0 |
| Apr08 |
061023 |
627.9 |
627.9 |
627.9 |
627.9 |
-14.1 |
0 |
1,190 |
+0 |
| Jun08 |
061023 |
633.4 |
633.4 |
633.4 |
633.4 |
-14.2 |
0 |
6,210 |
+0 |
| Aug08 |
061023 |
638.9 |
638.9 |
638.9 |
638.9 |
-14.3 |
|
|
|
| Total Volume and Open Interest |
25,380 |
334,220 |
+585 |
| Silver(CMX) |
| Dec06 |
061023 |
1174.0 |
1184.0 |
1165.0 |
1167.0 |
-29.5 |
7,137 |
66,170 |
-294 |
| Mar07 |
061023 |
1191.0 |
1198.0 |
1181.0 |
1183.1 |
-29.9 |
357 |
18,080 |
-100 |
| May07 |
061023 |
1191.8 |
1191.8 |
1191.8 |
1191.8 |
-29.9 |
0 |
4,120 |
+0 |
| Jul07 |
061023 |
1200.2 |
1200.2 |
1200.2 |
1200.2 |
-29.9 |
2 |
8,411 |
+2 |
| Sep07 |
061023 |
1206.6 |
1206.6 |
1206.6 |
1206.6 |
-29.9 |
4 |
1,928 |
-4 |
| Dec07 |
061023 |
1210.0 |
1220.0 |
1210.0 |
1212.3 |
-29.9 |
29 |
4,772 |
+9 |
| Mar08 |
061023 |
562.3 |
562.3 |
562.3 |
562.3 |
-29.9 |
0 |
131 |
+0 |
| Total Volume and Open Interest |
7,537 |
108,761 |
-394 |
| Platinum(NYM) |
| Oct06 |
061023 |
1070.9 |
1070.9 |
1070.9 |
1070.9 |
-7.7 |
0 |
27 |
+0 |
| Jan07 |
061023 |
1077.0 |
1077.0 |
1073.5 |
1074.4 |
-7.7 |
550 |
7,287 |
+7 |
| Apr07 |
061023 |
1079.4 |
1079.4 |
1079.4 |
1079.4 |
-7.7 |
6 |
22 |
+5 |
| Jul07 |
061023 |
429.0 |
429.0 |
429.0 |
429.0 |
-7.7 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
556 |
7,342 |
+12 |
| Palladium(NYME) |
| Dec06 |
061023 |
320.00 |
322.00 |
318.00 |
321.35 |
-9.15 |
312 |
11,856 |
+69 |
| Mar07 |
061023 |
323.00 |
326.35 |
320.00 |
326.35 |
-9.15 |
2 |
165 |
+0 |
| Jun07 |
061023 |
331.85 |
331.85 |
331.85 |
331.85 |
-9.15 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
314 |
12,054 |
+69 |
| Copper(CMX) |
| Dec06 |
061023 |
345.00 |
345.90 |
340.50 |
345.10 |
-1.10 |
5,544 |
51,791 |
-530 |
| Mar07 |
061023 |
343.00 |
343.25 |
338.00 |
343.10 |
-0.70 |
1,603 |
8,253 |
+691 |
| May07 |
061023 |
338.00 |
339.10 |
338.00 |
339.10 |
-0.20 |
380 |
2,563 |
+122 |
| Jul07 |
061023 |
332.50 |
333.60 |
332.50 |
333.60 |
+0.05 |
5 |
1,453 |
-2 |
| Sep07 |
061023 |
327.10 |
327.10 |
327.10 |
327.10 |
+0.65 |
35 |
603 |
+31 |
| Total Volume and Open Interest |
8,112 |
74,287 |
+211 |
| Aluminum(CMX) |
| Oct06 |
061023 |
122.85 |
122.85 |
122.85 |
122.85 |
-1.15 |
4 |
11 |
+3 |
| Nov06 |
061023 |
124.00 |
124.00 |
123.75 |
123.75 |
-1.25 |
5 |
153 |
+4 |
| Dec06 |
061023 |
124.25 |
124.25 |
124.25 |
124.25 |
-1.00 |
0 |
592 |
+0 |
| Jan07 |
061023 |
123.30 |
123.30 |
123.30 |
123.30 |
-0.80 |
0 |
10 |
+0 |
| Feb07 |
061023 |
122.35 |
122.35 |
122.35 |
122.35 |
-0.75 |
|
|
|
| Mar07 |
061023 |
121.40 |
121.40 |
121.40 |
121.40 |
-0.70 |
|
|
|
| Total Volume and Open Interest |
10 |
828 |
+8 |
| DJIA Index(CBOT) |
| Dec06 |
061023 |
12050 |
12170 |
12025 |
12143 |
+95 |
3,588 |
62,478 |
-73 |
| Mar07 |
061023 |
12160 |
12250 |
12160 |
12227 |
+95 |
6 |
83 |
+4 |
| Jun07 |
061023 |
12290 |
12313 |
12290 |
12313 |
+95 |
0 |
1 |
+0 |
| Sep07 |
061023 |
12398 |
12398 |
12398 |
12398 |
+95 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
3,594 |
62,564 |
-69 |
| S & P 500(CME) |
| Dec06 |
061023 |
1371.80 |
1384.20 |
1370.10 |
1380.70 |
+5.80 |
23,688 |
596,050 |
-846 |
| Mar07 |
061023 |
1383.00 |
1394.50 |
1383.00 |
1392.50 |
+5.90 |
1,028 |
7,748 |
+702 |
| Jun07 |
061023 |
1404.50 |
1404.50 |
1404.50 |
1404.50 |
+5.90 |
56 |
4,687 |
+1 |
| Sep07 |
061023 |
1417.00 |
1417.00 |
1417.00 |
1417.00 |
+5.90 |
7 |
1,498 |
+5 |
| Total Volume and Open Interest |
24,784 |
610,274 |
-138 |
| S & P 500 E-Mini(Globex) |
| Dec06 |
061023 |
1374.75 |
1398.00 |
1370.00 |
1380.75 |
+5.75 |
816,062 |
1,569,256 |
+13,829 |
| Mar07 |
061023 |
1386.75 |
1409.25 |
1381.50 |
1392.50 |
+6.00 |
255 |
8,435 |
+32 |
| Total Volume and Open Interest |
816,317 |
1,577,691 |
+13,861 |
| NASDAQ 100(CME) |
| Dec06 |
061023 |
1717.50 |
1745.00 |
1713.00 |
1734.50 |
+15.70 |
7,362 |
57,822 |
+3,910 |
| Mar07 |
061023 |
1755.50 |
1755.50 |
1755.50 |
1755.50 |
+15.70 |
0 |
5 |
+0 |
| Jun07 |
061023 |
1773.50 |
1773.50 |
1773.50 |
1773.50 |
+15.70 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
7,362 |
57,832 |
+3,910 |
| NASDAQ 100 E-Mini(Globex) |
| Dec06 |
061023 |
1719.00 |
1747.80 |
1713.30 |
1734.50 |
+15.70 |
240,991 |
431,335 |
-36,117 |
| Mar07 |
061023 |
1752.50 |
1764.80 |
1738.50 |
1755.50 |
+15.70 |
128 |
423 |
-1 |
| Total Volume and Open Interest |
241,119 |
431,758 |
-36,118 |
| S & P Midcap 400(CME) |
| Dec06 |
061023 |
782.00 |
790.50 |
781.75 |
786.90 |
+3.40 |
69 |
8,411 |
+4 |
| Mar07 |
061023 |
793.90 |
793.90 |
793.90 |
793.90 |
+3.40 |
|
|
|
| Jun07 |
061023 |
800.90 |
800.90 |
800.90 |
800.90 |
+3.40 |
|
|
|
| Total Volume and Open Interest |
69 |
8,411 |
+4 |
| Russell 2000(CME) |
| Dec06 |
061023 |
762.50 |
772.00 |
761.25 |
766.80 |
+1.70 |
1,848 |
36,968 |
+328 |
| Mar07 |
061023 |
773.30 |
773.30 |
773.30 |
773.30 |
+1.70 |
0 |
34 |
+0 |
| Jun07 |
061023 |
779.80 |
779.80 |
779.80 |
779.80 |
+1.70 |
|
|
|
| Total Volume and Open Interest |
1,848 |
37,010 |
+328 |
| Russell 2000 E-Mini(Globex) |
| Dec06 |
061023 |
765.20 |
774.80 |
760.00 |
766.80 |
+1.70 |
130,689 |
408,254 |
-5,594 |
| Mar07 |
061023 |
777.80 |
778.10 |
769.00 |
773.30 |
+1.70 |
56 |
314 |
+11 |
| Total Volume and Open Interest |
130,745 |
408,568 |
-5,583 |
| Value Line(KCBT) |
| Dec06 |
061023 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Dec06 |
061023 |
16775 |
16870 |
16725 |
16870 |
+260 |
|
|
|
| Mar07 |
061023 |
16895 |
16895 |
16895 |
16895 |
+260 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SGX) |
| Dec06 |
061023 |
16650 |
16820 |
16615 |
16760 |
+130 |
33,463 |
247,136 |
-3,509 |
| Mar07 |
061023 |
16805 |
16820 |
16640 |
16805 |
+135 |
0 |
64 |
+0 |
| Jun07 |
061023 |
16750 |
16750 |
16750 |
16750 |
+135 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
33,463 |
247,455 |
-3,509 |
| CAC 40(EURONEXT) |
| Oct06 |
061020 |
5367.5 |
5399.5 |
5359.0 |
5367.0 |
+9.0 |
172,637 |
438,812 |
-106,530 |
| Nov06 |
061023 |
5410.0 |
5436.0 |
5372.5 |
5424.0 |
+35.5 |
88,422 |
404,886 |
+41,526 |
| Dec06 |
061023 |
5415.0 |
5434.0 |
5380.0 |
5425.5 |
+35.5 |
1,256 |
83,040 |
-395 |
| Total Volume and Open Interest |
128,176 |
488,233 |
-397,680 |
| Hang Seng Index(HKFE) |
| Oct06 |
061023 |
18200 |
18200 |
18077 |
18120 |
-47 |
36,806 |
116,532 |
-1,492 |
| Nov06 |
061023 |
18198 |
18203 |
18090 |
18131 |
-42 |
2,147 |
7,669 |
+1,161 |
| Dec06 |
061023 |
18249 |
18249 |
18130 |
18163 |
-49 |
55 |
1,663 |
+13 |
| Total Volume and Open Interest |
39,020 |
126,216 |
-325 |
| DAX(EUREX) |
| Dec06 |
061023 |
6256.0 |
6284.5 |
6217.0 |
6272.0 |
+36.5 |
132,726 |
231,030 |
+2,966 |
| Mar07 |
061023 |
6313.0 |
6341.0 |
6278.0 |
6330.5 |
+37.0 |
582 |
7,709 |
+85 |
| Jun07 |
061023 |
6376.0 |
6404.5 |
6339.5 |
6392.0 |
+38.0 |
368 |
2,005 |
-61 |
| Total Volume and Open Interest |
133,676 |
240,744 |
+2,990 |
| FT-SE 100(EURONEXT) |
| Dec06 |
061023 |
6196.50 |
6199.00 |
6143.50 |
6182.50 |
+14.00 |
69,915 |
514,234 |
-1,921 |
| Mar07 |
061023 |
6212.00 |
6212.00 |
6170.00 |
6202.00 |
+14.00 |
146 |
2,916 |
+11 |
| Jun07 |
061023 |
6223.50 |
6223.50 |
6223.50 |
6223.50 |
+14.00 |
0 |
2,251 |
+0 |
| Total Volume and Open Interest |
70,061 |
519,904 |
-1,910 |
| SPI 200(SFE) |
| Dec06 |
061023 |
5328.0 |
5347.0 |
5322.0 |
5344.0 |
+5.0 |
15,802 |
265,951 |
-8,348 |
| Mar07 |
061023 |
5358.0 |
5358.0 |
5356.0 |
5356.0 |
+6.0 |
107 |
2,924 |
-408 |
| Jun07 |
061023 |
5389.0 |
5389.0 |
5389.0 |
5389.0 |
+7.0 |
1,380 |
3,682 |
+1,074 |
| Total Volume and Open Interest |
17,293 |
275,602 |
-8,146 |
| GSCI(CME) |
| Nov06 |
061023 |
431.00 |
433.25 |
429.80 |
432.60 |
-3.30 |
291 |
20,852 |
+821 |
| Dec06 |
061023 |
442.50 |
442.50 |
442.50 |
442.50 |
-4.50 |
2 |
3 |
+2 |
| Jan07 |
061023 |
447.00 |
447.00 |
447.00 |
447.00 |
-6.50 |
|
|
|
| Total Volume and Open Interest |
293 |
20,855 |
+823 |
| Reuters CRB Index(NYBOT) |
| Nov06 |
061023 |
379.50 |
383.00 |
379.50 |
382.50 |
+1.25 |
10 |
307 |
+0 |
| Jan07 |
061023 |
383.50 |
385.50 |
383.50 |
385.50 |
+1.25 |
3 |
425 |
+1 |
| Feb07 |
061023 |
385.50 |
385.50 |
385.50 |
385.50 |
+1.25 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
13 |
942 |
+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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