|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri December 08, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan07 |
061208 |
663.00 |
665.25 |
655.50 |
656.00 |
-6.00 |
36,165 |
171,113 |
-18,304 |
| Mar07 |
061208 |
676.50 |
679.00 |
670.00 |
672.25 |
-4.00 |
22,723 |
103,743 |
+8,409 |
| May07 |
061208 |
685.50 |
689.00 |
680.50 |
681.25 |
-4.25 |
1,604 |
37,295 |
+339 |
| Jul07 |
061208 |
695.50 |
698.00 |
690.00 |
690.50 |
-4.00 |
1,639 |
32,692 |
+494 |
| Aug07 |
061208 |
696.00 |
696.00 |
696.00 |
696.00 |
-2.00 |
53 |
1,396 |
+3 |
| Sep07 |
061208 |
700.00 |
702.00 |
698.00 |
698.00 |
-2.00 |
0 |
470 |
-16 |
| Nov07 |
061208 |
710.00 |
715.50 |
707.50 |
707.75 |
-3.75 |
1,644 |
56,043 |
+119 |
| Total Volume and Open Interest |
64,546 |
414,414 |
-8,668 |
| Soybean Meal(CBOT) |
| Dec06 |
061208 |
187.00 |
187.00 |
184.10 |
185.40 |
-1.60 |
3,246 |
2,828 |
-757 |
| Jan07 |
061208 |
190.00 |
190.30 |
187.00 |
188.10 |
-2.40 |
13,323 |
53,257 |
-1,990 |
| Mar07 |
061208 |
193.00 |
193.50 |
190.30 |
191.20 |
-1.70 |
4,190 |
53,397 |
-677 |
| May07 |
061208 |
195.30 |
196.00 |
193.00 |
193.70 |
-1.80 |
1,646 |
32,308 |
+102 |
| Jul07 |
061208 |
197.50 |
198.70 |
195.80 |
196.60 |
-0.90 |
1,671 |
36,901 |
+117 |
| Aug07 |
061208 |
198.80 |
199.80 |
197.20 |
198.30 |
-0.30 |
177 |
10,078 |
+98 |
| Sep07 |
061208 |
199.80 |
201.00 |
198.50 |
199.30 |
-0.30 |
138 |
6,827 |
+65 |
| Oct07 |
061208 |
201.70 |
201.70 |
198.80 |
200.20 |
+0.30 |
13 |
2,710 |
+8 |
| Total Volume and Open Interest |
25,721 |
210,188 |
-2,741 |
| Soybean Oil(CBOT) |
| Dec06 |
061208 |
28.33 |
28.55 |
28.28 |
28.28 |
-0.06 |
1,812 |
1,859 |
-849 |
| Jan07 |
061208 |
28.73 |
28.99 |
28.61 |
28.63 |
-0.10 |
15,834 |
102,051 |
-8,537 |
| Mar07 |
061208 |
29.22 |
29.41 |
29.05 |
29.08 |
-0.13 |
9,378 |
73,480 |
+6,999 |
| May07 |
061208 |
29.52 |
29.74 |
29.40 |
29.43 |
-0.12 |
1,076 |
39,763 |
+476 |
| Jul07 |
061208 |
29.90 |
30.07 |
29.79 |
29.81 |
-0.05 |
1,118 |
26,382 |
-357 |
| Aug07 |
061208 |
30.15 |
30.15 |
29.89 |
29.89 |
-0.04 |
151 |
5,432 |
-58 |
| Sep07 |
061208 |
30.00 |
30.20 |
29.99 |
29.99 |
-0.03 |
69 |
2,632 |
-16 |
| Oct07 |
061208 |
30.08 |
30.08 |
30.08 |
30.08 |
-0.04 |
1 |
3,147 |
+1 |
| Total Volume and Open Interest |
30,294 |
276,245 |
-2,330 |
| Canola(WCE) |
| Jan07 |
061208 |
367.2 |
369.0 |
365.3 |
365.7 |
-2.6 |
4,671 |
43,186 |
-288 |
| Mar07 |
061208 |
376.7 |
378.5 |
375.5 |
375.8 |
-1.8 |
3,561 |
33,377 |
+1,122 |
| May07 |
061208 |
384.8 |
385.3 |
382.6 |
383.8 |
-0.9 |
374 |
4,769 |
+21 |
| Jul07 |
061208 |
388.5 |
390.6 |
385.0 |
385.4 |
-2.3 |
1,019 |
9,005 |
+191 |
| Total Volume and Open Interest |
11,714 |
106,215 |
+2,659 |
| Corn(CBOT) |
| Dec06 |
061208 |
356.50 |
360.00 |
353.50 |
354.25 |
-4.25 |
8,933 |
11,199 |
-3,669 |
| Mar07 |
061208 |
370.75 |
375.00 |
368.00 |
368.50 |
-4.00 |
35,635 |
609,264 |
-92 |
| May07 |
061208 |
376.50 |
380.75 |
374.25 |
374.50 |
-3.50 |
3,791 |
99,094 |
+1,107 |
| Jul07 |
061208 |
382.00 |
385.00 |
378.00 |
378.75 |
-4.00 |
8,907 |
203,691 |
-231 |
| Sep07 |
061208 |
359.25 |
363.75 |
358.50 |
358.75 |
-3.50 |
748 |
40,964 |
+38 |
| Dec07 |
061208 |
350.50 |
355.00 |
350.00 |
350.25 |
-3.75 |
7,493 |
293,423 |
+2,175 |
| Total Volume and Open Interest |
66,495 |
1,376,915 |
+293 |
| Wheat(CBOT) |
| Dec06 |
061208 |
473.00 |
474.50 |
468.00 |
469.00 |
-8.50 |
1,025 |
907 |
-527 |
| Mar07 |
061208 |
492.00 |
494.00 |
485.00 |
485.75 |
-10.00 |
17,383 |
237,314 |
-3,471 |
| May07 |
061208 |
498.50 |
500.00 |
492.50 |
494.00 |
-8.25 |
909 |
18,989 |
+380 |
| Jul07 |
061208 |
480.50 |
483.50 |
476.50 |
478.50 |
-5.00 |
3,236 |
74,514 |
+273 |
| Sep07 |
061208 |
484.00 |
484.50 |
478.00 |
480.00 |
-4.00 |
100 |
4,137 |
+2 |
| Total Volume and Open Interest |
24,173 |
417,174 |
-3,607 |
| Wheat(KCBT) |
| Dec06 |
061208 |
498.00 |
498.50 |
494.00 |
495.00 |
-4.00 |
38 |
114 |
-461 |
| Mar07 |
061208 |
511.00 |
513.00 |
505.50 |
506.50 |
-7.25 |
10,246 |
70,087 |
-3,996 |
| May07 |
061208 |
516.00 |
516.50 |
510.50 |
510.50 |
-8.50 |
1,600 |
4,586 |
+681 |
| Jul07 |
061208 |
498.00 |
499.00 |
492.00 |
493.75 |
-6.50 |
2,140 |
28,819 |
+15 |
| Sep07 |
061208 |
496.00 |
500.00 |
494.50 |
496.50 |
-6.50 |
97 |
3,547 |
-38 |
| Total Volume and Open Interest |
14,621 |
116,332 |
-3,961 |
| Wheat(MGE) |
| Dec06 |
061208 |
490.00 |
492.00 |
487.00 |
488.50 |
-3.50 |
26 |
49 |
-85 |
| Mar07 |
061208 |
506.50 |
506.50 |
499.00 |
499.00 |
-10.00 |
3,193 |
31,902 |
-1,849 |
| May07 |
061208 |
511.00 |
512.00 |
506.00 |
506.00 |
-9.00 |
216 |
2,771 |
+56 |
| Jul07 |
061208 |
509.50 |
509.50 |
502.00 |
502.00 |
-7.75 |
236 |
1,358 |
+75 |
| Sep07 |
061208 |
501.00 |
504.75 |
498.00 |
504.75 |
-0.75 |
244 |
3,819 |
-46 |
| Total Volume and Open Interest |
4,122 |
48,705 |
-1,959 |
| Oats(CBOT) |
| Dec06 |
061208 |
252.00 |
252.00 |
252.00 |
252.00 |
-2.25 |
2 |
59 |
-5 |
| Mar07 |
061208 |
262.50 |
267.00 |
260.00 |
260.50 |
-1.50 |
269 |
9,723 |
-84 |
| May07 |
061208 |
267.00 |
272.25 |
266.50 |
267.00 |
-2.00 |
204 |
781 |
+54 |
| Jul07 |
061208 |
273.00 |
273.50 |
269.50 |
269.50 |
-4.00 |
10 |
438 |
+0 |
| Total Volume and Open Interest |
709 |
13,770 |
+1 |
| Rough Rice(CBOT) |
| Jan07 |
061208 |
9.89 |
9.89 |
9.80 |
9.82 |
-0.09 |
307 |
5,593 |
-133 |
| Mar07 |
061208 |
10.18 |
10.18 |
10.11 |
10.11 |
-0.07 |
269 |
5,675 |
+123 |
| May07 |
061208 |
10.39 |
10.39 |
10.38 |
10.38 |
-0.09 |
1 |
1,132 |
+0 |
| Jul07 |
061208 |
10.47 |
10.47 |
10.47 |
10.47 |
-0.08 |
0 |
708 |
+0 |
| Total Volume and Open Interest |
579 |
14,313 |
-8 |
| Live Cattle(CME) |
| Dec06 |
061208 |
86.800 |
87.325 |
86.700 |
86.950 |
+0.300 |
3,561 |
15,017 |
-463 |
| Feb07 |
061208 |
89.400 |
90.325 |
89.350 |
89.725 |
+0.425 |
9,522 |
129,877 |
+1,031 |
| Apr07 |
061208 |
90.900 |
91.775 |
90.850 |
91.125 |
+0.275 |
3,277 |
40,663 |
+303 |
| Jun07 |
061208 |
87.550 |
87.975 |
87.500 |
87.725 |
+0.150 |
1,217 |
17,810 |
-359 |
| Aug07 |
061208 |
86.600 |
87.050 |
86.600 |
86.775 |
+0.075 |
1,502 |
11,091 |
-18 |
| Oct07 |
061208 |
89.800 |
90.550 |
89.800 |
90.350 |
+0.425 |
265 |
5,049 |
+59 |
| Total Volume and Open Interest |
19,665 |
223,072 |
+779 |
| Feeder Cattle(CME) |
| Jan07 |
061208 |
99.900 |
100.550 |
99.450 |
100.425 |
+0.575 |
3,954 |
12,087 |
-698 |
| Mar07 |
061208 |
99.300 |
99.750 |
98.850 |
99.575 |
+0.275 |
3,141 |
8,180 |
+1,235 |
| Apr07 |
061208 |
99.800 |
100.450 |
99.450 |
100.400 |
+0.500 |
386 |
2,305 |
+104 |
| May07 |
061208 |
100.400 |
100.800 |
100.000 |
100.650 |
+0.300 |
348 |
3,382 |
+59 |
| Aug07 |
061208 |
103.400 |
103.875 |
103.250 |
103.875 |
+0.450 |
365 |
1,328 |
+147 |
| Sep07 |
061208 |
103.250 |
103.350 |
103.050 |
103.350 |
-0.025 |
32 |
885 |
+2 |
| Oct07 |
061208 |
102.900 |
102.900 |
102.900 |
102.900 |
+0.150 |
5 |
64 |
+2 |
| Total Volume and Open Interest |
8,231 |
28,231 |
+851 |
| Lean Hogs(CME) |
| Dec06 |
061208 |
62.450 |
62.700 |
62.050 |
62.325 |
-0.100 |
3,123 |
10,519 |
+172 |
| Feb07 |
061208 |
64.250 |
64.950 |
64.050 |
64.275 |
unch |
9,046 |
97,818 |
-46 |
| Apr07 |
061208 |
67.100 |
67.650 |
67.000 |
67.450 |
+0.100 |
3,458 |
36,074 |
+385 |
| May07 |
061208 |
72.550 |
72.550 |
72.150 |
72.450 |
-0.100 |
89 |
2,833 |
+29 |
| Jun07 |
061208 |
73.400 |
73.775 |
73.350 |
73.675 |
+0.125 |
1,503 |
20,147 |
+425 |
| Jul07 |
061208 |
72.000 |
72.300 |
71.950 |
71.975 |
+0.025 |
388 |
5,483 |
+98 |
| Aug07 |
061208 |
70.500 |
71.000 |
70.450 |
70.900 |
+0.200 |
96 |
4,567 |
+45 |
| Oct07 |
061208 |
64.700 |
65.000 |
64.600 |
64.775 |
-0.100 |
93 |
4,632 |
+25 |
| Total Volume and Open Interest |
17,879 |
184,276 |
+1,212 |
| Pork Bellies(CME) |
| Feb07 |
061208 |
91.400 |
91.875 |
91.000 |
91.050 |
+0.150 |
155 |
805 |
-67 |
| Mar07 |
061208 |
90.900 |
90.900 |
90.900 |
90.900 |
unch |
3 |
62 |
-2 |
| May07 |
061208 |
90.800 |
90.800 |
90.800 |
90.800 |
unch |
0 |
81 |
+0 |
| Jul07 |
061208 |
92.800 |
92.800 |
92.800 |
92.800 |
+0.400 |
0 |
88 |
+0 |
| Aug07 |
061208 |
93.300 |
93.300 |
93.300 |
93.300 |
+0.050 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
158 |
1,041 |
-69 |
| Class III Milk(CME) |
| Dec06 |
061208 |
13.44 |
13.50 |
13.40 |
13.42 |
-0.02 |
56 |
4,086 |
+17 |
| Jan07 |
061208 |
13.17 |
13.17 |
13.05 |
13.05 |
-0.08 |
31 |
2,652 |
+2 |
| Feb07 |
061208 |
13.27 |
13.30 |
13.16 |
13.16 |
-0.06 |
72 |
2,396 |
+24 |
| Mar07 |
061208 |
13.40 |
13.40 |
13.33 |
13.33 |
-0.02 |
23 |
2,249 |
+2 |
| Apr07 |
061208 |
13.60 |
13.60 |
13.58 |
13.58 |
-0.02 |
59 |
2,033 |
-16 |
| Total Volume and Open Interest |
762 |
26,194 |
+184 |
| Cocoa(NYBOT) |
| Dec06 |
061208 |
1540 |
1597 |
1540 |
1597 |
+33 |
7 |
23 |
-3 |
| Mar07 |
061208 |
1604 |
1645 |
1598 |
1638 |
+34 |
10,311 |
72,562 |
-1,876 |
| May07 |
061208 |
1620 |
1663 |
1620 |
1658 |
+34 |
3,140 |
17,937 |
+656 |
| Jul07 |
061208 |
1643 |
1685 |
1640 |
1678 |
+35 |
480 |
10,425 |
-118 |
| Sep07 |
061208 |
1690 |
1698 |
1688 |
1698 |
+35 |
225 |
14,410 |
+25 |
| Dec07 |
061208 |
1683 |
1724 |
1683 |
1719 |
+33 |
260 |
11,424 |
-30 |
| Mar08 |
061208 |
1745 |
1746 |
1744 |
1746 |
+33 |
611 |
3,859 |
+299 |
| Total Volume and Open Interest |
15,698 |
134,590 |
-897 |
| Coffee "C"(NYBOT) |
| Dec06 |
061208 |
121.90 |
122.80 |
121.40 |
121.85 |
-0.05 |
23 |
451 |
-15 |
| Mar07 |
061208 |
125.10 |
126.80 |
125.00 |
125.85 |
-0.05 |
6,160 |
87,498 |
+103 |
| May07 |
061208 |
128.25 |
129.50 |
128.25 |
128.75 |
-0.05 |
1,580 |
13,239 |
+292 |
| Jul07 |
061208 |
131.60 |
132.30 |
131.40 |
131.45 |
-0.10 |
409 |
5,144 |
+33 |
| Sep07 |
061208 |
134.05 |
134.15 |
133.50 |
133.95 |
-0.20 |
599 |
2,621 |
-305 |
| Dec07 |
061208 |
137.00 |
137.00 |
136.85 |
136.85 |
-0.20 |
179 |
2,173 |
+26 |
| Total Volume and Open Interest |
9,863 |
119,224 |
+409 |
| Orange Juice(NYBOT) |
| Jan07 |
061208 |
207.40 |
208.50 |
205.90 |
208.15 |
+0.95 |
2,640 |
17,391 |
+30 |
| Mar07 |
061208 |
206.00 |
206.75 |
204.70 |
206.65 |
+1.70 |
1,605 |
10,386 |
+368 |
| May07 |
061208 |
202.50 |
204.30 |
202.50 |
204.30 |
+2.05 |
99 |
1,869 |
+10 |
| Jul07 |
061208 |
202.00 |
203.30 |
202.00 |
203.30 |
+2.05 |
7 |
498 |
+7 |
| Sep07 |
061208 |
203.30 |
203.30 |
203.30 |
203.30 |
+3.05 |
0 |
215 |
+0 |
| Total Volume and Open Interest |
4,361 |
31,328 |
+421 |
| Sugar #11(NYBOT) |
| Mar07 |
061208 |
11.27 |
11.52 |
11.27 |
11.37 |
+0.15 |
67,652 |
271,199 |
+1,623 |
| May07 |
061208 |
11.43 |
11.54 |
11.39 |
11.42 |
+0.10 |
12,006 |
80,945 |
-654 |
| Jul07 |
061208 |
11.34 |
11.45 |
11.32 |
11.32 |
+0.08 |
5,221 |
74,562 |
-407 |
| Oct07 |
061208 |
11.54 |
11.62 |
11.45 |
11.50 |
+0.06 |
4,302 |
53,106 |
+515 |
| Mar08 |
061208 |
12.00 |
121.04 |
11.93 |
11.97 |
+0.04 |
3,406 |
42,807 |
+1,051 |
| Total Volume and Open Interest |
94,247 |
554,808 |
+2,734 |
| Sugar #14(NYBOT) |
| Jan07 |
061208 |
19.60 |
19.60 |
19.60 |
19.60 |
-0.10 |
181 |
515 |
-44 |
| Mar07 |
061208 |
19.60 |
19.65 |
19.58 |
19.63 |
+0.01 |
173 |
3,150 |
-118 |
| May07 |
061208 |
19.70 |
19.70 |
19.70 |
19.70 |
unch |
7 |
2,513 |
+5 |
| Jul07 |
061208 |
19.85 |
19.85 |
19.85 |
19.85 |
-0.05 |
7 |
2,171 |
-1 |
| Sep07 |
061208 |
19.78 |
19.85 |
19.78 |
19.85 |
+0.07 |
3 |
1,756 |
+0 |
| Total Volume and Open Interest |
375 |
11,540 |
-158 |
| London Cocoa(LCE) |
| Dec06 |
061208 |
832 |
850 |
827 |
843 |
+11 |
26,808 |
29,066 |
-20,154 |
| Mar07 |
061208 |
871 |
894 |
863 |
886 |
+15 |
27,805 |
69,942 |
+3,882 |
| May07 |
061208 |
881 |
901 |
873 |
896 |
+15 |
7,166 |
29,322 |
+2,733 |
| Jul07 |
061208 |
889 |
910 |
888 |
906 |
+16 |
3,701 |
23,346 |
+24 |
| Sep07 |
061208 |
898 |
920 |
898 |
915 |
+15 |
10,708 |
24,905 |
+10,124 |
| Dec07 |
061208 |
907 |
927 |
906 |
923 |
+16 |
1,587 |
18,924 |
+660 |
| Mar08 |
061208 |
921 |
935 |
921 |
932 |
+15 |
101 |
6,482 |
+66 |
| Total Volume and Open Interest |
77,880 |
203,766 |
-2,669 |
| London Coffee(LCE) |
| Jan07 |
061208 |
1458.00 |
1462.00 |
1448.00 |
1451.00 |
-7.00 |
3,212 |
32,310 |
-1,303 |
| Mar07 |
061208 |
1475.00 |
1477.00 |
1461.00 |
1466.00 |
-7.00 |
4,087 |
42,655 |
-30 |
| May07 |
061208 |
1475.00 |
1486.00 |
1472.00 |
1474.00 |
-7.00 |
992 |
12,831 |
-160 |
| Jul07 |
061208 |
1474.00 |
1478.00 |
1466.00 |
1467.00 |
-4.00 |
56 |
4,928 |
+12 |
| Sep07 |
061208 |
1457.00 |
1463.00 |
1455.00 |
1457.00 |
-1.00 |
31 |
5,713 |
-16 |
| Nov07 |
061208 |
1449.00 |
1453.00 |
1442.00 |
1445.00 |
-2.00 |
11 |
1,734 |
+0 |
| Total Volume and Open Interest |
8,454 |
102,554 |
-1,491 |
| London Sugar(LCE) |
| Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
| Mar07 |
061208 |
351.10 |
354.00 |
349.00 |
349.50 |
-1.10 |
8,625 |
26,062 |
+1,276 |
| May07 |
061208 |
347.00 |
348.90 |
344.40 |
344.50 |
-1.50 |
3,058 |
13,038 |
+602 |
| Aug07 |
061208 |
342.50 |
342.50 |
338.00 |
338.00 |
-0.60 |
521 |
5,655 |
+218 |
| Oct07 |
061208 |
334.00 |
335.70 |
333.50 |
333.50 |
-0.10 |
221 |
3,131 |
+189 |
| Total Volume and Open Interest |
12,806 |
51,139 |
+2,271 |
| Cotton(NYBOT) |
| Mar07 |
061208 |
52.94 |
53.25 |
52.70 |
52.73 |
-0.33 |
5,569 |
111,829 |
+147 |
| May07 |
061208 |
54.22 |
54.50 |
53.95 |
54.11 |
-0.24 |
1,353 |
18,630 |
+141 |
| Jul07 |
061208 |
55.25 |
55.55 |
55.10 |
55.20 |
-0.20 |
553 |
10,632 |
+31 |
| Oct07 |
061208 |
57.15 |
57.15 |
57.15 |
57.15 |
+0.10 |
0 |
185 |
+0 |
| Dec07 |
061208 |
58.10 |
58.60 |
58.05 |
58.34 |
+0.19 |
602 |
16,958 |
+200 |
| Mar08 |
061208 |
60.35 |
60.35 |
60.35 |
60.35 |
+0.25 |
58 |
1,118 |
+26 |
| Total Volume and Open Interest |
8,135 |
159,922 |
-14 |
| Lumber(CME) |
| Jan07 |
061208 |
253.5 |
262.2 |
252.8 |
261.8 |
+6.7 |
648 |
4,131 |
+101 |
| Mar07 |
061208 |
274.6 |
283.0 |
274.5 |
278.8 |
+3.4 |
313 |
3,097 |
+42 |
| May07 |
061208 |
293.8 |
299.5 |
292.0 |
295.2 |
+2.2 |
55 |
207 |
+14 |
| Jul07 |
061208 |
303.9 |
304.9 |
303.9 |
304.8 |
+2.1 |
3 |
61 |
-1 |
| Total Volume and Open Interest |
1,021 |
7,536 |
+156 |
| Crude Oil(NYM) |
| Jan07 |
061208 |
63.40 |
63.65 |
62.00 |
62.03 |
-0.46 |
255,423 |
238,209 |
-25,718 |
| Feb07 |
061208 |
64.15 |
64.25 |
63.00 |
63.09 |
-0.29 |
208,412 |
193,954 |
+29,575 |
| Mar07 |
061208 |
64.70 |
64.90 |
63.85 |
63.91 |
-0.31 |
53,036 |
85,315 |
+1,701 |
| Apr07 |
061208 |
65.15 |
65.15 |
64.58 |
64.58 |
-0.35 |
10,092 |
51,817 |
+1,174 |
| May07 |
061208 |
66.00 |
66.00 |
65.16 |
65.16 |
-0.39 |
4,488 |
36,657 |
+313 |
| Jun07 |
061208 |
67.35 |
67.35 |
65.68 |
65.68 |
-0.41 |
13,718 |
71,905 |
-389 |
| Jul07 |
061208 |
66.65 |
66.65 |
66.14 |
66.14 |
-0.43 |
3,953 |
21,432 |
+1,319 |
| Aug07 |
061208 |
66.55 |
66.55 |
66.55 |
66.55 |
-0.44 |
1,476 |
14,800 |
+190 |
| Sep07 |
061208 |
66.90 |
66.90 |
66.90 |
66.90 |
-0.45 |
629 |
24,372 |
-6 |
| Oct07 |
061208 |
67.22 |
67.22 |
67.22 |
67.22 |
-0.46 |
1,052 |
14,793 |
-125 |
| Nov07 |
061208 |
67.49 |
67.49 |
67.49 |
67.49 |
-0.46 |
226 |
13,546 |
-84 |
| Dec07 |
061208 |
68.10 |
68.25 |
67.60 |
67.73 |
-0.46 |
6,960 |
135,654 |
+0 |
| Jan08 |
061208 |
67.95 |
67.95 |
67.95 |
67.95 |
-0.45 |
1,585 |
23,334 |
-1,030 |
| Feb08 |
061208 |
68.14 |
68.14 |
68.14 |
68.14 |
-0.43 |
500 |
10,261 |
-500 |
| Mar08 |
061208 |
68.28 |
68.28 |
68.28 |
68.28 |
-0.42 |
0 |
16,612 |
+0 |
| Apr08 |
061208 |
68.40 |
68.40 |
68.40 |
68.40 |
-0.42 |
0 |
12,842 |
+0 |
| Total Volume and Open Interest |
567,796 |
1,226,350 |
+5,051 |
| Heating Oil(NYM) |
| Jan07 |
061208 |
180.10 |
181.90 |
175.50 |
175.73 |
-2.15 |
46,936 |
81,927 |
-8,155 |
| Feb07 |
061208 |
184.00 |
185.40 |
179.50 |
179.67 |
-2.27 |
27,179 |
39,355 |
+256 |
| Mar07 |
061208 |
184.70 |
186.30 |
181.62 |
181.62 |
-2.27 |
7,465 |
21,994 |
+2,208 |
| Apr07 |
061208 |
184.70 |
186.50 |
181.47 |
181.47 |
-2.12 |
1,161 |
13,017 |
-45 |
| May07 |
061208 |
185.70 |
186.20 |
180.82 |
180.82 |
-2.12 |
389 |
6,549 |
-140 |
| Jun07 |
061208 |
184.45 |
185.70 |
180.82 |
180.82 |
-2.12 |
1,271 |
19,642 |
-141 |
| Jul07 |
061208 |
183.94 |
186.70 |
181.87 |
181.87 |
-2.07 |
420 |
3,321 |
+180 |
| Aug07 |
061208 |
187.30 |
188.90 |
183.77 |
183.77 |
-2.02 |
94 |
2,595 |
-1 |
| Sep07 |
061208 |
190.00 |
190.00 |
186.02 |
186.02 |
-1.97 |
60 |
4,869 |
-13 |
| Oct07 |
061208 |
191.95 |
191.95 |
188.52 |
188.52 |
-1.92 |
13 |
1,588 |
+4 |
| Nov07 |
061208 |
195.00 |
195.50 |
191.27 |
191.27 |
-1.87 |
23 |
1,123 |
-5 |
| Dec07 |
061208 |
194.12 |
194.12 |
194.12 |
194.12 |
-1.87 |
58 |
10,234 |
-5 |
| Total Volume and Open Interest |
85,069 |
211,463 |
-5,857 |
| Unleaded Gas(NYM) |
| Jan07 |
061208 |
164.80 |
167.25 |
161.00 |
162.13 |
-0.62 |
1,451 |
3,792 |
-745 |
| Total Volume and Open Interest |
1,451 |
3,792 |
-745 |
| RBOB Gasoline(NYMEX) |
| Jan07 |
061208 |
162.70 |
167.00 |
161.00 |
161.71 |
-1.49 |
26,422 |
56,104 |
+966 |
| Feb07 |
061208 |
166.41 |
169.31 |
164.25 |
164.59 |
-1.56 |
8,919 |
19,166 |
+2,330 |
| Mar07 |
061208 |
170.16 |
172.30 |
168.39 |
168.39 |
-1.25 |
2,457 |
14,136 |
+432 |
| Apr07 |
061208 |
185.00 |
187.30 |
182.50 |
183.09 |
-1.91 |
1,196 |
9,618 |
+237 |
| May07 |
061208 |
188.25 |
188.75 |
185.89 |
185.89 |
-2.26 |
629 |
9,515 |
+303 |
| Jun07 |
061208 |
188.14 |
188.14 |
188.14 |
188.14 |
-2.36 |
204 |
4,851 |
+74 |
| Jul07 |
061208 |
189.39 |
189.39 |
189.39 |
189.39 |
-0.71 |
191 |
3,447 |
+93 |
| Aug07 |
061208 |
189.49 |
189.49 |
189.49 |
189.49 |
-0.61 |
234 |
2,082 |
+48 |
| Sep07 |
061208 |
188.29 |
188.29 |
188.29 |
188.29 |
-1.11 |
412 |
5,463 |
-40 |
| Oct07 |
061208 |
177.04 |
177.04 |
177.04 |
177.04 |
-1.75 |
135 |
1,108 |
+0 |
| Total Volume and Open Interest |
40,980 |
126,005 |
+4,509 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan07 |
061129 |
163.70 |
167.90 |
163.70 |
167.50 |
+3.77 |
0 |
1 |
+0 |
| Feb07 |
061208 |
164.59 |
164.59 |
164.59 |
164.59 |
-1.30 |
|
|
|
| Mar07 |
061208 |
168.39 |
168.39 |
168.39 |
168.39 |
-1.50 |
|
|
|
| Apr07 |
061208 |
183.09 |
183.09 |
183.09 |
183.09 |
-1.70 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
| Jan07 |
061208 |
7.700 |
7.780 |
7.500 |
7.561 |
-0.110 |
56,086 |
87,835 |
-5,909 |
| Feb07 |
061208 |
7.790 |
7.870 |
7.640 |
7.684 |
-0.082 |
30,676 |
48,486 |
+3,065 |
| Mar07 |
061208 |
7.820 |
7.820 |
7.620 |
7.684 |
-0.062 |
14,457 |
112,163 |
+2,236 |
| Apr07 |
061208 |
7.670 |
7.680 |
7.520 |
7.559 |
-0.052 |
8,177 |
99,205 |
+65 |
| May07 |
061208 |
7.700 |
7.705 |
7.598 |
7.598 |
-0.043 |
3,482 |
40,811 |
+929 |
| Jun07 |
061208 |
7.800 |
7.800 |
7.683 |
7.683 |
-0.043 |
1,102 |
13,572 |
+199 |
| Jul07 |
061208 |
7.825 |
7.825 |
7.787 |
7.787 |
-0.044 |
227 |
12,759 |
-8 |
| Aug07 |
061208 |
7.970 |
7.990 |
7.870 |
7.872 |
-0.044 |
442 |
14,963 |
-77 |
| Sep07 |
061208 |
7.950 |
7.950 |
7.937 |
7.937 |
-0.044 |
451 |
14,914 |
+62 |
| Oct07 |
061208 |
8.130 |
8.130 |
8.049 |
8.049 |
-0.044 |
3,550 |
38,004 |
-709 |
| Nov07 |
061208 |
8.690 |
8.690 |
8.654 |
8.654 |
-0.039 |
273 |
22,573 |
-32 |
| Dec07 |
061208 |
9.270 |
9.300 |
9.204 |
9.204 |
-0.034 |
782 |
34,092 |
+126 |
| Jan08 |
061208 |
9.630 |
9.630 |
9.544 |
9.544 |
-0.039 |
1,337 |
29,302 |
-131 |
| Feb08 |
061208 |
9.600 |
9.600 |
9.544 |
9.544 |
-0.039 |
35 |
15,522 |
-2 |
| Mar08 |
061208 |
9.360 |
9.360 |
9.319 |
9.319 |
-0.039 |
966 |
38,656 |
+159 |
| Apr08 |
061208 |
8.030 |
8.030 |
7.939 |
7.939 |
-0.009 |
559 |
27,848 |
+116 |
| Total Volume and Open Interest |
123,734 |
890,411 |
+499 |
| Brent Crude Oil(ICE) |
| Jan07 |
061208 |
62.81 |
63.97 |
62.20 |
62.20 |
-0.37 |
61,219 |
63,254 |
-13,731 |
| Feb07 |
061208 |
63.29 |
64.15 |
62.60 |
62.60 |
-0.45 |
66,242 |
175,559 |
-11,675 |
| Mar07 |
061208 |
64.12 |
64.68 |
63.29 |
63.29 |
-0.54 |
37,799 |
60,069 |
+6,848 |
| Apr07 |
061208 |
64.77 |
65.21 |
64.02 |
64.02 |
-0.53 |
9,534 |
29,030 |
-340 |
| May07 |
061208 |
65.40 |
65.60 |
64.66 |
64.66 |
-0.53 |
4,698 |
22,702 |
+64 |
| Jun07 |
061208 |
65.95 |
66.28 |
65.20 |
65.20 |
-0.55 |
10,206 |
41,209 |
+2,113 |
| Jul07 |
061208 |
66.53 |
66.53 |
65.64 |
65.64 |
-0.60 |
0 |
12,818 |
+776 |
| Aug07 |
061208 |
66.04 |
66.04 |
66.04 |
66.04 |
-0.61 |
0 |
5,853 |
+719 |
| Sep07 |
061208 |
66.38 |
66.38 |
66.38 |
66.38 |
-0.63 |
0 |
12,561 |
+39 |
| Oct07 |
061208 |
66.71 |
66.71 |
66.71 |
66.71 |
-0.63 |
0 |
8,995 |
-182 |
| Nov07 |
061208 |
66.99 |
66.99 |
66.99 |
66.99 |
-0.64 |
0 |
14,945 |
+41 |
| Dec07 |
061208 |
68.25 |
68.29 |
67.25 |
67.25 |
-0.64 |
7,260 |
45,837 |
+376 |
| Jan08 |
061208 |
67.45 |
67.45 |
67.45 |
67.45 |
-0.65 |
0 |
6,883 |
+23 |
| Feb08 |
061208 |
67.62 |
67.62 |
67.62 |
67.62 |
-0.67 |
0 |
1,026 |
+12 |
| Total Volume and Open Interest |
198,864 |
569,893 |
-14,698 |
| Gas Oil(ICE) |
| Dec06 |
061208 |
550.25 |
557.75 |
542.00 |
556.50 |
+9.25 |
15,316 |
22,799 |
-3,165 |
| Jan07 |
061208 |
553.00 |
561.00 |
544.75 |
559.50 |
+9.50 |
34,737 |
86,156 |
-1,213 |
| Feb07 |
061208 |
556.50 |
566.25 |
550.75 |
565.00 |
+9.25 |
21,380 |
53,496 |
+3,309 |
| Mar07 |
061208 |
566.75 |
570.50 |
559.25 |
570.25 |
+9.00 |
6,279 |
22,881 |
+685 |
| Apr07 |
061208 |
571.75 |
575.50 |
565.00 |
575.25 |
+8.75 |
1,846 |
13,984 |
-175 |
| May07 |
061208 |
576.75 |
580.25 |
569.75 |
580.25 |
+8.75 |
825 |
10,338 |
+161 |
| Jun07 |
061208 |
581.25 |
585.00 |
581.25 |
585.00 |
+8.50 |
3,039 |
35,277 |
-465 |
| Jul07 |
061208 |
591.25 |
591.25 |
591.25 |
591.25 |
+8.25 |
525 |
6,356 |
+615 |
| Aug07 |
061208 |
596.75 |
596.75 |
596.75 |
596.75 |
+7.75 |
0 |
1,269 |
+463 |
| Sep07 |
061208 |
602.25 |
602.25 |
602.25 |
602.25 |
+7.75 |
0 |
7,777 |
+422 |
| Total Volume and Open Interest |
83,947 |
307,510 |
-269 |
| US Dollar Index(NYBOT) |
| Dec06 |
061208 |
82.72 |
83.30 |
82.35 |
83.30 |
+0.53 |
4,769 |
31,208 |
-2,014 |
| Mar07 |
061208 |
82.44 |
83.02 |
82.05 |
83.00 |
+0.53 |
3,627 |
9,489 |
+3,069 |
| Jun07 |
061208 |
82.10 |
82.71 |
82.10 |
82.71 |
+0.53 |
1 |
69 |
+1 |
| Total Volume and Open Interest |
8,397 |
40,792 |
+1,056 |
| Australian Dollar(CME) |
| Dec06 |
061208 |
78.85 |
79.02 |
78.50 |
78.51 |
-0.34 |
931 |
122,475 |
+4,923 |
| Mar07 |
061208 |
78.72 |
79.08 |
78.30 |
78.32 |
-0.34 |
963 |
11,825 |
+1,462 |
| Jun07 |
061208 |
78.09 |
78.09 |
78.09 |
78.09 |
-0.34 |
0 |
103 |
+0 |
| Total Volume and Open Interest |
1,894 |
134,674 |
+6,385 |
| British Pound(CME) |
| Dec06 |
061208 |
195.91 |
197.10 |
195.23 |
195.23 |
-1.00 |
7,339 |
125,942 |
-803 |
| Mar07 |
061208 |
196.03 |
196.84 |
195.30 |
195.30 |
-1.00 |
6,611 |
29,980 |
+9,571 |
| Jun07 |
061208 |
195.22 |
195.22 |
195.22 |
195.22 |
-1.00 |
0 |
34 |
+1 |
| Total Volume and Open Interest |
13,950 |
155,960 |
+8,770 |
| Canadian Dollar(CME) |
| Dec06 |
061208 |
86.91 |
87.40 |
86.85 |
86.99 |
-0.04 |
4,953 |
123,190 |
+6,069 |
| Mar07 |
061208 |
87.16 |
87.57 |
87.03 |
87.22 |
-0.04 |
4,599 |
24,057 |
+5,558 |
| Jun07 |
061208 |
87.48 |
87.54 |
87.48 |
87.49 |
-0.04 |
1 |
694 |
+6 |
| Sep07 |
061208 |
87.76 |
87.76 |
87.76 |
87.76 |
-0.04 |
1 |
354 |
+9 |
| Total Volume and Open Interest |
9,580 |
148,380 |
+11,670 |
| Japanese Yen(CME) |
| Dec06 |
061208 |
86.54 |
87.02 |
85.92 |
85.96 |
-0.90 |
11,490 |
183,307 |
-6,087 |
| Mar07 |
061208 |
87.62 |
88.09 |
86.94 |
86.99 |
-0.91 |
11,215 |
85,139 |
+4,532 |
| Jun07 |
061208 |
87.99 |
87.99 |
87.99 |
87.99 |
-0.91 |
0 |
83 |
+16 |
| Total Volume and Open Interest |
22,705 |
268,690 |
-1,538 |
| Swiss Franc(CME) |
| Dec06 |
061208 |
83.62 |
84.07 |
83.06 |
83.06 |
-0.62 |
3,621 |
73,932 |
-620 |
| Mar07 |
061208 |
84.33 |
84.69 |
83.67 |
83.76 |
-0.62 |
3,309 |
10,100 |
+4,372 |
| Jun07 |
061208 |
84.39 |
84.39 |
84.39 |
84.39 |
-0.62 |
0 |
85 |
+10 |
| Total Volume and Open Interest |
6,930 |
84,207 |
+3,762 |
| EuroFX(CME) |
| Dec06 |
061208 |
132.81 |
133.69 |
132.00 |
132.04 |
-0.83 |
5,424 |
198,382 |
+2,356 |
| Mar07 |
061208 |
133.36 |
134.14 |
132.55 |
132.59 |
-0.83 |
1,749 |
32,588 |
+5,946 |
| Jun07 |
061208 |
133.02 |
133.02 |
133.02 |
133.02 |
-0.83 |
0 |
883 |
+31 |
| Total Volume and Open Interest |
7,173 |
232,264 |
+8,373 |
| Mexican Peso(CME) |
| Dec06 |
061208 |
9192.0 |
9230.0 |
9190.0 |
9227.0 |
+45.0 |
6,318 |
61,166 |
+205 |
| Jan07 |
061208 |
9215.0 |
9215.0 |
9215.0 |
9215.0 |
+45.0 |
|
|
|
| Total Volume and Open Interest |
12,985 |
90,170 |
+6,860 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061208 |
114~00 |
114~04 |
113~08 |
113~10 |
-0~24 |
67,602 |
56,731 |
-34,127 |
| Mar07 |
061208 |
114~00 |
114~05 |
113~07 |
113~10 |
-0~24 |
356,513 |
786,247 |
+27,409 |
| Jun07 |
061208 |
113~12 |
113~30 |
113~06 |
113~08 |
-0~24 |
582 |
905 |
+512 |
| Total Volume and Open Interest |
424,701 |
843,904 |
-6,206 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061208 |
109~040 |
109~040 |
108~175 |
108~180 |
-0~160 |
69,945 |
98,468 |
-34,109 |
| Mar07 |
061208 |
109~035 |
109~050 |
108~180 |
108~195 |
-0~165 |
921,600 |
2,170,497 |
+33,646 |
| Total Volume and Open Interest |
991,574 |
2,273,174 |
-438 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061208 |
105~220 |
105~220 |
105~220 |
105~220 |
-0~110 |
27,304 |
0 |
+0 |
| Mar07 |
061208 |
106~050 |
106~050 |
105~255 |
105~260 |
-0~120 |
362,267 |
0 |
+0 |
| Jun07 |
061208 |
105~305 |
105~305 |
105~305 |
105~305 |
-0~155 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
389,571 |
10 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec06 |
061208 |
102~040 |
102~040 |
102~024 |
102~024 |
-0~021 |
4,665 |
25,488 |
-7,844 |
| Mar07 |
061208 |
102~068 |
102~068 |
102~044 |
102~045 |
-0~027 |
5,835 |
696,233 |
-6,922 |
| Total Volume and Open Interest |
10,500 |
721,721 |
-14,766 |
| Eurodollars(CME) |
| Dec06 |
061208 |
94.645 |
94.645 |
94.630 |
94.635 |
-0.012 |
13,159 |
1,431,572 |
-5,968 |
| Mar07 |
061208 |
94.790 |
94.790 |
94.725 |
94.730 |
-0.070 |
19,138 |
1,398,783 |
-26,355 |
| Jun07 |
061208 |
95.040 |
95.040 |
94.935 |
94.945 |
-0.115 |
22,679 |
1,364,273 |
+3,423 |
| Sep07 |
061208 |
95.245 |
95.245 |
95.130 |
95.140 |
-0.125 |
16,354 |
1,287,879 |
+2,955 |
| Dec07 |
061208 |
95.360 |
95.360 |
95.255 |
95.260 |
-0.120 |
19,196 |
1,378,717 |
+14,884 |
| Mar08 |
061208 |
95.410 |
95.410 |
95.320 |
95.320 |
-0.115 |
17,708 |
906,078 |
+17,665 |
| Jun08 |
061208 |
95.420 |
95.430 |
95.345 |
95.345 |
-0.105 |
14,343 |
669,064 |
+10,529 |
| Sep08 |
061208 |
95.420 |
95.425 |
95.345 |
95.345 |
-0.095 |
10,629 |
477,300 |
+4,048 |
| Dec08 |
061208 |
95.395 |
95.415 |
95.325 |
95.325 |
-0.085 |
7,143 |
346,458 |
-3,965 |
| Mar09 |
061208 |
95.365 |
95.385 |
95.300 |
95.300 |
-0.080 |
6,732 |
366,618 |
+536 |
| Jun09 |
061208 |
95.325 |
95.345 |
95.265 |
95.265 |
-0.075 |
9,750 |
283,635 |
-6,225 |
| Sep09 |
061208 |
95.290 |
95.310 |
95.235 |
95.235 |
-0.070 |
6,595 |
183,716 |
-1,469 |
| Dec09 |
061208 |
95.240 |
95.255 |
95.190 |
95.190 |
-0.065 |
3,264 |
132,406 |
+122 |
| Mar10 |
061208 |
95.220 |
95.230 |
95.165 |
95.165 |
-0.065 |
5,036 |
127,613 |
+1,878 |
| Jun10 |
061208 |
95.175 |
95.190 |
95.125 |
95.125 |
-0.065 |
2,781 |
106,353 |
-106 |
| Sep10 |
061208 |
95.140 |
95.155 |
95.090 |
95.090 |
-0.065 |
4,554 |
78,040 |
-609 |
| Dec10 |
061208 |
95.100 |
95.110 |
95.050 |
95.050 |
-0.060 |
5,676 |
102,864 |
+114 |
| Mar11 |
061208 |
95.060 |
95.095 |
95.025 |
95.025 |
-0.060 |
3,075 |
69,646 |
+257 |
| Total Volume and Open Interest |
197,436 |
10,956,286 |
+12,693 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061208 |
99.39 |
99.41 |
99.39 |
99.41 |
+0.02 |
197 |
17,736 |
-98 |
| Mar07 |
061208 |
99.28 |
99.30 |
99.28 |
99.29 |
+0.01 |
429 |
13,900 |
-85 |
| Jun07 |
061208 |
99.17 |
99.17 |
99.17 |
99.17 |
+0.01 |
61 |
8,282 |
+22 |
| Sep07 |
061208 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.01 |
79 |
3,226 |
-248 |
| Dec07 |
061208 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.01 |
188 |
7,638 |
+55 |
| Mar08 |
061208 |
98.84 |
98.84 |
98.84 |
98.84 |
unch |
100 |
3,625 |
-20 |
| Jun08 |
061208 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
22 |
423 |
+22 |
| Sep08 |
061208 |
98.68 |
98.68 |
98.68 |
98.68 |
unch |
0 |
11 |
+0 |
| Dec08 |
061208 |
98.61 |
98.61 |
98.61 |
98.61 |
+0.01 |
0 |
6 |
+0 |
| Mar09 |
061208 |
98.51 |
98.51 |
98.51 |
98.51 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
1,076 |
54,867 |
-352 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec06 |
061208 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.01 |
3,174 |
76,800 |
-2,044 |
| Mar07 |
061208 |
99.28 |
99.29 |
99.28 |
99.29 |
+0.01 |
3,177 |
80,403 |
-794 |
| Jun07 |
061208 |
99.15 |
99.17 |
99.15 |
99.17 |
+0.01 |
3,199 |
47,897 |
+1,328 |
| Sep07 |
061208 |
99.04 |
99.05 |
99.03 |
99.05 |
+0.02 |
1,437 |
33,270 |
-74 |
| Dec07 |
061208 |
98.93 |
98.95 |
98.93 |
98.95 |
+0.02 |
1,029 |
45,380 |
+82 |
| Mar08 |
061208 |
98.84 |
98.86 |
98.84 |
98.85 |
+0.01 |
30 |
31,506 |
+5 |
| Jun08 |
061208 |
98.75 |
98.78 |
98.75 |
98.78 |
+0.02 |
2,340 |
7,862 |
-479 |
| Sep08 |
061208 |
98.69 |
98.69 |
98.69 |
98.69 |
+0.01 |
0 |
1,885 |
+0 |
| Total Volume and Open Interest |
14,386 |
326,841 |
-1,976 |
| German Euro-Bund(EUREX) |
| Dec06 |
061207 |
118.43 |
118.61 |
118.38 |
118.57 |
+0.07 |
1,767,005 |
655,824 |
-388,263 |
| Mar07 |
061208 |
118.40 |
118.67 |
118.05 |
118.32 |
-0.19 |
1,286,141 |
1,394,143 |
+272,598 |
| Jun07 |
061208 |
117.88 |
118.17 |
117.65 |
117.86 |
-0.19 |
4,044 |
2,734 |
+2,308 |
| Total Volume and Open Interest |
2,383,165 |
1,446,083 |
-331,712 |
| German Euro-Bobl(EUREX) |
| Dec06 |
061207 |
109.87 |
109.95 |
109.84 |
109.94 |
+0.01 |
1,066,394 |
473,933 |
-334,077 |
| Mar07 |
061208 |
109.99 |
110.11 |
109.80 |
109.95 |
-0.08 |
804,909 |
812,892 |
+176,645 |
| Jun07 |
061208 |
109.60 |
109.60 |
109.60 |
109.60 |
-0.08 |
2,879 |
1,304 |
+1,302 |
| Total Volume and Open Interest |
1,511,061 |
886,770 |
-223,412 |
| Long Gilt(LIFFE) |
| Dec06 |
061208 |
109~28 |
110~00 |
109~13 |
109~23 |
-0~07 |
9,614 |
28,704 |
-2,730 |
| Mar07 |
061208 |
109~24 |
109~31 |
109~09 |
109~20 |
-0~07 |
87,226 |
255,959 |
-4,742 |
| Total Volume and Open Interest |
96,840 |
284,691 |
-7,472 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061208 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.01 |
38,768 |
399,367 |
+6,291 |
| Mar07 |
061208 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.03 |
33,434 |
442,819 |
-4,406 |
| Jun07 |
061208 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.04 |
52,423 |
428,773 |
-1,414 |
| Total Volume and Open Interest |
277,079 |
2,395,529 |
+395 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061208 |
96.310 |
96.315 |
96.285 |
96.310 |
unch |
29,077 |
595,702 |
-441 |
| Mar07 |
061208 |
96.175 |
96.195 |
96.165 |
96.175 |
-0.005 |
160,414 |
741,426 |
+21,339 |
| Jun07 |
061208 |
96.115 |
96.140 |
96.100 |
96.115 |
-0.005 |
126,146 |
629,125 |
+11,946 |
| Total Volume and Open Interest |
605,787 |
3,745,560 |
+37,905 |
| 3-Mth Aus T-Bills(SFE) |
| Dec06 |
061207 |
93.61 |
93.62 |
93.59 |
93.60 |
-0.03 |
24,428 |
77,441 |
-8,006 |
| Mar07 |
061208 |
93.57 |
93.57 |
93.55 |
93.57 |
unch |
61,238 |
352,460 |
+15,334 |
| Jun07 |
061208 |
93.59 |
93.60 |
93.58 |
93.59 |
unch |
50,547 |
207,190 |
+33,807 |
| Sep07 |
061208 |
93.63 |
93.64 |
93.62 |
93.63 |
unch |
11,053 |
66,738 |
+9,078 |
| Dec07 |
061208 |
93.68 |
93.68 |
93.66 |
93.67 |
-0.01 |
4,455 |
49,966 |
+3,489 |
| Mar08 |
061208 |
93.71 |
93.72 |
93.71 |
93.72 |
unch |
885 |
28,233 |
+1,176 |
| Jun08 |
061208 |
93.75 |
93.75 |
93.74 |
93.75 |
unch |
772 |
20,947 |
+250 |
| Sep08 |
061208 |
93.78 |
93.78 |
93.78 |
93.78 |
unch |
512 |
13,174 |
+312 |
| Dec08 |
061208 |
93.79 |
93.80 |
93.78 |
93.80 |
+0.01 |
862 |
6,037 |
+757 |
| Mar09 |
061208 |
93.80 |
93.81 |
93.80 |
93.81 |
unch |
500 |
2,239 |
+500 |
| Total Volume and Open Interest |
141,751 |
751,322 |
-11,238 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061208 |
94.42 |
94.43 |
94.39 |
94.40 |
unch |
71,098 |
592,194 |
+34,010 |
| Mar07 |
061208 |
94.43 |
94.43 |
94.42 |
94.42 |
unch |
613 |
6,187 |
+792 |
| Total Volume and Open Interest |
71,711 |
598,381 |
+34,802 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061208 |
94.18 |
94.18 |
94.16 |
94.17 |
unch |
176,073 |
889,086 |
+100,845 |
| Mar07 |
061208 |
94.20 |
94.20 |
94.18 |
94.19 |
unch |
7,884 |
31,370 |
+4,722 |
| Total Volume and Open Interest |
183,957 |
920,456 |
+105,567 |
| Gold(CMX) |
| Dec06 |
061208 |
630.5 |
636.5 |
626.1 |
626.1 |
-5.8 |
316 |
1,048 |
-26 |
| Feb07 |
061208 |
634.0 |
642.7 |
630.2 |
631.0 |
-6.0 |
56,360 |
195,905 |
+657 |
| Apr07 |
061208 |
640.5 |
648.5 |
637.0 |
637.3 |
-5.9 |
1,965 |
25,016 |
+747 |
| Jun07 |
061208 |
650.4 |
655.0 |
643.0 |
643.3 |
-5.9 |
791 |
24,101 |
+442 |
| Aug07 |
061208 |
655.5 |
655.5 |
649.0 |
649.0 |
-5.9 |
20 |
3,884 |
-3 |
| Oct07 |
061208 |
654.7 |
654.7 |
654.7 |
654.7 |
-5.8 |
19 |
16,167 |
+5 |
| Dec07 |
061208 |
668.1 |
668.1 |
660.4 |
660.4 |
-5.7 |
549 |
36,892 |
+343 |
| Feb08 |
061208 |
665.9 |
665.9 |
665.9 |
665.9 |
-5.6 |
100 |
2,186 |
-100 |
| Apr08 |
061208 |
671.4 |
671.4 |
671.4 |
671.4 |
-5.6 |
0 |
1,689 |
+0 |
| Jun08 |
061208 |
677.0 |
677.0 |
677.0 |
677.0 |
-5.5 |
0 |
3,771 |
+0 |
| Aug08 |
061208 |
682.5 |
682.5 |
682.5 |
682.5 |
-5.5 |
0 |
220 |
+0 |
| Oct08 |
061208 |
688.1 |
688.1 |
688.1 |
688.1 |
-5.4 |
0 |
500 |
+0 |
| Total Volume and Open Interest |
60,532 |
329,911 |
+2,196 |
| Silver(CMX) |
| Dec06 |
061208 |
1380.0 |
1380.0 |
1371.9 |
1371.9 |
-14.2 |
91 |
903 |
-26 |
| Mar07 |
061208 |
1398.0 |
1416.0 |
1382.0 |
1389.5 |
-14.0 |
15,519 |
73,111 |
+1,250 |
| May07 |
061208 |
1407.0 |
1422.0 |
1400.0 |
1400.7 |
-14.2 |
156 |
4,540 |
-90 |
| Jul07 |
061208 |
1431.0 |
1431.0 |
1407.0 |
1410.0 |
-15.1 |
71 |
9,803 |
+9 |
| Sep07 |
061208 |
1419.5 |
1419.5 |
1419.5 |
1419.5 |
-16.0 |
34 |
3,236 |
+31 |
| Dec07 |
061208 |
1448.0 |
1458.0 |
1431.5 |
1431.5 |
-17.0 |
49 |
11,557 |
+30 |
| Mar08 |
061208 |
1443.0 |
1443.0 |
1443.0 |
1443.0 |
-18.0 |
0 |
115 |
+0 |
| Total Volume and Open Interest |
15,965 |
108,820 |
+1,157 |
| Platinum(NYM) |
| Jan07 |
061208 |
1116.0 |
1123.8 |
1105.1 |
1107.8 |
-17.1 |
1,773 |
5,426 |
-287 |
| Apr07 |
061208 |
1122.0 |
1122.0 |
1116.8 |
1116.8 |
-18.1 |
522 |
2,622 |
+341 |
| Jul07 |
061208 |
1121.8 |
1121.8 |
1121.8 |
1121.8 |
-18.1 |
0 |
21 |
-1 |
| Oct07 |
061208 |
1126.8 |
1126.8 |
1126.8 |
1126.8 |
-18.1 |
|
|
|
| Total Volume and Open Interest |
2,295 |
8,069 |
+53 |
| Palladium(NYME) |
| Dec06 |
061208 |
329.55 |
329.55 |
329.55 |
329.55 |
+2.95 |
118 |
164 |
+112 |
| Mar07 |
061208 |
331.50 |
336.80 |
331.00 |
333.95 |
+2.95 |
560 |
10,777 |
+62 |
| Jun07 |
061208 |
338.95 |
338.95 |
338.95 |
338.95 |
+2.95 |
7 |
47 |
+5 |
| Total Volume and Open Interest |
686 |
11,081 |
+178 |
| Copper(CMX) |
| Dec06 |
061208 |
311.50 |
312.00 |
310.70 |
310.70 |
+1.30 |
1,048 |
3,614 |
-431 |
| Mar07 |
061208 |
310.50 |
313.00 |
310.25 |
311.20 |
+1.00 |
7,326 |
48,882 |
+1,059 |
| May07 |
061208 |
311.50 |
313.15 |
311.50 |
311.95 |
+1.10 |
107 |
4,283 |
+23 |
| Jul07 |
061208 |
310.50 |
312.50 |
310.50 |
311.65 |
+1.10 |
85 |
1,542 |
+7 |
| Sep07 |
061208 |
312.00 |
312.00 |
310.85 |
310.85 |
+0.90 |
21 |
1,101 |
-4 |
| Total Volume and Open Interest |
9,162 |
68,842 |
+832 |
| Aluminum(CMX) |
| Dec06 |
061208 |
127.00 |
127.00 |
127.00 |
127.00 |
+1.00 |
453 |
483 |
+0 |
| Jan07 |
061208 |
128.00 |
128.00 |
128.00 |
128.00 |
+1.00 |
109 |
108 |
+0 |
| Feb07 |
061208 |
127.00 |
127.00 |
127.00 |
127.00 |
+1.00 |
0 |
40 |
+0 |
| Mar07 |
061208 |
126.10 |
126.10 |
126.10 |
126.10 |
+1.00 |
0 |
40 |
+0 |
| Apr07 |
061208 |
125.20 |
125.20 |
125.20 |
125.20 |
+1.00 |
0 |
40 |
+0 |
| May07 |
061208 |
124.30 |
124.30 |
124.30 |
124.30 |
+1.00 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
676 |
1,104 |
+0 |
| DJIA Index(CBOT) |
| Dec06 |
061208 |
12287 |
12340 |
12250 |
12307 |
+21 |
13,866 |
53,049 |
-4,198 |
| Mar07 |
061208 |
12382 |
12432 |
12336 |
12396 |
+22 |
15,041 |
16,569 |
+8,286 |
| Jun07 |
061208 |
12478 |
12478 |
12478 |
12478 |
+22 |
0 |
53 |
+0 |
| Sep07 |
061208 |
12563 |
12563 |
12563 |
12563 |
+22 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
28,907 |
69,674 |
+4,088 |
| S & P 500(CME) |
| Dec06 |
061208 |
1407.80 |
1415.00 |
1405.00 |
1410.10 |
+1.40 |
110,375 |
329,541 |
-64,453 |
| Mar07 |
061208 |
1419.80 |
1427.70 |
1416.50 |
1422.20 |
+1.40 |
122,706 |
379,861 |
+88,786 |
| Jun07 |
061208 |
1434.50 |
1434.50 |
1434.50 |
1434.50 |
+1.70 |
879 |
10,917 |
+552 |
| Sep07 |
061208 |
1446.50 |
1446.50 |
1446.50 |
1446.50 |
+1.70 |
37 |
4,975 |
-20 |
| Total Volume and Open Interest |
233,997 |
727,276 |
+24,865 |
| S & P 500 E-Mini(Globex) |
| Dec06 |
061208 |
1408.75 |
1415.50 |
1404.25 |
1410.00 |
+1.25 |
637,625 |
1,446,068 |
-207,086 |
| Mar07 |
061208 |
1420.75 |
1427.75 |
1416.25 |
1422.25 |
+1.50 |
1,129,073 |
655,906 |
+306,126 |
| Total Volume and Open Interest |
1,766,698 |
2,101,974 |
+99,040 |
| NASDAQ 100(CME) |
| Dec06 |
061208 |
1772.00 |
1801.00 |
1768.50 |
1786.00 |
+9.50 |
21,918 |
58,256 |
-11,171 |
| Mar07 |
061208 |
1794.00 |
1823.00 |
1791.00 |
1808.00 |
+9.70 |
19,955 |
18,659 |
+16,069 |
| Jun07 |
061208 |
1826.00 |
1826.00 |
1826.00 |
1826.00 |
+9.70 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
41,873 |
76,925 |
+4,898 |
| NASDAQ 100 E-Mini(Globex) |
| Dec06 |
061208 |
1777.00 |
1800.80 |
1768.50 |
1786.00 |
+9.50 |
190,123 |
443,184 |
-60,283 |
| Mar07 |
061208 |
1798.50 |
1823.00 |
1790.30 |
1808.00 |
+9.70 |
308,966 |
114,015 |
+77,093 |
| Total Volume and Open Interest |
499,089 |
557,199 |
+16,810 |
| S & P Midcap 400(CME) |
| Dec06 |
061208 |
813.50 |
820.75 |
813.50 |
815.45 |
-0.55 |
3,350 |
9,261 |
-939 |
| Mar07 |
061208 |
823.50 |
827.50 |
822.00 |
823.90 |
-0.50 |
2,931 |
3,994 |
+2,802 |
| Jun07 |
061208 |
832.10 |
832.10 |
832.10 |
832.10 |
-0.50 |
|
|
|
| Total Volume and Open Interest |
6,281 |
13,255 |
+1,863 |
| Russell 2000(CME) |
| Dec06 |
061208 |
790.00 |
796.00 |
789.50 |
792.10 |
-0.45 |
4,411 |
36,437 |
-2,527 |
| Mar07 |
061208 |
797.75 |
804.25 |
793.25 |
799.20 |
-0.40 |
4,089 |
7,095 |
+3,466 |
| Jun07 |
061208 |
806.20 |
806.20 |
806.20 |
806.20 |
-0.40 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
8,500 |
43,541 |
+939 |
| Russell 2000 E-Mini(Globex) |
| Dec06 |
061208 |
792.20 |
797.80 |
786.20 |
792.10 |
-0.50 |
111,710 |
320,786 |
-55,828 |
| Mar07 |
061208 |
799.50 |
804.80 |
793.10 |
799.20 |
-0.40 |
198,351 |
115,471 |
+61,970 |
| Jun07 |
061206 |
809.80 |
809.80 |
809.80 |
809.80 |
-2.60 |
|
|
|
| Total Volume and Open Interest |
198,950 |
424,809 |
|
| Value Line(KCBT) |
| Dec06 |
061208 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Mar07 |
061208 |
16480 |
16555 |
16440 |
16550 |
+85 |
|
|
|
| Jun07 |
061208 |
16550 |
16550 |
16550 |
16550 |
+85 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SGX) |
| Dec06 |
061207 |
16375 |
16550 |
16345 |
16475 |
+95 |
150,043 |
247,799 |
-4,103 |
| Mar07 |
061208 |
16490 |
16515 |
16380 |
16400 |
-85 |
81,075 |
148,338 |
+79,134 |
| Jun07 |
061208 |
16365 |
16365 |
16365 |
16365 |
-55 |
0 |
41 |
+0 |
| Total Volume and Open Interest |
81,106 |
148,794 |
-168,663 |
| CAC 40(EURONEXT) |
| Dec06 |
061208 |
5361.5 |
5402.0 |
5330.5 |
5385.5 |
+0.5 |
90,563 |
528,311 |
+19,062 |
| Jan07 |
061208 |
5379.0 |
5416.5 |
5349.0 |
5402.5 |
+0.5 |
3,004 |
3,845 |
+1,400 |
| Feb07 |
061208 |
5399.0 |
5421.5 |
5374.5 |
5416.5 |
+0.5 |
238 |
222 |
+170 |
| Total Volume and Open Interest |
94,071 |
534,724 |
+20,637 |
| Hang Seng Index(HKFE) |
| Dec06 |
061208 |
18891 |
18893 |
18720 |
18819 |
-75 |
55,269 |
128,809 |
+3,036 |
| Jan07 |
061208 |
18928 |
18928 |
18790 |
18875 |
-74 |
747 |
1,572 |
+226 |
| Total Volume and Open Interest |
56,107 |
132,379 |
+3,274 |
| DAX(EUREX) |
| Dec06 |
061208 |
6399.0 |
6455.5 |
6355.0 |
6430.0 |
+17.0 |
180,020 |
254,866 |
-2,458 |
| Mar07 |
061208 |
6454.5 |
6514.0 |
6415.5 |
6489.0 |
+17.0 |
11,908 |
27,793 |
+5,363 |
| Jun07 |
061208 |
6514.5 |
6573.5 |
6482.0 |
6551.0 |
+17.5 |
1,624 |
6,259 |
-12 |
| Total Volume and Open Interest |
193,552 |
288,918 |
+2,893 |
| FT-SE 100(EURONEXT) |
| Dec06 |
061208 |
6123.00 |
6178.00 |
6110.50 |
6152.00 |
+21.00 |
115,166 |
505,398 |
-13,328 |
| Mar07 |
061208 |
6143.00 |
6192.50 |
6131.00 |
6171.50 |
+21.00 |
45,133 |
59,795 |
+30,094 |
| Jun07 |
061208 |
6191.50 |
6191.50 |
6191.50 |
6191.50 |
+21.50 |
134 |
9,360 |
+83 |
| Total Volume and Open Interest |
160,442 |
575,076 |
+16,849 |
| SPI 200(SFE) |
| Dec06 |
061208 |
5450.0 |
5461.0 |
5414.0 |
5419.0 |
-35.0 |
11,186 |
299,952 |
-747 |
| Mar07 |
061208 |
5456.0 |
5466.0 |
5420.0 |
5426.0 |
-35.0 |
505 |
7,055 |
+456 |
| Jun07 |
061208 |
5462.0 |
5462.0 |
5462.0 |
5462.0 |
-34.0 |
557 |
4,788 |
+432 |
| Total Volume and Open Interest |
12,294 |
316,269 |
+142 |
| GSCI(CME) |
| Dec06 |
061208 |
452.00 |
454.00 |
445.00 |
445.00 |
-3.00 |
4,984 |
16,910 |
-4,307 |
| Jan07 |
061208 |
456.00 |
456.30 |
450.00 |
450.00 |
-2.80 |
4,601 |
4,885 |
+4,283 |
| Feb07 |
061208 |
453.50 |
453.50 |
453.50 |
453.50 |
-2.50 |
|
|
|
| Total Volume and Open Interest |
9,585 |
21,795 |
-24 |
| Reuters CRB Index(NYBOT) |
| Jan07 |
061208 |
403.00 |
404.00 |
401.00 |
401.10 |
+0.10 |
18 |
545 |
-5 |
| Feb07 |
061208 |
401.50 |
401.50 |
401.50 |
401.50 |
+0.50 |
0 |
6 |
+0 |
| Apr07 |
061208 |
403.10 |
403.10 |
403.10 |
403.10 |
+0.10 |
0 |
414 |
+0 |
| Total Volume and Open Interest |
18 |
965 |
-5 |
|
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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