|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri December 15, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Jan07 |
061215 |
659.50 |
662.25 |
654.25 |
657.50 |
-5.25 |
14,249 |
108,627 |
-7,764 |
| Mar07 |
061215 |
674.00 |
677.00 |
668.50 |
672.25 |
-5.25 |
23,380 |
175,313 |
+11,632 |
| May07 |
061215 |
686.00 |
689.50 |
682.00 |
685.75 |
-4.75 |
1,517 |
41,766 |
+721 |
| Jul07 |
061215 |
698.00 |
700.00 |
693.25 |
696.00 |
-5.75 |
3,133 |
32,025 |
-810 |
| Aug07 |
061215 |
699.00 |
700.00 |
699.00 |
700.00 |
-6.50 |
120 |
1,625 |
+83 |
| Sep07 |
061215 |
703.00 |
703.00 |
703.00 |
703.00 |
-5.50 |
0 |
470 |
+0 |
| Nov07 |
061215 |
717.50 |
719.50 |
711.00 |
714.75 |
-5.25 |
2,694 |
59,457 |
+917 |
| Total Volume and Open Interest |
45,457 |
431,971 |
+4,946 |
| Soybean Meal(CBOT) |
| Jan07 |
061215 |
188.70 |
189.30 |
185.90 |
186.70 |
-2.50 |
11,786 |
41,919 |
-4,422 |
| Mar07 |
061215 |
192.80 |
193.40 |
190.20 |
190.70 |
-2.30 |
7,995 |
60,449 |
+2,869 |
| May07 |
061215 |
195.80 |
196.40 |
193.50 |
193.60 |
-2.60 |
2,082 |
34,576 |
+670 |
| Jul07 |
061215 |
198.80 |
199.30 |
196.50 |
196.50 |
-2.50 |
1,313 |
38,578 |
+216 |
| Aug07 |
061215 |
200.30 |
200.80 |
198.00 |
198.30 |
-2.20 |
192 |
10,592 |
+44 |
| Sep07 |
061215 |
201.50 |
201.50 |
199.50 |
199.80 |
-2.20 |
109 |
6,990 |
-23 |
| Oct07 |
061215 |
203.10 |
203.10 |
200.50 |
200.50 |
-2.60 |
157 |
2,835 |
+29 |
| Dec07 |
061215 |
205.80 |
206.00 |
203.30 |
203.90 |
-1.70 |
1,455 |
11,751 |
+414 |
| Total Volume and Open Interest |
25,665 |
208,922 |
-597 |
| Soybean Oil(CBOT) |
| Jan07 |
061215 |
28.27 |
28.46 |
28.12 |
28.15 |
-0.24 |
10,183 |
56,750 |
-5,659 |
| Mar07 |
061215 |
28.66 |
28.91 |
28.57 |
28.59 |
-0.20 |
6,911 |
115,487 |
+2,676 |
| May07 |
061215 |
29.12 |
29.30 |
29.00 |
29.02 |
-0.17 |
2,876 |
42,290 |
+522 |
| Jul07 |
061215 |
29.45 |
29.70 |
29.39 |
29.43 |
-0.15 |
789 |
26,821 |
+7 |
| Aug07 |
061215 |
29.65 |
29.70 |
29.54 |
29.54 |
-0.16 |
16 |
5,578 |
+13 |
| Sep07 |
061215 |
29.80 |
29.80 |
29.65 |
29.65 |
-0.13 |
52 |
2,822 |
-48 |
| Oct07 |
061215 |
29.95 |
29.95 |
29.75 |
29.75 |
-0.15 |
74 |
3,097 |
+55 |
| Dec07 |
061215 |
30.10 |
30.30 |
29.93 |
29.96 |
-0.16 |
711 |
22,040 |
+109 |
| Total Volume and Open Interest |
21,691 |
275,100 |
-2,557 |
| Canola(WCE) |
| Jan07 |
061215 |
363.0 |
363.0 |
352.2 |
356.2 |
-7.1 |
8,449 |
24,326 |
-6,710 |
| Mar07 |
061215 |
374.0 |
374.0 |
362.6 |
367.0 |
-6.7 |
10,216 |
50,199 |
+5,610 |
| May07 |
061215 |
381.0 |
381.0 |
370.0 |
375.1 |
-6.3 |
1,073 |
6,404 |
+393 |
| Jul07 |
061215 |
386.0 |
386.0 |
376.1 |
382.4 |
-4.3 |
738 |
9,555 |
-121 |
| Total Volume and Open Interest |
22,204 |
108,677 |
-866 |
| Corn(CBOT) |
| Mar07 |
061215 |
370.00 |
372.00 |
366.50 |
369.00 |
-2.75 |
28,959 |
603,024 |
+2,638 |
| May07 |
061215 |
377.50 |
380.00 |
374.75 |
377.00 |
-2.50 |
4,686 |
107,296 |
+1,626 |
| Jul07 |
061215 |
382.25 |
385.75 |
381.25 |
383.50 |
-1.75 |
8,274 |
205,877 |
-866 |
| Sep07 |
061215 |
366.00 |
368.50 |
365.50 |
368.00 |
-1.00 |
1,089 |
41,951 |
+403 |
| Dec07 |
061215 |
356.00 |
361.50 |
355.50 |
361.00 |
+2.75 |
11,406 |
296,127 |
+3,323 |
| Mar08 |
061215 |
361.50 |
368.00 |
361.50 |
366.50 |
+1.00 |
246 |
18,380 |
+1 |
| Total Volume and Open Interest |
57,825 |
1,378,268 |
+6,712 |
| Wheat(CBOT) |
| Mar07 |
061215 |
489.00 |
495.00 |
486.00 |
494.25 |
+2.75 |
11,000 |
233,582 |
+156 |
| May07 |
061215 |
498.00 |
502.00 |
494.50 |
501.00 |
+2.00 |
3,069 |
24,371 |
+1,411 |
| Jul07 |
061215 |
486.50 |
492.00 |
483.00 |
491.00 |
+2.50 |
5,323 |
75,918 |
+490 |
| Sep07 |
061215 |
488.50 |
493.00 |
486.00 |
492.00 |
+1.00 |
196 |
4,428 |
+46 |
| Dec07 |
061215 |
495.00 |
502.00 |
493.50 |
501.00 |
+2.25 |
1,516 |
62,582 |
+188 |
| Total Volume and Open Interest |
21,595 |
420,954 |
+2,300 |
| Wheat(KCBT) |
| Mar07 |
061215 |
507.00 |
511.00 |
504.50 |
509.75 |
+0.25 |
6,598 |
67,460 |
-597 |
| May07 |
061215 |
512.50 |
513.00 |
509.75 |
513.00 |
-1.50 |
735 |
6,389 |
+68 |
| Jul07 |
061215 |
496.00 |
501.00 |
494.50 |
500.50 |
+2.50 |
2,468 |
29,163 |
+399 |
| Sep07 |
061215 |
497.00 |
505.00 |
497.00 |
502.75 |
+1.50 |
55 |
3,536 |
-33 |
| Dec07 |
061215 |
504.00 |
509.00 |
504.00 |
507.00 |
+1.00 |
39 |
6,143 |
+13 |
| Total Volume and Open Interest |
9,931 |
115,614 |
-152 |
| Wheat(MGE) |
| Dec06 |
061214 |
510.00 |
510.00 |
510.00 |
510.00 |
+6.00 |
22 |
3 |
-9 |
| Mar07 |
061215 |
507.00 |
512.00 |
504.75 |
511.00 |
+2.75 |
3,211 |
29,036 |
-1,282 |
| May07 |
061215 |
514.00 |
519.00 |
514.00 |
519.00 |
+5.00 |
560 |
3,891 |
+185 |
| Jul07 |
061215 |
514.00 |
519.00 |
511.00 |
519.00 |
+5.00 |
332 |
1,610 |
+123 |
| Sep07 |
061215 |
508.00 |
515.00 |
508.00 |
515.00 |
+2.75 |
525 |
4,561 |
+227 |
| Total Volume and Open Interest |
4,840 |
47,730 |
-627 |
| Oats(CBOT) |
| Mar07 |
061215 |
270.00 |
270.00 |
264.50 |
265.75 |
+1.75 |
329 |
8,668 |
-321 |
| May07 |
061215 |
276.50 |
276.50 |
271.50 |
271.50 |
+0.50 |
149 |
1,087 |
+26 |
| Jul07 |
061215 |
276.50 |
276.50 |
274.50 |
274.50 |
+1.25 |
11 |
515 |
+14 |
| Sep07 |
061215 |
251.00 |
251.00 |
251.00 |
251.00 |
unch |
0 |
45 |
+0 |
| Total Volume and Open Interest |
619 |
13,138 |
-251 |
| Rough Rice(CBOT) |
| Jan07 |
061215 |
9.85 |
9.90 |
9.84 |
9.89 |
+0.02 |
440 |
4,396 |
-525 |
| Mar07 |
061215 |
10.15 |
10.20 |
10.14 |
10.18 |
+0.03 |
406 |
6,416 |
+174 |
| May07 |
061215 |
10.46 |
10.47 |
10.46 |
10.46 |
+0.03 |
367 |
1,304 |
+173 |
| Jul07 |
061215 |
10.50 |
10.56 |
10.50 |
10.56 |
+0.02 |
151 |
707 |
-51 |
| Total Volume and Open Interest |
1,419 |
14,122 |
-197 |
| Live Cattle(CME) |
| Dec06 |
061215 |
85.200 |
86.500 |
85.200 |
86.400 |
+0.950 |
2,341 |
10,746 |
-967 |
| Feb07 |
061215 |
88.100 |
89.750 |
88.100 |
89.500 |
+1.175 |
10,872 |
127,182 |
-1,381 |
| Apr07 |
061215 |
90.000 |
91.400 |
90.000 |
91.325 |
+1.225 |
4,117 |
41,157 |
+552 |
| Jun07 |
061215 |
87.000 |
87.750 |
87.000 |
87.700 |
+0.825 |
1,018 |
18,322 |
+107 |
| Aug07 |
061215 |
86.200 |
86.700 |
86.200 |
86.525 |
+0.525 |
715 |
11,319 |
-86 |
| Oct07 |
061215 |
89.250 |
89.700 |
89.100 |
89.675 |
+0.300 |
552 |
6,108 |
+236 |
| Total Volume and Open Interest |
20,173 |
218,936 |
-1,337 |
| Feeder Cattle(CME) |
| Jan07 |
061215 |
97.450 |
98.825 |
97.250 |
98.725 |
+1.325 |
1,952 |
10,098 |
-207 |
| Mar07 |
061215 |
95.550 |
97.000 |
95.550 |
96.850 |
+1.175 |
1,861 |
11,130 |
+543 |
| Apr07 |
061215 |
96.550 |
98.400 |
96.550 |
98.300 |
+1.650 |
368 |
2,454 |
+130 |
| May07 |
061215 |
97.600 |
98.750 |
97.550 |
98.675 |
+1.075 |
500 |
3,438 |
-151 |
| Aug07 |
061215 |
100.900 |
101.750 |
100.900 |
101.750 |
+0.850 |
103 |
1,730 |
+18 |
| Sep07 |
061215 |
101.000 |
101.500 |
101.000 |
101.500 |
+1.100 |
15 |
927 |
+7 |
| Oct07 |
061215 |
100.700 |
101.350 |
100.700 |
101.350 |
+0.750 |
2 |
73 |
+0 |
| Total Volume and Open Interest |
4,801 |
29,850 |
+340 |
| Lean Hogs(CME) |
| Feb07 |
061215 |
62.200 |
62.650 |
61.700 |
62.250 |
unch |
11,802 |
95,183 |
-897 |
| Apr07 |
061215 |
65.200 |
65.750 |
64.825 |
65.675 |
+0.350 |
3,642 |
38,439 |
+308 |
| May07 |
061215 |
70.500 |
71.300 |
70.500 |
71.200 |
-0.200 |
56 |
2,895 |
+4 |
| Jun07 |
061215 |
72.200 |
72.700 |
72.050 |
72.625 |
+0.025 |
2,216 |
21,438 |
+85 |
| Jul07 |
061215 |
70.650 |
70.750 |
70.400 |
70.650 |
unch |
410 |
5,871 |
+91 |
| Aug07 |
061215 |
69.550 |
69.950 |
69.300 |
69.950 |
+0.050 |
155 |
4,194 |
-65 |
| Oct07 |
061215 |
63.550 |
64.100 |
63.250 |
64.025 |
+0.025 |
505 |
5,413 |
+388 |
| Dec07 |
061215 |
62.300 |
62.875 |
62.100 |
62.875 |
+0.075 |
39 |
2,353 |
+18 |
| Total Volume and Open Interest |
20,242 |
182,094 |
-592 |
| Pork Bellies(CME) |
| Feb07 |
061215 |
91.300 |
92.475 |
91.300 |
91.575 |
+0.275 |
163 |
793 |
-6 |
| Mar07 |
061215 |
92.250 |
92.900 |
91.450 |
91.550 |
+0.050 |
0 |
63 |
+0 |
| May07 |
061215 |
91.900 |
91.900 |
91.900 |
91.900 |
+0.900 |
0 |
81 |
+0 |
| Jul07 |
061215 |
92.850 |
92.850 |
92.850 |
92.850 |
unch |
0 |
90 |
+0 |
| Aug07 |
061215 |
93.325 |
93.325 |
93.325 |
93.325 |
unch |
0 |
8 |
+0 |
| Total Volume and Open Interest |
163 |
1,035 |
-6 |
| Class III Milk(CME) |
| Dec06 |
061215 |
13.49 |
13.52 |
13.48 |
13.52 |
+0.10 |
20 |
4,277 |
+10 |
| Jan07 |
061215 |
13.15 |
13.15 |
13.12 |
13.15 |
unch |
110 |
2,806 |
+44 |
| Feb07 |
061215 |
13.25 |
13.30 |
13.25 |
13.30 |
unch |
102 |
2,483 |
+67 |
| Mar07 |
061215 |
13.40 |
13.45 |
13.40 |
13.45 |
+0.05 |
104 |
2,429 |
+94 |
| Apr07 |
061215 |
13.65 |
13.71 |
13.65 |
13.71 |
+0.01 |
75 |
2,157 |
+76 |
| Total Volume and Open Interest |
935 |
27,807 |
+807 |
| Cocoa(NYBOT) |
| Dec06 |
061213 |
1622 |
1622 |
1622 |
1622 |
+25 |
3 |
2 |
-9 |
| Mar07 |
061215 |
1665 |
1672 |
1644 |
1650 |
-30 |
6,855 |
73,415 |
+1,422 |
| May07 |
061215 |
1680 |
1690 |
1665 |
1671 |
-29 |
898 |
20,442 |
+156 |
| Jul07 |
061215 |
1700 |
1710 |
1690 |
1690 |
-30 |
142 |
11,287 |
+87 |
| Sep07 |
061215 |
1718 |
1725 |
1705 |
1709 |
-31 |
220 |
14,692 |
+9 |
| Dec07 |
061215 |
1737 |
1745 |
1729 |
1729 |
-31 |
1,021 |
11,738 |
+59 |
| Mar08 |
061215 |
1758 |
1760 |
1753 |
1753 |
-33 |
275 |
3,956 |
+42 |
| Total Volume and Open Interest |
9,426 |
139,484 |
+1,785 |
| Coffee "C"(NYBOT) |
| Dec06 |
061215 |
125.00 |
125.25 |
121.55 |
121.55 |
-3.50 |
51 |
120 |
-63 |
| Mar07 |
061215 |
130.00 |
130.00 |
124.00 |
125.40 |
-3.50 |
5,744 |
90,327 |
-165 |
| May07 |
061215 |
133.00 |
133.00 |
127.00 |
128.35 |
-3.55 |
857 |
14,236 |
+67 |
| Jul07 |
061215 |
135.80 |
135.80 |
129.00 |
131.15 |
-3.50 |
625 |
5,664 |
+143 |
| Sep07 |
061215 |
138.00 |
138.00 |
133.85 |
133.85 |
-3.35 |
276 |
3,078 |
-40 |
| Dec07 |
061215 |
140.80 |
140.80 |
136.00 |
137.05 |
-3.20 |
104 |
2,692 |
+6 |
| Total Volume and Open Interest |
8,072 |
124,975 |
+117 |
| Orange Juice(NYBOT) |
| Jan07 |
061215 |
198.50 |
205.20 |
198.50 |
203.35 |
+4.35 |
1,601 |
12,459 |
-733 |
| Mar07 |
061215 |
198.25 |
203.75 |
197.90 |
201.75 |
+3.00 |
1,430 |
13,308 |
+357 |
| May07 |
061215 |
199.50 |
200.50 |
199.25 |
199.25 |
+1.55 |
40 |
1,894 |
+33 |
| Jul07 |
061215 |
196.60 |
199.00 |
196.60 |
197.20 |
+0.60 |
25 |
525 |
+25 |
| Sep07 |
061215 |
195.20 |
195.20 |
195.20 |
195.20 |
-0.30 |
0 |
221 |
+0 |
| Total Volume and Open Interest |
3,206 |
29,519 |
-251 |
| Sugar #11(NYBOT) |
| Mar07 |
061215 |
11.32 |
11.59 |
11.32 |
11.50 |
+0.18 |
27,915 |
271,740 |
+2,699 |
| May07 |
061215 |
11.32 |
11.37 |
11.17 |
11.27 |
+0.11 |
7,945 |
82,716 |
+910 |
| Jul07 |
061215 |
11.02 |
11.03 |
10.88 |
10.92 |
+0.02 |
3,808 |
77,112 |
+1,416 |
| Oct07 |
061215 |
11.22 |
11.22 |
11.05 |
11.17 |
+0.05 |
1,655 |
53,953 |
+70 |
| Mar08 |
061215 |
11.62 |
11.63 |
11.50 |
11.56 |
+0.01 |
996 |
43,952 |
-57 |
| Total Volume and Open Interest |
43,760 |
564,460 |
+4,951 |
| Sugar #14(NYBOT) |
| Jan07 |
061208 |
19.60 |
19.60 |
19.60 |
19.60 |
-0.10 |
181 |
515 |
-44 |
| Mar07 |
061215 |
19.20 |
19.25 |
19.15 |
19.20 |
-0.05 |
121 |
3,183 |
-16 |
| May07 |
061215 |
19.30 |
19.30 |
19.25 |
19.25 |
-0.05 |
2 |
2,544 |
-2 |
| Jul07 |
061215 |
19.41 |
19.41 |
19.40 |
19.40 |
-0.10 |
137 |
2,230 |
-28 |
| Sep07 |
061215 |
19.50 |
19.50 |
19.41 |
19.42 |
-0.09 |
2 |
1,779 |
+0 |
| Total Volume and Open Interest |
302 |
11,256 |
+2 |
| London Cocoa(LCE) |
| Dec06 |
061212 |
856 |
874 |
856 |
874 |
+21 |
11,039 |
6,365 |
-8,106 |
| Mar07 |
061215 |
912 |
913 |
902 |
906 |
-7 |
7,147 |
71,210 |
-2,101 |
| May07 |
061215 |
912 |
918 |
907 |
913 |
-5 |
3,745 |
28,999 |
+265 |
| Jul07 |
061215 |
919 |
925 |
916 |
921 |
-5 |
771 |
24,097 |
+20 |
| Sep07 |
061215 |
936 |
936 |
925 |
930 |
-6 |
348 |
25,213 |
-10 |
| Dec07 |
061215 |
941 |
942 |
933 |
937 |
-6 |
993 |
19,988 |
+255 |
| Mar08 |
061215 |
947 |
949 |
942 |
949 |
-6 |
205 |
6,676 |
-30 |
| Total Volume and Open Interest |
13,209 |
177,962 |
-1,601 |
| London Coffee(LCE) |
| Jan07 |
061215 |
1469.00 |
1518.00 |
1469.00 |
1501.00 |
+36.00 |
2,518 |
28,578 |
-728 |
| Mar07 |
061215 |
1492.00 |
1538.00 |
1492.00 |
1520.00 |
+38.00 |
4,793 |
48,207 |
+1,944 |
| May07 |
061215 |
1492.00 |
1533.00 |
1492.00 |
1518.00 |
+36.00 |
1,459 |
14,732 |
+654 |
| Jul07 |
061215 |
1509.00 |
1520.00 |
1492.00 |
1508.00 |
+38.00 |
576 |
6,860 |
+42 |
| Sep07 |
061215 |
1465.00 |
1503.00 |
1465.00 |
1491.00 |
+41.00 |
209 |
5,716 |
-14 |
| Nov07 |
061215 |
1476.00 |
1487.00 |
1465.00 |
1476.00 |
+46.00 |
32 |
1,818 |
+16 |
| Total Volume and Open Interest |
9,609 |
108,476 |
+1,934 |
| London Sugar(LCE) |
| Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
| Mar07 |
061215 |
338.90 |
343.40 |
337.10 |
341.50 |
+1.40 |
4,064 |
24,932 |
-501 |
| May07 |
061215 |
336.50 |
339.90 |
334.60 |
337.50 |
+0.10 |
1,479 |
14,754 |
+811 |
| Aug07 |
061215 |
332.10 |
334.40 |
330.00 |
332.60 |
+0.20 |
607 |
5,972 |
+164 |
| Oct07 |
061215 |
326.40 |
327.80 |
324.60 |
327.50 |
+0.70 |
164 |
3,625 |
+71 |
| Total Volume and Open Interest |
6,435 |
52,857 |
+653 |
| Cotton(NYBOT) |
| Mar07 |
061215 |
55.30 |
55.35 |
54.95 |
54.96 |
-0.22 |
15,999 |
112,551 |
+1,282 |
| May07 |
061215 |
56.15 |
56.20 |
55.90 |
55.92 |
-0.17 |
2,398 |
20,851 |
+815 |
| Jul07 |
061215 |
57.00 |
57.20 |
56.80 |
56.89 |
-0.21 |
1,093 |
11,247 |
+270 |
| Oct07 |
061215 |
59.10 |
59.10 |
58.80 |
58.80 |
-0.30 |
0 |
185 |
+0 |
| Dec07 |
061215 |
60.30 |
60.40 |
60.00 |
60.00 |
-0.24 |
1,911 |
18,718 |
+910 |
| Mar08 |
061215 |
61.95 |
61.95 |
61.95 |
61.95 |
-0.15 |
115 |
1,148 |
+7 |
| Total Volume and Open Interest |
21,542 |
165,289 |
+3,292 |
| Lumber(CME) |
| Jan07 |
061215 |
264.0 |
264.4 |
261.6 |
264.4 |
-0.4 |
755 |
3,489 |
-283 |
| Mar07 |
061215 |
282.1 |
283.2 |
280.0 |
280.2 |
-1.9 |
484 |
3,167 |
+28 |
| May07 |
061215 |
298.3 |
299.4 |
295.1 |
299.4 |
+0.4 |
81 |
292 |
+26 |
| Jul07 |
061215 |
308.1 |
309.6 |
308.1 |
309.6 |
+0.7 |
2 |
68 |
+1 |
| Total Volume and Open Interest |
1,324 |
7,060 |
-228 |
| Crude Oil(NYM) |
| Jan07 |
061215 |
62.50 |
63.50 |
62.30 |
63.43 |
+0.92 |
186,372 |
101,463 |
-23,154 |
| Feb07 |
061215 |
63.25 |
64.15 |
63.00 |
64.09 |
+0.76 |
113,596 |
292,828 |
+14,745 |
| Mar07 |
061215 |
64.05 |
64.95 |
64.05 |
64.89 |
+0.67 |
28,275 |
114,455 |
+4,301 |
| Apr07 |
061215 |
65.49 |
65.49 |
65.49 |
65.49 |
+0.62 |
9,617 |
50,472 |
+11 |
| May07 |
061215 |
65.50 |
66.00 |
65.40 |
66.00 |
+0.57 |
6,439 |
38,995 |
+1,689 |
| Jun07 |
061215 |
65.95 |
66.44 |
65.95 |
66.44 |
+0.52 |
7,616 |
72,582 |
-398 |
| Jul07 |
061215 |
66.56 |
66.85 |
66.50 |
66.85 |
+0.48 |
623 |
19,273 |
-196 |
| Aug07 |
061215 |
66.85 |
67.22 |
66.85 |
67.22 |
+0.44 |
1,451 |
15,929 |
-268 |
| Sep07 |
061215 |
67.21 |
67.53 |
67.21 |
67.53 |
+0.40 |
695 |
24,852 |
+30 |
| Oct07 |
061215 |
67.50 |
67.82 |
67.50 |
67.82 |
+0.36 |
755 |
16,208 |
+185 |
| Nov07 |
061215 |
68.06 |
68.06 |
68.06 |
68.06 |
+0.32 |
50 |
13,398 |
+0 |
| Dec07 |
061215 |
67.85 |
68.27 |
67.80 |
68.27 |
+0.28 |
5,064 |
133,099 |
-846 |
| Jan08 |
061215 |
68.10 |
68.46 |
68.10 |
68.46 |
+0.26 |
0 |
23,572 |
+0 |
| Feb08 |
061215 |
68.61 |
68.61 |
68.61 |
68.61 |
+0.24 |
250 |
10,168 |
+0 |
| Mar08 |
061215 |
68.73 |
68.73 |
68.73 |
68.73 |
+0.22 |
1,500 |
15,097 |
-1,418 |
| Apr08 |
061215 |
68.83 |
68.83 |
68.83 |
68.83 |
+0.20 |
251 |
13,088 |
+250 |
| Total Volume and Open Interest |
366,917 |
1,219,234 |
-4,086 |
| Heating Oil(NYM) |
| Jan07 |
061215 |
176.80 |
179.20 |
175.90 |
178.17 |
+0.52 |
38,814 |
46,043 |
-7,665 |
| Feb07 |
061215 |
179.90 |
182.50 |
179.55 |
181.67 |
+0.51 |
20,005 |
63,290 |
+3,946 |
| Mar07 |
061215 |
182.00 |
184.25 |
182.00 |
183.97 |
+0.36 |
4,941 |
33,065 |
+1,894 |
| Apr07 |
061215 |
183.20 |
183.87 |
183.20 |
183.87 |
+0.16 |
2,705 |
14,080 |
+571 |
| May07 |
061215 |
182.25 |
183.65 |
182.25 |
183.02 |
+0.11 |
1,079 |
6,527 |
-80 |
| Jun07 |
061215 |
184.00 |
184.00 |
182.75 |
182.97 |
+0.11 |
2,605 |
19,028 |
+195 |
| Jul07 |
061215 |
183.50 |
185.10 |
183.50 |
184.07 |
+0.11 |
221 |
4,011 |
+102 |
| Aug07 |
061215 |
185.45 |
186.30 |
185.45 |
186.02 |
+0.11 |
141 |
2,726 |
+100 |
| Sep07 |
061215 |
187.50 |
188.32 |
187.50 |
188.32 |
+0.11 |
228 |
5,598 |
+48 |
| Oct07 |
061215 |
190.82 |
190.82 |
190.82 |
190.82 |
+0.11 |
56 |
1,587 |
+4 |
| Nov07 |
061215 |
192.50 |
193.62 |
192.50 |
193.62 |
+0.11 |
5 |
1,204 |
+3 |
| Dec07 |
061215 |
196.47 |
196.47 |
196.47 |
196.47 |
+0.11 |
134 |
10,106 |
+90 |
| Total Volume and Open Interest |
70,937 |
212,886 |
-789 |
| Unleaded Gas(NYM) |
| Jan07 |
061215 |
168.00 |
170.50 |
167.50 |
168.63 |
+2.13 |
653 |
2,211 |
-200 |
| Total Volume and Open Interest |
653 |
2,211 |
-200 |
| RBOB Gasoline(NYMEX) |
| Jan07 |
061214 |
162.50 |
168.00 |
162.50 |
167.03 |
+4.33 |
27,772 |
43,600 |
-5,397 |
| Feb07 |
061215 |
169.00 |
171.75 |
168.54 |
171.15 |
+2.05 |
17,942 |
29,263 |
+3,839 |
| Mar07 |
061215 |
172.64 |
174.50 |
172.23 |
173.97 |
+1.68 |
5,988 |
20,935 |
+1,766 |
| Apr07 |
061215 |
186.00 |
187.10 |
184.75 |
185.75 |
+0.55 |
1,319 |
10,857 |
+442 |
| May07 |
061215 |
189.00 |
189.00 |
189.00 |
189.00 |
+0.15 |
647 |
9,794 |
+168 |
| Jun07 |
061215 |
191.75 |
191.75 |
191.75 |
191.75 |
+0.85 |
562 |
5,452 |
+349 |
| Jul07 |
061215 |
191.99 |
191.99 |
191.99 |
191.99 |
+0.59 |
190 |
4,084 |
+17 |
| Aug07 |
061215 |
191.79 |
191.79 |
191.79 |
191.79 |
+1.49 |
12 |
2,356 |
+4 |
| Sep07 |
061215 |
190.39 |
190.39 |
190.39 |
190.39 |
+0.13 |
366 |
6,546 |
+66 |
| Oct07 |
061215 |
179.09 |
179.09 |
179.09 |
179.09 |
+0.08 |
6 |
1,203 |
+2 |
| Total Volume and Open Interest |
54,252 |
129,619 |
+1,103 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Jan07 |
061215 |
170.39 |
170.39 |
170.39 |
170.39 |
+3.38 |
|
|
|
| Feb07 |
061215 |
171.34 |
171.34 |
171.34 |
171.34 |
+2.53 |
0 |
1 |
+0 |
| Mar07 |
061215 |
174.14 |
174.14 |
174.14 |
174.14 |
+1.78 |
|
|
|
| Apr07 |
061215 |
186.54 |
186.54 |
186.54 |
186.54 |
+0.68 |
|
|
|
| Total Volume and Open Interest |
0 |
1 |
+0 |
| Natural Gas(NYM) |
| Jan07 |
061215 |
7.410 |
7.470 |
7.300 |
7.409 |
-0.146 |
54,236 |
61,482 |
-4,930 |
| Feb07 |
061215 |
7.510 |
7.550 |
7.400 |
7.486 |
-0.177 |
18,887 |
70,749 |
+4,085 |
| Mar07 |
061215 |
7.550 |
7.560 |
7.435 |
7.506 |
-0.187 |
8,434 |
126,197 |
+299 |
| Apr07 |
061215 |
7.445 |
7.480 |
7.410 |
7.456 |
-0.137 |
4,624 |
97,727 |
+1,294 |
| May07 |
061215 |
7.540 |
7.540 |
7.450 |
7.504 |
-0.124 |
3,516 |
44,935 |
+681 |
| Jun07 |
061215 |
7.620 |
7.620 |
7.560 |
7.589 |
-0.114 |
1,115 |
13,361 |
+7 |
| Jul07 |
061215 |
7.700 |
7.700 |
7.650 |
7.689 |
-0.109 |
427 |
12,654 |
-99 |
| Aug07 |
061215 |
7.830 |
7.830 |
7.720 |
7.764 |
-0.109 |
322 |
14,682 |
+22 |
| Sep07 |
061215 |
7.900 |
7.900 |
7.770 |
7.824 |
-0.104 |
574 |
14,991 |
-144 |
| Oct07 |
061215 |
7.950 |
7.950 |
7.860 |
7.934 |
-0.099 |
2,066 |
36,383 |
-66 |
| Nov07 |
061215 |
8.400 |
8.539 |
8.400 |
8.539 |
-0.064 |
927 |
22,419 |
-205 |
| Dec07 |
061215 |
9.000 |
9.090 |
8.980 |
9.089 |
-0.049 |
652 |
33,591 |
-435 |
| Jan08 |
061215 |
9.300 |
9.404 |
9.300 |
9.404 |
-0.044 |
342 |
29,281 |
-65 |
| Feb08 |
061215 |
9.280 |
9.410 |
9.280 |
9.409 |
-0.044 |
702 |
16,024 |
+439 |
| Mar08 |
061215 |
9.100 |
9.194 |
9.100 |
9.194 |
-0.039 |
433 |
38,705 |
+91 |
| Apr08 |
061215 |
7.800 |
7.920 |
7.800 |
7.919 |
-0.024 |
183 |
27,301 |
+74 |
| Total Volume and Open Interest |
100,517 |
902,100 |
+1,331 |
| Brent Crude Oil(ICE) |
| Feb07 |
061215 |
63.00 |
63.61 |
62.71 |
63.49 |
+0.60 |
94,522 |
163,363 |
+58 |
| Mar07 |
061215 |
63.70 |
64.42 |
63.53 |
64.31 |
+0.59 |
44,569 |
120,848 |
+5,930 |
| Apr07 |
061215 |
64.68 |
65.11 |
64.28 |
65.00 |
+0.52 |
8,607 |
31,257 |
+1,140 |
| May07 |
061215 |
65.49 |
65.55 |
64.95 |
65.55 |
+0.45 |
5,032 |
18,779 |
-797 |
| Jun07 |
061215 |
65.66 |
66.14 |
65.45 |
66.02 |
+0.41 |
5,745 |
45,376 |
+1,104 |
| Jul07 |
061215 |
66.06 |
66.41 |
66.06 |
66.41 |
+0.35 |
0 |
12,888 |
-1 |
| Aug07 |
061215 |
66.75 |
66.75 |
66.75 |
66.75 |
+0.30 |
0 |
6,372 |
+33 |
| Sep07 |
061215 |
67.06 |
67.06 |
67.06 |
67.06 |
+0.26 |
0 |
12,689 |
+1 |
| Oct07 |
061215 |
67.32 |
67.32 |
67.32 |
67.32 |
+0.21 |
0 |
9,099 |
+0 |
| Nov07 |
061215 |
67.56 |
67.56 |
67.56 |
67.56 |
+0.16 |
0 |
15,163 |
+0 |
| Dec07 |
061215 |
67.94 |
67.94 |
67.40 |
67.77 |
+0.13 |
3,770 |
42,998 |
-1,247 |
| Jan08 |
061215 |
67.95 |
67.95 |
67.95 |
67.95 |
+0.10 |
0 |
6,615 |
+0 |
| Feb08 |
061215 |
68.09 |
68.09 |
68.09 |
68.09 |
+0.07 |
0 |
998 |
+0 |
| Mar08 |
061215 |
68.22 |
68.22 |
68.22 |
68.22 |
+0.06 |
0 |
2,279 |
+0 |
| Total Volume and Open Interest |
174,549 |
558,236 |
-21,486 |
| Gas Oil(ICE) |
| Jan07 |
061215 |
555.00 |
558.00 |
547.75 |
551.00 |
-3.00 |
29,151 |
82,830 |
-3,208 |
| Feb07 |
061215 |
559.00 |
562.50 |
553.25 |
557.00 |
-1.75 |
17,056 |
71,347 |
-914 |
| Mar07 |
061215 |
565.50 |
567.50 |
559.50 |
562.50 |
-1.50 |
7,494 |
29,150 |
+281 |
| Apr07 |
061215 |
571.75 |
571.75 |
567.75 |
567.75 |
-1.00 |
2,717 |
13,889 |
+107 |
| May07 |
061215 |
576.25 |
576.25 |
572.75 |
572.75 |
-0.75 |
1,219 |
11,256 |
+330 |
| Jun07 |
061215 |
580.25 |
581.00 |
575.25 |
578.00 |
-0.50 |
4,604 |
36,526 |
+2,444 |
| Jul07 |
061215 |
584.50 |
584.50 |
584.50 |
584.50 |
-0.50 |
418 |
8,022 |
+339 |
| Aug07 |
061215 |
590.50 |
590.50 |
590.50 |
590.50 |
-0.75 |
95 |
2,019 |
-20 |
| Sep07 |
061215 |
595.25 |
595.25 |
595.25 |
595.25 |
-1.25 |
139 |
7,386 |
-17 |
| Oct07 |
061215 |
601.50 |
601.50 |
599.25 |
599.25 |
-1.75 |
0 |
1,735 |
+20 |
| Total Volume and Open Interest |
63,107 |
311,401 |
-807 |
| US Dollar Index(NYBOT) |
| Dec06 |
061215 |
83.69 |
84.12 |
83.50 |
84.07 |
+0.40 |
3,599 |
12,937 |
-1,543 |
| Mar07 |
061215 |
83.30 |
83.85 |
83.18 |
83.75 |
+0.40 |
6,128 |
31,622 |
+2,441 |
| Jun07 |
061215 |
83.39 |
83.50 |
83.39 |
83.50 |
+0.39 |
12 |
2,022 |
+1 |
| Total Volume and Open Interest |
9,744 |
46,615 |
+904 |
| Australian Dollar(CME) |
| Dec06 |
061215 |
77.94 |
78.19 |
77.94 |
78.19 |
-0.10 |
5,263 |
72,805 |
-8,874 |
| Mar07 |
061215 |
77.77 |
78.08 |
77.77 |
78.00 |
-0.10 |
8,493 |
124,801 |
+20,009 |
| Jun07 |
061215 |
77.78 |
77.78 |
77.78 |
77.78 |
-0.10 |
0 |
107 |
+0 |
| Total Volume and Open Interest |
13,756 |
198,043 |
+11,135 |
| British Pound(CME) |
| Dec06 |
061215 |
195.65 |
196.38 |
195.01 |
195.02 |
-1.10 |
2,261 |
48,511 |
-12,188 |
| Mar07 |
061215 |
195.67 |
196.67 |
195.09 |
195.09 |
-1.10 |
4,330 |
148,353 |
+19,051 |
| Jun07 |
061215 |
195.01 |
195.01 |
195.01 |
195.01 |
-1.10 |
1 |
49 |
+2 |
| Total Volume and Open Interest |
6,600 |
196,926 |
+6,872 |
| Canadian Dollar(CME) |
| Dec06 |
061215 |
86.60 |
86.60 |
86.31 |
86.38 |
-0.08 |
12,380 |
61,904 |
-19,286 |
| Mar07 |
061215 |
86.67 |
86.85 |
86.50 |
86.60 |
-0.09 |
10,066 |
117,829 |
+25,395 |
| Jun07 |
061215 |
86.86 |
86.87 |
86.77 |
86.87 |
-0.09 |
493 |
1,405 |
+503 |
| Sep07 |
061215 |
87.15 |
87.15 |
87.14 |
87.14 |
-0.09 |
9 |
558 |
+1 |
| Total Volume and Open Interest |
22,966 |
181,810 |
+6,630 |
| Japanese Yen(CME) |
| Dec06 |
061215 |
84.55 |
85.07 |
84.50 |
84.66 |
-0.22 |
20,547 |
98,406 |
-19,187 |
| Mar07 |
061215 |
85.56 |
86.14 |
85.55 |
85.70 |
-0.22 |
110,548 |
204,085 |
+37,922 |
| Jun07 |
061215 |
86.70 |
86.70 |
86.70 |
86.70 |
-0.22 |
37 |
184 |
+35 |
| Total Volume and Open Interest |
131,132 |
302,856 |
+18,760 |
| Swiss Franc(CME) |
| Dec06 |
061215 |
82.01 |
82.01 |
81.82 |
81.84 |
-0.56 |
7,286 |
39,826 |
-6,969 |
| Mar07 |
061215 |
82.71 |
83.22 |
82.43 |
82.52 |
-0.57 |
8,607 |
53,291 |
+6,969 |
| Jun07 |
061215 |
83.15 |
83.15 |
83.15 |
83.15 |
-0.57 |
0 |
85 |
+0 |
| Total Volume and Open Interest |
15,893 |
93,293 |
+0 |
| EuroFX(CME) |
| Dec06 |
061215 |
131.02 |
131.71 |
130.73 |
130.82 |
-0.72 |
8,588 |
75,938 |
-21,209 |
| Mar07 |
061215 |
131.58 |
132.39 |
131.17 |
131.36 |
-0.73 |
12,550 |
175,322 |
+34,529 |
| Jun07 |
061215 |
131.76 |
131.81 |
131.76 |
131.81 |
-0.73 |
1 |
830 |
+23 |
| Total Volume and Open Interest |
21,139 |
252,503 |
+13,342 |
| Mexican Peso(CME) |
| Dec06 |
061215 |
9287.0 |
9295.0 |
9277.0 |
9277.0 |
+2.0 |
1,854 |
35,090 |
-2,016 |
| Jan07 |
061215 |
9265.0 |
9265.0 |
9265.0 |
9265.0 |
+3.0 |
|
|
|
| Total Volume and Open Interest |
13,725 |
133,851 |
+15,723 |
| 30-Year T-Bonds(CBOT) |
| Dec06 |
061215 |
112~24 |
113~21 |
112~15 |
112~22 |
-0~01 |
5,178 |
20,419 |
-5,029 |
| Mar07 |
061215 |
112~21 |
113~24 |
112~15 |
112~22 |
-0~01 |
308,426 |
779,279 |
-14,361 |
| Jun07 |
061215 |
112~20 |
113~17 |
112~10 |
112~20 |
-0~01 |
228 |
2,537 |
+182 |
| Total Volume and Open Interest |
313,840 |
802,259 |
-19,204 |
| 10-Year T-Notes(CBOT) |
| Dec06 |
061215 |
108~105 |
108~295 |
108~065 |
108~095 |
-0~005 |
16,495 |
22,272 |
-13,336 |
| Mar07 |
061215 |
108~105 |
109~000 |
108~070 |
108~105 |
-0~005 |
872,950 |
2,213,977 |
-24,535 |
| Total Volume and Open Interest |
891,875 |
2,243,809 |
-35,686 |
| 5-Year T-Notes(CBOT) |
| Dec06 |
061215 |
105~185 |
105~185 |
105~175 |
105~175 |
+0~005 |
1,301 |
0 |
+0 |
| Mar07 |
061215 |
105~180 |
106~020 |
105~180 |
105~205 |
unch |
317,735 |
0 |
+0 |
| Jun07 |
061215 |
105~255 |
105~255 |
105~255 |
105~255 |
unch |
0 |
38 |
+0 |
| Total Volume and Open Interest |
319,036 |
38 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec06 |
061215 |
102~010 |
102~010 |
102~010 |
102~010 |
unch |
430 |
12,699 |
-1,153 |
| Mar07 |
061215 |
102~024 |
102~054 |
102~024 |
102~030 |
unch |
1,450 |
688,778 |
-16,561 |
| Total Volume and Open Interest |
1,880 |
701,477 |
-17,714 |
| Eurodollars(CME) |
| Dec06 |
061215 |
94.632 |
94.640 |
94.630 |
94.635 |
unch |
24,204 |
1,270,078 |
-23,524 |
| Mar07 |
061215 |
94.675 |
94.735 |
94.675 |
94.690 |
+0.010 |
36,342 |
1,359,084 |
-1,741 |
| Jun07 |
061215 |
94.835 |
94.955 |
94.825 |
94.855 |
+0.005 |
25,677 |
1,389,972 |
-4,425 |
| Sep07 |
061215 |
95.025 |
95.165 |
95.015 |
95.050 |
unch |
28,036 |
1,252,859 |
-14,212 |
| Dec07 |
061215 |
95.170 |
95.320 |
95.170 |
95.205 |
+0.005 |
18,277 |
1,340,723 |
-29,684 |
| Mar08 |
061215 |
95.250 |
95.395 |
95.245 |
95.275 |
unch |
12,949 |
869,711 |
-7,510 |
| Jun08 |
061215 |
95.280 |
95.410 |
95.280 |
95.305 |
unch |
27,398 |
717,632 |
-6,398 |
| Sep08 |
061215 |
95.290 |
95.420 |
95.290 |
95.315 |
unch |
20,521 |
489,547 |
+8,798 |
| Dec08 |
061215 |
95.280 |
95.405 |
95.280 |
95.300 |
-0.005 |
14,046 |
357,146 |
+3,134 |
| Mar09 |
061215 |
95.265 |
95.380 |
95.265 |
95.280 |
-0.005 |
7,806 |
350,954 |
-957 |
| Jun09 |
061215 |
95.230 |
95.340 |
95.230 |
95.245 |
-0.005 |
14,451 |
268,518 |
-1,900 |
| Sep09 |
061215 |
95.200 |
95.320 |
95.200 |
95.215 |
-0.010 |
7,397 |
182,762 |
+3,110 |
| Dec09 |
061215 |
95.160 |
95.265 |
95.160 |
95.170 |
-0.010 |
11,078 |
130,528 |
-1,047 |
| Mar10 |
061215 |
95.135 |
95.245 |
95.135 |
95.145 |
-0.010 |
4,248 |
122,401 |
-937 |
| Jun10 |
061215 |
95.100 |
95.205 |
95.100 |
95.110 |
-0.010 |
7,967 |
99,930 |
-4,730 |
| Sep10 |
061215 |
95.065 |
95.170 |
95.065 |
95.075 |
-0.010 |
6,544 |
77,633 |
-1,134 |
| Dec10 |
061215 |
95.030 |
95.135 |
95.025 |
95.035 |
-0.010 |
4,800 |
96,669 |
-142 |
| Mar11 |
061215 |
95.010 |
95.115 |
95.010 |
95.015 |
-0.010 |
3,414 |
69,925 |
-917 |
| Total Volume and Open Interest |
283,109 |
10,698,854 |
-83,289 |
| 3-Mth Euro-Yen(CME) |
| Dec06 |
061215 |
99.46 |
99.46 |
99.45 |
99.45 |
unch |
1,312 |
18,651 |
-85 |
| Mar07 |
061215 |
99.32 |
99.32 |
99.31 |
99.31 |
-0.03 |
1,103 |
14,409 |
+220 |
| Jun07 |
061215 |
99.19 |
99.20 |
99.19 |
99.19 |
-0.04 |
129 |
8,442 |
-53 |
| Sep07 |
061215 |
99.07 |
99.08 |
99.06 |
99.08 |
-0.03 |
259 |
3,746 |
+194 |
| Dec07 |
061215 |
98.98 |
98.99 |
98.98 |
98.99 |
-0.03 |
214 |
7,648 |
+155 |
| Mar08 |
061215 |
98.91 |
98.91 |
98.91 |
98.91 |
-0.01 |
0 |
3,549 |
+0 |
| Jun08 |
061215 |
98.85 |
98.85 |
98.85 |
98.85 |
unch |
0 |
423 |
+0 |
| Sep08 |
061215 |
98.73 |
98.73 |
98.73 |
98.73 |
-0.02 |
0 |
11 |
+0 |
| Dec08 |
061215 |
98.65 |
98.65 |
98.65 |
98.65 |
-0.04 |
0 |
6 |
+0 |
| Mar09 |
061215 |
98.54 |
98.54 |
98.54 |
98.54 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
3,017 |
56,905 |
+431 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar07 |
061215 |
99.35 |
99.35 |
99.31 |
99.32 |
-0.02 |
2,034 |
81,498 |
-1,083 |
| Jun07 |
061215 |
99.22 |
99.23 |
99.19 |
99.20 |
-0.02 |
2,093 |
47,132 |
-727 |
| Sep07 |
061215 |
99.11 |
99.12 |
99.07 |
99.07 |
-0.05 |
1,271 |
37,213 |
-163 |
| Dec07 |
061215 |
99.02 |
99.03 |
98.98 |
98.98 |
-0.05 |
1,012 |
46,531 |
-75 |
| Mar08 |
061215 |
98.89 |
98.89 |
98.89 |
98.89 |
-0.04 |
279 |
32,307 |
-59 |
| Jun08 |
061215 |
98.82 |
98.82 |
98.81 |
98.81 |
-0.05 |
202 |
8,072 |
+200 |
| Sep08 |
061215 |
98.73 |
98.73 |
98.73 |
98.73 |
-0.04 |
206 |
2,041 |
+0 |
| Dec08 |
061215 |
98.65 |
98.65 |
98.65 |
98.65 |
-0.04 |
0 |
263 |
+0 |
| Total Volume and Open Interest |
11,093 |
332,954 |
-2,377 |
| German Euro-Bund(EUREX) |
| Mar07 |
061215 |
117.51 |
117.87 |
117.27 |
117.49 |
-0.11 |
1,460,496 |
1,433,275 |
-12,000 |
| Jun07 |
061215 |
117.16 |
117.33 |
116.81 |
116.99 |
-0.12 |
470 |
2,759 |
+18 |
| Sep07 |
061215 |
117.22 |
117.22 |
117.22 |
117.22 |
-0.11 |
202 |
0 |
+0 |
| Total Volume and Open Interest |
1,461,168 |
1,436,034 |
-11,982 |
| German Euro-Bobl(EUREX) |
| Mar07 |
061215 |
109.45 |
109.67 |
109.34 |
109.46 |
-0.04 |
584,448 |
840,950 |
-3,828 |
| Jun07 |
061215 |
109.18 |
109.18 |
109.18 |
109.18 |
+0.02 |
0 |
1,304 |
+0 |
| Sep07 |
061215 |
110.35 |
110.35 |
110.35 |
110.35 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
584,448 |
842,254 |
-3,828 |
| Long Gilt(LIFFE) |
| Dec06 |
061215 |
108~25 |
108~28 |
108~25 |
108~25 |
+0~01 |
10,072 |
28,184 |
+790 |
| Mar07 |
061215 |
108~19 |
108~27 |
108~15 |
108~20 |
+0~01 |
114,028 |
267,270 |
+1,712 |
| Total Volume and Open Interest |
124,100 |
295,482 |
+2,502 |
| 3-Mth Short Sterling(LIFFE) |
| Dec06 |
061215 |
94.70 |
94.70 |
94.70 |
94.70 |
unch |
24,823 |
379,183 |
-804 |
| Mar07 |
061215 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.02 |
94,048 |
462,265 |
+13,580 |
| Jun07 |
061215 |
94.51 |
94.51 |
94.51 |
94.51 |
-0.02 |
89,825 |
443,006 |
-31 |
| Total Volume and Open Interest |
454,416 |
2,468,697 |
+51,365 |
| 3-Mth Euribor(LIFFE) |
| Dec06 |
061215 |
96.310 |
96.315 |
96.310 |
96.310 |
unch |
71,502 |
593,158 |
+10,184 |
| Mar07 |
061215 |
96.135 |
96.160 |
96.125 |
96.140 |
unch |
202,656 |
784,255 |
+33,495 |
| Jun07 |
061215 |
96.035 |
96.080 |
96.025 |
96.045 |
unch |
192,400 |
631,261 |
-5,927 |
| Total Volume and Open Interest |
1,038,647 |
3,874,283 |
+98,867 |
| 3-Mth Aus T-Bills(SFE) |
| Mar07 |
061215 |
93.51 |
93.52 |
93.50 |
93.51 |
-0.01 |
20,485 |
264,319 |
-37,500 |
| Jun07 |
061215 |
93.49 |
93.50 |
93.47 |
93.49 |
-0.02 |
26,859 |
219,974 |
+6,674 |
| Sep07 |
061215 |
93.50 |
93.52 |
93.49 |
93.51 |
-0.02 |
12,463 |
71,904 |
+11,276 |
| Dec07 |
061215 |
93.52 |
93.54 |
93.52 |
93.53 |
-0.02 |
4,089 |
53,075 |
+2,131 |
| Mar08 |
061215 |
93.55 |
93.57 |
93.55 |
93.56 |
-0.02 |
702 |
28,429 |
-333 |
| Jun08 |
061215 |
93.59 |
93.60 |
93.59 |
93.60 |
-0.02 |
226 |
21,656 |
-639 |
| Sep08 |
061215 |
93.62 |
93.62 |
93.61 |
93.62 |
-0.02 |
29 |
12,895 |
+90 |
| Dec08 |
061215 |
93.64 |
93.64 |
93.64 |
93.64 |
-0.02 |
757 |
5,608 |
+108 |
| Mar09 |
061215 |
93.65 |
93.65 |
93.65 |
93.65 |
-0.02 |
1 |
1,721 |
+0 |
| Jun09 |
061215 |
93.65 |
93.65 |
93.65 |
93.65 |
-0.03 |
0 |
2,090 |
+0 |
| Total Volume and Open Interest |
65,611 |
682,099 |
-18,193 |
| 10-Year Aus T-Bonds(SFE) |
| Dec06 |
061215 |
94.24 |
94.25 |
94.22 |
94.25 |
-0.02 |
178,380 |
489,591 |
-92,080 |
| Mar07 |
061215 |
94.26 |
94.27 |
94.24 |
94.25 |
-0.03 |
183,492 |
453,105 |
+150,863 |
| Total Volume and Open Interest |
361,872 |
942,696 |
+58,783 |
| 3-Year Aus T-Bonds(SFE) |
| Dec06 |
061215 |
94.00 |
94.01 |
93.99 |
94.01 |
-0.02 |
153,939 |
556,599 |
+9,443 |
| Mar07 |
061215 |
94.00 |
94.02 |
94.00 |
94.02 |
-0.02 |
128,542 |
407,398 |
+169,260 |
| Total Volume and Open Interest |
282,481 |
963,997 |
+178,703 |
| Gold(CMX) |
| Dec06 |
061215 |
625.0 |
625.0 |
613.0 |
615.0 |
-11.6 |
43 |
536 |
-1 |
| Feb07 |
061215 |
629.2 |
633.2 |
618.4 |
619.1 |
-11.8 |
25,493 |
195,173 |
+7 |
| Apr07 |
061215 |
635.3 |
639.2 |
624.5 |
625.2 |
-11.9 |
732 |
27,604 |
+98 |
| Jun07 |
061215 |
642.5 |
642.5 |
630.0 |
631.2 |
-12.0 |
1,003 |
24,802 |
-41 |
| Aug07 |
061215 |
637.0 |
637.0 |
637.0 |
637.0 |
-12.1 |
15 |
3,833 |
+1 |
| Oct07 |
061215 |
654.0 |
654.0 |
642.7 |
642.7 |
-12.2 |
8 |
16,133 |
+0 |
| Dec07 |
061215 |
655.0 |
658.0 |
648.4 |
648.4 |
-12.3 |
423 |
36,900 |
+186 |
| Feb08 |
061215 |
653.9 |
653.9 |
653.9 |
653.9 |
-12.4 |
0 |
2,186 |
+0 |
| Apr08 |
061215 |
659.4 |
659.4 |
659.4 |
659.4 |
-12.5 |
0 |
1,789 |
+0 |
| Jun08 |
061215 |
670.0 |
670.0 |
664.9 |
664.9 |
-12.6 |
0 |
3,849 |
+0 |
| Aug08 |
061215 |
670.4 |
670.4 |
670.4 |
670.4 |
-12.6 |
0 |
251 |
+0 |
| Oct08 |
061215 |
675.9 |
675.9 |
675.9 |
675.9 |
-12.7 |
0 |
500 |
+0 |
| Total Volume and Open Interest |
27,867 |
332,190 |
+400 |
| Silver(CMX) |
| Dec06 |
061215 |
1367.5 |
1367.5 |
1282.3 |
1282.3 |
-96.2 |
154 |
686 |
-92 |
| Mar07 |
061215 |
1387.0 |
1396.0 |
1291.0 |
1298.0 |
-97.0 |
8,134 |
72,894 |
+512 |
| May07 |
061215 |
1392.0 |
1392.0 |
1310.0 |
1310.0 |
-97.3 |
1,148 |
4,847 |
+255 |
| Jul07 |
061215 |
1392.0 |
1392.0 |
1321.2 |
1321.2 |
-96.8 |
79 |
10,390 |
+3 |
| Sep07 |
061215 |
1403.0 |
1403.0 |
1332.2 |
1332.3 |
-96.7 |
180 |
3,873 |
+125 |
| Dec07 |
061215 |
1449.0 |
1449.0 |
1340.0 |
1344.4 |
-96.6 |
89 |
11,932 |
-48 |
| Mar08 |
061215 |
1426.0 |
1426.0 |
1355.3 |
1356.0 |
-96.5 |
19 |
239 |
-3 |
| Total Volume and Open Interest |
9,845 |
110,460 |
+777 |
| Platinum(NYM) |
| Jan07 |
061215 |
1115.0 |
1115.0 |
1104.0 |
1104.5 |
-8.2 |
824 |
4,611 |
-244 |
| Apr07 |
061215 |
1122.0 |
1122.0 |
1101.0 |
1111.6 |
-8.1 |
451 |
3,373 |
+271 |
| Jul07 |
061215 |
1116.6 |
1116.6 |
1116.6 |
1116.6 |
-8.1 |
2 |
23 |
+2 |
| Oct07 |
061215 |
1121.6 |
1121.6 |
1121.6 |
1121.6 |
-8.1 |
|
|
|
| Total Volume and Open Interest |
1,277 |
8,007 |
+29 |
| Palladium(NYME) |
| Dec06 |
061215 |
326.60 |
326.60 |
320.00 |
321.05 |
-6.10 |
0 |
19 |
-22 |
| Mar07 |
061215 |
330.50 |
330.50 |
324.20 |
324.25 |
-6.80 |
466 |
10,935 |
-48 |
| Jun07 |
061215 |
329.25 |
329.25 |
329.25 |
329.25 |
-6.80 |
1 |
48 |
+0 |
| Total Volume and Open Interest |
467 |
11,096 |
-70 |
| Copper(CMX) |
| Dec06 |
061215 |
303.75 |
304.25 |
298.00 |
300.40 |
-4.10 |
649 |
2,469 |
-242 |
| Mar07 |
061215 |
305.25 |
305.50 |
299.25 |
301.65 |
-4.10 |
6,178 |
48,278 |
-690 |
| May07 |
061215 |
304.00 |
304.00 |
300.85 |
302.95 |
-4.05 |
213 |
4,574 |
-12 |
| Jul07 |
061215 |
304.00 |
304.00 |
301.80 |
302.65 |
-4.35 |
140 |
1,922 |
+8 |
| Sep07 |
061215 |
301.40 |
301.75 |
301.40 |
301.75 |
-4.50 |
1 |
1,102 |
+0 |
| Total Volume and Open Interest |
7,780 |
68,517 |
-690 |
| Aluminum(CMX) |
| Dec06 |
061215 |
124.00 |
124.00 |
124.00 |
124.00 |
-4.00 |
1 |
423 |
+0 |
| Jan07 |
061215 |
125.00 |
125.00 |
125.00 |
125.00 |
-4.00 |
1 |
115 |
+1 |
| Feb07 |
061215 |
124.00 |
124.00 |
124.00 |
124.00 |
-4.00 |
0 |
40 |
+0 |
| Mar07 |
061215 |
123.10 |
123.10 |
123.10 |
123.10 |
-4.00 |
0 |
40 |
+0 |
| Apr07 |
061215 |
122.20 |
122.20 |
122.20 |
122.20 |
-4.00 |
0 |
40 |
+0 |
| May07 |
061215 |
121.30 |
121.30 |
121.30 |
121.30 |
-4.00 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
3 |
1,057 |
+2 |
| DJIA Index(CBOT) |
| Dec06 |
061214 |
12327 |
12440 |
12320 |
12420 |
+86 |
17,277 |
43,476 |
+55 |
| Mar07 |
061215 |
12503 |
12576 |
12503 |
12535 |
+26 |
12,433 |
65,917 |
+51 |
| Jun07 |
061215 |
12650 |
12660 |
12617 |
12617 |
+26 |
2 |
49 |
-1 |
| Sep07 |
061215 |
12702 |
12702 |
12702 |
12702 |
+26 |
2 |
6 |
+2 |
| Total Volume and Open Interest |
18,183 |
104,355 |
-5,041 |
| S & P 500(CME) |
| Mar07 |
061215 |
1441.70 |
1444.10 |
1437.70 |
1438.20 |
unch |
77,992 |
601,407 |
+14,477 |
| Jun07 |
061215 |
1451.50 |
1451.50 |
1450.70 |
1450.70 |
-0.10 |
3,425 |
13,315 |
+1,653 |
| Sep07 |
061215 |
1463.70 |
1463.70 |
1463.70 |
1463.70 |
-0.10 |
399 |
5,379 |
+137 |
| Dec07 |
061215 |
1475.20 |
1475.20 |
1475.20 |
1475.20 |
-0.10 |
5 |
1,731 |
+5 |
| Total Volume and Open Interest |
128,549 |
773,740 |
-4,932 |
| S & P 500 E-Mini(Globex) |
| Mar07 |
061215 |
1438.50 |
1445.00 |
1437.25 |
1438.25 |
unch |
1,327,716 |
1,445,695 |
+62,863 |
| Jun07 |
061215 |
1450.75 |
1450.75 |
1450.75 |
1450.75 |
+11.85 |
|
|
|
| Total Volume and Open Interest |
982,813 |
2,002,934 |
+41,071 |
| NASDAQ 100(CME) |
| Mar07 |
061215 |
1840.00 |
1844.50 |
1827.00 |
1829.50 |
+4.00 |
11,738 |
40,166 |
+4,328 |
| Jun07 |
061215 |
1851.00 |
1851.00 |
1851.00 |
1851.00 |
+4.00 |
10 |
20 |
+7 |
| Sep07 |
061215 |
1872.50 |
1872.50 |
1872.50 |
1872.50 |
|
|
|
|
| NASDAQ 100 E-Mini(Globex) |
| Mar07 |
061215 |
1825.80 |
1848.80 |
1825.50 |
1829.50 |
+4.00 |
389,967 |
279,148 |
+28,403 |
| Jun07 |
061215 |
1851.00 |
1851.00 |
1851.00 |
1851.00 |
+9.70 |
|
|
|
| Total Volume and Open Interest |
254,318 |
540,389 |
+8,057 |
| S & P Midcap 400(CME) |
| Mar07 |
061215 |
829.00 |
829.00 |
822.25 |
823.70 |
-2.10 |
481 |
7,873 |
+78 |
| Jun07 |
061215 |
831.90 |
831.90 |
831.90 |
831.90 |
-2.10 |
|
|
|
| Sep07 |
061215 |
840.10 |
840.10 |
840.10 |
840.10 |
-2.10 |
|
|
|
| Total Volume and Open Interest |
936 |
13,415 |
-7 |
| Russell 2000(CME) |
| Mar07 |
061215 |
804.00 |
805.50 |
799.00 |
800.00 |
-1.10 |
6,025 |
23,934 |
+3,802 |
| Jun07 |
061215 |
807.00 |
807.00 |
807.00 |
807.00 |
-1.10 |
0 |
1 |
+0 |
| Sep07 |
061215 |
814.00 |
814.00 |
814.00 |
814.00 |
-1.10 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
17,967 |
44,490 |
-6,563 |
| Russell 2000 E-Mini(Globex) |
| Dec06 |
061215 |
794.20 |
798.20 |
793.40 |
796.10 |
+2.20 |
48,646 |
115,008 |
-38,634 |
| Mar07 |
061215 |
801.40 |
806.00 |
798.90 |
800.00 |
-1.10 |
197,460 |
337,829 |
+34,326 |
| Jun07 |
061215 |
807.00 |
807.00 |
807.00 |
807.00 |
-2.80 |
|
|
|
| Total Volume and Open Interest |
189,709 |
430,115 |
+5,306 |
| Value Line(KCBT) |
| Dec06 |
061214 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Mar07 |
061215 |
17000 |
17070 |
16955 |
16970 |
+20 |
|
|
|
| Jun07 |
061215 |
16970 |
16970 |
16970 |
16970 |
+20 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SGX) |
| Mar07 |
061215 |
16915 |
16980 |
16870 |
16905 |
+60 |
35,937 |
216,402 |
+796 |
| Jun07 |
061215 |
16875 |
16910 |
16855 |
16860 |
+85 |
10 |
51 |
+0 |
| Sep07 |
061215 |
16890 |
16890 |
16890 |
16890 |
+85 |
|
|
|
| Total Volume and Open Interest |
35,947 |
216,916 |
+796 |
| CAC 40(EURONEXT) |
| Dec06 |
061215 |
5525.5 |
5542.0 |
5513.5 |
5541.0 |
+32.0 |
133,480 |
393,195 |
-63,302 |
| Jan07 |
061215 |
5543.5 |
5572.5 |
5531.5 |
5555.5 |
+29.0 |
77,952 |
327,773 |
+52,667 |
| Feb07 |
061215 |
5571.5 |
5581.5 |
5549.5 |
5570.5 |
+29.0 |
252 |
1,316 |
+72 |
| Total Volume and Open Interest |
221,944 |
771,684 |
-3,005 |
| Hang Seng Index(HKFE) |
| Dec06 |
061215 |
19150 |
19183 |
19066 |
19119 |
+120 |
49,464 |
124,333 |
-909 |
| Jan07 |
061215 |
19229 |
19243 |
19130 |
19181 |
+121 |
1,750 |
4,245 |
+406 |
| Total Volume and Open Interest |
51,376 |
130,943 |
-423 |
| DAX(EUREX) |
| Dec06 |
061215 |
6580.0 |
6595.0 |
6559.5 |
6595.0 |
+42.5 |
176,577 |
152,638 |
+0 |
| Mar07 |
061215 |
6640.5 |
6666.0 |
6618.0 |
6652.0 |
+39.0 |
93,561 |
209,272 |
+22,986 |
| Jun07 |
061215 |
6705.5 |
6729.0 |
6684.0 |
6716.5 |
+40.0 |
11,724 |
8,396 |
+1,638 |
| Total Volume and Open Interest |
281,862 |
370,306 |
+24,624 |
| FT-SE 100(EURONEXT) |
| Dec06 |
061215 |
6246.00 |
6277.00 |
6233.00 |
6265.00 |
+42.50 |
137,316 |
197,843 |
-58,839 |
| Mar07 |
061215 |
6264.00 |
6297.00 |
6252.50 |
6275.50 |
+33.00 |
96,146 |
451,285 |
+48,325 |
| Jun07 |
061215 |
6298.50 |
6298.50 |
6298.50 |
6298.50 |
+34.00 |
0 |
9,365 |
+0 |
| Total Volume and Open Interest |
233,462 |
659,012 |
-10,514 |
| SPI 200(SFE) |
| Dec06 |
061215 |
5590.0 |
5592.0 |
5559.0 |
5578.0 |
+12.0 |
30,800 |
267,572 |
-7 |
| Mar07 |
061215 |
5604.0 |
5604.0 |
5566.0 |
5584.0 |
+13.0 |
16,531 |
40,846 |
+12,675 |
| Jun07 |
061215 |
5620.0 |
5620.0 |
5620.0 |
5620.0 |
+13.0 |
266 |
4,680 |
-42 |
| Total Volume and Open Interest |
47,598 |
318,041 |
+12,627 |
| GSCI(CME) |
| Jan07 |
061215 |
453.10 |
453.10 |
450.80 |
452.60 |
-0.40 |
1,180 |
21,163 |
+729 |
| Feb07 |
061215 |
455.60 |
455.60 |
455.60 |
455.60 |
-0.40 |
|
|
|
| Mar07 |
061215 |
457.60 |
457.60 |
457.60 |
457.60 |
|
|
|
|
| Reuters CRB Index(NYBOT) |
| Jan07 |
061215 |
399.00 |
399.10 |
397.80 |
397.80 |
-4.20 |
11 |
536 |
+1 |
| Feb07 |
061215 |
398.30 |
398.30 |
398.30 |
398.30 |
-4.20 |
0 |
6 |
+0 |
| Apr07 |
061215 |
401.50 |
401.50 |
399.80 |
399.80 |
-4.20 |
0 |
414 |
+0 |
| Total Volume and Open Interest |
11 |
956 |
+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. |
|
|