 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon February 27, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar06 |
060227 |
571.50 |
580.00 |
568.00 |
579.50 |
+2.25 |
22,259 |
29,153 |
-13,829 |
May06 |
060227 |
584.00 |
594.00 |
581.00 |
593.00 |
+2.75 |
39,938 |
178,947 |
+3,607 |
Jul06 |
060227 |
596.00 |
605.00 |
592.00 |
604.25 |
+2.75 |
5,068 |
81,194 |
+738 |
Aug06 |
060227 |
598.50 |
608.00 |
596.00 |
607.50 |
+3.50 |
147 |
4,840 |
+7 |
Sep06 |
060227 |
602.00 |
610.50 |
598.00 |
609.25 |
+2.25 |
121 |
2,475 |
+84 |
Nov06 |
060227 |
608.00 |
616.50 |
603.50 |
615.75 |
+1.75 |
3,372 |
56,147 |
+610 |
Jan07 |
060227 |
615.00 |
621.00 |
610.50 |
621.00 |
+1.00 |
122 |
1,888 |
+67 |
Total Volume and Open Interest |
71,122 |
359,400 |
-8,723 |
Soybean Meal(CBOT) |
Mar06 |
060227 |
174.00 |
176.70 |
173.20 |
176.50 |
+1.00 |
12,729 |
12,822 |
-4,990 |
May06 |
060227 |
175.50 |
178.60 |
174.80 |
178.40 |
+1.10 |
18,037 |
54,792 |
+1,941 |
Jul06 |
060227 |
177.20 |
181.50 |
177.10 |
181.40 |
+1.60 |
4,128 |
31,847 |
+1,149 |
Aug06 |
060227 |
178.50 |
182.50 |
178.50 |
182.50 |
+1.50 |
179 |
9,241 |
+68 |
Sep06 |
060227 |
180.20 |
183.20 |
179.10 |
183.20 |
+1.40 |
436 |
7,132 |
+36 |
Oct06 |
060227 |
180.00 |
183.00 |
179.50 |
183.00 |
+1.50 |
122 |
5,345 |
+47 |
Dec06 |
060227 |
182.00 |
185.50 |
181.50 |
185.20 |
+1.70 |
802 |
15,482 |
+34 |
Jan07 |
060227 |
183.30 |
185.20 |
183.30 |
185.20 |
+0.90 |
26 |
422 |
+7 |
Total Volume and Open Interest |
36,467 |
137,357 |
-1,703 |
Soybean Oil(CBOT) |
Mar06 |
060227 |
22.80 |
23.00 |
22.55 |
22.99 |
+0.03 |
10,765 |
13,675 |
-5,041 |
May06 |
060227 |
23.23 |
23.40 |
22.96 |
23.37 |
unch |
14,595 |
95,975 |
+3,818 |
Jul06 |
060227 |
23.62 |
23.77 |
23.33 |
23.77 |
+0.03 |
1,671 |
40,812 |
-161 |
Aug06 |
060227 |
23.75 |
23.88 |
23.52 |
23.88 |
unch |
68 |
4,544 |
+65 |
Sep06 |
060227 |
23.95 |
24.05 |
23.68 |
24.05 |
+0.03 |
218 |
4,480 |
+22 |
Oct06 |
060227 |
23.95 |
24.20 |
23.95 |
24.20 |
+0.02 |
121 |
3,243 |
+0 |
Dec06 |
060227 |
24.45 |
24.50 |
24.10 |
24.50 |
+0.03 |
825 |
16,848 |
-143 |
Jan07 |
060227 |
24.70 |
24.70 |
24.70 |
24.70 |
+0.05 |
93 |
659 |
+73 |
Total Volume and Open Interest |
28,360 |
181,568 |
-1,364 |
Canola(WCE) |
Mar06 |
060227 |
240.5 |
240.7 |
237.7 |
239.4 |
-2.8 |
4,969 |
5,429 |
-4,585 |
May06 |
060227 |
249.0 |
250.0 |
246.5 |
249.4 |
-0.7 |
7,973 |
50,930 |
+2,163 |
Jul06 |
060227 |
261.5 |
261.5 |
255.3 |
256.7 |
-1.5 |
1,454 |
18,416 |
+993 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060227 |
272.2 |
274.0 |
271.0 |
273.4 |
-1.3 |
242 |
9,826 |
+152 |
Total Volume and Open Interest |
14,641 |
85,221 |
-1,276 |
Corn(CBOT) |
Mar06 |
060227 |
227.00 |
228.00 |
225.50 |
227.50 |
-0.25 |
57,762 |
73,003 |
-33,697 |
May06 |
060227 |
237.50 |
239.25 |
236.50 |
239.00 |
+0.25 |
105,748 |
495,988 |
+16,467 |
Jul06 |
060227 |
247.25 |
248.75 |
246.00 |
248.50 |
+0.50 |
23,946 |
177,544 |
+1,763 |
Sep06 |
060227 |
253.50 |
255.25 |
253.00 |
254.75 |
+0.50 |
2,330 |
37,709 |
+351 |
Dec06 |
060227 |
262.50 |
264.75 |
262.50 |
264.50 |
+0.25 |
26,271 |
218,876 |
+9,232 |
Mar07 |
060227 |
268.75 |
270.50 |
268.50 |
270.25 |
+0.50 |
1,950 |
22,636 |
+459 |
Total Volume and Open Interest |
225,401 |
1,073,580 |
-793 |
Wheat(CBOT) |
Mar06 |
060227 |
367.50 |
374.00 |
363.50 |
373.25 |
+5.00 |
14,478 |
13,566 |
-10,629 |
May06 |
060227 |
380.00 |
386.50 |
375.75 |
385.75 |
+5.75 |
32,083 |
227,667 |
+6,353 |
Jul06 |
060227 |
390.00 |
396.50 |
385.00 |
396.00 |
+6.25 |
7,987 |
77,786 |
+722 |
Sep06 |
060227 |
398.00 |
406.50 |
395.00 |
406.25 |
+6.25 |
508 |
9,505 |
-61 |
Dec06 |
060227 |
411.00 |
418.50 |
407.50 |
418.25 |
+6.75 |
2,680 |
49,891 |
+553 |
Total Volume and Open Interest |
58,992 |
394,388 |
-2,629 |
Wheat(KCBT) |
Mar06 |
060227 |
434.00 |
441.00 |
429.50 |
440.50 |
+6.50 |
8,769 |
14,183 |
-2,771 |
May06 |
060227 |
440.00 |
447.00 |
436.00 |
446.50 |
+7.00 |
12,685 |
56,647 |
+3,059 |
Jul06 |
060227 |
443.25 |
449.50 |
439.00 |
449.50 |
+5.25 |
12,264 |
47,857 |
+1,459 |
Sep06 |
060227 |
445.00 |
454.00 |
444.50 |
453.50 |
+8.50 |
807 |
7,873 |
+82 |
Dec06 |
060227 |
450.00 |
459.00 |
448.50 |
458.25 |
+8.25 |
2,609 |
17,990 |
+704 |
Total Volume and Open Interest |
37,253 |
146,560 |
+2,607 |
Wheat(MGE) |
Mar06 |
060227 |
417.50 |
419.00 |
413.00 |
419.00 |
+1.00 |
3,196 |
2,341 |
-1,645 |
May06 |
060227 |
425.00 |
429.50 |
422.00 |
429.25 |
+3.00 |
5,100 |
18,833 |
+630 |
Jul06 |
060227 |
430.50 |
436.00 |
429.00 |
435.50 |
+2.25 |
3,226 |
11,314 |
-221 |
Sep06 |
060227 |
433.50 |
440.00 |
432.25 |
439.75 |
+2.00 |
1,300 |
6,493 |
+405 |
Dec06 |
060227 |
439.00 |
445.00 |
435.00 |
445.00 |
+1.75 |
583 |
7,935 |
+175 |
Total Volume and Open Interest |
13,434 |
47,259 |
-637 |
Oats(CBOT) |
Mar06 |
060227 |
188.50 |
190.50 |
187.25 |
188.00 |
-1.50 |
970 |
731 |
-647 |
May06 |
060227 |
195.00 |
196.25 |
192.00 |
192.00 |
-2.75 |
1,201 |
8,426 |
+541 |
Jul06 |
060227 |
188.00 |
189.00 |
187.75 |
188.00 |
-0.75 |
176 |
809 |
+61 |
Sep06 |
060227 |
176.00 |
176.00 |
176.00 |
176.00 |
unch |
1 |
128 |
+0 |
Total Volume and Open Interest |
2,433 |
11,574 |
-10 |
Rough Rice(CBOT) |
Mar06 |
060227 |
8.24 |
8.25 |
8.15 |
8.24 |
-0.04 |
690 |
1,305 |
-1,046 |
May06 |
060227 |
8.55 |
8.56 |
8.45 |
8.52 |
-0.06 |
674 |
6,301 |
+289 |
Jul06 |
060227 |
8.74 |
8.77 |
8.71 |
8.77 |
-0.03 |
157 |
1,832 |
+47 |
Sep06 |
060227 |
8.85 |
8.87 |
8.85 |
8.87 |
-0.03 |
14 |
565 |
+4 |
Total Volume and Open Interest |
1,729 |
11,929 |
-606 |
Live Cattle(CME) |
Feb06 |
060227 |
90.000 |
90.300 |
89.850 |
90.225 |
+0.150 |
2,958 |
2,694 |
-1,775 |
Apr06 |
060227 |
86.900 |
87.200 |
86.750 |
86.800 |
-0.200 |
12,256 |
106,331 |
-1,577 |
Jun06 |
060227 |
81.900 |
82.400 |
81.900 |
82.275 |
+0.150 |
6,149 |
52,774 |
+734 |
Aug06 |
060227 |
81.900 |
82.200 |
81.800 |
82.025 |
-0.075 |
2,502 |
28,354 |
+1,148 |
Oct06 |
060227 |
85.250 |
85.500 |
85.150 |
85.400 |
-0.025 |
1,211 |
13,626 |
+421 |
Dec06 |
060227 |
86.750 |
86.850 |
86.525 |
86.800 |
+0.150 |
350 |
6,260 |
+170 |
Total Volume and Open Interest |
25,546 |
211,888 |
-793 |
Feeder Cattle(CME) |
Mar06 |
060227 |
106.150 |
106.650 |
106.000 |
106.050 |
-0.150 |
1,409 |
7,521 |
-218 |
Apr06 |
060227 |
106.600 |
107.125 |
106.500 |
106.650 |
-0.075 |
1,287 |
13,871 |
+64 |
May06 |
060227 |
107.200 |
107.700 |
107.100 |
107.125 |
-0.325 |
1,395 |
7,769 |
+197 |
Aug06 |
060227 |
108.250 |
108.700 |
108.100 |
108.100 |
-0.375 |
421 |
4,880 |
+141 |
Sep06 |
060227 |
107.850 |
107.900 |
107.550 |
107.650 |
-0.350 |
82 |
600 |
+60 |
Oct06 |
060227 |
106.900 |
107.200 |
106.850 |
107.000 |
+0.100 |
58 |
493 |
+8 |
Nov06 |
060227 |
106.350 |
106.400 |
106.200 |
106.400 |
-0.250 |
13 |
204 |
+5 |
Total Volume and Open Interest |
4,669 |
35,346 |
+259 |
Lean Hogs(CME) |
Apr06 |
060227 |
61.500 |
62.250 |
61.350 |
62.125 |
+0.700 |
7,718 |
84,337 |
-517 |
May06 |
060227 |
67.200 |
67.800 |
67.100 |
67.675 |
+0.300 |
259 |
4,561 |
+48 |
Jun06 |
060227 |
69.800 |
70.200 |
69.450 |
70.075 |
+0.250 |
3,741 |
35,793 |
+113 |
Jul06 |
060227 |
68.100 |
68.550 |
67.950 |
68.500 |
+0.325 |
1,529 |
11,945 |
+112 |
Aug06 |
060227 |
65.900 |
66.200 |
65.700 |
66.175 |
+0.175 |
526 |
7,158 |
+163 |
Oct06 |
060227 |
56.500 |
57.000 |
56.500 |
56.775 |
+0.200 |
214 |
3,134 |
+13 |
Dec06 |
060227 |
54.500 |
54.950 |
54.450 |
54.575 |
+0.400 |
81 |
2,207 |
+33 |
Feb07 |
060227 |
56.675 |
56.750 |
56.675 |
56.750 |
+0.075 |
17 |
280 |
+3 |
Total Volume and Open Interest |
14,085 |
149,427 |
-32 |
Pork Bellies(CME) |
Mar06 |
060227 |
87.600 |
89.250 |
86.500 |
88.750 |
+0.475 |
181 |
524 |
+23 |
May06 |
060227 |
89.125 |
90.250 |
87.900 |
89.575 |
+0.450 |
345 |
1,095 |
+80 |
Jul06 |
060227 |
89.300 |
90.250 |
89.300 |
90.250 |
+0.400 |
6 |
320 |
+3 |
Aug06 |
060227 |
87.000 |
87.300 |
87.000 |
87.300 |
+1.300 |
0 |
39 |
+0 |
Feb07 |
060227 |
84.750 |
84.750 |
84.750 |
84.750 |
+0.750 |
6 |
6 |
|
Total Volume and Open Interest |
540 |
1,986 |
|
Class III Milk(CME) |
Feb06 |
060227 |
12.19 |
12.19 |
12.19 |
12.19 |
unch |
34 |
2,148 |
+26 |
Mar06 |
060227 |
11.10 |
11.12 |
11.05 |
11.09 |
+0.01 |
115 |
2,760 |
+49 |
Apr06 |
060227 |
10.92 |
10.95 |
10.85 |
10.93 |
-0.02 |
269 |
2,905 |
+47 |
May06 |
060227 |
10.92 |
10.95 |
10.90 |
10.95 |
+0.05 |
99 |
2,702 |
+44 |
Jun06 |
060227 |
10.95 |
11.00 |
10.91 |
11.00 |
+0.09 |
74 |
2,724 |
+38 |
Total Volume and Open Interest |
1,079 |
30,715 |
+383 |
Cocoa(NYBOT) |
Mar06 |
060227 |
1454 |
1454 |
1424 |
1424 |
-23 |
93 |
223 |
-82 |
May06 |
060227 |
1459 |
1460 |
1435 |
1437 |
-22 |
3,866 |
52,867 |
+392 |
Jul06 |
060227 |
1480 |
1484 |
1457 |
1459 |
-21 |
589 |
16,982 |
+65 |
Sep06 |
060227 |
1495 |
1495 |
1480 |
1480 |
-22 |
240 |
16,374 |
-84 |
Dec06 |
060227 |
1526 |
1526 |
1508 |
1508 |
-21 |
880 |
12,075 |
+384 |
Mar07 |
060227 |
1537 |
1537 |
1532 |
1532 |
-22 |
13 |
13,096 |
-13 |
May07 |
060227 |
1551 |
1551 |
1551 |
1551 |
-22 |
10 |
2,724 |
+4 |
Total Volume and Open Interest |
5,691 |
124,163 |
+666 |
Coffee "C"(NYBOT) |
Mar06 |
060227 |
111.50 |
111.50 |
108.25 |
108.35 |
-2.60 |
161 |
933 |
-134 |
May06 |
060227 |
112.80 |
113.80 |
109.60 |
110.25 |
-2.55 |
7,527 |
65,811 |
-719 |
Jul06 |
060227 |
115.75 |
116.00 |
112.25 |
112.75 |
-2.45 |
2,042 |
13,013 |
+370 |
Sep06 |
060227 |
117.75 |
117.75 |
114.25 |
114.80 |
-2.40 |
253 |
6,498 |
+63 |
Dec06 |
060227 |
120.40 |
120.50 |
117.40 |
117.40 |
-2.45 |
386 |
4,551 |
-24 |
Mar07 |
060227 |
123.50 |
123.50 |
120.15 |
120.15 |
-2.50 |
17 |
2,244 |
-4 |
Total Volume and Open Interest |
10,388 |
94,141 |
-450 |
Orange Juice(NYBOT) |
Mar06 |
060227 |
133.25 |
134.25 |
132.75 |
134.10 |
+1.35 |
1,434 |
6,985 |
-1,349 |
May06 |
060227 |
133.20 |
134.20 |
132.75 |
134.05 |
+1.40 |
2,642 |
20,946 |
+356 |
Jul06 |
060227 |
132.00 |
132.90 |
131.70 |
132.85 |
+1.10 |
1,133 |
3,898 |
+87 |
Sep06 |
060227 |
129.50 |
131.00 |
129.50 |
131.00 |
+0.60 |
997 |
2,439 |
+907 |
Nov06 |
060227 |
128.70 |
130.00 |
128.70 |
130.00 |
+0.60 |
24 |
1,140 |
+14 |
Total Volume and Open Interest |
6,231 |
37,035 |
+15 |
Sugar #11(NYBOT) |
Mar06 |
060227 |
17.60 |
17.61 |
16.40 |
16.55 |
-1.07 |
17,399 |
22,299 |
-5,905 |
May06 |
060227 |
17.78 |
17.78 |
16.55 |
16.74 |
-1.06 |
23,346 |
230,873 |
+981 |
Jul06 |
060227 |
17.09 |
17.09 |
16.10 |
16.29 |
-0.92 |
5,549 |
83,163 |
-1,012 |
Oct06 |
060227 |
16.80 |
16.83 |
15.95 |
16.05 |
-0.90 |
3,121 |
59,138 |
+296 |
Mar07 |
060227 |
16.75 |
16.80 |
15.90 |
15.90 |
-0.95 |
1,711 |
43,605 |
-216 |
Total Volume and Open Interest |
51,602 |
477,814 |
-5,775 |
Sugar #14(NYBOT) |
Mar06 |
060208 |
24.20 |
24.40 |
24.20 |
24.40 |
-0.38 |
306 |
848 |
-287 |
May06 |
060227 |
23.00 |
23.00 |
22.75 |
22.87 |
-0.12 |
2,075 |
4,071 |
-725 |
Jul06 |
060227 |
23.00 |
23.05 |
22.90 |
22.90 |
-0.29 |
653 |
3,948 |
-536 |
Sep06 |
060227 |
23.05 |
23.05 |
22.90 |
22.90 |
-0.29 |
215 |
2,210 |
+18 |
Nov06 |
060227 |
22.38 |
22.38 |
22.38 |
22.38 |
+0.13 |
52 |
917 |
+0 |
Total Volume and Open Interest |
3,071 |
13,454 |
-1,225 |
London Cocoa(LCE) |
Mar06 |
060227 |
863 |
867 |
851 |
852 |
-11 |
2,083 |
52,345 |
-240 |
May06 |
060227 |
881 |
883 |
869 |
869 |
-11 |
1,993 |
34,501 |
+162 |
Jul06 |
060227 |
891 |
893 |
882 |
882 |
-10 |
471 |
36,316 |
-70 |
Sep06 |
060227 |
907 |
909 |
898 |
898 |
-10 |
648 |
23,959 |
+367 |
Dec06 |
060227 |
922 |
922 |
912 |
912 |
-10 |
185 |
24,465 |
+29 |
Mar07 |
060227 |
926 |
927 |
919 |
919 |
-9 |
446 |
9,789 |
-92 |
May07 |
060227 |
929 |
929 |
929 |
929 |
-9 |
5 |
611 |
+3 |
Total Volume and Open Interest |
5,831 |
182,082 |
+159 |
London Coffee(LCE) |
Mar06 |
060227 |
1196.00 |
1200.00 |
1184.00 |
1188.00 |
-3.00 |
4,473 |
13,093 |
-3,583 |
May06 |
060227 |
1211.00 |
1216.00 |
1198.00 |
1203.00 |
-4.00 |
4,178 |
77,402 |
-309 |
Jul06 |
060227 |
1224.00 |
1224.00 |
1205.00 |
1209.00 |
-5.00 |
1,469 |
19,297 |
+605 |
Sep06 |
060227 |
1232.00 |
1232.00 |
1211.00 |
1214.00 |
-5.00 |
225 |
9,296 |
+79 |
Nov06 |
060227 |
1221.00 |
1229.00 |
1220.00 |
1221.00 |
-4.00 |
0 |
647 |
+0 |
Jan07 |
060227 |
1229.00 |
1237.00 |
1226.00 |
1226.00 |
-3.00 |
5 |
223 |
+0 |
Total Volume and Open Interest |
10,350 |
120,012 |
-3,208 |
London Sugar(LCE) |
Mar06 |
060213 |
438.90 |
447.00 |
431.50 |
446.20 |
+8.90 |
2,044 |
3,042 |
-914 |
May06 |
060227 |
452.00 |
452.50 |
431.00 |
436.00 |
-16.50 |
2,842 |
32,551 |
+355 |
Aug06 |
060227 |
450.50 |
450.50 |
426.50 |
432.50 |
-18.00 |
984 |
16,735 |
-198 |
Oct06 |
060227 |
441.10 |
441.10 |
427.00 |
430.50 |
-17.50 |
717 |
10,490 |
-64 |
Dec06 |
060227 |
441.00 |
441.00 |
423.70 |
423.90 |
-16.60 |
109 |
3,928 |
+28 |
Total Volume and Open Interest |
4,687 |
68,934 |
+122 |
Cotton(NYBOT) |
Mar06 |
060227 |
56.50 |
56.50 |
55.45 |
55.45 |
-1.47 |
465 |
3,305 |
-97 |
May06 |
060227 |
56.10 |
56.15 |
55.00 |
55.02 |
-1.59 |
5,489 |
96,868 |
-4 |
Jul06 |
060227 |
56.90 |
56.90 |
56.25 |
56.26 |
-1.37 |
1,001 |
12,340 |
+339 |
Oct06 |
060227 |
58.15 |
58.40 |
58.10 |
58.10 |
-1.40 |
0 |
263 |
+0 |
Dec06 |
060227 |
59.80 |
59.80 |
58.90 |
58.90 |
-1.40 |
526 |
8,415 |
+181 |
Mar07 |
060227 |
60.50 |
60.50 |
60.17 |
60.17 |
-1.43 |
15 |
1,730 |
+0 |
Total Volume and Open Interest |
7,563 |
124,514 |
+471 |
Lumber(CME) |
Mar06 |
060227 |
340.9 |
341.0 |
338.5 |
339.5 |
-1.5 |
381 |
1,566 |
-101 |
May06 |
060227 |
346.8 |
346.8 |
343.0 |
344.3 |
+1.2 |
326 |
2,616 |
-14 |
Jul06 |
060227 |
347.0 |
347.1 |
343.5 |
345.9 |
-0.5 |
7 |
437 |
+2 |
Sep06 |
060227 |
349.0 |
350.8 |
345.0 |
350.8 |
-0.3 |
68 |
137 |
+6 |
Total Volume and Open Interest |
784 |
4,770 |
-107 |
Crude Oil(NYM) |
Apr06 |
060227 |
62.00 |
62.10 |
60.85 |
61.00 |
-1.91 |
134,353 |
263,546 |
-2,768 |
May06 |
060227 |
63.15 |
63.25 |
62.15 |
62.35 |
-1.79 |
57,472 |
111,176 |
+2,405 |
Jun06 |
060227 |
64.20 |
64.20 |
63.25 |
63.36 |
-1.67 |
43,090 |
85,354 |
+1,185 |
Jul06 |
060227 |
64.40 |
64.65 |
64.10 |
64.12 |
-1.61 |
7,371 |
34,793 |
+955 |
Aug06 |
060227 |
65.50 |
65.50 |
64.69 |
64.69 |
-1.55 |
2,387 |
21,978 |
-327 |
Sep06 |
060227 |
65.25 |
65.40 |
65.16 |
65.16 |
-1.47 |
3,467 |
24,290 |
+768 |
Oct06 |
060227 |
65.55 |
65.55 |
65.50 |
65.55 |
-1.41 |
3,519 |
23,759 |
+1,970 |
Nov06 |
060227 |
65.87 |
65.87 |
65.87 |
65.87 |
-1.37 |
1,542 |
14,576 |
+356 |
Dec06 |
060227 |
66.90 |
66.90 |
66.00 |
66.15 |
-1.33 |
12,292 |
73,783 |
-162 |
Jan07 |
060227 |
66.25 |
66.70 |
66.25 |
66.38 |
-1.31 |
1,518 |
16,953 |
+5 |
Feb07 |
060227 |
66.59 |
66.59 |
66.59 |
66.59 |
-1.29 |
945 |
5,317 |
+219 |
Mar07 |
060227 |
67.00 |
67.00 |
66.75 |
66.75 |
-1.27 |
167 |
7,872 |
-148 |
Apr07 |
060227 |
66.88 |
66.88 |
66.88 |
66.88 |
-1.25 |
1,031 |
7,487 |
+440 |
May07 |
060227 |
66.96 |
66.96 |
66.96 |
66.96 |
-1.23 |
11 |
3,392 |
+0 |
Jun07 |
060227 |
67.02 |
67.02 |
67.02 |
67.02 |
-1.21 |
5,782 |
29,898 |
+1,820 |
Jul07 |
060227 |
67.04 |
67.04 |
67.04 |
67.04 |
-1.19 |
0 |
3,594 |
+0 |
Total Volume and Open Interest |
288,596 |
926,277 |
+5,576 |
Heating Oil(NYM) |
Mar06 |
060227 |
169.25 |
169.70 |
166.85 |
168.26 |
-4.41 |
16,707 |
17,368 |
-3,128 |
Apr06 |
060227 |
170.75 |
171.00 |
168.30 |
169.64 |
-4.62 |
24,466 |
67,357 |
-188 |
May06 |
060227 |
172.00 |
172.40 |
170.30 |
171.49 |
-4.52 |
6,280 |
24,739 |
+168 |
Jun06 |
060227 |
174.00 |
174.60 |
172.25 |
173.34 |
-4.27 |
2,672 |
15,132 |
+332 |
Jul06 |
060227 |
177.00 |
177.00 |
174.75 |
175.49 |
-4.17 |
698 |
9,416 |
+129 |
Aug06 |
060227 |
177.00 |
178.04 |
177.00 |
178.04 |
-4.07 |
457 |
5,946 |
+191 |
Sep06 |
060227 |
179.50 |
180.54 |
179.50 |
180.54 |
-4.02 |
84 |
3,968 |
+81 |
Oct06 |
060227 |
182.75 |
183.39 |
182.75 |
183.39 |
-3.97 |
1 |
2,106 |
-1 |
Nov06 |
060227 |
186.50 |
186.50 |
186.34 |
186.34 |
-3.87 |
84 |
1,927 |
+50 |
Dec06 |
060227 |
187.50 |
188.84 |
187.50 |
188.84 |
-3.77 |
735 |
9,042 |
+282 |
Jan07 |
060227 |
192.00 |
192.00 |
191.09 |
191.09 |
-3.67 |
137 |
6,508 |
+4 |
Feb07 |
060227 |
191.50 |
192.50 |
191.50 |
191.89 |
-3.57 |
55 |
1,144 |
+51 |
Total Volume and Open Interest |
52,540 |
169,745 |
-1,960 |
Unleaded Gas(NYM) |
Mar06 |
060227 |
152.25 |
154.00 |
147.00 |
152.50 |
-2.56 |
19,813 |
13,489 |
-6,093 |
Apr06 |
060227 |
158.00 |
158.00 |
152.60 |
155.00 |
-5.87 |
29,877 |
64,508 |
-880 |
May06 |
060227 |
162.50 |
163.75 |
157.75 |
159.70 |
-6.02 |
7,330 |
31,457 |
+1,574 |
Jun06 |
060227 |
166.00 |
166.50 |
162.80 |
163.45 |
-6.12 |
2,449 |
15,230 |
-38 |
Jul06 |
060227 |
170.50 |
170.50 |
166.55 |
166.55 |
-5.92 |
2,180 |
6,120 |
-106 |
Aug06 |
060227 |
171.40 |
171.40 |
168.35 |
168.35 |
-5.52 |
422 |
5,790 |
+29 |
Sep06 |
060227 |
167.60 |
169.75 |
167.60 |
168.65 |
-5.22 |
502 |
7,011 |
+44 |
Oct06 |
060227 |
163.30 |
163.30 |
163.30 |
163.30 |
-4.97 |
175 |
3,581 |
-41 |
Nov06 |
060227 |
161.80 |
161.80 |
161.80 |
161.80 |
-4.87 |
200 |
1,324 |
+100 |
Dec06 |
060227 |
161.40 |
161.40 |
161.40 |
161.40 |
-4.77 |
342 |
1,589 |
+187 |
Jan07 |
060227 |
162.70 |
162.70 |
162.70 |
162.70 |
-4.72 |
141 |
1,014 |
+0 |
Total Volume and Open Interest |
63,431 |
151,113 |
-5,224 |
Natural Gas(NYM) |
Apr06 |
060227 |
7.050 |
7.050 |
6.700 |
6.789 |
-0.524 |
30,381 |
81,003 |
+1,275 |
May06 |
060227 |
7.150 |
7.180 |
6.850 |
6.959 |
-0.516 |
12,130 |
53,789 |
+3,849 |
Jun06 |
060227 |
7.300 |
7.350 |
7.070 |
7.121 |
-0.504 |
3,872 |
26,429 |
+1,107 |
Jul06 |
060227 |
7.470 |
7.480 |
7.230 |
7.278 |
-0.482 |
1,972 |
19,940 |
+80 |
Aug06 |
060227 |
7.550 |
7.550 |
7.330 |
7.383 |
-0.462 |
1,183 |
21,781 |
-57 |
Sep06 |
060227 |
7.580 |
7.600 |
7.400 |
7.468 |
-0.452 |
1,069 |
17,560 |
+23 |
Oct06 |
060227 |
7.740 |
7.750 |
7.500 |
7.573 |
-0.442 |
4,217 |
34,540 |
+339 |
Nov06 |
060227 |
8.800 |
8.800 |
8.610 |
8.683 |
-0.362 |
2,827 |
36,161 |
-786 |
Dec06 |
060227 |
9.900 |
9.900 |
9.650 |
9.723 |
-0.312 |
1,486 |
20,076 |
-61 |
Jan07 |
060227 |
10.550 |
10.550 |
10.350 |
10.423 |
-0.272 |
3,820 |
38,253 |
-548 |
Feb07 |
060227 |
10.350 |
10.500 |
10.350 |
10.428 |
-0.272 |
409 |
14,929 |
+103 |
Mar07 |
060227 |
10.230 |
10.300 |
10.150 |
10.233 |
-0.267 |
2,154 |
21,150 |
+905 |
Apr07 |
060227 |
8.480 |
8.600 |
8.460 |
8.483 |
-0.187 |
1,719 |
15,425 |
+343 |
May07 |
060227 |
8.200 |
8.350 |
8.200 |
8.303 |
-0.168 |
762 |
14,296 |
-2 |
Jun07 |
060227 |
8.350 |
8.363 |
8.350 |
8.363 |
-0.168 |
1,098 |
6,994 |
+674 |
Jul07 |
060227 |
8.438 |
8.438 |
8.438 |
8.438 |
-0.168 |
389 |
4,490 |
-163 |
Total Volume and Open Interest |
118,821 |
591,506 |
-23,117 |
Brent Crude Oil(ICE) |
Apr06 |
060227 |
62.20 |
62.28 |
60.73 |
60.99 |
-1.61 |
83,104 |
0 |
-91,078 |
May06 |
060227 |
62.80 |
63.03 |
61.50 |
61.77 |
-1.59 |
35,546 |
0 |
-97,650 |
Jun06 |
060227 |
63.35 |
63.72 |
62.40 |
62.49 |
-1.57 |
21,228 |
0 |
-49,882 |
Jul06 |
060227 |
63.75 |
64.24 |
62.98 |
63.08 |
-1.52 |
5,654 |
0 |
-19,207 |
Aug06 |
060227 |
64.15 |
64.43 |
63.41 |
63.53 |
-1.51 |
1,693 |
0 |
-10,003 |
Sep06 |
060227 |
64.56 |
64.80 |
63.78 |
63.89 |
-1.53 |
925 |
0 |
-9,694 |
Oct06 |
060227 |
64.83 |
65.15 |
64.22 |
64.22 |
-1.52 |
630 |
0 |
-11,828 |
Nov06 |
060227 |
65.10 |
65.41 |
64.49 |
64.49 |
-1.49 |
663 |
0 |
-6,965 |
Dec06 |
060227 |
65.52 |
65.82 |
64.60 |
64.74 |
-1.22 |
9,264 |
0 |
-31,917 |
Jan07 |
060227 |
64.97 |
64.97 |
64.97 |
64.97 |
-1.45 |
300 |
0 |
-8,889 |
Feb07 |
060227 |
65.17 |
65.17 |
65.17 |
65.17 |
-1.46 |
|
|
|
Mar07 |
060227 |
65.70 |
65.70 |
65.34 |
65.34 |
-1.45 |
|
|
|
Apr07 |
060227 |
66.25 |
66.25 |
65.48 |
65.48 |
-1.40 |
|
|
|
May07 |
060227 |
65.56 |
65.56 |
65.56 |
65.56 |
-1.37 |
|
|
|
Total Volume and Open Interest |
167,877 |
9 |
-395,454 |
Gas Oil(ICE) |
Mar06 |
060227 |
538.00 |
539.75 |
529.50 |
531.25 |
-9.50 |
27,341 |
53,027 |
-4,369 |
Apr06 |
060227 |
542.25 |
544.00 |
534.00 |
535.25 |
-10.25 |
22,173 |
54,908 |
+1,262 |
May06 |
060227 |
548.25 |
549.75 |
540.25 |
541.25 |
-10.00 |
4,473 |
20,638 |
-298 |
Jun06 |
060227 |
555.00 |
556.00 |
546.50 |
547.75 |
-9.50 |
3,134 |
24,598 |
+19 |
Jul06 |
060227 |
562.75 |
563.00 |
554.00 |
555.50 |
-9.25 |
1,256 |
13,199 |
-2 |
Aug06 |
060227 |
570.50 |
570.50 |
562.50 |
562.75 |
-9.25 |
875 |
5,315 |
+380 |
Sep06 |
060227 |
575.25 |
577.00 |
569.75 |
569.75 |
-9.25 |
52 |
5,815 |
+0 |
Oct06 |
060227 |
576.75 |
576.75 |
576.50 |
576.50 |
-9.50 |
568 |
8,076 |
+18 |
Nov06 |
060227 |
581.75 |
582.25 |
580.75 |
580.75 |
-9.25 |
300 |
3,115 |
+200 |
Dec06 |
060227 |
589.75 |
589.75 |
584.00 |
584.25 |
-9.50 |
1,000 |
26,355 |
-20 |
Total Volume and Open Interest |
61,622 |
235,541 |
-2,785 |
US Dollar Index(NYBOT) |
Mar06 |
060227 |
90.81 |
90.84 |
90.48 |
90.60 |
+0.02 |
5,660 |
28,504 |
-1,411 |
Jun06 |
060227 |
90.50 |
90.50 |
90.12 |
90.22 |
+0.02 |
60 |
2,434 |
+27 |
Sep06 |
060227 |
89.85 |
89.85 |
89.85 |
89.85 |
+0.02 |
0 |
8 |
+0 |
Total Volume and Open Interest |
5,720 |
30,958 |
-1,384 |
Australian Dollar(CME) |
Mar06 |
060227 |
73.67 |
73.88 |
73.67 |
73.70 |
-0.20 |
2,953 |
62,185 |
-639 |
Jun06 |
060227 |
73.58 |
73.70 |
73.57 |
73.57 |
-0.20 |
7 |
1,821 |
+2 |
Sep06 |
060227 |
73.49 |
73.49 |
73.49 |
73.49 |
-0.20 |
0 |
19 |
+0 |
Total Volume and Open Interest |
2,960 |
64,168 |
-637 |
British Pound(CME) |
Mar06 |
060227 |
174.03 |
174.17 |
173.88 |
174.00 |
-0.53 |
7,895 |
96,935 |
+1,091 |
Jun06 |
060227 |
174.20 |
174.25 |
174.16 |
174.20 |
-0.53 |
14 |
2,310 |
-7 |
Sep06 |
060227 |
174.40 |
174.40 |
174.40 |
174.40 |
-0.53 |
11 |
53 |
+9 |
Total Volume and Open Interest |
7,920 |
99,301 |
+1,093 |
Canadian Dollar(CME) |
Mar06 |
060227 |
87.27 |
87.77 |
87.22 |
87.74 |
+0.62 |
5,474 |
109,436 |
+1,264 |
Jun06 |
060227 |
87.51 |
88.00 |
87.46 |
87.98 |
+0.62 |
87 |
4,292 |
+152 |
Sep06 |
060227 |
87.87 |
88.20 |
87.87 |
88.19 |
+0.62 |
57 |
732 |
+2 |
Dec06 |
060227 |
88.25 |
88.40 |
88.25 |
88.40 |
+0.62 |
6 |
220 |
+15 |
Total Volume and Open Interest |
5,624 |
114,799 |
+1,433 |
Japanese Yen(CME) |
Mar06 |
060227 |
86.23 |
86.45 |
86.14 |
86.24 |
+0.52 |
5,916 |
164,679 |
-5,630 |
Jun06 |
060227 |
87.35 |
87.58 |
87.30 |
87.37 |
+0.53 |
1,102 |
28,198 |
+1,752 |
Sep06 |
060227 |
88.43 |
88.43 |
88.43 |
88.43 |
+0.53 |
10 |
299 |
+0 |
Total Volume and Open Interest |
7,028 |
193,250 |
-3,842 |
Swiss Franc(CME) |
Mar06 |
060227 |
75.90 |
75.94 |
75.72 |
75.74 |
-0.28 |
11,235 |
127,459 |
+6,949 |
Jun06 |
060227 |
76.65 |
76.65 |
76.49 |
76.50 |
-0.28 |
53 |
3,101 |
+80 |
Sep06 |
060227 |
77.14 |
77.14 |
77.14 |
77.14 |
-0.28 |
0 |
25 |
+0 |
Total Volume and Open Interest |
11,288 |
130,631 |
+7,029 |
EuroFX(CME) |
Mar06 |
060227 |
118.62 |
118.79 |
118.47 |
118.64 |
-0.21 |
8,526 |
161,113 |
+9,276 |
Jun06 |
060227 |
119.31 |
119.39 |
119.20 |
119.34 |
-0.22 |
41 |
5,409 |
+252 |
Sep06 |
060227 |
119.99 |
119.99 |
119.99 |
119.99 |
-0.22 |
0 |
1,652 |
+0 |
Total Volume and Open Interest |
8,567 |
168,314 |
+9,528 |
Mexican Peso(CME) |
Mar06 |
060227 |
9530.0 |
9550.0 |
9530.0 |
9540.0 |
+5.0 |
2,666 |
87,367 |
-791 |
Jun06 |
060227 |
9475.0 |
9475.0 |
9472.0 |
9472.0 |
+12.0 |
1 |
625 |
-1 |
Total Volume and Open Interest |
2,728 |
113,725 |
-747 |
30-Year T-Bonds(CBOT) |
Mar06 |
060227 |
112~23 |
113~01 |
112~10 |
112~16 |
-0~11 |
439,838 |
426,142 |
-101,805 |
Jun06 |
060227 |
112~22 |
113~01 |
112~11 |
112~16 |
-0~12 |
168,744 |
253,768 |
+79,298 |
Sep06 |
060227 |
113~03 |
113~03 |
112~16 |
112~18 |
-0~12 |
16 |
365 |
+15 |
Total Volume and Open Interest |
608,609 |
680,574 |
-22,489 |
10-Year T-Notes(CBOT) |
Mar06 |
060227 |
107~230 |
107~280 |
107~190 |
107~220 |
-0~040 |
1,287,973 |
1,066,769 |
-354,734 |
Jun06 |
060227 |
107~195 |
107~230 |
107~145 |
107~170 |
-0~045 |
558,050 |
824,574 |
+291,784 |
Total Volume and Open Interest |
1,846,726 |
1,894,560 |
-62,493 |
5-Year T-Notes(CBOT) |
Mar06 |
060227 |
105~040 |
105~050 |
104~315 |
105~010 |
-0~025 |
536,158 |
0 |
+0 |
Jun06 |
060227 |
105~015 |
105~025 |
104~290 |
104~305 |
-0~030 |
231,204 |
0 |
+0 |
Sep06 |
060227 |
104~285 |
104~285 |
104~285 |
104~285 |
-0~030 |
0 |
2 |
+0 |
Total Volume and Open Interest |
767,362 |
3 |
+0 |
2 Year T-Notes(CBOT) |
Mar06 |
060227 |
102~014 |
102~016 |
102~009 |
102~012 |
-0~001 |
49,199 |
258,204 |
-113,959 |
Jun06 |
060227 |
102~010 |
102~014 |
102~008 |
102~010 |
+0~002 |
45,139 |
239,255 |
+96,531 |
Total Volume and Open Interest |
94,338 |
497,459 |
-17,428 |
Eurodollars(CME) |
Mar06 |
060227 |
95.110 |
95.115 |
95.107 |
95.110 |
unch |
13,234 |
1,260,820 |
-9,095 |
Jun06 |
060227 |
94.890 |
94.905 |
94.885 |
94.895 |
+0.005 |
21,912 |
1,420,842 |
-2,271 |
Sep06 |
060227 |
94.835 |
94.855 |
94.810 |
94.835 |
-0.005 |
250,779 |
1,468,422 |
+603 |
Dec06 |
060227 |
94.885 |
94.900 |
94.860 |
94.875 |
-0.010 |
17,369 |
1,232,595 |
+6,279 |
Mar07 |
060227 |
94.965 |
94.975 |
94.940 |
94.950 |
-0.010 |
30,731 |
1,068,815 |
-3,137 |
Jun07 |
060227 |
95.010 |
95.020 |
94.990 |
95.000 |
-0.005 |
20,347 |
792,730 |
+10,601 |
Sep07 |
060227 |
95.035 |
95.050 |
95.015 |
95.025 |
-0.005 |
25,386 |
565,089 |
-677 |
Dec07 |
060227 |
95.035 |
95.045 |
95.010 |
95.025 |
-0.005 |
15,425 |
421,038 |
+1,519 |
Mar08 |
060227 |
95.040 |
95.040 |
95.010 |
95.025 |
-0.005 |
13,544 |
292,135 |
-2,884 |
Jun08 |
060227 |
95.030 |
95.030 |
95.000 |
95.010 |
-0.010 |
8,203 |
253,742 |
-2,591 |
Sep08 |
060227 |
95.015 |
95.020 |
94.990 |
94.995 |
-0.010 |
8,032 |
221,389 |
+989 |
Dec08 |
060227 |
94.990 |
95.000 |
94.965 |
94.970 |
-0.010 |
6,233 |
170,738 |
+1,252 |
Mar09 |
060227 |
94.995 |
94.995 |
94.955 |
94.965 |
-0.015 |
6,332 |
123,072 |
-1,053 |
Jun09 |
060227 |
94.980 |
94.985 |
94.940 |
94.950 |
-0.015 |
4,093 |
113,682 |
+418 |
Sep09 |
060227 |
94.965 |
94.965 |
94.925 |
94.935 |
-0.015 |
9,193 |
101,582 |
+521 |
Dec09 |
060227 |
94.940 |
94.940 |
94.900 |
94.910 |
-0.015 |
3,985 |
92,808 |
+981 |
Mar10 |
060227 |
94.940 |
94.945 |
94.900 |
94.910 |
-0.015 |
4,110 |
67,243 |
+425 |
Jun10 |
060227 |
94.930 |
94.935 |
94.890 |
94.900 |
-0.015 |
3,207 |
62,760 |
+302 |
Total Volume and Open Interest |
243,358 |
9,919,604 |
+2,860 |
3-Mth Euro-Yen(CME) |
Mar06 |
060227 |
99.86 |
99.87 |
99.86 |
99.87 |
+0.01 |
2,036 |
9,164 |
+463 |
Jun06 |
060227 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
1,680 |
12,706 |
+342 |
Sep06 |
060227 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
1,963 |
7,933 |
+356 |
Dec06 |
060227 |
99.43 |
99.43 |
99.43 |
99.43 |
-0.01 |
809 |
6,095 |
+1,870 |
Mar07 |
060227 |
99.25 |
99.26 |
99.25 |
99.26 |
unch |
557 |
1,520 |
-144 |
Jun07 |
060227 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.01 |
0 |
2,812 |
+0 |
Sep07 |
060227 |
98.95 |
98.95 |
98.95 |
98.95 |
-0.02 |
0 |
1,899 |
+0 |
Dec07 |
060227 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
15 |
85 |
+15 |
Mar08 |
060227 |
98.70 |
98.70 |
98.70 |
98.70 |
-0.01 |
0 |
51 |
+0 |
Jun08 |
060227 |
98.58 |
98.58 |
98.58 |
98.58 |
-0.01 |
0 |
252 |
+0 |
Total Volume and Open Interest |
7,060 |
42,517 |
+2,902 |
3-Mth Euro-Yen(SIMEX) |
Mar06 |
060227 |
99.87 |
99.87 |
99.86 |
99.86 |
unch |
2,674 |
65,554 |
-1,176 |
Jun06 |
060227 |
99.76 |
99.77 |
99.74 |
99.76 |
-0.01 |
3,728 |
70,367 |
-538 |
Sep06 |
060227 |
99.60 |
99.60 |
99.57 |
99.60 |
unch |
3,392 |
46,383 |
+94 |
Dec06 |
060227 |
99.44 |
99.44 |
99.39 |
99.43 |
-0.01 |
7,284 |
64,698 |
+2,466 |
Mar07 |
060227 |
99.25 |
99.27 |
99.21 |
99.25 |
-0.01 |
1,104 |
33,974 |
+535 |
Jun07 |
060227 |
99.10 |
99.10 |
99.06 |
99.09 |
-0.01 |
4,102 |
21,451 |
+412 |
Sep07 |
060227 |
98.89 |
98.94 |
98.89 |
98.94 |
-0.01 |
485 |
11,901 |
+130 |
Dec07 |
060227 |
98.78 |
98.80 |
98.76 |
98.80 |
-0.01 |
936 |
14,754 |
-399 |
Total Volume and Open Interest |
23,705 |
346,531 |
+1,524 |
German Euro-Bund(EUREX) |
Mar06 |
060223 |
121.05 |
121.05 |
120.39 |
120.47 |
-0.48 |
1,127,642 |
1,398,789 |
-7,198 |
Jun06 |
060227 |
119.20 |
119.42 |
119.10 |
119.17 |
-0.36 |
75,628 |
118,455 |
+47,320 |
Sep06 |
060227 |
119.62 |
119.62 |
119.62 |
119.62 |
-0.39 |
1,001 |
68 |
+0 |
Total Volume and Open Interest |
1,085,770 |
1,474,896 |
+27,319 |
German Euro-Bobl(EUREX) |
Mar06 |
051219 |
112.95 |
113.08 |
112.85 |
112.96 |
-0.12 |
558,597 |
846,690 |
+165,225 |
Jun06 |
060227 |
111.23 |
111.26 |
111.06 |
111.12 |
-0.22 |
47,231 |
158,071 |
+32,386 |
Sep06 |
060227 |
111.43 |
111.43 |
111.43 |
111.43 |
-0.23 |
|
|
|
Total Volume and Open Interest |
650,543 |
1,186,777 |
+20,647 |
Long Gilt(LIFFE) |
Mar06 |
060227 |
113~23 |
113~25 |
113~12 |
113~14 |
-0~14 |
217,632 |
93,866 |
-70,544 |
Jun06 |
060227 |
113~12 |
113~16 |
113~03 |
113~04 |
-0~13 |
162,896 |
208,025 |
+60,107 |
Total Volume and Open Interest |
380,528 |
301,891 |
-10,437 |
3-Mth Short Sterling(LIFFE) |
Mar06 |
060227 |
95.41 |
95.41 |
95.41 |
95.41 |
unch |
8,897 |
333,556 |
+663 |
Jun06 |
060227 |
95.41 |
95.41 |
95.41 |
95.41 |
-0.02 |
64,297 |
407,259 |
-6,206 |
Sep06 |
060227 |
95.38 |
95.38 |
95.38 |
95.38 |
-0.05 |
62,402 |
314,146 |
-483 |
Total Volume and Open Interest |
261,810 |
2,010,835 |
-16,217 |
3-Mth Euribor(LIFFE) |
Mar06 |
060227 |
97.310 |
97.315 |
97.305 |
97.305 |
-0.005 |
90,262 |
689,017 |
+1,113 |
Jun06 |
060227 |
97.095 |
97.105 |
97.075 |
97.080 |
-0.020 |
175,293 |
666,854 |
-12,072 |
Sep06 |
060227 |
96.925 |
96.940 |
96.895 |
96.905 |
-0.035 |
205,074 |
491,598 |
+18,313 |
Total Volume and Open Interest |
1,078,951 |
3,519,512 |
+24,408 |
3-Mth Aus T-Bills(SFE) |
Mar06 |
060227 |
94.39 |
94.40 |
94.39 |
94.40 |
unch |
1,573 |
92,665 |
+34 |
Jun06 |
060227 |
94.43 |
94.43 |
94.40 |
94.41 |
-0.02 |
6,351 |
258,228 |
+16 |
Sep06 |
060227 |
94.43 |
94.43 |
94.39 |
94.41 |
-0.03 |
6,959 |
117,659 |
-722 |
Dec06 |
060227 |
94.41 |
94.41 |
94.38 |
94.40 |
-0.03 |
4,599 |
51,366 |
+1,103 |
Mar07 |
060227 |
94.41 |
94.41 |
94.37 |
94.38 |
-0.04 |
586 |
27,307 |
-55 |
Jun07 |
060227 |
94.37 |
94.37 |
94.34 |
94.36 |
-0.05 |
1,148 |
29,192 |
+607 |
Sep07 |
060227 |
94.35 |
94.35 |
94.33 |
94.35 |
-0.04 |
253 |
21,227 |
+158 |
Dec07 |
060227 |
94.32 |
94.33 |
94.32 |
94.33 |
-0.05 |
515 |
8,174 |
+156 |
Mar08 |
060227 |
94.30 |
94.32 |
94.30 |
94.32 |
-0.05 |
100 |
4,249 |
+0 |
Jun08 |
060227 |
94.29 |
94.30 |
94.29 |
94.30 |
-0.06 |
0 |
1,524 |
+0 |
Total Volume and Open Interest |
22,089 |
613,287 |
+1,302 |
10-Year Aus T-Bonds(SFE) |
Mar06 |
060227 |
94.76 |
94.76 |
94.69 |
94.71 |
-0.07 |
19,647 |
316,231 |
-7,927 |
Jun06 |
060227 |
94.71 |
94.71 |
94.71 |
94.71 |
-0.07 |
|
|
|
Total Volume and Open Interest |
19,647 |
316,231 |
-7,927 |
3-Year Aus T-Bonds(SFE) |
Mar06 |
060227 |
94.78 |
94.79 |
94.72 |
94.75 |
-0.06 |
50,745 |
385,172 |
-47,471 |
Jun06 |
060227 |
94.74 |
94.74 |
94.74 |
94.74 |
-0.07 |
|
|
|
Total Volume and Open Interest |
50,745 |
385,172 |
-47,471 |
Gold(CMX) |
Apr06 |
060227 |
557.5 |
558.4 |
554.8 |
557.0 |
-4.2 |
58,716 |
230,493 |
+5,346 |
Jun06 |
060227 |
563.0 |
563.0 |
560.0 |
562.2 |
-4.1 |
1,525 |
39,248 |
+166 |
Aug06 |
060227 |
566.5 |
567.2 |
565.0 |
567.2 |
-4.1 |
36 |
6,173 |
+8 |
Oct06 |
060227 |
572.0 |
572.5 |
571.4 |
572.2 |
-4.2 |
0 |
9,642 |
+0 |
Dec06 |
060227 |
578.0 |
578.0 |
575.0 |
577.1 |
-4.2 |
1,137 |
15,663 |
-282 |
Feb07 |
060227 |
581.0 |
582.1 |
581.0 |
582.1 |
-4.3 |
113 |
8,739 |
+82 |
Apr07 |
060227 |
587.0 |
587.0 |
587.0 |
587.0 |
-4.4 |
0 |
1,342 |
+0 |
Jun07 |
060227 |
591.9 |
591.9 |
591.9 |
591.9 |
-4.5 |
0 |
8,804 |
+0 |
Aug07 |
060227 |
596.8 |
596.8 |
596.8 |
596.8 |
-4.6 |
0 |
180 |
+0 |
Oct07 |
060227 |
601.7 |
601.7 |
601.7 |
601.7 |
-4.7 |
0 |
4 |
+0 |
Dec07 |
060227 |
607.0 |
607.0 |
606.7 |
606.7 |
-4.7 |
3 |
9,819 |
+1 |
Total Volume and Open Interest |
61,698 |
337,783 |
+5,329 |
Silver(CMX) |
Mar06 |
060227 |
964.0 |
965.0 |
952.0 |
960.2 |
-13.1 |
29,220 |
15,121 |
-13,039 |
May06 |
060227 |
974.0 |
975.0 |
961.0 |
969.5 |
-13.0 |
24,262 |
68,373 |
+12,032 |
Jul06 |
060227 |
980.0 |
985.0 |
967.0 |
975.0 |
-12.7 |
865 |
15,923 |
+252 |
Sep06 |
060227 |
978.0 |
982.0 |
978.0 |
979.9 |
-12.3 |
104 |
4,688 |
+103 |
Dec06 |
060227 |
990.0 |
990.0 |
979.0 |
984.2 |
-12.0 |
257 |
13,751 |
+54 |
Mar07 |
060227 |
990.0 |
990.0 |
982.0 |
985.4 |
-13.3 |
0 |
3,584 |
+0 |
May07 |
060227 |
985.9 |
985.9 |
985.9 |
985.9 |
-13.3 |
50 |
226 |
+25 |
Total Volume and Open Interest |
54,817 |
128,096 |
-518 |
Platinum(NYM) |
Apr06 |
060227 |
1039.0 |
1044.0 |
1034.2 |
1034.9 |
-1.1 |
619 |
8,229 |
-32 |
Jul06 |
060227 |
1043.0 |
1047.0 |
1040.6 |
1040.6 |
-1.1 |
9 |
331 |
+1 |
Oct06 |
060227 |
1045.6 |
1045.6 |
1045.6 |
1045.6 |
-1.1 |
0 |
3 |
+0 |
Total Volume and Open Interest |
628 |
8,563 |
-31 |
Palladium(NYME) |
Mar06 |
060227 |
284.00 |
284.70 |
280.00 |
280.80 |
-7.05 |
3,002 |
5,356 |
-1,823 |
Jun06 |
060227 |
291.00 |
291.00 |
285.00 |
285.50 |
-7.05 |
3,074 |
11,056 |
+1,374 |
Sep06 |
060227 |
293.00 |
293.00 |
288.50 |
288.50 |
-7.05 |
1 |
62 |
+1 |
Total Volume and Open Interest |
6,099 |
16,849 |
-427 |
Copper(CMX) |
Mar06 |
060227 |
216.00 |
216.30 |
213.20 |
214.05 |
-6.70 |
6,531 |
11,418 |
-2,670 |
May06 |
060227 |
216.00 |
216.00 |
211.70 |
213.05 |
-7.65 |
10,782 |
59,974 |
+1,958 |
Jul06 |
060227 |
214.50 |
214.50 |
209.70 |
210.55 |
-7.50 |
300 |
7,843 |
+111 |
Sep06 |
060227 |
209.70 |
209.70 |
207.55 |
207.55 |
-7.25 |
17 |
3,109 |
-2 |
Dec06 |
060227 |
209.00 |
209.00 |
202.50 |
202.75 |
-6.80 |
85 |
2,312 |
+32 |
Total Volume and Open Interest |
18,943 |
91,070 |
-261 |
Aluminum(CMX) |
Mar06 |
060227 |
109.40 |
109.50 |
109.40 |
109.50 |
-1.65 |
0 |
209 |
+0 |
Apr06 |
060227 |
109.85 |
109.85 |
109.85 |
109.85 |
-1.65 |
0 |
51 |
+0 |
May06 |
060227 |
110.00 |
110.00 |
110.00 |
110.00 |
-1.65 |
0 |
69 |
+0 |
Jun06 |
060227 |
109.90 |
109.90 |
109.90 |
109.90 |
-1.65 |
0 |
52 |
+0 |
Jul06 |
060227 |
109.80 |
109.80 |
109.80 |
109.80 |
-1.65 |
0 |
20 |
+0 |
Aug06 |
060227 |
109.75 |
109.75 |
109.75 |
109.75 |
-1.65 |
|
|
|
Total Volume and Open Interest |
0 |
551 |
-5 |
DJIA Index(CBOT) |
Mar06 |
060227 |
11090 |
11145 |
11090 |
11095 |
+7 |
5,577 |
41,229 |
-1,213 |
Jun06 |
060227 |
11175 |
11210 |
11169 |
11169 |
+7 |
94 |
584 |
+83 |
Sep06 |
060227 |
11219 |
11219 |
11219 |
11219 |
+7 |
0 |
3 |
+0 |
Dec06 |
060227 |
11254 |
11254 |
11254 |
11254 |
+7 |
0 |
7 |
+0 |
Total Volume and Open Interest |
5,671 |
41,823 |
-1,130 |
S & P 500(CME) |
Mar06 |
060227 |
1293.30 |
1299.60 |
1292.10 |
1294.00 |
+1.00 |
23,209 |
622,628 |
-2,599 |
Jun06 |
060227 |
1303.30 |
1309.30 |
1302.80 |
1304.30 |
+1.00 |
4,517 |
43,694 |
+2,623 |
Sep06 |
060227 |
1319.50 |
1319.50 |
1315.00 |
1315.00 |
+1.10 |
26 |
6,260 |
+19 |
Dec06 |
060227 |
1325.70 |
1325.70 |
1325.70 |
1325.70 |
+1.30 |
0 |
409 |
+0 |
Total Volume and Open Interest |
27,753 |
673,074 |
+44 |
S & P 500 E-Mini(Globex) |
Mar06 |
060227 |
1293.00 |
1299.75 |
1292.00 |
1294.00 |
+1.00 |
549,003 |
1,189,315 |
-10,449 |
Jun06 |
060227 |
1303.25 |
1309.75 |
1302.50 |
1304.25 |
+1.00 |
6,657 |
57,931 |
+1,587 |
Total Volume and Open Interest |
555,660 |
1,247,246 |
-8,862 |
NASDAQ 100(CME) |
Mar06 |
060227 |
1686.00 |
1706.00 |
1683.50 |
1695.00 |
+11.50 |
6,763 |
62,736 |
-2,691 |
Jun06 |
060227 |
1708.00 |
1722.50 |
1708.00 |
1714.00 |
+11.50 |
2,550 |
2,641 |
+2,547 |
Sep06 |
060227 |
1732.00 |
1732.00 |
1732.00 |
1732.00 |
+11.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
9,313 |
65,378 |
-144 |
NASDAQ 100 E-Mini(Globex) |
Mar06 |
060227 |
1684.00 |
1705.50 |
1683.50 |
1695.00 |
+11.50 |
194,908 |
372,611 |
-988 |
Jun06 |
060227 |
1704.50 |
1724.00 |
1702.50 |
1714.00 |
+11.50 |
2,064 |
1,629 |
+1,226 |
Total Volume and Open Interest |
196,972 |
374,240 |
+238 |
S & P Midcap 400(CME) |
Mar06 |
060227 |
783.75 |
785.00 |
782.00 |
782.20 |
-1.60 |
232 |
12,065 |
+156 |
Jun06 |
060227 |
789.15 |
789.15 |
789.15 |
789.15 |
-1.40 |
0 |
7 |
+0 |
Sep06 |
060227 |
137.79 |
137.79 |
137.79 |
137.79 |
-1.40 |
|
|
|
Total Volume and Open Interest |
232 |
12,072 |
+156 |
Russell 2000(CME) |
Mar06 |
060227 |
739.50 |
744.00 |
738.75 |
740.80 |
+2.00 |
1,935 |
28,999 |
-16 |
Jun06 |
060227 |
746.25 |
746.25 |
746.25 |
746.25 |
+2.00 |
0 |
1,890 |
+0 |
Sep06 |
060227 |
750.80 |
750.80 |
750.80 |
750.80 |
+2.00 |
0 |
14 |
+0 |
Total Volume and Open Interest |
1,935 |
30,903 |
-16 |
Russell 2000 E-Mini(Globex) |
Mar06 |
060227 |
738.90 |
744.40 |
738.50 |
740.80 |
+2.00 |
104,576 |
281,197 |
+4,388 |
Jun06 |
060227 |
744.50 |
749.20 |
744.10 |
746.30 |
+2.00 |
90 |
2,869 |
-27 |
Total Volume and Open Interest |
104,666 |
284,066 |
+4,361 |
Value Line(KCBT) |
Mar06 |
060227 |
2057.00 |
2067.00 |
2056.00 |
2060.50 |
+4.50 |
58 |
185 |
-27 |
Total Volume and Open Interest |
62 |
225 |
-26 |
Nikkei 225(CME) |
Mar06 |
060227 |
16135 |
16300 |
16090 |
16135 |
+55 |
53,164 |
241,803 |
+1,156 |
Jun06 |
060227 |
16075 |
16220 |
16030 |
16070 |
+35 |
60 |
2,160 |
+102 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Mar06 |
060227 |
16135 |
16300 |
16090 |
16135 |
+55 |
53,164 |
241,803 |
+1,156 |
Jun06 |
060227 |
16075 |
16220 |
16030 |
16070 |
+35 |
60 |
2,160 |
+102 |
Sep06 |
060227 |
16125 |
16125 |
16125 |
16125 |
+95 |
0 |
3 |
+0 |
Total Volume and Open Interest |
53,224 |
243,970 |
+1,258 |
CAC 40(MATIF) |
Feb06 |
060217 |
4980.0 |
5000.0 |
4964.5 |
4996.5 |
+23.5 |
206,174 |
397,409 |
+397,409 |
Mar06 |
060227 |
5091.5 |
5094.0 |
5063.0 |
5088.0 |
+9.5 |
63,873 |
457,879 |
-2,946 |
Apr06 |
060227 |
5104.0 |
5104.0 |
5079.5 |
5100.0 |
+9.5 |
944 |
3,222 |
+192 |
Total Volume and Open Interest |
65,089 |
461,837 |
-2,538 |
Hang Seng Index(HKFE) |
Feb06 |
060227 |
15910 |
15963 |
15868 |
15948 |
+84 |
54,119 |
68,446 |
-28,959 |
Mar06 |
060227 |
15879 |
15956 |
15812 |
15911 |
+100 |
48,705 |
74,473 |
+43,880 |
Total Volume and Open Interest |
102,905 |
143,514 |
+14,938 |
DAX Index(EUREX) |
Mar06 |
060227 |
5891.5 |
5927.0 |
5880.0 |
5921.5 |
+48.5 |
106,040 |
235,040 |
+4,239 |
Jun06 |
060227 |
5928.0 |
5966.5 |
5920.0 |
5961.5 |
+48.5 |
844 |
18,262 |
-128 |
Sep06 |
060227 |
5964.0 |
6010.0 |
5964.0 |
6005.5 |
+49.5 |
674 |
6,559 |
+95 |
Total Volume and Open Interest |
107,558 |
259,861 |
+4,206 |
FT-SE 100(LIFFE) |
Mar06 |
060227 |
5850.00 |
5873.50 |
5844.00 |
5861.00 |
+20.00 |
51,824 |
479,446 |
+3,631 |
Jun06 |
060227 |
5875.00 |
5884.00 |
5864.00 |
5872.50 |
+21.00 |
48 |
27,643 |
+41 |
Sep06 |
060227 |
5883.50 |
5886.50 |
5883.50 |
5886.50 |
+21.00 |
5 |
2,323 |
+0 |
Total Volume and Open Interest |
51,877 |
518,137 |
+3,672 |
SPI 200(SFE) |
Mar06 |
060227 |
4912.0 |
4930.0 |
4889.0 |
4929.0 |
+35.0 |
14,020 |
199,921 |
+4,001 |
Jun06 |
060227 |
4930.0 |
4947.0 |
4910.0 |
4947.0 |
+37.0 |
60 |
6,576 |
-67 |
Sep06 |
060227 |
4931.0 |
4948.0 |
4930.0 |
4948.0 |
+36.0 |
0 |
2,497 |
+0 |
Total Volume and Open Interest |
14,080 |
212,605 |
+3,934 |
GSCI(CME) |
Mar06 |
060227 |
418.10 |
418.10 |
411.30 |
411.50 |
-12.30 |
236 |
22,790 |
+110 |
Apr06 |
060227 |
418.00 |
418.00 |
418.00 |
418.00 |
-12.00 |
24 |
283 |
+10 |
May06 |
060227 |
423.50 |
423.50 |
423.50 |
423.50 |
-12.00 |
|
|
|
Total Volume and Open Interest |
260 |
23,073 |
+120 |
Reuters CRB Index(NYBOT) |
Apr06 |
060227 |
351.50 |
351.50 |
349.50 |
349.75 |
-6.90 |
60 |
374 |
+2 |
Jun06 |
060227 |
355.00 |
355.00 |
353.50 |
353.50 |
-6.90 |
13 |
428 |
+3 |
Aug06 |
060227 |
357.25 |
357.25 |
357.25 |
357.25 |
-6.90 |
0 |
202 |
+0 |
Total Volume and Open Interest |
73 |
1,004 |
+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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