 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue March 21, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May06 |
060321 |
573.50 |
576.25 |
572.00 |
575.25 |
+2.75 |
41,849 |
187,528 |
+2,503 |
Jul06 |
060321 |
584.50 |
588.50 |
584.00 |
587.25 |
+2.00 |
8,164 |
84,085 |
+389 |
Aug06 |
060321 |
589.50 |
592.50 |
589.50 |
592.00 |
+3.50 |
507 |
6,574 |
-62 |
Sep06 |
060321 |
595.00 |
596.00 |
594.00 |
594.50 |
+1.50 |
239 |
3,847 |
-20 |
Nov06 |
060321 |
601.50 |
604.25 |
601.25 |
603.00 |
+1.75 |
3,354 |
62,762 |
+327 |
Jan07 |
060321 |
608.00 |
611.00 |
608.00 |
610.00 |
+2.00 |
129 |
2,427 |
+20 |
Mar07 |
060321 |
614.00 |
615.00 |
614.00 |
614.25 |
+1.75 |
43 |
630 |
-7 |
Total Volume and Open Interest |
56,596 |
349,874 |
+0 |
Soybean Meal(CBOT) |
May06 |
060321 |
174.50 |
174.70 |
173.10 |
174.10 |
+0.80 |
14,216 |
64,775 |
+632 |
Jul06 |
060321 |
177.20 |
177.70 |
176.20 |
177.10 |
+0.50 |
4,217 |
40,374 |
+528 |
Aug06 |
060321 |
179.30 |
179.30 |
177.90 |
178.70 |
+0.80 |
412 |
10,482 |
+39 |
Sep06 |
060321 |
180.50 |
181.00 |
179.30 |
179.50 |
+0.50 |
399 |
8,436 |
+166 |
Oct06 |
060321 |
181.00 |
181.00 |
179.80 |
180.10 |
+0.50 |
465 |
6,936 |
+100 |
Dec06 |
060321 |
182.00 |
182.50 |
181.40 |
182.20 |
+0.80 |
1,644 |
18,912 |
-87 |
Jan07 |
060321 |
183.50 |
183.50 |
182.50 |
183.10 |
+0.70 |
25 |
531 |
+0 |
Mar07 |
060321 |
185.50 |
185.50 |
184.80 |
184.90 |
+0.50 |
14 |
497 |
+3 |
Total Volume and Open Interest |
22,666 |
149,586 |
+0 |
Soybean Oil(CBOT) |
May06 |
060321 |
22.82 |
23.03 |
22.78 |
22.83 |
-0.08 |
21,530 |
109,499 |
-6,787 |
Jul06 |
060321 |
23.22 |
23.42 |
23.17 |
23.20 |
-0.13 |
6,030 |
49,212 |
+772 |
Aug06 |
060321 |
23.32 |
23.55 |
23.32 |
23.35 |
-0.14 |
491 |
5,504 |
+72 |
Sep06 |
060321 |
23.70 |
23.70 |
23.53 |
23.53 |
-0.11 |
254 |
4,931 |
+219 |
Oct06 |
060321 |
23.75 |
23.90 |
23.70 |
23.70 |
-0.14 |
124 |
3,689 |
-94 |
Dec06 |
060321 |
24.01 |
24.20 |
23.98 |
23.99 |
-0.11 |
1,326 |
19,417 |
+378 |
Jan07 |
060321 |
24.18 |
24.18 |
24.18 |
24.18 |
-0.12 |
116 |
915 |
+112 |
Mar07 |
060321 |
24.38 |
24.38 |
24.38 |
24.38 |
-0.07 |
9 |
231 |
+0 |
Total Volume and Open Interest |
20,292 |
200,182 |
+0 |
Canola(WCE) |
Mar06 |
060314 |
244.8 |
244.8 |
244.8 |
244.8 |
-1.1 |
|
|
|
May06 |
060321 |
256.2 |
257.8 |
255.1 |
257.3 |
+1.6 |
4,559 |
50,156 |
-780 |
Jul06 |
060321 |
262.3 |
265.1 |
262.3 |
264.6 |
+1.8 |
489 |
19,426 |
-160 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060321 |
278.4 |
280.6 |
278.0 |
280.2 |
+1.7 |
684 |
12,525 |
+12 |
Total Volume and Open Interest |
5,294 |
84,142 |
+0 |
Corn(CBOT) |
May06 |
060321 |
217.75 |
224.00 |
217.50 |
223.50 |
+5.25 |
92,008 |
452,294 |
-5,622 |
Jul06 |
060321 |
229.25 |
235.00 |
228.00 |
234.50 |
+5.75 |
40,669 |
215,713 |
+4,254 |
Sep06 |
060321 |
237.75 |
243.50 |
237.75 |
243.25 |
+5.00 |
2,135 |
39,936 |
+160 |
Dec06 |
060321 |
250.00 |
254.50 |
249.75 |
253.75 |
+3.25 |
20,282 |
246,707 |
-1,303 |
Mar07 |
060321 |
258.25 |
262.25 |
258.25 |
261.75 |
+3.50 |
2,145 |
31,310 |
+997 |
May07 |
060321 |
264.00 |
267.00 |
264.00 |
267.00 |
+3.50 |
89 |
2,086 |
+21 |
Total Volume and Open Interest |
180,022 |
1,049,185 |
+0 |
Wheat(CBOT) |
May06 |
060321 |
350.50 |
354.50 |
349.00 |
352.50 |
+2.25 |
29,959 |
202,453 |
-3,726 |
Jul06 |
060321 |
361.50 |
366.00 |
361.00 |
364.75 |
+2.50 |
17,098 |
84,245 |
+813 |
Sep06 |
060321 |
373.50 |
376.25 |
372.00 |
375.50 |
+2.00 |
1,103 |
12,608 |
-213 |
Dec06 |
060321 |
387.25 |
391.25 |
386.50 |
390.00 |
+3.00 |
4,632 |
59,980 |
+388 |
Mar07 |
060321 |
399.50 |
403.00 |
399.00 |
402.50 |
+2.00 |
469 |
5,487 |
-108 |
Total Volume and Open Interest |
60,697 |
386,524 |
+0 |
Wheat(KCBT) |
Mar06 |
060314 |
420.50 |
420.50 |
414.00 |
414.00 |
-14.00 |
60 |
105 |
-54 |
May06 |
060321 |
415.00 |
419.00 |
413.00 |
417.00 |
+3.25 |
8,725 |
46,597 |
-873 |
Jul06 |
060321 |
417.00 |
421.00 |
415.00 |
420.25 |
+5.50 |
10,578 |
42,409 |
-49 |
Sep06 |
060321 |
422.00 |
425.50 |
420.00 |
424.00 |
+4.00 |
574 |
8,839 |
+142 |
Dec06 |
060321 |
430.00 |
433.50 |
428.00 |
432.00 |
+3.00 |
2,108 |
21,394 |
+218 |
Total Volume and Open Interest |
11,488 |
123,545 |
+0 |
Wheat(MGE) |
Mar06 |
060314 |
423.00 |
423.00 |
423.00 |
423.00 |
unch |
12 |
1 |
-16 |
May06 |
060321 |
400.00 |
406.00 |
400.00 |
403.50 |
+3.75 |
2,870 |
16,833 |
-328 |
Jul06 |
060321 |
404.50 |
410.00 |
404.50 |
409.50 |
+5.00 |
1,215 |
12,849 |
+98 |
Sep06 |
060321 |
408.50 |
413.00 |
408.50 |
412.75 |
+4.00 |
210 |
7,611 |
-30 |
Dec06 |
060321 |
416.00 |
419.00 |
415.00 |
419.00 |
+4.00 |
445 |
10,832 |
+176 |
Total Volume and Open Interest |
4,296 |
48,669 |
+0 |
Oats(CBOT) |
May06 |
060321 |
170.25 |
171.50 |
170.00 |
170.25 |
-0.50 |
1,277 |
6,767 |
-542 |
Jul06 |
060321 |
173.75 |
175.25 |
173.50 |
174.50 |
unch |
559 |
1,440 |
+217 |
Sep06 |
060321 |
170.00 |
170.00 |
170.00 |
170.00 |
unch |
6 |
177 |
+0 |
Dec06 |
060321 |
163.50 |
165.50 |
163.50 |
165.50 |
+1.50 |
38 |
2,023 |
-12 |
Total Volume and Open Interest |
2,369 |
10,789 |
+0 |
Rough Rice(CBOT) |
Mar06 |
060321 |
8.02 |
8.02 |
8.02 |
8.02 |
+0.14 |
3 |
2 |
+0 |
May06 |
060321 |
8.06 |
8.25 |
8.06 |
8.22 |
+0.16 |
1,137 |
6,031 |
-255 |
Jul06 |
060321 |
8.40 |
8.49 |
8.37 |
8.48 |
+0.14 |
389 |
2,368 |
+26 |
Sep06 |
060321 |
8.56 |
8.68 |
8.56 |
8.68 |
+0.14 |
34 |
705 |
-14 |
Total Volume and Open Interest |
1,553 |
11,495 |
+0 |
Live Cattle(CME) |
Apr06 |
060321 |
83.525 |
83.725 |
83.025 |
83.475 |
+0.125 |
11,298 |
47,384 |
-2,038 |
Jun06 |
060321 |
78.250 |
78.425 |
77.875 |
78.200 |
+0.075 |
11,303 |
104,911 |
+884 |
Aug06 |
060321 |
80.250 |
80.550 |
79.950 |
80.275 |
+0.075 |
4,578 |
37,667 |
+2,220 |
Oct06 |
060321 |
84.200 |
84.350 |
83.950 |
84.250 |
unch |
2,131 |
19,487 |
+250 |
Dec06 |
060321 |
86.100 |
86.200 |
85.950 |
86.000 |
-0.050 |
375 |
8,979 |
+157 |
Feb07 |
060321 |
87.600 |
87.750 |
87.500 |
87.750 |
+0.075 |
228 |
3,974 |
+29 |
Total Volume and Open Interest |
37,819 |
221,186 |
+0 |
Feeder Cattle(CME) |
Mar06 |
060321 |
105.400 |
105.600 |
104.850 |
105.100 |
-0.525 |
1,091 |
3,237 |
-173 |
Apr06 |
060321 |
106.700 |
107.200 |
106.150 |
106.975 |
+0.075 |
3,142 |
9,899 |
-179 |
May06 |
060321 |
106.800 |
107.350 |
106.150 |
107.000 |
+0.025 |
3,325 |
14,299 |
+401 |
Aug06 |
060321 |
108.400 |
108.850 |
107.750 |
108.650 |
+0.050 |
1,305 |
7,030 |
+30 |
Sep06 |
060321 |
107.700 |
107.700 |
106.875 |
107.700 |
+0.100 |
102 |
853 |
+11 |
Oct06 |
060321 |
107.000 |
107.400 |
106.500 |
107.200 |
unch |
105 |
922 |
-2 |
Nov06 |
060321 |
106.500 |
106.500 |
106.000 |
106.500 |
-0.300 |
24 |
304 |
+19 |
Total Volume and Open Interest |
5,602 |
36,481 |
+0 |
Lean Hogs(CME) |
Apr06 |
060321 |
59.225 |
59.225 |
57.550 |
58.250 |
-0.750 |
8,775 |
24,213 |
-2,112 |
May06 |
060321 |
65.500 |
65.500 |
63.700 |
65.275 |
-0.250 |
202 |
4,244 |
+52 |
Jun06 |
060321 |
66.950 |
67.000 |
65.450 |
66.375 |
-0.450 |
8,831 |
78,384 |
+1,999 |
Jul06 |
060321 |
65.950 |
65.950 |
64.800 |
65.600 |
-0.225 |
1,821 |
18,464 |
+581 |
Aug06 |
060321 |
64.550 |
64.625 |
63.600 |
64.450 |
-0.200 |
577 |
10,300 |
+241 |
Oct06 |
060321 |
55.650 |
55.800 |
54.975 |
55.450 |
-0.350 |
275 |
4,467 |
+61 |
Dec06 |
060321 |
53.600 |
53.650 |
53.000 |
53.125 |
-0.525 |
180 |
2,785 |
+27 |
Feb07 |
060321 |
56.250 |
56.300 |
55.600 |
56.300 |
-0.250 |
6 |
536 |
+1 |
Total Volume and Open Interest |
24,360 |
142,649 |
+0 |
Pork Bellies(CME) |
Mar06 |
060321 |
85.000 |
85.000 |
84.900 |
84.900 |
-0.100 |
2 |
28 |
-2 |
May06 |
060321 |
85.000 |
85.000 |
83.600 |
84.150 |
-0.375 |
282 |
1,344 |
+1 |
Jul06 |
060321 |
86.100 |
86.100 |
84.500 |
85.450 |
-0.550 |
32 |
415 |
-8 |
Aug06 |
060321 |
81.750 |
81.750 |
81.750 |
81.750 |
-0.750 |
3 |
41 |
+0 |
Feb07 |
060321 |
86.850 |
86.850 |
86.850 |
86.850 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
344 |
1,849 |
+0 |
Class III Milk(CME) |
Mar06 |
060321 |
11.15 |
11.17 |
11.14 |
11.15 |
+0.02 |
14 |
2,669 |
-1 |
Apr06 |
060321 |
10.86 |
10.90 |
10.85 |
10.85 |
-0.03 |
113 |
3,086 |
-34 |
May06 |
060321 |
10.86 |
10.86 |
10.81 |
10.83 |
-0.03 |
263 |
3,093 |
+70 |
Jun06 |
060321 |
11.05 |
11.08 |
10.99 |
11.03 |
unch |
148 |
3,039 |
-26 |
Jul06 |
060321 |
11.40 |
11.50 |
11.40 |
11.40 |
-0.03 |
156 |
2,729 |
+29 |
Total Volume and Open Interest |
781 |
31,228 |
+0 |
Cocoa(NYBOT) |
May06 |
060321 |
1490 |
1508 |
1482 |
1504 |
+15 |
5,390 |
50,118 |
+174 |
Jul06 |
060321 |
1512 |
1530 |
1506 |
1527 |
+16 |
2,228 |
23,371 |
+978 |
Sep06 |
060321 |
1533 |
1549 |
1533 |
1549 |
+17 |
548 |
18,840 |
+315 |
Dec06 |
060321 |
1560 |
1577 |
1560 |
1577 |
+18 |
21 |
12,098 |
+0 |
Mar07 |
060321 |
1600 |
1600 |
1600 |
1600 |
+15 |
67 |
12,216 |
+60 |
May07 |
060321 |
1619 |
1619 |
1619 |
1619 |
+15 |
25 |
3,045 |
+25 |
Jul07 |
060321 |
1635 |
1637 |
1635 |
1637 |
+16 |
0 |
879 |
+0 |
Total Volume and Open Interest |
7,262 |
128,430 |
+0 |
Coffee "C"(NYBOT) |
Mar06 |
060321 |
106.00 |
106.00 |
105.45 |
105.45 |
+1.35 |
37 |
9 |
-33 |
May06 |
060321 |
106.50 |
108.20 |
106.15 |
106.95 |
+1.25 |
5,157 |
60,726 |
-379 |
Jul06 |
060321 |
109.60 |
110.60 |
108.90 |
109.65 |
+1.25 |
1,326 |
19,180 |
+185 |
Sep06 |
060321 |
112.00 |
113.20 |
111.45 |
112.05 |
+1.25 |
631 |
9,699 |
+18 |
Dec06 |
060321 |
115.00 |
115.50 |
114.40 |
115.05 |
+1.40 |
602 |
5,753 |
+174 |
Mar07 |
060321 |
118.25 |
118.25 |
118.20 |
118.20 |
+1.55 |
164 |
2,616 |
+139 |
Total Volume and Open Interest |
11,839 |
99,257 |
+0 |
Orange Juice(NYBOT) |
May06 |
060321 |
140.40 |
146.50 |
139.75 |
143.00 |
+3.70 |
2,299 |
24,301 |
-422 |
Jul06 |
060321 |
136.60 |
139.50 |
136.50 |
139.00 |
+3.15 |
435 |
6,434 |
+108 |
Sep06 |
060321 |
133.00 |
135.00 |
132.50 |
133.40 |
+1.05 |
4 |
3,456 |
+7 |
Nov06 |
060321 |
131.00 |
132.50 |
130.00 |
131.25 |
+0.25 |
90 |
1,372 |
+3 |
Jan07 |
060321 |
131.00 |
132.00 |
129.75 |
129.75 |
-0.25 |
35 |
1,531 |
+35 |
Total Volume and Open Interest |
2,436 |
37,621 |
+0 |
Sugar #11(NYBOT) |
May06 |
060321 |
16.77 |
17.10 |
16.62 |
17.02 |
+0.40 |
17,447 |
218,441 |
+826 |
Jul06 |
060321 |
16.44 |
16.73 |
16.37 |
16.67 |
+0.35 |
6,887 |
96,430 |
+1,878 |
Oct06 |
060321 |
16.37 |
16.67 |
16.32 |
16.61 |
+0.35 |
2,573 |
57,531 |
+99 |
Mar07 |
060321 |
16.50 |
16.66 |
16.40 |
16.66 |
+0.27 |
1,264 |
42,739 |
+119 |
May07 |
060321 |
16.32 |
16.70 |
16.30 |
16.51 |
+0.27 |
449 |
20,501 |
-14 |
Total Volume and Open Interest |
32,453 |
456,406 |
+0 |
Sugar #14(NYBOT) |
Mar06 |
060208 |
24.20 |
24.40 |
24.20 |
24.40 |
-0.38 |
306 |
848 |
-287 |
May06 |
060321 |
23.20 |
23.75 |
23.20 |
23.70 |
+0.48 |
601 |
2,027 |
-216 |
Jul06 |
060321 |
23.00 |
23.35 |
23.00 |
23.35 |
+0.30 |
97 |
4,472 |
+40 |
Sep06 |
060321 |
23.03 |
23.30 |
23.03 |
23.30 |
+0.27 |
12 |
3,092 |
+12 |
Nov06 |
060321 |
22.25 |
22.25 |
22.24 |
22.24 |
+0.24 |
58 |
932 |
+15 |
Total Volume and Open Interest |
770 |
12,924 |
-147 |
London Cocoa(LCE) |
Mar06 |
060316 |
889 |
899 |
889 |
898 |
+14 |
8,440 |
11,538 |
-1,026 |
May06 |
060321 |
906 |
915 |
896 |
914 |
+9 |
2,421 |
50,109 |
-886 |
Jul06 |
060321 |
908 |
920 |
902 |
919 |
+10 |
1,579 |
42,442 |
-312 |
Sep06 |
060321 |
915 |
931 |
912 |
930 |
+10 |
919 |
34,498 |
+521 |
Dec06 |
060321 |
934 |
946 |
930 |
945 |
+11 |
54 |
29,290 |
-42 |
Mar07 |
060321 |
944 |
953 |
944 |
953 |
+11 |
40 |
11,983 |
+6 |
May07 |
060321 |
963 |
963 |
963 |
963 |
+11 |
0 |
1,074 |
+0 |
Total Volume and Open Interest |
10,710 |
173,243 |
+0 |
London Coffee(LCE) |
Mar06 |
060321 |
1100.00 |
1101.00 |
1100.00 |
1101.00 |
+9.00 |
45 |
283 |
-575 |
May06 |
060321 |
1109.00 |
1134.00 |
1107.00 |
1118.00 |
+7.00 |
5,748 |
66,054 |
+213 |
Jul06 |
060321 |
1125.00 |
1148.00 |
1123.00 |
1133.00 |
+7.00 |
1,217 |
32,678 |
+363 |
Sep06 |
060321 |
1139.00 |
1161.00 |
1138.00 |
1146.00 |
+7.00 |
611 |
14,817 |
+387 |
Nov06 |
060321 |
1149.00 |
1164.00 |
1149.00 |
1157.00 |
+7.00 |
322 |
3,260 |
+190 |
Jan07 |
060321 |
1173.00 |
1173.00 |
1164.00 |
1164.00 |
+6.00 |
8 |
347 |
+8 |
Total Volume and Open Interest |
10,614 |
116,975 |
+0 |
London Sugar(LCE) |
Mar06 |
060213 |
438.90 |
447.00 |
431.50 |
446.20 |
+8.90 |
2,044 |
3,042 |
-914 |
May06 |
060321 |
443.00 |
453.00 |
442.50 |
452.40 |
+10.30 |
3,259 |
29,705 |
-1,564 |
Aug06 |
060321 |
445.00 |
454.50 |
445.00 |
454.40 |
+10.40 |
2,734 |
17,732 |
+1,476 |
Oct06 |
060321 |
444.00 |
452.80 |
443.20 |
452.80 |
+10.90 |
442 |
10,946 |
-206 |
Dec06 |
060321 |
438.00 |
447.60 |
438.00 |
447.60 |
+11.50 |
47 |
4,010 |
+10 |
Total Volume and Open Interest |
7,229 |
67,938 |
+0 |
Cotton(NYBOT) |
May06 |
060321 |
53.45 |
53.60 |
53.17 |
53.21 |
-0.30 |
9,685 |
89,762 |
+515 |
Jul06 |
060321 |
54.65 |
54.85 |
54.50 |
54.52 |
-0.25 |
4,063 |
23,157 |
+416 |
Oct06 |
060321 |
56.70 |
56.70 |
56.65 |
56.70 |
-0.15 |
425 |
874 |
+213 |
Dec06 |
060321 |
57.95 |
58.00 |
57.72 |
57.75 |
-0.42 |
1,107 |
13,814 |
+220 |
Mar07 |
060321 |
59.45 |
59.50 |
59.30 |
59.30 |
-0.45 |
1 |
1,822 |
+0 |
May07 |
060321 |
59.90 |
59.90 |
59.90 |
59.90 |
-0.45 |
0 |
106 |
+0 |
Total Volume and Open Interest |
10,657 |
129,934 |
+0 |
Lumber(CME) |
May06 |
060321 |
325.0 |
327.4 |
322.3 |
324.2 |
-2.8 |
686 |
3,019 |
+1 |
Jul06 |
060321 |
333.0 |
333.3 |
329.9 |
331.5 |
-2.0 |
103 |
599 |
+24 |
Sep06 |
060321 |
338.5 |
340.6 |
335.9 |
340.4 |
-2.4 |
19 |
200 |
+6 |
Nov06 |
060321 |
326.7 |
326.8 |
326.7 |
326.8 |
-2.8 |
2 |
36 |
+1 |
Total Volume and Open Interest |
1,288 |
3,822 |
+0 |
Crude Oil(NYM) |
Apr06 |
060321 |
59.90 |
61.00 |
59.60 |
60.57 |
+0.15 |
77,265 |
20,249 |
-32,420 |
May06 |
060321 |
61.40 |
62.70 |
61.25 |
62.34 |
+0.38 |
113,054 |
271,971 |
+2,589 |
Jun06 |
060321 |
62.50 |
63.85 |
62.40 |
63.61 |
+0.55 |
46,593 |
129,049 |
-1,667 |
Jul06 |
060321 |
63.30 |
64.50 |
63.20 |
64.40 |
+0.66 |
10,953 |
44,961 |
+783 |
Aug06 |
060321 |
63.80 |
64.90 |
63.80 |
64.90 |
+0.70 |
2,909 |
25,769 |
+190 |
Sep06 |
060321 |
64.25 |
65.35 |
64.25 |
65.30 |
+0.73 |
2,967 |
32,136 |
+264 |
Oct06 |
060321 |
64.65 |
65.64 |
64.65 |
65.64 |
+0.76 |
1,057 |
27,171 |
+99 |
Nov06 |
060321 |
65.91 |
65.91 |
65.91 |
65.91 |
+0.78 |
586 |
15,883 |
+198 |
Dec06 |
060321 |
65.05 |
66.11 |
65.02 |
66.11 |
+0.80 |
9,217 |
87,322 |
-157 |
Jan07 |
060321 |
65.90 |
66.27 |
65.90 |
66.27 |
+0.81 |
516 |
19,805 |
-86 |
Feb07 |
060321 |
65.40 |
66.42 |
65.40 |
66.42 |
+0.82 |
262 |
7,452 |
+2 |
Mar07 |
060321 |
66.53 |
66.53 |
66.53 |
66.53 |
+0.83 |
319 |
8,114 |
-272 |
Apr07 |
060321 |
66.61 |
66.61 |
66.61 |
66.61 |
+0.84 |
905 |
8,227 |
+469 |
May07 |
060321 |
66.67 |
66.67 |
66.67 |
66.67 |
+0.85 |
216 |
3,878 |
+0 |
Jun07 |
060321 |
66.71 |
66.71 |
66.71 |
66.71 |
+0.85 |
1,608 |
30,591 |
-644 |
Jul07 |
060321 |
66.71 |
66.71 |
66.71 |
66.71 |
+0.85 |
1 |
4,895 |
+0 |
Total Volume and Open Interest |
205,994 |
979,267 |
+0 |
Heating Oil(NYM) |
Apr06 |
060321 |
173.10 |
178.30 |
172.50 |
177.22 |
+3.05 |
18,568 |
27,688 |
-2,814 |
May06 |
060321 |
173.00 |
178.50 |
172.80 |
177.30 |
+2.84 |
14,208 |
63,810 |
-897 |
Jun06 |
060321 |
173.70 |
178.25 |
173.70 |
177.85 |
+2.59 |
3,562 |
18,462 |
-443 |
Jul06 |
060321 |
175.50 |
180.00 |
175.50 |
179.05 |
+2.49 |
1,777 |
16,181 |
+223 |
Aug06 |
060321 |
179.20 |
182.50 |
179.20 |
181.25 |
+2.24 |
640 |
7,360 |
+181 |
Sep06 |
060321 |
180.80 |
183.60 |
180.80 |
183.60 |
+2.24 |
376 |
4,633 |
+116 |
Oct06 |
060321 |
183.55 |
186.25 |
183.55 |
186.25 |
+2.24 |
607 |
2,484 |
+143 |
Nov06 |
060321 |
186.50 |
189.25 |
186.50 |
189.25 |
+2.24 |
17 |
2,119 |
-4 |
Dec06 |
060321 |
189.50 |
192.60 |
189.25 |
191.85 |
+2.29 |
708 |
11,511 |
+194 |
Jan07 |
060321 |
191.50 |
195.25 |
191.30 |
193.85 |
+2.29 |
88 |
7,118 |
+11 |
Feb07 |
060321 |
191.70 |
194.35 |
191.70 |
194.35 |
+2.24 |
4 |
1,301 |
+0 |
Mar07 |
060321 |
191.20 |
193.50 |
190.30 |
192.75 |
+2.19 |
39 |
2,374 |
-32 |
Total Volume and Open Interest |
31,418 |
173,645 |
+0 |
Unleaded Gas(NYM) |
Apr06 |
060321 |
180.00 |
186.90 |
179.50 |
183.95 |
+0.94 |
23,297 |
30,379 |
-2,326 |
May06 |
060321 |
174.50 |
180.50 |
174.00 |
178.78 |
+1.80 |
14,424 |
63,622 |
+1,216 |
Jun06 |
060321 |
174.50 |
179.50 |
174.25 |
178.78 |
+1.95 |
2,886 |
15,235 |
+31 |
Jul06 |
060321 |
175.00 |
179.00 |
175.00 |
178.93 |
+2.10 |
1,400 |
7,768 |
+56 |
Aug06 |
060321 |
178.00 |
179.73 |
178.00 |
179.73 |
+2.15 |
184 |
6,457 |
+26 |
Sep06 |
060321 |
177.25 |
179.48 |
177.00 |
179.48 |
+2.15 |
460 |
5,965 |
+30 |
Oct06 |
060321 |
171.00 |
172.98 |
171.00 |
172.98 |
+2.05 |
13 |
4,208 |
+6 |
Nov06 |
060321 |
171.13 |
171.13 |
171.13 |
171.13 |
+2.05 |
202 |
1,105 |
-105 |
Dec06 |
060321 |
169.75 |
170.33 |
169.75 |
170.33 |
+2.05 |
1 |
2,473 |
+0 |
Jan07 |
060321 |
170.00 |
171.53 |
169.50 |
171.53 |
+2.05 |
0 |
902 |
+0 |
Total Volume and Open Interest |
38,180 |
139,180 |
+0 |
Natural Gas(NYM) |
Apr06 |
060321 |
6.740 |
6.950 |
6.730 |
6.868 |
+0.033 |
28,409 |
43,102 |
-5,588 |
May06 |
060321 |
6.880 |
7.090 |
6.880 |
7.011 |
+0.033 |
18,458 |
92,695 |
+2,955 |
Jun06 |
060321 |
7.060 |
7.230 |
7.040 |
7.176 |
+0.035 |
3,639 |
28,157 |
-715 |
Jul06 |
060321 |
7.220 |
7.400 |
7.220 |
7.341 |
+0.037 |
7,622 |
25,768 |
+2,484 |
Aug06 |
060321 |
7.360 |
7.550 |
7.350 |
7.476 |
+0.032 |
1,484 |
24,035 |
+555 |
Sep06 |
060321 |
7.450 |
7.630 |
7.450 |
7.588 |
+0.034 |
2,110 |
20,843 |
+175 |
Oct06 |
060321 |
7.630 |
7.780 |
7.620 |
7.734 |
+0.032 |
4,520 |
42,684 |
+482 |
Nov06 |
060321 |
8.920 |
9.040 |
8.920 |
9.024 |
+0.022 |
1,715 |
30,215 |
-187 |
Dec06 |
060321 |
10.000 |
10.120 |
10.000 |
10.104 |
+0.012 |
1,136 |
20,444 |
+47 |
Jan07 |
060321 |
10.700 |
10.830 |
10.700 |
10.799 |
+0.002 |
3,253 |
47,787 |
+343 |
Feb07 |
060321 |
10.660 |
10.810 |
10.660 |
10.789 |
+0.002 |
374 |
18,794 |
+27 |
Mar07 |
060321 |
10.480 |
10.610 |
10.480 |
10.579 |
+0.002 |
1,671 |
25,006 |
+458 |
Apr07 |
060321 |
8.830 |
8.930 |
8.830 |
8.879 |
+0.002 |
1,195 |
17,131 |
+729 |
May07 |
060321 |
8.630 |
8.694 |
8.600 |
8.694 |
+0.007 |
779 |
16,377 |
-160 |
Jun07 |
060321 |
8.700 |
8.760 |
8.680 |
8.752 |
+0.007 |
1 |
6,968 |
-3 |
Jul07 |
060321 |
8.790 |
8.830 |
8.790 |
8.822 |
+0.004 |
121 |
4,855 |
-86 |
Total Volume and Open Interest |
53,332 |
644,130 |
+0 |
Brent Crude Oil(ICE) |
May06 |
060321 |
61.32 |
62.41 |
60.98 |
62.13 |
+0.79 |
62,543 |
103,573 |
+3,351 |
Jun06 |
060321 |
61.81 |
62.80 |
61.45 |
62.55 |
+0.70 |
26,633 |
119,750 |
+1,978 |
Jul06 |
060321 |
62.33 |
63.13 |
61.92 |
62.99 |
+0.62 |
9,248 |
25,601 |
+1,386 |
Aug06 |
060321 |
63.08 |
63.52 |
62.39 |
63.38 |
+0.59 |
4,658 |
15,523 |
+1,821 |
Sep06 |
060321 |
63.43 |
63.77 |
62.78 |
63.73 |
+0.59 |
2,426 |
17,859 |
+331 |
Oct06 |
060321 |
63.81 |
64.03 |
63.07 |
64.03 |
+0.62 |
675 |
12,565 |
+34 |
Nov06 |
060321 |
63.89 |
64.28 |
63.31 |
64.28 |
+0.65 |
2 |
6,725 |
-1 |
Dec06 |
060321 |
63.86 |
64.49 |
63.40 |
64.48 |
+0.67 |
3,052 |
34,114 |
-132 |
Jan07 |
060321 |
64.28 |
64.66 |
63.81 |
64.66 |
+0.70 |
260 |
9,529 |
+10 |
Feb07 |
060321 |
64.22 |
64.78 |
63.90 |
64.78 |
+0.69 |
250 |
6,669 |
+0 |
Mar07 |
060321 |
64.87 |
64.87 |
64.87 |
64.87 |
+0.69 |
470 |
4,894 |
+0 |
Apr07 |
060321 |
64.95 |
64.95 |
64.95 |
64.95 |
+0.71 |
500 |
1,375 |
+0 |
May07 |
060321 |
65.01 |
65.01 |
65.01 |
65.01 |
+0.72 |
216 |
286 |
+216 |
Jun07 |
060321 |
65.05 |
65.05 |
65.05 |
65.05 |
+0.71 |
0 |
10,978 |
+0 |
Total Volume and Open Interest |
112,288 |
399,060 |
+0 |
Gas Oil(ICE) |
Apr06 |
060321 |
547.50 |
558.00 |
541.50 |
547.00 |
-8.00 |
18,883 |
61,693 |
-1,061 |
May06 |
060321 |
550.25 |
558.75 |
544.00 |
549.00 |
-9.00 |
9,676 |
48,776 |
+1,705 |
Jun06 |
060321 |
554.50 |
561.75 |
548.50 |
552.50 |
-9.75 |
3,672 |
25,801 |
+170 |
Jul06 |
060321 |
560.50 |
567.00 |
554.00 |
557.75 |
-10.00 |
685 |
11,877 |
+496 |
Aug06 |
060321 |
565.00 |
570.00 |
560.25 |
563.50 |
-9.75 |
10 |
6,549 |
-10 |
Sep06 |
060321 |
566.00 |
569.25 |
566.00 |
569.25 |
-9.50 |
78 |
6,733 |
+21 |
Oct06 |
060321 |
576.50 |
576.50 |
571.75 |
575.00 |
-9.25 |
0 |
8,552 |
+0 |
Nov06 |
060321 |
578.50 |
578.50 |
578.50 |
578.50 |
-9.25 |
0 |
3,445 |
+0 |
Dec06 |
060321 |
583.75 |
587.25 |
578.00 |
580.75 |
-9.50 |
898 |
28,835 |
-194 |
Jan07 |
060321 |
580.50 |
584.25 |
580.50 |
583.00 |
-9.25 |
100 |
3,260 |
+0 |
Total Volume and Open Interest |
34,052 |
223,536 |
+1,127 |
US Dollar Index(NYBOT) |
Jun06 |
060321 |
88.75 |
89.41 |
88.75 |
89.26 |
+0.50 |
2,898 |
26,058 |
+328 |
Sep06 |
060321 |
88.61 |
88.91 |
88.61 |
88.91 |
+0.50 |
19 |
2,050 |
-1 |
Dec06 |
060321 |
88.57 |
88.57 |
88.57 |
88.57 |
+0.50 |
13 |
43 |
-5 |
Total Volume and Open Interest |
4,723 |
27,829 |
+0 |
Australian Dollar(CME) |
Jun06 |
060321 |
71.69 |
71.80 |
71.36 |
71.62 |
-0.28 |
7,701 |
53,919 |
+792 |
Sep06 |
060321 |
71.32 |
71.54 |
71.32 |
71.54 |
-0.28 |
14 |
88 |
+14 |
Dec06 |
060321 |
71.65 |
71.65 |
71.46 |
71.46 |
-0.28 |
1 |
152 |
+3 |
Total Volume and Open Interest |
43,244 |
53,355 |
+0 |
British Pound(CME) |
Jun06 |
060321 |
175.15 |
175.35 |
174.69 |
174.98 |
-0.81 |
2,131 |
67,233 |
-2,541 |
Sep06 |
060321 |
175.23 |
175.23 |
175.23 |
175.23 |
-0.81 |
2 |
120 |
+13 |
Dec06 |
060321 |
175.48 |
175.48 |
175.48 |
175.48 |
-0.81 |
0 |
3 |
+0 |
Total Volume and Open Interest |
61,220 |
69,884 |
+0 |
Canadian Dollar(CME) |
Jun06 |
060321 |
86.07 |
86.33 |
85.94 |
86.23 |
-0.10 |
6,328 |
82,161 |
-900 |
Sep06 |
060321 |
86.30 |
86.47 |
86.19 |
86.47 |
-0.10 |
29 |
2,185 |
+25 |
Dec06 |
060321 |
86.48 |
86.71 |
86.48 |
86.71 |
-0.10 |
16 |
565 |
+28 |
Mar07 |
060321 |
86.95 |
86.95 |
86.95 |
86.95 |
-0.10 |
1 |
111 |
+0 |
Total Volume and Open Interest |
37,606 |
85,885 |
+0 |
Japanese Yen(CME) |
Jun06 |
060321 |
86.82 |
87.07 |
86.30 |
86.40 |
-0.67 |
5,392 |
159,102 |
-80 |
Sep06 |
060321 |
87.45 |
87.46 |
87.45 |
87.46 |
-0.67 |
0 |
18,977 |
+0 |
Dec06 |
060321 |
88.49 |
88.49 |
88.49 |
88.49 |
-0.67 |
0 |
126 |
+0 |
Total Volume and Open Interest |
93,367 |
178,287 |
+0 |
Swiss Franc(CME) |
Jun06 |
060321 |
77.87 |
77.90 |
77.38 |
77.61 |
-0.56 |
1,126 |
74,225 |
-2,405 |
Sep06 |
060321 |
78.30 |
78.30 |
78.30 |
78.30 |
-0.56 |
0 |
143 |
+0 |
Dec06 |
060321 |
78.88 |
78.88 |
78.88 |
78.88 |
-0.56 |
0 |
49 |
+0 |
Total Volume and Open Interest |
46,185 |
76,822 |
+0 |
EuroFX(CME) |
Jun06 |
060321 |
122.14 |
122.33 |
121.40 |
121.67 |
-0.66 |
3,409 |
135,281 |
+2,356 |
Sep06 |
060321 |
122.30 |
122.30 |
122.30 |
122.30 |
-0.66 |
15 |
2,160 |
+71 |
Dec06 |
060321 |
122.80 |
122.88 |
122.80 |
122.88 |
-0.66 |
1 |
177 |
+2 |
Total Volume and Open Interest |
124,021 |
135,243 |
+0 |
Mexican Peso(CME) |
Mar06 |
060313 |
9332.0 |
9332.0 |
9332.0 |
9332.0 |
-15.0 |
1,775 |
27,395 |
-1,841 |
Jun06 |
060321 |
9195.0 |
9207.0 |
9155.0 |
9165.0 |
-60.0 |
12,144 |
51,712 |
-1,091 |
Total Volume and Open Interest |
16,653 |
78,543 |
+0 |
30-Year T-Bonds(CBOT) |
Mar06 |
060321 |
111~05 |
111~15 |
110~22 |
110~25 |
-0~19 |
1,702 |
19,509 |
-754 |
Jun06 |
060321 |
111~08 |
111~15 |
110~16 |
110~22 |
-0~19 |
183,250 |
563,480 |
-6,595 |
Sep06 |
060321 |
111~07 |
111~07 |
110~20 |
110~23 |
-0~19 |
138 |
2,479 |
+72 |
Total Volume and Open Interest |
249,515 |
593,289 |
+0 |
10-Year T-Notes(CBOT) |
Mar06 |
060321 |
107~230 |
107~250 |
107~090 |
107~105 |
-0~150 |
6,340 |
32,182 |
-3,747 |
Jun06 |
060321 |
107~210 |
107~235 |
107~045 |
107~075 |
-0~145 |
551,010 |
1,895,521 |
-15,148 |
Total Volume and Open Interest |
783,503 |
1,968,684 |
+0 |
5-Year T-Notes(CBOT) |
Mar06 |
060321 |
105~095 |
105~095 |
105~010 |
105~010 |
-0~095 |
2,512 |
0 |
+0 |
Jun06 |
060321 |
105~070 |
105~080 |
104~285 |
104~305 |
-0~105 |
308,969 |
0 |
+0 |
Sep06 |
060321 |
105~070 |
105~070 |
104~305 |
104~305 |
-0~105 |
3,085 |
6,646 |
+2,837 |
Total Volume and Open Interest |
351,317 |
1,177,118 |
+1,173,308 |
2 Year T-Notes(CBOT) |
Mar06 |
060321 |
102~013 |
102~014 |
102~012 |
102~014 |
-0~018 |
1,018 |
16,383 |
-1,606 |
Jun06 |
060321 |
102~028 |
102~029 |
102~013 |
102~016 |
-0~020 |
4,660 |
468,548 |
+12,695 |
Total Volume and Open Interest |
99,702 |
473,842 |
+0 |
Eurodollars(CME) |
Jun06 |
060321 |
94.915 |
94.920 |
94.875 |
94.880 |
-0.055 |
27,676 |
1,391,605 |
+8,785 |
Sep06 |
060321 |
94.915 |
94.920 |
94.840 |
94.845 |
-0.075 |
333,812 |
1,364,060 |
-49,525 |
Dec06 |
060321 |
94.940 |
94.955 |
94.880 |
94.885 |
-0.090 |
13,520 |
1,324,703 |
-17,704 |
Mar07 |
060321 |
95.020 |
95.030 |
94.945 |
94.955 |
-0.095 |
13,983 |
1,093,814 |
-4,601 |
Jun07 |
060321 |
95.060 |
95.070 |
94.990 |
94.995 |
-0.095 |
22,166 |
799,276 |
-1,778 |
Sep07 |
060321 |
95.075 |
95.085 |
95.005 |
95.010 |
-0.095 |
28,432 |
790,302 |
+16,127 |
Dec07 |
060321 |
95.075 |
95.080 |
95.000 |
95.005 |
-0.095 |
11,795 |
517,318 |
-14,295 |
Mar08 |
060321 |
95.075 |
95.075 |
94.995 |
95.000 |
-0.095 |
20,673 |
328,230 |
-8,120 |
Jun08 |
060321 |
95.040 |
95.040 |
94.980 |
94.985 |
-0.090 |
14,085 |
252,279 |
-6,778 |
Sep08 |
060321 |
95.030 |
95.030 |
94.955 |
94.960 |
-0.090 |
21,491 |
237,627 |
-1,411 |
Dec08 |
060321 |
94.975 |
94.975 |
94.915 |
94.920 |
-0.085 |
14,642 |
175,315 |
-6,139 |
Mar09 |
060321 |
94.955 |
94.965 |
94.895 |
94.900 |
-0.085 |
5,794 |
129,681 |
+957 |
Jun09 |
060321 |
94.935 |
94.935 |
94.870 |
94.870 |
-0.085 |
2,484 |
118,198 |
+516 |
Sep09 |
060321 |
94.900 |
94.900 |
94.835 |
94.835 |
-0.085 |
3,256 |
106,656 |
+1,265 |
Dec09 |
060321 |
94.855 |
94.865 |
94.795 |
94.795 |
-0.080 |
2,495 |
95,656 |
+225 |
Mar10 |
060321 |
94.845 |
94.845 |
94.785 |
94.785 |
-0.075 |
4,994 |
71,805 |
-369 |
Jun10 |
060321 |
94.830 |
94.830 |
94.765 |
94.765 |
-0.075 |
3,131 |
59,718 |
-35 |
Sep10 |
060321 |
94.805 |
94.805 |
94.740 |
94.740 |
-0.075 |
3,023 |
58,749 |
-457 |
Total Volume and Open Interest |
1,764,371 |
9,133,693 |
+0 |
3-Mth Euro-Yen(CME) |
Mar06 |
060313 |
99.88 |
99.88 |
99.88 |
99.88 |
-0.01 |
1,355 |
9,762 |
-685 |
Jun06 |
060321 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
506 |
12,162 |
-91 |
Sep06 |
060321 |
99.59 |
99.59 |
99.59 |
99.59 |
unch |
1,254 |
5,101 |
-196 |
Dec06 |
060321 |
99.38 |
99.38 |
99.38 |
99.38 |
-0.01 |
258 |
7,701 |
-66 |
Mar07 |
060321 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
450 |
2,284 |
+250 |
Jun07 |
060321 |
99.02 |
99.02 |
99.02 |
99.02 |
-0.01 |
106 |
3,512 |
-320 |
Sep07 |
060321 |
98.87 |
98.87 |
98.87 |
98.87 |
-0.02 |
0 |
2,085 |
+0 |
Dec07 |
060321 |
98.73 |
98.73 |
98.73 |
98.73 |
-0.03 |
0 |
423 |
-84 |
Mar08 |
060321 |
98.64 |
98.64 |
98.64 |
98.64 |
unch |
0 |
75 |
+0 |
Jun08 |
060321 |
98.51 |
98.51 |
98.51 |
98.51 |
unch |
0 |
252 |
+0 |
Total Volume and Open Interest |
2,574 |
33,599 |
-507 |
3-Mth Euro-Yen(SIMEX) |
Jun06 |
060321 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
455 |
66,695 |
+20 |
Sep06 |
060321 |
99.59 |
99.60 |
99.59 |
99.59 |
unch |
417 |
43,358 |
-79 |
Dec06 |
060321 |
99.39 |
99.39 |
99.39 |
99.39 |
unch |
472 |
76,987 |
+1 |
Mar07 |
060321 |
99.19 |
99.20 |
99.19 |
99.20 |
unch |
212 |
41,440 |
-115 |
Jun07 |
060321 |
99.03 |
99.03 |
99.03 |
99.03 |
unch |
136 |
20,554 |
-2 |
Sep07 |
060321 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.01 |
165 |
15,788 |
-67 |
Dec07 |
060321 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
18,189 |
+0 |
Mar08 |
060321 |
98.62 |
98.62 |
98.62 |
98.62 |
unch |
0 |
15,886 |
+0 |
Total Volume and Open Interest |
1,857 |
300,717 |
+0 |
German Euro-Bund(EUREX) |
Jun06 |
060321 |
117.94 |
118.22 |
117.83 |
117.90 |
-0.16 |
954,511 |
1,544,672 |
+76,002 |
Sep06 |
060321 |
118.33 |
118.61 |
118.32 |
118.32 |
-0.16 |
1,610 |
13,450 |
+1,279 |
Dec06 |
060321 |
117.33 |
117.33 |
117.33 |
117.33 |
-0.16 |
630 |
0 |
+0 |
Total Volume and Open Interest |
956,751 |
1,558,122 |
+77,281 |
German Euro-Bobl(EUREX) |
Jun06 |
060308 |
110.69 |
110.84 |
110.52 |
110.59 |
-0.13 |
1,123,379 |
866,684 |
+316,681 |
Sep06 |
060321 |
110.48 |
110.48 |
110.48 |
110.48 |
-0.07 |
230 |
105 |
-3 |
Dec06 |
060321 |
110.01 |
110.01 |
110.01 |
110.01 |
-0.07 |
|
|
|
Total Volume and Open Interest |
546,943 |
1,207,499 |
+31,940 |
Long Gilt(LIFFE) |
Mar06 |
060321 |
112~07 |
112~14 |
112~07 |
112~10 |
-0~04 |
1,822 |
29,128 |
-1,777 |
Jun06 |
060321 |
111~31 |
112~05 |
111~26 |
111~31 |
-0~05 |
61,584 |
265,003 |
-4,569 |
Total Volume and Open Interest |
86,660 |
300,477 |
+0 |
3-Mth Short Sterling(LIFFE) |
Jun06 |
060321 |
95.38 |
95.38 |
95.38 |
95.38 |
-0.01 |
16,763 |
430,912 |
-456 |
Sep06 |
060321 |
95.33 |
95.33 |
95.33 |
95.33 |
-0.03 |
35,634 |
393,449 |
+8,647 |
Dec06 |
060321 |
95.27 |
95.27 |
95.27 |
95.27 |
-0.03 |
24,507 |
313,777 |
+3,832 |
Total Volume and Open Interest |
224,623 |
1,982,781 |
+0 |
3-Mth Euribor(LIFFE) |
Jun06 |
060321 |
96.990 |
96.990 |
96.980 |
96.985 |
-0.010 |
159,248 |
697,636 |
+30,914 |
Sep06 |
060321 |
96.775 |
96.785 |
96.765 |
96.770 |
-0.015 |
155,128 |
559,265 |
-14,216 |
Dec06 |
060321 |
96.620 |
96.640 |
96.610 |
96.620 |
-0.015 |
182,294 |
645,424 |
+38,275 |
Total Volume and Open Interest |
809,075 |
3,415,355 |
+100,713 |
3-Mth Aus T-Bills(SFE) |
Jun06 |
060321 |
94.40 |
94.40 |
94.39 |
94.40 |
unch |
15,995 |
171,855 |
+2,372 |
Sep06 |
060321 |
94.42 |
94.43 |
94.41 |
94.43 |
unch |
16,952 |
171,492 |
+8,643 |
Dec06 |
060321 |
94.42 |
94.42 |
94.40 |
94.42 |
unch |
4,098 |
53,989 |
-1,597 |
Mar07 |
060321 |
94.40 |
94.40 |
94.38 |
94.39 |
-0.01 |
931 |
31,470 |
+228 |
Jun07 |
060321 |
94.37 |
94.37 |
94.36 |
94.37 |
unch |
236 |
30,904 |
-405 |
Sep07 |
060321 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.01 |
1,200 |
20,357 |
-541 |
Dec07 |
060321 |
94.32 |
94.32 |
94.32 |
94.32 |
unch |
6 |
10,514 |
-100 |
Mar08 |
060321 |
94.29 |
94.29 |
94.29 |
94.29 |
-0.01 |
0 |
6,084 |
-200 |
Jun08 |
060321 |
94.27 |
94.27 |
94.27 |
94.27 |
-0.02 |
10 |
1,592 |
+4 |
Sep08 |
060321 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.02 |
0 |
486 |
+0 |
Total Volume and Open Interest |
39,428 |
499,923 |
+8,404 |
10-Year Aus T-Bonds(SFE) |
Jun06 |
060321 |
94.72 |
94.73 |
94.70 |
94.71 |
unch |
29,011 |
311,246 |
-8,292 |
Sep06 |
060321 |
94.71 |
94.71 |
94.71 |
94.71 |
unch |
|
|
|
Total Volume and Open Interest |
29,011 |
311,246 |
-8,292 |
3-Year Aus T-Bonds(SFE) |
Jun06 |
060321 |
94.77 |
94.78 |
94.74 |
94.76 |
-0.01 |
54,545 |
341,065 |
-21,502 |
Sep06 |
060321 |
94.76 |
94.76 |
94.76 |
94.76 |
-0.01 |
|
|
|
Total Volume and Open Interest |
54,545 |
341,065 |
-21,502 |
Gold(CMX) |
Apr06 |
060321 |
553.0 |
555.6 |
547.6 |
553.2 |
-2.9 |
47,706 |
157,880 |
-8,185 |
Jun06 |
060321 |
558.5 |
560.7 |
552.5 |
558.2 |
-3.0 |
10,083 |
89,355 |
+6,831 |
Aug06 |
060321 |
562.4 |
563.2 |
560.0 |
563.2 |
-3.0 |
175 |
8,089 |
+58 |
Oct06 |
060321 |
568.2 |
568.2 |
568.2 |
568.2 |
-3.0 |
112 |
10,145 |
-77 |
Dec06 |
060321 |
573.5 |
575.0 |
568.0 |
573.2 |
-3.0 |
184 |
17,347 |
-70 |
Feb07 |
060321 |
578.1 |
578.1 |
578.1 |
578.1 |
-3.0 |
0 |
9,232 |
+0 |
Apr07 |
060321 |
583.0 |
583.0 |
583.0 |
583.0 |
-3.0 |
6 |
1,268 |
+0 |
Jun07 |
060321 |
585.0 |
587.9 |
585.0 |
587.9 |
-3.0 |
12 |
9,215 |
-12 |
Aug07 |
060321 |
592.9 |
592.9 |
592.9 |
592.9 |
-3.0 |
7 |
160 |
-7 |
Oct07 |
060321 |
597.8 |
597.8 |
597.8 |
597.8 |
-3.0 |
0 |
6 |
+0 |
Dec07 |
060321 |
603.0 |
603.0 |
602.7 |
602.7 |
-3.0 |
35 |
10,146 |
+17 |
Total Volume and Open Interest |
58,320 |
320,667 |
-1,447 |
Silver(CMX) |
Mar06 |
060321 |
1020.0 |
1051.6 |
1017.0 |
1051.6 |
+20.9 |
22 |
583 |
-28 |
May06 |
060321 |
1030.0 |
1058.0 |
1015.5 |
1056.5 |
+20.3 |
11,636 |
81,869 |
-368 |
Jul06 |
060321 |
1035.0 |
1065.0 |
1023.0 |
1063.0 |
+19.8 |
1,065 |
16,916 |
-44 |
Sep06 |
060321 |
1042.0 |
1067.5 |
1042.0 |
1067.5 |
+19.0 |
1 |
5,153 |
-1 |
Dec06 |
060321 |
1045.0 |
1070.0 |
1028.0 |
1070.0 |
+17.5 |
303 |
14,480 |
+175 |
Mar07 |
060321 |
1050.0 |
1075.0 |
1050.0 |
1072.5 |
+17.5 |
50 |
3,855 |
+0 |
May07 |
060321 |
1052.0 |
1073.5 |
1052.0 |
1073.5 |
+17.0 |
181 |
656 |
+127 |
Total Volume and Open Interest |
15,792 |
130,483 |
+0 |
Platinum(NYM) |
Apr06 |
060321 |
1041.8 |
1041.8 |
1035.0 |
1035.7 |
-9.6 |
1,057 |
5,650 |
-139 |
Jul06 |
060321 |
1046.5 |
1050.0 |
1044.2 |
1044.4 |
-9.7 |
585 |
2,405 |
+389 |
Oct06 |
060321 |
1049.0 |
1049.4 |
1049.0 |
1049.4 |
-9.7 |
0 |
6 |
+0 |
Total Volume and Open Interest |
735 |
7,811 |
-5,820 |
Palladium(NYME) |
Mar06 |
060321 |
314.95 |
314.95 |
314.95 |
314.95 |
-3.45 |
0 |
28 |
+0 |
Jun06 |
060321 |
320.00 |
321.00 |
313.00 |
318.05 |
-3.45 |
630 |
13,946 |
-94 |
Sep06 |
060321 |
322.05 |
322.05 |
322.05 |
322.05 |
-3.45 |
201 |
241 |
+120 |
Total Volume and Open Interest |
687 |
14,599 |
+0 |
Copper(CMX) |
Mar06 |
060321 |
238.00 |
238.50 |
233.30 |
233.40 |
-1.00 |
432 |
2,755 |
-226 |
May06 |
060321 |
237.20 |
237.40 |
232.30 |
232.40 |
-1.00 |
8,994 |
63,934 |
-310 |
Jul06 |
060321 |
234.50 |
234.70 |
230.00 |
230.10 |
-0.65 |
2,400 |
15,382 |
+720 |
Sep06 |
060321 |
231.00 |
231.00 |
226.90 |
226.90 |
-0.55 |
317 |
4,273 |
+87 |
Dec06 |
060321 |
224.00 |
224.00 |
222.00 |
222.00 |
-0.60 |
74 |
2,835 |
+15 |
Total Volume and Open Interest |
17,070 |
96,144 |
+0 |
Aluminum(CMX) |
Mar06 |
060321 |
113.25 |
113.25 |
113.25 |
113.25 |
-0.50 |
|
|
|
Apr06 |
060321 |
114.00 |
114.00 |
113.75 |
113.75 |
-0.50 |
24 |
182 |
+0 |
May06 |
060321 |
114.00 |
114.00 |
114.00 |
114.00 |
-0.50 |
0 |
53 |
+0 |
Jun06 |
060321 |
114.00 |
114.00 |
114.00 |
114.00 |
-0.50 |
0 |
52 |
+0 |
Jul06 |
060321 |
114.00 |
114.00 |
114.00 |
114.00 |
-0.50 |
0 |
20 |
+0 |
Aug06 |
060321 |
114.00 |
114.00 |
114.00 |
114.00 |
-0.50 |
|
|
|
Total Volume and Open Interest |
24 |
452 |
-5 |
DJIA Index(CBOT) |
Mar06 |
060316 |
11205 |
11283 |
11205 |
11267 |
+47 |
6,357 |
19,682 |
-2,625 |
Jun06 |
060321 |
11344 |
11410 |
11296 |
11317 |
-40 |
3,482 |
38,537 |
+246 |
Sep06 |
060321 |
11450 |
11450 |
11393 |
11393 |
-40 |
1 |
48 |
+0 |
Dec06 |
060321 |
11552 |
11552 |
11468 |
11468 |
-40 |
0 |
1,675 |
+0 |
Total Volume and Open Interest |
5,252 |
40,014 |
+0 |
S & P 500(CME) |
Jun06 |
060321 |
1314.70 |
1321.30 |
1305.80 |
1307.50 |
-7.90 |
19,175 |
647,983 |
+1,687 |
Sep06 |
060321 |
1322.50 |
1330.00 |
1317.00 |
1318.10 |
-7.90 |
7 |
6,135 |
-3 |
Dec06 |
060321 |
1328.60 |
1328.60 |
1328.60 |
1328.60 |
-7.80 |
31 |
630 |
+1 |
Mar07 |
060321 |
1339.00 |
1339.00 |
1339.00 |
1339.00 |
-7.80 |
0 |
55 |
+0 |
Total Volume and Open Interest |
27,454 |
653,162 |
+0 |
S & P 500 E-Mini(Globex) |
Jun06 |
060321 |
1315.25 |
1321.50 |
1305.50 |
1307.50 |
-8.00 |
507,984 |
1,188,089 |
+7,763 |
Sep06 |
060321 |
1325.75 |
1331.00 |
1318.00 |
1318.00 |
-8.00 |
66 |
41 |
+41 |
Total Volume and Open Interest |
603,136 |
1,180,326 |
-557,263 |
NASDAQ 100(CME) |
Jun06 |
060321 |
1707.00 |
1727.50 |
1687.00 |
1690.50 |
-15.00 |
3,641 |
56,014 |
+672 |
Sep06 |
060321 |
1710.00 |
1710.00 |
1710.00 |
1710.00 |
-12.50 |
0 |
1 |
+0 |
Dec06 |
060321 |
1729.50 |
1729.50 |
1729.50 |
1729.50 |
-10.00 |
|
|
|
Total Volume and Open Interest |
8,353 |
55,343 |
+0 |
NASDAQ 100 E-Mini(Globex) |
Jun06 |
060321 |
1706.50 |
1727.50 |
1687.50 |
1690.50 |
-15.00 |
176,647 |
218,156 |
+2,052 |
Sep06 |
060321 |
1725.00 |
1731.50 |
1710.00 |
1710.00 |
-12.50 |
46 |
34 |
+34 |
Total Volume and Open Interest |
222,576 |
216,104 |
-266,429 |
S & P Midcap 400(CME) |
Jun06 |
060321 |
787.60 |
792.25 |
781.10 |
781.30 |
-6.60 |
127 |
10,901 |
-5 |
Sep06 |
060321 |
132.94 |
132.94 |
132.94 |
132.94 |
-6.60 |
|
|
|
Dec06 |
060321 |
139.94 |
139.94 |
139.94 |
139.94 |
-6.60 |
|
|
|
Total Volume and Open Interest |
127 |
10,901 |
-5 |
Russell 2000(CME) |
Jun06 |
060321 |
749.00 |
755.50 |
739.50 |
739.90 |
-10.10 |
1,067 |
31,322 |
+53 |
Sep06 |
060321 |
745.90 |
745.90 |
745.90 |
745.90 |
-10.10 |
0 |
36 |
+2 |
Dec06 |
060321 |
751.90 |
751.90 |
751.90 |
751.90 |
-10.10 |
0 |
2 |
+0 |
Total Volume and Open Interest |
648 |
31,305 |
+0 |
Russell 2000 E-Mini(Globex) |
Mar06 |
060317 |
741.60 |
746.75 |
741.10 |
746.75 |
+4.55 |
15,079 |
116,520 |
-8,687 |
Jun06 |
060321 |
749.90 |
755.50 |
739.50 |
739.90 |
-10.10 |
107,479 |
281,185 |
+412 |
Sep06 |
060321 |
753.00 |
753.00 |
745.90 |
745.90 |
-10.10 |
93 |
84 |
|
Total Volume and Open Interest |
106,889 |
280,773 |
|
Value Line(KCBT) |
Jun06 |
060321 |
2087.50 |
2101.00 |
2069.50 |
2069.50 |
-18.00 |
184 |
106 |
+36 |
Total Volume and Open Interest |
89 |
70 |
+0 |
Nikkei 225(CME) |
Jun06 |
060320 |
16250 |
16615 |
16225 |
16525 |
+280 |
61,417 |
195,051 |
+5,311 |
Sep06 |
060320 |
16475 |
16600 |
16240 |
16555 |
+285 |
0 |
158 |
+1 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Jun06 |
060320 |
16250 |
16615 |
16225 |
16525 |
+280 |
61,417 |
195,051 |
+5,311 |
Sep06 |
060320 |
16475 |
16600 |
16240 |
16555 |
+285 |
0 |
158 |
+1 |
Dec06 |
060320 |
16515 |
16515 |
16515 |
16515 |
+285 |
|
|
|
Total Volume and Open Interest |
61,421 |
195,287 |
+5,312 |
CAC 40(MATIF) |
Mar06 |
060317 |
5117.0 |
5171.5 |
5117.0 |
5145.5 |
+16.0 |
193,297 |
462,421 |
-85,049 |
Apr06 |
060321 |
5142.5 |
5177.0 |
5110.0 |
5158.0 |
+7.0 |
50,872 |
367,840 |
-7,331 |
May06 |
060321 |
5063.0 |
5101.0 |
5061.0 |
5101.0 |
+7.0 |
355 |
1,660 |
+247 |
Total Volume and Open Interest |
128,555 |
464,576 |
+0 |
Hang Seng Index(HKFE) |
Mar06 |
060321 |
15851 |
15868 |
15765 |
15835 |
-15 |
34,883 |
121,426 |
+2,498 |
Apr06 |
060321 |
15882 |
15904 |
15803 |
15871 |
-16 |
2,707 |
3,184 |
+461 |
Total Volume and Open Interest |
37,733 |
125,685 |
+2,974 |
DAX Index(EUREX) |
Jun06 |
060321 |
5945.0 |
5975.0 |
5885.5 |
5945.0 |
+4.5 |
107,504 |
200,317 |
+2,034 |
Sep06 |
060321 |
5989.0 |
6016.5 |
5931.5 |
5989.0 |
+4.5 |
555 |
11,231 |
+7 |
Dec06 |
060321 |
6031.0 |
6066.0 |
6020.0 |
6038.0 |
+5.5 |
10 |
10 |
|
Total Volume and Open Interest |
108,069 |
209,507 |
|
FT-SE 100(LIFFE) |
Jun06 |
060321 |
5999.00 |
6012.50 |
5965.50 |
5997.50 |
-4.00 |
60,493 |
432,761 |
+2,229 |
Sep06 |
060321 |
5992.50 |
6027.00 |
5992.50 |
6014.00 |
-4.50 |
12 |
2,598 |
-4 |
Dec06 |
060321 |
6032.00 |
6047.00 |
6032.00 |
6047.00 |
-4.00 |
13 |
10,325 |
+0 |
Total Volume and Open Interest |
76,767 |
443,459 |
+0 |
SPI 200(SFE) |
Mar06 |
060316 |
4965.0 |
5005.0 |
4965.0 |
5003.0 |
+56.0 |
45,594 |
113,984 |
-111,931 |
Jun06 |
060321 |
5017.0 |
5020.0 |
5000.0 |
5013.0 |
-11.0 |
9,473 |
196,640 |
+652 |
Sep06 |
060321 |
5006.0 |
5011.0 |
5006.0 |
5011.0 |
-12.0 |
0 |
3,281 |
-4 |
Total Volume and Open Interest |
10,219 |
204,067 |
+711 |
GSCI(CME) |
Apr06 |
060321 |
416.70 |
424.00 |
416.70 |
422.90 |
+3.60 |
166 |
22,219 |
+23 |
May06 |
060321 |
428.25 |
428.25 |
428.25 |
428.25 |
+3.75 |
0 |
395 |
+0 |
Jun06 |
060321 |
431.75 |
431.75 |
431.75 |
431.75 |
+4.25 |
|
|
|
Total Volume and Open Interest |
917 |
22,591 |
+0 |
Reuters CRB Index(NYBOT) |
Apr06 |
060321 |
347.00 |
350.70 |
347.00 |
349.90 |
-0.30 |
9 |
337 |
-2 |
Jun06 |
060321 |
353.50 |
355.15 |
352.75 |
355.15 |
-0.05 |
36 |
459 |
+10 |
Aug06 |
060321 |
360.40 |
360.40 |
360.40 |
360.40 |
+0.20 |
0 |
202 |
+0 |
Total Volume and Open Interest |
0 |
5 |
-985 |
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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