 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue April 04, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May06 |
060404 |
563.00 |
564.50 |
557.50 |
558.75 |
-6.25 |
59,533 |
176,966 |
+588 |
Jul06 |
060404 |
577.00 |
578.00 |
571.50 |
573.00 |
-6.00 |
24,649 |
102,201 |
+3,995 |
Aug06 |
060404 |
582.00 |
583.00 |
577.00 |
578.25 |
-5.50 |
585 |
7,130 |
-78 |
Sep06 |
060404 |
586.50 |
587.00 |
581.00 |
582.00 |
-6.25 |
1,179 |
8,429 |
+207 |
Nov06 |
060404 |
595.50 |
595.50 |
589.00 |
590.00 |
-6.25 |
9,716 |
66,931 |
+1,055 |
Jan07 |
060404 |
602.50 |
603.00 |
597.00 |
597.75 |
-6.25 |
273 |
3,906 |
+122 |
Mar07 |
060404 |
609.00 |
609.00 |
603.50 |
604.50 |
-6.50 |
189 |
1,367 |
+64 |
Total Volume and Open Interest |
98,849 |
374,795 |
+7,763 |
Soybean Meal(CBOT) |
May06 |
060404 |
172.50 |
173.50 |
170.80 |
171.00 |
-2.10 |
19,321 |
63,445 |
+5,147 |
Jul06 |
060404 |
174.20 |
175.40 |
173.50 |
173.60 |
-1.60 |
9,085 |
46,524 |
+855 |
Aug06 |
060404 |
176.20 |
177.00 |
175.00 |
175.20 |
-1.40 |
1,006 |
11,512 |
-38 |
Sep06 |
060404 |
177.00 |
177.80 |
176.00 |
176.10 |
-1.70 |
1,014 |
8,815 |
+156 |
Oct06 |
060404 |
177.50 |
178.20 |
176.40 |
176.70 |
-1.20 |
213 |
7,645 |
+172 |
Dec06 |
060404 |
178.90 |
179.80 |
177.90 |
178.10 |
-1.30 |
1,840 |
20,973 |
+444 |
Jan07 |
060404 |
179.00 |
179.00 |
179.00 |
179.00 |
-1.30 |
61 |
718 |
+58 |
Mar07 |
060404 |
182.50 |
182.50 |
181.00 |
181.30 |
-1.50 |
79 |
447 |
+9 |
Total Volume and Open Interest |
32,673 |
160,169 |
+6,845 |
Soybean Oil(CBOT) |
May06 |
060404 |
22.62 |
22.66 |
22.41 |
22.44 |
-0.20 |
13,948 |
87,817 |
-3,566 |
Jul06 |
060404 |
23.06 |
23.07 |
22.82 |
22.86 |
-0.20 |
8,614 |
60,018 |
+1,461 |
Aug06 |
060404 |
23.25 |
23.25 |
23.01 |
23.03 |
-0.17 |
127 |
4,979 |
-39 |
Sep06 |
060404 |
23.40 |
23.40 |
23.19 |
23.21 |
-0.19 |
317 |
5,316 |
+108 |
Oct06 |
060404 |
23.62 |
23.62 |
23.40 |
23.40 |
-0.22 |
5 |
3,963 |
+2 |
Dec06 |
060404 |
23.96 |
23.96 |
23.74 |
23.77 |
-0.21 |
1,719 |
21,274 |
+367 |
Jan07 |
060404 |
24.08 |
24.08 |
23.97 |
23.97 |
-0.20 |
211 |
1,558 |
+196 |
Mar07 |
060404 |
24.37 |
24.37 |
24.20 |
24.20 |
-0.17 |
0 |
595 |
+0 |
Total Volume and Open Interest |
25,386 |
188,242 |
-1,081 |
Canola(WCE) |
May06 |
060404 |
258.5 |
259.1 |
255.0 |
256.2 |
-2.9 |
4,726 |
28,623 |
-6,660 |
Jul06 |
060404 |
267.5 |
267.6 |
263.1 |
264.3 |
-3.2 |
1,878 |
39,520 |
+542 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060404 |
281.6 |
281.8 |
276.7 |
277.2 |
-4.4 |
767 |
16,478 |
+338 |
Jan07 |
060404 |
285.2 |
285.2 |
283.7 |
283.7 |
-3.5 |
6 |
1,019 |
+5 |
Total Volume and Open Interest |
7,389 |
87,258 |
-5,764 |
Corn(CBOT) |
May06 |
060404 |
235.25 |
235.75 |
233.50 |
234.50 |
-2.00 |
84,559 |
383,344 |
-704 |
Jul06 |
060404 |
246.75 |
246.75 |
244.75 |
245.50 |
-2.25 |
51,198 |
298,521 |
+13,591 |
Sep06 |
060404 |
255.75 |
255.75 |
254.00 |
254.75 |
-1.75 |
6,247 |
45,984 |
+793 |
Dec06 |
060404 |
267.00 |
267.25 |
265.50 |
266.50 |
-1.75 |
28,135 |
273,339 |
+6,509 |
Mar07 |
060404 |
275.00 |
275.25 |
273.75 |
274.75 |
-1.50 |
2,937 |
38,331 |
+1,184 |
May07 |
060404 |
278.75 |
279.00 |
278.00 |
278.75 |
-1.75 |
506 |
3,015 |
+134 |
Total Volume and Open Interest |
180,112 |
1,121,458 |
+25,622 |
Wheat(CBOT) |
May06 |
060404 |
342.25 |
344.50 |
340.25 |
342.75 |
+0.75 |
38,904 |
167,194 |
-3,846 |
Jul06 |
060404 |
355.00 |
357.00 |
353.00 |
356.00 |
+1.00 |
30,377 |
119,081 |
+8,930 |
Sep06 |
060404 |
366.25 |
368.00 |
364.50 |
367.50 |
+1.00 |
1,435 |
15,042 |
-108 |
Dec06 |
060404 |
381.50 |
383.00 |
379.75 |
382.50 |
+1.25 |
2,789 |
60,974 |
+254 |
Mar07 |
060404 |
395.50 |
396.50 |
393.50 |
396.00 |
+1.75 |
332 |
6,613 |
+124 |
Total Volume and Open Interest |
74,755 |
390,960 |
+5,844 |
Wheat(KCBT) |
May06 |
060404 |
415.00 |
417.50 |
413.50 |
414.25 |
-0.75 |
3,964 |
38,002 |
-552 |
Jul06 |
060404 |
421.00 |
422.00 |
418.25 |
418.50 |
-0.75 |
7,804 |
42,293 |
+1,760 |
Sep06 |
060404 |
423.00 |
425.00 |
422.00 |
423.50 |
+1.50 |
64 |
9,507 |
-16 |
Dec06 |
060404 |
429.50 |
432.00 |
428.50 |
429.50 |
+0.50 |
1,065 |
20,934 |
+112 |
Mar07 |
060404 |
434.00 |
434.00 |
433.50 |
434.00 |
+1.00 |
110 |
905 |
+58 |
Total Volume and Open Interest |
13,078 |
115,320 |
+1,385 |
Wheat(MGE) |
May06 |
060404 |
403.00 |
406.00 |
402.50 |
405.50 |
+3.00 |
1,428 |
12,448 |
-165 |
Jul06 |
060404 |
409.00 |
411.75 |
408.50 |
411.25 |
+3.00 |
702 |
13,160 |
+71 |
Sep06 |
060404 |
413.00 |
416.50 |
412.50 |
416.00 |
+3.25 |
236 |
8,136 |
-93 |
Dec06 |
060404 |
420.00 |
424.00 |
420.00 |
423.50 |
+3.50 |
449 |
11,055 |
-60 |
Mar07 |
060404 |
427.50 |
429.50 |
427.50 |
429.50 |
+2.50 |
4 |
355 |
+1 |
Total Volume and Open Interest |
2,845 |
45,309 |
-226 |
Oats(CBOT) |
May06 |
060404 |
173.50 |
174.25 |
172.25 |
173.50 |
unch |
2,982 |
4,705 |
-1,267 |
Jul06 |
060404 |
179.50 |
179.50 |
176.50 |
179.00 |
+0.25 |
2,599 |
4,116 |
+818 |
Sep06 |
060404 |
172.50 |
173.00 |
172.50 |
173.00 |
-1.00 |
19 |
202 |
+6 |
Dec06 |
060404 |
167.00 |
167.75 |
166.75 |
167.75 |
+1.00 |
103 |
2,320 |
+20 |
Total Volume and Open Interest |
5,712 |
11,419 |
-419 |
Rough Rice(CBOT) |
May06 |
060404 |
8.51 |
8.51 |
8.37 |
8.40 |
-0.07 |
1,042 |
3,433 |
-620 |
Jul06 |
060404 |
8.80 |
8.80 |
8.67 |
8.71 |
-0.06 |
982 |
3,565 |
-604 |
Sep06 |
060404 |
8.90 |
8.90 |
8.90 |
8.90 |
-0.06 |
54 |
752 |
-36 |
Nov06 |
060404 |
9.10 |
9.10 |
9.05 |
9.09 |
-0.05 |
66 |
2,177 |
+9 |
Total Volume and Open Interest |
2,249 |
10,903 |
-1,239 |
Live Cattle(CME) |
Apr06 |
060404 |
80.450 |
80.550 |
77.750 |
78.325 |
-1.900 |
6,435 |
28,228 |
-591 |
Jun06 |
060404 |
74.850 |
74.850 |
72.750 |
73.125 |
-1.625 |
13,495 |
118,035 |
+2,455 |
Aug06 |
060404 |
76.600 |
76.600 |
74.550 |
74.950 |
-1.525 |
6,959 |
48,976 |
+1,693 |
Oct06 |
060404 |
80.400 |
80.400 |
78.350 |
78.725 |
-1.500 |
3,118 |
26,053 |
+1,415 |
Dec06 |
060404 |
82.700 |
82.850 |
80.700 |
80.875 |
-1.775 |
1,437 |
9,772 |
+664 |
Feb07 |
060404 |
84.800 |
84.900 |
83.000 |
83.325 |
-1.525 |
592 |
5,175 |
+473 |
Total Volume and Open Interest |
32,104 |
237,094 |
+6,126 |
Feeder Cattle(CME) |
Apr06 |
060404 |
101.100 |
101.300 |
99.050 |
99.200 |
-1.775 |
1,920 |
7,358 |
-669 |
May06 |
060404 |
101.500 |
101.600 |
99.000 |
99.225 |
-2.225 |
3,621 |
15,048 |
+218 |
Aug06 |
060404 |
104.000 |
104.000 |
101.375 |
101.675 |
-2.200 |
2,034 |
8,208 |
-23 |
Sep06 |
060404 |
103.650 |
103.750 |
101.200 |
101.225 |
-2.525 |
368 |
1,204 |
+120 |
Oct06 |
060404 |
103.000 |
103.000 |
100.700 |
100.800 |
-2.000 |
153 |
1,220 |
+3 |
Nov06 |
060404 |
102.300 |
102.600 |
100.500 |
100.650 |
-1.950 |
47 |
419 |
-10 |
Jan07 |
060404 |
100.000 |
100.000 |
98.500 |
98.900 |
-2.000 |
31 |
112 |
+0 |
Total Volume and Open Interest |
8,174 |
33,569 |
-361 |
Lean Hogs(CME) |
Apr06 |
060404 |
57.900 |
58.000 |
56.150 |
56.300 |
-1.850 |
4,429 |
10,766 |
+80 |
May06 |
060404 |
65.300 |
65.300 |
63.375 |
63.525 |
-1.850 |
495 |
4,999 |
+66 |
Jun06 |
060404 |
65.875 |
66.000 |
63.875 |
64.050 |
-1.825 |
9,328 |
83,936 |
+1,967 |
Jul06 |
060404 |
66.100 |
66.350 |
64.225 |
64.350 |
-1.875 |
2,538 |
21,784 |
+1,862 |
Aug06 |
060404 |
65.050 |
65.150 |
63.250 |
63.375 |
-1.875 |
1,812 |
13,831 |
+1,159 |
Oct06 |
060404 |
55.400 |
55.400 |
53.600 |
53.950 |
-1.350 |
346 |
6,572 |
+53 |
Dec06 |
060404 |
52.600 |
52.600 |
51.500 |
51.575 |
-0.925 |
166 |
3,044 |
+84 |
Feb07 |
060404 |
54.900 |
54.900 |
54.300 |
54.550 |
-0.800 |
3 |
612 |
+2 |
Total Volume and Open Interest |
19,133 |
145,663 |
+5,285 |
Pork Bellies(CME) |
May06 |
060404 |
81.000 |
81.000 |
78.325 |
78.325 |
-3.000 |
357 |
1,101 |
+21 |
Jul06 |
060404 |
82.000 |
82.150 |
79.000 |
79.000 |
-3.000 |
149 |
500 |
+66 |
Aug06 |
060404 |
79.200 |
79.200 |
76.500 |
76.550 |
-2.450 |
0 |
42 |
+0 |
Feb07 |
060404 |
83.300 |
83.300 |
83.300 |
83.300 |
-3.000 |
0 |
6 |
+0 |
Mar07 |
060404 |
85.000 |
85.000 |
85.000 |
85.000 |
-1.550 |
0 |
6 |
+0 |
Total Volume and Open Interest |
506 |
1,655 |
+87 |
Class III Milk(CME) |
Apr06 |
060404 |
11.01 |
11.07 |
10.98 |
10.98 |
-0.03 |
57 |
3,002 |
-16 |
May06 |
060404 |
10.90 |
11.02 |
10.90 |
10.90 |
+0.02 |
54 |
3,290 |
-8 |
Jun06 |
060404 |
10.96 |
11.01 |
10.96 |
11.00 |
+0.04 |
23 |
3,319 |
-8 |
Jul06 |
060404 |
11.34 |
11.34 |
11.30 |
11.30 |
+0.02 |
26 |
3,127 |
-10 |
Aug06 |
060404 |
11.80 |
11.80 |
11.72 |
11.72 |
+0.02 |
32 |
3,236 |
+2 |
Total Volume and Open Interest |
335 |
31,085 |
+0 |
Cocoa(NYBOT) |
May06 |
060404 |
1509 |
1519 |
1484 |
1488 |
-13 |
7,214 |
44,296 |
-988 |
Jul06 |
060404 |
1535 |
1548 |
1510 |
1516 |
-11 |
3,506 |
27,421 |
+1,168 |
Sep06 |
060404 |
1560 |
1568 |
1540 |
1541 |
-12 |
1,443 |
20,510 |
+503 |
Dec06 |
060404 |
1590 |
1598 |
1570 |
1570 |
-12 |
314 |
12,287 |
-58 |
Mar07 |
060404 |
1611 |
1615 |
1595 |
1595 |
-11 |
529 |
10,625 |
+120 |
May07 |
060404 |
1637 |
1637 |
1614 |
1614 |
-11 |
25 |
3,169 |
+25 |
Jul07 |
060404 |
1630 |
1630 |
1629 |
1630 |
-11 |
256 |
1,402 |
+189 |
Total Volume and Open Interest |
13,288 |
129,281 |
+960 |
Coffee "C"(NYBOT) |
May06 |
060404 |
109.80 |
110.70 |
106.90 |
107.05 |
-2.40 |
14,335 |
52,337 |
-2,259 |
Jul06 |
060404 |
112.75 |
113.30 |
109.80 |
109.95 |
-2.40 |
5,217 |
31,050 |
+1,574 |
Sep06 |
060404 |
115.05 |
115.25 |
112.40 |
112.50 |
-2.35 |
711 |
10,990 |
+221 |
Dec06 |
060404 |
118.50 |
118.60 |
115.50 |
115.70 |
-2.35 |
863 |
7,307 |
+163 |
Mar07 |
060404 |
121.10 |
121.20 |
118.90 |
118.90 |
-2.35 |
114 |
3,045 |
-19 |
May07 |
060404 |
123.75 |
123.75 |
120.95 |
120.95 |
-2.30 |
39 |
645 |
-5 |
Total Volume and Open Interest |
21,300 |
106,683 |
-315 |
Orange Juice(NYBOT) |
May06 |
060404 |
148.00 |
150.10 |
147.50 |
149.50 |
+1.50 |
2,149 |
21,274 |
+26 |
Jul06 |
060404 |
146.10 |
148.25 |
146.00 |
147.80 |
+1.35 |
342 |
8,984 |
+47 |
Sep06 |
060404 |
142.50 |
144.00 |
142.50 |
143.55 |
+1.05 |
140 |
3,556 |
-4 |
Nov06 |
060404 |
139.50 |
140.00 |
139.00 |
140.00 |
+0.75 |
80 |
1,433 |
+26 |
Jan07 |
060404 |
135.85 |
137.00 |
135.85 |
137.00 |
+0.75 |
0 |
1,514 |
+0 |
Total Volume and Open Interest |
2,720 |
37,177 |
+121 |
Sugar #11(NYBOT) |
May06 |
060404 |
18.18 |
18.27 |
17.90 |
17.96 |
-0.37 |
20,701 |
200,974 |
-338 |
Jul06 |
060404 |
18.14 |
18.28 |
17.98 |
18.00 |
-0.33 |
16,192 |
123,789 |
+2,464 |
Oct06 |
060404 |
18.16 |
18.26 |
18.00 |
18.03 |
-0.28 |
5,258 |
61,200 |
+372 |
Mar07 |
060404 |
18.16 |
18.26 |
18.02 |
18.04 |
-0.27 |
2,707 |
47,903 |
+608 |
May07 |
060404 |
17.96 |
18.03 |
17.84 |
17.84 |
-0.27 |
1,416 |
23,376 |
+189 |
Total Volume and Open Interest |
48,170 |
485,772 |
+3,755 |
Sugar #14(NYBOT) |
May06 |
060404 |
23.85 |
23.98 |
23.85 |
23.98 |
+0.08 |
125 |
1,612 |
+1 |
Jul06 |
060404 |
23.90 |
23.90 |
23.80 |
23.88 |
-0.03 |
5 |
3,951 |
-158 |
Sep06 |
060404 |
23.85 |
23.90 |
23.85 |
23.90 |
+0.01 |
5 |
3,231 |
-2 |
Nov06 |
060404 |
22.35 |
22.35 |
22.35 |
22.35 |
unch |
1 |
995 |
+0 |
Jan07 |
060404 |
22.43 |
22.43 |
22.43 |
22.43 |
unch |
0 |
997 |
-1 |
Total Volume and Open Interest |
137 |
12,587 |
-160 |
London Cocoa(LCE) |
May06 |
060404 |
927 |
929 |
904 |
906 |
-19 |
3,914 |
45,018 |
-621 |
Jul06 |
060404 |
930 |
933 |
908 |
910 |
-18 |
2,055 |
50,871 |
+56 |
Sep06 |
060404 |
940 |
941 |
918 |
920 |
-17 |
708 |
34,800 |
-157 |
Dec06 |
060404 |
951 |
954 |
930 |
932 |
-18 |
380 |
31,902 |
+10 |
Mar07 |
060404 |
953 |
953 |
941 |
941 |
-17 |
779 |
13,412 |
+604 |
May07 |
060404 |
951 |
951 |
951 |
951 |
-17 |
0 |
1,074 |
+0 |
Jul07 |
060404 |
960 |
960 |
960 |
960 |
-17 |
0 |
113 |
+0 |
Total Volume and Open Interest |
7,838 |
180,213 |
-106 |
London Coffee(LCE) |
May06 |
060404 |
1106.00 |
1113.00 |
1099.00 |
1101.00 |
-5.00 |
5,341 |
53,953 |
-1,662 |
Jul06 |
060404 |
1122.00 |
1129.00 |
1116.00 |
1117.00 |
-5.00 |
3,504 |
37,512 |
+1,169 |
Sep06 |
060404 |
1136.00 |
1140.00 |
1130.00 |
1131.00 |
-5.00 |
779 |
19,362 |
+267 |
Nov06 |
060404 |
1151.00 |
1151.00 |
1140.00 |
1141.00 |
-6.00 |
93 |
4,568 |
+77 |
Jan07 |
060404 |
1151.00 |
1151.00 |
1151.00 |
1151.00 |
-5.00 |
19 |
579 |
+16 |
Mar07 |
060404 |
1157.00 |
1157.00 |
1157.00 |
1157.00 |
-5.00 |
0 |
112 |
+0 |
Total Volume and Open Interest |
9,736 |
116,117 |
-133 |
London Sugar(LCE) |
May06 |
060404 |
478.10 |
478.10 |
469.10 |
470.00 |
-7.00 |
6,157 |
17,619 |
-2,147 |
Aug06 |
060404 |
484.90 |
484.90 |
475.00 |
476.00 |
-7.80 |
4,682 |
25,554 |
+1,411 |
Oct06 |
060404 |
480.20 |
480.20 |
473.00 |
473.80 |
-7.40 |
911 |
11,481 |
+186 |
Dec06 |
060404 |
474.00 |
475.00 |
467.10 |
467.30 |
-7.60 |
698 |
4,543 |
-143 |
Mar07 |
060404 |
471.60 |
472.00 |
465.30 |
465.30 |
-8.10 |
496 |
3,581 |
-41 |
Total Volume and Open Interest |
13,098 |
65,322 |
-590 |
Cotton(NYBOT) |
May06 |
060404 |
52.60 |
53.10 |
52.40 |
52.81 |
+0.24 |
9,076 |
77,541 |
-2,496 |
Jul06 |
060404 |
54.50 |
55.00 |
54.30 |
54.67 |
+0.10 |
6,522 |
36,406 |
+1,887 |
Oct06 |
060404 |
56.85 |
56.85 |
56.75 |
56.83 |
+0.23 |
8 |
1,435 |
-9 |
Dec06 |
060404 |
58.05 |
58.50 |
58.00 |
58.25 |
+0.14 |
1,145 |
18,147 |
+231 |
Mar07 |
060404 |
59.65 |
59.90 |
59.65 |
59.80 |
+0.20 |
5 |
2,169 |
+1 |
May07 |
060404 |
60.40 |
60.40 |
60.25 |
60.38 |
+0.08 |
0 |
106 |
+0 |
Total Volume and Open Interest |
16,778 |
137,633 |
-376 |
Lumber(CME) |
May06 |
060404 |
319.1 |
327.1 |
317.0 |
326.9 |
+6.8 |
1,519 |
2,860 |
-390 |
Jul06 |
060404 |
330.0 |
338.3 |
329.9 |
337.6 |
+6.1 |
908 |
1,736 |
+535 |
Sep06 |
060404 |
338.1 |
344.5 |
338.1 |
344.0 |
+3.7 |
46 |
257 |
+2 |
Nov06 |
060404 |
325.0 |
327.5 |
323.0 |
323.0 |
-2.2 |
2 |
40 |
+0 |
Total Volume and Open Interest |
2,475 |
4,893 |
+147 |
Crude Oil(NYM) |
May06 |
060404 |
66.30 |
66.50 |
65.60 |
66.23 |
-0.51 |
94,634 |
227,725 |
-4,462 |
Jun06 |
060404 |
67.55 |
67.90 |
67.05 |
67.66 |
-0.38 |
58,260 |
151,648 |
-630 |
Jul06 |
060404 |
68.30 |
68.55 |
67.85 |
68.49 |
-0.30 |
16,753 |
60,769 |
+2,779 |
Aug06 |
060404 |
68.80 |
69.05 |
68.60 |
68.96 |
-0.24 |
3,166 |
34,641 |
+160 |
Sep06 |
060404 |
68.90 |
69.30 |
68.75 |
69.24 |
-0.18 |
2,381 |
36,631 |
+231 |
Oct06 |
060404 |
69.10 |
69.40 |
69.00 |
69.40 |
-0.16 |
624 |
25,295 |
-42 |
Nov06 |
060404 |
69.53 |
69.53 |
69.53 |
69.53 |
-0.13 |
697 |
16,716 |
+52 |
Dec06 |
060404 |
69.25 |
69.80 |
69.15 |
69.64 |
-0.10 |
9,973 |
92,943 |
-1,875 |
Jan07 |
060404 |
69.32 |
69.80 |
69.32 |
69.71 |
-0.08 |
1,042 |
24,542 |
+219 |
Feb07 |
060404 |
69.76 |
69.76 |
69.76 |
69.76 |
-0.07 |
1 |
8,261 |
+0 |
Mar07 |
060404 |
69.79 |
69.79 |
69.79 |
69.79 |
-0.06 |
495 |
8,910 |
-16 |
Apr07 |
060404 |
69.80 |
69.80 |
69.80 |
69.80 |
-0.06 |
100 |
8,195 |
+100 |
May07 |
060404 |
69.78 |
69.78 |
69.78 |
69.78 |
-0.05 |
30 |
4,392 |
+185 |
Jun07 |
060404 |
69.45 |
69.75 |
69.45 |
69.75 |
-0.05 |
93 |
30,612 |
-10 |
Jul07 |
060404 |
69.40 |
69.69 |
69.40 |
69.69 |
-0.05 |
2 |
4,700 |
+0 |
Aug07 |
060404 |
69.63 |
69.63 |
69.63 |
69.63 |
-0.05 |
13 |
4,664 |
+5 |
Total Volume and Open Interest |
193,511 |
959,659 |
-2,998 |
Heating Oil(NYM) |
May06 |
060404 |
185.00 |
186.30 |
183.90 |
185.58 |
-0.64 |
20,812 |
68,464 |
+157 |
Jun06 |
060404 |
186.75 |
187.50 |
185.60 |
186.72 |
-0.92 |
8,135 |
27,301 |
+1,986 |
Jul06 |
060404 |
189.25 |
189.75 |
188.00 |
188.82 |
-1.07 |
2,045 |
17,659 |
+396 |
Aug06 |
060404 |
190.80 |
192.00 |
190.60 |
191.12 |
-1.07 |
996 |
8,009 |
+224 |
Sep06 |
060404 |
194.00 |
194.50 |
192.50 |
193.47 |
-1.07 |
369 |
5,337 |
+57 |
Oct06 |
060404 |
196.80 |
197.25 |
195.25 |
196.17 |
-1.07 |
1,023 |
2,791 |
-238 |
Nov06 |
060404 |
200.00 |
200.30 |
198.25 |
199.22 |
-1.07 |
263 |
2,209 |
+19 |
Dec06 |
060404 |
202.90 |
203.00 |
201.20 |
202.07 |
-1.07 |
1,905 |
12,982 |
+105 |
Jan07 |
060404 |
205.10 |
205.40 |
203.75 |
204.32 |
-1.07 |
722 |
7,310 |
+61 |
Feb07 |
060404 |
205.25 |
205.75 |
204.55 |
204.67 |
-1.07 |
65 |
1,574 |
+34 |
Mar07 |
060404 |
203.70 |
203.70 |
202.67 |
202.67 |
-1.12 |
89 |
2,510 |
+9 |
Apr07 |
060404 |
198.80 |
198.80 |
197.97 |
197.97 |
-1.07 |
48 |
2,242 |
+17 |
Total Volume and Open Interest |
37,320 |
161,294 |
+1,276 |
Unleaded Gas(NYM) |
May06 |
060404 |
185.20 |
191.45 |
185.00 |
189.55 |
+3.23 |
21,558 |
67,087 |
-984 |
Jun06 |
060404 |
187.25 |
190.60 |
186.20 |
189.29 |
+1.70 |
8,404 |
22,654 |
+719 |
Jul06 |
060404 |
187.55 |
190.50 |
187.20 |
189.59 |
+1.25 |
1,197 |
8,597 |
+277 |
Aug06 |
060404 |
188.50 |
190.00 |
188.00 |
189.94 |
+0.95 |
591 |
7,170 |
-5 |
Sep06 |
060404 |
188.50 |
189.50 |
188.00 |
189.29 |
+0.75 |
372 |
6,581 |
-83 |
Oct06 |
060404 |
183.00 |
183.00 |
181.64 |
181.64 |
+0.50 |
128 |
4,290 |
-1 |
Nov06 |
060404 |
180.00 |
180.00 |
177.50 |
179.14 |
+0.40 |
50 |
1,376 |
+21 |
Dec06 |
060404 |
176.00 |
177.84 |
176.00 |
177.84 |
+0.30 |
98 |
2,430 |
+3 |
Jan07 |
060404 |
178.74 |
178.74 |
178.74 |
178.74 |
+0.30 |
0 |
1,133 |
+0 |
Total Volume and Open Interest |
32,398 |
121,318 |
-1,167 |
Natural Gas(NYM) |
May06 |
060404 |
7.190 |
7.200 |
6.970 |
7.065 |
-0.179 |
41,444 |
109,265 |
+513 |
Jun06 |
060404 |
7.390 |
7.420 |
7.200 |
7.275 |
-0.187 |
7,580 |
33,141 |
+1,127 |
Jul06 |
060404 |
7.610 |
7.620 |
7.450 |
7.490 |
-0.187 |
5,189 |
27,857 |
+1,045 |
Aug06 |
060404 |
7.780 |
7.780 |
7.600 |
7.650 |
-0.184 |
1,907 |
24,564 |
-19 |
Sep06 |
060404 |
7.900 |
7.900 |
7.730 |
7.783 |
-0.176 |
1,383 |
21,478 |
+74 |
Oct06 |
060404 |
8.110 |
8.110 |
7.950 |
7.975 |
-0.161 |
6,970 |
37,263 |
-1,325 |
Nov06 |
060404 |
9.220 |
9.220 |
9.100 |
9.125 |
-0.131 |
7,121 |
31,904 |
+1,872 |
Dec06 |
060404 |
10.220 |
10.220 |
10.100 |
10.145 |
-0.106 |
7,277 |
22,494 |
+928 |
Jan07 |
060404 |
10.940 |
10.940 |
10.840 |
10.875 |
-0.066 |
7,843 |
46,106 |
+866 |
Feb07 |
060404 |
10.920 |
10.920 |
10.840 |
10.870 |
-0.066 |
272 |
19,712 |
+20 |
Mar07 |
060404 |
10.730 |
10.740 |
10.670 |
10.695 |
-0.061 |
1,952 |
27,996 |
+1,116 |
Apr07 |
060404 |
9.200 |
9.200 |
9.080 |
9.110 |
-0.106 |
1,371 |
19,115 |
+69 |
May07 |
060404 |
9.060 |
9.060 |
8.920 |
8.930 |
-0.106 |
795 |
18,743 |
+657 |
Jun07 |
060404 |
9.060 |
9.060 |
8.982 |
8.982 |
-0.106 |
26 |
7,561 |
+12 |
Jul07 |
060404 |
9.100 |
9.120 |
9.047 |
9.047 |
-0.106 |
199 |
5,507 |
+68 |
Aug07 |
060404 |
9.150 |
9.160 |
9.097 |
9.097 |
-0.101 |
29 |
5,968 |
+13 |
Total Volume and Open Interest |
109,128 |
660,423 |
+15,323 |
Brent Crude Oil(ICE) |
May06 |
060404 |
66.70 |
66.87 |
65.73 |
66.39 |
-0.45 |
66,211 |
75,694 |
-6,818 |
Jun06 |
060404 |
66.95 |
67.04 |
66.06 |
66.68 |
-0.44 |
48,108 |
136,816 |
+6,788 |
Jul06 |
060404 |
67.31 |
67.32 |
66.53 |
67.16 |
-0.41 |
15,499 |
46,451 |
+1,690 |
Aug06 |
060404 |
67.41 |
67.63 |
66.87 |
67.51 |
-0.36 |
5,183 |
19,392 |
+464 |
Sep06 |
060404 |
67.52 |
67.85 |
67.14 |
67.73 |
-0.33 |
3,067 |
16,089 |
-292 |
Oct06 |
060404 |
67.64 |
67.89 |
67.50 |
67.89 |
-0.28 |
811 |
14,585 |
+89 |
Nov06 |
060404 |
67.86 |
68.17 |
67.58 |
68.01 |
-0.25 |
5,292 |
0 |
-6,943 |
Dec06 |
060404 |
67.82 |
68.26 |
67.37 |
68.09 |
-0.24 |
5,292 |
42,759 |
+378 |
Jan07 |
060404 |
67.92 |
68.16 |
67.80 |
68.16 |
-0.25 |
0 |
9,320 |
-250 |
Feb07 |
060404 |
67.91 |
68.21 |
67.91 |
68.21 |
-0.25 |
254 |
7,057 |
+200 |
Mar07 |
060404 |
68.24 |
68.24 |
68.24 |
68.24 |
-0.25 |
0 |
4,559 |
-300 |
Apr07 |
060404 |
68.21 |
68.21 |
68.21 |
68.21 |
-0.26 |
0 |
875 |
+0 |
May07 |
060404 |
68.19 |
68.19 |
68.19 |
68.19 |
-0.26 |
0 |
286 |
+0 |
Jun07 |
060404 |
67.92 |
68.18 |
67.92 |
68.18 |
-0.25 |
287 |
10,352 |
+213 |
Total Volume and Open Interest |
152,174 |
429,342 |
-4,208 |
Gas Oil(ICE) |
Apr06 |
060404 |
577.75 |
585.00 |
574.50 |
578.25 |
-14.00 |
19,817 |
31,128 |
-5,280 |
May06 |
060404 |
584.75 |
587.00 |
577.00 |
580.00 |
-13.75 |
18,863 |
69,551 |
+2,085 |
Jun06 |
060404 |
590.00 |
592.25 |
582.25 |
585.25 |
-13.25 |
4,798 |
32,860 |
+1,082 |
Jul06 |
060404 |
597.00 |
597.00 |
589.00 |
591.25 |
-13.00 |
1,006 |
14,111 |
+229 |
Aug06 |
060404 |
602.75 |
602.75 |
594.75 |
597.00 |
-13.00 |
200 |
5,470 |
-39 |
Sep06 |
060404 |
607.25 |
607.75 |
600.00 |
602.75 |
-12.75 |
1,989 |
7,458 |
+1,457 |
Oct06 |
060404 |
611.50 |
611.75 |
607.00 |
608.25 |
-12.75 |
2,751 |
11,581 |
+2,651 |
Nov06 |
060404 |
612.50 |
613.00 |
610.50 |
612.00 |
-12.75 |
0 |
5,455 |
-150 |
Dec06 |
060404 |
616.25 |
617.50 |
613.50 |
614.75 |
-12.75 |
1,135 |
26,542 |
+217 |
Jan07 |
060404 |
616.75 |
619.00 |
615.25 |
616.50 |
-12.50 |
0 |
4,360 |
-100 |
Total Volume and Open Interest |
51,309 |
228,420 |
+2,441 |
US Dollar Index(NYBOT) |
Jun06 |
060404 |
89.31 |
89.38 |
88.45 |
88.52 |
-0.78 |
5,385 |
25,214 |
+474 |
Sep06 |
060404 |
88.22 |
88.22 |
88.17 |
88.17 |
-0.78 |
2 |
2,045 |
+2 |
Dec06 |
060404 |
87.83 |
87.83 |
87.83 |
87.83 |
-0.78 |
21 |
39 |
-10 |
Total Volume and Open Interest |
5,408 |
27,299 |
+466 |
Australian Dollar(CME) |
Jun06 |
060404 |
72.04 |
72.12 |
71.88 |
71.98 |
+0.51 |
4,368 |
69,968 |
+3,869 |
Sep06 |
060404 |
71.95 |
71.98 |
71.79 |
71.90 |
+0.51 |
0 |
118 |
+30 |
Dec06 |
060404 |
71.82 |
71.82 |
71.82 |
71.82 |
+0.51 |
0 |
165 |
+0 |
Total Volume and Open Interest |
4,368 |
70,256 |
+3,899 |
British Pound(CME) |
Jun06 |
060404 |
175.21 |
175.91 |
175.17 |
175.78 |
+1.75 |
6,790 |
80,864 |
+7,743 |
Sep06 |
060404 |
176.20 |
176.20 |
176.06 |
176.06 |
+1.75 |
0 |
288 |
+12 |
Dec06 |
060404 |
176.28 |
176.28 |
176.28 |
176.28 |
+1.75 |
1 |
3 |
-1 |
Total Volume and Open Interest |
6,791 |
81,157 |
+7,754 |
Canadian Dollar(CME) |
Jun06 |
060404 |
85.73 |
86.23 |
85.55 |
86.17 |
+0.67 |
6,856 |
81,447 |
+2,954 |
Sep06 |
060404 |
86.39 |
86.40 |
86.34 |
86.40 |
+0.67 |
68 |
2,480 |
+121 |
Dec06 |
060404 |
86.08 |
86.64 |
86.08 |
86.64 |
+0.67 |
2 |
706 |
+14 |
Mar07 |
060404 |
86.88 |
86.88 |
86.88 |
86.88 |
+0.67 |
1 |
156 |
-1 |
Total Volume and Open Interest |
6,927 |
84,808 |
+3,088 |
Japanese Yen(CME) |
Jun06 |
060404 |
85.95 |
86.20 |
85.84 |
86.05 |
+0.20 |
5,818 |
178,517 |
+11,098 |
Sep06 |
060404 |
87.16 |
87.16 |
87.13 |
87.13 |
+0.21 |
0 |
18,746 |
+65 |
Dec06 |
060404 |
88.16 |
88.16 |
88.16 |
88.16 |
+0.21 |
0 |
136 |
+0 |
Total Volume and Open Interest |
5,818 |
197,401 |
+11,163 |
Swiss Franc(CME) |
Jun06 |
060404 |
77.99 |
78.28 |
77.99 |
78.20 |
+0.93 |
4,136 |
85,181 |
+2,058 |
Sep06 |
060404 |
78.92 |
78.92 |
78.92 |
78.92 |
+0.94 |
3 |
175 |
+7 |
Dec06 |
060404 |
79.45 |
79.50 |
79.45 |
79.50 |
+0.94 |
0 |
54 |
+0 |
Total Volume and Open Interest |
4,139 |
85,410 |
+2,065 |
EuroFX(CME) |
Jun06 |
060404 |
122.85 |
123.34 |
122.82 |
123.22 |
+1.24 |
8,252 |
156,437 |
+16,375 |
Sep06 |
060404 |
123.58 |
123.92 |
123.58 |
123.87 |
+1.25 |
2 |
2,230 |
-31 |
Dec06 |
060404 |
124.14 |
124.51 |
124.14 |
124.46 |
+1.26 |
0 |
241 |
+2 |
Total Volume and Open Interest |
8,254 |
159,011 |
+16,346 |
Mexican Peso(CME) |
Jun06 |
060404 |
9165.0 |
9190.0 |
9100.0 |
9117.0 |
-35.0 |
6,650 |
48,409 |
+1,076 |
Sep06 |
060404 |
9075.0 |
9075.0 |
9057.0 |
9057.0 |
-35.0 |
0 |
937 |
+0 |
Total Volume and Open Interest |
6,650 |
73,154 |
+1,066 |
30-Year T-Bonds(CBOT) |
Jun06 |
060404 |
109~03 |
109~14 |
108~29 |
108~31 |
-0~02 |
355,589 |
646,305 |
+12,351 |
Sep06 |
060404 |
108~31 |
109~10 |
108~31 |
109~00 |
-0~02 |
590 |
5,080 |
+198 |
Dec06 |
060404 |
109~07 |
109~07 |
109~07 |
109~07 |
-0~03 |
150 |
956 |
+168 |
Total Volume and Open Interest |
356,329 |
652,342 |
+12,717 |
10-Year T-Notes(CBOT) |
Jun06 |
060404 |
106~090 |
106~150 |
106~065 |
106~080 |
+0~010 |
933,079 |
2,028,744 |
+43,831 |
Sep06 |
060404 |
106~105 |
106~140 |
106~075 |
106~090 |
+0~010 |
2,427 |
71,273 |
+1,030 |
Total Volume and Open Interest |
935,537 |
2,100,192 |
+44,887 |
5-Year T-Notes(CBOT) |
Jun06 |
060404 |
104~130 |
104~165 |
104~115 |
104~130 |
+0~020 |
351,875 |
0 |
+0 |
Sep06 |
060404 |
104~115 |
104~125 |
104~115 |
104~125 |
+0~020 |
117 |
12,653 |
+729 |
Dec06 |
060404 |
104~110 |
104~110 |
104~110 |
104~110 |
+0~020 |
0 |
1 |
+0 |
Total Volume and Open Interest |
351,992 |
12,654 |
+729 |
2 Year T-Notes(CBOT) |
Jun06 |
060404 |
101~112 |
101~118 |
101~110 |
101~116 |
+0~008 |
7,175 |
470,628 |
+6,737 |
Sep06 |
060404 |
101~114 |
101~114 |
101~114 |
101~114 |
+0~006 |
2 |
0 |
|
Total Volume and Open Interest |
7,177 |
470,628 |
|
Eurodollars(CME) |
Jun06 |
060404 |
94.780 |
94.800 |
94.775 |
94.785 |
+0.015 |
41,325 |
1,414,607 |
+2,617 |
Sep06 |
060404 |
94.710 |
94.750 |
94.695 |
94.730 |
+0.025 |
329,905 |
1,386,488 |
+10,229 |
Dec06 |
060404 |
94.730 |
94.770 |
94.720 |
94.745 |
+0.035 |
24,991 |
1,399,776 |
+10,899 |
Mar07 |
060404 |
94.780 |
94.820 |
94.770 |
94.800 |
+0.040 |
19,074 |
1,111,142 |
+16,305 |
Jun07 |
060404 |
94.825 |
94.860 |
94.820 |
94.845 |
+0.040 |
26,502 |
964,564 |
+34,449 |
Sep07 |
060404 |
94.850 |
94.875 |
94.845 |
94.870 |
+0.040 |
22,733 |
808,605 |
+8,844 |
Dec07 |
060404 |
94.850 |
94.875 |
94.850 |
94.870 |
+0.040 |
19,132 |
554,516 |
-8,171 |
Mar08 |
060404 |
94.850 |
94.870 |
94.845 |
94.860 |
+0.035 |
15,585 |
362,170 |
+2,389 |
Jun08 |
060404 |
94.855 |
94.855 |
94.830 |
94.840 |
+0.030 |
9,463 |
258,175 |
-1,463 |
Sep08 |
060404 |
94.845 |
94.845 |
94.810 |
94.820 |
+0.025 |
9,748 |
217,200 |
-2,016 |
Dec08 |
060404 |
94.795 |
94.795 |
94.775 |
94.780 |
+0.020 |
8,022 |
187,553 |
+797 |
Mar09 |
060404 |
94.790 |
94.800 |
94.760 |
94.765 |
+0.020 |
10,390 |
132,813 |
+971 |
Jun09 |
060404 |
94.755 |
94.760 |
94.730 |
94.735 |
+0.015 |
15,284 |
113,173 |
-876 |
Sep09 |
060404 |
94.720 |
94.730 |
94.700 |
94.705 |
+0.015 |
18,348 |
106,965 |
-2,704 |
Dec09 |
060404 |
94.685 |
94.690 |
94.660 |
94.665 |
+0.015 |
12,473 |
100,121 |
+2,060 |
Mar10 |
060404 |
94.650 |
94.650 |
94.640 |
94.650 |
+0.015 |
11,870 |
77,593 |
-770 |
Jun10 |
060404 |
94.640 |
94.640 |
94.615 |
94.620 |
+0.010 |
9,278 |
59,890 |
-501 |
Sep10 |
060404 |
94.605 |
94.610 |
94.590 |
94.590 |
+0.010 |
12,619 |
50,282 |
-5,045 |
Total Volume and Open Interest |
330,490 |
9,528,971 |
+64,946 |
3-Mth Euro-Yen(CME) |
Jun06 |
060404 |
99.77 |
99.78 |
99.77 |
99.77 |
+0.01 |
260 |
13,327 |
+1,360 |
Sep06 |
060404 |
99.55 |
99.56 |
99.55 |
99.55 |
+0.03 |
219 |
7,028 |
-207 |
Dec06 |
060404 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.05 |
471 |
7,742 |
-126 |
Mar07 |
060404 |
99.10 |
99.11 |
99.10 |
99.11 |
+0.07 |
70 |
3,052 |
-244 |
Jun07 |
060404 |
98.93 |
98.93 |
98.92 |
98.93 |
+0.08 |
317 |
5,101 |
+290 |
Sep07 |
060404 |
98.73 |
98.73 |
98.73 |
98.73 |
+0.07 |
7 |
2,025 |
+7 |
Dec07 |
060404 |
98.55 |
98.55 |
98.55 |
98.55 |
+0.06 |
26 |
420 |
+14 |
Mar08 |
060404 |
98.40 |
98.40 |
98.40 |
98.40 |
+0.04 |
4 |
73 |
+0 |
Jun08 |
060404 |
98.29 |
98.29 |
98.29 |
98.29 |
+0.02 |
2 |
252 |
+0 |
Sep08 |
060404 |
98.19 |
98.19 |
98.19 |
98.19 |
+0.02 |
|
|
|
Total Volume and Open Interest |
1,376 |
39,024 |
+1,094 |
3-Mth Euro-Yen(SIMEX) |
Jun06 |
060404 |
99.75 |
99.77 |
99.75 |
99.77 |
+0.01 |
1,320 |
66,993 |
-300 |
Sep06 |
060404 |
99.53 |
99.55 |
99.53 |
99.54 |
+0.01 |
2,649 |
51,411 |
+1,295 |
Dec06 |
060404 |
99.27 |
99.32 |
99.27 |
99.29 |
+0.01 |
7,934 |
86,497 |
+1,924 |
Mar07 |
060404 |
99.05 |
99.11 |
99.05 |
99.09 |
+0.03 |
2,314 |
43,410 |
+227 |
Jun07 |
060404 |
98.86 |
98.92 |
98.86 |
98.90 |
+0.03 |
1,175 |
21,654 |
+418 |
Sep07 |
060404 |
98.70 |
98.73 |
98.70 |
98.72 |
+0.03 |
90 |
14,260 |
+664 |
Dec07 |
060404 |
98.54 |
98.54 |
98.53 |
98.53 |
+0.02 |
2,191 |
21,036 |
+2,051 |
Mar08 |
060404 |
98.38 |
98.40 |
98.38 |
98.40 |
+0.02 |
50 |
16,058 |
+47 |
Total Volume and Open Interest |
17,723 |
322,897 |
+6,326 |
German Euro-Bund(EUREX) |
Jun06 |
060404 |
116.68 |
116.84 |
116.34 |
116.53 |
-0.16 |
1,414,370 |
1,633,995 |
+69,014 |
Sep06 |
060404 |
116.99 |
117.16 |
116.70 |
116.84 |
-0.18 |
371 |
33,833 |
+9 |
Dec06 |
060404 |
116.08 |
116.08 |
116.08 |
116.08 |
-0.16 |
3,996 |
2 |
+0 |
Total Volume and Open Interest |
1,418,737 |
1,667,830 |
+15,766 |
German Euro-Bobl(EUREX) |
Jun06 |
060308 |
110.69 |
110.84 |
110.52 |
110.59 |
-0.13 |
1,123,379 |
866,684 |
+316,681 |
Sep06 |
060404 |
109.83 |
109.85 |
109.70 |
109.77 |
-0.05 |
3,143 |
13,352 |
-33 |
Dec06 |
060404 |
109.36 |
109.36 |
109.36 |
109.36 |
-0.04 |
2,203 |
0 |
+0 |
Total Volume and Open Interest |
729,921 |
1,248,952 |
+21,697 |
Long Gilt(LIFFE) |
Jun06 |
060404 |
111~14 |
111~16 |
111~09 |
111~14 |
-0~02 |
64,761 |
291,461 |
+4,205 |
Sep06 |
060404 |
111~11 |
111~11 |
111~11 |
111~11 |
-0~02 |
|
|
|
Total Volume and Open Interest |
64,761 |
291,461 |
+4,205 |
3-Mth Short Sterling(LIFFE) |
Jun06 |
060404 |
95.37 |
95.37 |
95.37 |
95.37 |
-0.01 |
69,443 |
451,504 |
+5,841 |
Sep06 |
060404 |
95.31 |
95.31 |
95.31 |
95.31 |
unch |
72,420 |
451,997 |
+7,096 |
Dec06 |
060404 |
95.22 |
95.22 |
95.22 |
95.22 |
unch |
82,805 |
324,074 |
+5,833 |
Total Volume and Open Interest |
356,407 |
2,184,050 |
+36,691 |
3-Mth Euribor(LIFFE) |
Jun06 |
060404 |
96.905 |
96.915 |
96.900 |
96.905 |
-0.005 |
107,908 |
737,446 |
+10,155 |
Sep06 |
060404 |
96.650 |
96.675 |
96.650 |
96.660 |
unch |
100,359 |
592,579 |
+14,724 |
Dec06 |
060404 |
96.480 |
96.515 |
96.475 |
96.490 |
+0.005 |
126,140 |
672,691 |
+22,129 |
Total Volume and Open Interest |
643,772 |
3,653,966 |
+72,705 |
3-Mth Aus T-Bills(SFE) |
Jun06 |
060404 |
94.37 |
94.39 |
94.36 |
94.37 |
-0.02 |
11,861 |
140,956 |
+143 |
Sep06 |
060404 |
94.32 |
94.34 |
94.31 |
94.32 |
-0.03 |
38,344 |
223,604 |
+19,297 |
Dec06 |
060404 |
94.30 |
94.32 |
94.28 |
94.29 |
-0.04 |
14,584 |
71,747 |
-721 |
Mar07 |
060404 |
94.28 |
94.30 |
94.25 |
94.27 |
-0.03 |
3,893 |
30,092 |
-3,658 |
Jun07 |
060404 |
94.25 |
94.26 |
94.23 |
94.24 |
-0.04 |
876 |
28,397 |
-908 |
Sep07 |
060404 |
94.22 |
94.22 |
94.19 |
94.20 |
-0.04 |
1,133 |
19,617 |
+54 |
Dec07 |
060404 |
94.18 |
94.19 |
94.17 |
94.17 |
-0.04 |
339 |
11,149 |
-279 |
Mar08 |
060404 |
94.16 |
94.16 |
94.13 |
94.13 |
-0.04 |
212 |
5,609 |
+0 |
Jun08 |
060404 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.04 |
0 |
947 |
+0 |
Sep08 |
060404 |
94.12 |
94.12 |
94.09 |
94.09 |
-0.05 |
0 |
575 |
+0 |
Total Volume and Open Interest |
71,292 |
533,996 |
+13,978 |
10-Year Aus T-Bonds(SFE) |
Jun06 |
060404 |
94.56 |
94.58 |
94.53 |
94.54 |
-0.05 |
26,702 |
345,054 |
-8,481 |
Sep06 |
060404 |
94.54 |
94.54 |
94.54 |
94.54 |
-0.05 |
|
|
|
Total Volume and Open Interest |
26,702 |
345,054 |
-8,481 |
3-Year Aus T-Bonds(SFE) |
Jun06 |
060404 |
94.62 |
94.63 |
94.58 |
94.60 |
-0.04 |
61,932 |
383,516 |
-36,699 |
Sep06 |
060404 |
94.60 |
94.60 |
94.60 |
94.60 |
-0.04 |
|
|
|
Total Volume and Open Interest |
61,932 |
383,516 |
-36,699 |
Gold(CMX) |
Apr06 |
060404 |
589.0 |
590.5 |
585.5 |
586.0 |
-3.4 |
729 |
3,899 |
-9,042 |
Jun06 |
060404 |
593.3 |
595.3 |
589.7 |
590.6 |
-3.7 |
53,857 |
257,663 |
+721 |
Aug06 |
060404 |
598.5 |
600.0 |
596.0 |
596.1 |
-3.7 |
1,509 |
10,291 |
+113 |
Oct06 |
060404 |
603.3 |
603.3 |
601.6 |
601.6 |
-3.8 |
0 |
10,774 |
+0 |
Dec06 |
060404 |
610.0 |
612.0 |
607.0 |
607.0 |
-4.0 |
995 |
20,818 |
+415 |
Feb07 |
060404 |
616.0 |
616.0 |
612.6 |
612.6 |
-4.0 |
200 |
9,625 |
-25 |
Apr07 |
060404 |
621.0 |
621.0 |
618.1 |
618.1 |
-4.1 |
80 |
1,380 |
+50 |
Jun07 |
060404 |
623.7 |
623.7 |
623.7 |
623.7 |
-4.1 |
40 |
9,367 |
-21 |
Aug07 |
060404 |
629.2 |
629.2 |
629.2 |
629.2 |
-4.1 |
0 |
160 |
+0 |
Oct07 |
060404 |
634.7 |
634.7 |
634.7 |
634.7 |
-4.1 |
0 |
6 |
+0 |
Dec07 |
060404 |
640.2 |
640.2 |
640.2 |
640.2 |
-4.2 |
243 |
10,385 |
+101 |
Feb08 |
060404 |
645.7 |
645.7 |
645.7 |
645.7 |
-4.2 |
|
|
|
Total Volume and Open Interest |
57,936 |
342,403 |
-7,548 |
Silver(CMX) |
May06 |
060404 |
1174.5 |
1181.0 |
1164.5 |
1173.0 |
-3.5 |
22,667 |
82,335 |
+1,216 |
Jul06 |
060404 |
1182.0 |
1190.0 |
1173.0 |
1182.8 |
-3.0 |
2,594 |
19,764 |
-397 |
Sep06 |
060404 |
1183.0 |
1195.0 |
1177.0 |
1186.5 |
-2.1 |
117 |
6,149 |
+35 |
Dec06 |
060404 |
1184.0 |
1198.0 |
1180.0 |
1189.5 |
-0.6 |
319 |
17,242 |
+99 |
Mar07 |
060404 |
1204.0 |
1204.0 |
1192.5 |
1192.5 |
+0.9 |
9 |
4,531 |
+2 |
May07 |
060404 |
1197.0 |
1197.0 |
1194.0 |
1194.0 |
+2.8 |
502 |
1,877 |
+500 |
Jul07 |
060404 |
1194.4 |
1194.4 |
1194.4 |
1194.4 |
+2.8 |
247 |
2,575 |
-104 |
Total Volume and Open Interest |
26,630 |
140,742 |
+1,127 |
Platinum(NYM) |
Apr06 |
060404 |
1075.0 |
1083.5 |
1073.0 |
1080.1 |
+4.5 |
17 |
214 |
-122 |
Jul06 |
060404 |
1086.5 |
1092.0 |
1082.0 |
1091.6 |
+2.5 |
847 |
8,863 |
+128 |
Oct06 |
060404 |
1088.0 |
1096.6 |
1088.0 |
1096.6 |
+2.5 |
1 |
9 |
+1 |
Total Volume and Open Interest |
865 |
9,086 |
+7 |
Palladium(NYME) |
Jun06 |
060404 |
344.00 |
347.00 |
338.10 |
342.35 |
-4.05 |
1,653 |
15,312 |
+12 |
Sep06 |
060404 |
345.00 |
348.00 |
345.00 |
346.15 |
-4.05 |
18 |
1,207 |
+13 |
Dec06 |
060404 |
349.15 |
349.15 |
349.15 |
349.15 |
-4.05 |
0 |
404 |
-1 |
Total Volume and Open Interest |
1,671 |
16,923 |
+24 |
Copper(CMX) |
May06 |
060404 |
252.90 |
255.50 |
252.60 |
253.55 |
-1.20 |
9,936 |
58,114 |
-1,427 |
Jul06 |
060404 |
252.30 |
254.40 |
251.80 |
252.55 |
-1.20 |
3,044 |
24,216 |
+1,065 |
Sep06 |
060404 |
251.20 |
251.70 |
249.95 |
249.95 |
-1.20 |
77 |
4,553 |
+25 |
Dec06 |
060404 |
244.50 |
245.25 |
244.50 |
245.10 |
-1.05 |
191 |
3,418 |
+52 |
Mar07 |
060404 |
241.50 |
241.50 |
240.60 |
240.60 |
-0.85 |
71 |
476 |
+54 |
Total Volume and Open Interest |
13,965 |
100,335 |
-169 |
Aluminum(CMX) |
Apr06 |
060404 |
112.50 |
112.50 |
112.50 |
112.50 |
-2.50 |
206 |
285 |
+94 |
May06 |
060404 |
113.25 |
113.25 |
113.20 |
113.20 |
-2.50 |
205 |
252 |
+116 |
Jun06 |
060404 |
113.70 |
113.70 |
113.70 |
113.70 |
-2.50 |
0 |
172 |
+0 |
Jul06 |
060404 |
114.05 |
114.05 |
114.05 |
114.05 |
-2.50 |
0 |
20 |
+0 |
Aug06 |
060404 |
114.10 |
114.10 |
114.10 |
114.10 |
-2.50 |
|
|
|
Sep06 |
060404 |
114.15 |
114.15 |
114.15 |
114.15 |
-2.50 |
0 |
1 |
+0 |
Total Volume and Open Interest |
411 |
1,100 |
+210 |
DJIA Index(CBOT) |
Jun06 |
060404 |
11208 |
11285 |
11180 |
11266 |
+69 |
7,892 |
37,524 |
-227 |
Sep06 |
060404 |
11375 |
11375 |
11344 |
11344 |
+69 |
0 |
58 |
+0 |
Dec06 |
060404 |
11417 |
11417 |
11417 |
11417 |
+69 |
0 |
1,675 |
+0 |
Total Volume and Open Interest |
7,892 |
39,257 |
-227 |
S & P 500(CME) |
Jun06 |
060404 |
1306.20 |
1316.20 |
1302.30 |
1314.70 |
+9.00 |
31,664 |
636,227 |
+570 |
Sep06 |
060404 |
1317.50 |
1325.70 |
1314.20 |
1325.70 |
+9.00 |
75 |
6,369 |
+16 |
Dec06 |
060404 |
1332.00 |
1336.70 |
1332.00 |
1336.70 |
+9.00 |
40 |
1,130 |
+37 |
Mar07 |
060404 |
1349.00 |
1349.00 |
1347.60 |
1347.60 |
+9.00 |
0 |
51 |
+0 |
Total Volume and Open Interest |
31,779 |
643,822 |
+623 |
S & P 500 E-Mini(Globex) |
Jun06 |
060404 |
1306.00 |
1316.25 |
1302.25 |
1314.75 |
+9.00 |
965,195 |
1,130,207 |
-1,924 |
Sep06 |
060404 |
1318.25 |
1327.00 |
1314.25 |
1325.75 |
+9.00 |
483 |
1,467 |
+144 |
Total Volume and Open Interest |
965,678 |
1,131,674 |
-1,780 |
NASDAQ 100(CME) |
Jun06 |
060404 |
1724.80 |
1737.00 |
1721.00 |
1731.50 |
+7.70 |
4,621 |
59,164 |
+928 |
Sep06 |
060404 |
1751.00 |
1751.00 |
1751.00 |
1751.00 |
+7.70 |
22 |
23 |
+21 |
Dec06 |
060404 |
1770.50 |
1770.50 |
1770.50 |
1770.50 |
+7.70 |
|
|
|
Total Volume and Open Interest |
4,643 |
59,187 |
+949 |
NASDAQ 100 E-Mini(Globex) |
Jun06 |
060404 |
1723.80 |
1736.80 |
1721.00 |
1731.50 |
+7.70 |
268,465 |
273,755 |
+9,605 |
Sep06 |
060404 |
1743.50 |
1754.30 |
1743.50 |
1751.00 |
+7.70 |
3 |
77 |
+1 |
Total Volume and Open Interest |
268,468 |
273,832 |
+9,606 |
S & P Midcap 400(CME) |
Jun06 |
060404 |
796.30 |
799.75 |
794.25 |
799.60 |
+2.90 |
439 |
11,104 |
+125 |
Sep06 |
060404 |
151.24 |
151.24 |
151.24 |
151.24 |
+2.90 |
|
|
|
Dec06 |
060404 |
158.24 |
158.24 |
158.24 |
158.24 |
+2.90 |
|
|
|
Total Volume and Open Interest |
439 |
11,104 |
+125 |
Russell 2000(CME) |
Jun06 |
060404 |
763.25 |
770.25 |
761.50 |
767.50 |
+3.70 |
1,082 |
30,529 |
-193 |
Sep06 |
060404 |
773.50 |
773.50 |
773.50 |
773.50 |
+3.70 |
0 |
38 |
+0 |
Dec06 |
060404 |
777.00 |
779.50 |
777.00 |
779.50 |
+3.70 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,082 |
30,571 |
-193 |
Russell 2000 E-Mini(Globex) |
Jun06 |
060404 |
763.80 |
770.70 |
761.10 |
767.50 |
+3.70 |
121,055 |
299,080 |
+6,084 |
Sep06 |
060404 |
769.00 |
776.20 |
768.50 |
773.50 |
+3.70 |
65 |
519 |
+26 |
Total Volume and Open Interest |
121,120 |
299,599 |
+6,110 |
Value Line(KCBT) |
Jun06 |
060404 |
2105.50 |
2122.50 |
2104.00 |
2118.00 |
+10.50 |
366 |
174 |
+86 |
Total Volume and Open Interest |
366 |
175 |
+86 |
Nikkei 225(CME) |
Jun06 |
060404 |
17350 |
17420 |
17270 |
17325 |
-15 |
64,410 |
207,565 |
-2,126 |
Sep06 |
060404 |
17295 |
17410 |
17285 |
17295 |
-40 |
0 |
173 |
+0 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Jun06 |
060404 |
17350 |
17420 |
17270 |
17325 |
-15 |
64,410 |
207,565 |
-2,126 |
Sep06 |
060404 |
17295 |
17410 |
17285 |
17295 |
-40 |
0 |
173 |
+0 |
Dec06 |
060404 |
17260 |
17260 |
17260 |
17260 |
-40 |
|
|
|
Total Volume and Open Interest |
64,410 |
207,851 |
-2,073 |
CAC 40(MATIF) |
Apr06 |
060404 |
5236.5 |
5245.0 |
5210.5 |
5217.5 |
-45.0 |
57,079 |
446,962 |
+5,005 |
May06 |
060404 |
5185.0 |
5185.0 |
5154.0 |
5160.5 |
-45.0 |
2,703 |
5,285 |
+2,414 |
Jun06 |
060404 |
5136.0 |
5142.5 |
5110.0 |
5115.5 |
-46.5 |
5,268 |
89,299 |
+752 |
Total Volume and Open Interest |
65,078 |
542,806 |
+8,199 |
Hang Seng Index(HKFE) |
Apr06 |
060404 |
16102 |
16162 |
16071 |
16153 |
+18 |
39,977 |
114,143 |
+522 |
May06 |
060404 |
15957 |
16023 |
15932 |
16011 |
+16 |
39,977 |
437 |
+437 |
Jun06 |
060404 |
16016 |
16071 |
16006 |
16071 |
+15 |
92 |
1,727 |
+8 |
Total Volume and Open Interest |
40,704 |
116,606 |
+965 |
DAX Index(EUREX) |
Jun06 |
060404 |
6047.5 |
6068.5 |
6027.5 |
6046.5 |
-15.5 |
127,309 |
220,758 |
+5,101 |
Sep06 |
060404 |
6091.5 |
6114.0 |
6075.0 |
6093.5 |
-15.5 |
784 |
12,694 |
+178 |
Dec06 |
060404 |
6137.0 |
6166.5 |
6127.0 |
6145.0 |
-16.0 |
384 |
1,466 |
+12 |
Total Volume and Open Interest |
128,477 |
234,918 |
+5,291 |
FT-SE 100(LIFFE) |
Jun06 |
060404 |
6019.00 |
6030.00 |
5993.50 |
6011.00 |
-30.00 |
66,342 |
458,835 |
-1,888 |
Sep06 |
060404 |
6039.00 |
6044.00 |
6010.50 |
6028.00 |
-30.00 |
46 |
2,635 |
+0 |
Dec06 |
060404 |
6057.50 |
6080.00 |
6055.00 |
6062.50 |
-30.50 |
26 |
10,675 |
+15 |
Total Volume and Open Interest |
66,414 |
473,145 |
-1,873 |
SPI 200(SFE) |
Jun06 |
060404 |
5207.0 |
5235.0 |
5158.0 |
5163.0 |
-39.0 |
16,571 |
215,099 |
-46 |
Sep06 |
060404 |
5213.0 |
5225.0 |
5161.0 |
5161.0 |
-39.0 |
6 |
3,215 |
+0 |
Dec06 |
060404 |
5232.0 |
5232.0 |
5177.0 |
5177.0 |
-39.0 |
128 |
3,073 |
+2 |
Total Volume and Open Interest |
16,809 |
223,395 |
+47 |
GSCI(CME) |
Apr06 |
060404 |
441.90 |
442.50 |
439.20 |
441.10 |
-3.90 |
484 |
22,117 |
-6 |
May06 |
060404 |
448.20 |
448.50 |
445.70 |
447.90 |
-3.90 |
1,066 |
1,134 |
+608 |
Jun06 |
060404 |
451.50 |
451.50 |
451.50 |
451.50 |
-4.00 |
|
|
|
Total Volume and Open Interest |
1,550 |
23,251 |
+602 |
Reuters CRB Index(NYBOT) |
Apr06 |
060404 |
365.00 |
365.00 |
361.50 |
361.50 |
-3.80 |
29 |
350 |
+7 |
Jun06 |
060404 |
371.00 |
371.00 |
367.00 |
367.00 |
-3.80 |
26 |
497 |
+6 |
Aug06 |
060404 |
372.50 |
372.50 |
372.50 |
372.50 |
-3.80 |
0 |
202 |
+0 |
Total Volume and Open Interest |
55 |
1,049 |
+13 |
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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