 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed April 12, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May06 |
060412 |
563.50 |
565.50 |
558.50 |
560.50 |
-2.00 |
58,767 |
136,026 |
-16,077 |
Jul06 |
060412 |
577.50 |
579.50 |
572.75 |
574.75 |
-2.25 |
37,023 |
146,862 |
+12,928 |
Aug06 |
060412 |
583.00 |
584.50 |
578.75 |
580.50 |
-2.25 |
1,018 |
8,091 |
+566 |
Sep06 |
060412 |
587.50 |
589.50 |
584.00 |
584.75 |
-2.75 |
602 |
9,780 |
-70 |
Nov06 |
060412 |
596.00 |
597.75 |
591.50 |
594.00 |
-1.50 |
10,257 |
71,237 |
+696 |
Jan07 |
060412 |
604.00 |
605.50 |
600.50 |
602.00 |
-1.50 |
182 |
4,144 |
-11 |
Mar07 |
060412 |
612.00 |
613.00 |
608.50 |
610.00 |
unch |
82 |
1,493 |
+55 |
Total Volume and Open Interest |
108,221 |
384,848 |
-1,733 |
Soybean Meal(CBOT) |
May06 |
060412 |
171.50 |
172.90 |
170.30 |
171.90 |
+0.70 |
13,147 |
65,550 |
-2,550 |
Jul06 |
060412 |
173.80 |
174.80 |
172.20 |
173.60 |
+0.10 |
13,257 |
57,587 |
+1,386 |
Aug06 |
060412 |
175.50 |
176.20 |
173.80 |
175.00 |
-0.20 |
1,431 |
12,874 |
+187 |
Sep06 |
060412 |
176.70 |
177.30 |
175.00 |
176.00 |
-0.10 |
1,128 |
10,490 |
-200 |
Oct06 |
060412 |
177.00 |
177.50 |
175.60 |
176.30 |
-0.30 |
529 |
8,327 |
+208 |
Dec06 |
060412 |
178.50 |
179.00 |
176.80 |
177.90 |
-0.10 |
2,724 |
24,301 |
-273 |
Jan07 |
060412 |
179.70 |
180.30 |
177.90 |
179.00 |
-0.10 |
237 |
978 |
+133 |
Mar07 |
060412 |
182.00 |
182.50 |
181.00 |
181.40 |
-0.10 |
118 |
709 |
+49 |
Total Volume and Open Interest |
32,617 |
181,044 |
-1,030 |
Soybean Oil(CBOT) |
May06 |
060412 |
22.98 |
22.99 |
22.63 |
22.64 |
-0.32 |
22,860 |
57,159 |
-9,372 |
Jul06 |
060412 |
23.40 |
23.40 |
23.05 |
23.06 |
-0.32 |
18,127 |
85,956 |
+6,712 |
Aug06 |
060412 |
23.30 |
23.35 |
23.25 |
23.25 |
-0.30 |
421 |
5,935 |
+288 |
Sep06 |
060412 |
23.75 |
23.78 |
23.45 |
23.45 |
-0.28 |
339 |
7,036 |
+334 |
Oct06 |
060412 |
23.95 |
23.95 |
23.64 |
23.64 |
-0.31 |
61 |
4,919 |
+541 |
Dec06 |
060412 |
24.30 |
24.30 |
23.95 |
23.96 |
-0.33 |
2,612 |
24,017 |
+648 |
Jan07 |
060412 |
24.45 |
24.45 |
24.15 |
24.15 |
-0.35 |
38 |
1,967 |
+7 |
Mar07 |
060412 |
24.80 |
24.80 |
24.50 |
24.50 |
-0.28 |
19 |
797 |
+19 |
Total Volume and Open Interest |
44,502 |
192,067 |
-848 |
Canola(WCE) |
May06 |
060412 |
257.1 |
258.0 |
255.1 |
255.3 |
-1.9 |
4,656 |
24,603 |
-1,937 |
Jul06 |
060412 |
265.3 |
266.1 |
263.1 |
263.2 |
-2.0 |
3,394 |
41,382 |
+97 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060412 |
279.3 |
280.5 |
277.5 |
278.0 |
-1.1 |
745 |
18,635 |
+514 |
Jan07 |
060412 |
283.6 |
285.0 |
283.6 |
285.0 |
-1.5 |
95 |
1,091 |
+27 |
Total Volume and Open Interest |
8,900 |
87,615 |
-1,289 |
Corn(CBOT) |
May06 |
060412 |
242.00 |
242.25 |
236.50 |
237.00 |
-5.00 |
80,613 |
257,863 |
-34,990 |
Jul06 |
060412 |
253.25 |
253.25 |
248.25 |
248.75 |
-5.00 |
68,589 |
420,363 |
+20,517 |
Sep06 |
060412 |
262.50 |
262.50 |
257.50 |
258.00 |
-4.75 |
3,255 |
52,897 |
+494 |
Dec06 |
060412 |
273.25 |
273.25 |
268.75 |
269.25 |
-4.50 |
29,368 |
312,828 |
+4,004 |
Mar07 |
060412 |
280.50 |
280.50 |
276.50 |
277.25 |
-4.50 |
1,510 |
43,323 |
+274 |
May07 |
060412 |
283.00 |
283.25 |
280.50 |
281.75 |
-3.25 |
146 |
3,736 |
+45 |
Total Volume and Open Interest |
189,128 |
1,180,162 |
-8,001 |
Wheat(CBOT) |
May06 |
060412 |
366.50 |
368.50 |
360.00 |
360.50 |
-7.00 |
49,586 |
97,625 |
-16,981 |
Jul06 |
060412 |
379.50 |
381.50 |
373.50 |
374.50 |
-6.00 |
45,326 |
169,268 |
+11,650 |
Sep06 |
060412 |
391.50 |
392.75 |
385.00 |
385.50 |
-6.75 |
4,305 |
19,413 |
+1,894 |
Dec06 |
060412 |
406.50 |
408.00 |
400.00 |
400.50 |
-7.00 |
8,410 |
64,156 |
+896 |
Mar07 |
060412 |
419.50 |
422.00 |
415.00 |
415.25 |
-6.50 |
1,037 |
7,763 |
+317 |
Total Volume and Open Interest |
114,526 |
387,153 |
+1,030 |
Wheat(KCBT) |
May06 |
060412 |
462.00 |
466.00 |
456.50 |
462.25 |
+0.25 |
8,276 |
32,828 |
-1,170 |
Jul06 |
060412 |
468.50 |
471.50 |
462.00 |
467.50 |
-2.00 |
17,251 |
58,639 |
+5,030 |
Sep06 |
060412 |
468.00 |
473.00 |
464.50 |
466.50 |
-3.25 |
1,418 |
10,795 |
+339 |
Dec06 |
060412 |
476.00 |
480.00 |
470.00 |
472.00 |
-5.50 |
3,438 |
21,641 |
-304 |
Mar07 |
060412 |
479.00 |
480.00 |
472.00 |
472.00 |
-4.00 |
568 |
1,145 |
+93 |
Total Volume and Open Interest |
31,816 |
130,045 |
+4,429 |
Wheat(MGE) |
May06 |
060412 |
437.00 |
439.00 |
431.00 |
433.00 |
-4.75 |
2,582 |
11,747 |
-235 |
Jul06 |
060412 |
442.00 |
444.00 |
437.25 |
438.50 |
-5.25 |
4,821 |
14,943 |
+29 |
Sep06 |
060412 |
444.00 |
446.00 |
439.00 |
439.75 |
-5.00 |
1,595 |
9,458 |
+309 |
Dec06 |
060412 |
449.00 |
451.25 |
444.00 |
445.50 |
-3.75 |
3,511 |
12,961 |
+980 |
Mar07 |
060412 |
454.00 |
454.00 |
450.00 |
451.00 |
-1.00 |
134 |
792 |
+52 |
Total Volume and Open Interest |
12,918 |
50,410 |
+1,343 |
Oats(CBOT) |
May06 |
060412 |
171.00 |
171.75 |
170.50 |
171.75 |
+0.50 |
352 |
3,395 |
-60 |
Jul06 |
060412 |
176.50 |
176.75 |
175.00 |
176.75 |
unch |
317 |
4,399 |
+109 |
Sep06 |
060412 |
173.00 |
173.00 |
173.00 |
173.00 |
-0.50 |
0 |
203 |
+0 |
Dec06 |
060412 |
167.75 |
170.00 |
167.75 |
168.75 |
+0.50 |
170 |
2,613 |
+66 |
Total Volume and Open Interest |
839 |
10,694 |
+115 |
Rough Rice(CBOT) |
May06 |
060412 |
8.34 |
8.36 |
8.27 |
8.32 |
-0.04 |
107 |
3,112 |
-40 |
Jul06 |
060412 |
8.64 |
8.67 |
8.56 |
8.62 |
-0.03 |
355 |
3,803 |
+18 |
Sep06 |
060412 |
8.83 |
8.85 |
8.80 |
8.83 |
+0.01 |
11 |
801 |
+2 |
Nov06 |
060412 |
9.03 |
9.03 |
8.95 |
9.02 |
-0.01 |
111 |
2,104 |
-73 |
Total Volume and Open Interest |
699 |
10,910 |
-67 |
Live Cattle(CME) |
Apr06 |
060412 |
81.400 |
82.100 |
81.050 |
81.750 |
+0.900 |
4,775 |
17,700 |
-874 |
Jun06 |
060412 |
75.300 |
76.150 |
75.000 |
75.650 |
+0.700 |
11,055 |
121,282 |
+1,072 |
Aug06 |
060412 |
76.950 |
77.775 |
76.800 |
77.400 |
+0.775 |
4,737 |
52,145 |
+1,082 |
Oct06 |
060412 |
80.375 |
81.325 |
80.275 |
80.675 |
+0.550 |
1,980 |
28,857 |
+664 |
Dec06 |
060412 |
82.175 |
83.025 |
82.175 |
82.300 |
+0.275 |
1,043 |
11,708 |
+466 |
Feb07 |
060412 |
84.800 |
85.600 |
84.650 |
85.100 |
+0.450 |
180 |
5,433 |
+1 |
Total Volume and Open Interest |
23,772 |
238,034 |
+2,412 |
Feeder Cattle(CME) |
Apr06 |
060412 |
100.800 |
102.400 |
100.750 |
101.350 |
+0.850 |
900 |
4,152 |
-314 |
May06 |
060412 |
101.100 |
102.750 |
101.100 |
101.650 |
+0.725 |
3,012 |
12,828 |
-362 |
Aug06 |
060412 |
102.850 |
104.250 |
102.850 |
103.325 |
+0.650 |
2,077 |
11,600 |
-209 |
Sep06 |
060412 |
102.600 |
103.700 |
102.500 |
103.000 |
+0.600 |
65 |
1,474 |
-3 |
Oct06 |
060412 |
101.700 |
103.025 |
101.700 |
102.100 |
+0.400 |
97 |
1,463 |
+12 |
Nov06 |
060412 |
101.750 |
102.700 |
101.750 |
102.300 |
+0.800 |
8 |
448 |
+0 |
Jan07 |
060412 |
100.100 |
100.200 |
100.100 |
100.200 |
+0.650 |
2 |
152 |
+0 |
Total Volume and Open Interest |
6,161 |
32,117 |
-876 |
Lean Hogs(CME) |
Apr06 |
060412 |
54.150 |
54.500 |
54.025 |
54.350 |
+0.300 |
2,159 |
6,432 |
-593 |
May06 |
060412 |
62.500 |
63.500 |
62.500 |
63.500 |
+1.150 |
540 |
5,282 |
+193 |
Jun06 |
060412 |
64.300 |
64.850 |
64.200 |
64.525 |
+0.925 |
7,893 |
83,879 |
+560 |
Jul06 |
060412 |
64.950 |
65.375 |
64.700 |
65.075 |
+0.875 |
1,882 |
20,669 |
-518 |
Aug06 |
060412 |
64.100 |
64.450 |
63.950 |
64.300 |
+0.550 |
2,087 |
13,854 |
+340 |
Oct06 |
060412 |
55.050 |
55.800 |
55.050 |
55.650 |
+0.725 |
687 |
7,464 |
+128 |
Dec06 |
060412 |
53.000 |
53.675 |
53.000 |
53.625 |
+0.900 |
284 |
3,263 |
+30 |
Feb07 |
060412 |
54.975 |
55.475 |
54.975 |
55.475 |
+0.500 |
38 |
572 |
-2 |
Total Volume and Open Interest |
15,571 |
141,526 |
+139 |
Pork Bellies(CME) |
May06 |
060412 |
81.000 |
81.700 |
79.450 |
80.750 |
+0.525 |
386 |
1,319 |
+61 |
Jul06 |
060412 |
82.200 |
82.650 |
80.900 |
81.600 |
-0.050 |
58 |
540 |
-2 |
Aug06 |
060412 |
79.400 |
79.500 |
79.100 |
79.500 |
+0.550 |
4 |
94 |
+0 |
Feb07 |
060412 |
83.000 |
83.000 |
83.000 |
83.000 |
unch |
0 |
9 |
+0 |
Mar07 |
060412 |
83.250 |
83.250 |
83.250 |
83.250 |
unch |
0 |
6 |
+0 |
Total Volume and Open Interest |
448 |
1,968 |
+59 |
Class III Milk(CME) |
Apr06 |
060412 |
10.89 |
10.92 |
10.88 |
10.88 |
unch |
30 |
3,008 |
-29 |
May06 |
060412 |
10.85 |
10.86 |
10.78 |
10.78 |
-0.04 |
48 |
3,307 |
-10 |
Jun06 |
060412 |
10.81 |
10.82 |
10.76 |
10.76 |
-0.04 |
25 |
3,385 |
-13 |
Jul06 |
060412 |
11.16 |
11.30 |
11.10 |
11.10 |
-0.06 |
51 |
3,380 |
+12 |
Aug06 |
060412 |
11.60 |
11.65 |
11.55 |
11.55 |
-0.05 |
10 |
3,365 |
+5 |
Total Volume and Open Interest |
366 |
32,434 |
+113 |
Cocoa(NYBOT) |
May06 |
060412 |
1425 |
1440 |
1425 |
1431 |
+4 |
10,368 |
22,088 |
-6,668 |
Jul06 |
060412 |
1458 |
1463 |
1454 |
1456 |
-2 |
13,493 |
44,548 |
+4,691 |
Sep06 |
060412 |
1486 |
1491 |
1481 |
1482 |
-4 |
1,569 |
21,217 |
+90 |
Dec06 |
060412 |
1520 |
1520 |
1511 |
1511 |
-4 |
1,046 |
13,283 |
-117 |
Mar07 |
060412 |
1544 |
1544 |
1536 |
1536 |
-5 |
753 |
10,362 |
-594 |
May07 |
060412 |
1553 |
1553 |
1553 |
1553 |
-4 |
235 |
3,793 |
+86 |
Jul07 |
060412 |
1575 |
1575 |
1572 |
1572 |
-3 |
444 |
1,882 |
+377 |
Total Volume and Open Interest |
28,019 |
126,812 |
-2,077 |
Coffee "C"(NYBOT) |
May06 |
060412 |
105.00 |
105.85 |
104.10 |
104.70 |
-0.05 |
16,840 |
39,214 |
-2,792 |
Jul06 |
060412 |
108.30 |
108.70 |
107.00 |
107.65 |
unch |
12,591 |
44,406 |
+4,107 |
Sep06 |
060412 |
111.40 |
111.40 |
109.75 |
110.25 |
+0.05 |
1,647 |
11,062 |
-91 |
Dec06 |
060412 |
114.40 |
114.60 |
113.30 |
113.65 |
+0.10 |
577 |
8,186 |
+118 |
Mar07 |
060412 |
117.75 |
117.75 |
116.75 |
117.00 |
+0.10 |
255 |
2,936 |
-58 |
May07 |
060412 |
120.20 |
120.20 |
118.75 |
119.10 |
+0.10 |
96 |
658 |
-3 |
Total Volume and Open Interest |
32,057 |
107,761 |
+1,237 |
Orange Juice(NYBOT) |
May06 |
060412 |
141.40 |
142.00 |
140.30 |
141.20 |
-1.10 |
4,395 |
17,246 |
-2,087 |
Jul06 |
060412 |
140.75 |
141.60 |
139.55 |
140.70 |
-1.30 |
1,079 |
11,016 |
+378 |
Sep06 |
060412 |
137.25 |
139.00 |
137.25 |
138.50 |
-0.50 |
125 |
3,861 |
+90 |
Nov06 |
060412 |
135.80 |
136.00 |
133.25 |
136.00 |
-0.10 |
77 |
1,538 |
+21 |
Jan07 |
060412 |
132.50 |
133.00 |
132.00 |
133.00 |
-0.60 |
27 |
1,496 |
+5 |
Total Volume and Open Interest |
5,703 |
35,553 |
-1,593 |
Sugar #11(NYBOT) |
May06 |
060412 |
17.10 |
17.10 |
16.66 |
16.76 |
-0.24 |
41,088 |
130,473 |
-17,887 |
Jul06 |
060412 |
17.25 |
17.25 |
16.85 |
17.06 |
-0.14 |
32,921 |
170,156 |
+9,138 |
Oct06 |
060412 |
17.31 |
17.34 |
17.05 |
17.21 |
-0.11 |
9,176 |
65,662 |
+227 |
Mar07 |
060412 |
17.44 |
17.44 |
17.25 |
17.36 |
-0.09 |
6,852 |
55,294 |
+2,189 |
May07 |
060412 |
17.27 |
17.30 |
17.10 |
17.24 |
-0.05 |
2,059 |
24,135 |
-78 |
Total Volume and Open Interest |
92,601 |
475,643 |
-6,110 |
Sugar #14(NYBOT) |
May06 |
060410 |
23.55 |
23.55 |
23.38 |
23.38 |
-0.22 |
1,042 |
1,317 |
-441 |
Jul06 |
060412 |
23.62 |
23.68 |
23.62 |
23.67 |
+0.05 |
152 |
3,984 |
-64 |
Sep06 |
060412 |
23.64 |
23.69 |
23.64 |
23.67 |
+0.03 |
145 |
3,276 |
+51 |
Nov06 |
060412 |
22.50 |
22.57 |
22.50 |
22.57 |
+0.07 |
75 |
1,006 |
+6 |
Jan07 |
060412 |
22.50 |
22.53 |
22.50 |
22.53 |
+0.03 |
29 |
1,003 |
+0 |
Total Volume and Open Interest |
401 |
11,195 |
-777 |
London Cocoa(LCE) |
May06 |
060412 |
898 |
901 |
886 |
888 |
-11 |
4,130 |
42,128 |
-1,372 |
Jul06 |
060412 |
893 |
895 |
882 |
885 |
-7 |
6,192 |
51,869 |
+1,634 |
Sep06 |
060412 |
906 |
907 |
896 |
898 |
-7 |
1,607 |
35,107 |
+35 |
Dec06 |
060412 |
918 |
920 |
912 |
913 |
-6 |
841 |
31,446 |
-189 |
Mar07 |
060412 |
925 |
925 |
920 |
921 |
-4 |
369 |
13,575 |
-140 |
May07 |
060412 |
931 |
931 |
931 |
931 |
-5 |
0 |
1,117 |
+0 |
Jul07 |
060412 |
941 |
941 |
941 |
941 |
-4 |
50 |
267 |
+50 |
Total Volume and Open Interest |
13,190 |
178,640 |
+18 |
London Coffee(LCE) |
May06 |
060412 |
1145.00 |
1154.00 |
1136.00 |
1148.00 |
-3.00 |
6,079 |
43,611 |
-1,668 |
Jul06 |
060412 |
1156.00 |
1168.00 |
1150.00 |
1162.00 |
-2.00 |
5,087 |
45,582 |
+774 |
Sep06 |
060412 |
1163.00 |
1177.00 |
1160.00 |
1173.00 |
unch |
403 |
22,935 |
+120 |
Nov06 |
060412 |
1175.00 |
1182.00 |
1167.00 |
1180.00 |
unch |
279 |
7,397 |
+57 |
Jan07 |
060412 |
1185.00 |
1188.00 |
1185.00 |
1188.00 |
+1.00 |
8 |
829 |
+0 |
Mar07 |
060412 |
1195.00 |
1195.00 |
1195.00 |
1195.00 |
+1.00 |
13 |
124 |
+9 |
Total Volume and Open Interest |
11,871 |
120,564 |
-710 |
London Sugar(LCE) |
May06 |
060412 |
460.60 |
464.00 |
458.00 |
462.00 |
+3.10 |
2,346 |
6,177 |
-1,412 |
Aug06 |
060412 |
460.30 |
463.00 |
456.00 |
460.00 |
+0.10 |
3,627 |
33,792 |
+744 |
Oct06 |
060412 |
458.50 |
459.50 |
452.00 |
455.90 |
-1.00 |
233 |
12,151 |
+46 |
Dec06 |
060412 |
456.50 |
457.70 |
449.60 |
453.40 |
-1.30 |
87 |
4,775 |
+35 |
Mar07 |
060412 |
454.50 |
455.00 |
448.20 |
451.20 |
-1.80 |
88 |
3,573 |
-35 |
Total Volume and Open Interest |
6,381 |
63,156 |
-622 |
Cotton(NYBOT) |
May06 |
060412 |
52.05 |
52.75 |
52.03 |
52.28 |
-0.03 |
23,565 |
52,318 |
-6,510 |
Jul06 |
060412 |
54.00 |
54.50 |
53.90 |
54.16 |
-0.12 |
19,887 |
59,748 |
+7,212 |
Oct06 |
060412 |
56.25 |
56.65 |
56.25 |
56.65 |
-0.05 |
67 |
1,684 |
-9 |
Dec06 |
060412 |
57.65 |
58.15 |
57.65 |
57.94 |
+0.20 |
4,445 |
23,810 |
+1,467 |
Mar07 |
060412 |
59.45 |
59.45 |
59.45 |
59.45 |
+0.15 |
197 |
2,262 |
+33 |
May07 |
060412 |
60.05 |
60.05 |
60.05 |
60.05 |
+0.15 |
40 |
131 |
+18 |
Total Volume and Open Interest |
48,283 |
141,881 |
+2,213 |
Lumber(CME) |
May06 |
060412 |
325.7 |
330.3 |
325.7 |
330.1 |
+3.4 |
261 |
2,195 |
-74 |
Jul06 |
060412 |
338.7 |
341.1 |
337.8 |
338.8 |
+1.4 |
142 |
2,252 |
+20 |
Sep06 |
060412 |
344.1 |
344.7 |
343.5 |
344.7 |
+0.7 |
9 |
284 |
+6 |
Nov06 |
060412 |
328.5 |
328.5 |
328.2 |
328.2 |
-0.2 |
5 |
58 |
+3 |
Total Volume and Open Interest |
417 |
4,789 |
-45 |
Crude Oil(NYM) |
May06 |
060412 |
69.00 |
69.60 |
68.45 |
68.62 |
-0.36 |
125,615 |
152,270 |
-24,596 |
Jun06 |
060412 |
70.45 |
71.00 |
69.90 |
70.09 |
-0.29 |
108,868 |
218,553 |
+19,789 |
Jul06 |
060412 |
71.30 |
71.80 |
71.00 |
71.07 |
-0.17 |
31,910 |
84,107 |
+6,801 |
Aug06 |
060412 |
71.75 |
72.15 |
71.55 |
71.56 |
-0.13 |
7,856 |
37,532 |
-85 |
Sep06 |
060412 |
72.00 |
72.25 |
71.85 |
71.85 |
-0.11 |
3,948 |
36,414 |
-426 |
Oct06 |
060412 |
72.00 |
72.80 |
72.00 |
72.01 |
-0.11 |
1,987 |
26,525 |
-90 |
Nov06 |
060412 |
72.35 |
72.50 |
72.11 |
72.11 |
-0.11 |
828 |
19,240 |
-266 |
Dec06 |
060412 |
72.40 |
72.80 |
72.05 |
72.18 |
-0.12 |
13,912 |
95,928 |
-2,254 |
Jan07 |
060412 |
72.38 |
72.40 |
72.10 |
72.20 |
-0.12 |
1,821 |
25,201 |
+426 |
Feb07 |
060412 |
72.50 |
72.50 |
72.10 |
72.18 |
-0.12 |
1,677 |
8,093 |
-123 |
Mar07 |
060412 |
72.13 |
72.13 |
72.13 |
72.13 |
-0.12 |
2,051 |
10,144 |
+914 |
Apr07 |
060412 |
72.07 |
72.07 |
72.07 |
72.07 |
-0.12 |
780 |
8,586 |
-424 |
May07 |
060412 |
72.00 |
72.00 |
72.00 |
72.00 |
-0.12 |
841 |
5,275 |
-29 |
Jun07 |
060412 |
72.20 |
72.20 |
71.91 |
71.91 |
-0.12 |
2,151 |
31,392 |
+466 |
Jul07 |
060412 |
71.80 |
71.80 |
71.80 |
71.80 |
-0.13 |
451 |
4,276 |
-424 |
Aug07 |
060412 |
71.69 |
71.69 |
71.69 |
71.69 |
-0.14 |
50 |
4,214 |
+50 |
Total Volume and Open Interest |
314,169 |
987,579 |
+2,274 |
Heating Oil(NYM) |
May06 |
060412 |
195.35 |
198.70 |
195.35 |
197.46 |
+1.91 |
27,972 |
48,989 |
-5,711 |
Jun06 |
060412 |
196.50 |
199.50 |
196.50 |
198.47 |
+1.72 |
18,538 |
43,136 |
+3,029 |
Jul06 |
060412 |
198.25 |
201.00 |
198.25 |
200.12 |
+1.62 |
4,505 |
22,332 |
+790 |
Aug06 |
060412 |
200.50 |
202.75 |
200.50 |
201.97 |
+1.47 |
1,562 |
9,438 |
+717 |
Sep06 |
060412 |
203.00 |
205.40 |
203.00 |
204.22 |
+1.42 |
598 |
6,155 |
+231 |
Oct06 |
060412 |
205.90 |
207.25 |
205.90 |
206.82 |
+1.42 |
542 |
3,742 |
+104 |
Nov06 |
060412 |
209.70 |
211.25 |
209.70 |
209.77 |
+1.42 |
103 |
2,516 |
-68 |
Dec06 |
060412 |
212.60 |
213.70 |
212.25 |
212.72 |
+1.42 |
589 |
12,950 |
-320 |
Jan07 |
060412 |
214.80 |
215.85 |
214.25 |
214.92 |
+1.42 |
309 |
7,367 |
+21 |
Feb07 |
060412 |
215.25 |
215.80 |
214.70 |
215.07 |
+1.32 |
129 |
1,678 |
+83 |
Mar07 |
060412 |
213.10 |
213.55 |
212.50 |
212.72 |
+1.17 |
65 |
2,643 |
-15 |
Apr07 |
060412 |
208.75 |
209.00 |
207.72 |
207.72 |
+0.97 |
205 |
2,093 |
-119 |
Total Volume and Open Interest |
55,244 |
166,174 |
-1,142 |
Unleaded Gas(NYM) |
May06 |
060412 |
205.00 |
210.50 |
204.85 |
209.11 |
+3.67 |
31,267 |
53,019 |
-2,587 |
Jun06 |
060412 |
204.00 |
206.65 |
202.60 |
205.91 |
+2.52 |
13,385 |
37,565 |
+3,802 |
Jul06 |
060412 |
201.50 |
204.25 |
201.50 |
203.81 |
+1.62 |
4,047 |
11,192 |
+65 |
Aug06 |
060412 |
203.00 |
203.75 |
202.50 |
202.81 |
+1.22 |
1,016 |
7,480 |
-1 |
Sep06 |
060412 |
200.00 |
200.96 |
200.00 |
200.96 |
+0.97 |
1,066 |
6,718 |
-445 |
Oct06 |
060412 |
192.00 |
192.00 |
191.25 |
191.96 |
+0.57 |
402 |
4,720 |
-32 |
Nov06 |
060412 |
188.66 |
188.66 |
188.66 |
188.66 |
+0.37 |
202 |
1,448 |
+33 |
Dec06 |
060412 |
185.50 |
186.81 |
185.50 |
186.81 |
+0.22 |
550 |
2,341 |
+46 |
Jan07 |
060412 |
187.41 |
187.41 |
187.41 |
187.41 |
+0.22 |
10 |
1,168 |
+10 |
Total Volume and Open Interest |
51,945 |
125,651 |
+891 |
Natural Gas(NYM) |
May06 |
060412 |
6.820 |
6.900 |
6.770 |
6.808 |
-0.100 |
33,399 |
76,056 |
-11,226 |
Jun06 |
060412 |
7.000 |
7.100 |
6.960 |
7.018 |
-0.083 |
20,179 |
51,956 |
+7,133 |
Jul06 |
060412 |
7.210 |
7.290 |
7.200 |
7.243 |
-0.068 |
8,550 |
39,794 |
+3,321 |
Aug06 |
060412 |
7.420 |
7.480 |
7.400 |
7.438 |
-0.058 |
3,215 |
26,714 |
+1,022 |
Sep06 |
060412 |
7.600 |
7.660 |
7.560 |
7.623 |
-0.041 |
3,547 |
21,448 |
-594 |
Oct06 |
060412 |
7.800 |
7.920 |
7.760 |
7.818 |
-0.036 |
7,904 |
40,571 |
-77 |
Nov06 |
060412 |
9.050 |
9.150 |
9.050 |
9.118 |
+0.004 |
1,139 |
34,309 |
-188 |
Dec06 |
060412 |
10.230 |
10.350 |
10.170 |
10.313 |
+0.059 |
1,273 |
22,623 |
-212 |
Jan07 |
060412 |
11.010 |
11.068 |
10.950 |
11.068 |
+0.059 |
3,327 |
49,011 |
+743 |
Feb07 |
060412 |
11.020 |
11.070 |
10.950 |
11.063 |
+0.059 |
2,022 |
21,240 |
+1,036 |
Mar07 |
060412 |
10.850 |
10.900 |
10.770 |
10.893 |
+0.059 |
1,497 |
30,158 |
+268 |
Apr07 |
060412 |
9.110 |
9.193 |
9.080 |
9.193 |
+0.054 |
1,253 |
20,236 |
+34 |
May07 |
060412 |
8.900 |
9.018 |
8.900 |
9.018 |
+0.054 |
1,171 |
19,388 |
+334 |
Jun07 |
060412 |
9.000 |
9.085 |
8.970 |
9.085 |
+0.057 |
5 |
7,702 |
+3 |
Jul07 |
060412 |
9.065 |
9.163 |
9.065 |
9.163 |
+0.061 |
99 |
5,635 |
+21 |
Aug07 |
060412 |
9.180 |
9.225 |
9.125 |
9.225 |
+0.064 |
57 |
6,145 |
+33 |
Total Volume and Open Interest |
91,301 |
687,913 |
+3,086 |
Brent Crude Oil(ICE) |
May06 |
060412 |
69.15 |
69.97 |
69.13 |
69.42 |
+0.05 |
0 |
22,485 |
-10,700 |
Jun06 |
060412 |
69.80 |
70.48 |
69.36 |
69.86 |
+0.12 |
0 |
171,387 |
+168 |
Jul06 |
060412 |
70.14 |
70.88 |
69.87 |
70.28 |
+0.11 |
28,512 |
65,200 |
+4,308 |
Aug06 |
060412 |
70.71 |
71.13 |
70.26 |
70.57 |
+0.10 |
6,225 |
20,526 |
-180 |
Sep06 |
060412 |
70.95 |
71.31 |
70.47 |
70.77 |
+0.13 |
2,318 |
15,313 |
-867 |
Oct06 |
060412 |
70.85 |
71.30 |
70.59 |
70.87 |
+0.14 |
248 |
14,155 |
-12 |
Nov06 |
060412 |
70.73 |
71.33 |
70.73 |
70.88 |
+0.10 |
1,203 |
8,474 |
+953 |
Dec06 |
060412 |
71.03 |
71.47 |
70.65 |
70.90 |
+0.09 |
6,053 |
47,652 |
+816 |
Jan07 |
060412 |
70.90 |
70.90 |
70.90 |
70.90 |
+0.07 |
1,251 |
10,905 |
+191 |
Feb07 |
060412 |
70.87 |
70.87 |
70.87 |
70.87 |
+0.05 |
650 |
7,157 |
+43 |
Mar07 |
060412 |
70.83 |
70.83 |
70.83 |
70.83 |
+0.02 |
1,100 |
5,616 |
+1,050 |
Apr07 |
060412 |
70.76 |
70.76 |
70.76 |
70.76 |
+0.02 |
0 |
875 |
+0 |
May07 |
060412 |
70.68 |
70.68 |
70.68 |
70.68 |
+0.02 |
0 |
286 |
+0 |
Jun07 |
060412 |
70.93 |
70.93 |
70.58 |
70.58 |
+0.03 |
1,200 |
11,027 |
+800 |
Total Volume and Open Interest |
50,433 |
446,343 |
-3,671 |
Gas Oil(ICE) |
Apr06 |
060412 |
601.25 |
605.00 |
592.50 |
592.50 |
unch |
13,381 |
7,271 |
-6,051 |
May06 |
060412 |
605.00 |
615.75 |
603.00 |
612.25 |
+15.75 |
27,513 |
81,476 |
+2,476 |
Jun06 |
060412 |
609.00 |
620.25 |
607.75 |
616.75 |
+14.75 |
11,047 |
44,091 |
+4,077 |
Jul06 |
060412 |
617.75 |
624.75 |
613.75 |
621.75 |
+14.00 |
3,248 |
17,811 |
+1,073 |
Aug06 |
060412 |
624.25 |
631.50 |
621.00 |
627.50 |
+13.50 |
688 |
6,033 |
+350 |
Sep06 |
060412 |
622.50 |
637.25 |
622.50 |
633.25 |
+13.25 |
681 |
4,988 |
+247 |
Oct06 |
060412 |
639.00 |
639.00 |
638.75 |
638.75 |
+13.25 |
0 |
9,786 |
+0 |
Nov06 |
060412 |
639.00 |
643.00 |
639.00 |
643.00 |
+13.50 |
0 |
5,573 |
+0 |
Dec06 |
060412 |
642.25 |
648.25 |
639.50 |
646.00 |
+13.50 |
1,960 |
25,796 |
+38 |
Jan07 |
060412 |
646.75 |
649.00 |
646.75 |
647.25 |
+13.25 |
100 |
5,035 |
+100 |
Total Volume and Open Interest |
60,319 |
229,892 |
+3,211 |
US Dollar Index(NYBOT) |
Jun06 |
060412 |
89.05 |
89.53 |
88.91 |
89.31 |
+0.16 |
1,637 |
25,375 |
-72 |
Sep06 |
060412 |
88.83 |
88.97 |
88.83 |
88.96 |
+0.16 |
9 |
2,072 |
+9 |
Dec06 |
060412 |
88.62 |
88.62 |
88.62 |
88.62 |
+0.16 |
0 |
45 |
+0 |
Total Volume and Open Interest |
1,646 |
27,493 |
-63 |
Australian Dollar(CME) |
Jun06 |
060412 |
73.10 |
73.14 |
72.87 |
73.13 |
-0.15 |
1,033 |
54,354 |
-197 |
Sep06 |
060412 |
73.00 |
73.05 |
73.00 |
73.05 |
-0.15 |
0 |
93 |
+12 |
Dec06 |
060412 |
72.97 |
72.97 |
72.97 |
72.97 |
-0.15 |
0 |
160 |
+0 |
Total Volume and Open Interest |
1,033 |
54,618 |
-185 |
British Pound(CME) |
Jun06 |
060412 |
175.57 |
175.60 |
174.76 |
175.18 |
+0.20 |
2,780 |
78,826 |
+2,425 |
Sep06 |
060412 |
175.47 |
175.47 |
175.47 |
175.47 |
+0.20 |
1 |
298 |
-6 |
Dec06 |
060412 |
175.69 |
175.69 |
175.69 |
175.69 |
+0.20 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,781 |
79,127 |
+2,419 |
Canadian Dollar(CME) |
Jun06 |
060412 |
87.57 |
87.58 |
87.16 |
87.30 |
-0.23 |
3,346 |
84,204 |
+5,361 |
Sep06 |
060412 |
87.45 |
87.54 |
87.45 |
87.52 |
-0.23 |
3 |
2,570 |
+20 |
Dec06 |
060412 |
87.73 |
87.73 |
87.73 |
87.73 |
-0.23 |
8 |
740 |
+4 |
Mar07 |
060412 |
87.94 |
87.94 |
87.94 |
87.94 |
-0.23 |
0 |
156 |
+0 |
Total Volume and Open Interest |
3,357 |
87,690 |
+5,385 |
Japanese Yen(CME) |
Jun06 |
060412 |
85.44 |
85.50 |
85.10 |
85.12 |
-0.14 |
4,063 |
186,767 |
+5,277 |
Sep06 |
060412 |
86.45 |
86.45 |
86.20 |
86.20 |
-0.14 |
1 |
18,723 |
-41 |
Dec06 |
060412 |
87.23 |
87.23 |
87.23 |
87.23 |
-0.14 |
1 |
138 |
+1 |
Total Volume and Open Interest |
4,065 |
205,630 |
+5,237 |
Swiss Franc(CME) |
Jun06 |
060412 |
77.63 |
77.64 |
77.17 |
77.52 |
-0.03 |
1,264 |
78,275 |
+215 |
Sep06 |
060412 |
78.25 |
78.25 |
78.25 |
78.25 |
-0.03 |
2 |
274 |
+7 |
Dec06 |
060412 |
78.85 |
78.85 |
78.85 |
78.85 |
-0.03 |
1 |
56 |
+1 |
Total Volume and Open Interest |
1,267 |
78,605 |
+223 |
EuroFX(CME) |
Jun06 |
060412 |
121.75 |
121.82 |
121.15 |
121.54 |
-0.34 |
2,468 |
156,406 |
+1,469 |
Sep06 |
060412 |
121.95 |
122.27 |
121.95 |
122.23 |
-0.34 |
57 |
2,502 |
+47 |
Dec06 |
060412 |
122.85 |
122.85 |
122.83 |
122.83 |
-0.34 |
2 |
299 |
+1 |
Total Volume and Open Interest |
2,527 |
159,310 |
+1,517 |
Mexican Peso(CME) |
Jun06 |
060412 |
9030.0 |
9040.0 |
8990.0 |
9012.0 |
+15.0 |
1,181 |
55,707 |
-500 |
Sep06 |
060412 |
8952.0 |
8952.0 |
8952.0 |
8952.0 |
+15.0 |
235 |
765 |
+66 |
Total Volume and Open Interest |
1,416 |
79,961 |
-434 |
30-Year T-Bonds(CBOT) |
Jun06 |
060412 |
108~07 |
108~18 |
107~19 |
107~23 |
-0~15 |
224,915 |
688,644 |
-4,245 |
Sep06 |
060412 |
108~15 |
108~16 |
107~20 |
107~22 |
-0~15 |
2,555 |
9,615 |
+1,279 |
Dec06 |
060412 |
108~05 |
108~05 |
107~28 |
107~28 |
-0~15 |
15 |
1,362 |
+0 |
Total Volume and Open Interest |
227,485 |
699,622 |
-2,966 |
10-Year T-Notes(CBOT) |
Jun06 |
060412 |
106~020 |
106~075 |
105~215 |
105~235 |
-0~100 |
538,081 |
2,167,296 |
+16,489 |
Sep06 |
060412 |
106~065 |
106~080 |
105~225 |
105~230 |
-0~110 |
6,006 |
100,023 |
+784 |
Total Volume and Open Interest |
544,089 |
2,267,514 |
+17,275 |
5-Year T-Notes(CBOT) |
Jun06 |
060412 |
104~115 |
104~120 |
104~025 |
104~035 |
-0~055 |
215,862 |
0 |
+0 |
Sep06 |
060412 |
104~120 |
104~120 |
104~030 |
104~030 |
-0~055 |
305 |
20,471 |
+360 |
Dec06 |
060412 |
104~015 |
104~015 |
104~015 |
104~015 |
-0~055 |
0 |
1 |
+0 |
Total Volume and Open Interest |
216,167 |
20,472 |
+360 |
2 Year T-Notes(CBOT) |
Jun06 |
060412 |
101~112 |
101~113 |
101~098 |
101~100 |
-0~008 |
843 |
473,287 |
+5,074 |
Sep06 |
060412 |
101~100 |
101~100 |
101~100 |
101~100 |
-0~008 |
|
|
|
Total Volume and Open Interest |
843 |
473,287 |
+5,074 |
Eurodollars(CME) |
Jun06 |
060412 |
94.755 |
94.755 |
94.735 |
94.740 |
-0.005 |
16,161 |
1,396,017 |
+5,980 |
Sep06 |
060412 |
94.705 |
94.720 |
94.665 |
94.675 |
-0.025 |
234,749 |
1,424,751 |
+3,630 |
Dec06 |
060412 |
94.735 |
94.740 |
94.675 |
94.685 |
-0.030 |
12,050 |
1,403,803 |
+1,321 |
Mar07 |
060412 |
94.785 |
94.795 |
94.725 |
94.735 |
-0.030 |
9,196 |
1,106,552 |
+1,537 |
Jun07 |
060412 |
94.835 |
94.835 |
94.760 |
94.775 |
-0.030 |
15,376 |
959,392 |
+13,035 |
Sep07 |
060412 |
94.865 |
94.865 |
94.785 |
94.800 |
-0.035 |
13,076 |
824,080 |
+7,636 |
Dec07 |
060412 |
94.870 |
94.870 |
94.790 |
94.800 |
-0.040 |
7,260 |
568,263 |
+2,250 |
Mar08 |
060412 |
94.860 |
94.865 |
94.780 |
94.790 |
-0.040 |
11,202 |
383,732 |
+2,761 |
Jun08 |
060412 |
94.835 |
94.835 |
94.755 |
94.765 |
-0.040 |
3,724 |
261,008 |
+2,555 |
Sep08 |
060412 |
94.810 |
94.810 |
94.730 |
94.740 |
-0.040 |
6,590 |
223,351 |
+524 |
Dec08 |
060412 |
94.770 |
94.770 |
94.685 |
94.695 |
-0.045 |
3,711 |
184,738 |
-1,557 |
Mar09 |
060412 |
94.750 |
94.750 |
94.670 |
94.675 |
-0.045 |
3,787 |
135,370 |
+1,838 |
Jun09 |
060412 |
94.720 |
94.720 |
94.635 |
94.645 |
-0.045 |
2,218 |
115,018 |
+1,844 |
Sep09 |
060412 |
94.690 |
94.690 |
94.605 |
94.610 |
-0.050 |
1,598 |
103,363 |
-321 |
Dec09 |
060412 |
94.645 |
94.645 |
94.560 |
94.565 |
-0.050 |
1,545 |
101,773 |
+166 |
Mar10 |
060412 |
94.635 |
94.635 |
94.540 |
94.550 |
-0.050 |
1,528 |
77,463 |
+676 |
Jun10 |
060412 |
94.580 |
94.580 |
94.505 |
94.515 |
-0.050 |
1,388 |
59,460 |
+806 |
Sep10 |
060412 |
94.505 |
94.505 |
94.475 |
94.485 |
-0.050 |
1,789 |
51,819 |
-194 |
Total Volume and Open Interest |
145,493 |
9,600,372 |
+41,432 |
3-Mth Euro-Yen(CME) |
Jun06 |
060412 |
99.77 |
99.77 |
99.77 |
99.77 |
unch |
225 |
12,803 |
-243 |
Sep06 |
060412 |
99.55 |
99.55 |
99.54 |
99.55 |
+0.01 |
72 |
7,426 |
+117 |
Dec06 |
060412 |
99.33 |
99.34 |
99.32 |
99.32 |
+0.02 |
272 |
8,538 |
-361 |
Mar07 |
060412 |
99.11 |
99.11 |
99.09 |
99.10 |
+0.02 |
381 |
4,081 |
+273 |
Jun07 |
060412 |
98.91 |
98.91 |
98.89 |
98.90 |
+0.02 |
231 |
5,818 |
-150 |
Sep07 |
060412 |
98.69 |
98.70 |
98.69 |
98.70 |
+0.02 |
15 |
2,396 |
+25 |
Dec07 |
060412 |
98.53 |
98.53 |
98.53 |
98.53 |
+0.02 |
107 |
872 |
-277 |
Mar08 |
060412 |
98.38 |
98.38 |
98.38 |
98.38 |
+0.01 |
0 |
324 |
+0 |
Jun08 |
060412 |
98.32 |
98.32 |
98.32 |
98.32 |
+0.04 |
0 |
251 |
+0 |
Sep08 |
060412 |
98.22 |
98.22 |
98.22 |
98.22 |
+0.04 |
|
|
|
Total Volume and Open Interest |
1,303 |
42,553 |
-616 |
3-Mth Euro-Yen(SIMEX) |
Jun06 |
060412 |
99.77 |
99.77 |
99.76 |
99.77 |
unch |
664 |
65,978 |
-215 |
Sep06 |
060412 |
99.54 |
99.55 |
99.54 |
99.55 |
+0.01 |
1,879 |
53,488 |
+1,218 |
Dec06 |
060412 |
99.32 |
99.32 |
99.30 |
99.32 |
+0.02 |
4,074 |
92,555 |
+2,230 |
Mar07 |
060412 |
99.11 |
99.11 |
99.08 |
99.11 |
+0.03 |
1,710 |
44,729 |
+133 |
Jun07 |
060412 |
98.90 |
98.92 |
98.90 |
98.92 |
+0.04 |
558 |
21,344 |
-119 |
Sep07 |
060412 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.03 |
250 |
13,761 |
+40 |
Dec07 |
060412 |
98.56 |
98.56 |
98.56 |
98.56 |
+0.04 |
250 |
21,417 |
-90 |
Mar08 |
060412 |
98.43 |
98.43 |
98.43 |
98.43 |
+0.04 |
0 |
16,291 |
+0 |
Total Volume and Open Interest |
9,385 |
331,183 |
+3,237 |
German Euro-Bund(EUREX) |
Jun06 |
060412 |
116.40 |
116.53 |
116.11 |
116.22 |
-0.07 |
951,266 |
1,660,765 |
-6,254 |
Sep06 |
060412 |
116.64 |
116.74 |
116.40 |
116.45 |
-0.07 |
560 |
39,277 |
+236 |
Dec06 |
060412 |
115.77 |
115.77 |
115.77 |
115.77 |
-0.06 |
0 |
2 |
+0 |
Total Volume and Open Interest |
951,826 |
1,700,044 |
-6,018 |
German Euro-Bobl(EUREX) |
Jun06 |
060308 |
110.69 |
110.84 |
110.52 |
110.59 |
-0.13 |
1,123,379 |
866,684 |
+316,681 |
Sep06 |
060412 |
109.84 |
109.86 |
109.68 |
109.74 |
-0.06 |
3 |
14,715 |
-1 |
Dec06 |
060412 |
109.38 |
109.38 |
109.38 |
109.38 |
-0.06 |
|
|
|
Total Volume and Open Interest |
497,939 |
1,315,960 |
+18,259 |
Long Gilt(LIFFE) |
Jun06 |
060412 |
111~07 |
111~11 |
111~00 |
111~04 |
-0~02 |
52,337 |
285,076 |
-3,428 |
Sep06 |
060412 |
110~27 |
110~27 |
110~27 |
110~27 |
-0~02 |
|
|
|
Total Volume and Open Interest |
52,337 |
285,076 |
-3,428 |
3-Mth Short Sterling(LIFFE) |
Jun06 |
060412 |
95.36 |
95.36 |
95.36 |
95.36 |
unch |
24,289 |
439,301 |
-3,902 |
Sep06 |
060412 |
95.31 |
95.31 |
95.31 |
95.31 |
unch |
34,693 |
458,093 |
+5,580 |
Dec06 |
060412 |
95.24 |
95.24 |
95.24 |
95.24 |
unch |
33,247 |
328,228 |
-2,489 |
Total Volume and Open Interest |
165,834 |
2,196,178 |
-1,526 |
3-Mth Euribor(LIFFE) |
Jun06 |
060412 |
97.035 |
97.045 |
97.030 |
97.040 |
+0.010 |
74,493 |
599,335 |
-10,764 |
Sep06 |
060412 |
96.790 |
96.805 |
96.785 |
96.790 |
+0.005 |
94,652 |
634,871 |
-5,763 |
Dec06 |
060412 |
96.595 |
96.610 |
96.580 |
96.585 |
unch |
121,797 |
653,729 |
+6,519 |
Total Volume and Open Interest |
505,271 |
3,637,136 |
-2,081 |
3-Mth Aus T-Bills(SFE) |
Jun06 |
060412 |
94.22 |
94.25 |
94.21 |
94.25 |
+0.04 |
39,848 |
167,888 |
+116 |
Sep06 |
060412 |
94.13 |
94.14 |
94.09 |
94.14 |
+0.03 |
58,177 |
257,454 |
+13,197 |
Dec06 |
060412 |
94.09 |
94.11 |
94.06 |
94.11 |
+0.03 |
11,296 |
91,064 |
+3,189 |
Mar07 |
060412 |
94.07 |
94.09 |
94.04 |
94.09 |
+0.03 |
4,535 |
37,901 |
+1,686 |
Jun07 |
060412 |
94.06 |
94.07 |
94.04 |
94.07 |
+0.03 |
1,548 |
26,902 |
-537 |
Sep07 |
060412 |
94.03 |
94.05 |
94.02 |
94.05 |
+0.03 |
976 |
19,209 |
+253 |
Dec07 |
060412 |
94.03 |
94.03 |
94.03 |
94.03 |
+0.04 |
1,138 |
13,077 |
+817 |
Mar08 |
060412 |
93.98 |
94.00 |
93.98 |
94.00 |
+0.03 |
621 |
6,738 |
+401 |
Jun08 |
060412 |
93.96 |
93.99 |
93.96 |
93.99 |
+0.04 |
2 |
953 |
+0 |
Sep08 |
060412 |
93.98 |
93.98 |
93.98 |
93.98 |
+0.04 |
0 |
789 |
-20 |
Total Volume and Open Interest |
118,151 |
623,401 |
+19,107 |
10-Year Aus T-Bonds(SFE) |
Jun06 |
060412 |
94.43 |
94.44 |
94.41 |
94.44 |
+0.03 |
38,375 |
343,346 |
+3,209 |
Sep06 |
060412 |
94.44 |
94.44 |
94.44 |
94.44 |
+0.03 |
|
|
|
Total Volume and Open Interest |
38,375 |
343,346 |
+3,209 |
3-Year Aus T-Bonds(SFE) |
Jun06 |
060412 |
94.45 |
94.47 |
94.43 |
94.47 |
+0.03 |
129,052 |
470,730 |
+22,212 |
Sep06 |
060412 |
94.47 |
94.47 |
94.47 |
94.47 |
+0.03 |
|
|
|
Total Volume and Open Interest |
129,052 |
470,730 |
+22,212 |
Gold(CMX) |
Apr06 |
060412 |
597.5 |
600.0 |
597.5 |
597.5 |
+2.3 |
697 |
1,999 |
-211 |
Jun06 |
060412 |
600.2 |
604.0 |
598.4 |
601.3 |
+1.9 |
67,234 |
250,020 |
-3,468 |
Aug06 |
060412 |
607.0 |
609.5 |
605.0 |
607.0 |
+1.9 |
1,858 |
14,124 |
+772 |
Oct06 |
060412 |
610.0 |
613.5 |
610.0 |
612.9 |
+2.0 |
536 |
11,201 |
+210 |
Dec06 |
060412 |
617.0 |
622.0 |
616.5 |
618.8 |
+2.1 |
4,666 |
24,727 |
+1,909 |
Feb07 |
060412 |
628.0 |
628.0 |
622.5 |
624.7 |
+2.2 |
158 |
10,268 |
+150 |
Apr07 |
060412 |
630.5 |
630.5 |
630.5 |
630.5 |
+2.3 |
44 |
1,345 |
+29 |
Jun07 |
060412 |
640.0 |
640.0 |
636.3 |
636.3 |
+2.4 |
60 |
9,827 |
+48 |
Aug07 |
060412 |
642.1 |
642.1 |
642.1 |
642.1 |
+2.6 |
0 |
169 |
+0 |
Oct07 |
060412 |
647.9 |
647.9 |
647.9 |
647.9 |
+2.8 |
0 |
6 |
+0 |
Dec07 |
060412 |
655.0 |
655.0 |
653.7 |
653.7 |
+2.9 |
8 |
10,606 |
+2 |
Feb08 |
060412 |
659.5 |
659.5 |
659.5 |
659.5 |
+3.1 |
|
|
|
Total Volume and Open Interest |
75,269 |
342,632 |
-559 |
Silver(CMX) |
May06 |
060412 |
1266.0 |
1278.0 |
1257.0 |
1266.3 |
+6.3 |
38,211 |
72,076 |
-6,389 |
Jul06 |
060412 |
1276.0 |
1290.0 |
1269.0 |
1278.5 |
+6.8 |
8,247 |
28,323 |
+2,201 |
Sep06 |
060412 |
1284.0 |
1295.0 |
1272.0 |
1282.5 |
+6.8 |
177 |
6,260 |
+1 |
Dec06 |
060412 |
1285.0 |
1299.0 |
1275.0 |
1284.6 |
+6.8 |
437 |
17,000 |
+73 |
Mar07 |
060412 |
1295.0 |
1295.0 |
1284.0 |
1285.6 |
+6.8 |
30 |
5,985 |
+6 |
May07 |
060412 |
1295.0 |
1295.0 |
1286.0 |
1286.0 |
+6.8 |
96 |
1,928 |
+2 |
Jul07 |
060412 |
1286.5 |
1286.5 |
1286.5 |
1286.5 |
+6.6 |
382 |
3,701 |
+135 |
Total Volume and Open Interest |
47,826 |
141,906 |
-3,823 |
Platinum(NYM) |
Apr06 |
060412 |
1100.0 |
1100.0 |
1092.0 |
1092.0 |
+8.4 |
0 |
62 |
-1 |
Jul06 |
060412 |
1097.0 |
1107.0 |
1095.0 |
1101.0 |
+6.4 |
732 |
9,219 |
-16 |
Oct06 |
060412 |
1106.0 |
1106.0 |
1106.0 |
1106.0 |
+6.4 |
2 |
9 |
+0 |
Total Volume and Open Interest |
734 |
9,290 |
-17 |
Palladium(NYME) |
Jun06 |
060412 |
346.00 |
351.00 |
344.00 |
349.95 |
+3.95 |
1,126 |
16,385 |
+145 |
Sep06 |
060412 |
353.95 |
353.95 |
353.95 |
353.95 |
+4.25 |
11 |
1,448 |
+1 |
Dec06 |
060412 |
361.00 |
361.00 |
356.95 |
356.95 |
+4.25 |
2 |
428 |
+2 |
Total Volume and Open Interest |
1,139 |
18,261 |
+148 |
Copper(CMX) |
May06 |
060412 |
274.20 |
280.00 |
273.10 |
277.15 |
+5.00 |
11,857 |
43,701 |
-2,008 |
Jul06 |
060412 |
273.50 |
278.20 |
272.00 |
275.80 |
+4.55 |
6,329 |
34,780 |
+2,553 |
Sep06 |
060412 |
270.20 |
275.40 |
270.20 |
273.25 |
+4.50 |
642 |
4,567 |
+161 |
Dec06 |
060412 |
267.80 |
270.60 |
267.80 |
268.70 |
+3.95 |
418 |
3,788 |
+186 |
Mar07 |
060412 |
264.50 |
265.00 |
264.10 |
264.10 |
+3.85 |
72 |
689 |
+49 |
Total Volume and Open Interest |
20,169 |
97,705 |
+1,012 |
Aluminum(CMX) |
Apr06 |
060412 |
118.80 |
118.80 |
118.80 |
118.80 |
+2.60 |
5 |
5 |
+0 |
May06 |
060412 |
119.50 |
119.50 |
119.50 |
119.50 |
+2.40 |
6 |
347 |
+5 |
Jun06 |
060412 |
120.00 |
120.00 |
120.00 |
120.00 |
+2.40 |
0 |
172 |
+0 |
Jul06 |
060412 |
120.30 |
120.30 |
120.30 |
120.30 |
+2.35 |
0 |
20 |
+0 |
Aug06 |
060412 |
120.25 |
120.25 |
120.25 |
120.25 |
+2.30 |
|
|
|
Sep06 |
060412 |
120.15 |
120.15 |
120.15 |
120.15 |
+2.25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
12 |
917 |
+5 |
DJIA Index(CBOT) |
Jun06 |
060412 |
11160 |
11193 |
11145 |
11178 |
+34 |
5,415 |
41,761 |
-244 |
Sep06 |
060412 |
11230 |
11258 |
11230 |
11258 |
+34 |
0 |
61 |
+0 |
Dec06 |
060412 |
11329 |
11329 |
11329 |
11329 |
+34 |
0 |
1,676 |
+0 |
Total Volume and Open Interest |
5,415 |
43,498 |
-244 |
S & P 500(CME) |
Jun06 |
060412 |
1294.50 |
1298.00 |
1293.00 |
1295.50 |
+1.50 |
32,720 |
638,509 |
-3,390 |
Sep06 |
060412 |
1306.00 |
1307.00 |
1305.00 |
1306.40 |
+1.50 |
16 |
6,576 |
-2 |
Dec06 |
060412 |
1317.30 |
1317.30 |
1317.30 |
1317.30 |
+1.50 |
146 |
1,400 |
+140 |
Mar07 |
060412 |
1328.20 |
1328.20 |
1328.20 |
1328.20 |
+1.50 |
1 |
54 |
+1 |
Total Volume and Open Interest |
32,883 |
646,584 |
-3,251 |
S & P 500 E-Mini(Globex) |
Jun06 |
060412 |
1294.00 |
1298.25 |
1292.50 |
1295.50 |
+1.50 |
1,105,253 |
1,177,213 |
-12,662 |
Sep06 |
060412 |
1305.00 |
1308.25 |
1304.00 |
1306.50 |
+1.50 |
445 |
1,918 |
+208 |
Total Volume and Open Interest |
1,105,698 |
1,179,131 |
-12,454 |
NASDAQ 100(CME) |
Jun06 |
060412 |
1720.00 |
1724.50 |
1714.00 |
1718.80 |
-2.00 |
6,773 |
59,647 |
-634 |
Sep06 |
060412 |
1738.30 |
1738.30 |
1738.30 |
1738.30 |
-2.00 |
0 |
25 |
+1 |
Dec06 |
060412 |
1757.80 |
1757.80 |
1757.80 |
1757.80 |
-2.00 |
|
|
|
Total Volume and Open Interest |
6,773 |
59,672 |
-633 |
NASDAQ 100 E-Mini(Globex) |
Jun06 |
060412 |
1720.30 |
1724.30 |
1713.50 |
1718.80 |
-2.00 |
334,316 |
291,371 |
-10,219 |
Sep06 |
060412 |
1736.50 |
1744.50 |
1734.50 |
1738.30 |
-2.00 |
124 |
92 |
-12 |
Total Volume and Open Interest |
334,440 |
291,463 |
-10,231 |
S & P Midcap 400(CME) |
Jun06 |
060412 |
787.75 |
789.50 |
786.75 |
789.40 |
+2.60 |
192 |
10,901 |
-28 |
Sep06 |
060412 |
141.04 |
141.04 |
141.04 |
141.04 |
+2.60 |
|
|
|
Dec06 |
060412 |
148.04 |
148.04 |
148.04 |
148.04 |
+2.60 |
|
|
|
Total Volume and Open Interest |
192 |
10,901 |
-28 |
Russell 2000(CME) |
Jun06 |
060412 |
744.90 |
753.00 |
744.90 |
752.50 |
+7.40 |
1,201 |
32,459 |
+230 |
Sep06 |
060412 |
758.50 |
758.50 |
758.50 |
758.50 |
+7.40 |
0 |
41 |
+0 |
Dec06 |
060412 |
764.50 |
764.50 |
764.50 |
764.50 |
+7.40 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,201 |
32,507 |
+230 |
Russell 2000 E-Mini(Globex) |
Jun06 |
060412 |
745.20 |
753.20 |
744.10 |
752.50 |
+7.40 |
137,484 |
313,130 |
+4,212 |
Sep06 |
060412 |
751.70 |
758.50 |
751.70 |
758.50 |
+7.40 |
57 |
712 |
+22 |
Total Volume and Open Interest |
137,541 |
313,842 |
+4,234 |
Value Line(KCBT) |
Jun06 |
060412 |
2081.50 |
2091.50 |
2081.50 |
2091.50 |
+12.00 |
110 |
136 |
+15 |
Total Volume and Open Interest |
110 |
137 |
+15 |
Nikkei 225(CME) |
Jun06 |
060412 |
17340 |
17340 |
17165 |
17175 |
-260 |
66,635 |
215,531 |
-252 |
Sep06 |
060412 |
17270 |
17320 |
17165 |
17165 |
-255 |
29 |
112 |
-20 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Jun06 |
060412 |
17340 |
17340 |
17165 |
17175 |
-260 |
66,635 |
215,531 |
-252 |
Sep06 |
060412 |
17270 |
17320 |
17165 |
17165 |
-255 |
29 |
112 |
-20 |
Dec06 |
060412 |
17130 |
17130 |
17130 |
17130 |
-255 |
|
|
|
Total Volume and Open Interest |
67,174 |
215,711 |
-285 |
CAC 40(MATIF) |
Apr06 |
060412 |
5106.0 |
5114.0 |
5060.0 |
5093.0 |
-26.5 |
91,043 |
456,922 |
+11,544 |
May06 |
060412 |
5056.0 |
5056.0 |
5004.0 |
5035.5 |
-26.5 |
832 |
6,244 |
+18 |
Jun06 |
060412 |
5004.0 |
5007.0 |
4960.0 |
4990.5 |
-26.5 |
2,199 |
92,944 |
+805 |
Total Volume and Open Interest |
94,074 |
557,427 |
+12,365 |
Hang Seng Index(HKFE) |
Apr06 |
060412 |
16391 |
16456 |
16280 |
16370 |
-149 |
33,366 |
124,820 |
+1,877 |
May06 |
060412 |
16254 |
16320 |
16147 |
16235 |
-150 |
1,693 |
2,987 |
+692 |
Jun06 |
060412 |
16340 |
16380 |
16222 |
16288 |
-163 |
384 |
1,366 |
-170 |
Total Volume and Open Interest |
35,466 |
129,542 |
+2,405 |
DAX Index(EUREX) |
Jun06 |
060412 |
5927.5 |
5946.0 |
5888.5 |
5928.5 |
-8.5 |
176,767 |
226,997 |
-1,662 |
Sep06 |
060412 |
5974.0 |
5987.0 |
5936.0 |
5972.0 |
-9.0 |
332 |
12,037 |
-22 |
Dec06 |
060412 |
6001.0 |
6032.0 |
5984.0 |
6020.5 |
-9.0 |
288 |
2,550 |
+29 |
Total Volume and Open Interest |
177,387 |
241,584 |
-1,655 |
FT-SE 100(LIFFE) |
Jun06 |
060412 |
6017.00 |
6025.00 |
5975.00 |
6007.00 |
-18.00 |
85,219 |
466,734 |
-126 |
Sep06 |
060412 |
6017.00 |
6023.50 |
5997.00 |
6023.50 |
-18.50 |
110 |
2,650 |
-8 |
Dec06 |
060412 |
6058.50 |
6058.50 |
6058.50 |
6058.50 |
-18.50 |
0 |
12,492 |
+0 |
Total Volume and Open Interest |
85,329 |
482,876 |
-134 |
SPI 200(SFE) |
Jun06 |
060412 |
5195.0 |
5211.0 |
5179.0 |
5180.0 |
-54.0 |
12,965 |
215,725 |
+2,756 |
Sep06 |
060412 |
5184.0 |
5184.0 |
5179.0 |
5179.0 |
-52.0 |
29 |
3,505 |
+27 |
Dec06 |
060412 |
5198.0 |
5198.0 |
5198.0 |
5198.0 |
-51.0 |
0 |
3,170 |
+0 |
Total Volume and Open Interest |
12,994 |
224,586 |
+2,783 |
GSCI(CME) |
Apr06 |
060412 |
460.00 |
462.55 |
458.40 |
459.00 |
+1.00 |
4,754 |
10,789 |
-4,370 |
May06 |
060412 |
464.00 |
466.00 |
464.00 |
464.85 |
+1.00 |
4,534 |
12,709 |
+4,474 |
Jun06 |
060412 |
469.00 |
469.00 |
469.00 |
469.00 |
+1.40 |
60 |
10 |
-40 |
Total Volume and Open Interest |
9,348 |
23,508 |
+64 |
Reuters CRB Index(NYBOT) |
Jun06 |
060412 |
372.00 |
374.00 |
372.00 |
372.25 |
+0.50 |
44 |
533 |
+10 |
Aug06 |
060412 |
378.75 |
378.75 |
378.75 |
378.75 |
+0.50 |
3 |
408 |
+1 |
Nov06 |
060412 |
385.25 |
385.25 |
385.25 |
385.25 |
+0.50 |
|
|
|
Total Volume and Open Interest |
92 |
1,110 |
-14 |
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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