 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu June 01, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul06 |
060601 |
576.00 |
587.75 |
575.50 |
586.75 |
+7.25 |
51,873 |
210,091 |
-4,516 |
Aug06 |
060601 |
583.00 |
594.00 |
582.50 |
593.75 |
+6.75 |
10,321 |
24,274 |
+6,664 |
Sep06 |
060601 |
589.00 |
601.00 |
589.00 |
600.25 |
+7.25 |
836 |
13,760 |
-119 |
Nov06 |
060601 |
600.50 |
613.50 |
600.00 |
612.50 |
+8.25 |
15,854 |
107,247 |
+1,580 |
Jan07 |
060601 |
610.50 |
622.50 |
610.50 |
621.50 |
+6.75 |
828 |
8,493 |
+101 |
Mar07 |
060601 |
620.00 |
629.50 |
620.00 |
629.50 |
+5.75 |
356 |
4,170 |
+43 |
May07 |
060601 |
625.00 |
634.50 |
625.00 |
634.25 |
+5.00 |
615 |
3,886 |
+33 |
Total Volume and Open Interest |
82,435 |
389,139 |
+4,624 |
Soybean Meal(CBOT) |
Jul06 |
060601 |
171.50 |
175.70 |
171.10 |
175.20 |
+2.80 |
21,188 |
104,356 |
-344 |
Aug06 |
060601 |
172.80 |
176.80 |
172.80 |
176.10 |
+2.60 |
7,258 |
25,006 |
+3,319 |
Sep06 |
060601 |
173.70 |
177.20 |
173.70 |
176.90 |
+2.80 |
1,664 |
18,023 |
+448 |
Oct06 |
060601 |
174.50 |
178.80 |
174.50 |
178.10 |
+3.00 |
873 |
9,895 |
+237 |
Dec06 |
060601 |
176.20 |
181.00 |
176.00 |
180.20 |
+3.00 |
6,467 |
39,631 |
+1,976 |
Jan07 |
060601 |
177.50 |
182.00 |
177.50 |
181.30 |
+3.40 |
352 |
3,319 |
+235 |
Mar07 |
060601 |
179.50 |
184.00 |
179.50 |
183.00 |
+3.10 |
199 |
2,998 |
-32 |
May07 |
060601 |
179.70 |
184.00 |
179.70 |
182.90 |
+3.20 |
275 |
3,738 |
-40 |
Total Volume and Open Interest |
38,536 |
209,648 |
+5,931 |
Soybean Oil(CBOT) |
Jul06 |
060601 |
24.96 |
25.32 |
24.91 |
25.15 |
-0.01 |
30,174 |
135,150 |
-10,227 |
Aug06 |
060601 |
25.20 |
25.54 |
25.15 |
25.36 |
-0.07 |
13,317 |
18,890 |
+4,357 |
Sep06 |
060601 |
25.45 |
25.68 |
25.37 |
25.55 |
-0.10 |
1,382 |
11,217 |
+381 |
Oct06 |
060601 |
25.58 |
25.92 |
25.55 |
25.77 |
-0.12 |
863 |
8,311 |
+340 |
Dec06 |
060601 |
25.95 |
26.37 |
25.95 |
26.19 |
-0.08 |
7,143 |
54,256 |
+3,433 |
Jan07 |
060601 |
26.25 |
26.50 |
26.25 |
26.39 |
-0.07 |
408 |
4,411 |
+363 |
Mar07 |
060601 |
26.55 |
26.64 |
26.55 |
26.64 |
-0.05 |
100 |
2,083 |
+50 |
May07 |
060601 |
26.75 |
26.88 |
26.70 |
26.85 |
-0.13 |
307 |
4,210 |
-16 |
Total Volume and Open Interest |
54,693 |
249,518 |
-815 |
Canola(WCE) |
Jul06 |
060601 |
285.0 |
286.8 |
283.6 |
285.3 |
-0.2 |
15,386 |
30,265 |
-8,254 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060601 |
303.1 |
305.5 |
302.5 |
303.9 |
-1.5 |
15,242 |
44,897 |
+8,816 |
Jan07 |
060601 |
310.2 |
312.5 |
310.2 |
312.5 |
+0.9 |
26 |
3,822 |
+20 |
Mar07 |
060601 |
315.8 |
317.6 |
315.8 |
317.6 |
+0.7 |
1 |
484 |
+1 |
Total Volume and Open Interest |
30,832 |
84,074 |
+668 |
Corn(CBOT) |
Jul06 |
060601 |
247.50 |
255.75 |
247.50 |
254.50 |
+3.25 |
93,058 |
486,725 |
-28,386 |
Sep06 |
060601 |
259.25 |
266.75 |
258.75 |
266.25 |
+3.75 |
47,311 |
211,686 |
+29,388 |
Dec06 |
060601 |
273.50 |
281.75 |
273.50 |
280.75 |
+3.75 |
25,154 |
388,922 |
-102 |
Mar07 |
060601 |
284.50 |
291.75 |
284.50 |
290.75 |
+3.00 |
1,815 |
72,162 |
+906 |
May07 |
060601 |
292.25 |
298.00 |
292.00 |
298.00 |
+2.75 |
433 |
10,126 |
+309 |
Jul07 |
060601 |
300.00 |
304.25 |
300.00 |
303.75 |
+2.50 |
1,196 |
33,278 |
+98 |
Total Volume and Open Interest |
176,000 |
1,348,989 |
+3,993 |
Wheat(CBOT) |
Jul06 |
060601 |
391.50 |
398.00 |
389.00 |
392.00 |
-1.50 |
86,907 |
241,267 |
-23,156 |
Sep06 |
060601 |
406.00 |
412.00 |
403.00 |
408.00 |
unch |
46,815 |
90,566 |
+27,486 |
Dec06 |
060601 |
424.00 |
428.50 |
422.50 |
425.00 |
unch |
12,661 |
109,856 |
+2,238 |
Mar07 |
060601 |
438.00 |
443.00 |
437.00 |
440.25 |
+1.75 |
2,724 |
30,330 |
+1,099 |
May07 |
060601 |
446.50 |
446.50 |
446.50 |
446.50 |
-1.50 |
3 |
718 |
+3 |
Total Volume and Open Interest |
154,591 |
546,844 |
+8,791 |
Wheat(KCBT) |
Jul06 |
060601 |
488.00 |
489.50 |
481.00 |
483.50 |
-4.25 |
12,887 |
74,400 |
-746 |
Sep06 |
060601 |
493.50 |
496.50 |
487.00 |
495.00 |
+0.50 |
3,601 |
24,218 |
+628 |
Dec06 |
060601 |
500.00 |
504.00 |
496.00 |
501.00 |
-0.50 |
4,218 |
31,162 |
+467 |
Mar07 |
060601 |
505.00 |
507.00 |
497.00 |
502.75 |
-3.75 |
631 |
3,346 |
+231 |
May07 |
060601 |
501.00 |
501.00 |
501.00 |
501.00 |
-9.00 |
1 |
6 |
+0 |
Total Volume and Open Interest |
22,241 |
146,676 |
+596 |
Wheat(MGE) |
Jul06 |
060601 |
457.00 |
462.00 |
455.25 |
459.00 |
-2.50 |
4,533 |
18,285 |
+41 |
Sep06 |
060601 |
467.50 |
471.00 |
464.50 |
469.00 |
-0.50 |
1,167 |
13,533 |
+339 |
Dec06 |
060601 |
477.00 |
482.00 |
473.00 |
479.00 |
-4.00 |
1,877 |
20,636 |
-222 |
Mar07 |
060601 |
485.00 |
490.00 |
484.00 |
487.00 |
-6.50 |
132 |
1,108 |
+68 |
May07 |
060601 |
490.00 |
490.00 |
490.00 |
490.00 |
-4.00 |
1 |
63 |
+0 |
Total Volume and Open Interest |
7,803 |
57,308 |
+273 |
Oats(CBOT) |
Jul06 |
060601 |
182.50 |
187.50 |
182.00 |
186.75 |
+4.75 |
4,770 |
5,533 |
-3,012 |
Sep06 |
060601 |
190.00 |
191.50 |
188.00 |
190.00 |
unch |
4,045 |
3,985 |
+3,586 |
Dec06 |
060601 |
186.50 |
189.50 |
185.25 |
188.75 |
+2.25 |
543 |
5,133 |
+186 |
Mar07 |
060601 |
196.00 |
196.00 |
196.00 |
196.00 |
+3.00 |
0 |
109 |
+0 |
Total Volume and Open Interest |
9,358 |
14,765 |
+760 |
Rough Rice(CBOT) |
Jul06 |
060601 |
9.11 |
9.11 |
8.90 |
8.91 |
-0.20 |
2,979 |
7,105 |
-797 |
Sep06 |
060601 |
9.33 |
9.40 |
9.19 |
9.19 |
-0.26 |
2,458 |
2,834 |
+1,234 |
Nov06 |
060601 |
9.42 |
9.51 |
9.36 |
9.36 |
-0.20 |
528 |
3,500 |
+140 |
Jan07 |
060601 |
9.67 |
9.69 |
9.52 |
9.52 |
-0.20 |
31 |
810 |
-16 |
Total Volume and Open Interest |
6,101 |
15,417 |
+609 |
Live Cattle(CME) |
Jun06 |
060601 |
79.700 |
80.225 |
79.550 |
79.975 |
+0.275 |
10,083 |
38,408 |
-3,371 |
Aug06 |
060601 |
80.200 |
80.850 |
80.125 |
80.700 |
+0.625 |
17,874 |
134,659 |
+2,686 |
Oct06 |
060601 |
84.200 |
84.725 |
84.075 |
84.550 |
+0.375 |
6,090 |
49,564 |
+140 |
Dec06 |
060601 |
86.150 |
86.800 |
86.050 |
86.775 |
+0.775 |
1,903 |
25,034 |
+123 |
Feb07 |
060601 |
88.800 |
89.275 |
88.600 |
89.225 |
+0.400 |
556 |
9,661 |
+146 |
Apr07 |
060601 |
86.750 |
87.300 |
86.500 |
87.300 |
+0.450 |
64 |
1,786 |
+10 |
Total Volume and Open Interest |
36,639 |
259,529 |
-216 |
Feeder Cattle(CME) |
Aug06 |
060601 |
109.000 |
110.000 |
108.875 |
109.975 |
+0.850 |
2,508 |
18,159 |
-135 |
Sep06 |
060601 |
108.250 |
109.200 |
108.250 |
109.000 |
+0.525 |
170 |
2,971 |
+59 |
Oct06 |
060601 |
107.400 |
108.300 |
107.250 |
108.200 |
+0.725 |
133 |
2,419 |
+19 |
Nov06 |
060601 |
106.800 |
107.300 |
106.750 |
107.300 |
+0.400 |
35 |
709 |
+2 |
Jan07 |
060601 |
103.400 |
103.950 |
103.400 |
103.875 |
+0.475 |
64 |
380 |
+21 |
Mar07 |
060601 |
102.500 |
102.600 |
102.500 |
102.600 |
+0.100 |
4 |
36 |
+3 |
Apr07 |
060601 |
101.850 |
101.850 |
101.850 |
101.850 |
+0.250 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,944 |
24,706 |
-1 |
Lean Hogs(CME) |
Jun06 |
060601 |
68.300 |
69.975 |
68.300 |
69.600 |
+1.525 |
7,724 |
14,052 |
-2,930 |
Jul06 |
060601 |
66.725 |
68.950 |
66.700 |
68.600 |
+2.175 |
12,790 |
75,883 |
-614 |
Aug06 |
060601 |
65.150 |
67.250 |
65.150 |
67.200 |
+2.050 |
9,491 |
35,353 |
+1,742 |
Oct06 |
060601 |
56.650 |
58.300 |
56.650 |
57.925 |
+1.325 |
1,180 |
19,329 |
-184 |
Dec06 |
060601 |
54.900 |
56.300 |
54.900 |
56.300 |
+1.500 |
271 |
9,876 |
-113 |
Feb07 |
060601 |
57.200 |
58.350 |
57.150 |
58.350 |
+1.075 |
153 |
2,851 |
-31 |
Apr07 |
060601 |
57.825 |
58.950 |
57.775 |
58.850 |
+1.075 |
138 |
1,087 |
-25 |
May07 |
060601 |
60.750 |
60.950 |
60.750 |
60.950 |
+0.600 |
73 |
236 |
+48 |
Total Volume and Open Interest |
31,867 |
158,750 |
-2,080 |
Pork Bellies(CME) |
Jul06 |
060601 |
79.600 |
83.500 |
79.300 |
83.350 |
+2.750 |
415 |
1,722 |
+135 |
Aug06 |
060601 |
77.000 |
79.400 |
77.000 |
79.100 |
+2.100 |
40 |
497 |
+19 |
Feb07 |
060601 |
84.500 |
85.000 |
84.250 |
84.250 |
+1.250 |
0 |
20 |
+0 |
Mar07 |
060601 |
83.300 |
83.300 |
83.300 |
83.300 |
+0.050 |
0 |
6 |
+0 |
Total Volume and Open Interest |
455 |
2,245 |
+154 |
Class III Milk(CME) |
Jun06 |
060601 |
11.30 |
11.45 |
11.30 |
11.42 |
+0.07 |
100 |
3,175 |
-26 |
Jul06 |
060601 |
11.80 |
12.09 |
11.68 |
11.88 |
+0.04 |
212 |
3,483 |
+27 |
Aug06 |
060601 |
12.16 |
12.35 |
12.07 |
12.18 |
-0.04 |
247 |
3,751 |
+8 |
Sep06 |
060601 |
12.40 |
12.50 |
12.31 |
12.42 |
+0.02 |
198 |
3,859 |
+81 |
Oct06 |
060601 |
12.45 |
12.50 |
12.35 |
12.45 |
unch |
100 |
3,371 |
-29 |
Total Volume and Open Interest |
1,227 |
29,082 |
-2,958 |
Cocoa(NYBOT) |
Jul06 |
060601 |
1498 |
1502 |
1469 |
1476 |
+3 |
12,318 |
55,201 |
+816 |
Sep06 |
060601 |
1529 |
1529 |
1502 |
1508 |
+3 |
8,462 |
35,656 |
+4,698 |
Dec06 |
060601 |
1561 |
1561 |
1540 |
1545 |
+3 |
512 |
18,638 |
+143 |
Mar07 |
060601 |
1585 |
1588 |
1572 |
1575 |
+3 |
382 |
13,814 |
+244 |
May07 |
060601 |
1598 |
1598 |
1595 |
1595 |
+3 |
150 |
5,642 |
+26 |
Jul07 |
060601 |
1620 |
1620 |
1615 |
1615 |
+3 |
125 |
2,734 |
+100 |
Sep07 |
060601 |
1631 |
1631 |
1631 |
1631 |
+4 |
0 |
7,714 |
+0 |
Total Volume and Open Interest |
21,949 |
145,370 |
+6,027 |
Coffee "C"(NYBOT) |
Jul06 |
060601 |
98.55 |
100.30 |
98.25 |
99.95 |
+1.00 |
13,404 |
67,086 |
+609 |
Sep06 |
060601 |
102.00 |
103.25 |
101.25 |
102.85 |
+0.95 |
8,980 |
32,713 |
+5,493 |
Dec06 |
060601 |
106.20 |
107.00 |
105.45 |
106.70 |
+0.95 |
1,628 |
11,407 |
+250 |
Mar07 |
060601 |
110.00 |
110.80 |
109.00 |
110.40 |
+1.00 |
460 |
4,378 |
-14 |
May07 |
060601 |
112.10 |
112.75 |
111.50 |
112.75 |
+1.05 |
132 |
1,132 |
+56 |
Jul07 |
060601 |
115.00 |
115.00 |
115.00 |
115.00 |
+1.15 |
0 |
516 |
+0 |
Total Volume and Open Interest |
24,817 |
118,730 |
+6,438 |
Orange Juice(NYBOT) |
Jul06 |
060601 |
150.35 |
150.80 |
149.00 |
149.30 |
-1.45 |
6,753 |
19,538 |
-2,387 |
Sep06 |
060601 |
150.75 |
150.75 |
149.40 |
149.65 |
-1.35 |
3,954 |
6,430 |
+1,961 |
Nov06 |
060601 |
149.50 |
149.50 |
148.45 |
148.75 |
-1.25 |
498 |
2,793 |
-52 |
Jan07 |
060601 |
148.50 |
148.50 |
147.50 |
148.45 |
-1.00 |
67 |
1,672 |
-14 |
Mar07 |
060601 |
149.00 |
149.00 |
148.95 |
148.95 |
-1.60 |
90 |
454 |
-40 |
Total Volume and Open Interest |
11,362 |
30,934 |
-542 |
Sugar #11(NYBOT) |
Jul06 |
060601 |
15.25 |
15.32 |
14.98 |
15.14 |
-0.32 |
41,368 |
213,588 |
-6,231 |
Oct06 |
060601 |
15.33 |
15.65 |
15.20 |
15.47 |
-0.28 |
26,713 |
120,882 |
+6,256 |
Mar07 |
060601 |
15.40 |
15.82 |
15.30 |
15.68 |
-0.27 |
5,645 |
71,006 |
-90 |
May07 |
060601 |
15.30 |
15.74 |
15.25 |
15.61 |
-0.26 |
1,559 |
32,936 |
+330 |
Jul07 |
060601 |
15.05 |
15.65 |
15.05 |
15.51 |
-0.28 |
827 |
26,076 |
+256 |
Total Volume and Open Interest |
76,655 |
485,860 |
+669 |
Sugar #14(NYBOT) |
Jul06 |
060601 |
23.85 |
23.85 |
23.83 |
23.83 |
-0.05 |
392 |
1,226 |
+28 |
Sep06 |
060601 |
23.68 |
23.68 |
23.65 |
23.68 |
-0.04 |
321 |
4,747 |
+146 |
Nov06 |
060601 |
22.75 |
22.78 |
22.75 |
22.78 |
-0.07 |
151 |
1,424 |
+112 |
Jan07 |
060601 |
22.58 |
22.58 |
22.58 |
22.58 |
-0.02 |
61 |
1,209 |
+27 |
Mar07 |
060601 |
22.55 |
22.55 |
22.50 |
22.51 |
-0.12 |
6 |
1,276 |
+3 |
Total Volume and Open Interest |
934 |
11,818 |
+318 |
London Cocoa(LCE) |
Jul06 |
060601 |
844 |
900 |
844 |
851 |
+5 |
5,843 |
73,265 |
-716 |
Sep06 |
060601 |
854 |
908 |
854 |
860 |
+4 |
2,838 |
38,559 |
+965 |
Dec06 |
060601 |
875 |
904 |
875 |
878 |
+3 |
1,851 |
40,399 |
+40 |
Mar07 |
060601 |
908 |
940 |
890 |
891 |
+4 |
1,313 |
22,377 |
+799 |
May07 |
060601 |
919 |
921 |
904 |
904 |
+3 |
452 |
3,812 |
+451 |
Jul07 |
060601 |
928 |
928 |
912 |
912 |
+3 |
31 |
2,728 |
+30 |
Sep07 |
060601 |
936 |
936 |
921 |
921 |
+4 |
0 |
1,454 |
+0 |
Total Volume and Open Interest |
12,328 |
186,376 |
+1,569 |
London Coffee(LCE) |
Jul06 |
060601 |
1136.00 |
1144.00 |
1127.00 |
1142.00 |
+12.00 |
3,512 |
52,652 |
+146 |
Sep06 |
060601 |
1149.00 |
1159.00 |
1143.00 |
1159.00 |
+14.00 |
1,806 |
41,509 |
+712 |
Nov06 |
060601 |
1156.00 |
1170.00 |
1151.00 |
1168.00 |
+16.00 |
828 |
28,181 |
+337 |
Jan07 |
060601 |
1151.00 |
1174.00 |
1150.00 |
1172.00 |
+19.00 |
214 |
2,542 |
+66 |
Mar07 |
060601 |
1163.00 |
1179.00 |
1163.00 |
1179.00 |
+16.00 |
66 |
758 |
+0 |
May07 |
060601 |
1172.00 |
1189.00 |
1172.00 |
1189.00 |
+16.00 |
80 |
649 |
+5 |
Total Volume and Open Interest |
6,522 |
126,403 |
+1,071 |
London Sugar(LCE) |
Aug06 |
060601 |
445.00 |
446.00 |
435.90 |
443.50 |
-3.50 |
2,977 |
28,839 |
-818 |
Oct06 |
060601 |
435.60 |
435.60 |
423.00 |
430.00 |
-5.00 |
1,125 |
17,326 |
+3 |
Dec06 |
060601 |
429.50 |
429.50 |
423.20 |
428.50 |
-4.50 |
447 |
8,158 |
+194 |
Mar07 |
060601 |
425.50 |
427.30 |
416.00 |
423.90 |
-4.60 |
648 |
5,995 |
+16 |
May07 |
060601 |
422.20 |
426.20 |
417.50 |
425.20 |
-4.80 |
432 |
3,019 |
+316 |
Total Volume and Open Interest |
5,955 |
65,199 |
-113 |
Cotton(NYBOT) |
Jul06 |
060601 |
51.50 |
52.50 |
51.50 |
52.35 |
+1.41 |
26,814 |
100,217 |
-5,010 |
Oct06 |
060601 |
56.00 |
56.00 |
55.40 |
55.85 |
+0.57 |
10,827 |
8,321 |
+5,438 |
Dec06 |
060601 |
57.00 |
57.60 |
56.95 |
57.49 |
+0.91 |
15,433 |
56,539 |
+1,830 |
Mar07 |
060601 |
59.90 |
60.20 |
59.75 |
59.95 |
+0.56 |
2,235 |
11,298 |
+1,010 |
May07 |
060601 |
60.79 |
61.00 |
60.79 |
61.00 |
+0.61 |
35 |
551 |
+35 |
Jul07 |
060601 |
61.45 |
61.80 |
61.30 |
61.80 |
+0.55 |
32 |
1,706 |
-5 |
Total Volume and Open Interest |
55,376 |
179,676 |
+3,299 |
Lumber(CME) |
Jul06 |
060601 |
301.6 |
308.8 |
301.6 |
304.7 |
+3.4 |
3,092 |
3,253 |
-534 |
Sep06 |
060601 |
319.8 |
326.0 |
319.8 |
321.6 |
-2.4 |
2,658 |
2,355 |
+1,411 |
Nov06 |
060601 |
315.5 |
316.5 |
314.1 |
316.4 |
+3.6 |
78 |
230 |
+8 |
Jan07 |
060601 |
324.5 |
324.5 |
324.5 |
324.5 |
-0.3 |
0 |
6 |
+0 |
Total Volume and Open Interest |
5,828 |
5,850 |
+885 |
Crude Oil(NYM) |
Jul06 |
060601 |
70.21 |
71.90 |
70.05 |
70.34 |
-0.95 |
149,098 |
265,941 |
-11,929 |
Aug06 |
060601 |
71.05 |
72.90 |
71.00 |
71.23 |
-1.06 |
82,887 |
122,175 |
+19,746 |
Sep06 |
060601 |
71.65 |
73.20 |
71.55 |
71.86 |
-1.03 |
14,749 |
66,706 |
+3,177 |
Oct06 |
060601 |
72.15 |
73.45 |
72.15 |
72.37 |
-1.00 |
6,163 |
35,116 |
+844 |
Nov06 |
060601 |
72.70 |
73.80 |
72.70 |
72.77 |
-0.97 |
2,010 |
24,427 |
+341 |
Dec06 |
060601 |
72.80 |
74.40 |
72.70 |
73.08 |
-0.94 |
13,049 |
106,923 |
-3,706 |
Jan07 |
060601 |
74.10 |
74.50 |
73.20 |
73.29 |
-0.93 |
1,194 |
30,778 |
+399 |
Feb07 |
060601 |
73.70 |
73.70 |
73.42 |
73.42 |
-0.92 |
469 |
13,888 |
-246 |
Mar07 |
060601 |
73.75 |
73.75 |
73.49 |
73.49 |
-0.90 |
1,469 |
14,680 |
+324 |
Apr07 |
060601 |
73.40 |
73.50 |
73.40 |
73.50 |
-0.89 |
340 |
9,468 |
+0 |
May07 |
060601 |
73.46 |
73.46 |
73.46 |
73.46 |
-0.89 |
450 |
6,804 |
+425 |
Jun07 |
060601 |
73.38 |
73.38 |
73.38 |
73.38 |
-0.89 |
1,881 |
37,545 |
+441 |
Jul07 |
060601 |
73.95 |
73.95 |
73.26 |
73.26 |
-0.89 |
128 |
9,379 |
+55 |
Aug07 |
060601 |
74.20 |
74.20 |
73.13 |
73.13 |
-0.89 |
38 |
5,332 |
+28 |
Sep07 |
060601 |
72.99 |
72.99 |
72.99 |
72.99 |
-0.89 |
50 |
7,019 |
+0 |
Oct07 |
060601 |
72.84 |
72.84 |
72.84 |
72.84 |
-0.89 |
0 |
3,276 |
+0 |
Total Volume and Open Interest |
287,168 |
1,028,165 |
+9,874 |
Heating Oil(NYM) |
Jul06 |
060601 |
196.50 |
202.00 |
195.00 |
197.07 |
-2.46 |
38,513 |
73,878 |
-2,264 |
Aug06 |
060601 |
199.40 |
204.50 |
199.10 |
200.24 |
-2.39 |
9,480 |
20,013 |
+2,543 |
Sep06 |
060601 |
202.00 |
207.00 |
201.40 |
203.29 |
-2.24 |
2,312 |
10,617 |
-157 |
Oct06 |
060601 |
205.00 |
210.60 |
205.00 |
206.34 |
-2.29 |
769 |
6,990 |
+67 |
Nov06 |
060601 |
210.00 |
214.50 |
210.00 |
210.09 |
-2.34 |
560 |
5,066 |
+21 |
Dec06 |
060601 |
213.95 |
218.50 |
213.55 |
213.94 |
-2.44 |
1,207 |
14,431 |
-22 |
Jan07 |
060601 |
217.00 |
221.50 |
216.64 |
216.64 |
-2.49 |
915 |
11,585 |
+23 |
Feb07 |
060601 |
217.50 |
222.75 |
217.34 |
217.34 |
-2.44 |
183 |
3,747 |
+78 |
Mar07 |
060601 |
218.50 |
220.50 |
215.84 |
215.84 |
-2.24 |
191 |
3,434 |
+8 |
Apr07 |
060601 |
210.80 |
214.50 |
210.49 |
210.49 |
-2.14 |
106 |
4,100 |
+34 |
May07 |
060601 |
209.50 |
211.75 |
206.44 |
206.44 |
-2.04 |
18 |
654 |
+17 |
Jun07 |
060601 |
207.50 |
208.20 |
204.39 |
204.39 |
-1.99 |
82 |
3,421 |
+55 |
Total Volume and Open Interest |
69,433 |
160,968 |
-5,564 |
Unleaded Gas(NYM) |
Jul06 |
060601 |
206.50 |
218.45 |
206.25 |
212.72 |
+3.15 |
31,259 |
55,201 |
-1,706 |
Aug06 |
060601 |
204.50 |
215.00 |
204.50 |
209.57 |
+1.90 |
7,042 |
13,446 |
+1,870 |
Sep06 |
060601 |
202.00 |
209.00 |
201.50 |
205.97 |
+1.00 |
1,377 |
8,415 |
-20 |
Oct06 |
060601 |
194.50 |
195.70 |
193.77 |
193.77 |
+0.10 |
249 |
5,679 |
+54 |
Nov06 |
060601 |
186.85 |
191.00 |
186.85 |
188.97 |
-0.40 |
50 |
2,019 |
+0 |
Dec06 |
060601 |
188.50 |
188.50 |
186.27 |
186.27 |
-0.90 |
34 |
2,427 |
+23 |
Jan07 |
060601 |
189.25 |
189.25 |
186.62 |
186.62 |
-1.05 |
8 |
1,553 |
+8 |
Total Volume and Open Interest |
54,452 |
89,798 |
-6,000 |
Natural Gas(NYM) |
Jul06 |
060601 |
6.380 |
6.725 |
6.350 |
6.448 |
+0.064 |
34,459 |
115,209 |
-2,226 |
Aug06 |
060601 |
6.660 |
6.980 |
6.600 |
6.698 |
+0.077 |
13,611 |
38,630 |
+3,829 |
Sep06 |
060601 |
6.880 |
7.230 |
6.840 |
6.963 |
+0.097 |
5,887 |
35,821 |
+545 |
Oct06 |
060601 |
7.180 |
7.520 |
7.140 |
7.318 |
+0.132 |
9,069 |
50,839 |
+1,875 |
Nov06 |
060601 |
8.350 |
8.770 |
8.300 |
8.523 |
+0.167 |
2,727 |
43,806 |
-22 |
Dec06 |
060601 |
9.550 |
9.820 |
9.510 |
9.758 |
+0.202 |
3,594 |
28,197 |
+197 |
Jan07 |
060601 |
10.070 |
10.400 |
10.020 |
10.318 |
+0.232 |
10,859 |
49,036 |
+1,397 |
Feb07 |
060601 |
10.090 |
10.390 |
10.030 |
10.323 |
+0.227 |
2,784 |
28,336 |
+109 |
Mar07 |
060601 |
10.000 |
10.220 |
9.930 |
10.138 |
+0.222 |
6,198 |
46,631 |
+1,044 |
Apr07 |
060601 |
8.130 |
8.400 |
8.130 |
8.388 |
+0.222 |
4,969 |
32,213 |
+1,131 |
May07 |
060601 |
8.000 |
8.230 |
8.000 |
8.218 |
+0.217 |
1,917 |
24,701 |
-94 |
Jun07 |
060601 |
8.180 |
8.330 |
8.180 |
8.315 |
+0.219 |
587 |
10,474 |
-397 |
Jul07 |
060601 |
8.250 |
8.435 |
8.250 |
8.435 |
+0.209 |
65 |
7,535 |
+6 |
Aug07 |
060601 |
8.350 |
8.530 |
8.350 |
8.530 |
+0.204 |
179 |
6,993 |
+114 |
Sep07 |
060601 |
8.400 |
8.645 |
8.400 |
8.645 |
+0.219 |
328 |
9,022 |
+206 |
Oct07 |
060601 |
8.550 |
8.800 |
8.550 |
8.800 |
+0.214 |
980 |
22,848 |
+292 |
Total Volume and Open Interest |
111,734 |
833,675 |
+10,919 |
Brent Crude Oil(ICE) |
Jul06 |
060601 |
70.25 |
70.95 |
69.01 |
69.39 |
-1.02 |
100,518 |
97,160 |
-15,661 |
Aug06 |
060601 |
71.10 |
71.76 |
69.86 |
70.29 |
-0.91 |
49,370 |
103,571 |
+5,283 |
Sep06 |
060601 |
71.44 |
72.29 |
70.44 |
70.94 |
-0.85 |
17,841 |
45,223 |
+2,595 |
Oct06 |
060601 |
71.87 |
72.56 |
70.96 |
71.40 |
-0.83 |
7,008 |
33,922 |
+1,257 |
Nov06 |
060601 |
72.18 |
73.03 |
71.26 |
71.74 |
-0.84 |
1,981 |
12,228 |
-446 |
Dec06 |
060601 |
72.55 |
73.32 |
71.52 |
71.99 |
-0.83 |
5,223 |
55,882 |
-892 |
Jan07 |
060601 |
72.44 |
73.37 |
72.01 |
72.19 |
-0.83 |
225 |
11,927 |
+100 |
Feb07 |
060601 |
73.43 |
73.44 |
72.28 |
72.28 |
-0.84 |
0 |
8,228 |
+0 |
Mar07 |
060601 |
72.24 |
72.91 |
72.07 |
72.31 |
-0.85 |
275 |
6,622 |
+0 |
Apr07 |
060601 |
72.66 |
73.45 |
72.10 |
72.34 |
-0.84 |
0 |
2,290 |
+0 |
May07 |
060601 |
72.25 |
73.45 |
72.25 |
72.32 |
-0.81 |
0 |
966 |
+0 |
Jun07 |
060601 |
72.50 |
73.36 |
71.85 |
72.23 |
-0.79 |
416 |
11,242 |
-160 |
Jul07 |
060601 |
72.10 |
72.10 |
72.10 |
72.10 |
-0.77 |
0 |
50 |
+0 |
Aug07 |
060601 |
71.97 |
71.97 |
71.97 |
71.97 |
-0.75 |
0 |
235 |
+0 |
Total Volume and Open Interest |
183,844 |
440,309 |
-7,632 |
Gas Oil(ICE) |
Jun06 |
060601 |
624.00 |
631.25 |
610.75 |
627.50 |
+8.25 |
32,692 |
37,207 |
-4,859 |
Jul06 |
060601 |
628.50 |
635.75 |
615.50 |
632.00 |
+8.50 |
24,023 |
63,051 |
-295 |
Aug06 |
060601 |
637.25 |
642.25 |
622.00 |
638.50 |
+8.75 |
6,243 |
20,180 |
+2,178 |
Sep06 |
060601 |
644.25 |
648.00 |
629.25 |
645.75 |
+9.25 |
1,814 |
11,928 |
+776 |
Oct06 |
060601 |
650.00 |
653.50 |
636.25 |
652.50 |
+9.25 |
723 |
11,368 |
+266 |
Nov06 |
060601 |
651.50 |
659.75 |
643.50 |
658.75 |
+9.50 |
481 |
6,088 |
+260 |
Dec06 |
060601 |
659.25 |
665.75 |
647.75 |
664.00 |
+9.50 |
653 |
28,830 |
+121 |
Jan07 |
060601 |
661.25 |
668.00 |
660.75 |
668.00 |
+9.75 |
0 |
7,655 |
+0 |
Feb07 |
060601 |
667.50 |
667.50 |
667.50 |
667.50 |
+9.75 |
0 |
501 |
+0 |
Mar07 |
060601 |
665.75 |
665.75 |
665.75 |
665.75 |
+9.75 |
50 |
3,534 |
+50 |
Total Volume and Open Interest |
68,529 |
221,375 |
-78 |
US Dollar Index(NYBOT) |
Jun06 |
060601 |
84.63 |
85.22 |
84.58 |
84.74 |
+0.09 |
2,829 |
35,584 |
-1,171 |
Sep06 |
060601 |
84.44 |
84.90 |
84.22 |
84.40 |
+0.09 |
96 |
3,073 |
+42 |
Dec06 |
060601 |
84.37 |
84.45 |
84.02 |
84.09 |
+0.09 |
1 |
91 |
+1 |
Total Volume and Open Interest |
2,926 |
38,753 |
-1,128 |
Australian Dollar(CME) |
Jun06 |
060601 |
74.50 |
74.74 |
74.36 |
74.72 |
-0.46 |
5,399 |
74,123 |
-841 |
Sep06 |
060601 |
74.30 |
74.66 |
74.30 |
74.61 |
-0.45 |
15 |
1,284 |
+93 |
Dec06 |
060601 |
74.50 |
74.50 |
74.50 |
74.50 |
-0.45 |
0 |
230 |
+7 |
Total Volume and Open Interest |
5,414 |
75,655 |
-741 |
British Pound(CME) |
Jun06 |
060601 |
186.04 |
186.91 |
185.70 |
186.54 |
-0.43 |
1,831 |
108,086 |
-2,772 |
Sep06 |
060601 |
187.05 |
187.05 |
186.84 |
186.84 |
-0.43 |
13 |
1,113 |
+25 |
Dec06 |
060601 |
187.15 |
187.15 |
187.15 |
187.15 |
-0.43 |
0 |
154 |
+2 |
Total Volume and Open Interest |
1,844 |
109,354 |
-2,745 |
Canadian Dollar(CME) |
Jun06 |
060601 |
90.35 |
90.95 |
90.10 |
90.76 |
-0.06 |
6,824 |
109,405 |
+6,559 |
Sep06 |
060601 |
90.72 |
91.08 |
90.50 |
90.99 |
-0.06 |
761 |
5,289 |
+199 |
Dec06 |
060601 |
91.25 |
91.25 |
91.23 |
91.23 |
-0.06 |
8 |
1,085 |
+4 |
Mar07 |
060601 |
91.47 |
91.47 |
91.47 |
91.47 |
-0.06 |
0 |
184 |
-3 |
Total Volume and Open Interest |
7,596 |
116,013 |
+6,761 |
Japanese Yen(CME) |
Jun06 |
060601 |
88.46 |
89.20 |
88.39 |
88.95 |
-0.03 |
1,691 |
171,672 |
-2,494 |
Sep06 |
060601 |
89.52 |
90.22 |
89.52 |
90.06 |
-0.05 |
534 |
35,070 |
+1,042 |
Dec06 |
060601 |
91.14 |
91.14 |
91.14 |
91.14 |
-0.05 |
0 |
296 |
+2 |
Total Volume and Open Interest |
2,225 |
207,066 |
-1,446 |
Swiss Franc(CME) |
Jun06 |
060601 |
81.53 |
82.13 |
81.45 |
81.97 |
-0.24 |
3,091 |
99,130 |
-729 |
Sep06 |
060601 |
82.32 |
82.88 |
82.32 |
82.76 |
-0.24 |
14 |
965 |
+29 |
Dec06 |
060601 |
83.20 |
83.47 |
83.20 |
83.47 |
-0.24 |
0 |
51 |
+0 |
Total Volume and Open Interest |
3,105 |
100,152 |
-700 |
EuroFX(CME) |
Jun06 |
060601 |
127.45 |
128.40 |
127.36 |
128.15 |
-0.09 |
1,638 |
193,486 |
+5,432 |
Sep06 |
060601 |
128.30 |
129.00 |
128.19 |
128.88 |
-0.09 |
57 |
7,163 |
+335 |
Dec06 |
060601 |
129.52 |
129.52 |
129.52 |
129.52 |
-0.08 |
40 |
519 |
+36 |
Total Volume and Open Interest |
1,735 |
201,307 |
+5,805 |
Mexican Peso(CME) |
Jun06 |
060601 |
8817.0 |
8890.0 |
8810.0 |
8882.0 |
+75.0 |
7,520 |
65,519 |
+777 |
Sep06 |
060601 |
8820.0 |
8832.0 |
8810.0 |
8832.0 |
+75.0 |
11 |
1,046 |
-41 |
Total Volume and Open Interest |
7,582 |
91,407 |
+786 |
30-Year T-Bonds(CBOT) |
Jun06 |
060601 |
106~10 |
106~24 |
106~01 |
106~15 |
+0~02 |
258,062 |
258,038 |
-80,438 |
Sep06 |
060601 |
106~03 |
106~19 |
105~27 |
106~09 |
+0~02 |
585,452 |
550,784 |
+97,484 |
Dec06 |
060601 |
105~30 |
106~26 |
105~30 |
106~08 |
+0~01 |
417 |
1,853 |
+56 |
Total Volume and Open Interest |
843,931 |
810,676 |
+17,102 |
10-Year T-Notes(CBOT) |
Jun06 |
060601 |
105~005 |
105~070 |
104~280 |
105~045 |
+0~020 |
765,271 |
394,354 |
-294,007 |
Sep06 |
060601 |
104~275 |
105~020 |
104~225 |
104~315 |
+0~020 |
1,294,564 |
1,603,028 |
+204,648 |
Total Volume and Open Interest |
2,059,926 |
2,007,007 |
-89,350 |
5-Year T-Notes(CBOT) |
Jun06 |
060601 |
103~195 |
103~240 |
103~195 |
103~235 |
+0~015 |
445,744 |
0 |
+0 |
Sep06 |
060601 |
103~175 |
103~220 |
103~165 |
103~210 |
+0~015 |
728,438 |
0 |
+0 |
Dec06 |
060601 |
103~215 |
103~215 |
103~215 |
103~215 |
+0~015 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,174,182 |
1 |
+0 |
2 Year T-Notes(CBOT) |
Jun06 |
060601 |
101~068 |
101~072 |
101~068 |
101~072 |
unch |
12,930 |
109,807 |
-72,846 |
Sep06 |
060601 |
101~073 |
101~080 |
101~073 |
101~078 |
+0~001 |
15,372 |
453,638 |
+44,674 |
Total Volume and Open Interest |
28,302 |
563,445 |
-28,172 |
Eurodollars(CME) |
Jun06 |
060601 |
94.665 |
94.680 |
94.662 |
94.675 |
-0.007 |
27,363 |
1,275,104 |
-5,734 |
Sep06 |
060601 |
94.565 |
94.590 |
94.555 |
94.575 |
unch |
187,049 |
1,379,120 |
-23,224 |
Dec06 |
060601 |
94.545 |
94.580 |
94.545 |
94.565 |
unch |
31,314 |
1,543,483 |
+10,284 |
Mar07 |
060601 |
94.585 |
94.630 |
94.585 |
94.610 |
unch |
18,225 |
1,250,502 |
+7,931 |
Jun07 |
060601 |
94.615 |
94.655 |
94.615 |
94.640 |
+0.005 |
19,679 |
1,085,013 |
+16,436 |
Sep07 |
060601 |
94.630 |
94.670 |
94.625 |
94.655 |
+0.010 |
33,624 |
918,788 |
+21,997 |
Dec07 |
060601 |
94.620 |
94.665 |
94.620 |
94.650 |
+0.010 |
19,864 |
610,065 |
-5,967 |
Mar08 |
060601 |
94.610 |
94.660 |
94.610 |
94.645 |
+0.010 |
20,768 |
448,060 |
+2,987 |
Jun08 |
060601 |
94.590 |
94.630 |
94.590 |
94.620 |
+0.010 |
9,244 |
281,235 |
-9,816 |
Sep08 |
060601 |
94.590 |
94.610 |
94.590 |
94.600 |
+0.010 |
12,107 |
244,512 |
-934 |
Dec08 |
060601 |
94.535 |
94.570 |
94.535 |
94.560 |
+0.010 |
5,756 |
211,618 |
+759 |
Mar09 |
060601 |
94.530 |
94.555 |
94.530 |
94.545 |
+0.010 |
8,054 |
160,911 |
+2,366 |
Jun09 |
060601 |
94.485 |
94.530 |
94.485 |
94.520 |
+0.010 |
5,705 |
127,351 |
+2,178 |
Sep09 |
060601 |
94.470 |
94.500 |
94.470 |
94.490 |
+0.010 |
4,688 |
115,134 |
-1,029 |
Dec09 |
060601 |
94.425 |
94.455 |
94.425 |
94.445 |
+0.010 |
3,302 |
107,971 |
-459 |
Mar10 |
060601 |
94.410 |
94.440 |
94.410 |
94.430 |
+0.010 |
4,412 |
91,747 |
+1,295 |
Jun10 |
060601 |
94.385 |
94.410 |
94.385 |
94.400 |
+0.010 |
1,569 |
72,828 |
-233 |
Sep10 |
060601 |
94.350 |
94.375 |
94.350 |
94.365 |
+0.010 |
1,231 |
59,328 |
-365 |
Total Volume and Open Interest |
280,579 |
10,207,272 |
+51,909 |
3-Mth Euro-Yen(CME) |
Jun06 |
060601 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
1,504 |
12,751 |
+497 |
Sep06 |
060601 |
99.44 |
99.47 |
99.44 |
99.47 |
-0.01 |
463 |
11,778 |
+2 |
Dec06 |
060601 |
99.25 |
99.28 |
99.25 |
99.28 |
unch |
253 |
8,148 |
+384 |
Mar07 |
060601 |
99.05 |
99.10 |
99.05 |
99.09 |
unch |
251 |
6,230 |
+57 |
Jun07 |
060601 |
98.88 |
98.90 |
98.88 |
98.90 |
-0.01 |
1 |
4,958 |
-184 |
Sep07 |
060601 |
98.75 |
98.75 |
98.75 |
98.75 |
-0.01 |
1 |
1,917 |
-11 |
Dec07 |
060601 |
98.58 |
98.60 |
98.58 |
98.60 |
+0.01 |
1 |
1,281 |
-67 |
Mar08 |
060601 |
98.45 |
98.45 |
98.45 |
98.45 |
unch |
0 |
201 |
+0 |
Jun08 |
060601 |
98.32 |
98.32 |
98.32 |
98.32 |
-0.02 |
0 |
251 |
+0 |
Sep08 |
060601 |
98.22 |
98.22 |
98.22 |
98.22 |
-0.03 |
|
|
|
Total Volume and Open Interest |
2,476 |
47,521 |
+680 |
3-Mth Euro-Yen(SIMEX) |
Jun06 |
060601 |
99.67 |
99.67 |
99.66 |
99.66 |
-0.02 |
976 |
61,123 |
+896 |
Sep06 |
060601 |
99.46 |
99.47 |
99.44 |
99.44 |
-0.03 |
1,897 |
56,798 |
+443 |
Dec06 |
060601 |
99.28 |
99.28 |
99.24 |
99.25 |
-0.04 |
3,092 |
109,267 |
+2,537 |
Mar07 |
060601 |
99.09 |
99.09 |
99.05 |
99.07 |
-0.03 |
1,818 |
51,215 |
+1,215 |
Jun07 |
060601 |
98.92 |
98.92 |
98.88 |
98.88 |
-0.04 |
836 |
25,019 |
-468 |
Sep07 |
060601 |
98.74 |
98.74 |
98.72 |
98.72 |
-0.04 |
601 |
17,377 |
+940 |
Dec07 |
060601 |
98.57 |
98.57 |
98.57 |
98.57 |
-0.03 |
1,451 |
23,392 |
+1,172 |
Mar08 |
060601 |
98.43 |
98.43 |
98.43 |
98.43 |
-0.03 |
0 |
17,500 |
+68 |
Total Volume and Open Interest |
10,671 |
363,271 |
+6,803 |
German Euro-Bund(EUREX) |
Jun06 |
060601 |
115.78 |
115.88 |
115.57 |
115.81 |
-0.48 |
169,326 |
1,572,442 |
-48,731 |
Sep06 |
060601 |
115.89 |
115.98 |
115.67 |
115.90 |
-0.28 |
72,985 |
205,015 |
+24,428 |
Dec06 |
060601 |
115.08 |
115.26 |
115.08 |
115.26 |
-0.26 |
453 |
11 |
+1 |
Total Volume and Open Interest |
1,636,990 |
1,784,010 |
+30,971 |
German Euro-Bobl(EUREX) |
Jun06 |
060502 |
109.28 |
109.43 |
109.21 |
109.37 |
-1.22 |
964,655 |
1,137,567 |
+270,883 |
Sep06 |
060601 |
109.60 |
109.65 |
109.47 |
109.61 |
-0.12 |
71,529 |
149,624 |
+33,235 |
Dec06 |
060601 |
109.30 |
109.30 |
109.30 |
109.30 |
-0.10 |
500 |
0 |
+0 |
Total Volume and Open Interest |
877,504 |
1,322,872 |
+20,634 |
Long Gilt(LIFFE) |
Jun06 |
060601 |
109~24 |
109~28 |
109~21 |
109~25 |
-0~11 |
62,932 |
101,517 |
-17,136 |
Sep06 |
060601 |
109~15 |
109~19 |
109~12 |
109~15 |
-0~11 |
61,886 |
253,671 |
+11,378 |
Total Volume and Open Interest |
124,818 |
355,188 |
-5,758 |
3-Mth Short Sterling(LIFFE) |
Jun06 |
060601 |
95.26 |
95.26 |
95.26 |
95.26 |
-0.01 |
24,922 |
425,054 |
-4,815 |
Sep06 |
060601 |
95.15 |
95.15 |
95.15 |
95.15 |
unch |
60,126 |
503,504 |
+443 |
Dec06 |
060601 |
95.04 |
95.04 |
95.04 |
95.04 |
unch |
53,710 |
348,233 |
+7,867 |
Total Volume and Open Interest |
255,582 |
2,430,238 |
+4,616 |
3-Mth Euribor(LIFFE) |
Jun06 |
060601 |
96.965 |
96.970 |
96.950 |
96.965 |
-0.005 |
114,185 |
558,927 |
-4,881 |
Sep06 |
060601 |
96.710 |
96.720 |
96.695 |
96.710 |
-0.015 |
137,476 |
581,946 |
-14,540 |
Dec06 |
060601 |
96.500 |
96.520 |
96.495 |
96.515 |
-0.015 |
218,035 |
605,948 |
-21,521 |
Total Volume and Open Interest |
930,249 |
3,567,697 |
-72,271 |
3-Mth Aus T-Bills(SFE) |
Jun06 |
060601 |
94.09 |
94.10 |
94.09 |
94.10 |
unch |
1,092 |
90,543 |
-4,143 |
Sep06 |
060601 |
93.94 |
93.96 |
93.93 |
93.95 |
-0.02 |
17,227 |
286,317 |
+1,095 |
Dec06 |
060601 |
93.89 |
93.91 |
93.89 |
93.91 |
-0.02 |
8,320 |
121,307 |
-1,695 |
Mar07 |
060601 |
93.89 |
93.91 |
93.89 |
93.90 |
-0.03 |
5,211 |
61,309 |
-2,420 |
Jun07 |
060601 |
93.89 |
93.90 |
93.88 |
93.89 |
-0.03 |
1,298 |
33,347 |
+422 |
Sep07 |
060601 |
93.88 |
93.88 |
93.86 |
93.88 |
-0.02 |
272 |
21,603 |
+9 |
Dec07 |
060601 |
93.85 |
93.85 |
93.85 |
93.85 |
-0.03 |
100 |
14,855 |
-64 |
Mar08 |
060601 |
93.83 |
93.84 |
93.83 |
93.84 |
-0.02 |
105 |
7,224 |
-481 |
Jun08 |
060601 |
93.82 |
93.82 |
93.82 |
93.82 |
-0.02 |
2 |
1,092 |
+0 |
Sep08 |
060601 |
93.79 |
93.81 |
93.79 |
93.81 |
-0.02 |
2 |
915 |
+2 |
Total Volume and Open Interest |
33,670 |
640,929 |
-7,248 |
10-Year Aus T-Bonds(SFE) |
Jun06 |
060601 |
94.22 |
94.26 |
94.22 |
94.25 |
-0.03 |
36,209 |
320,999 |
+5,658 |
Sep06 |
060601 |
94.21 |
94.24 |
94.21 |
94.22 |
-0.04 |
0 |
15 |
+1 |
Total Volume and Open Interest |
36,209 |
321,014 |
+5,659 |
3-Year Aus T-Bonds(SFE) |
Jun06 |
060601 |
94.26 |
94.29 |
94.25 |
94.28 |
-0.03 |
73,260 |
480,854 |
-14,401 |
Sep06 |
060601 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.03 |
90 |
988 |
+988 |
Total Volume and Open Interest |
73,350 |
481,842 |
-13,413 |
Gold(CMX) |
Jun06 |
060601 |
630.0 |
633.0 |
620.0 |
627.6 |
-14.9 |
5,034 |
9,837 |
-26,721 |
Aug06 |
060601 |
634.0 |
638.7 |
625.7 |
633.5 |
-15.5 |
53,418 |
188,688 |
+4,882 |
Oct06 |
060601 |
642.0 |
643.5 |
633.0 |
640.0 |
-15.6 |
353 |
10,172 |
+276 |
Dec06 |
060601 |
647.0 |
652.0 |
637.0 |
646.4 |
-15.7 |
1,616 |
29,626 |
-342 |
Feb07 |
060601 |
656.0 |
656.0 |
649.0 |
652.7 |
-15.8 |
17 |
13,291 |
-29 |
Apr07 |
060601 |
662.5 |
662.5 |
659.0 |
659.0 |
-15.8 |
2 |
1,834 |
+0 |
Jun07 |
060601 |
669.0 |
672.0 |
658.5 |
665.3 |
-15.9 |
2 |
12,044 |
+2 |
Aug07 |
060601 |
671.5 |
671.5 |
671.5 |
671.5 |
-16.0 |
0 |
385 |
+0 |
Oct07 |
060601 |
677.8 |
677.8 |
677.8 |
677.8 |
-16.1 |
0 |
2,011 |
+0 |
Dec07 |
060601 |
690.0 |
690.0 |
677.0 |
684.2 |
-16.2 |
123 |
14,147 |
-9 |
Feb08 |
060601 |
690.6 |
690.6 |
690.6 |
690.6 |
-16.3 |
0 |
945 |
+0 |
Apr08 |
060601 |
41.5 |
41.5 |
41.5 |
41.5 |
-16.4 |
|
|
|
Total Volume and Open Interest |
60,570 |
292,481 |
|
Silver(CMX) |
Jul06 |
060601 |
1200.0 |
1219.0 |
1153.0 |
1190.5 |
-55.0 |
20,852 |
53,959 |
-1,372 |
Sep06 |
060601 |
1212.0 |
1229.0 |
1171.0 |
1201.7 |
-55.1 |
4,645 |
14,221 |
+2,739 |
Dec06 |
060601 |
1215.0 |
1241.0 |
1177.0 |
1211.7 |
-53.8 |
777 |
17,628 |
-365 |
Mar07 |
060601 |
1210.0 |
1218.2 |
1205.0 |
1218.2 |
-52.6 |
41 |
7,706 |
-41 |
May07 |
060601 |
1220.2 |
1220.2 |
1220.2 |
1220.2 |
-52.2 |
14 |
2,560 |
+10 |
Jul07 |
060601 |
1235.0 |
1235.0 |
1222.0 |
1222.0 |
-51.8 |
72 |
5,227 |
+75 |
Sep07 |
060601 |
1217.3 |
1217.3 |
1217.3 |
1217.3 |
-50.3 |
0 |
335 |
+0 |
Total Volume and Open Interest |
26,591 |
110,238 |
+850 |
Platinum(NYM) |
Jul06 |
060601 |
1231.0 |
1236.9 |
1215.0 |
1229.8 |
-17.0 |
4,617 |
7,837 |
-1,413 |
Oct06 |
060601 |
1240.0 |
1252.0 |
1228.0 |
1243.8 |
-18.0 |
1,869 |
1,661 |
+1,297 |
Jan07 |
060601 |
1253.8 |
1253.8 |
1253.8 |
1253.8 |
-18.0 |
0 |
2 |
+0 |
Total Volume and Open Interest |
6,486 |
9,500 |
-116 |
Palladium(NYME) |
Jun06 |
060601 |
333.00 |
339.00 |
328.00 |
337.40 |
-9.85 |
812 |
1,962 |
-2,620 |
Sep06 |
060601 |
346.00 |
346.00 |
330.20 |
342.90 |
-10.25 |
1,243 |
14,703 |
+496 |
Dec06 |
060601 |
355.00 |
355.00 |
341.00 |
345.90 |
-10.25 |
33 |
503 |
+2 |
Total Volume and Open Interest |
2,090 |
17,204 |
-2,122 |
Copper(CMX) |
Jul06 |
060601 |
348.00 |
353.50 |
334.00 |
347.10 |
-15.30 |
10,929 |
46,572 |
-3,156 |
Sep06 |
060601 |
343.00 |
350.00 |
331.00 |
343.45 |
-15.25 |
4,382 |
13,908 |
+1,542 |
Dec06 |
060601 |
331.00 |
337.00 |
323.00 |
333.60 |
-14.30 |
161 |
4,938 |
+59 |
Mar07 |
060601 |
325.00 |
325.00 |
323.35 |
323.35 |
-13.75 |
23 |
925 |
-3 |
May07 |
060601 |
319.00 |
319.00 |
314.95 |
314.95 |
-13.25 |
3 |
439 |
+0 |
Total Volume and Open Interest |
16,524 |
78,013 |
-1,519 |
Aluminum(CMX) |
Jun06 |
060601 |
116.00 |
118.00 |
116.00 |
118.00 |
-2.35 |
14 |
182 |
-88 |
Jul06 |
060601 |
119.00 |
119.00 |
119.00 |
119.00 |
-2.25 |
14 |
68 |
+8 |
Aug06 |
060601 |
119.60 |
119.60 |
119.60 |
119.60 |
-2.25 |
|
|
|
Sep06 |
060601 |
119.95 |
119.95 |
119.95 |
119.95 |
-2.25 |
0 |
1 |
+0 |
Oct06 |
060601 |
119.90 |
119.90 |
119.90 |
119.90 |
-2.25 |
0 |
40 |
+0 |
Nov06 |
060601 |
119.95 |
119.95 |
119.95 |
119.95 |
-2.25 |
0 |
40 |
+0 |
Total Volume and Open Interest |
28 |
902 |
-80 |
DJIA Index(CBOT) |
Jun06 |
060601 |
11165 |
11280 |
11160 |
11256 |
+68 |
6,442 |
42,634 |
+157 |
Sep06 |
060601 |
11235 |
11360 |
11235 |
11338 |
+69 |
51 |
634 |
+24 |
Dec06 |
060601 |
11320 |
11400 |
11320 |
11399 |
+68 |
1 |
1,701 |
+1 |
Mar07 |
060601 |
11521 |
11521 |
11521 |
11521 |
+68 |
|
|
|
Total Volume and Open Interest |
6,494 |
44,969 |
+182 |
S & P 500(CME) |
Jun06 |
060601 |
1272.00 |
1287.50 |
1270.70 |
1285.80 |
+13.70 |
67,580 |
534,305 |
-10,552 |
Sep06 |
060601 |
1283.00 |
1298.00 |
1282.20 |
1296.80 |
+13.90 |
21,740 |
130,969 |
+16,355 |
Dec06 |
060601 |
1307.70 |
1307.70 |
1307.70 |
1307.70 |
+13.90 |
355 |
4,222 |
+232 |
Mar07 |
060601 |
1318.50 |
1318.50 |
1318.50 |
1318.50 |
+14.20 |
42 |
143 |
+37 |
Total Volume and Open Interest |
89,717 |
669,990 |
+6,072 |
S & P 500 E-Mini(Globex) |
Jun06 |
060601 |
1273.00 |
1287.75 |
1266.25 |
1285.75 |
+13.75 |
1,229,566 |
1,410,548 |
-20,994 |
Sep06 |
060601 |
1283.50 |
1298.25 |
1277.25 |
1296.75 |
+13.75 |
17,981 |
74,885 |
+12,827 |
Total Volume and Open Interest |
1,247,547 |
1,485,433 |
-8,167 |
NASDAQ 100(CME) |
Jun06 |
060601 |
1585.00 |
1620.00 |
1581.50 |
1619.00 |
+36.00 |
6,564 |
70,835 |
+1,383 |
Sep06 |
060601 |
1602.00 |
1638.00 |
1602.00 |
1638.00 |
+36.00 |
880 |
833 |
+725 |
Dec06 |
060601 |
1656.80 |
1656.80 |
1656.80 |
1656.80 |
+36.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
7,444 |
71,678 |
+2,108 |
NASDAQ 100 E-Mini(Globex) |
Jun06 |
060601 |
1581.80 |
1619.80 |
1575.00 |
1619.00 |
+36.00 |
307,158 |
422,525 |
-3,999 |
Sep06 |
060601 |
1602.00 |
1638.80 |
1594.00 |
1638.00 |
+36.00 |
462 |
1,420 |
+35 |
Total Volume and Open Interest |
307,620 |
423,945 |
-3,964 |
S & P Midcap 400(CME) |
Jun06 |
060601 |
768.00 |
779.25 |
767.00 |
778.70 |
+12.00 |
146 |
10,678 |
+78 |
Sep06 |
060601 |
131.24 |
131.24 |
131.24 |
131.24 |
+12.40 |
0 |
1 |
+0 |
Dec06 |
060601 |
138.24 |
138.24 |
138.24 |
138.24 |
+12.40 |
|
|
|
Total Volume and Open Interest |
146 |
10,679 |
+78 |
Russell 2000(CME) |
Jun06 |
060601 |
724.00 |
738.50 |
721.60 |
737.90 |
+15.70 |
2,396 |
42,142 |
+1,046 |
Sep06 |
060601 |
732.00 |
744.50 |
732.00 |
743.85 |
+15.80 |
479 |
2,489 |
+507 |
Dec06 |
060601 |
749.85 |
749.85 |
749.85 |
749.85 |
+15.80 |
0 |
7 |
+0 |
Total Volume and Open Interest |
2,875 |
44,638 |
+1,553 |
Russell 2000 E-Mini(Globex) |
Jun06 |
060601 |
722.60 |
738.80 |
719.10 |
737.90 |
+15.70 |
193,819 |
419,044 |
-3,102 |
Sep06 |
060601 |
730.10 |
744.50 |
726.00 |
743.90 |
+15.80 |
8,148 |
10,673 |
+7,323 |
Total Volume and Open Interest |
201,967 |
429,717 |
+4,221 |
Value Line(KCBT) |
Jun06 |
060601 |
2048.00 |
2060.00 |
2047.50 |
2060.00 |
+44.00 |
1 |
82 |
+0 |
Total Volume and Open Interest |
1 |
83 |
+0 |
Nikkei 225(CME) |
Jun06 |
060601 |
15635 |
15660 |
15415 |
15495 |
+5 |
63,088 |
225,024 |
+833 |
Sep06 |
060601 |
15640 |
15655 |
15435 |
15495 |
-10 |
1,334 |
918 |
+131 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Jun06 |
060601 |
15635 |
15660 |
15415 |
15495 |
+5 |
63,088 |
225,024 |
+833 |
Sep06 |
060601 |
15640 |
15655 |
15435 |
15495 |
-10 |
1,334 |
918 |
+131 |
Dec06 |
060601 |
15465 |
15465 |
15465 |
15465 |
+35 |
|
|
|
Total Volume and Open Interest |
64,422 |
226,001 |
+964 |
CAC 40(MATIF) |
Jun06 |
060601 |
4915.5 |
4938.5 |
4865.0 |
4927.0 |
+8.5 |
137,532 |
504,528 |
-46,489 |
Jul06 |
060601 |
4933.5 |
4937.0 |
4878.5 |
4935.0 |
+8.5 |
2,583 |
10,712 |
+1,366 |
Aug06 |
060601 |
4946.0 |
4946.0 |
4946.0 |
4946.0 |
+8.0 |
|
|
|
Total Volume and Open Interest |
140,410 |
524,466 |
-45,111 |
Hang Seng Index(HKFE) |
Jun06 |
060601 |
15776 |
15968 |
15580 |
15648 |
-183 |
40,775 |
112,871 |
+42,815 |
Jul06 |
060601 |
15810 |
16012 |
15634 |
15700 |
-180 |
|
|
|
Total Volume and Open Interest |
56,340 |
113,618 |
|
DAX Index(EUREX) |
Jun06 |
060601 |
5696.0 |
5750.0 |
5607.0 |
5710.0 |
+11.0 |
247,588 |
260,859 |
+699 |
Sep06 |
060601 |
5739.0 |
5789.5 |
5650.0 |
5752.5 |
+11.0 |
1,205 |
13,724 |
+44 |
Dec06 |
060601 |
5762.5 |
5837.0 |
5696.5 |
5800.0 |
+11.5 |
593 |
7,379 |
+19 |
Total Volume and Open Interest |
249,386 |
281,962 |
+762 |
FT-SE 100(LIFFE) |
Jun06 |
060601 |
5702.00 |
5751.00 |
5676.50 |
5740.50 |
+14.50 |
133,062 |
483,392 |
-427 |
Sep06 |
060601 |
5721.50 |
5760.00 |
5691.00 |
5754.50 |
+14.00 |
214 |
4,459 |
+29 |
Dec06 |
060601 |
5746.00 |
5787.00 |
5746.00 |
5787.00 |
+14.50 |
17 |
36,644 |
+0 |
Total Volume and Open Interest |
133,293 |
525,495 |
-398 |
SPI 200(SFE) |
Jun06 |
060601 |
5040.0 |
5071.0 |
5030.0 |
5067.0 |
+60.0 |
21,177 |
241,197 |
+6,029 |
Sep06 |
060601 |
5039.0 |
5060.0 |
5024.0 |
5059.0 |
+60.0 |
937 |
6,826 |
+62 |
Dec06 |
060601 |
5065.0 |
5080.0 |
5065.0 |
5080.0 |
+60.0 |
256 |
3,966 |
-55 |
Total Volume and Open Interest |
22,442 |
255,108 |
+6,096 |
GSCI(CME) |
Jun06 |
060601 |
467.00 |
476.75 |
466.90 |
469.60 |
-5.20 |
564 |
21,454 |
+241 |
Jul06 |
060601 |
481.50 |
481.50 |
476.00 |
476.00 |
-4.80 |
111 |
255 |
+102 |
Aug06 |
060601 |
479.00 |
479.00 |
479.00 |
479.00 |
-4.00 |
0 |
9 |
+0 |
Total Volume and Open Interest |
675 |
21,718 |
+343 |
Reuters CRB Index(NYBOT) |
Jun06 |
060601 |
376.50 |
379.50 |
376.00 |
378.75 |
-1.00 |
7 |
354 |
-2 |
Aug06 |
060601 |
386.00 |
389.50 |
386.00 |
388.25 |
-1.00 |
9 |
432 |
+0 |
Nov06 |
060601 |
396.75 |
396.75 |
396.75 |
396.75 |
-2.00 |
0 |
201 |
+0 |
Total Volume and Open Interest |
16 |
987 |
-2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|