 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue June 06, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul06 |
060606 |
603.00 |
603.25 |
593.00 |
593.50 |
-9.75 |
61,655 |
189,062 |
-15,384 |
Aug06 |
060606 |
609.00 |
609.50 |
600.00 |
600.75 |
-9.25 |
5,186 |
28,016 |
+927 |
Sep06 |
060606 |
615.00 |
615.00 |
606.00 |
606.00 |
-10.00 |
968 |
14,306 |
+202 |
Nov06 |
060606 |
628.00 |
628.75 |
618.00 |
619.00 |
-10.00 |
25,687 |
109,790 |
-100 |
Jan07 |
060606 |
638.00 |
638.50 |
628.50 |
628.75 |
-8.50 |
1,785 |
9,064 |
+384 |
Mar07 |
060606 |
644.00 |
644.00 |
634.50 |
635.00 |
-9.50 |
1,635 |
5,542 |
+649 |
May07 |
060606 |
645.00 |
645.00 |
638.00 |
638.50 |
-10.00 |
690 |
4,601 |
+120 |
Total Volume and Open Interest |
100,399 |
377,822 |
-13,105 |
Soybean Meal(CBOT) |
Jul06 |
060606 |
184.50 |
185.00 |
180.20 |
180.90 |
-3.00 |
33,961 |
77,126 |
-9,736 |
Aug06 |
060606 |
185.30 |
185.30 |
181.00 |
181.70 |
-2.30 |
6,171 |
24,798 |
-346 |
Sep06 |
060606 |
185.70 |
185.70 |
181.50 |
181.70 |
-3.00 |
1,761 |
18,611 |
+100 |
Oct06 |
060606 |
186.00 |
186.00 |
182.30 |
182.70 |
-3.00 |
1,762 |
10,010 |
+185 |
Dec06 |
060606 |
188.50 |
188.80 |
184.50 |
185.00 |
-2.80 |
11,328 |
41,244 |
+1,370 |
Jan07 |
060606 |
188.70 |
188.70 |
185.50 |
185.90 |
-2.70 |
243 |
3,425 |
-54 |
Mar07 |
060606 |
189.50 |
189.50 |
187.00 |
187.40 |
-2.60 |
617 |
3,565 |
+298 |
May07 |
060606 |
189.00 |
189.00 |
187.20 |
187.30 |
-2.30 |
951 |
4,342 |
+242 |
Total Volume and Open Interest |
59,285 |
187,470 |
-6,952 |
Soybean Oil(CBOT) |
Jul06 |
060606 |
25.07 |
25.34 |
25.01 |
25.03 |
-0.27 |
19,188 |
124,821 |
-4,325 |
Aug06 |
060606 |
25.32 |
25.51 |
25.24 |
25.25 |
-0.26 |
2,966 |
21,825 |
+391 |
Sep06 |
060606 |
25.50 |
25.65 |
25.42 |
25.42 |
-0.29 |
1,514 |
12,125 |
+246 |
Oct06 |
060606 |
25.75 |
25.85 |
25.66 |
25.68 |
-0.26 |
744 |
8,841 |
-34 |
Dec06 |
060606 |
26.18 |
26.35 |
26.05 |
26.07 |
-0.29 |
9,130 |
59,394 |
+1,461 |
Jan07 |
060606 |
26.37 |
26.40 |
26.27 |
26.27 |
-0.29 |
190 |
4,113 |
+66 |
Mar07 |
060606 |
26.65 |
26.65 |
26.52 |
26.52 |
-0.31 |
183 |
2,094 |
+27 |
May07 |
060606 |
26.90 |
26.90 |
26.80 |
26.80 |
-0.27 |
727 |
5,303 |
+447 |
Total Volume and Open Interest |
38,157 |
253,923 |
-788 |
Canola(WCE) |
Jul06 |
060606 |
286.8 |
286.9 |
282.6 |
283.9 |
-2.9 |
4,483 |
25,645 |
-431 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060606 |
305.0 |
305.6 |
300.5 |
302.0 |
-3.3 |
3,450 |
48,609 |
+1,971 |
Jan07 |
060606 |
311.2 |
311.7 |
309.6 |
310.5 |
-3.5 |
50 |
3,914 |
+50 |
Mar07 |
060606 |
316.3 |
316.9 |
316.3 |
316.9 |
-4.8 |
1 |
502 |
+1 |
Total Volume and Open Interest |
8,433 |
83,787 |
+1,724 |
Corn(CBOT) |
Jul06 |
060606 |
250.75 |
251.00 |
247.50 |
247.75 |
-5.25 |
64,451 |
453,932 |
-14,525 |
Sep06 |
060606 |
262.50 |
262.50 |
259.00 |
259.50 |
-5.25 |
17,158 |
225,197 |
+4,670 |
Dec06 |
060606 |
277.25 |
277.25 |
273.00 |
273.50 |
-5.25 |
32,286 |
391,884 |
-4,036 |
Mar07 |
060606 |
288.00 |
288.00 |
284.25 |
284.50 |
-5.50 |
10,761 |
76,895 |
+3,340 |
May07 |
060606 |
294.00 |
294.50 |
291.25 |
291.50 |
-5.00 |
638 |
11,072 |
+182 |
Jul07 |
060606 |
300.00 |
300.50 |
296.50 |
297.00 |
-5.25 |
1,571 |
33,608 |
+205 |
Total Volume and Open Interest |
134,807 |
1,341,364 |
-7,902 |
Wheat(CBOT) |
Jul06 |
060606 |
395.00 |
395.00 |
383.00 |
385.00 |
-13.50 |
23,018 |
220,426 |
-6,315 |
Sep06 |
060606 |
409.00 |
409.50 |
398.00 |
399.25 |
-15.00 |
5,318 |
99,634 |
+1,697 |
Dec06 |
060606 |
426.00 |
426.00 |
415.50 |
416.75 |
-15.00 |
4,109 |
109,906 |
-343 |
Mar07 |
060606 |
441.00 |
441.00 |
431.00 |
431.75 |
-15.00 |
698 |
30,250 |
-401 |
May07 |
060606 |
447.00 |
447.00 |
440.00 |
440.25 |
-14.25 |
16 |
724 |
+6 |
Total Volume and Open Interest |
35,718 |
536,960 |
-4,902 |
Wheat(KCBT) |
Jul06 |
060606 |
488.00 |
491.00 |
478.00 |
478.25 |
-17.25 |
8,114 |
70,715 |
+245 |
Sep06 |
060606 |
494.50 |
499.00 |
486.50 |
487.75 |
-16.00 |
1,836 |
26,043 |
+640 |
Dec06 |
060606 |
508.00 |
508.00 |
497.00 |
498.50 |
-13.00 |
2,690 |
31,924 |
+792 |
Mar07 |
060606 |
509.00 |
509.00 |
502.00 |
502.50 |
-9.50 |
328 |
3,707 |
+97 |
May07 |
060606 |
506.00 |
506.00 |
493.00 |
493.00 |
-16.00 |
0 |
55 |
+0 |
Total Volume and Open Interest |
13,869 |
147,329 |
+2,264 |
Wheat(MGE) |
Jul06 |
060606 |
463.00 |
463.00 |
450.00 |
450.50 |
-14.50 |
1,816 |
17,305 |
+278 |
Sep06 |
060606 |
471.00 |
471.00 |
459.00 |
459.00 |
-14.75 |
317 |
13,387 |
-47 |
Dec06 |
060606 |
481.00 |
481.00 |
470.00 |
470.50 |
-12.25 |
1,297 |
20,949 |
+520 |
Mar07 |
060606 |
488.00 |
488.00 |
478.50 |
478.50 |
-13.00 |
7 |
1,135 |
+2 |
May07 |
060606 |
485.00 |
485.00 |
485.00 |
485.00 |
-11.00 |
0 |
63 |
+0 |
Total Volume and Open Interest |
3,534 |
56,657 |
+819 |
Oats(CBOT) |
Jul06 |
060606 |
189.75 |
189.75 |
185.25 |
186.50 |
-4.00 |
836 |
4,854 |
-13 |
Sep06 |
060606 |
191.50 |
191.75 |
186.50 |
189.50 |
-3.00 |
140 |
4,271 |
+9 |
Dec06 |
060606 |
190.50 |
190.75 |
185.50 |
188.50 |
-3.00 |
125 |
5,117 |
+38 |
Mar07 |
060606 |
194.75 |
194.75 |
193.00 |
193.00 |
-6.00 |
3 |
110 |
-1 |
Total Volume and Open Interest |
1,104 |
14,357 |
+33 |
Rough Rice(CBOT) |
Jul06 |
060606 |
9.03 |
9.06 |
8.95 |
9.03 |
-0.03 |
307 |
5,984 |
-295 |
Sep06 |
060606 |
9.29 |
9.32 |
9.25 |
9.32 |
-0.03 |
141 |
2,942 |
+10 |
Nov06 |
060606 |
9.48 |
9.48 |
9.36 |
9.46 |
-0.04 |
159 |
3,502 |
+39 |
Jan07 |
060606 |
9.60 |
9.60 |
9.60 |
9.60 |
-0.02 |
23 |
817 |
-3 |
Total Volume and Open Interest |
650 |
14,386 |
-251 |
Live Cattle(CME) |
Jun06 |
060606 |
80.100 |
80.250 |
79.500 |
80.225 |
+0.050 |
8,652 |
28,109 |
+113 |
Aug06 |
060606 |
80.500 |
80.650 |
79.800 |
80.575 |
-0.100 |
16,786 |
131,106 |
-3,483 |
Oct06 |
060606 |
84.000 |
84.300 |
83.325 |
84.225 |
+0.150 |
7,464 |
48,172 |
-1,245 |
Dec06 |
060606 |
86.300 |
86.300 |
85.525 |
86.000 |
-0.275 |
3,166 |
26,324 |
-54 |
Feb07 |
060606 |
88.500 |
88.550 |
87.800 |
88.525 |
-0.175 |
737 |
9,982 |
-58 |
Apr07 |
060606 |
86.400 |
86.400 |
85.700 |
86.300 |
-0.200 |
63 |
1,947 |
+55 |
Total Volume and Open Interest |
36,904 |
246,233 |
-4,659 |
Feeder Cattle(CME) |
Aug06 |
060606 |
109.800 |
110.000 |
108.700 |
109.850 |
+0.275 |
2,270 |
18,529 |
-39 |
Sep06 |
060606 |
108.750 |
109.400 |
107.800 |
109.275 |
+0.425 |
297 |
3,202 |
+40 |
Oct06 |
060606 |
107.900 |
108.250 |
106.900 |
108.225 |
+0.325 |
242 |
2,481 |
-42 |
Nov06 |
060606 |
106.850 |
106.950 |
106.000 |
106.950 |
+0.100 |
34 |
742 |
+5 |
Jan07 |
060606 |
103.900 |
103.900 |
103.350 |
103.850 |
+0.100 |
44 |
514 |
+27 |
Mar07 |
060606 |
103.000 |
103.000 |
102.600 |
102.700 |
-0.200 |
6 |
42 |
+3 |
Apr07 |
060606 |
102.200 |
102.200 |
102.000 |
102.000 |
-0.300 |
3 |
4 |
+3 |
Total Volume and Open Interest |
2,899 |
25,547 |
-1 |
Lean Hogs(CME) |
Jun06 |
060606 |
70.000 |
70.450 |
69.700 |
70.300 |
+0.175 |
4,721 |
9,133 |
-1,936 |
Jul06 |
060606 |
70.100 |
70.100 |
69.300 |
69.825 |
-0.350 |
14,363 |
71,380 |
-3,366 |
Aug06 |
060606 |
68.700 |
68.700 |
67.750 |
68.325 |
-0.500 |
13,244 |
37,202 |
-1,915 |
Oct06 |
060606 |
59.550 |
59.550 |
58.700 |
58.800 |
-0.850 |
3,913 |
21,534 |
-26 |
Dec06 |
060606 |
56.600 |
56.950 |
56.250 |
56.575 |
-0.650 |
1,866 |
10,301 |
-497 |
Feb07 |
060606 |
59.000 |
59.000 |
58.250 |
58.725 |
-0.425 |
675 |
3,418 |
+18 |
Apr07 |
060606 |
59.200 |
59.350 |
59.000 |
59.350 |
-0.475 |
246 |
1,569 |
+143 |
May07 |
060606 |
61.400 |
61.500 |
61.300 |
61.500 |
-0.400 |
51 |
330 |
+24 |
Total Volume and Open Interest |
39,133 |
155,056 |
-7,535 |
Pork Bellies(CME) |
Jul06 |
060606 |
87.000 |
87.150 |
83.700 |
85.025 |
-1.175 |
675 |
1,462 |
-195 |
Aug06 |
060606 |
83.200 |
83.200 |
80.700 |
81.500 |
-0.650 |
64 |
541 |
+12 |
Feb07 |
060606 |
83.550 |
83.550 |
83.550 |
83.550 |
-0.200 |
0 |
22 |
+0 |
Mar07 |
060606 |
83.700 |
83.700 |
83.700 |
83.700 |
+0.300 |
0 |
6 |
+0 |
Total Volume and Open Interest |
739 |
2,031 |
-183 |
Class III Milk(CME) |
Jun06 |
060606 |
11.25 |
11.25 |
11.25 |
11.25 |
-0.09 |
35 |
3,068 |
+2 |
Jul06 |
060606 |
11.85 |
11.87 |
11.75 |
11.75 |
-0.16 |
200 |
3,562 |
+30 |
Aug06 |
060606 |
12.28 |
12.30 |
12.20 |
12.20 |
-0.10 |
359 |
3,816 |
+46 |
Sep06 |
060606 |
12.53 |
12.55 |
12.48 |
12.48 |
-0.05 |
145 |
3,934 |
+51 |
Oct06 |
060606 |
12.55 |
12.60 |
12.53 |
12.53 |
-0.05 |
98 |
3,481 |
+40 |
Total Volume and Open Interest |
1,124 |
29,617 |
+267 |
Cocoa(NYBOT) |
Jul06 |
060606 |
1480 |
1481 |
1457 |
1460 |
-14 |
4,489 |
50,371 |
-1,088 |
Sep06 |
060606 |
1511 |
1511 |
1486 |
1489 |
-17 |
3,385 |
38,166 |
+691 |
Dec06 |
060606 |
1545 |
1545 |
1526 |
1527 |
-15 |
535 |
19,243 |
+251 |
Mar07 |
060606 |
1571 |
1571 |
1558 |
1560 |
-14 |
230 |
14,531 |
+137 |
May07 |
060606 |
1578 |
1578 |
1578 |
1578 |
-15 |
160 |
5,890 |
+150 |
Jul07 |
060606 |
1597 |
1597 |
1597 |
1597 |
-15 |
25 |
2,758 |
+25 |
Sep07 |
060606 |
1630 |
1630 |
1615 |
1615 |
-15 |
148 |
7,945 |
+108 |
Total Volume and Open Interest |
8,992 |
144,889 |
+288 |
Coffee "C"(NYBOT) |
Jul06 |
060606 |
98.25 |
98.60 |
95.50 |
96.10 |
-2.35 |
8,195 |
61,446 |
-692 |
Sep06 |
060606 |
101.25 |
101.45 |
98.35 |
98.90 |
-2.35 |
3,557 |
36,247 |
+656 |
Dec06 |
060606 |
105.00 |
105.00 |
102.25 |
102.70 |
-2.35 |
1,281 |
11,734 |
-160 |
Mar07 |
060606 |
108.80 |
108.80 |
106.25 |
106.35 |
-2.35 |
948 |
5,366 |
+613 |
May07 |
060606 |
110.90 |
110.90 |
108.50 |
108.60 |
-2.35 |
47 |
986 |
-47 |
Jul07 |
060606 |
112.25 |
112.25 |
110.85 |
110.85 |
-2.35 |
0 |
517 |
+0 |
Total Volume and Open Interest |
14,313 |
118,102 |
+432 |
Orange Juice(NYBOT) |
Jul06 |
060606 |
150.50 |
151.40 |
149.90 |
150.95 |
-0.20 |
1,389 |
17,542 |
-426 |
Sep06 |
060606 |
151.00 |
151.70 |
150.25 |
151.70 |
-0.10 |
337 |
7,679 |
+143 |
Nov06 |
060606 |
150.00 |
151.25 |
150.00 |
151.25 |
+0.15 |
102 |
2,736 |
-8 |
Jan07 |
060606 |
149.50 |
151.00 |
149.50 |
150.95 |
-0.05 |
14 |
1,673 |
-2 |
Mar07 |
060606 |
151.75 |
151.75 |
151.75 |
151.75 |
+0.25 |
32 |
477 |
+23 |
Total Volume and Open Interest |
1,874 |
30,157 |
-270 |
Sugar #11(NYBOT) |
Jul06 |
060606 |
15.19 |
15.22 |
15.03 |
15.09 |
-0.30 |
22,306 |
187,811 |
-3,764 |
Oct06 |
060606 |
15.51 |
15.54 |
15.40 |
15.46 |
-0.27 |
15,185 |
130,813 |
+1,486 |
Mar07 |
060606 |
15.80 |
15.80 |
15.69 |
15.75 |
-0.25 |
3,953 |
73,484 |
+287 |
May07 |
060606 |
15.80 |
15.80 |
15.67 |
15.75 |
-0.25 |
1,628 |
34,870 |
+435 |
Jul07 |
060606 |
15.68 |
15.69 |
15.66 |
15.66 |
-0.26 |
1,583 |
26,132 |
-80 |
Total Volume and Open Interest |
45,568 |
475,185 |
-1,550 |
Sugar #14(NYBOT) |
Jul06 |
060606 |
23.65 |
23.80 |
23.65 |
23.70 |
-0.04 |
563 |
1,544 |
+470 |
Sep06 |
060606 |
23.64 |
23.70 |
23.64 |
23.70 |
+0.01 |
113 |
4,796 |
+20 |
Nov06 |
060606 |
22.70 |
22.76 |
22.70 |
22.74 |
-0.02 |
70 |
1,490 |
+70 |
Jan07 |
060606 |
22.55 |
22.55 |
22.55 |
22.55 |
unch |
2 |
1,209 |
+0 |
Mar07 |
060606 |
22.58 |
22.58 |
22.58 |
22.58 |
unch |
0 |
1,273 |
+0 |
Total Volume and Open Interest |
748 |
12,248 |
+560 |
London Cocoa(LCE) |
Jul06 |
060606 |
852 |
862 |
850 |
853 |
+4 |
4,195 |
73,417 |
+518 |
Sep06 |
060606 |
854 |
864 |
854 |
856 |
+2 |
2,223 |
40,521 |
+1,335 |
Dec06 |
060606 |
874 |
880 |
871 |
872 |
unch |
670 |
40,269 |
-39 |
Mar07 |
060606 |
885 |
893 |
883 |
884 |
-1 |
794 |
23,962 |
+466 |
May07 |
060606 |
897 |
903 |
896 |
896 |
-2 |
327 |
4,095 |
+151 |
Jul07 |
060606 |
905 |
915 |
904 |
904 |
-2 |
20 |
2,736 |
+0 |
Sep07 |
060606 |
915 |
915 |
914 |
914 |
-1 |
0 |
1,454 |
+0 |
Total Volume and Open Interest |
8,229 |
190,236 |
+2,431 |
London Coffee(LCE) |
Jul06 |
060606 |
1155.00 |
1157.00 |
1112.00 |
1120.00 |
-45.00 |
3,460 |
47,544 |
-1,539 |
Sep06 |
060606 |
1168.00 |
1173.00 |
1128.00 |
1138.00 |
-43.00 |
3,313 |
45,506 |
+2,051 |
Nov06 |
060606 |
1180.00 |
1182.00 |
1144.00 |
1150.00 |
-42.00 |
456 |
28,914 |
+153 |
Jan07 |
060606 |
1180.00 |
1185.00 |
1149.00 |
1152.00 |
-42.00 |
228 |
3,191 |
+121 |
Mar07 |
060606 |
1192.00 |
1192.00 |
1160.00 |
1160.00 |
-42.00 |
6 |
945 |
+1 |
May07 |
060606 |
1166.00 |
1170.00 |
1166.00 |
1170.00 |
-42.00 |
7 |
800 |
+6 |
Total Volume and Open Interest |
7,472 |
127,011 |
+792 |
London Sugar(LCE) |
Aug06 |
060606 |
451.50 |
451.50 |
443.40 |
447.00 |
-4.50 |
1,377 |
27,421 |
+141 |
Oct06 |
060606 |
436.00 |
436.00 |
430.90 |
434.50 |
-4.00 |
202 |
17,973 |
-36 |
Dec06 |
060606 |
431.00 |
433.60 |
428.80 |
431.00 |
-4.00 |
2 |
8,686 |
+0 |
Mar07 |
060606 |
423.30 |
425.40 |
421.00 |
423.00 |
-5.30 |
0 |
6,156 |
+0 |
May07 |
060606 |
424.40 |
424.50 |
423.50 |
423.50 |
-5.30 |
2 |
3,096 |
+0 |
Total Volume and Open Interest |
1,740 |
65,817 |
+158 |
Cotton(NYBOT) |
Jul06 |
060606 |
52.30 |
52.55 |
51.50 |
51.88 |
-0.76 |
10,623 |
89,920 |
-989 |
Oct06 |
060606 |
55.80 |
56.25 |
55.35 |
55.40 |
-1.00 |
418 |
8,309 |
-8 |
Dec06 |
060606 |
57.50 |
57.85 |
57.05 |
57.29 |
-0.71 |
7,890 |
63,043 |
+1,082 |
Mar07 |
060606 |
60.20 |
60.20 |
59.75 |
60.00 |
-0.58 |
1,572 |
13,512 |
+986 |
May07 |
060606 |
60.75 |
60.75 |
60.75 |
60.75 |
-0.50 |
30 |
633 |
+30 |
Jul07 |
060606 |
61.55 |
61.55 |
61.55 |
61.55 |
-0.48 |
162 |
1,951 |
+96 |
Total Volume and Open Interest |
20,720 |
178,675 |
+1,222 |
Lumber(CME) |
Jul06 |
060606 |
295.7 |
296.0 |
289.8 |
290.4 |
-5.4 |
655 |
2,972 |
-141 |
Sep06 |
060606 |
310.0 |
311.0 |
306.2 |
307.1 |
-3.1 |
219 |
2,400 |
+11 |
Nov06 |
060606 |
313.5 |
313.5 |
307.5 |
307.7 |
-3.9 |
50 |
254 |
+25 |
Jan07 |
060606 |
322.9 |
322.9 |
322.9 |
322.9 |
-2.1 |
1 |
6 |
+0 |
Total Volume and Open Interest |
925 |
5,639 |
-105 |
Crude Oil(NYM) |
Jul06 |
060606 |
71.65 |
72.65 |
71.35 |
72.50 |
-0.10 |
89,820 |
249,500 |
-328 |
Aug06 |
060606 |
72.35 |
73.20 |
72.00 |
73.11 |
-0.23 |
47,004 |
140,384 |
+7,192 |
Sep06 |
060606 |
73.10 |
73.90 |
72.75 |
73.82 |
-0.18 |
24,646 |
70,928 |
+265 |
Oct06 |
060606 |
73.95 |
74.39 |
73.30 |
74.39 |
-0.15 |
7,343 |
34,403 |
-383 |
Nov06 |
060606 |
74.30 |
74.87 |
74.00 |
74.87 |
-0.12 |
1,704 |
24,255 |
-578 |
Dec06 |
060606 |
74.50 |
75.30 |
74.25 |
75.24 |
-0.10 |
13,953 |
106,890 |
-693 |
Jan07 |
060606 |
75.15 |
75.50 |
74.60 |
75.50 |
-0.07 |
1,672 |
33,293 |
+502 |
Feb07 |
060606 |
74.95 |
75.66 |
74.95 |
75.66 |
-0.04 |
120 |
14,059 |
+91 |
Mar07 |
060606 |
75.50 |
75.75 |
75.50 |
75.75 |
-0.03 |
12 |
15,199 |
-8 |
Apr07 |
060606 |
75.77 |
75.77 |
75.77 |
75.77 |
-0.02 |
35 |
10,122 |
-20 |
May07 |
060606 |
75.75 |
75.75 |
75.75 |
75.75 |
unch |
735 |
7,741 |
+546 |
Jun07 |
060606 |
74.90 |
75.69 |
74.90 |
75.69 |
+0.02 |
1,530 |
37,115 |
-271 |
Jul07 |
060606 |
75.57 |
75.57 |
75.57 |
75.57 |
+0.04 |
150 |
9,742 |
+13 |
Aug07 |
060606 |
75.42 |
75.42 |
75.42 |
75.42 |
+0.04 |
0 |
5,432 |
+0 |
Sep07 |
060606 |
75.26 |
75.26 |
75.26 |
75.26 |
+0.04 |
600 |
7,439 |
+100 |
Oct07 |
060606 |
75.09 |
75.09 |
75.09 |
75.09 |
+0.04 |
0 |
3,326 |
+0 |
Total Volume and Open Interest |
199,422 |
1,039,919 |
+3,824 |
Heating Oil(NYM) |
Jul06 |
060606 |
202.00 |
204.80 |
201.00 |
204.26 |
-0.01 |
24,865 |
74,304 |
+1,464 |
Aug06 |
060606 |
204.70 |
207.50 |
204.35 |
207.40 |
+0.09 |
6,475 |
22,692 |
+494 |
Sep06 |
060606 |
208.00 |
210.55 |
207.60 |
210.55 |
+0.09 |
2,073 |
10,996 |
-111 |
Oct06 |
060606 |
211.40 |
213.90 |
211.00 |
213.70 |
+0.19 |
310 |
6,881 |
-46 |
Nov06 |
060606 |
216.50 |
217.50 |
214.60 |
217.30 |
+0.19 |
57 |
4,777 |
-1 |
Dec06 |
060606 |
219.75 |
221.10 |
218.30 |
221.00 |
+0.19 |
290 |
15,192 |
+5 |
Jan07 |
060606 |
222.50 |
223.80 |
221.50 |
223.80 |
+0.24 |
63 |
12,124 |
+30 |
Feb07 |
060606 |
222.75 |
224.55 |
222.20 |
224.55 |
+0.29 |
7 |
4,128 |
+11 |
Mar07 |
060606 |
220.60 |
223.00 |
220.60 |
223.00 |
+0.29 |
133 |
3,348 |
-42 |
Apr07 |
060606 |
216.20 |
217.50 |
215.50 |
217.50 |
+0.29 |
0 |
4,145 |
+0 |
May07 |
060606 |
211.50 |
213.40 |
211.00 |
213.40 |
+0.29 |
0 |
669 |
+0 |
Jun07 |
060606 |
209.75 |
211.30 |
209.75 |
211.30 |
+0.29 |
410 |
4,343 |
+260 |
Total Volume and Open Interest |
34,685 |
164,871 |
+2,064 |
Unleaded Gas(NYM) |
Jul06 |
060606 |
214.65 |
218.75 |
214.00 |
217.88 |
+1.46 |
26,256 |
55,444 |
-724 |
Aug06 |
060606 |
212.10 |
215.80 |
211.75 |
214.88 |
+1.24 |
6,026 |
15,507 |
+1,386 |
Sep06 |
060606 |
209.00 |
210.98 |
208.00 |
210.98 |
+1.39 |
1,439 |
8,405 |
+18 |
Oct06 |
060606 |
198.18 |
198.18 |
198.18 |
198.18 |
+1.54 |
840 |
5,593 |
+343 |
Nov06 |
060606 |
193.33 |
193.33 |
193.33 |
193.33 |
+1.64 |
20 |
1,997 |
+11 |
Dec06 |
060606 |
189.00 |
190.53 |
189.00 |
190.53 |
+1.74 |
824 |
3,062 |
+480 |
Jan07 |
060606 |
188.50 |
190.88 |
188.50 |
190.88 |
+1.84 |
15 |
1,573 |
+1 |
Total Volume and Open Interest |
35,420 |
91,581 |
+1,515 |
Natural Gas(NYM) |
Jul06 |
060606 |
6.380 |
6.450 |
6.290 |
6.385 |
-0.078 |
24,019 |
104,549 |
-4,349 |
Aug06 |
060606 |
6.640 |
6.690 |
6.560 |
6.643 |
-0.075 |
9,975 |
43,581 |
+257 |
Sep06 |
060606 |
6.940 |
7.010 |
6.900 |
6.968 |
-0.070 |
6,248 |
36,344 |
-744 |
Oct06 |
060606 |
7.340 |
7.410 |
7.310 |
7.378 |
-0.055 |
4,437 |
48,990 |
+32 |
Nov06 |
060606 |
8.620 |
8.660 |
8.570 |
8.653 |
-0.070 |
1,202 |
43,728 |
-124 |
Dec06 |
060606 |
9.910 |
9.923 |
9.870 |
9.923 |
-0.070 |
1,772 |
28,673 |
+116 |
Jan07 |
060606 |
10.500 |
10.550 |
10.480 |
10.533 |
-0.080 |
3,197 |
49,055 |
+5 |
Feb07 |
060606 |
10.520 |
10.550 |
10.500 |
10.548 |
-0.075 |
1,322 |
29,954 |
+690 |
Mar07 |
060606 |
10.350 |
10.370 |
10.320 |
10.353 |
-0.085 |
1,267 |
50,831 |
+280 |
Apr07 |
060606 |
8.400 |
8.400 |
8.330 |
8.353 |
-0.105 |
1,142 |
27,664 |
+551 |
May07 |
060606 |
8.250 |
8.250 |
8.150 |
8.193 |
-0.105 |
527 |
22,912 |
-247 |
Jun07 |
060606 |
8.340 |
8.350 |
8.260 |
8.288 |
-0.102 |
56 |
10,814 |
+48 |
Jul07 |
060606 |
8.450 |
8.450 |
8.400 |
8.408 |
-0.102 |
226 |
8,255 |
-70 |
Aug07 |
060606 |
8.550 |
8.550 |
8.500 |
8.500 |
-0.105 |
14 |
7,122 |
+33 |
Sep07 |
060606 |
8.665 |
8.665 |
8.610 |
8.610 |
-0.105 |
15 |
8,967 |
-25 |
Oct07 |
060606 |
8.800 |
8.800 |
8.770 |
8.778 |
-0.109 |
582 |
23,586 |
-75 |
Total Volume and Open Interest |
59,458 |
833,268 |
-4,132 |
Brent Crude Oil(ICE) |
Jul06 |
060606 |
71.30 |
71.66 |
69.88 |
70.81 |
-0.26 |
80,483 |
79,453 |
-1,246 |
Aug06 |
060606 |
72.25 |
72.65 |
71.03 |
71.98 |
-0.35 |
39,706 |
111,781 |
+1,829 |
Sep06 |
060606 |
72.96 |
73.37 |
71.81 |
72.73 |
-0.31 |
17,389 |
51,588 |
+2,525 |
Oct06 |
060606 |
73.35 |
73.82 |
72.42 |
73.28 |
-0.27 |
6,859 |
36,005 |
+940 |
Nov06 |
060606 |
73.92 |
74.19 |
72.81 |
73.69 |
-0.25 |
2,381 |
12,483 |
+454 |
Dec06 |
060606 |
74.10 |
74.40 |
73.09 |
73.97 |
-0.21 |
7,405 |
54,297 |
-3,988 |
Jan07 |
060606 |
74.17 |
74.20 |
73.41 |
74.20 |
-0.18 |
595 |
14,390 |
+322 |
Feb07 |
060606 |
74.33 |
74.33 |
74.33 |
74.33 |
-0.18 |
116 |
8,271 |
+44 |
Mar07 |
060606 |
74.36 |
74.36 |
74.36 |
74.36 |
-0.18 |
563 |
6,108 |
+187 |
Apr07 |
060606 |
74.38 |
74.38 |
74.38 |
74.38 |
-0.17 |
550 |
3,085 |
+363 |
May07 |
060606 |
74.38 |
74.38 |
74.38 |
74.38 |
-0.13 |
0 |
1,505 |
+0 |
Jun07 |
060606 |
74.29 |
74.29 |
74.29 |
74.29 |
-0.12 |
116 |
9,886 |
-50 |
Jul07 |
060606 |
74.14 |
74.14 |
74.14 |
74.14 |
-0.13 |
66 |
116 |
+66 |
Aug07 |
060606 |
73.99 |
73.99 |
73.99 |
73.99 |
-0.11 |
0 |
235 |
+0 |
Total Volume and Open Interest |
158,510 |
439,694 |
+2,048 |
Gas Oil(ICE) |
Jun06 |
060606 |
634.50 |
641.00 |
626.75 |
628.25 |
-6.25 |
22,713 |
27,552 |
-2,688 |
Jul06 |
060606 |
640.00 |
645.00 |
631.50 |
633.50 |
-6.00 |
22,418 |
75,176 |
+6,530 |
Aug06 |
060606 |
645.50 |
651.25 |
638.75 |
640.50 |
-6.00 |
6,300 |
23,736 |
+828 |
Sep06 |
060606 |
654.25 |
658.50 |
646.50 |
647.75 |
-6.00 |
2,208 |
13,623 |
+318 |
Oct06 |
060606 |
659.50 |
665.75 |
653.50 |
654.50 |
-6.00 |
630 |
11,513 |
+130 |
Nov06 |
060606 |
665.75 |
669.50 |
659.75 |
660.50 |
-6.00 |
416 |
7,718 |
+24 |
Dec06 |
060606 |
672.50 |
676.25 |
664.75 |
666.00 |
-5.50 |
1,347 |
28,616 |
+342 |
Jan07 |
060606 |
680.00 |
680.00 |
670.00 |
670.00 |
-5.00 |
456 |
8,033 |
+251 |
Feb07 |
060606 |
669.50 |
669.50 |
669.50 |
669.50 |
-5.00 |
0 |
643 |
+0 |
Mar07 |
060606 |
675.25 |
675.25 |
667.00 |
667.50 |
-5.00 |
0 |
3,534 |
+0 |
Total Volume and Open Interest |
57,938 |
232,074 |
+6,185 |
US Dollar Index(NYBOT) |
Jun06 |
060606 |
84.27 |
84.90 |
84.06 |
84.68 |
+0.60 |
2,984 |
36,176 |
+16 |
Sep06 |
060606 |
83.99 |
84.50 |
83.73 |
84.31 |
+0.59 |
346 |
3,169 |
+78 |
Dec06 |
060606 |
83.64 |
84.12 |
83.64 |
83.98 |
+0.58 |
7 |
110 |
+1 |
Total Volume and Open Interest |
3,337 |
39,460 |
+95 |
Australian Dollar(CME) |
Jun06 |
060606 |
74.50 |
74.53 |
73.95 |
73.97 |
-1.06 |
4,735 |
65,616 |
-6,330 |
Sep06 |
060606 |
74.38 |
74.45 |
73.85 |
73.88 |
-1.04 |
3,339 |
6,610 |
+5,128 |
Dec06 |
060606 |
73.77 |
73.77 |
73.77 |
73.77 |
-1.04 |
1 |
317 |
+2 |
Total Volume and Open Interest |
8,075 |
72,561 |
-1,200 |
British Pound(CME) |
Jun06 |
060606 |
186.60 |
186.60 |
186.00 |
186.27 |
-1.17 |
1,502 |
102,137 |
-9,786 |
Sep06 |
060606 |
186.90 |
186.90 |
186.35 |
186.57 |
-1.16 |
127 |
3,829 |
+2,392 |
Dec06 |
060606 |
186.89 |
186.89 |
186.89 |
186.89 |
-1.14 |
0 |
161 |
+0 |
Total Volume and Open Interest |
1,629 |
106,128 |
-7,394 |
Canadian Dollar(CME) |
Jun06 |
060606 |
90.06 |
90.09 |
89.50 |
89.89 |
-0.74 |
1,929 |
98,948 |
-8,744 |
Sep06 |
060606 |
90.34 |
90.34 |
89.80 |
90.12 |
-0.74 |
920 |
10,035 |
+3,791 |
Dec06 |
060606 |
90.05 |
90.36 |
90.05 |
90.36 |
-0.74 |
12 |
1,109 |
-10 |
Mar07 |
060606 |
90.60 |
90.60 |
90.60 |
90.60 |
-0.74 |
0 |
184 |
+0 |
Total Volume and Open Interest |
2,864 |
110,328 |
-4,963 |
Japanese Yen(CME) |
Jun06 |
060606 |
88.91 |
88.91 |
88.20 |
88.58 |
-0.85 |
2,453 |
160,713 |
-7,603 |
Sep06 |
060606 |
90.13 |
90.13 |
89.35 |
89.69 |
-0.85 |
174 |
37,800 |
+1,235 |
Dec06 |
060606 |
90.77 |
90.77 |
90.77 |
90.77 |
-0.85 |
0 |
665 |
-55 |
Total Volume and Open Interest |
2,627 |
199,206 |
-6,423 |
Swiss Franc(CME) |
Jun06 |
060606 |
82.44 |
82.49 |
82.20 |
82.49 |
-0.50 |
2,738 |
100,700 |
-2,090 |
Sep06 |
060606 |
83.22 |
83.28 |
83.02 |
83.28 |
-0.50 |
3,571 |
7,305 |
+3,074 |
Dec06 |
060606 |
83.99 |
83.99 |
83.99 |
83.99 |
-0.50 |
5 |
62 |
+5 |
Total Volume and Open Interest |
6,314 |
108,073 |
+989 |
EuroFX(CME) |
Jun06 |
060606 |
128.56 |
128.60 |
128.19 |
128.49 |
-0.85 |
5,177 |
191,578 |
-6,049 |
Sep06 |
060606 |
129.28 |
129.30 |
129.00 |
129.23 |
-0.85 |
2,846 |
12,742 |
+3,863 |
Dec06 |
060606 |
129.80 |
129.87 |
129.78 |
129.87 |
-0.85 |
4 |
688 |
+31 |
Total Volume and Open Interest |
8,027 |
205,151 |
-2,151 |
Mexican Peso(CME) |
Jun06 |
060606 |
8825.0 |
8825.0 |
8770.0 |
8825.0 |
-15.0 |
2,644 |
62,628 |
-4,508 |
Sep06 |
060606 |
8780.0 |
8780.0 |
8740.0 |
8775.0 |
-15.0 |
23 |
2,158 |
+175 |
Total Volume and Open Interest |
2,673 |
89,636 |
-4,328 |
30-Year T-Bonds(CBOT) |
Jun06 |
060606 |
107~17 |
107~30 |
107~09 |
107~25 |
+0~09 |
46,868 |
127,375 |
-25,978 |
Sep06 |
060606 |
107~11 |
107~27 |
107~04 |
107~21 |
+0~09 |
272,274 |
631,605 |
-4,531 |
Dec06 |
060606 |
107~12 |
107~26 |
107~12 |
107~22 |
+0~10 |
24 |
2,442 |
+11 |
Total Volume and Open Interest |
319,166 |
761,423 |
-30,498 |
10-Year T-Notes(CBOT) |
Jun06 |
060606 |
105~245 |
105~290 |
105~185 |
105~270 |
+0~030 |
91,662 |
157,964 |
-27,232 |
Sep06 |
060606 |
105~200 |
105~250 |
105~140 |
105~230 |
+0~030 |
754,840 |
1,812,217 |
-31,095 |
Total Volume and Open Interest |
846,759 |
1,979,563 |
-58,287 |
5-Year T-Notes(CBOT) |
Jun06 |
060606 |
104~000 |
104~035 |
104~000 |
104~025 |
+0~010 |
46,339 |
0 |
+0 |
Sep06 |
060606 |
103~305 |
104~025 |
103~280 |
104~005 |
+0~010 |
405,374 |
0 |
+0 |
Dec06 |
060606 |
104~005 |
104~005 |
104~005 |
104~005 |
+0~010 |
0 |
1 |
+0 |
Total Volume and Open Interest |
451,713 |
1 |
+0 |
2 Year T-Notes(CBOT) |
Jun06 |
060606 |
101~078 |
101~082 |
101~078 |
101~082 |
-0~002 |
1,693 |
33,348 |
-3,642 |
Sep06 |
060606 |
101~089 |
101~090 |
101~086 |
101~089 |
-0~004 |
7,730 |
496,185 |
-4,852 |
Total Volume and Open Interest |
9,423 |
529,533 |
-8,494 |
Eurodollars(CME) |
Jun06 |
060606 |
94.662 |
94.673 |
94.660 |
94.668 |
-0.015 |
17,519 |
1,297,150 |
-1,114 |
Sep06 |
060606 |
94.610 |
94.620 |
94.575 |
94.585 |
-0.025 |
695,107 |
1,391,783 |
-2,931 |
Dec06 |
060606 |
94.595 |
94.620 |
94.580 |
94.590 |
-0.025 |
16,374 |
1,540,030 |
-21,970 |
Mar07 |
060606 |
94.655 |
94.675 |
94.640 |
94.655 |
-0.025 |
19,091 |
1,233,367 |
-11,090 |
Jun07 |
060606 |
94.705 |
94.730 |
94.695 |
94.710 |
-0.020 |
21,006 |
1,017,684 |
+3,436 |
Sep07 |
060606 |
94.735 |
94.755 |
94.720 |
94.740 |
-0.015 |
50,136 |
877,715 |
+5,709 |
Dec07 |
060606 |
94.720 |
94.760 |
94.720 |
94.740 |
-0.010 |
30,146 |
624,578 |
+2,860 |
Mar08 |
060606 |
94.720 |
94.750 |
94.715 |
94.735 |
-0.005 |
23,452 |
473,341 |
-885 |
Jun08 |
060606 |
94.705 |
94.725 |
94.690 |
94.715 |
unch |
8,401 |
279,847 |
-3,968 |
Sep08 |
060606 |
94.685 |
94.710 |
94.670 |
94.695 |
unch |
14,934 |
249,685 |
+1,406 |
Dec08 |
060606 |
94.650 |
94.670 |
94.630 |
94.660 |
+0.005 |
6,747 |
215,517 |
-969 |
Mar09 |
060606 |
94.635 |
94.655 |
94.615 |
94.650 |
+0.010 |
6,661 |
164,316 |
+1,952 |
Jun09 |
060606 |
94.610 |
94.635 |
94.595 |
94.630 |
+0.015 |
5,039 |
129,994 |
+580 |
Sep09 |
060606 |
94.580 |
94.605 |
94.570 |
94.600 |
+0.015 |
3,862 |
113,810 |
-9 |
Dec09 |
060606 |
94.535 |
94.565 |
94.525 |
94.560 |
+0.020 |
3,370 |
105,832 |
-1,337 |
Mar10 |
060606 |
94.515 |
94.545 |
94.505 |
94.545 |
+0.025 |
3,750 |
91,527 |
-217 |
Jun10 |
060606 |
94.485 |
94.520 |
94.480 |
94.520 |
+0.030 |
2,304 |
73,246 |
+367 |
Sep10 |
060606 |
94.455 |
94.490 |
94.445 |
94.490 |
+0.030 |
2,726 |
59,591 |
+650 |
Total Volume and Open Interest |
271,985 |
10,141,403 |
-38,710 |
3-Mth Euro-Yen(CME) |
Jun06 |
060606 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.02 |
191 |
14,715 |
-289 |
Sep06 |
060606 |
99.45 |
99.45 |
99.44 |
99.45 |
-0.01 |
8 |
11,169 |
-41 |
Dec06 |
060606 |
99.27 |
99.27 |
99.26 |
99.27 |
-0.01 |
1,100 |
8,089 |
-255 |
Mar07 |
060606 |
99.08 |
99.09 |
99.07 |
99.08 |
unch |
740 |
5,512 |
-798 |
Jun07 |
060606 |
98.91 |
98.91 |
98.90 |
98.91 |
+0.01 |
59 |
4,707 |
-142 |
Sep07 |
060606 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
805 |
1,917 |
+1 |
Dec07 |
060606 |
98.58 |
98.59 |
98.58 |
98.59 |
unch |
283 |
1,291 |
+7 |
Mar08 |
060606 |
98.48 |
98.48 |
98.48 |
98.48 |
+0.01 |
0 |
201 |
+0 |
Jun08 |
060606 |
98.40 |
98.40 |
98.39 |
98.39 |
-0.01 |
0 |
260 |
+4 |
Sep08 |
060606 |
98.30 |
98.31 |
98.29 |
98.29 |
unch |
0 |
11 |
+1 |
Total Volume and Open Interest |
3,186 |
47,882 |
-1,510 |
3-Mth Euro-Yen(SIMEX) |
Jun06 |
060606 |
99.66 |
99.66 |
99.65 |
99.66 |
-0.01 |
226 |
64,037 |
-199 |
Sep06 |
060606 |
99.46 |
99.46 |
99.45 |
99.46 |
-0.02 |
1,069 |
54,801 |
-53 |
Dec06 |
060606 |
99.29 |
99.29 |
99.27 |
99.28 |
-0.02 |
4,212 |
110,333 |
+2,668 |
Mar07 |
060606 |
99.10 |
99.10 |
99.09 |
99.09 |
-0.02 |
2,884 |
51,209 |
-94 |
Jun07 |
060606 |
98.92 |
98.92 |
98.91 |
98.91 |
-0.02 |
1,463 |
24,367 |
+143 |
Sep07 |
060606 |
98.76 |
98.76 |
98.75 |
98.75 |
-0.02 |
1 |
18,064 |
+585 |
Dec07 |
060606 |
98.60 |
98.61 |
98.60 |
98.61 |
-0.02 |
309 |
24,623 |
+107 |
Mar08 |
060606 |
98.49 |
98.49 |
98.49 |
98.49 |
-0.02 |
4 |
17,491 |
+0 |
Total Volume and Open Interest |
10,174 |
366,509 |
+3,159 |
German Euro-Bund(EUREX) |
Jun06 |
060606 |
115.94 |
116.02 |
115.61 |
115.69 |
-0.37 |
1,652,238 |
1,179,911 |
-182,568 |
Sep06 |
060606 |
116.09 |
116.16 |
115.76 |
115.84 |
-0.37 |
376,583 |
465,792 |
+108,014 |
Dec06 |
060606 |
115.33 |
115.35 |
115.09 |
115.16 |
-0.40 |
1,347 |
36 |
+0 |
Total Volume and Open Interest |
2,030,168 |
1,645,739 |
-74,554 |
German Euro-Bobl(EUREX) |
Jun06 |
060502 |
109.28 |
109.43 |
109.21 |
109.37 |
-1.22 |
964,655 |
1,137,567 |
+270,883 |
Sep06 |
060606 |
109.58 |
109.64 |
109.42 |
109.48 |
-0.20 |
269,803 |
406,053 |
+96,656 |
Dec06 |
060606 |
109.14 |
109.14 |
109.14 |
109.14 |
-0.19 |
300 |
0 |
+0 |
Total Volume and Open Interest |
1,173,688 |
1,248,728 |
-79,982 |
Long Gilt(LIFFE) |
Jun06 |
060606 |
109~31 |
109~31 |
109~18 |
109~19 |
-0~14 |
20,297 |
74,729 |
-8,227 |
Sep06 |
060606 |
109~22 |
109~23 |
109~06 |
109~09 |
-0~14 |
58,337 |
274,292 |
+8,462 |
Total Volume and Open Interest |
78,634 |
349,021 |
+235 |
3-Mth Short Sterling(LIFFE) |
Jun06 |
060606 |
95.26 |
95.26 |
95.26 |
95.26 |
-0.02 |
9,277 |
416,929 |
-3,122 |
Sep06 |
060606 |
95.15 |
95.15 |
95.15 |
95.15 |
-0.03 |
36,627 |
505,561 |
-1,374 |
Dec06 |
060606 |
95.04 |
95.04 |
95.04 |
95.04 |
-0.04 |
45,850 |
359,595 |
+7,943 |
Total Volume and Open Interest |
221,349 |
2,438,334 |
+11,293 |
3-Mth Euribor(LIFFE) |
Jun06 |
060606 |
96.965 |
96.975 |
96.955 |
96.960 |
-0.010 |
134,625 |
551,686 |
-463 |
Sep06 |
060606 |
96.690 |
96.700 |
96.675 |
96.685 |
-0.015 |
115,619 |
561,853 |
-3,457 |
Dec06 |
060606 |
96.490 |
96.500 |
96.465 |
96.480 |
-0.020 |
162,444 |
598,854 |
+2,582 |
Total Volume and Open Interest |
830,366 |
3,514,458 |
-29,605 |
3-Mth Aus T-Bills(SFE) |
Jun06 |
060606 |
94.10 |
94.11 |
94.10 |
94.11 |
unch |
18,844 |
82,946 |
-2,786 |
Sep06 |
060606 |
93.99 |
94.02 |
93.99 |
94.01 |
-0.01 |
96,914 |
311,204 |
+21,853 |
Dec06 |
060606 |
93.96 |
93.99 |
93.95 |
93.97 |
-0.03 |
37,051 |
140,184 |
+15,877 |
Mar07 |
060606 |
93.97 |
93.99 |
93.96 |
93.97 |
-0.04 |
8,097 |
67,592 |
+3,529 |
Jun07 |
060606 |
93.97 |
93.98 |
93.97 |
93.97 |
-0.04 |
4,197 |
36,434 |
+1,317 |
Sep07 |
060606 |
93.96 |
93.97 |
93.95 |
93.96 |
-0.04 |
1,811 |
23,570 |
+1,490 |
Dec07 |
060606 |
93.94 |
93.96 |
93.94 |
93.94 |
-0.05 |
806 |
15,426 |
+109 |
Mar08 |
060606 |
93.93 |
93.94 |
93.93 |
93.93 |
-0.04 |
898 |
7,762 |
+448 |
Jun08 |
060606 |
93.93 |
93.93 |
93.92 |
93.92 |
-0.04 |
102 |
1,617 |
+120 |
Sep08 |
060606 |
93.91 |
93.91 |
93.91 |
93.91 |
-0.04 |
2 |
979 |
+0 |
Total Volume and Open Interest |
168,839 |
690,025 |
+41,924 |
10-Year Aus T-Bonds(SFE) |
Jun06 |
060606 |
94.36 |
94.38 |
94.36 |
94.36 |
-0.03 |
66,077 |
350,254 |
+17,367 |
Sep06 |
060606 |
94.35 |
94.36 |
94.33 |
94.33 |
-0.04 |
777 |
2,565 |
+736 |
Total Volume and Open Interest |
66,854 |
352,819 |
+18,103 |
3-Year Aus T-Bonds(SFE) |
Jun06 |
060606 |
94.38 |
94.39 |
94.36 |
94.37 |
-0.04 |
205,035 |
537,081 |
+61,107 |
Sep06 |
060606 |
94.37 |
94.37 |
94.36 |
94.36 |
-0.04 |
3,474 |
4,381 |
+2,978 |
Total Volume and Open Interest |
208,509 |
541,462 |
+64,085 |
Gold(CMX) |
Jun06 |
060606 |
632.0 |
632.0 |
625.0 |
629.4 |
-13.8 |
613 |
1,578 |
-1,093 |
Aug06 |
060606 |
635.0 |
638.0 |
630.5 |
634.7 |
-14.0 |
46,662 |
188,779 |
-1,582 |
Oct06 |
060606 |
641.5 |
641.5 |
636.0 |
641.0 |
-14.2 |
295 |
9,981 |
+0 |
Dec06 |
060606 |
650.0 |
650.0 |
643.0 |
647.3 |
-14.4 |
1,937 |
28,835 |
-531 |
Feb07 |
060606 |
650.0 |
653.6 |
650.0 |
653.6 |
-14.5 |
163 |
13,504 |
+16 |
Apr07 |
060606 |
659.8 |
659.8 |
659.8 |
659.8 |
-14.6 |
7 |
1,898 |
+7 |
Jun07 |
060606 |
667.0 |
667.0 |
663.8 |
666.0 |
-14.7 |
40 |
12,476 |
+10 |
Aug07 |
060606 |
672.1 |
672.1 |
672.1 |
672.1 |
-14.8 |
0 |
385 |
+0 |
Oct07 |
060606 |
678.3 |
678.3 |
678.3 |
678.3 |
-14.9 |
100 |
2,170 |
+100 |
Dec07 |
060606 |
687.0 |
687.0 |
683.0 |
684.5 |
-15.1 |
166 |
14,558 |
+135 |
Feb08 |
060606 |
690.7 |
690.7 |
690.7 |
690.7 |
-15.2 |
0 |
825 |
+0 |
Apr08 |
060606 |
41.4 |
41.4 |
41.4 |
41.4 |
-15.4 |
|
|
|
Total Volume and Open Interest |
50,007 |
284,561 |
-2,940 |
Silver(CMX) |
Jul06 |
060606 |
1181.0 |
1188.0 |
1158.0 |
1184.5 |
-45.0 |
8,417 |
52,575 |
-143 |
Sep06 |
060606 |
1186.0 |
1200.0 |
1171.0 |
1195.3 |
-45.2 |
1,074 |
15,785 |
+227 |
Dec06 |
060606 |
1200.0 |
1207.0 |
1182.0 |
1205.1 |
-44.6 |
766 |
17,480 |
-101 |
Mar07 |
060606 |
1211.1 |
1211.1 |
1211.1 |
1211.1 |
-43.9 |
14 |
7,803 |
+0 |
May07 |
060606 |
1213.4 |
1213.4 |
1213.4 |
1213.4 |
-43.6 |
0 |
2,562 |
+0 |
Jul07 |
060606 |
1205.0 |
1215.6 |
1205.0 |
1215.6 |
-43.2 |
99 |
5,317 |
+61 |
Sep07 |
060606 |
1213.5 |
1213.5 |
1213.5 |
1213.5 |
-42.2 |
10 |
346 |
+8 |
Total Volume and Open Interest |
10,558 |
110,539 |
-81 |
Platinum(NYM) |
Jul06 |
060606 |
1238.0 |
1242.0 |
1231.2 |
1235.9 |
-22.6 |
461 |
6,970 |
-170 |
Oct06 |
060606 |
1254.0 |
1256.0 |
1247.0 |
1249.9 |
-21.1 |
17 |
1,805 |
+5 |
Jan07 |
060606 |
1259.9 |
1259.9 |
1259.9 |
1259.9 |
-21.1 |
0 |
2 |
+0 |
Total Volume and Open Interest |
478 |
8,781 |
-165 |
Palladium(NYME) |
Jun06 |
060606 |
335.00 |
350.00 |
335.00 |
345.85 |
-13.05 |
9 |
1,217 |
-11 |
Sep06 |
060606 |
350.00 |
353.00 |
345.00 |
351.05 |
-12.95 |
552 |
14,035 |
-42 |
Dec06 |
060606 |
349.00 |
360.00 |
349.00 |
354.05 |
-12.95 |
0 |
504 |
+0 |
Total Volume and Open Interest |
561 |
15,792 |
-53 |
Copper(CMX) |
Jul06 |
060606 |
349.50 |
350.00 |
344.00 |
348.95 |
-11.15 |
5,996 |
43,796 |
-415 |
Sep06 |
060606 |
345.90 |
348.00 |
340.50 |
344.30 |
-12.20 |
2,376 |
14,909 |
+346 |
Dec06 |
060606 |
334.50 |
336.20 |
332.50 |
334.95 |
-12.15 |
1,296 |
6,002 |
+833 |
Mar07 |
060606 |
323.50 |
324.95 |
323.50 |
324.95 |
-12.15 |
504 |
933 |
-5 |
May07 |
060606 |
317.45 |
317.45 |
317.45 |
317.45 |
-11.65 |
45 |
451 |
+0 |
Total Volume and Open Interest |
10,946 |
77,252 |
+563 |
Aluminum(CMX) |
Jun06 |
060606 |
115.00 |
115.00 |
115.00 |
115.00 |
-2.30 |
8 |
19 |
+15 |
Jul06 |
060606 |
117.00 |
117.00 |
115.75 |
116.00 |
-2.25 |
1 |
74 |
+1 |
Aug06 |
060606 |
116.60 |
116.60 |
116.60 |
116.60 |
-2.25 |
|
|
|
Sep06 |
060606 |
116.95 |
116.95 |
116.95 |
116.95 |
-2.25 |
0 |
1 |
+0 |
Oct06 |
060606 |
116.90 |
116.90 |
116.90 |
116.90 |
-2.25 |
0 |
40 |
+0 |
Nov06 |
060606 |
116.95 |
116.95 |
116.95 |
116.95 |
-2.25 |
0 |
40 |
+0 |
Total Volume and Open Interest |
9 |
745 |
+16 |
DJIA Index(CBOT) |
Jun06 |
060606 |
11100 |
11105 |
10930 |
11013 |
-70 |
5,062 |
42,013 |
-1,403 |
Sep06 |
060606 |
11185 |
11185 |
11020 |
11094 |
-71 |
1,007 |
1,363 |
+674 |
Dec06 |
060606 |
11230 |
11230 |
11158 |
11158 |
-68 |
0 |
1,701 |
+0 |
Mar07 |
060606 |
11244 |
11244 |
11244 |
11244 |
-70 |
8 |
5 |
+5 |
Total Volume and Open Interest |
6,077 |
45,082 |
-724 |
S & P 500(CME) |
Jun06 |
060606 |
1270.10 |
1271.50 |
1255.50 |
1265.70 |
-3.70 |
82,475 |
463,289 |
-36,937 |
Sep06 |
060606 |
1280.70 |
1282.20 |
1267.20 |
1276.50 |
-3.70 |
48,589 |
211,925 |
+43,683 |
Dec06 |
060606 |
1287.20 |
1287.20 |
1287.20 |
1287.20 |
-3.70 |
|
|
|
Mar07 |
060606 |
1297.60 |
1297.60 |
1297.60 |
1297.60 |
-3.70 |
0 |
239 |
+0 |
Total Volume and Open Interest |
131,064 |
675,806 |
+2,528 |
S & P 500 E-Mini(Globex) |
Jun06 |
060606 |
1269.25 |
1273.75 |
1255.25 |
1265.75 |
-3.75 |
1,170,669 |
1,400,970 |
+6,092 |
Sep06 |
060606 |
1280.00 |
1284.00 |
1266.75 |
1276.50 |
-3.75 |
48,589 |
153,066 |
+42,627 |
Total Volume and Open Interest |
1,219,258 |
1,554,036 |
+48,719 |
NASDAQ 100(CME) |
Jun06 |
060606 |
1582.50 |
1586.00 |
1561.50 |
1577.50 |
-5.30 |
8,956 |
70,296 |
-726 |
Sep06 |
060606 |
1602.50 |
1602.50 |
1581.00 |
1596.30 |
-5.20 |
2,084 |
4,857 |
+1,985 |
Dec06 |
060606 |
1615.00 |
1615.00 |
1615.00 |
1615.00 |
-5.30 |
10 |
20 |
+10 |
Total Volume and Open Interest |
11,050 |
75,173 |
+1,269 |
NASDAQ 100 E-Mini(Globex) |
Jun06 |
060606 |
1582.50 |
1589.80 |
1561.50 |
1577.50 |
-5.30 |
324,604 |
435,702 |
+16,509 |
Sep06 |
060606 |
1601.50 |
1608.00 |
1581.00 |
1596.30 |
-5.20 |
5,997 |
7,101 |
+4,234 |
Total Volume and Open Interest |
330,601 |
442,803 |
+20,743 |
S & P Midcap 400(CME) |
Jun06 |
060606 |
763.00 |
763.00 |
749.80 |
758.10 |
-6.00 |
594 |
10,256 |
-414 |
Sep06 |
060606 |
112.64 |
112.64 |
105.64 |
110.49 |
-6.05 |
402 |
596 |
+402 |
Dec06 |
060606 |
117.49 |
117.49 |
117.49 |
117.49 |
-6.05 |
|
|
|
Total Volume and Open Interest |
996 |
10,852 |
-12 |
Russell 2000(CME) |
Jun06 |
060606 |
715.75 |
715.75 |
702.80 |
713.30 |
-2.50 |
4,074 |
42,155 |
+968 |
Sep06 |
060606 |
721.50 |
721.50 |
709.00 |
719.15 |
-2.55 |
1,485 |
5,662 |
+1,309 |
Dec06 |
060606 |
722.70 |
725.15 |
722.70 |
725.15 |
-2.55 |
0 |
8 |
+0 |
Total Volume and Open Interest |
5,559 |
47,825 |
+2,277 |
Russell 2000 E-Mini(Globex) |
Jun06 |
060606 |
715.70 |
718.30 |
702.60 |
713.30 |
-2.50 |
202,496 |
421,883 |
+10,217 |
Sep06 |
060606 |
719.00 |
723.80 |
708.80 |
719.20 |
-2.50 |
6,496 |
25,240 |
+3,776 |
Dec06 |
060605 |
727.70 |
727.70 |
727.70 |
727.70 |
|
|
|
|
Value Line(KCBT) |
Jun06 |
060606 |
2018.00 |
2018.00 |
2018.00 |
2018.00 |
unch |
3 |
79 |
-3 |
Total Volume and Open Interest |
3 |
80 |
-3 |
Nikkei 225(CME) |
Jun06 |
060606 |
15505 |
15515 |
15335 |
15365 |
-310 |
58,327 |
228,053 |
+4,338 |
Sep06 |
060606 |
15525 |
15525 |
15350 |
15365 |
-305 |
6,024 |
5,217 |
+2,168 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Jun06 |
060606 |
15505 |
15515 |
15335 |
15365 |
-310 |
58,327 |
228,053 |
+4,338 |
Sep06 |
060606 |
15525 |
15525 |
15350 |
15365 |
-305 |
6,024 |
5,217 |
+2,168 |
Dec06 |
060606 |
15345 |
15345 |
15345 |
15345 |
-285 |
|
|
|
Total Volume and Open Interest |
64,351 |
233,329 |
+6,507 |
CAC 40(MATIF) |
Jun06 |
060606 |
4847.5 |
4851.5 |
4772.0 |
4792.5 |
-106.0 |
98,006 |
515,819 |
-14,347 |
Jul06 |
060606 |
4844.0 |
4856.5 |
4797.0 |
4800.5 |
-106.0 |
1,616 |
11,036 |
+115 |
Aug06 |
060606 |
4809.5 |
4809.5 |
4809.5 |
4809.5 |
-106.5 |
|
|
|
Total Volume and Open Interest |
99,890 |
536,164 |
-14,296 |
Hang Seng Index(HKFE) |
Jun06 |
060606 |
15880 |
16017 |
15820 |
15975 |
-103 |
47,381 |
115,561 |
-731 |
Jul06 |
060606 |
15931 |
16046 |
15877 |
16026 |
-109 |
2,139 |
1,726 |
+366 |
Total Volume and Open Interest |
49,608 |
118,048 |
-370 |
DAX Index(EUREX) |
Jun06 |
060606 |
5570.0 |
5598.5 |
5481.0 |
5507.0 |
-122.0 |
146,648 |
246,365 |
-6,756 |
Sep06 |
060606 |
5614.5 |
5638.0 |
5523.0 |
5548.0 |
-123.0 |
4,823 |
16,364 |
+2,165 |
Dec06 |
060606 |
5652.0 |
5679.0 |
5569.5 |
5593.5 |
-124.5 |
1,133 |
7,941 |
+272 |
Total Volume and Open Interest |
152,604 |
270,670 |
-4,319 |
FT-SE 100(LIFFE) |
Jun06 |
060606 |
5703.50 |
5711.00 |
5651.50 |
5673.50 |
-91.00 |
72,436 |
492,963 |
+2,858 |
Sep06 |
060606 |
5717.50 |
5723.50 |
5668.00 |
5688.00 |
-91.00 |
2,859 |
12,157 |
+6,469 |
Dec06 |
060606 |
5716.50 |
5719.50 |
5716.50 |
5719.50 |
-92.50 |
501 |
37,145 |
+501 |
Total Volume and Open Interest |
75,796 |
543,265 |
+9,828 |
SPI 200(SFE) |
Jun06 |
060606 |
5045.0 |
5067.0 |
5028.0 |
5041.0 |
-94.0 |
16,929 |
251,757 |
+4,638 |
Sep06 |
060606 |
5036.0 |
5055.0 |
5021.0 |
5031.0 |
-95.0 |
1,838 |
7,867 |
+1,564 |
Dec06 |
060606 |
5060.0 |
5060.0 |
5045.0 |
5048.0 |
-99.0 |
4 |
3,866 |
+2 |
Total Volume and Open Interest |
19,106 |
266,938 |
+6,537 |
GSCI(CME) |
Jun06 |
060606 |
476.00 |
478.50 |
474.90 |
477.75 |
-4.25 |
132 |
21,448 |
+25 |
Jul06 |
060606 |
482.20 |
484.25 |
480.30 |
483.50 |
-4.50 |
88 |
300 |
-6 |
Aug06 |
060606 |
486.00 |
486.00 |
486.00 |
486.00 |
-5.00 |
0 |
9 |
+0 |
Total Volume and Open Interest |
220 |
21,757 |
+19 |
Reuters CRB Index(NYBOT) |
Aug06 |
060606 |
390.00 |
390.00 |
388.50 |
388.75 |
-5.25 |
68 |
471 |
+22 |
Nov06 |
060606 |
397.25 |
397.25 |
397.25 |
397.25 |
-5.25 |
50 |
301 |
+50 |
Jan07 |
060606 |
399.25 |
399.25 |
399.25 |
399.25 |
-5.25 |
|
|
|
Total Volume and Open Interest |
226 |
1,010 |
+4 |
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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