 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed June 07, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul06 |
060607 |
594.50 |
601.00 |
590.00 |
597.00 |
+3.50 |
53,303 |
189,390 |
+328 |
Aug06 |
060607 |
601.00 |
607.00 |
597.00 |
603.75 |
+3.00 |
5,835 |
30,493 |
+2,477 |
Sep06 |
060607 |
607.00 |
614.00 |
603.00 |
610.50 |
+4.50 |
1,198 |
14,526 |
+220 |
Nov06 |
060607 |
619.50 |
627.00 |
616.00 |
624.50 |
+5.50 |
17,586 |
111,866 |
+2,076 |
Jan07 |
060607 |
630.00 |
636.00 |
626.25 |
633.50 |
+4.75 |
289 |
9,246 |
+182 |
Mar07 |
060607 |
637.50 |
641.00 |
634.00 |
639.50 |
+4.50 |
564 |
5,480 |
-62 |
May07 |
060607 |
640.00 |
643.00 |
635.00 |
641.50 |
+3.00 |
729 |
4,720 |
+119 |
Total Volume and Open Interest |
80,819 |
383,302 |
+5,480 |
Soybean Meal(CBOT) |
Jul06 |
060607 |
181.20 |
182.80 |
179.80 |
182.10 |
+1.20 |
21,843 |
78,408 |
+1,282 |
Aug06 |
060607 |
182.30 |
183.40 |
180.70 |
182.80 |
+1.10 |
5,430 |
24,371 |
-427 |
Sep06 |
060607 |
182.30 |
183.70 |
181.50 |
183.20 |
+1.50 |
3,106 |
19,199 |
+588 |
Oct06 |
060607 |
183.00 |
184.80 |
182.40 |
184.20 |
+1.50 |
798 |
9,773 |
-237 |
Dec06 |
060607 |
185.20 |
187.00 |
184.50 |
186.40 |
+1.40 |
7,305 |
39,783 |
-1,461 |
Jan07 |
060607 |
187.00 |
188.00 |
185.70 |
187.00 |
+1.10 |
106 |
3,439 |
+14 |
Mar07 |
060607 |
189.00 |
189.50 |
187.00 |
188.30 |
+0.90 |
131 |
3,593 |
+28 |
May07 |
060607 |
187.00 |
188.50 |
187.00 |
188.10 |
+0.80 |
294 |
4,443 |
+101 |
Total Volume and Open Interest |
39,803 |
187,685 |
+215 |
Soybean Oil(CBOT) |
Jul06 |
060607 |
25.10 |
25.19 |
24.68 |
24.95 |
-0.08 |
17,344 |
122,304 |
-2,517 |
Aug06 |
060607 |
25.29 |
25.37 |
24.87 |
25.16 |
-0.09 |
2,402 |
22,193 |
+368 |
Sep06 |
060607 |
25.48 |
25.55 |
25.11 |
25.37 |
-0.05 |
2,167 |
12,180 |
+55 |
Oct06 |
060607 |
25.70 |
25.70 |
25.35 |
25.60 |
-0.08 |
647 |
8,880 |
+39 |
Dec06 |
060607 |
26.12 |
26.25 |
25.73 |
26.01 |
-0.06 |
8,137 |
61,095 |
+1,701 |
Jan07 |
060607 |
26.07 |
26.25 |
25.95 |
26.24 |
-0.03 |
388 |
4,092 |
-21 |
Mar07 |
060607 |
26.52 |
26.52 |
26.52 |
26.52 |
unch |
233 |
2,209 |
+115 |
May07 |
060607 |
26.50 |
26.90 |
26.50 |
26.80 |
unch |
382 |
5,291 |
-12 |
Total Volume and Open Interest |
32,066 |
253,898 |
-25 |
Canola(WCE) |
Jul06 |
060607 |
283.5 |
283.5 |
275.0 |
279.2 |
-4.7 |
4,509 |
25,653 |
+8 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060607 |
301.8 |
302.0 |
293.5 |
297.3 |
-4.7 |
5,165 |
48,939 |
+330 |
Jan07 |
060607 |
309.6 |
310.1 |
306.0 |
306.0 |
-4.5 |
73 |
3,929 |
+15 |
Mar07 |
060607 |
315.0 |
315.0 |
313.5 |
313.5 |
-3.4 |
11 |
513 |
+11 |
Total Volume and Open Interest |
10,711 |
84,806 |
+1,019 |
Corn(CBOT) |
Jul06 |
060607 |
247.50 |
251.75 |
244.50 |
251.00 |
+3.25 |
90,513 |
451,867 |
-2,065 |
Sep06 |
060607 |
259.25 |
263.00 |
256.00 |
262.75 |
+3.25 |
18,697 |
229,797 |
+4,600 |
Dec06 |
060607 |
273.50 |
277.25 |
270.00 |
276.75 |
+3.25 |
43,232 |
394,835 |
+2,951 |
Mar07 |
060607 |
284.25 |
288.00 |
281.25 |
287.25 |
+2.75 |
3,402 |
76,950 |
+55 |
May07 |
060607 |
291.75 |
294.75 |
287.75 |
294.25 |
+2.75 |
388 |
11,310 |
+238 |
Jul07 |
060607 |
297.50 |
300.75 |
293.75 |
300.00 |
+3.00 |
1,395 |
33,277 |
-331 |
Total Volume and Open Interest |
162,097 |
1,346,996 |
+5,632 |
Wheat(CBOT) |
Jul06 |
060607 |
386.00 |
391.00 |
380.00 |
387.75 |
+2.75 |
54,679 |
209,875 |
-10,551 |
Sep06 |
060607 |
401.00 |
405.50 |
395.00 |
403.50 |
+4.25 |
18,656 |
110,333 |
+10,699 |
Dec06 |
060607 |
417.50 |
422.50 |
412.00 |
419.75 |
+3.00 |
9,432 |
107,869 |
-2,037 |
Mar07 |
060607 |
433.00 |
436.50 |
427.00 |
436.00 |
+4.25 |
583 |
30,133 |
-117 |
May07 |
060607 |
443.00 |
443.00 |
443.00 |
443.00 |
+2.75 |
8 |
724 |
+0 |
Total Volume and Open Interest |
87,657 |
534,080 |
-2,880 |
Wheat(KCBT) |
Jul06 |
060607 |
480.00 |
489.00 |
474.00 |
487.00 |
+8.75 |
11,855 |
68,608 |
-2,107 |
Sep06 |
060607 |
489.50 |
497.00 |
483.00 |
496.75 |
+9.00 |
2,760 |
26,860 |
+817 |
Dec06 |
060607 |
498.00 |
505.50 |
493.50 |
504.50 |
+6.00 |
4,408 |
33,354 |
+1,430 |
Mar07 |
060607 |
500.00 |
507.00 |
497.00 |
505.50 |
+3.00 |
674 |
3,765 |
+58 |
May07 |
060607 |
493.00 |
493.00 |
493.00 |
493.00 |
unch |
105 |
156 |
+101 |
Total Volume and Open Interest |
20,047 |
147,756 |
+427 |
Wheat(MGE) |
Jul06 |
060607 |
450.50 |
459.00 |
446.00 |
458.25 |
+7.75 |
3,646 |
17,200 |
-105 |
Sep06 |
060607 |
460.50 |
466.50 |
455.00 |
466.50 |
+7.50 |
548 |
13,532 |
+145 |
Dec06 |
060607 |
471.00 |
476.00 |
465.00 |
475.50 |
+5.00 |
1,310 |
20,848 |
-101 |
Mar07 |
060607 |
477.00 |
483.00 |
473.50 |
483.00 |
+4.50 |
78 |
1,152 |
+17 |
May07 |
060607 |
485.00 |
486.00 |
485.00 |
486.00 |
+1.00 |
1 |
62 |
-1 |
Total Volume and Open Interest |
5,668 |
56,657 |
+0 |
Oats(CBOT) |
Jul06 |
060607 |
186.50 |
189.00 |
185.25 |
188.00 |
+1.50 |
1,515 |
4,504 |
-350 |
Sep06 |
060607 |
189.50 |
191.00 |
187.50 |
190.75 |
+1.25 |
626 |
4,345 |
+74 |
Dec06 |
060607 |
189.00 |
189.75 |
186.00 |
188.50 |
unch |
282 |
5,057 |
-60 |
Mar07 |
060607 |
193.00 |
193.00 |
192.00 |
193.00 |
unch |
8 |
112 |
+2 |
Total Volume and Open Interest |
2,431 |
14,023 |
-334 |
Rough Rice(CBOT) |
Jul06 |
060607 |
9.03 |
9.10 |
8.91 |
9.10 |
+0.07 |
211 |
5,930 |
-54 |
Sep06 |
060607 |
9.34 |
9.39 |
9.21 |
9.39 |
+0.07 |
79 |
2,962 |
+20 |
Nov06 |
060607 |
9.47 |
9.51 |
9.35 |
9.51 |
+0.05 |
118 |
3,504 |
+2 |
Jan07 |
060607 |
9.55 |
9.64 |
9.55 |
9.64 |
+0.04 |
0 |
817 |
+0 |
Total Volume and Open Interest |
415 |
14,355 |
-31 |
Live Cattle(CME) |
Jun06 |
060607 |
80.350 |
80.400 |
79.650 |
80.350 |
+0.125 |
5,209 |
27,225 |
-884 |
Aug06 |
060607 |
80.600 |
80.650 |
79.850 |
80.550 |
-0.025 |
13,984 |
133,646 |
+2,540 |
Oct06 |
060607 |
84.150 |
84.200 |
83.400 |
83.900 |
-0.325 |
4,922 |
48,677 |
+505 |
Dec06 |
060607 |
86.150 |
86.650 |
85.575 |
86.425 |
+0.425 |
1,292 |
26,501 |
+177 |
Feb07 |
060607 |
88.350 |
88.650 |
87.900 |
88.650 |
+0.125 |
875 |
10,236 |
+254 |
Apr07 |
060607 |
86.000 |
86.600 |
85.900 |
86.600 |
+0.300 |
39 |
1,953 |
+6 |
Total Volume and Open Interest |
26,332 |
248,837 |
+2,604 |
Feeder Cattle(CME) |
Aug06 |
060607 |
109.850 |
109.975 |
109.300 |
109.400 |
-0.450 |
2,121 |
18,647 |
+118 |
Sep06 |
060607 |
109.000 |
109.150 |
108.600 |
108.850 |
-0.425 |
339 |
3,179 |
-23 |
Oct06 |
060607 |
108.075 |
108.275 |
107.700 |
108.225 |
unch |
209 |
2,478 |
-3 |
Nov06 |
060607 |
106.900 |
107.300 |
106.550 |
107.300 |
+0.350 |
38 |
752 |
+10 |
Jan07 |
060607 |
103.850 |
104.050 |
103.700 |
104.050 |
+0.200 |
133 |
620 |
+106 |
Mar07 |
060607 |
102.750 |
102.750 |
102.750 |
102.750 |
+0.050 |
2 |
43 |
+1 |
Apr07 |
060607 |
102.150 |
102.150 |
102.150 |
102.150 |
+0.150 |
6 |
8 |
+4 |
Total Volume and Open Interest |
2,873 |
25,760 |
+213 |
Lean Hogs(CME) |
Jun06 |
060607 |
70.650 |
71.700 |
70.600 |
71.425 |
+1.125 |
4,094 |
8,848 |
-285 |
Jul06 |
060607 |
70.200 |
70.700 |
69.725 |
70.150 |
+0.325 |
11,872 |
72,600 |
+1,220 |
Aug06 |
060607 |
68.650 |
69.200 |
68.400 |
69.150 |
+0.825 |
9,575 |
41,631 |
+4,429 |
Oct06 |
060607 |
59.100 |
59.500 |
59.000 |
59.350 |
+0.550 |
3,088 |
22,800 |
+1,266 |
Dec06 |
060607 |
56.600 |
56.900 |
56.400 |
56.850 |
+0.275 |
929 |
10,751 |
+450 |
Feb07 |
060607 |
58.400 |
59.050 |
58.400 |
59.050 |
+0.325 |
276 |
3,539 |
+121 |
Apr07 |
060607 |
59.500 |
59.750 |
59.200 |
59.750 |
+0.400 |
137 |
1,598 |
+29 |
May07 |
060607 |
61.550 |
61.700 |
61.500 |
61.700 |
+0.200 |
22 |
333 |
+3 |
Total Volume and Open Interest |
30,006 |
162,294 |
+7,238 |
Pork Bellies(CME) |
Jul06 |
060607 |
85.300 |
87.500 |
84.400 |
86.925 |
+1.900 |
450 |
1,425 |
-37 |
Aug06 |
060607 |
81.500 |
84.450 |
81.500 |
83.050 |
+1.550 |
38 |
539 |
-2 |
Feb07 |
060607 |
83.550 |
83.550 |
83.550 |
83.550 |
unch |
0 |
22 |
+0 |
Mar07 |
060607 |
83.800 |
83.800 |
83.800 |
83.800 |
+0.100 |
0 |
6 |
+0 |
Total Volume and Open Interest |
488 |
1,992 |
-39 |
Class III Milk(CME) |
Jun06 |
060607 |
11.25 |
11.25 |
11.20 |
11.21 |
-0.04 |
5 |
3,070 |
+2 |
Jul06 |
060607 |
11.75 |
11.80 |
11.65 |
11.68 |
-0.07 |
174 |
3,630 |
+68 |
Aug06 |
060607 |
12.20 |
12.25 |
12.13 |
12.13 |
-0.07 |
171 |
3,868 |
+52 |
Sep06 |
060607 |
12.48 |
12.50 |
12.40 |
12.46 |
-0.02 |
158 |
3,975 |
+41 |
Oct06 |
060607 |
12.53 |
12.54 |
12.50 |
12.51 |
-0.02 |
158 |
3,508 |
+27 |
Total Volume and Open Interest |
1,116 |
29,916 |
+299 |
Cocoa(NYBOT) |
Jul06 |
060607 |
1460 |
1475 |
1459 |
1473 |
+13 |
7,368 |
47,267 |
-3,104 |
Sep06 |
060607 |
1489 |
1502 |
1488 |
1500 |
+11 |
5,791 |
40,135 |
+1,969 |
Dec06 |
060607 |
1530 |
1542 |
1527 |
1538 |
+11 |
1,110 |
19,738 |
+495 |
Mar07 |
060607 |
1563 |
1572 |
1561 |
1570 |
+10 |
751 |
15,036 |
+505 |
May07 |
060607 |
1579 |
1589 |
1579 |
1589 |
+11 |
200 |
5,890 |
+0 |
Jul07 |
060607 |
1600 |
1608 |
1600 |
1608 |
+11 |
270 |
2,758 |
+0 |
Sep07 |
060607 |
1620 |
1626 |
1620 |
1626 |
+11 |
470 |
8,266 |
+321 |
Total Volume and Open Interest |
15,975 |
145,090 |
+201 |
Coffee "C"(NYBOT) |
Jul06 |
060607 |
95.50 |
96.90 |
95.10 |
96.00 |
-0.10 |
15,460 |
58,942 |
-2,504 |
Sep06 |
060607 |
98.45 |
99.70 |
98.25 |
98.85 |
-0.05 |
14,130 |
41,196 |
+4,949 |
Dec06 |
060607 |
102.60 |
103.50 |
102.10 |
102.60 |
-0.10 |
2,321 |
11,640 |
-94 |
Mar07 |
060607 |
106.50 |
107.25 |
105.75 |
106.30 |
-0.05 |
515 |
5,351 |
-15 |
May07 |
060607 |
108.60 |
109.50 |
108.60 |
108.65 |
+0.05 |
89 |
1,036 |
+50 |
Jul07 |
060607 |
110.50 |
111.75 |
110.50 |
110.90 |
+0.05 |
24 |
517 |
+0 |
Total Volume and Open Interest |
33,358 |
120,532 |
+2,430 |
Orange Juice(NYBOT) |
Jul06 |
060607 |
152.00 |
154.50 |
151.80 |
153.10 |
+2.15 |
2,157 |
16,344 |
-1,198 |
Sep06 |
060607 |
152.40 |
154.20 |
152.40 |
153.70 |
+2.00 |
1,454 |
8,724 |
+1,045 |
Nov06 |
060607 |
153.25 |
153.25 |
152.75 |
153.00 |
+1.75 |
204 |
2,740 |
+4 |
Jan07 |
060607 |
152.85 |
152.85 |
152.85 |
152.85 |
+1.90 |
23 |
1,690 |
+17 |
Mar07 |
060607 |
153.35 |
153.35 |
153.35 |
153.35 |
+1.60 |
26 |
496 |
+19 |
Total Volume and Open Interest |
3,864 |
30,044 |
-113 |
Sugar #11(NYBOT) |
Jul06 |
060607 |
15.00 |
15.24 |
14.86 |
15.22 |
+0.13 |
31,375 |
187,344 |
-467 |
Oct06 |
060607 |
15.32 |
15.62 |
15.22 |
15.61 |
+0.15 |
20,299 |
137,216 |
+6,403 |
Mar07 |
060607 |
15.55 |
15.90 |
15.50 |
15.90 |
+0.15 |
4,774 |
73,002 |
-482 |
May07 |
060607 |
15.52 |
15.90 |
15.48 |
15.88 |
+0.13 |
1,746 |
34,870 |
+0 |
Jul07 |
060607 |
15.42 |
15.78 |
15.42 |
15.78 |
+0.12 |
563 |
26,339 |
+207 |
Total Volume and Open Interest |
60,646 |
481,640 |
+6,455 |
Sugar #14(NYBOT) |
Jul06 |
060607 |
23.75 |
23.95 |
23.75 |
23.95 |
+0.25 |
102 |
1,462 |
-82 |
Sep06 |
060607 |
23.65 |
23.65 |
23.65 |
23.65 |
-0.05 |
129 |
4,832 |
+36 |
Nov06 |
060607 |
22.71 |
22.71 |
22.65 |
22.65 |
-0.09 |
5 |
1,493 |
+3 |
Jan07 |
060607 |
22.55 |
22.55 |
22.55 |
22.55 |
unch |
2 |
1,209 |
+0 |
Mar07 |
060607 |
22.55 |
22.55 |
22.55 |
22.55 |
-0.03 |
0 |
1,273 |
+0 |
Total Volume and Open Interest |
238 |
12,205 |
-43 |
London Cocoa(LCE) |
Jul06 |
060607 |
854 |
867 |
850 |
866 |
+13 |
6,778 |
73,030 |
-387 |
Sep06 |
060607 |
857 |
865 |
853 |
865 |
+9 |
4,110 |
41,899 |
+1,378 |
Dec06 |
060607 |
875 |
882 |
870 |
882 |
+10 |
904 |
40,282 |
+13 |
Mar07 |
060607 |
889 |
896 |
882 |
895 |
+11 |
1,586 |
24,903 |
+941 |
May07 |
060607 |
899 |
905 |
895 |
905 |
+9 |
194 |
4,277 |
+182 |
Jul07 |
060607 |
903 |
914 |
903 |
914 |
+10 |
34 |
2,768 |
+32 |
Sep07 |
060607 |
914 |
922 |
914 |
922 |
+8 |
3 |
1,454 |
+0 |
Total Volume and Open Interest |
13,859 |
192,645 |
+2,409 |
London Coffee(LCE) |
Jul06 |
060607 |
1118.00 |
1136.00 |
1113.00 |
1133.00 |
+13.00 |
8,060 |
45,654 |
-1,890 |
Sep06 |
060607 |
1133.00 |
1155.00 |
1130.00 |
1151.00 |
+13.00 |
7,380 |
46,777 |
+1,271 |
Nov06 |
060607 |
1155.00 |
1164.00 |
1144.00 |
1163.00 |
+13.00 |
1,317 |
29,344 |
+430 |
Jan07 |
060607 |
1148.00 |
1168.00 |
1148.00 |
1166.00 |
+14.00 |
582 |
3,413 |
+222 |
Mar07 |
060607 |
1174.00 |
1174.00 |
1174.00 |
1174.00 |
+14.00 |
185 |
910 |
-35 |
May07 |
060607 |
1171.00 |
1184.00 |
1171.00 |
1184.00 |
+14.00 |
1 |
799 |
-1 |
Total Volume and Open Interest |
17,529 |
127,006 |
-5 |
London Sugar(LCE) |
Aug06 |
060607 |
445.50 |
454.30 |
441.70 |
454.30 |
+7.30 |
1,539 |
27,140 |
-281 |
Oct06 |
060607 |
432.50 |
440.90 |
428.60 |
440.90 |
+6.40 |
923 |
17,876 |
-97 |
Dec06 |
060607 |
427.70 |
438.40 |
424.30 |
438.40 |
+7.40 |
861 |
8,746 |
+60 |
Mar07 |
060607 |
420.30 |
429.40 |
419.00 |
429.40 |
+6.40 |
339 |
6,324 |
+168 |
May07 |
060607 |
421.00 |
429.60 |
421.00 |
429.60 |
+6.10 |
8 |
3,095 |
-1 |
Total Volume and Open Interest |
4,093 |
65,976 |
+159 |
Cotton(NYBOT) |
Jul06 |
060607 |
52.30 |
52.57 |
51.91 |
52.12 |
+0.24 |
13,344 |
87,151 |
-2,769 |
Oct06 |
060607 |
55.60 |
56.05 |
55.50 |
55.65 |
+0.25 |
669 |
8,402 |
+93 |
Dec06 |
060607 |
57.50 |
57.80 |
57.35 |
57.59 |
+0.30 |
9,340 |
63,695 |
+652 |
Mar07 |
060607 |
60.15 |
60.60 |
60.15 |
60.20 |
+0.20 |
1,119 |
13,852 |
+340 |
May07 |
060607 |
61.00 |
61.00 |
60.95 |
60.95 |
+0.20 |
0 |
633 |
+0 |
Jul07 |
060607 |
61.80 |
61.80 |
61.70 |
61.70 |
+0.15 |
0 |
1,951 |
+0 |
Total Volume and Open Interest |
24,480 |
176,991 |
-1,684 |
Lumber(CME) |
Jul06 |
060607 |
291.0 |
295.4 |
289.6 |
294.1 |
+3.7 |
532 |
2,851 |
-121 |
Sep06 |
060607 |
308.0 |
312.3 |
306.0 |
308.2 |
+1.1 |
263 |
2,412 |
+12 |
Nov06 |
060607 |
307.8 |
309.0 |
305.1 |
306.0 |
-1.7 |
121 |
274 |
+20 |
Jan07 |
060607 |
321.0 |
321.0 |
321.0 |
321.0 |
-1.9 |
0 |
6 |
+0 |
Total Volume and Open Interest |
916 |
5,550 |
-89 |
Crude Oil(NYM) |
Jul06 |
060607 |
71.80 |
71.90 |
70.50 |
70.82 |
-1.68 |
94,602 |
240,088 |
-9,412 |
Aug06 |
060607 |
72.50 |
72.55 |
71.20 |
71.50 |
-1.61 |
70,902 |
147,046 |
+6,662 |
Sep06 |
060607 |
73.20 |
73.20 |
72.00 |
72.35 |
-1.47 |
27,539 |
71,272 |
+344 |
Oct06 |
060607 |
73.85 |
73.85 |
72.80 |
73.01 |
-1.38 |
4,484 |
35,867 |
+1,464 |
Nov06 |
060607 |
74.25 |
74.25 |
73.35 |
73.53 |
-1.34 |
890 |
24,250 |
-5 |
Dec06 |
060607 |
74.65 |
74.70 |
73.70 |
73.94 |
-1.30 |
10,596 |
107,197 |
+307 |
Jan07 |
060607 |
74.80 |
74.80 |
74.20 |
74.23 |
-1.27 |
2,181 |
33,528 |
+235 |
Feb07 |
060607 |
74.50 |
74.60 |
74.42 |
74.42 |
-1.24 |
1,392 |
14,845 |
+786 |
Mar07 |
060607 |
74.60 |
74.60 |
74.55 |
74.55 |
-1.20 |
3,982 |
14,418 |
-781 |
Apr07 |
060607 |
74.80 |
74.80 |
74.61 |
74.61 |
-1.16 |
70 |
10,130 |
+8 |
May07 |
060607 |
74.62 |
74.62 |
74.62 |
74.62 |
-1.13 |
250 |
7,963 |
+222 |
Jun07 |
060607 |
74.95 |
74.95 |
74.50 |
74.59 |
-1.10 |
4,499 |
35,881 |
-1,234 |
Jul07 |
060607 |
74.50 |
74.50 |
74.50 |
74.50 |
-1.07 |
351 |
9,891 |
+149 |
Aug07 |
060607 |
74.38 |
74.38 |
74.38 |
74.38 |
-1.04 |
325 |
5,432 |
+0 |
Sep07 |
060607 |
74.25 |
74.25 |
74.25 |
74.25 |
-1.01 |
825 |
7,664 |
+225 |
Oct07 |
060607 |
74.11 |
74.11 |
74.11 |
74.11 |
-0.98 |
1,100 |
4,046 |
+720 |
Total Volume and Open Interest |
249,654 |
1,044,132 |
+4,213 |
Heating Oil(NYM) |
Jul06 |
060607 |
201.60 |
202.00 |
198.00 |
199.54 |
-4.72 |
21,499 |
72,404 |
-1,900 |
Aug06 |
060607 |
205.00 |
205.00 |
201.50 |
203.09 |
-4.31 |
6,529 |
23,688 |
+996 |
Sep06 |
060607 |
208.25 |
208.25 |
205.00 |
206.49 |
-4.06 |
2,023 |
11,528 |
+532 |
Oct06 |
060607 |
211.00 |
211.00 |
208.50 |
209.79 |
-3.91 |
972 |
7,188 |
+307 |
Nov06 |
060607 |
215.00 |
215.00 |
212.70 |
213.44 |
-3.86 |
180 |
4,821 |
+44 |
Dec06 |
060607 |
218.50 |
218.50 |
216.00 |
217.24 |
-3.76 |
1,141 |
15,109 |
-83 |
Jan07 |
060607 |
221.70 |
221.70 |
219.00 |
220.09 |
-3.71 |
692 |
12,285 |
+161 |
Feb07 |
060607 |
221.90 |
221.90 |
219.70 |
220.89 |
-3.66 |
80 |
4,150 |
+22 |
Mar07 |
060607 |
220.70 |
220.70 |
218.50 |
219.49 |
-3.51 |
85 |
3,346 |
-2 |
Apr07 |
060607 |
214.00 |
214.50 |
213.50 |
214.19 |
-3.31 |
42 |
4,172 |
+27 |
May07 |
060607 |
212.00 |
212.00 |
210.24 |
210.24 |
-3.16 |
6 |
675 |
+6 |
Jun07 |
060607 |
209.00 |
209.00 |
208.19 |
208.19 |
-3.11 |
410 |
4,343 |
+0 |
Total Volume and Open Interest |
34,246 |
165,373 |
+502 |
Unleaded Gas(NYM) |
Jul06 |
060607 |
215.75 |
215.75 |
210.50 |
212.40 |
-5.48 |
23,436 |
54,663 |
-781 |
Aug06 |
060607 |
213.00 |
213.00 |
209.00 |
211.80 |
-3.08 |
6,923 |
16,838 |
+1,331 |
Sep06 |
060607 |
209.00 |
209.00 |
206.00 |
208.50 |
-2.48 |
753 |
8,350 |
-55 |
Oct06 |
060607 |
196.50 |
197.30 |
195.75 |
195.75 |
-2.43 |
629 |
5,610 |
+17 |
Nov06 |
060607 |
191.05 |
191.05 |
191.05 |
191.05 |
-2.28 |
30 |
1,997 |
+0 |
Dec06 |
060607 |
188.50 |
188.50 |
188.35 |
188.35 |
-2.18 |
294 |
3,105 |
+43 |
Jan07 |
060607 |
188.80 |
188.80 |
188.80 |
188.80 |
-2.08 |
130 |
1,511 |
-62 |
Total Volume and Open Interest |
32,195 |
92,074 |
+493 |
Natural Gas(NYM) |
Jul06 |
060607 |
6.150 |
6.170 |
5.940 |
5.974 |
-0.411 |
27,869 |
99,581 |
-4,968 |
Aug06 |
060607 |
6.420 |
6.440 |
6.200 |
6.249 |
-0.394 |
14,082 |
47,714 |
+4,133 |
Sep06 |
060607 |
6.760 |
6.780 |
6.580 |
6.619 |
-0.349 |
6,082 |
38,273 |
+1,929 |
Oct06 |
060607 |
7.180 |
7.190 |
7.000 |
7.059 |
-0.319 |
5,457 |
48,291 |
-699 |
Nov06 |
060607 |
8.480 |
8.490 |
8.280 |
8.329 |
-0.324 |
1,422 |
44,158 |
+430 |
Dec06 |
060607 |
9.790 |
9.800 |
9.550 |
9.599 |
-0.324 |
2,003 |
29,026 |
+353 |
Jan07 |
060607 |
10.410 |
10.410 |
10.160 |
10.209 |
-0.324 |
4,505 |
49,024 |
-31 |
Feb07 |
060607 |
10.320 |
10.450 |
10.200 |
10.229 |
-0.319 |
845 |
29,748 |
-206 |
Mar07 |
060607 |
10.250 |
10.250 |
10.000 |
10.034 |
-0.319 |
2,419 |
51,291 |
+460 |
Apr07 |
060607 |
8.300 |
8.300 |
8.070 |
8.104 |
-0.249 |
1,061 |
28,011 |
+347 |
May07 |
060607 |
8.150 |
8.150 |
7.910 |
7.939 |
-0.254 |
1,102 |
22,813 |
-99 |
Jun07 |
060607 |
8.250 |
8.250 |
8.020 |
8.037 |
-0.251 |
1,677 |
12,025 |
+1,211 |
Jul07 |
060607 |
8.370 |
8.370 |
8.161 |
8.161 |
-0.247 |
50 |
8,262 |
+7 |
Aug07 |
060607 |
8.470 |
8.470 |
8.256 |
8.256 |
-0.244 |
12 |
7,129 |
+7 |
Sep07 |
060607 |
8.580 |
8.580 |
8.369 |
8.369 |
-0.241 |
11 |
8,972 |
+5 |
Oct07 |
060607 |
8.750 |
8.750 |
8.539 |
8.539 |
-0.239 |
326 |
23,769 |
+183 |
Total Volume and Open Interest |
78,022 |
836,815 |
+3,547 |
Brent Crude Oil(ICE) |
Jul06 |
060607 |
70.86 |
70.99 |
68.88 |
69.19 |
-1.62 |
88,111 |
71,604 |
-7,849 |
Aug06 |
060607 |
72.00 |
72.17 |
70.25 |
70.51 |
-1.47 |
64,326 |
119,451 |
+7,670 |
Sep06 |
060607 |
72.77 |
72.83 |
71.09 |
71.35 |
-1.38 |
18,628 |
55,121 |
+3,533 |
Oct06 |
060607 |
73.14 |
73.35 |
71.70 |
71.98 |
-1.30 |
4,324 |
36,100 |
+95 |
Nov06 |
060607 |
73.55 |
73.80 |
72.16 |
72.45 |
-1.24 |
1,958 |
12,472 |
-11 |
Dec06 |
060607 |
73.90 |
73.91 |
72.55 |
72.79 |
-1.18 |
6,374 |
55,491 |
+1,194 |
Jan07 |
060607 |
73.67 |
73.67 |
72.92 |
73.04 |
-1.16 |
150 |
14,324 |
-66 |
Feb07 |
060607 |
73.89 |
73.89 |
73.09 |
73.19 |
-1.14 |
0 |
8,199 |
-72 |
Mar07 |
060607 |
73.94 |
73.94 |
73.24 |
73.24 |
-1.12 |
0 |
5,944 |
-164 |
Apr07 |
060607 |
73.29 |
73.29 |
73.29 |
73.29 |
-1.09 |
0 |
3,085 |
+0 |
May07 |
060607 |
73.33 |
73.33 |
73.33 |
73.33 |
-1.05 |
0 |
1,505 |
+0 |
Jun07 |
060607 |
73.29 |
73.29 |
73.29 |
73.29 |
-1.00 |
0 |
9,770 |
-116 |
Jul07 |
060607 |
73.18 |
73.18 |
73.18 |
73.18 |
-0.96 |
0 |
66 |
-50 |
Aug07 |
060607 |
73.07 |
73.07 |
73.07 |
73.07 |
-0.92 |
0 |
235 |
+0 |
Total Volume and Open Interest |
185,910 |
444,260 |
+4,566 |
Gas Oil(ICE) |
Jun06 |
060607 |
633.50 |
635.50 |
621.25 |
625.00 |
-3.25 |
24,282 |
23,948 |
-3,604 |
Jul06 |
060607 |
638.50 |
641.00 |
625.75 |
629.75 |
-3.75 |
33,602 |
76,158 |
+982 |
Aug06 |
060607 |
645.25 |
647.25 |
633.25 |
637.25 |
-3.25 |
9,309 |
26,645 |
+2,909 |
Sep06 |
060607 |
652.25 |
654.25 |
640.50 |
644.50 |
-3.25 |
1,974 |
14,308 |
+685 |
Oct06 |
060607 |
658.50 |
661.25 |
648.00 |
651.50 |
-3.00 |
1,364 |
11,748 |
+235 |
Nov06 |
060607 |
665.00 |
667.00 |
653.50 |
657.50 |
-3.00 |
699 |
7,990 |
+272 |
Dec06 |
060607 |
668.00 |
672.25 |
659.25 |
663.00 |
-3.00 |
2,841 |
28,953 |
+337 |
Jan07 |
060607 |
670.75 |
672.25 |
667.00 |
667.00 |
-3.00 |
1,430 |
8,158 |
+125 |
Feb07 |
060607 |
669.50 |
670.75 |
666.50 |
666.50 |
-3.00 |
0 |
693 |
+50 |
Mar07 |
060607 |
667.75 |
669.25 |
664.75 |
664.75 |
-2.75 |
167 |
3,567 |
+33 |
Total Volume and Open Interest |
76,193 |
234,123 |
+2,049 |
US Dollar Index(NYBOT) |
Jun06 |
060607 |
84.75 |
85.18 |
84.66 |
84.95 |
+0.27 |
6,112 |
33,074 |
-3,102 |
Sep06 |
060607 |
84.49 |
84.80 |
84.37 |
84.57 |
+0.26 |
3,237 |
5,576 |
+2,407 |
Dec06 |
060607 |
84.26 |
84.26 |
84.23 |
84.23 |
+0.25 |
8 |
116 |
+6 |
Total Volume and Open Interest |
9,357 |
38,771 |
-689 |
Australian Dollar(CME) |
Jun06 |
060607 |
74.00 |
74.19 |
74.00 |
74.05 |
+0.08 |
9,839 |
65,202 |
-414 |
Sep06 |
060607 |
73.89 |
74.12 |
73.89 |
73.96 |
+0.08 |
728 |
7,431 |
+821 |
Dec06 |
060607 |
73.85 |
73.85 |
73.85 |
73.85 |
+0.08 |
0 |
317 |
+0 |
Total Volume and Open Interest |
10,567 |
72,968 |
+407 |
British Pound(CME) |
Jun06 |
060607 |
185.91 |
186.10 |
185.31 |
185.68 |
-0.59 |
2,105 |
101,182 |
-955 |
Sep06 |
060607 |
186.21 |
186.21 |
185.73 |
185.99 |
-0.58 |
81 |
3,970 |
+141 |
Dec06 |
060607 |
186.33 |
186.33 |
186.33 |
186.33 |
-0.56 |
0 |
161 |
+0 |
Total Volume and Open Interest |
2,186 |
105,314 |
-814 |
Canadian Dollar(CME) |
Jun06 |
060607 |
89.67 |
90.13 |
89.62 |
89.90 |
+0.01 |
5,542 |
105,252 |
+6,304 |
Sep06 |
060607 |
89.96 |
90.40 |
89.88 |
90.14 |
+0.02 |
2,264 |
12,199 |
+2,164 |
Dec06 |
060607 |
90.00 |
90.38 |
90.00 |
90.38 |
+0.02 |
1 |
1,109 |
+0 |
Mar07 |
060607 |
90.62 |
90.62 |
90.62 |
90.62 |
+0.02 |
0 |
186 |
+2 |
Total Volume and Open Interest |
7,807 |
118,798 |
+8,470 |
Japanese Yen(CME) |
Jun06 |
060607 |
88.38 |
88.42 |
88.09 |
88.27 |
-0.31 |
6,912 |
161,976 |
+1,263 |
Sep06 |
060607 |
89.43 |
89.50 |
89.24 |
89.38 |
-0.31 |
934 |
39,520 |
+1,720 |
Dec06 |
060607 |
90.60 |
90.60 |
90.46 |
90.46 |
-0.31 |
0 |
320 |
-345 |
Total Volume and Open Interest |
7,846 |
201,843 |
+2,637 |
Swiss Franc(CME) |
Jun06 |
060607 |
82.03 |
82.10 |
81.77 |
82.01 |
-0.48 |
2,226 |
99,376 |
-1,324 |
Sep06 |
060607 |
82.77 |
82.86 |
82.65 |
82.80 |
-0.48 |
1,067 |
8,182 |
+877 |
Dec06 |
060607 |
83.51 |
83.51 |
83.51 |
83.51 |
-0.48 |
0 |
62 |
+0 |
Total Volume and Open Interest |
3,293 |
107,626 |
-447 |
EuroFX(CME) |
Jun06 |
060607 |
127.99 |
128.24 |
127.71 |
128.08 |
-0.41 |
5,697 |
194,337 |
+2,759 |
Sep06 |
060607 |
128.71 |
128.92 |
128.46 |
128.82 |
-0.41 |
1,436 |
14,403 |
+1,661 |
Dec06 |
060607 |
129.46 |
129.46 |
129.46 |
129.46 |
-0.41 |
3 |
669 |
-19 |
Total Volume and Open Interest |
7,136 |
209,552 |
+4,401 |
Mexican Peso(CME) |
Jun06 |
060607 |
8837.0 |
8850.0 |
8792.0 |
8825.0 |
unch |
3,816 |
62,519 |
-109 |
Sep06 |
060607 |
8787.0 |
8790.0 |
8772.0 |
8775.0 |
unch |
523 |
2,658 |
+500 |
Total Volume and Open Interest |
4,350 |
90,022 |
+386 |
30-Year T-Bonds(CBOT) |
Jun06 |
060607 |
107~26 |
107~28 |
107~10 |
107~19 |
-0~06 |
53,586 |
91,996 |
-35,379 |
Sep06 |
060607 |
107~21 |
107~25 |
107~06 |
107~16 |
-0~05 |
391,538 |
668,284 |
+36,679 |
Dec06 |
060607 |
107~28 |
108~10 |
107~10 |
107~17 |
-0~05 |
511 |
2,782 |
+340 |
Total Volume and Open Interest |
445,635 |
763,063 |
+1,640 |
10-Year T-Notes(CBOT) |
Jun06 |
060607 |
105~260 |
105~290 |
105~185 |
105~215 |
-0~055 |
84,955 |
130,289 |
-27,675 |
Sep06 |
060607 |
105~225 |
105~260 |
105~140 |
105~180 |
-0~050 |
885,085 |
1,879,324 |
+67,107 |
Total Volume and Open Interest |
970,144 |
2,019,039 |
+39,476 |
5-Year T-Notes(CBOT) |
Jun06 |
060607 |
103~315 |
103~315 |
103~300 |
103~315 |
-0~030 |
60,503 |
0 |
+0 |
Sep06 |
060607 |
104~005 |
104~005 |
103~275 |
103~295 |
-0~030 |
492,934 |
0 |
+0 |
Dec06 |
060607 |
103~295 |
103~295 |
103~295 |
103~295 |
-0~030 |
0 |
1 |
+0 |
Total Volume and Open Interest |
553,437 |
1 |
+0 |
2 Year T-Notes(CBOT) |
Jun06 |
060607 |
101~081 |
101~081 |
101~076 |
101~077 |
-0~005 |
2,616 |
24,120 |
-9,228 |
Sep06 |
060607 |
101~088 |
101~088 |
101~081 |
101~084 |
-0~005 |
4,177 |
505,210 |
+9,025 |
Total Volume and Open Interest |
6,793 |
529,330 |
-203 |
Eurodollars(CME) |
Jun06 |
060607 |
94.660 |
94.662 |
94.655 |
94.662 |
-0.005 |
25,082 |
1,308,596 |
+11,446 |
Sep06 |
060607 |
94.590 |
94.600 |
94.555 |
94.570 |
-0.015 |
382,988 |
1,376,288 |
-15,495 |
Dec06 |
060607 |
94.585 |
94.590 |
94.560 |
94.570 |
-0.020 |
27,520 |
1,557,962 |
+17,932 |
Mar07 |
060607 |
94.650 |
94.650 |
94.615 |
94.625 |
-0.030 |
22,177 |
1,260,625 |
+27,258 |
Jun07 |
060607 |
94.705 |
94.705 |
94.670 |
94.675 |
-0.035 |
36,244 |
1,021,492 |
+3,808 |
Sep07 |
060607 |
94.735 |
94.735 |
94.695 |
94.705 |
-0.035 |
33,741 |
894,594 |
+16,879 |
Dec07 |
060607 |
94.735 |
94.735 |
94.700 |
94.705 |
-0.035 |
24,616 |
623,072 |
-1,506 |
Mar08 |
060607 |
94.730 |
94.730 |
94.695 |
94.700 |
-0.035 |
22,675 |
469,194 |
-4,147 |
Jun08 |
060607 |
94.710 |
94.710 |
94.675 |
94.680 |
-0.035 |
16,532 |
274,867 |
-4,980 |
Sep08 |
060607 |
94.675 |
94.675 |
94.660 |
94.660 |
-0.035 |
12,550 |
255,644 |
+5,959 |
Dec08 |
060607 |
94.640 |
94.640 |
94.625 |
94.625 |
-0.035 |
8,727 |
218,644 |
+3,127 |
Mar09 |
060607 |
94.630 |
94.630 |
94.610 |
94.615 |
-0.035 |
10,980 |
165,239 |
+923 |
Jun09 |
060607 |
94.605 |
94.605 |
94.585 |
94.595 |
-0.035 |
7,699 |
132,639 |
+2,645 |
Sep09 |
060607 |
94.580 |
94.580 |
94.560 |
94.570 |
-0.030 |
2,614 |
114,015 |
+205 |
Dec09 |
060607 |
94.535 |
94.535 |
94.520 |
94.530 |
-0.030 |
2,920 |
105,325 |
-507 |
Mar10 |
060607 |
94.510 |
94.520 |
94.505 |
94.515 |
-0.030 |
11,069 |
98,030 |
+6,503 |
Jun10 |
060607 |
94.520 |
94.520 |
94.465 |
94.490 |
-0.030 |
10,543 |
77,323 |
+4,077 |
Sep10 |
060607 |
94.490 |
94.490 |
94.445 |
94.460 |
-0.030 |
2,861 |
60,010 |
+419 |
Total Volume and Open Interest |
314,987 |
10,281,725 |
+140,322 |
3-Mth Euro-Yen(CME) |
Jun06 |
060607 |
99.67 |
99.67 |
99.66 |
99.66 |
+0.01 |
1,050 |
14,615 |
-100 |
Sep06 |
060607 |
99.47 |
99.47 |
99.46 |
99.46 |
+0.01 |
7 |
11,163 |
-6 |
Dec06 |
060607 |
99.30 |
99.30 |
99.29 |
99.29 |
+0.02 |
145 |
7,679 |
-410 |
Mar07 |
060607 |
99.12 |
99.12 |
99.11 |
99.11 |
+0.03 |
1,021 |
5,761 |
+249 |
Jun07 |
060607 |
98.94 |
98.94 |
98.94 |
98.94 |
+0.03 |
155 |
4,841 |
+134 |
Sep07 |
060607 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.03 |
1 |
1,918 |
+1 |
Dec07 |
060607 |
98.62 |
98.62 |
98.61 |
98.61 |
+0.02 |
1 |
1,373 |
+82 |
Mar08 |
060607 |
98.49 |
98.49 |
98.49 |
98.49 |
+0.01 |
0 |
201 |
+0 |
Jun08 |
060607 |
98.41 |
98.41 |
98.41 |
98.41 |
+0.02 |
4 |
260 |
+0 |
Sep08 |
060607 |
98.30 |
98.30 |
98.30 |
98.30 |
+0.01 |
10 |
7 |
-4 |
Total Volume and Open Interest |
2,394 |
47,826 |
-56 |
3-Mth Euro-Yen(SIMEX) |
Jun06 |
060607 |
99.66 |
99.66 |
99.66 |
99.66 |
unch |
749 |
63,159 |
-878 |
Sep06 |
060607 |
99.45 |
99.47 |
99.45 |
99.47 |
+0.01 |
890 |
55,126 |
+325 |
Dec06 |
060607 |
99.28 |
99.30 |
99.28 |
99.30 |
+0.02 |
3,418 |
106,909 |
-3,424 |
Mar07 |
060607 |
99.10 |
99.13 |
99.09 |
99.12 |
+0.03 |
1,080 |
51,440 |
+231 |
Jun07 |
060607 |
98.91 |
98.95 |
98.91 |
98.94 |
+0.03 |
771 |
25,957 |
+1,590 |
Sep07 |
060607 |
98.76 |
98.79 |
98.76 |
98.79 |
+0.04 |
531 |
18,858 |
+794 |
Dec07 |
060607 |
98.64 |
98.64 |
98.64 |
98.64 |
+0.03 |
23 |
24,724 |
+101 |
Mar08 |
060607 |
98.52 |
98.52 |
98.52 |
98.52 |
+0.03 |
0 |
17,491 |
+0 |
Total Volume and Open Interest |
7,462 |
365,248 |
-1,261 |
German Euro-Bund(EUREX) |
Jun06 |
060607 |
115.83 |
115.86 |
115.53 |
115.72 |
+0.03 |
972,537 |
1,009,400 |
-170,511 |
Sep06 |
060607 |
116.01 |
116.01 |
115.68 |
115.86 |
+0.02 |
348,808 |
613,124 |
+147,332 |
Dec06 |
060607 |
115.30 |
115.30 |
115.00 |
115.17 |
+0.01 |
1,594 |
328 |
+292 |
Total Volume and Open Interest |
1,322,939 |
1,622,852 |
-22,887 |
German Euro-Bobl(EUREX) |
Jun06 |
060502 |
109.28 |
109.43 |
109.21 |
109.37 |
-1.22 |
964,655 |
1,137,567 |
+270,883 |
Sep06 |
060607 |
109.58 |
109.58 |
109.41 |
109.49 |
+0.01 |
287,677 |
486,733 |
+80,680 |
Dec06 |
060607 |
109.14 |
109.14 |
109.14 |
109.14 |
unch |
2,775 |
0 |
+0 |
Total Volume and Open Interest |
974,053 |
1,227,683 |
-21,045 |
Long Gilt(LIFFE) |
Jun06 |
060607 |
109~22 |
109~26 |
109~17 |
109~26 |
+0~07 |
3,483 |
74,535 |
-194 |
Sep06 |
060607 |
109~13 |
109~18 |
109~06 |
109~16 |
+0~07 |
59,142 |
273,414 |
-878 |
Total Volume and Open Interest |
62,625 |
347,949 |
-1,072 |
3-Mth Short Sterling(LIFFE) |
Jun06 |
060607 |
95.26 |
95.26 |
95.26 |
95.26 |
unch |
26,669 |
412,001 |
-4,928 |
Sep06 |
060607 |
95.15 |
95.15 |
95.15 |
95.15 |
unch |
36,603 |
502,615 |
-2,946 |
Dec06 |
060607 |
95.04 |
95.04 |
95.04 |
95.04 |
unch |
44,764 |
358,638 |
-957 |
Total Volume and Open Interest |
217,125 |
2,435,362 |
-2,972 |
3-Mth Euribor(LIFFE) |
Jun06 |
060607 |
96.960 |
96.970 |
96.955 |
96.965 |
+0.005 |
91,265 |
553,392 |
+1,706 |
Sep06 |
060607 |
96.685 |
96.695 |
96.680 |
96.690 |
+0.005 |
102,706 |
582,722 |
+20,869 |
Dec06 |
060607 |
96.485 |
96.490 |
96.470 |
96.480 |
unch |
97,376 |
608,862 |
+10,008 |
Total Volume and Open Interest |
605,330 |
3,561,673 |
+47,215 |
3-Mth Aus T-Bills(SFE) |
Jun06 |
060607 |
94.10 |
94.11 |
94.09 |
94.10 |
-0.01 |
13,909 |
66,963 |
-15,983 |
Sep06 |
060607 |
94.01 |
94.02 |
93.98 |
94.01 |
unch |
74,789 |
328,354 |
+17,150 |
Dec06 |
060607 |
93.96 |
93.97 |
93.94 |
93.97 |
unch |
58,831 |
159,217 |
+19,033 |
Mar07 |
060607 |
93.97 |
93.98 |
93.94 |
93.97 |
unch |
5,026 |
67,549 |
-43 |
Jun07 |
060607 |
93.98 |
93.98 |
93.96 |
93.98 |
+0.01 |
1,134 |
36,898 |
+464 |
Sep07 |
060607 |
93.96 |
93.97 |
93.95 |
93.97 |
+0.01 |
279 |
23,303 |
-267 |
Dec07 |
060607 |
93.94 |
93.95 |
93.93 |
93.95 |
+0.01 |
936 |
14,729 |
-697 |
Mar08 |
060607 |
93.93 |
93.93 |
93.91 |
93.93 |
unch |
395 |
7,641 |
-121 |
Jun08 |
060607 |
93.92 |
93.92 |
93.90 |
93.91 |
-0.01 |
120 |
1,617 |
+0 |
Sep08 |
060607 |
93.90 |
93.90 |
93.90 |
93.90 |
-0.01 |
160 |
1,139 |
+160 |
Total Volume and Open Interest |
155,605 |
709,723 |
+19,698 |
10-Year Aus T-Bonds(SFE) |
Jun06 |
060607 |
94.36 |
94.37 |
94.35 |
94.36 |
unch |
25,106 |
338,213 |
-12,041 |
Sep06 |
060607 |
94.34 |
94.34 |
94.33 |
94.34 |
+0.00 |
2,102 |
4,772 |
+2,207 |
Total Volume and Open Interest |
27,208 |
342,985 |
-9,834 |
3-Year Aus T-Bonds(SFE) |
Jun06 |
060607 |
94.37 |
94.38 |
94.35 |
94.37 |
unch |
73,361 |
483,232 |
-53,849 |
Sep06 |
060607 |
94.35 |
94.38 |
94.35 |
94.36 |
unch |
507 |
4,918 |
+537 |
Total Volume and Open Interest |
73,868 |
488,150 |
-53,312 |
Gold(CMX) |
Jun06 |
060607 |
620.0 |
628.0 |
617.5 |
627.4 |
-2.0 |
361 |
1,249 |
-329 |
Aug06 |
060607 |
624.0 |
634.5 |
621.5 |
632.6 |
-2.1 |
42,797 |
187,691 |
-1,088 |
Oct06 |
060607 |
631.5 |
641.5 |
628.0 |
638.9 |
-2.1 |
330 |
10,060 |
+79 |
Dec06 |
060607 |
635.0 |
647.0 |
633.5 |
645.2 |
-2.1 |
1,229 |
28,591 |
-244 |
Feb07 |
060607 |
646.0 |
651.5 |
643.5 |
651.5 |
-2.1 |
111 |
13,564 |
+60 |
Apr07 |
060607 |
657.7 |
657.7 |
657.7 |
657.7 |
-2.1 |
5 |
1,898 |
+0 |
Jun07 |
060607 |
661.2 |
663.8 |
661.2 |
663.8 |
-2.2 |
86 |
12,496 |
+20 |
Aug07 |
060607 |
669.9 |
669.9 |
669.9 |
669.9 |
-2.2 |
0 |
385 |
+0 |
Oct07 |
060607 |
676.1 |
676.1 |
676.1 |
676.1 |
-2.2 |
0 |
2,170 |
+0 |
Dec07 |
060607 |
674.0 |
682.3 |
674.0 |
682.3 |
-2.2 |
170 |
14,586 |
+28 |
Feb08 |
060607 |
688.5 |
688.5 |
688.5 |
688.5 |
-2.2 |
0 |
825 |
+0 |
Apr08 |
060607 |
39.2 |
39.2 |
39.2 |
39.2 |
-2.2 |
|
|
|
Total Volume and Open Interest |
45,159 |
283,161 |
-1,400 |
Silver(CMX) |
Jul06 |
060607 |
1150.0 |
1193.0 |
1143.0 |
1189.0 |
+4.5 |
16,209 |
52,988 |
+413 |
Sep06 |
060607 |
1161.0 |
1204.0 |
1157.0 |
1199.6 |
+4.3 |
2,473 |
16,994 |
+1,209 |
Dec06 |
060607 |
1165.0 |
1215.0 |
1161.0 |
1209.1 |
+4.0 |
858 |
17,511 |
+31 |
Mar07 |
060607 |
1170.0 |
1215.3 |
1170.0 |
1215.3 |
+4.2 |
20 |
7,803 |
+0 |
May07 |
060607 |
1217.2 |
1217.2 |
1217.2 |
1217.2 |
+3.8 |
0 |
2,562 |
+0 |
Jul07 |
060607 |
1175.0 |
1219.0 |
1175.0 |
1219.0 |
+3.4 |
85 |
5,326 |
+9 |
Sep07 |
060607 |
1216.9 |
1216.9 |
1216.9 |
1216.9 |
+3.4 |
0 |
346 |
+0 |
Total Volume and Open Interest |
19,889 |
112,351 |
+1,812 |
Platinum(NYM) |
Jul06 |
060607 |
1225.0 |
1235.0 |
1218.0 |
1231.5 |
-4.4 |
809 |
6,951 |
-19 |
Oct06 |
060607 |
1239.3 |
1245.5 |
1239.3 |
1245.5 |
-4.4 |
151 |
1,948 |
+143 |
Jan07 |
060607 |
1255.5 |
1255.5 |
1255.5 |
1255.5 |
-4.4 |
0 |
2 |
+0 |
Total Volume and Open Interest |
960 |
8,905 |
+124 |
Palladium(NYME) |
Jun06 |
060607 |
336.00 |
338.75 |
325.80 |
338.75 |
-7.10 |
15 |
1,092 |
-125 |
Sep06 |
060607 |
338.60 |
346.00 |
328.00 |
343.65 |
-7.40 |
884 |
13,806 |
-229 |
Dec06 |
060607 |
345.90 |
346.90 |
340.50 |
346.90 |
-7.15 |
87 |
579 |
+75 |
Total Volume and Open Interest |
987 |
15,514 |
-278 |
Copper(CMX) |
Jul06 |
060607 |
338.00 |
363.90 |
335.50 |
358.40 |
+9.45 |
6,252 |
42,885 |
-911 |
Sep06 |
060607 |
344.00 |
358.50 |
331.00 |
353.90 |
+9.60 |
1,747 |
15,356 |
+447 |
Dec06 |
060607 |
324.50 |
345.50 |
323.50 |
344.65 |
+9.70 |
264 |
6,169 |
+167 |
Mar07 |
060607 |
321.00 |
334.65 |
321.00 |
334.65 |
+9.70 |
28 |
964 |
+31 |
May07 |
060607 |
327.15 |
327.15 |
327.15 |
327.15 |
+9.70 |
0 |
451 |
+0 |
Total Volume and Open Interest |
8,648 |
76,869 |
-383 |
Aluminum(CMX) |
Jun06 |
060607 |
115.00 |
117.50 |
115.00 |
117.50 |
+2.50 |
36 |
49 |
+30 |
Jul06 |
060607 |
117.50 |
118.50 |
117.50 |
118.50 |
+2.50 |
41 |
87 |
+13 |
Aug06 |
060607 |
119.10 |
119.10 |
119.10 |
119.10 |
+2.50 |
|
|
|
Sep06 |
060607 |
119.45 |
119.45 |
119.45 |
119.45 |
+2.50 |
0 |
1 |
+0 |
Oct06 |
060607 |
119.40 |
119.40 |
119.40 |
119.40 |
+2.50 |
0 |
40 |
+0 |
Nov06 |
060607 |
119.45 |
119.45 |
119.45 |
119.45 |
+2.50 |
0 |
40 |
+0 |
Total Volume and Open Interest |
81 |
784 |
+39 |
DJIA Index(CBOT) |
Jun06 |
060607 |
11031 |
11080 |
10925 |
10928 |
-85 |
12,900 |
41,271 |
-742 |
Sep06 |
060607 |
11115 |
11160 |
11005 |
11008 |
-86 |
3,740 |
3,635 |
+2,272 |
Dec06 |
060607 |
11073 |
11073 |
11073 |
11073 |
-85 |
2 |
1,703 |
+2 |
Mar07 |
060607 |
11159 |
11159 |
11159 |
11159 |
-85 |
0 |
5 |
+0 |
Total Volume and Open Interest |
16,642 |
46,614 |
+1,532 |
S & P 500(CME) |
Jun06 |
060607 |
1266.50 |
1273.70 |
1255.00 |
1256.00 |
-9.70 |
97,450 |
424,370 |
-38,919 |
Sep06 |
060607 |
1277.40 |
1284.50 |
1266.50 |
1266.70 |
-9.80 |
55,610 |
256,471 |
+44,546 |
Dec06 |
060607 |
1277.40 |
1277.40 |
1277.40 |
1277.40 |
-9.80 |
0 |
4,128 |
+4,128 |
Mar07 |
060607 |
1287.80 |
1287.80 |
1287.80 |
1287.80 |
-9.80 |
0 |
239 |
+0 |
Total Volume and Open Interest |
153,060 |
685,561 |
+9,755 |
S & P 500 E-Mini(Globex) |
Jun06 |
060607 |
1266.00 |
1273.75 |
1254.75 |
1256.00 |
-9.75 |
1,565,853 |
1,379,610 |
-21,360 |
Sep06 |
060607 |
1276.25 |
1284.75 |
1266.00 |
1266.75 |
-9.75 |
55,863 |
198,478 |
+45,412 |
Total Volume and Open Interest |
1,621,716 |
1,578,088 |
+24,052 |
NASDAQ 100(CME) |
Jun06 |
060607 |
1579.50 |
1594.50 |
1560.00 |
1562.50 |
-15.00 |
7,896 |
71,065 |
+769 |
Sep06 |
060607 |
1597.50 |
1612.00 |
1579.00 |
1581.30 |
-15.00 |
972 |
5,591 |
+734 |
Dec06 |
060607 |
1600.00 |
1600.00 |
1600.00 |
1600.00 |
-15.00 |
10 |
20 |
+0 |
Total Volume and Open Interest |
8,878 |
76,676 |
+1,503 |
NASDAQ 100 E-Mini(Globex) |
Jun06 |
060607 |
1578.50 |
1594.50 |
1558.80 |
1562.50 |
-15.00 |
385,251 |
451,767 |
+16,065 |
Sep06 |
060607 |
1595.30 |
1613.30 |
1578.00 |
1581.30 |
-15.00 |
6,273 |
9,253 |
+2,152 |
Total Volume and Open Interest |
391,524 |
461,020 |
+18,217 |
S & P Midcap 400(CME) |
Jun06 |
060607 |
758.00 |
763.25 |
750.00 |
750.40 |
-7.70 |
585 |
9,866 |
-390 |
Sep06 |
060607 |
114.64 |
114.64 |
102.14 |
102.64 |
-7.85 |
369 |
984 |
+388 |
Dec06 |
060607 |
109.64 |
109.64 |
109.64 |
109.64 |
-7.85 |
|
|
|
Total Volume and Open Interest |
954 |
10,850 |
-2 |
Russell 2000(CME) |
Jun06 |
060607 |
713.00 |
722.00 |
704.50 |
705.80 |
-7.50 |
5,430 |
42,583 |
+428 |
Sep06 |
060607 |
719.00 |
726.00 |
711.50 |
711.70 |
-7.45 |
1,969 |
7,508 |
+1,846 |
Dec06 |
060607 |
717.70 |
717.70 |
717.70 |
717.70 |
-7.45 |
2 |
8 |
+0 |
Total Volume and Open Interest |
7,401 |
50,099 |
+2,274 |
Russell 2000 E-Mini(Globex) |
Jun06 |
060607 |
713.30 |
722.60 |
704.40 |
705.80 |
-7.50 |
288,278 |
421,977 |
+94 |
Sep06 |
060607 |
722.80 |
728.40 |
710.40 |
711.70 |
-7.50 |
29,784 |
48,624 |
+23,384 |
Dec06 |
060605 |
727.70 |
727.70 |
727.70 |
727.70 |
|
|
|
|
Value Line(KCBT) |
Jun06 |
060607 |
2005.00 |
2005.00 |
2005.00 |
2005.00 |
-13.00 |
3 |
79 |
+0 |
Total Volume and Open Interest |
3 |
80 |
+0 |
Nikkei 225(CME) |
Jun06 |
060607 |
15325 |
15445 |
15085 |
15120 |
-245 |
89,030 |
220,763 |
-7,290 |
Sep06 |
060607 |
15340 |
15455 |
15095 |
15130 |
-235 |
33,878 |
9,838 |
+4,621 |
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Jun06 |
060607 |
15325 |
15445 |
15085 |
15120 |
-245 |
89,030 |
220,763 |
-7,290 |
Sep06 |
060607 |
15340 |
15455 |
15095 |
15130 |
-235 |
33,878 |
9,838 |
+4,621 |
Dec06 |
060607 |
15055 |
15055 |
15055 |
15055 |
-290 |
|
|
|
Total Volume and Open Interest |
122,933 |
230,660 |
-2,669 |
CAC 40(MATIF) |
Jun06 |
060607 |
4810.0 |
4845.5 |
4765.0 |
4823.0 |
+30.5 |
138,838 |
516,092 |
+273 |
Jul06 |
060607 |
4811.5 |
4846.0 |
4790.0 |
4831.0 |
+30.5 |
3,004 |
13,189 |
+2,153 |
Aug06 |
060607 |
4840.0 |
4840.0 |
4840.0 |
4840.0 |
+30.5 |
|
|
|
Total Volume and Open Interest |
142,541 |
538,773 |
+2,609 |
Hang Seng Index(HKFE) |
Jun06 |
060607 |
15878 |
15929 |
15731 |
15818 |
-157 |
44,488 |
116,837 |
+1,276 |
Jul06 |
060607 |
15926 |
15967 |
15790 |
15865 |
-161 |
1,201 |
1,897 |
+171 |
Total Volume and Open Interest |
45,779 |
119,541 |
+1,493 |
DAX Index(EUREX) |
Jun06 |
060607 |
5529.0 |
5578.0 |
5477.5 |
5548.0 |
+41.0 |
244,852 |
250,379 |
+4,014 |
Sep06 |
060607 |
5584.5 |
5618.0 |
5520.0 |
5589.5 |
+41.5 |
2,566 |
17,455 |
+1,091 |
Dec06 |
060607 |
5583.0 |
5661.5 |
5574.0 |
5636.0 |
+42.5 |
1,443 |
8,269 |
+328 |
Total Volume and Open Interest |
248,861 |
276,103 |
+5,433 |
FT-SE 100(LIFFE) |
Jun06 |
060607 |
5686.50 |
5733.50 |
5639.50 |
5712.00 |
+38.50 |
123,423 |
476,786 |
-16,177 |
Sep06 |
060607 |
5693.00 |
5745.00 |
5664.00 |
5726.50 |
+38.50 |
11,176 |
20,394 |
+8,237 |
Dec06 |
060607 |
5758.50 |
5758.50 |
5758.50 |
5758.50 |
+39.00 |
1 |
37,144 |
-1 |
Total Volume and Open Interest |
134,600 |
535,324 |
-7,941 |
SPI 200(SFE) |
Jun06 |
060607 |
5002.0 |
5037.0 |
5002.0 |
5029.0 |
-12.0 |
22,793 |
244,684 |
-7,073 |
Sep06 |
060607 |
4995.0 |
5024.0 |
4995.0 |
5017.0 |
-14.0 |
3,126 |
9,708 |
+1,841 |
Dec06 |
060607 |
5028.0 |
5034.0 |
5028.0 |
5034.0 |
-14.0 |
454 |
4,034 |
+168 |
Total Volume and Open Interest |
26,762 |
262,235 |
-4,703 |
GSCI(CME) |
Jun06 |
060607 |
474.75 |
474.75 |
469.80 |
470.10 |
-7.65 |
150 |
21,420 |
-28 |
Jul06 |
060607 |
480.00 |
480.00 |
476.15 |
476.15 |
-7.35 |
84 |
345 |
+45 |
Aug06 |
060607 |
480.00 |
480.00 |
480.00 |
480.00 |
-6.00 |
0 |
9 |
+0 |
Total Volume and Open Interest |
234 |
21,774 |
+17 |
Reuters CRB Index(NYBOT) |
Aug06 |
060607 |
386.75 |
389.50 |
386.00 |
389.50 |
+0.75 |
81 |
499 |
+28 |
Nov06 |
060607 |
397.00 |
397.00 |
397.00 |
397.00 |
-0.25 |
50 |
351 |
+50 |
Jan07 |
060607 |
399.00 |
399.00 |
399.00 |
399.00 |
-0.25 |
|
|
|
Total Volume and Open Interest |
248 |
1,059 |
+49 |
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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