 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Thu June 15, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jul06 |
060615 |
593.00 |
598.00 |
591.00 |
592.50 |
+3.00 |
47,230 |
125,867 |
-8,674 |
Aug06 |
060615 |
600.00 |
605.00 |
598.50 |
599.50 |
+3.00 |
8,722 |
39,169 |
+2,106 |
Sep06 |
060615 |
609.00 |
612.00 |
605.50 |
606.25 |
+3.25 |
1,587 |
18,592 |
+248 |
Nov06 |
060615 |
622.00 |
626.50 |
619.00 |
620.50 |
+2.50 |
26,365 |
153,438 |
+5,093 |
Jan07 |
060615 |
631.00 |
635.50 |
629.50 |
630.25 |
+4.25 |
548 |
9,436 |
-45 |
Mar07 |
060615 |
639.00 |
641.50 |
636.00 |
637.75 |
+3.50 |
608 |
7,813 |
+213 |
May07 |
060615 |
636.00 |
641.50 |
636.00 |
640.50 |
+4.25 |
967 |
5,617 |
-100 |
Total Volume and Open Interest |
87,163 |
378,860 |
-1,076 |
Soybean Meal(CBOT) |
Jul06 |
060615 |
180.50 |
180.70 |
177.50 |
179.10 |
-0.10 |
16,929 |
60,605 |
-4,074 |
Aug06 |
060615 |
181.00 |
181.50 |
178.80 |
180.20 |
+0.10 |
3,829 |
26,663 |
+161 |
Sep06 |
060615 |
182.00 |
182.20 |
179.80 |
180.80 |
unch |
1,633 |
20,514 |
+289 |
Oct06 |
060615 |
183.00 |
183.40 |
181.50 |
181.70 |
+0.10 |
488 |
9,718 |
+168 |
Dec06 |
060615 |
185.50 |
185.90 |
183.50 |
184.60 |
+0.30 |
8,081 |
43,492 |
+736 |
Jan07 |
060615 |
186.70 |
186.70 |
184.90 |
185.40 |
+0.20 |
248 |
4,183 |
+100 |
Mar07 |
060615 |
188.50 |
188.50 |
186.10 |
186.70 |
+0.60 |
504 |
4,177 |
+220 |
May07 |
060615 |
186.50 |
187.50 |
186.00 |
186.50 |
unch |
218 |
4,353 |
+56 |
Total Volume and Open Interest |
32,622 |
178,931 |
-2,365 |
Soybean Oil(CBOT) |
Jul06 |
060615 |
24.89 |
25.08 |
24.80 |
24.82 |
+0.05 |
22,042 |
69,787 |
-4,292 |
Aug06 |
060615 |
25.09 |
25.25 |
24.97 |
24.99 |
+0.03 |
5,074 |
24,047 |
+1,342 |
Sep06 |
060615 |
25.28 |
25.42 |
25.18 |
25.18 |
unch |
1,626 |
14,319 |
+629 |
Oct06 |
060615 |
25.65 |
25.65 |
25.40 |
25.40 |
+0.01 |
687 |
9,841 |
+135 |
Dec06 |
060615 |
25.93 |
26.12 |
25.81 |
25.82 |
+0.04 |
9,758 |
95,539 |
+2,309 |
Jan07 |
060615 |
26.27 |
26.27 |
26.02 |
26.02 |
+0.04 |
216 |
3,975 |
-161 |
Mar07 |
060615 |
26.58 |
26.58 |
26.30 |
26.30 |
unch |
83 |
2,264 |
+0 |
May07 |
060615 |
26.60 |
26.65 |
26.60 |
26.60 |
+0.05 |
55 |
6,513 |
-4 |
Total Volume and Open Interest |
39,727 |
243,799 |
+11 |
Canola(WCE) |
Jul06 |
060615 |
276.5 |
278.2 |
275.5 |
277.7 |
+1.5 |
2,379 |
16,338 |
-31 |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060615 |
295.5 |
298.0 |
295.0 |
296.6 |
+1.3 |
4,006 |
52,592 |
+1,190 |
Jan07 |
060615 |
304.4 |
305.6 |
303.4 |
305.3 |
+1.4 |
4 |
5,119 |
+4 |
Mar07 |
060615 |
313.2 |
313.2 |
313.2 |
313.2 |
+2.2 |
1 |
557 |
+0 |
Total Volume and Open Interest |
6,405 |
81,469 |
+1,167 |
Corn(CBOT) |
Jul06 |
060615 |
236.50 |
238.75 |
232.00 |
233.00 |
-4.00 |
91,816 |
240,174 |
-16,747 |
Sep06 |
060615 |
249.00 |
250.00 |
243.75 |
244.50 |
-4.50 |
38,899 |
386,460 |
+13,112 |
Dec06 |
060615 |
262.00 |
264.00 |
257.50 |
258.50 |
-3.75 |
64,181 |
408,222 |
+6,832 |
Mar07 |
060615 |
272.25 |
274.50 |
268.50 |
269.25 |
-4.25 |
3,310 |
79,338 |
+567 |
May07 |
060615 |
281.00 |
281.00 |
276.25 |
276.50 |
-4.00 |
1,191 |
13,831 |
+724 |
Jul07 |
060615 |
288.50 |
288.50 |
282.75 |
283.50 |
-3.75 |
1,260 |
36,759 |
-141 |
Total Volume and Open Interest |
208,289 |
1,325,024 |
+5,392 |
Wheat(CBOT) |
Jul06 |
060615 |
361.50 |
365.75 |
360.50 |
361.50 |
+0.25 |
51,717 |
77,001 |
-13,971 |
Sep06 |
060615 |
379.00 |
383.00 |
375.00 |
376.50 |
-1.25 |
35,016 |
204,067 |
+13,494 |
Dec06 |
060615 |
398.00 |
401.00 |
394.00 |
395.00 |
-1.00 |
13,819 |
103,405 |
+156 |
Mar07 |
060615 |
413.00 |
416.00 |
410.00 |
411.00 |
unch |
1,300 |
30,636 |
+263 |
May07 |
060615 |
420.00 |
422.00 |
420.00 |
420.00 |
unch |
1 |
910 |
+0 |
Total Volume and Open Interest |
105,018 |
491,065 |
-43 |
Wheat(KCBT) |
Jul06 |
060615 |
464.00 |
466.00 |
460.50 |
464.00 |
+3.00 |
13,222 |
41,301 |
-7,496 |
Sep06 |
060615 |
473.00 |
474.00 |
469.50 |
472.75 |
+3.50 |
9,609 |
45,548 |
+2,192 |
Dec06 |
060615 |
483.00 |
484.00 |
479.50 |
481.25 |
+1.75 |
4,597 |
36,778 |
+951 |
Mar07 |
060615 |
484.00 |
484.00 |
481.00 |
481.00 |
+1.75 |
497 |
4,564 |
+235 |
May07 |
060615 |
475.00 |
475.00 |
475.00 |
475.00 |
+5.00 |
8 |
205 |
+0 |
Total Volume and Open Interest |
29,430 |
145,532 |
-3,194 |
Wheat(MGE) |
Jul06 |
060615 |
434.75 |
439.00 |
432.00 |
434.25 |
+0.50 |
4,367 |
13,773 |
-1,502 |
Sep06 |
060615 |
444.00 |
447.00 |
440.25 |
445.25 |
+2.25 |
2,462 |
13,968 |
+119 |
Dec06 |
060615 |
453.00 |
456.75 |
449.00 |
455.50 |
+2.75 |
1,840 |
21,464 |
-79 |
Mar07 |
060615 |
461.00 |
463.00 |
457.50 |
463.00 |
+2.00 |
16 |
1,403 |
+3 |
May07 |
060615 |
467.00 |
467.00 |
467.00 |
467.00 |
+2.00 |
1 |
64 |
+1 |
Total Volume and Open Interest |
8,796 |
54,921 |
-1,415 |
Oats(CBOT) |
Jul06 |
060615 |
192.50 |
195.00 |
192.25 |
194.25 |
+1.25 |
1,164 |
3,710 |
-357 |
Sep06 |
060615 |
191.00 |
193.50 |
190.75 |
193.25 |
+2.75 |
501 |
4,512 |
+74 |
Dec06 |
060615 |
192.50 |
195.00 |
192.50 |
194.50 |
+3.25 |
789 |
5,543 |
+269 |
Mar07 |
060615 |
201.00 |
201.00 |
201.00 |
201.00 |
+4.00 |
0 |
109 |
+0 |
Total Volume and Open Interest |
2,454 |
13,879 |
-14 |
Rough Rice(CBOT) |
Jul06 |
060615 |
8.60 |
8.75 |
8.60 |
8.66 |
+0.03 |
2,028 |
4,711 |
-768 |
Sep06 |
060615 |
8.90 |
9.02 |
8.88 |
8.96 |
+0.05 |
453 |
3,151 |
+53 |
Nov06 |
060615 |
9.09 |
9.18 |
9.09 |
9.15 |
+0.05 |
943 |
3,787 |
-38 |
Jan07 |
060615 |
9.30 |
9.30 |
9.29 |
9.29 |
+0.04 |
11 |
860 |
-2 |
Total Volume and Open Interest |
3,436 |
13,683 |
-755 |
Live Cattle(CME) |
Jun06 |
060615 |
78.075 |
81.225 |
77.900 |
80.950 |
+2.725 |
3,803 |
17,396 |
-2,285 |
Aug06 |
060615 |
79.400 |
82.600 |
79.400 |
82.600 |
+3.000 |
11,758 |
127,602 |
-3,027 |
Oct06 |
060615 |
83.250 |
86.050 |
83.250 |
85.950 |
+2.650 |
3,677 |
49,935 |
-35 |
Dec06 |
060615 |
85.050 |
87.150 |
84.850 |
87.100 |
+2.050 |
3,794 |
29,687 |
-185 |
Feb07 |
060615 |
87.900 |
89.525 |
87.700 |
89.500 |
+1.650 |
634 |
10,529 |
-157 |
Apr07 |
060615 |
86.000 |
87.250 |
86.000 |
87.250 |
+1.250 |
392 |
2,273 |
+48 |
Total Volume and Open Interest |
24,141 |
238,451 |
-5,582 |
Feeder Cattle(CME) |
Aug06 |
060615 |
109.425 |
112.425 |
109.425 |
112.350 |
+2.925 |
2,425 |
18,680 |
-79 |
Sep06 |
060615 |
108.650 |
111.825 |
108.600 |
111.825 |
+3.000 |
226 |
3,338 |
+58 |
Oct06 |
060615 |
107.650 |
110.575 |
107.650 |
110.475 |
+2.650 |
317 |
2,493 |
+2 |
Nov06 |
060615 |
106.750 |
109.650 |
106.700 |
109.575 |
+2.850 |
103 |
952 |
+20 |
Jan07 |
060615 |
103.650 |
106.300 |
103.600 |
106.300 |
+2.700 |
95 |
793 |
+15 |
Mar07 |
060615 |
101.500 |
104.200 |
101.500 |
104.200 |
+2.500 |
1 |
54 |
+1 |
Apr07 |
060615 |
103.800 |
103.800 |
103.800 |
103.800 |
+2.200 |
0 |
41 |
+0 |
Total Volume and Open Interest |
3,167 |
26,396 |
+17 |
Lean Hogs(CME) |
Jul06 |
060615 |
74.000 |
75.900 |
74.000 |
75.400 |
+2.150 |
14,693 |
32,814 |
-2,276 |
Aug06 |
060615 |
71.400 |
73.300 |
71.300 |
72.600 |
+2.050 |
17,638 |
78,186 |
+1,359 |
Oct06 |
060615 |
60.500 |
62.150 |
60.500 |
61.625 |
+1.475 |
4,689 |
21,536 |
+114 |
Dec06 |
060615 |
56.700 |
57.500 |
56.700 |
57.475 |
+0.900 |
1,948 |
12,113 |
-96 |
Feb07 |
060615 |
58.400 |
59.500 |
58.400 |
59.500 |
+0.975 |
625 |
4,130 |
-10 |
Apr07 |
060615 |
59.600 |
60.500 |
59.600 |
60.450 |
+0.825 |
188 |
2,106 |
-14 |
May07 |
060615 |
62.000 |
62.300 |
61.850 |
62.300 |
+0.500 |
33 |
410 |
+11 |
Jun07 |
060615 |
63.150 |
63.500 |
63.100 |
63.500 |
+0.850 |
97 |
306 |
+50 |
Total Volume and Open Interest |
41,388 |
154,925 |
-1,217 |
Pork Bellies(CME) |
Jul06 |
060615 |
93.350 |
94.250 |
92.850 |
94.100 |
+2.750 |
341 |
1,293 |
-33 |
Aug06 |
060615 |
89.000 |
90.000 |
89.000 |
89.800 |
+2.800 |
49 |
587 |
+15 |
Feb07 |
060615 |
84.550 |
84.550 |
84.550 |
84.550 |
-0.675 |
3 |
25 |
+1 |
Mar07 |
060615 |
84.425 |
84.425 |
84.425 |
84.425 |
+0.025 |
0 |
6 |
+0 |
Total Volume and Open Interest |
393 |
1,911 |
-17 |
Class III Milk(CME) |
Jun06 |
060615 |
11.25 |
11.25 |
11.25 |
11.25 |
-0.01 |
39 |
3,123 |
-4 |
Jul06 |
060615 |
11.62 |
11.63 |
11.45 |
11.50 |
-0.13 |
107 |
3,641 |
-18 |
Aug06 |
060615 |
12.28 |
12.31 |
12.08 |
12.08 |
-0.23 |
97 |
3,930 |
-10 |
Sep06 |
060615 |
12.76 |
12.78 |
12.55 |
12.55 |
-0.24 |
80 |
4,017 |
-7 |
Oct06 |
060615 |
12.71 |
12.71 |
12.55 |
12.60 |
-0.14 |
72 |
3,642 |
-1 |
Total Volume and Open Interest |
642 |
30,751 |
-5 |
Cocoa(NYBOT) |
Jul06 |
060615 |
1515 |
1530 |
1510 |
1527 |
+29 |
7,053 |
14,489 |
-4,997 |
Sep06 |
060615 |
1525 |
1539 |
1521 |
1537 |
+28 |
8,010 |
68,088 |
+2,142 |
Dec06 |
060615 |
1560 |
1572 |
1558 |
1569 |
+26 |
1,710 |
21,031 |
+359 |
Mar07 |
060615 |
1589 |
1600 |
1589 |
1600 |
+24 |
293 |
15,246 |
+39 |
May07 |
060615 |
1620 |
1620 |
1620 |
1620 |
+24 |
250 |
6,026 |
-175 |
Jul07 |
060615 |
1640 |
1640 |
1640 |
1640 |
+25 |
221 |
2,987 |
+13 |
Sep07 |
060615 |
1659 |
1659 |
1659 |
1659 |
+25 |
16 |
8,664 |
+0 |
Total Volume and Open Interest |
17,553 |
143,158 |
-2,619 |
Coffee "C"(NYBOT) |
Jul06 |
060615 |
96.50 |
97.40 |
96.10 |
96.55 |
+0.50 |
11,597 |
31,134 |
-5,499 |
Sep06 |
060615 |
99.00 |
99.80 |
98.50 |
98.95 |
+0.50 |
14,428 |
70,486 |
+3,309 |
Dec06 |
060615 |
102.70 |
103.60 |
102.50 |
102.90 |
+0.60 |
2,787 |
14,212 |
+779 |
Mar07 |
060615 |
106.40 |
107.25 |
106.30 |
106.70 |
+0.80 |
446 |
5,257 |
-59 |
May07 |
060615 |
108.60 |
109.50 |
108.50 |
109.05 |
+0.80 |
254 |
1,455 |
+97 |
Jul07 |
060615 |
112.00 |
112.00 |
111.25 |
111.25 |
+0.75 |
20 |
685 |
+9 |
Total Volume and Open Interest |
29,843 |
125,625 |
-1,316 |
Orange Juice(NYBOT) |
Jul06 |
060615 |
151.55 |
156.40 |
151.25 |
156.15 |
+3.25 |
1,925 |
14,030 |
-508 |
Sep06 |
060615 |
152.50 |
157.00 |
151.60 |
156.85 |
+3.35 |
766 |
10,482 |
+220 |
Nov06 |
060615 |
151.40 |
155.85 |
151.30 |
155.85 |
+3.50 |
109 |
2,820 |
+19 |
Jan07 |
060615 |
151.60 |
155.65 |
151.25 |
155.65 |
+3.55 |
111 |
1,741 |
+76 |
Mar07 |
060615 |
156.15 |
156.15 |
156.15 |
156.15 |
+3.55 |
0 |
496 |
+0 |
Total Volume and Open Interest |
2,911 |
29,614 |
-193 |
Sugar #11(NYBOT) |
Jul06 |
060615 |
14.88 |
15.07 |
14.86 |
15.00 |
+0.29 |
19,802 |
83,552 |
-6,532 |
Oct06 |
060615 |
15.25 |
15.40 |
15.25 |
15.33 |
+0.28 |
17,917 |
211,795 |
+6,311 |
Mar07 |
060615 |
15.60 |
15.67 |
15.53 |
15.59 |
+0.27 |
6,054 |
74,491 |
-6 |
May07 |
060615 |
15.59 |
15.60 |
15.50 |
15.55 |
+0.26 |
1,536 |
36,240 |
+65 |
Jul07 |
060615 |
15.50 |
15.50 |
15.45 |
15.48 |
+0.26 |
1,217 |
26,797 |
-266 |
Total Volume and Open Interest |
46,978 |
455,600 |
-191 |
Sugar #14(NYBOT) |
Jul06 |
060608 |
23.66 |
23.66 |
23.66 |
23.66 |
-0.29 |
1,111 |
1,816 |
+354 |
Sep06 |
060615 |
22.95 |
23.00 |
22.94 |
23.00 |
+0.04 |
85 |
4,804 |
-8 |
Nov06 |
060615 |
22.40 |
22.45 |
22.40 |
22.45 |
-0.03 |
35 |
1,569 |
+10 |
Jan07 |
060615 |
22.55 |
22.55 |
22.55 |
22.55 |
unch |
2 |
1,209 |
+0 |
Mar07 |
060615 |
22.45 |
22.45 |
22.45 |
22.45 |
-0.05 |
2 |
1,294 |
+1 |
Total Volume and Open Interest |
128 |
10,835 |
+5 |
London Cocoa(LCE) |
Jul06 |
060615 |
904 |
925 |
903 |
923 |
+21 |
6,521 |
66,861 |
-738 |
Sep06 |
060615 |
883 |
890 |
877 |
888 |
+12 |
5,014 |
50,441 |
+2,518 |
Dec06 |
060615 |
889 |
898 |
887 |
896 |
+10 |
1,591 |
36,295 |
+19 |
Mar07 |
060615 |
900 |
910 |
900 |
908 |
+11 |
1,405 |
27,284 |
+571 |
May07 |
060615 |
905 |
917 |
905 |
917 |
+10 |
72 |
4,888 |
+30 |
Jul07 |
060615 |
926 |
926 |
926 |
926 |
+10 |
32 |
3,071 |
+10 |
Sep07 |
060615 |
932 |
934 |
932 |
934 |
+10 |
339 |
1,716 |
+262 |
Total Volume and Open Interest |
15,611 |
199,559 |
+3,284 |
London Coffee(LCE) |
Jul06 |
060615 |
1134.00 |
1170.00 |
1132.00 |
1167.00 |
+29.00 |
4,805 |
36,763 |
-995 |
Sep06 |
060615 |
1150.00 |
1192.00 |
1150.00 |
1185.00 |
+30.00 |
5,600 |
53,443 |
+2,018 |
Nov06 |
060615 |
1169.00 |
1197.00 |
1167.00 |
1197.00 |
+28.00 |
2,467 |
31,982 |
+1,666 |
Jan07 |
060615 |
1166.00 |
1199.00 |
1166.00 |
1199.00 |
+27.00 |
137 |
4,842 |
+128 |
Mar07 |
060615 |
1178.00 |
1207.00 |
1178.00 |
1207.00 |
+27.00 |
8 |
1,019 |
+4 |
May07 |
060615 |
1216.00 |
1216.00 |
1216.00 |
1216.00 |
+27.00 |
11 |
806 |
+6 |
Total Volume and Open Interest |
13,098 |
129,172 |
+2,827 |
London Sugar(LCE) |
Aug06 |
060615 |
445.00 |
451.00 |
444.20 |
449.50 |
+6.20 |
2,177 |
26,173 |
-559 |
Oct06 |
060615 |
434.00 |
441.50 |
434.00 |
440.90 |
+7.60 |
2,349 |
19,091 |
+1,543 |
Dec06 |
060615 |
432.00 |
438.70 |
432.00 |
438.70 |
+7.60 |
914 |
11,086 |
+538 |
Mar07 |
060615 |
422.70 |
428.90 |
422.70 |
428.00 |
+6.90 |
1,125 |
7,298 |
+558 |
May07 |
060615 |
427.10 |
428.90 |
426.50 |
428.40 |
+6.90 |
117 |
3,217 |
+51 |
Total Volume and Open Interest |
6,690 |
69,944 |
+2,131 |
Cotton(NYBOT) |
Jul06 |
060615 |
52.25 |
52.55 |
52.00 |
52.44 |
+0.61 |
8,698 |
46,242 |
-2,474 |
Oct06 |
060615 |
55.50 |
55.90 |
55.30 |
55.90 |
+0.78 |
507 |
9,327 |
+28 |
Dec06 |
060615 |
57.75 |
57.90 |
57.25 |
57.68 |
+0.22 |
9,552 |
100,318 |
+1,726 |
Mar07 |
060615 |
60.15 |
60.45 |
60.00 |
60.38 |
+0.33 |
986 |
15,693 |
+270 |
May07 |
060615 |
61.10 |
61.10 |
61.10 |
61.10 |
+0.30 |
49 |
827 |
+30 |
Jul07 |
060615 |
61.78 |
61.78 |
61.78 |
61.78 |
+0.23 |
10 |
2,303 |
-6 |
Total Volume and Open Interest |
19,827 |
176,154 |
-401 |
Lumber(CME) |
Jul06 |
060615 |
298.0 |
301.5 |
296.2 |
298.0 |
unch |
496 |
2,639 |
-107 |
Sep06 |
060615 |
308.3 |
312.5 |
307.0 |
310.2 |
+3.5 |
398 |
2,552 |
+34 |
Nov06 |
060615 |
308.0 |
310.3 |
306.1 |
306.1 |
-0.4 |
32 |
287 |
-4 |
Jan07 |
060615 |
314.9 |
314.9 |
314.9 |
314.9 |
-0.1 |
1 |
5 |
+0 |
Total Volume and Open Interest |
934 |
5,496 |
-72 |
Crude Oil(NYM) |
Jul06 |
060615 |
69.70 |
70.25 |
69.45 |
69.50 |
+0.36 |
107,293 |
136,377 |
-9,590 |
Aug06 |
060615 |
70.20 |
70.65 |
69.80 |
69.93 |
+0.31 |
86,559 |
224,511 |
+11,353 |
Sep06 |
060615 |
70.90 |
71.15 |
70.50 |
70.56 |
+0.23 |
30,591 |
93,232 |
+1,819 |
Oct06 |
060615 |
71.35 |
71.55 |
71.06 |
71.06 |
+0.19 |
7,649 |
39,015 |
+563 |
Nov06 |
060615 |
71.90 |
72.05 |
71.49 |
71.49 |
+0.17 |
2,261 |
25,324 |
+298 |
Dec06 |
060615 |
72.15 |
72.38 |
71.75 |
71.83 |
+0.15 |
13,708 |
109,254 |
+1,686 |
Jan07 |
060615 |
72.50 |
72.50 |
72.05 |
72.09 |
+0.13 |
2,382 |
35,084 |
+94 |
Feb07 |
060615 |
72.26 |
72.26 |
72.26 |
72.26 |
+0.12 |
1,754 |
13,638 |
-750 |
Mar07 |
060615 |
72.36 |
72.36 |
72.36 |
72.36 |
+0.11 |
1,515 |
15,164 |
+650 |
Apr07 |
060615 |
72.39 |
72.39 |
72.39 |
72.39 |
+0.10 |
700 |
9,787 |
-300 |
May07 |
060615 |
72.37 |
72.37 |
72.37 |
72.37 |
+0.09 |
400 |
8,811 |
-132 |
Jun07 |
060615 |
72.70 |
72.70 |
72.32 |
72.32 |
+0.08 |
2,099 |
34,624 |
-449 |
Jul07 |
060615 |
72.20 |
72.20 |
72.20 |
72.20 |
+0.07 |
1,519 |
10,223 |
+297 |
Aug07 |
060615 |
72.05 |
72.05 |
72.05 |
72.05 |
+0.06 |
200 |
5,804 |
+70 |
Sep07 |
060615 |
71.90 |
71.90 |
71.90 |
71.90 |
+0.05 |
0 |
7,830 |
+0 |
Oct07 |
060615 |
71.75 |
71.75 |
71.75 |
71.75 |
+0.04 |
0 |
4,333 |
+0 |
Total Volume and Open Interest |
272,406 |
1,048,996 |
+4,720 |
Heating Oil(NYM) |
Jul06 |
060615 |
195.00 |
196.00 |
193.40 |
193.69 |
+0.10 |
24,573 |
40,147 |
-2,409 |
Aug06 |
060615 |
198.00 |
199.65 |
197.30 |
197.58 |
-0.07 |
13,627 |
49,683 |
+3,012 |
Sep06 |
060615 |
203.00 |
203.50 |
201.73 |
201.73 |
-0.07 |
3,738 |
20,138 |
+866 |
Oct06 |
060615 |
207.00 |
207.25 |
205.43 |
205.43 |
-0.02 |
913 |
8,034 |
-9 |
Nov06 |
060615 |
210.00 |
210.75 |
208.93 |
208.93 |
+0.03 |
964 |
5,551 |
+190 |
Dec06 |
060615 |
214.00 |
214.50 |
212.43 |
212.43 |
-0.02 |
1,750 |
14,443 |
-508 |
Jan07 |
060615 |
217.00 |
217.50 |
215.33 |
215.33 |
-0.02 |
1,426 |
13,647 |
-234 |
Feb07 |
060615 |
218.00 |
218.50 |
216.28 |
216.28 |
-0.02 |
741 |
4,289 |
+87 |
Mar07 |
060615 |
216.00 |
217.25 |
214.83 |
214.83 |
-0.02 |
316 |
3,756 |
+81 |
Apr07 |
060615 |
210.50 |
211.50 |
209.38 |
209.38 |
-0.02 |
159 |
4,573 |
+76 |
May07 |
060615 |
207.00 |
207.25 |
205.13 |
205.13 |
-0.02 |
20 |
750 |
+13 |
Jun07 |
060615 |
205.00 |
205.00 |
203.03 |
203.03 |
-0.02 |
202 |
5,140 |
-126 |
Total Volume and Open Interest |
48,483 |
171,503 |
+1,078 |
Unleaded Gas(NYM) |
Jul06 |
060615 |
205.00 |
207.50 |
203.00 |
203.96 |
+0.37 |
25,636 |
32,078 |
-4,219 |
Aug06 |
060615 |
205.00 |
207.75 |
204.00 |
204.74 |
+0.99 |
13,075 |
35,726 |
+2,795 |
Sep06 |
060615 |
203.00 |
205.00 |
202.30 |
202.74 |
+0.79 |
2,630 |
11,234 |
+769 |
Oct06 |
060615 |
192.50 |
193.00 |
190.44 |
190.44 |
+0.49 |
875 |
5,187 |
+184 |
Nov06 |
060615 |
189.00 |
189.75 |
185.44 |
185.44 |
+0.49 |
207 |
2,197 |
+74 |
Dec06 |
060615 |
186.00 |
186.00 |
182.44 |
182.44 |
+0.49 |
146 |
3,066 |
+223 |
Jan07 |
060615 |
182.94 |
182.94 |
182.94 |
182.94 |
+0.49 |
0 |
1,511 |
+2 |
Total Volume and Open Interest |
42,569 |
90,999 |
-172 |
Natural Gas(NYM) |
Jul06 |
060615 |
6.590 |
7.280 |
6.580 |
7.207 |
+0.617 |
48,727 |
61,874 |
-3,783 |
Aug06 |
060615 |
6.610 |
7.600 |
6.610 |
7.475 |
+0.623 |
14,506 |
71,454 |
+4,118 |
Sep06 |
060615 |
7.140 |
7.880 |
7.110 |
7.735 |
+0.623 |
8,850 |
53,129 |
+2,105 |
Oct06 |
060615 |
7.490 |
8.200 |
7.470 |
8.075 |
+0.608 |
5,941 |
46,971 |
+72 |
Nov06 |
060615 |
8.630 |
9.190 |
8.630 |
9.190 |
+0.603 |
4,425 |
52,650 |
+797 |
Dec06 |
060615 |
9.860 |
10.425 |
9.860 |
10.425 |
+0.623 |
2,945 |
29,392 |
+603 |
Jan07 |
060615 |
10.500 |
11.085 |
10.460 |
11.085 |
+0.683 |
4,959 |
48,358 |
-771 |
Feb07 |
060615 |
10.530 |
11.105 |
10.460 |
11.105 |
+0.693 |
180 |
29,769 |
-50 |
Mar07 |
060615 |
10.320 |
10.890 |
10.300 |
10.890 |
+0.688 |
6,281 |
52,703 |
+602 |
Apr07 |
060615 |
8.380 |
8.650 |
8.380 |
8.595 |
+0.333 |
6,140 |
31,584 |
+3,210 |
May07 |
060615 |
8.180 |
8.405 |
8.180 |
8.405 |
+0.318 |
349 |
23,004 |
-56 |
Jun07 |
060615 |
8.330 |
8.500 |
8.330 |
8.500 |
+0.316 |
189 |
12,844 |
+53 |
Jul07 |
060615 |
8.430 |
8.615 |
8.420 |
8.615 |
+0.316 |
310 |
9,187 |
+137 |
Aug07 |
060615 |
8.530 |
8.710 |
8.530 |
8.710 |
+0.316 |
86 |
8,110 |
+12 |
Sep07 |
060615 |
8.660 |
8.820 |
8.660 |
8.820 |
+0.308 |
28 |
9,229 |
+13 |
Oct07 |
060615 |
8.700 |
8.985 |
8.700 |
8.985 |
+0.303 |
1,806 |
24,096 |
-79 |
Total Volume and Open Interest |
120,902 |
862,632 |
+13,165 |
Brent Crude Oil(ICE) |
Aug06 |
060615 |
68.49 |
69.23 |
68.39 |
68.45 |
-0.04 |
99,121 |
100,943 |
+1,051 |
Sep06 |
060615 |
69.40 |
69.90 |
69.07 |
69.14 |
-0.14 |
23,189 |
106,954 |
-304 |
Oct06 |
060615 |
70.35 |
70.46 |
69.67 |
69.69 |
-0.16 |
5,505 |
35,435 |
-187 |
Nov06 |
060615 |
70.66 |
70.85 |
70.11 |
70.13 |
-0.12 |
2,871 |
14,674 |
+392 |
Dec06 |
060615 |
70.94 |
71.14 |
70.35 |
70.46 |
-0.11 |
8,314 |
51,081 |
+1,216 |
Jan07 |
060615 |
71.00 |
71.16 |
70.75 |
70.75 |
-0.09 |
52 |
13,748 |
+50 |
Feb07 |
060615 |
70.92 |
70.92 |
70.92 |
70.92 |
-0.09 |
0 |
9,172 |
+0 |
Mar07 |
060615 |
71.61 |
71.61 |
70.99 |
70.99 |
-0.09 |
0 |
5,971 |
+0 |
Apr07 |
060615 |
71.04 |
71.04 |
71.04 |
71.04 |
-0.09 |
100 |
3,076 |
+0 |
May07 |
060615 |
71.07 |
71.07 |
71.07 |
71.07 |
-0.09 |
0 |
1,505 |
+0 |
Jun07 |
060615 |
71.04 |
71.04 |
71.04 |
71.04 |
-0.09 |
500 |
10,895 |
+500 |
Jul07 |
060615 |
70.94 |
70.94 |
70.94 |
70.94 |
-0.09 |
0 |
66 |
+0 |
Aug07 |
060615 |
70.79 |
70.79 |
70.79 |
70.79 |
-0.12 |
0 |
235 |
+0 |
Sep07 |
060615 |
70.62 |
70.62 |
70.62 |
70.62 |
-0.15 |
0 |
900 |
+0 |
Total Volume and Open Interest |
183,950 |
430,342 |
-12,609 |
Gas Oil(ICE) |
Jul06 |
060615 |
614.50 |
623.00 |
614.50 |
618.75 |
+5.25 |
30,299 |
68,503 |
-2,974 |
Aug06 |
060615 |
620.25 |
628.25 |
620.25 |
624.25 |
+4.50 |
11,309 |
38,082 |
+617 |
Sep06 |
060615 |
627.50 |
635.00 |
627.00 |
630.75 |
+3.75 |
3,117 |
16,146 |
-419 |
Oct06 |
060615 |
636.25 |
641.50 |
633.75 |
637.25 |
+3.00 |
1,548 |
12,748 |
+286 |
Nov06 |
060615 |
642.00 |
647.50 |
642.00 |
642.75 |
+2.75 |
836 |
8,518 |
+87 |
Dec06 |
060615 |
647.75 |
653.25 |
647.75 |
648.25 |
+2.50 |
3,087 |
28,423 |
+28 |
Jan07 |
060615 |
657.25 |
657.25 |
652.50 |
652.50 |
+2.25 |
6 |
8,393 |
-51 |
Feb07 |
060615 |
657.25 |
657.25 |
652.00 |
652.00 |
+2.25 |
0 |
670 |
-75 |
Mar07 |
060615 |
650.50 |
650.50 |
650.50 |
650.50 |
+2.50 |
0 |
3,534 |
+0 |
Apr07 |
060615 |
646.50 |
646.50 |
646.50 |
646.50 |
+2.50 |
0 |
825 |
+0 |
Total Volume and Open Interest |
51,622 |
218,751 |
-1,506 |
US Dollar Index(NYBOT) |
Jun06 |
060615 |
86.00 |
86.18 |
85.77 |
86.06 |
-0.09 |
1,914 |
16,224 |
-1,104 |
Sep06 |
060615 |
85.65 |
85.77 |
85.31 |
85.64 |
-0.09 |
5,061 |
21,322 |
+630 |
Dec06 |
060615 |
85.37 |
85.37 |
85.29 |
85.29 |
-0.08 |
77 |
2,157 |
+13 |
Total Volume and Open Interest |
7,054 |
39,708 |
-461 |
Australian Dollar(CME) |
Jun06 |
060615 |
73.81 |
74.09 |
73.80 |
74.07 |
+0.57 |
2,460 |
50,890 |
-1,688 |
Sep06 |
060615 |
73.73 |
74.02 |
73.63 |
73.99 |
+0.58 |
4,477 |
33,626 |
+5,443 |
Dec06 |
060615 |
73.88 |
73.88 |
73.88 |
73.88 |
+0.58 |
2 |
320 |
-61 |
Total Volume and Open Interest |
6,939 |
84,853 |
+3,693 |
British Pound(CME) |
Jun06 |
060615 |
184.87 |
185.10 |
184.78 |
184.78 |
+0.56 |
5,487 |
59,194 |
-9,182 |
Sep06 |
060615 |
185.27 |
185.60 |
184.94 |
185.14 |
+0.57 |
5,953 |
71,127 |
+13,620 |
Dec06 |
060615 |
185.54 |
185.54 |
185.54 |
185.54 |
+0.57 |
0 |
165 |
+6 |
Total Volume and Open Interest |
11,440 |
130,487 |
+4,444 |
Canadian Dollar(CME) |
Jun06 |
060615 |
89.78 |
89.86 |
89.44 |
89.70 |
-0.04 |
11,601 |
48,796 |
-9,289 |
Sep06 |
060615 |
90.13 |
90.18 |
89.65 |
89.95 |
-0.03 |
14,287 |
80,553 |
+11,060 |
Dec06 |
060615 |
90.19 |
90.19 |
90.19 |
90.19 |
-0.03 |
43 |
1,803 |
-44 |
Mar07 |
060615 |
90.43 |
90.43 |
90.43 |
90.43 |
-0.03 |
1 |
203 |
+0 |
Total Volume and Open Interest |
25,943 |
131,434 |
+1,727 |
Japanese Yen(CME) |
Jun06 |
060615 |
87.20 |
87.20 |
86.90 |
86.99 |
+0.06 |
10,268 |
94,997 |
-21,363 |
Sep06 |
060615 |
88.25 |
88.40 |
88.00 |
88.12 |
+0.07 |
12,142 |
129,289 |
+22,221 |
Dec06 |
060615 |
89.23 |
89.23 |
89.23 |
89.23 |
+0.10 |
0 |
20,049 |
-8 |
Total Volume and Open Interest |
22,410 |
244,363 |
+850 |
Swiss Franc(CME) |
Jun06 |
060615 |
81.30 |
81.30 |
81.15 |
81.15 |
-0.04 |
2,061 |
73,049 |
-7,756 |
Sep06 |
060615 |
82.13 |
82.35 |
81.93 |
81.96 |
-0.03 |
2,207 |
46,690 |
+4,635 |
Dec06 |
060615 |
82.83 |
82.83 |
82.68 |
82.68 |
-0.03 |
1 |
59 |
+0 |
Total Volume and Open Interest |
4,269 |
119,805 |
-3,121 |
EuroFX(CME) |
Jun06 |
060615 |
126.23 |
126.45 |
126.14 |
126.14 |
+0.19 |
11,201 |
105,823 |
-27,566 |
Sep06 |
060615 |
127.00 |
127.37 |
126.65 |
126.92 |
+0.20 |
15,322 |
101,066 |
+33,059 |
Dec06 |
060615 |
127.79 |
127.79 |
127.63 |
127.63 |
+0.21 |
3 |
805 |
-47 |
Total Volume and Open Interest |
26,526 |
207,840 |
+5,446 |
Mexican Peso(CME) |
Jun06 |
060615 |
8767.0 |
8777.0 |
8752.0 |
8777.0 |
+75.0 |
4,199 |
44,366 |
-3,117 |
Sep06 |
060615 |
8702.0 |
8740.0 |
8702.0 |
8727.0 |
+75.0 |
6,391 |
37,086 |
+6,342 |
Total Volume and Open Interest |
10,590 |
106,336 |
+3,225 |
30-Year T-Bonds(CBOT) |
Jun06 |
060615 |
107~14 |
107~14 |
106~31 |
107~01 |
-0~15 |
12,564 |
28,210 |
-10,048 |
Sep06 |
060615 |
107~13 |
107~15 |
106~27 |
107~00 |
-0~15 |
492,322 |
727,909 |
+6,444 |
Dec06 |
060615 |
107~12 |
107~12 |
107~00 |
107~03 |
-0~16 |
1,231 |
3,539 |
+562 |
Total Volume and Open Interest |
506,117 |
759,680 |
-3,042 |
10-Year T-Notes(CBOT) |
Jun06 |
060615 |
105~125 |
105~135 |
105~025 |
105~045 |
-0~090 |
15,677 |
25,802 |
-5,336 |
Sep06 |
060615 |
105~090 |
105~110 |
104~300 |
105~010 |
-0~100 |
1,402,445 |
1,917,019 |
+45,632 |
Total Volume and Open Interest |
1,423,531 |
1,957,240 |
+44,388 |
5-Year T-Notes(CBOT) |
Jun06 |
060615 |
103~210 |
103~210 |
103~185 |
103~185 |
-0~060 |
10,300 |
0 |
+0 |
Sep06 |
060615 |
103~195 |
103~195 |
103~140 |
103~165 |
-0~060 |
641,580 |
0 |
+0 |
Dec06 |
060615 |
103~145 |
103~145 |
103~145 |
103~145 |
-0~060 |
0 |
1 |
+0 |
Total Volume and Open Interest |
651,880 |
1 |
+0 |
2 Year T-Notes(CBOT) |
Jun06 |
060615 |
101~050 |
101~050 |
101~050 |
101~050 |
-0~007 |
1,150 |
8,315 |
-4,239 |
Sep06 |
060615 |
101~058 |
101~058 |
101~050 |
101~056 |
-0~008 |
1,511 |
523,205 |
+3,960 |
Total Volume and Open Interest |
2,661 |
531,520 |
-279 |
Eurodollars(CME) |
Jun06 |
060615 |
94.582 |
94.582 |
94.570 |
94.577 |
-0.020 |
27,019 |
1,194,248 |
-19,446 |
Sep06 |
060615 |
94.465 |
94.470 |
94.395 |
94.425 |
-0.045 |
360,466 |
1,390,758 |
-16,161 |
Dec06 |
060615 |
94.435 |
94.440 |
94.395 |
94.430 |
-0.040 |
46,646 |
1,527,900 |
-8,959 |
Mar07 |
060615 |
94.495 |
94.495 |
94.445 |
94.485 |
-0.045 |
20,527 |
1,290,204 |
+36,903 |
Jun07 |
060615 |
94.565 |
94.565 |
94.525 |
94.545 |
-0.050 |
38,456 |
1,068,543 |
+24,690 |
Sep07 |
060615 |
94.600 |
94.600 |
94.565 |
94.585 |
-0.050 |
47,701 |
957,132 |
+6,672 |
Dec07 |
060615 |
94.610 |
94.615 |
94.580 |
94.595 |
-0.050 |
31,194 |
667,492 |
+10,182 |
Mar08 |
060615 |
94.610 |
94.615 |
94.580 |
94.600 |
-0.050 |
49,981 |
511,798 |
+23,506 |
Jun08 |
060615 |
94.600 |
94.600 |
94.570 |
94.580 |
-0.050 |
17,078 |
285,787 |
-7,379 |
Sep08 |
060615 |
94.585 |
94.585 |
94.555 |
94.565 |
-0.050 |
18,752 |
261,030 |
-4,935 |
Dec08 |
060615 |
94.520 |
94.545 |
94.520 |
94.530 |
-0.050 |
8,977 |
227,205 |
+348 |
Mar09 |
060615 |
94.510 |
94.525 |
94.510 |
94.520 |
-0.050 |
9,974 |
164,177 |
-1,501 |
Jun09 |
060615 |
94.485 |
94.495 |
94.480 |
94.495 |
-0.050 |
2,795 |
137,151 |
-816 |
Sep09 |
060615 |
94.460 |
94.475 |
94.455 |
94.470 |
-0.050 |
2,871 |
114,392 |
+487 |
Dec09 |
060615 |
94.425 |
94.435 |
94.420 |
94.435 |
-0.050 |
1,776 |
107,001 |
-49 |
Mar10 |
060615 |
94.410 |
94.420 |
94.405 |
94.420 |
-0.050 |
1,469 |
103,519 |
+247 |
Jun10 |
060615 |
94.390 |
94.400 |
94.385 |
94.400 |
-0.050 |
3,077 |
79,834 |
+1,029 |
Sep10 |
060615 |
94.365 |
94.375 |
94.360 |
94.375 |
-0.050 |
2,773 |
62,151 |
+6 |
Total Volume and Open Interest |
392,284 |
10,430,195 |
+111,135 |
3-Mth Euro-Yen(CME) |
Jun06 |
060615 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
46 |
12,205 |
-225 |
Sep06 |
060615 |
99.54 |
99.55 |
99.54 |
99.54 |
-0.02 |
808 |
11,182 |
+152 |
Dec06 |
060615 |
99.41 |
99.41 |
99.39 |
99.40 |
-0.02 |
771 |
10,802 |
+86 |
Mar07 |
060615 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.04 |
359 |
8,507 |
+174 |
Jun07 |
060615 |
99.08 |
99.08 |
99.08 |
99.08 |
-0.03 |
271 |
5,089 |
+585 |
Sep07 |
060615 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.01 |
10 |
1,922 |
+9 |
Dec07 |
060615 |
98.80 |
98.80 |
98.80 |
98.80 |
-0.02 |
72 |
1,365 |
+60 |
Mar08 |
060615 |
98.67 |
98.67 |
98.67 |
98.67 |
-0.01 |
0 |
201 |
+0 |
Jun08 |
060615 |
98.58 |
98.58 |
98.58 |
98.58 |
unch |
0 |
256 |
+0 |
Sep08 |
060615 |
98.48 |
98.48 |
98.48 |
98.48 |
unch |
0 |
7 |
+0 |
Total Volume and Open Interest |
2,339 |
51,546 |
+841 |
3-Mth Euro-Yen(SIMEX) |
Sep06 |
060615 |
99.56 |
99.56 |
99.54 |
99.55 |
-0.01 |
5,913 |
63,859 |
+3,178 |
Dec06 |
060615 |
99.40 |
99.42 |
99.40 |
99.42 |
-0.01 |
9,215 |
122,103 |
+5,780 |
Mar07 |
060615 |
99.26 |
99.26 |
99.25 |
99.25 |
-0.03 |
791 |
49,864 |
-902 |
Jun07 |
060615 |
99.09 |
99.10 |
99.08 |
99.08 |
-0.04 |
589 |
26,420 |
+702 |
Sep07 |
060615 |
98.95 |
98.95 |
98.93 |
98.93 |
-0.04 |
441 |
18,748 |
-92 |
Dec07 |
060615 |
98.82 |
98.82 |
98.80 |
98.80 |
-0.03 |
961 |
25,775 |
+737 |
Mar08 |
060615 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.04 |
0 |
17,693 |
+100 |
Jun08 |
060615 |
98.58 |
98.58 |
98.58 |
98.58 |
-0.03 |
0 |
547 |
+0 |
Total Volume and Open Interest |
18,769 |
385,369 |
+9,163 |
German Euro-Bund(EUREX) |
Sep06 |
060615 |
116.74 |
116.78 |
116.29 |
116.36 |
-0.52 |
1,698,022 |
1,397,267 |
+43,234 |
Dec06 |
060615 |
115.96 |
116.01 |
115.65 |
115.68 |
-0.51 |
1,940 |
1,345 |
+5 |
Mar07 |
060615 |
115.45 |
115.66 |
115.40 |
115.66 |
-0.52 |
|
|
|
Total Volume and Open Interest |
1,699,962 |
1,398,612 |
+43,239 |
German Euro-Bobl(EUREX) |
Sep06 |
060607 |
109.58 |
109.58 |
109.41 |
109.49 |
+0.01 |
287,677 |
486,733 |
+80,680 |
Dec06 |
060615 |
109.18 |
109.18 |
109.18 |
109.18 |
-0.31 |
1 |
1 |
+1 |
Mar07 |
060615 |
109.08 |
109.08 |
109.08 |
109.08 |
-0.30 |
|
|
|
Total Volume and Open Interest |
776,994 |
943,431 |
+24,410 |
Long Gilt(LIFFE) |
Jun06 |
060615 |
110~03 |
110~03 |
109~28 |
109~28 |
-0~22 |
5,937 |
53,728 |
-4,325 |
Sep06 |
060615 |
110~05 |
110~06 |
109~15 |
109~18 |
-0~22 |
68,025 |
280,310 |
-431 |
Total Volume and Open Interest |
73,962 |
334,038 |
-4,756 |
3-Mth Short Sterling(LIFFE) |
Jun06 |
060615 |
95.26 |
95.26 |
95.26 |
95.26 |
-0.02 |
24,131 |
381,797 |
-7,597 |
Sep06 |
060615 |
95.14 |
95.14 |
95.14 |
95.14 |
-0.04 |
88,540 |
480,237 |
-13,052 |
Dec06 |
060615 |
95.01 |
95.01 |
95.01 |
95.01 |
-0.06 |
82,643 |
361,467 |
+3,963 |
Total Volume and Open Interest |
336,640 |
2,369,161 |
-22,221 |
3-Mth Euribor(LIFFE) |
Jun06 |
060615 |
97.020 |
97.030 |
97.020 |
97.025 |
unch |
193,794 |
553,204 |
-8,965 |
Sep06 |
060615 |
96.770 |
96.770 |
96.750 |
96.755 |
-0.015 |
186,083 |
569,732 |
-12,377 |
Dec06 |
060615 |
96.565 |
96.570 |
96.535 |
96.545 |
-0.030 |
223,465 |
637,431 |
-3,507 |
Total Volume and Open Interest |
1,260,938 |
3,666,923 |
-10,174 |
3-Mth Aus T-Bills(SFE) |
Jun06 |
060608 |
94.09 |
94.10 |
94.05 |
94.06 |
-0.04 |
23,485 |
52,118 |
-14,845 |
Sep06 |
060615 |
93.89 |
93.92 |
93.89 |
93.92 |
unch |
20,751 |
236,230 |
-14,712 |
Dec06 |
060615 |
93.85 |
93.87 |
93.83 |
93.86 |
-0.04 |
25,524 |
172,380 |
+5,573 |
Mar07 |
060615 |
93.87 |
93.89 |
93.84 |
93.88 |
-0.04 |
6,722 |
76,785 |
+1,740 |
Jun07 |
060615 |
93.90 |
93.90 |
93.87 |
93.90 |
-0.04 |
2,120 |
43,487 |
+994 |
Sep07 |
060615 |
93.90 |
93.90 |
93.86 |
93.89 |
-0.04 |
202 |
20,915 |
+270 |
Dec07 |
060615 |
93.88 |
93.88 |
93.84 |
93.87 |
-0.05 |
175 |
15,043 |
+24 |
Mar08 |
060615 |
93.86 |
93.86 |
93.84 |
93.85 |
-0.06 |
0 |
7,874 |
-6 |
Jun08 |
060615 |
93.82 |
93.83 |
93.82 |
93.83 |
-0.06 |
75 |
3,017 |
-1 |
Sep08 |
060615 |
93.81 |
93.81 |
93.81 |
93.81 |
-0.07 |
0 |
1,262 |
+0 |
Total Volume and Open Interest |
55,572 |
579,392 |
-6,129 |
10-Year Aus T-Bonds(SFE) |
Jun06 |
060615 |
94.32 |
94.34 |
94.31 |
94.31 |
-0.08 |
85,161 |
261,503 |
-183,605 |
Sep06 |
060615 |
94.31 |
94.32 |
94.28 |
94.31 |
-0.07 |
81,793 |
306,111 |
+84,882 |
Total Volume and Open Interest |
166,954 |
567,614 |
-98,723 |
3-Year Aus T-Bonds(SFE) |
Jun06 |
060615 |
94.28 |
94.29 |
94.26 |
94.26 |
-0.09 |
124,396 |
386,103 |
+1,424 |
Sep06 |
060615 |
94.27 |
94.28 |
94.24 |
94.27 |
-0.07 |
125,150 |
265,837 |
+99,708 |
Total Volume and Open Interest |
249,546 |
651,940 |
+101,132 |
Gold(CMX) |
Jun06 |
060615 |
575.0 |
577.0 |
566.5 |
566.5 |
+4.2 |
243 |
300 |
+11 |
Aug06 |
060615 |
574.5 |
579.5 |
569.5 |
570.3 |
+3.8 |
68,729 |
192,917 |
+301 |
Oct06 |
060615 |
580.0 |
586.3 |
576.2 |
576.2 |
+4.0 |
1,480 |
10,490 |
-66 |
Dec06 |
060615 |
586.5 |
592.0 |
581.1 |
582.0 |
+4.2 |
5,609 |
27,709 |
+364 |
Feb07 |
060615 |
593.0 |
594.5 |
587.7 |
587.7 |
+4.3 |
763 |
14,246 |
+300 |
Apr07 |
060615 |
601.0 |
601.0 |
593.4 |
593.4 |
+4.5 |
329 |
2,022 |
-64 |
Jun07 |
060615 |
604.8 |
606.5 |
598.0 |
599.0 |
+4.6 |
108 |
12,705 |
+38 |
Aug07 |
060615 |
604.7 |
604.7 |
604.7 |
604.7 |
+4.7 |
2 |
354 |
-2 |
Oct07 |
060615 |
610.5 |
610.5 |
610.5 |
610.5 |
+4.9 |
0 |
2,529 |
+0 |
Dec07 |
060615 |
618.0 |
618.5 |
613.0 |
616.2 |
+5.1 |
239 |
15,623 |
+42 |
Feb08 |
060615 |
621.9 |
621.9 |
621.9 |
621.9 |
+5.3 |
1 |
1,315 |
+0 |
Apr08 |
060615 |
627.5 |
627.5 |
627.5 |
627.5 |
+5.4 |
|
|
|
Total Volume and Open Interest |
77,727 |
290,075 |
+1,094 |
Silver(CMX) |
Jul06 |
060615 |
1003.0 |
1021.0 |
996.0 |
997.0 |
+23.5 |
19,333 |
46,195 |
-1,281 |
Sep06 |
060615 |
1013.0 |
1030.0 |
1005.0 |
1006.1 |
+23.4 |
1,998 |
23,753 |
+414 |
Dec06 |
060615 |
1028.0 |
1040.0 |
1012.0 |
1015.4 |
+22.6 |
1,708 |
17,256 |
-48 |
Mar07 |
060615 |
1024.0 |
1024.0 |
1023.6 |
1023.6 |
+21.6 |
30 |
7,920 |
+0 |
May07 |
060615 |
1027.5 |
1027.5 |
1027.5 |
1027.5 |
+21.1 |
93 |
2,603 |
+9 |
Jul07 |
060615 |
1031.0 |
1031.0 |
1031.0 |
1031.0 |
+20.5 |
10 |
5,343 |
+0 |
Sep07 |
060615 |
1030.5 |
1030.5 |
1030.5 |
1030.5 |
+19.0 |
0 |
346 |
+0 |
Total Volume and Open Interest |
23,384 |
112,122 |
-871 |
Platinum(NYM) |
Jul06 |
060615 |
1145.0 |
1174.5 |
1145.0 |
1160.9 |
+22.0 |
1,694 |
6,083 |
-224 |
Oct06 |
060615 |
1160.0 |
1190.0 |
1160.0 |
1172.9 |
+22.0 |
468 |
2,217 |
-84 |
Jan07 |
060615 |
1182.9 |
1182.9 |
1182.9 |
1182.9 |
+22.0 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,162 |
8,306 |
-308 |
Palladium(NYME) |
Jun06 |
060615 |
301.80 |
301.80 |
301.80 |
301.80 |
+13.15 |
23 |
405 |
-2 |
Sep06 |
060615 |
300.00 |
306.80 |
288.00 |
305.80 |
+13.15 |
2,000 |
13,209 |
-83 |
Dec06 |
060615 |
301.00 |
309.05 |
300.00 |
309.05 |
+13.15 |
3 |
606 |
-2 |
Total Volume and Open Interest |
2,028 |
14,266 |
-89 |
Copper(CMX) |
Jul06 |
060615 |
310.00 |
331.50 |
309.00 |
321.50 |
+15.90 |
10,274 |
25,559 |
-2,609 |
Sep06 |
060615 |
301.85 |
322.50 |
301.50 |
313.15 |
+15.15 |
5,538 |
33,143 |
+1,363 |
Dec06 |
060615 |
292.00 |
310.50 |
292.00 |
303.30 |
+14.75 |
1,294 |
6,429 |
+241 |
Mar07 |
060615 |
292.45 |
292.45 |
292.45 |
292.45 |
+14.75 |
511 |
905 |
-174 |
May07 |
060615 |
285.30 |
285.30 |
285.30 |
285.30 |
+14.75 |
335 |
332 |
-102 |
Total Volume and Open Interest |
19,657 |
77,953 |
-705 |
Aluminum(CMX) |
Jun06 |
060615 |
115.50 |
115.50 |
115.50 |
115.50 |
+2.50 |
3 |
35 |
+2 |
Jul06 |
060615 |
114.00 |
116.50 |
114.00 |
116.50 |
+2.50 |
3 |
94 |
+2 |
Aug06 |
060615 |
117.50 |
117.50 |
117.50 |
117.50 |
+2.50 |
0 |
35 |
+0 |
Sep06 |
060615 |
117.50 |
117.50 |
117.50 |
117.50 |
+2.50 |
0 |
1 |
+0 |
Oct06 |
060615 |
117.35 |
117.35 |
117.35 |
117.35 |
+2.50 |
0 |
40 |
+0 |
Nov06 |
060615 |
117.20 |
117.20 |
117.20 |
117.20 |
+2.50 |
0 |
40 |
+0 |
Total Volume and Open Interest |
6 |
809 |
+4 |
DJIA Index(CBOT) |
Jun06 |
060615 |
10855 |
11030 |
10850 |
11025 |
+204 |
12,557 |
27,433 |
+430 |
Sep06 |
060615 |
10932 |
11120 |
10917 |
11109 |
+205 |
16,868 |
44,220 |
+9,285 |
Dec06 |
060615 |
11000 |
11189 |
11000 |
11189 |
+220 |
4 |
1,726 |
+1 |
Mar07 |
060615 |
11260 |
11260 |
11260 |
11260 |
+205 |
0 |
12 |
+0 |
Total Volume and Open Interest |
29,429 |
73,391 |
+9,716 |
S & P 500(CME) |
Jun06 |
060615 |
1235.00 |
1260.00 |
1234.20 |
1256.90 |
+26.20 |
74,658 |
177,552 |
-42,935 |
Sep06 |
060615 |
1245.30 |
1270.50 |
1244.80 |
1267.70 |
+26.50 |
105,919 |
590,761 |
+28,296 |
Dec06 |
060615 |
1258.50 |
1278.80 |
1258.50 |
1278.80 |
+26.90 |
378 |
5,270 |
+58 |
Mar07 |
060615 |
1289.40 |
1289.40 |
1289.40 |
1289.40 |
+27.00 |
20 |
340 |
+11 |
Total Volume and Open Interest |
180,975 |
774,276 |
-14,570 |
S & P 500 E-Mini(Globex) |
Jun06 |
060615 |
1231.00 |
1259.75 |
1230.50 |
1257.00 |
+26.25 |
237,642 |
776,809 |
-134,146 |
Sep06 |
060615 |
1241.00 |
1270.75 |
1241.00 |
1267.75 |
+26.50 |
1,852,856 |
1,215,123 |
+83,423 |
Total Volume and Open Interest |
2,090,498 |
1,991,932 |
-50,723 |
NASDAQ 100(CME) |
Jun06 |
060615 |
1539.00 |
1576.00 |
1539.00 |
1576.00 |
+48.00 |
11,282 |
45,032 |
-3,785 |
Sep06 |
060615 |
1556.00 |
1597.00 |
1555.50 |
1594.50 |
+48.70 |
15,455 |
41,670 |
+7,765 |
Dec06 |
060615 |
1611.00 |
1611.00 |
1611.00 |
1611.00 |
+48.00 |
5 |
55 |
+3 |
Total Volume and Open Interest |
26,742 |
86,757 |
+3,983 |
NASDAQ 100 E-Mini(Globex) |
Jun06 |
060615 |
1529.30 |
1577.80 |
1529.30 |
1576.00 |
+48.00 |
78,906 |
290,965 |
-19,995 |
Sep06 |
060615 |
1546.80 |
1596.80 |
1546.00 |
1594.50 |
+48.70 |
432,748 |
325,451 |
+37,946 |
Total Volume and Open Interest |
511,654 |
616,416 |
+17,951 |
S & P Midcap 400(CME) |
Jun06 |
060615 |
722.50 |
743.10 |
722.50 |
743.10 |
+23.20 |
1,302 |
5,578 |
-277 |
Sep06 |
060615 |
75.64 |
96.64 |
75.64 |
95.24 |
+23.70 |
1,427 |
7,779 |
+917 |
Dec06 |
060615 |
102.24 |
102.24 |
102.24 |
102.24 |
+23.70 |
0 |
1 |
+1 |
Total Volume and Open Interest |
2,729 |
13,358 |
+641 |
Russell 2000(CME) |
Jun06 |
060615 |
682.50 |
703.00 |
682.50 |
701.20 |
+23.35 |
6,935 |
32,248 |
-1,874 |
Sep06 |
060615 |
688.50 |
709.50 |
687.75 |
707.30 |
+24.00 |
6,103 |
30,737 |
+3,369 |
Dec06 |
060615 |
713.30 |
713.30 |
713.30 |
713.30 |
+24.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
13,038 |
62,992 |
+1,495 |
Russell 2000 E-Mini(Globex) |
Jun06 |
060615 |
678.10 |
703.50 |
678.10 |
701.20 |
+23.30 |
53,533 |
248,337 |
-31,001 |
Sep06 |
060615 |
683.30 |
709.60 |
682.70 |
707.30 |
+24.00 |
317,429 |
392,667 |
+38,428 |
Dec06 |
060605 |
727.70 |
727.70 |
727.70 |
727.70 |
|
|
|
|
Value Line(KCBT) |
Jun06 |
060615 |
1965.00 |
1967.00 |
1965.00 |
1967.00 |
+62.00 |
0 |
76 |
+0 |
Total Volume and Open Interest |
1 |
78 |
+0 |
Nikkei 225(CME) |
Sep06 |
060615 |
14420 |
14600 |
14410 |
14460 |
+190 |
91,515 |
181,967 |
+160 |
Dec06 |
060615 |
14430 |
14430 |
14430 |
14430 |
+160 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SIMEX) |
Sep06 |
060615 |
14420 |
14600 |
14410 |
14460 |
+190 |
91,515 |
181,967 |
+160 |
Dec06 |
060615 |
14430 |
14430 |
14430 |
14430 |
+160 |
|
|
|
Mar07 |
060615 |
14440 |
14440 |
14440 |
14440 |
+165 |
0 |
1 |
+0 |
Total Volume and Open Interest |
91,522 |
182,127 |
+240 |
CAC 40(MATIF) |
Jun06 |
060615 |
4637.5 |
4731.0 |
4632.0 |
4726.5 |
+110.5 |
266,904 |
582,165 |
+97 |
Jul06 |
060615 |
4625.0 |
4737.0 |
4625.0 |
4732.5 |
+110.0 |
114,512 |
250,966 |
+72,207 |
Aug06 |
060615 |
4673.5 |
4743.0 |
4673.5 |
4743.0 |
+110.0 |
759 |
997 |
+238 |
Total Volume and Open Interest |
399,500 |
895,259 |
+83,202 |
Hang Seng Index(HKFE) |
Jun06 |
060615 |
15411 |
15430 |
15312 |
15427 |
+186 |
45,893 |
114,050 |
+2,557 |
Jul06 |
060615 |
15455 |
15480 |
15369 |
15476 |
+178 |
1,295 |
4,222 |
+312 |
Total Volume and Open Interest |
47,349 |
119,275 |
+2,935 |
DAX Index(EUREX) |
Jun06 |
060615 |
5340.5 |
5474.5 |
5335.0 |
5428.5 |
+119.0 |
315,152 |
186,871 |
-23,017 |
Sep06 |
060615 |
5371.5 |
5517.5 |
5371.5 |
5468.0 |
+120.0 |
104,640 |
144,405 |
+38,329 |
Dec06 |
060615 |
5424.0 |
5556.0 |
5419.0 |
5513.0 |
+121.0 |
11,326 |
11,960 |
-472 |
Total Volume and Open Interest |
431,118 |
343,236 |
+14,840 |
FT-SE 100(LIFFE) |
Jun06 |
060615 |
5540.00 |
5640.00 |
5538.50 |
5638.00 |
+125.00 |
227,388 |
159,047 |
-80,400 |
Sep06 |
060615 |
5565.00 |
5652.00 |
5551.00 |
5650.00 |
+125.00 |
153,579 |
392,071 |
+98,145 |
Dec06 |
060615 |
5602.50 |
5682.50 |
5602.50 |
5682.50 |
+127.00 |
52 |
37,026 |
+27 |
Total Volume and Open Interest |
381,019 |
589,144 |
+17,772 |
SPI 200(SFE) |
Jun06 |
060615 |
4901.0 |
4910.0 |
4889.0 |
4896.0 |
+21.0 |
81,174 |
203,991 |
-87,447 |
Sep06 |
060615 |
4875.0 |
4890.0 |
4828.0 |
4843.0 |
-14.0 |
80,497 |
216,058 |
+63,639 |
Dec06 |
060615 |
4898.0 |
4898.0 |
4861.0 |
4861.0 |
-14.0 |
99 |
4,054 |
+27 |
Total Volume and Open Interest |
161,817 |
428,087 |
-23,749 |
GSCI(CME) |
Jul06 |
060615 |
466.10 |
470.65 |
465.90 |
469.30 |
+7.10 |
1,272 |
20,188 |
+663 |
Aug06 |
060615 |
473.00 |
473.00 |
473.00 |
473.00 |
+7.00 |
1 |
26 |
+0 |
Sep06 |
060615 |
475.00 |
475.00 |
475.00 |
475.00 |
|
|
|
|
Reuters CRB Index(NYBOT) |
Aug06 |
060615 |
376.00 |
379.50 |
376.00 |
379.00 |
+6.75 |
35 |
538 |
+11 |
Nov06 |
060615 |
380.75 |
387.50 |
380.75 |
387.50 |
+6.75 |
0 |
400 |
+0 |
Jan07 |
060615 |
389.50 |
389.50 |
389.50 |
389.50 |
+6.75 |
|
|
|
Total Volume and Open Interest |
35 |
938 |
+11 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|