|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu July 20, 2006 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug06 |
060720 |
587.50 |
589.25 |
582.00 |
584.25 |
-1.50 |
16,507 |
49,230 |
+1,562 |
| Sep06 |
060720 |
594.50 |
596.50 |
589.00 |
591.75 |
-1.50 |
6,043 |
31,281 |
+52 |
| Nov06 |
060720 |
608.50 |
610.75 |
602.50 |
605.50 |
-1.75 |
54,146 |
192,892 |
+3,323 |
| Jan07 |
060720 |
620.50 |
622.75 |
615.50 |
617.50 |
-1.75 |
2,359 |
15,978 |
-267 |
| Mar07 |
060720 |
629.50 |
632.00 |
625.00 |
628.00 |
-1.00 |
1,278 |
10,151 |
+144 |
| May07 |
060720 |
636.00 |
636.50 |
631.00 |
634.50 |
-0.50 |
1,198 |
10,154 |
+44 |
| Jul07 |
060720 |
646.50 |
646.50 |
639.50 |
642.75 |
-0.75 |
874 |
11,256 |
+382 |
| Total Volume and Open Interest |
84,191 |
337,690 |
+5,641 |
| Soybean Meal(CBOT) |
| Aug06 |
060720 |
169.20 |
169.70 |
167.50 |
167.70 |
-1.10 |
8,109 |
28,129 |
-2,493 |
| Sep06 |
060720 |
172.00 |
172.00 |
168.80 |
169.00 |
-1.30 |
3,157 |
33,505 |
+529 |
| Oct06 |
060720 |
172.00 |
172.00 |
169.70 |
169.80 |
-1.00 |
1,349 |
13,939 |
+698 |
| Dec06 |
060720 |
174.00 |
174.00 |
171.30 |
171.40 |
-1.30 |
15,299 |
94,216 |
+872 |
| Jan07 |
060720 |
174.80 |
175.00 |
172.50 |
172.50 |
-1.60 |
337 |
8,053 |
+19 |
| Mar07 |
060720 |
177.20 |
177.20 |
175.00 |
175.00 |
-1.00 |
522 |
6,550 |
+130 |
| May07 |
060720 |
177.50 |
177.70 |
175.80 |
176.00 |
-0.50 |
415 |
9,001 |
+135 |
| Jul07 |
060720 |
179.50 |
179.50 |
177.50 |
178.00 |
-0.80 |
736 |
7,316 |
+263 |
| Total Volume and Open Interest |
30,225 |
205,553 |
+97 |
| Soybean Oil(CBOT) |
| Aug06 |
060720 |
26.25 |
26.54 |
26.23 |
26.41 |
+0.31 |
10,466 |
23,785 |
-1,792 |
| Sep06 |
060720 |
26.45 |
26.74 |
26.45 |
26.63 |
+0.33 |
5,662 |
26,862 |
-435 |
| Oct06 |
060720 |
26.77 |
26.92 |
26.71 |
26.85 |
+0.34 |
1,804 |
12,903 |
-591 |
| Dec06 |
060720 |
27.00 |
27.43 |
27.00 |
27.27 |
+0.35 |
31,018 |
161,621 |
-4,388 |
| Jan07 |
060720 |
27.50 |
27.62 |
27.45 |
27.54 |
+0.37 |
1,334 |
8,064 |
-55 |
| Mar07 |
060720 |
27.85 |
27.91 |
27.81 |
27.87 |
+0.29 |
975 |
6,105 |
+599 |
| May07 |
060720 |
28.05 |
28.22 |
28.05 |
28.22 |
+0.29 |
241 |
13,117 |
+94 |
| Jul07 |
060720 |
28.55 |
28.60 |
28.50 |
28.50 |
+0.26 |
1,188 |
11,207 |
-202 |
| Total Volume and Open Interest |
53,662 |
281,052 |
-6,561 |
| Canola(WCE) |
| Jul06 |
060714 |
287.9 |
287.9 |
287.9 |
287.9 |
+0.5 |
|
|
|
| Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
| Nov06 |
060720 |
301.2 |
304.9 |
300.2 |
304.4 |
+4.4 |
4,703 |
66,040 |
-166 |
| Jan07 |
060720 |
310.2 |
313.3 |
309.8 |
312.5 |
+4.0 |
372 |
6,652 |
+64 |
| Mar07 |
060720 |
314.9 |
319.8 |
314.9 |
319.8 |
+5.6 |
6 |
798 |
-2 |
| Total Volume and Open Interest |
5,157 |
82,504 |
-96 |
| Corn(CBOT) |
| Sep06 |
060720 |
244.50 |
248.25 |
241.00 |
242.50 |
-2.25 |
54,161 |
420,486 |
-7,972 |
| Dec06 |
060720 |
261.50 |
264.50 |
257.25 |
259.25 |
-2.50 |
152,766 |
530,809 |
+11,550 |
| Mar07 |
060720 |
274.25 |
277.50 |
270.25 |
272.25 |
-2.50 |
13,892 |
110,388 |
+1,330 |
| May07 |
060720 |
283.00 |
285.50 |
279.75 |
281.50 |
-2.25 |
2,391 |
23,354 |
+968 |
| Jul07 |
060720 |
292.00 |
294.75 |
288.50 |
290.75 |
-1.50 |
10,099 |
71,940 |
+4,094 |
| Sep07 |
060720 |
296.50 |
299.00 |
295.50 |
296.75 |
-1.25 |
549 |
8,552 |
+192 |
| Total Volume and Open Interest |
245,738 |
1,368,995 |
+13,382 |
| Wheat(CBOT) |
| Sep06 |
060720 |
395.50 |
409.00 |
395.50 |
406.50 |
+13.50 |
26,694 |
231,476 |
-2,488 |
| Dec06 |
060720 |
414.00 |
426.75 |
414.00 |
424.50 |
+11.75 |
15,950 |
111,627 |
-558 |
| Mar07 |
060720 |
432.00 |
445.00 |
432.00 |
444.00 |
+14.50 |
3,807 |
33,497 |
+1,043 |
| May07 |
060720 |
448.00 |
452.00 |
446.00 |
452.00 |
+14.00 |
41 |
920 |
+39 |
| Jul07 |
060720 |
447.50 |
458.50 |
447.50 |
456.75 |
+10.50 |
4,630 |
65,874 |
+369 |
| Total Volume and Open Interest |
54,432 |
475,226 |
-114 |
| Wheat(KCBT) |
| Jul06 |
060714 |
487.00 |
490.00 |
483.50 |
487.00 |
+2.00 |
143 |
134 |
-106 |
| Sep06 |
060720 |
489.00 |
505.00 |
489.00 |
502.50 |
+15.50 |
14,684 |
67,542 |
-2,789 |
| Dec06 |
060720 |
506.00 |
519.00 |
505.50 |
517.50 |
+15.00 |
8,881 |
60,707 |
+323 |
| Mar07 |
060720 |
512.00 |
523.50 |
512.00 |
520.25 |
+12.25 |
1,170 |
8,873 |
+408 |
| May07 |
060720 |
501.00 |
501.00 |
501.00 |
501.00 |
+1.00 |
46 |
300 |
-28 |
| Total Volume and Open Interest |
26,910 |
165,833 |
-1,992 |
| Wheat(MGE) |
| Jul06 |
060714 |
520.00 |
520.00 |
520.00 |
520.00 |
+12.00 |
|
|
|
| Sep06 |
060720 |
497.00 |
509.00 |
496.00 |
504.25 |
+8.75 |
5,283 |
21,252 |
-462 |
| Dec06 |
060720 |
501.00 |
513.50 |
501.00 |
509.00 |
+9.50 |
3,292 |
27,212 |
+332 |
| Mar07 |
060720 |
507.00 |
516.50 |
507.00 |
514.50 |
+10.50 |
240 |
2,637 |
+34 |
| May07 |
060720 |
510.00 |
514.00 |
510.00 |
514.00 |
+12.00 |
35 |
165 |
+20 |
| Total Volume and Open Interest |
9,087 |
57,821 |
+26 |
| Oats(CBOT) |
| Sep06 |
060720 |
192.50 |
196.50 |
192.50 |
193.25 |
-0.25 |
446 |
5,574 |
-24 |
| Dec06 |
060720 |
192.25 |
199.50 |
192.00 |
197.00 |
+3.25 |
1,637 |
8,280 |
-326 |
| Mar07 |
060720 |
201.50 |
201.50 |
201.50 |
201.50 |
+2.50 |
17 |
203 |
-1 |
| May07 |
060720 |
202.00 |
202.00 |
202.00 |
202.00 |
+1.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
2,105 |
14,084 |
-351 |
| Rough Rice(CBOT) |
| Jul06 |
060720 |
9.25 |
9.25 |
9.25 |
9.25 |
-0.05 |
55 |
27 |
-2 |
| Sep06 |
060720 |
9.42 |
9.43 |
9.35 |
9.40 |
-0.07 |
236 |
5,510 |
+35 |
| Nov06 |
060720 |
9.67 |
9.67 |
9.61 |
9.67 |
-0.04 |
127 |
5,266 |
-110 |
| Jan07 |
060720 |
9.87 |
9.87 |
9.87 |
9.87 |
-0.01 |
131 |
910 |
-35 |
| Total Volume and Open Interest |
733 |
13,183 |
-14 |
| Live Cattle(CME) |
| Aug06 |
060720 |
84.250 |
84.800 |
83.800 |
83.850 |
-0.550 |
16,937 |
59,121 |
-2,382 |
| Oct06 |
060720 |
88.250 |
88.950 |
87.900 |
87.925 |
-0.425 |
15,698 |
110,130 |
+4,371 |
| Dec06 |
060720 |
89.000 |
89.400 |
88.600 |
88.700 |
-0.450 |
5,138 |
38,403 |
-39 |
| Feb07 |
060720 |
91.250 |
91.600 |
91.000 |
91.050 |
-0.375 |
1,232 |
19,578 |
+294 |
| Apr07 |
060720 |
89.100 |
89.425 |
88.900 |
89.100 |
-0.125 |
1,143 |
4,612 |
+108 |
| Jun07 |
060720 |
84.000 |
84.300 |
83.900 |
84.125 |
-0.075 |
73 |
2,668 |
+31 |
| Total Volume and Open Interest |
40,224 |
234,552 |
+2,381 |
| Feeder Cattle(CME) |
| Aug06 |
060720 |
115.000 |
116.100 |
114.950 |
115.275 |
-0.450 |
2,215 |
13,270 |
-431 |
| Sep06 |
060720 |
114.900 |
115.850 |
114.650 |
115.100 |
-0.650 |
1,145 |
8,480 |
+11 |
| Oct06 |
060720 |
114.200 |
115.100 |
114.200 |
114.700 |
-0.550 |
574 |
5,209 |
+102 |
| Nov06 |
060720 |
112.500 |
113.225 |
112.400 |
112.775 |
-0.475 |
167 |
1,357 |
+47 |
| Jan07 |
060720 |
107.950 |
108.100 |
107.650 |
107.825 |
-0.225 |
47 |
1,660 |
+12 |
| Mar07 |
060720 |
105.450 |
105.450 |
104.500 |
104.750 |
-0.250 |
5 |
282 |
+3 |
| Apr07 |
060720 |
104.500 |
104.500 |
104.250 |
104.300 |
-0.300 |
1 |
84 |
+1 |
| Total Volume and Open Interest |
4,155 |
30,441 |
-254 |
| Lean Hogs(CME) |
| Aug06 |
060720 |
67.500 |
67.850 |
66.900 |
67.400 |
-0.400 |
11,565 |
39,524 |
-2,999 |
| Oct06 |
060720 |
59.400 |
60.000 |
59.000 |
59.200 |
-0.725 |
10,106 |
84,066 |
+1,181 |
| Dec06 |
060720 |
57.100 |
57.425 |
56.800 |
57.375 |
-0.025 |
2,863 |
19,286 |
-17 |
| Feb07 |
060720 |
59.100 |
59.325 |
58.800 |
59.325 |
+0.125 |
780 |
6,913 |
+304 |
| Apr07 |
060720 |
60.700 |
60.700 |
60.350 |
60.600 |
-0.275 |
544 |
3,876 |
+333 |
| May07 |
060720 |
63.475 |
63.800 |
63.050 |
63.800 |
+0.075 |
64 |
527 |
-4 |
| Jun07 |
060720 |
65.500 |
65.500 |
65.100 |
65.100 |
-0.550 |
334 |
1,234 |
+123 |
| Jul07 |
060720 |
63.250 |
63.250 |
62.900 |
62.900 |
-0.500 |
24 |
380 |
+10 |
| Total Volume and Open Interest |
26,280 |
155,806 |
-1,069 |
| Pork Bellies(CME) |
| Jul06 |
060720 |
96.000 |
96.400 |
94.900 |
95.500 |
-1.200 |
9 |
91 |
-7 |
| Aug06 |
060720 |
93.250 |
94.150 |
92.500 |
92.675 |
-0.825 |
339 |
1,580 |
-20 |
| Feb07 |
060720 |
88.000 |
88.450 |
88.000 |
88.450 |
-0.050 |
13 |
82 |
+7 |
| Mar07 |
060720 |
89.250 |
89.250 |
88.700 |
88.700 |
-0.550 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
361 |
1,762 |
-20 |
| Class III Milk(CME) |
| Jul06 |
060720 |
10.96 |
10.96 |
10.95 |
10.95 |
-0.01 |
38 |
3,490 |
-20 |
| Aug06 |
060720 |
11.25 |
11.26 |
11.22 |
11.22 |
-0.03 |
173 |
4,359 |
+81 |
| Sep06 |
060720 |
11.90 |
11.95 |
11.90 |
11.92 |
+0.02 |
97 |
4,884 |
+10 |
| Oct06 |
060720 |
12.30 |
12.30 |
12.25 |
12.28 |
-0.02 |
19 |
4,120 |
+4 |
| Nov06 |
060720 |
12.25 |
12.25 |
12.25 |
12.25 |
+0.05 |
18 |
3,503 |
+5 |
| Total Volume and Open Interest |
596 |
31,293 |
+112 |
| Cocoa(NYBOT) |
| Sep06 |
060720 |
1510 |
1519 |
1501 |
1514 |
+11 |
9,875 |
72,444 |
-4,817 |
| Dec06 |
060720 |
1550 |
1554 |
1537 |
1550 |
+11 |
4,750 |
33,134 |
+40 |
| Mar07 |
060720 |
1583 |
1583 |
1568 |
1580 |
+11 |
1,486 |
21,317 |
+505 |
| May07 |
060720 |
1593 |
1601 |
1589 |
1601 |
+11 |
196 |
8,817 |
+115 |
| Jul07 |
060720 |
1622 |
1622 |
1622 |
1622 |
+11 |
0 |
3,650 |
+0 |
| Sep07 |
060720 |
1638 |
1638 |
1638 |
1638 |
+10 |
0 |
8,732 |
+0 |
| Dec07 |
060720 |
1663 |
1663 |
1663 |
1663 |
+11 |
0 |
7,001 |
-133 |
| Total Volume and Open Interest |
16,307 |
155,115 |
-4,290 |
| Coffee "C"(NYBOT) |
| Jul06 |
060719 |
96.75 |
96.75 |
93.50 |
95.90 |
-0.20 |
100 |
30 |
-125 |
| Sep06 |
060720 |
97.30 |
97.50 |
95.60 |
95.80 |
-1.35 |
5,872 |
79,710 |
-296 |
| Dec06 |
060720 |
101.30 |
101.30 |
99.75 |
99.80 |
-1.30 |
2,043 |
26,230 |
+123 |
| Mar07 |
060720 |
105.00 |
105.05 |
103.60 |
103.60 |
-1.35 |
451 |
7,559 |
+80 |
| May07 |
060720 |
107.30 |
107.30 |
105.95 |
105.95 |
-1.35 |
55 |
2,775 |
+47 |
| Jul07 |
060720 |
108.90 |
108.90 |
108.30 |
108.30 |
-1.35 |
6 |
1,268 |
+4 |
| Total Volume and Open Interest |
8,457 |
120,293 |
-68 |
| Orange Juice(NYBOT) |
| Sep06 |
060720 |
156.00 |
158.85 |
155.70 |
157.65 |
+0.80 |
1,556 |
19,260 |
-537 |
| Nov06 |
060720 |
156.20 |
159.20 |
156.20 |
157.85 |
+1.10 |
181 |
3,290 |
+16 |
| Jan07 |
060720 |
155.60 |
157.50 |
155.60 |
157.05 |
+1.05 |
96 |
2,684 |
+64 |
| Mar07 |
060720 |
157.05 |
157.05 |
157.05 |
157.05 |
+1.05 |
5 |
553 |
+0 |
| May07 |
060720 |
157.05 |
157.05 |
157.05 |
157.05 |
+1.05 |
0 |
135 |
+0 |
| Total Volume and Open Interest |
1,839 |
25,956 |
-457 |
| Sugar #11(NYBOT) |
| Oct06 |
060720 |
15.48 |
15.51 |
15.27 |
15.31 |
-0.05 |
34,761 |
260,457 |
-3,032 |
| Mar07 |
060720 |
15.85 |
15.88 |
15.60 |
15.69 |
-0.05 |
15,221 |
90,405 |
+2,466 |
| May07 |
060720 |
15.74 |
15.76 |
15.55 |
15.60 |
-0.05 |
2,809 |
43,112 |
+652 |
| Jul07 |
060720 |
15.58 |
15.58 |
15.40 |
15.42 |
-0.05 |
4,087 |
28,625 |
-512 |
| Oct07 |
060720 |
15.58 |
15.58 |
15.50 |
15.50 |
-0.05 |
905 |
24,275 |
-162 |
| Total Volume and Open Interest |
59,434 |
462,407 |
+232 |
| Sugar #14(NYBOT) |
| Jul06 |
060608 |
23.66 |
23.66 |
23.66 |
23.66 |
-0.29 |
1,111 |
1,816 |
+354 |
| Sep06 |
060720 |
22.65 |
22.80 |
22.65 |
22.78 |
+0.13 |
236 |
2,296 |
-82 |
| Nov06 |
060720 |
22.53 |
22.60 |
22.53 |
22.60 |
+0.07 |
41 |
2,255 |
+41 |
| Jan07 |
060720 |
22.35 |
22.50 |
22.35 |
22.50 |
unch |
102 |
1,455 |
+51 |
| Mar07 |
060720 |
22.43 |
22.43 |
22.43 |
22.43 |
+0.03 |
106 |
1,588 |
+41 |
| Total Volume and Open Interest |
485 |
9,541 |
+51 |
| London Cocoa(LCE) |
| Jul06 |
060714 |
1098 |
1100 |
1058 |
1076 |
-21 |
3,541 |
13,919 |
-1,196 |
| Sep06 |
060720 |
866 |
877 |
866 |
874 |
+6 |
8,794 |
60,770 |
-1,963 |
| Dec06 |
060720 |
881 |
884 |
875 |
882 |
+2 |
6,453 |
46,084 |
+60 |
| Mar07 |
060720 |
895 |
899 |
891 |
897 |
+3 |
1,500 |
31,454 |
+353 |
| May07 |
060720 |
906 |
910 |
904 |
908 |
+3 |
184 |
10,393 |
+91 |
| Jul07 |
060720 |
914 |
918 |
912 |
917 |
+3 |
5 |
5,253 |
+2 |
| Sep07 |
060720 |
921 |
926 |
921 |
926 |
+3 |
4 |
2,833 |
+2 |
| Total Volume and Open Interest |
17,095 |
168,186 |
-1,300 |
| London Coffee(LCE) |
| Jul06 |
060720 |
1228.00 |
1228.00 |
1212.00 |
1212.00 |
-12.00 |
31 |
1,305 |
-149 |
| Sep06 |
060720 |
1237.00 |
1238.00 |
1222.00 |
1226.00 |
-6.00 |
3,164 |
70,114 |
-1,323 |
| Nov06 |
060720 |
1245.00 |
1245.00 |
1229.00 |
1235.00 |
-6.00 |
2,569 |
41,485 |
-368 |
| Jan07 |
060720 |
1236.00 |
1237.00 |
1222.00 |
1226.00 |
-7.00 |
1,099 |
13,772 |
+929 |
| Mar07 |
060720 |
1228.00 |
1230.00 |
1220.00 |
1222.00 |
-6.00 |
18 |
2,696 |
+18 |
| May07 |
060720 |
1241.00 |
1241.00 |
1230.00 |
1230.00 |
-6.00 |
108 |
1,332 |
+107 |
| Total Volume and Open Interest |
6,993 |
131,240 |
-782 |
| London Sugar(LCE) |
| Aug06 |
060714 |
486.00 |
490.00 |
467.80 |
472.30 |
-13.80 |
3,452 |
3,161 |
-1,199 |
| Oct06 |
060720 |
450.00 |
454.70 |
446.00 |
446.60 |
-3.40 |
6,099 |
37,790 |
-502 |
| Dec06 |
060720 |
450.00 |
451.00 |
443.70 |
443.70 |
-2.30 |
566 |
11,189 |
-125 |
| Mar07 |
060720 |
438.10 |
438.20 |
430.10 |
430.90 |
-2.10 |
449 |
9,834 |
+263 |
| May07 |
060720 |
432.60 |
432.60 |
430.10 |
430.10 |
-2.50 |
55 |
4,045 |
+40 |
| Total Volume and Open Interest |
7,381 |
66,223 |
-293 |
| Cotton(NYBOT) |
| Oct06 |
060720 |
52.70 |
52.70 |
52.00 |
52.25 |
-0.65 |
727 |
4,816 |
-68 |
| Dec06 |
060720 |
54.30 |
54.50 |
53.85 |
54.19 |
-0.51 |
8,468 |
124,606 |
-398 |
| Mar07 |
060720 |
57.00 |
57.40 |
56.95 |
57.23 |
-0.40 |
1,007 |
24,382 |
+126 |
| May07 |
060720 |
58.00 |
58.10 |
57.80 |
58.10 |
-0.40 |
0 |
1,235 |
+0 |
| Jul07 |
060720 |
58.75 |
59.05 |
58.75 |
58.95 |
-0.35 |
3 |
2,279 |
+0 |
| Oct07 |
060720 |
59.25 |
59.25 |
59.25 |
59.25 |
-0.25 |
0 |
44 |
+0 |
| Total Volume and Open Interest |
10,247 |
160,951 |
-316 |
| Lumber(CME) |
| Sep06 |
060720 |
278.9 |
282.0 |
278.1 |
280.0 |
+1.1 |
509 |
4,347 |
+7 |
| Nov06 |
060720 |
282.9 |
284.5 |
282.3 |
283.5 |
+1.1 |
176 |
745 |
+51 |
| Jan07 |
060720 |
293.6 |
294.9 |
292.0 |
294.8 |
+2.1 |
12 |
98 |
-3 |
| Mar07 |
060720 |
301.6 |
301.6 |
300.7 |
300.7 |
+0.7 |
0 |
23 |
+0 |
| Total Volume and Open Interest |
697 |
5,222 |
+55 |
| Crude Oil(NYM) |
| Aug06 |
060720 |
73.15 |
73.50 |
72.05 |
73.08 |
+0.42 |
101,694 |
18,943 |
-37,574 |
| Sep06 |
060720 |
75.05 |
75.30 |
73.92 |
74.27 |
-0.50 |
151,156 |
269,780 |
-2,389 |
| Oct06 |
060720 |
75.90 |
76.20 |
74.90 |
75.17 |
-0.57 |
36,290 |
78,658 |
+1,526 |
| Nov06 |
060720 |
76.55 |
76.55 |
75.81 |
75.81 |
-0.58 |
9,460 |
31,532 |
+1,639 |
| Dec06 |
060720 |
77.00 |
77.30 |
76.10 |
76.26 |
-0.59 |
21,992 |
119,777 |
-853 |
| Jan07 |
060720 |
77.00 |
77.00 |
76.50 |
76.56 |
-0.60 |
2,474 |
41,637 |
-36 |
| Feb07 |
060720 |
77.55 |
77.55 |
76.74 |
76.74 |
-0.61 |
1,382 |
18,113 |
+227 |
| Mar07 |
060720 |
77.25 |
77.25 |
76.86 |
76.86 |
-0.61 |
2,178 |
18,505 |
+74 |
| Apr07 |
060720 |
77.10 |
77.10 |
76.91 |
76.91 |
-0.61 |
2,257 |
23,202 |
+394 |
| May07 |
060720 |
76.90 |
76.90 |
76.90 |
76.90 |
-0.62 |
2,324 |
17,257 |
+319 |
| Jun07 |
060720 |
77.55 |
77.65 |
76.40 |
76.83 |
-0.65 |
3,924 |
46,975 |
-955 |
| Jul07 |
060720 |
76.75 |
76.75 |
76.75 |
76.75 |
-0.66 |
5 |
10,530 |
-5 |
| Aug07 |
060720 |
76.67 |
76.67 |
76.67 |
76.67 |
-0.67 |
70 |
8,417 |
+60 |
| Sep07 |
060720 |
76.59 |
76.59 |
76.59 |
76.59 |
-0.68 |
1,090 |
9,852 |
+216 |
| Oct07 |
060720 |
76.49 |
76.49 |
76.49 |
76.49 |
-0.69 |
200 |
6,682 |
-25 |
| Nov07 |
060720 |
76.36 |
76.36 |
76.36 |
76.36 |
-0.70 |
325 |
7,066 |
+15 |
| Total Volume and Open Interest |
355,460 |
1,051,510 |
-35,252 |
| Heating Oil(NYM) |
| Aug06 |
060720 |
197.00 |
197.50 |
193.00 |
193.40 |
-3.11 |
24,424 |
30,661 |
-3,652 |
| Sep06 |
060720 |
203.00 |
205.75 |
200.75 |
201.58 |
-3.26 |
26,560 |
66,229 |
-158 |
| Oct06 |
060720 |
210.00 |
211.50 |
208.00 |
208.08 |
-3.16 |
4,677 |
15,119 |
+539 |
| Nov06 |
060720 |
215.00 |
216.70 |
213.03 |
213.03 |
-3.06 |
1,433 |
8,747 |
+578 |
| Dec06 |
060720 |
219.00 |
219.75 |
217.28 |
217.28 |
-2.96 |
2,230 |
18,424 |
-578 |
| Jan07 |
060720 |
223.20 |
224.40 |
221.03 |
221.03 |
-2.81 |
1,249 |
16,052 |
-16 |
| Feb07 |
060720 |
224.50 |
225.25 |
222.98 |
222.98 |
-2.71 |
1,013 |
6,733 |
+263 |
| Mar07 |
060720 |
223.00 |
224.50 |
222.28 |
222.28 |
-2.61 |
827 |
5,053 |
-111 |
| Apr07 |
060720 |
218.50 |
220.10 |
217.88 |
217.88 |
-2.51 |
899 |
6,092 |
+65 |
| May07 |
060720 |
216.00 |
216.00 |
214.13 |
214.13 |
-2.66 |
18 |
1,103 |
+15 |
| Jun07 |
060720 |
215.90 |
215.90 |
212.48 |
212.48 |
-2.66 |
386 |
7,904 |
+1 |
| Jul07 |
060720 |
213.38 |
213.38 |
213.38 |
213.38 |
-2.66 |
11 |
624 |
+1 |
| Total Volume and Open Interest |
63,905 |
186,165 |
-2,896 |
| Unleaded Gas(NYM) |
| Aug06 |
060720 |
226.00 |
228.00 |
223.25 |
224.77 |
+1.79 |
29,137 |
26,733 |
-5,410 |
| Sep06 |
060720 |
224.50 |
226.25 |
222.00 |
223.37 |
+1.53 |
17,029 |
51,394 |
+2,868 |
| Oct06 |
060720 |
210.00 |
211.00 |
208.50 |
208.57 |
+0.63 |
1,212 |
8,480 |
+213 |
| Nov06 |
060720 |
203.00 |
203.00 |
200.77 |
200.77 |
+0.18 |
162 |
3,222 |
+44 |
| Dec06 |
060720 |
198.00 |
198.00 |
195.07 |
195.07 |
-0.02 |
187 |
4,956 |
+68 |
| Jan07 |
060720 |
196.30 |
196.30 |
193.77 |
193.77 |
-0.02 |
71 |
1,750 |
+52 |
| Total Volume and Open Interest |
47,798 |
96,535 |
-2,165 |
| Natural Gas(NYM) |
| Aug06 |
060720 |
6.000 |
6.230 |
5.960 |
6.091 |
+0.229 |
25,483 |
47,570 |
-2,830 |
| Sep06 |
060720 |
6.115 |
6.350 |
6.080 |
6.208 |
+0.224 |
19,642 |
119,388 |
+1,006 |
| Oct06 |
060720 |
6.400 |
6.580 |
6.360 |
6.443 |
+0.174 |
17,786 |
57,032 |
+2,003 |
| Nov06 |
060720 |
7.805 |
8.050 |
7.805 |
7.923 |
+0.184 |
9,259 |
58,808 |
+176 |
| Dec06 |
060720 |
9.450 |
9.580 |
9.450 |
9.488 |
+0.149 |
8,026 |
35,556 |
+899 |
| Jan07 |
060720 |
10.210 |
10.320 |
10.170 |
10.235 |
+0.136 |
5,087 |
52,547 |
+1,257 |
| Feb07 |
060720 |
10.240 |
10.370 |
10.200 |
10.265 |
+0.131 |
977 |
30,086 |
-208 |
| Mar07 |
060720 |
10.050 |
10.170 |
10.000 |
10.068 |
+0.129 |
1,202 |
56,919 |
-137 |
| Apr07 |
060720 |
8.280 |
8.370 |
8.280 |
8.298 |
+0.069 |
3,087 |
34,953 |
+160 |
| May07 |
060720 |
8.120 |
8.200 |
8.113 |
8.113 |
+0.064 |
1,697 |
23,097 |
+293 |
| Jun07 |
060720 |
8.160 |
8.260 |
8.160 |
8.196 |
+0.062 |
310 |
12,648 |
-81 |
| Jul07 |
060720 |
8.310 |
8.370 |
8.301 |
8.301 |
+0.062 |
346 |
9,660 |
+59 |
| Aug07 |
060720 |
8.460 |
8.460 |
8.384 |
8.384 |
+0.060 |
42 |
8,837 |
+9 |
| Sep07 |
060720 |
8.482 |
8.482 |
8.482 |
8.482 |
+0.058 |
74 |
9,848 |
+46 |
| Oct07 |
060720 |
8.640 |
8.660 |
8.640 |
8.655 |
+0.058 |
741 |
27,182 |
-345 |
| Nov07 |
060720 |
9.450 |
9.450 |
9.410 |
9.410 |
+0.048 |
78 |
12,401 |
+29 |
| Total Volume and Open Interest |
106,158 |
895,724 |
+2,446 |
| Brent Crude Oil(ICE) |
| Sep06 |
060720 |
74.00 |
74.72 |
73.20 |
73.72 |
-0.18 |
124,564 |
125,960 |
-8,931 |
| Oct06 |
060720 |
74.55 |
75.18 |
73.66 |
74.14 |
-0.38 |
48,285 |
123,466 |
+3,107 |
| Nov06 |
060720 |
75.28 |
75.61 |
74.46 |
74.61 |
-0.44 |
16,429 |
25,941 |
+3,141 |
| Dec06 |
060720 |
75.74 |
76.10 |
74.69 |
75.04 |
-0.49 |
14,233 |
54,260 |
+2,312 |
| Jan07 |
060720 |
76.26 |
76.48 |
75.36 |
75.39 |
-0.47 |
1,292 |
19,012 |
+498 |
| Feb07 |
060720 |
76.47 |
76.47 |
75.58 |
75.61 |
-0.46 |
686 |
9,921 |
+97 |
| Mar07 |
060720 |
76.58 |
76.58 |
75.73 |
75.73 |
-0.45 |
675 |
11,795 |
+81 |
| Apr07 |
060720 |
76.30 |
76.52 |
75.75 |
75.75 |
-0.44 |
75 |
11,574 |
+44 |
| May07 |
060720 |
76.39 |
76.39 |
75.76 |
75.76 |
-0.43 |
978 |
3,045 |
-103 |
| Jun07 |
060720 |
76.31 |
76.51 |
75.40 |
75.73 |
-0.42 |
1,140 |
13,529 |
+112 |
| Jul07 |
060720 |
75.62 |
75.62 |
75.62 |
75.62 |
-0.47 |
501 |
991 |
+500 |
| Aug07 |
060720 |
76.16 |
76.16 |
75.51 |
75.51 |
-0.51 |
2 |
999 |
+1 |
| Sep07 |
060720 |
76.15 |
76.15 |
75.40 |
75.40 |
-0.54 |
61 |
1,400 |
+0 |
| Oct07 |
060720 |
75.29 |
75.29 |
75.29 |
75.29 |
-0.56 |
20 |
240 |
+0 |
| Total Volume and Open Interest |
211,874 |
460,832 |
+10 |
| Gas Oil(ICE) |
| Aug06 |
060720 |
625.75 |
636.50 |
623.00 |
625.25 |
+3.25 |
51,602 |
62,738 |
-6,777 |
| Sep06 |
060720 |
646.00 |
652.25 |
634.50 |
637.50 |
+1.50 |
28,561 |
51,478 |
+293 |
| Oct06 |
060720 |
659.00 |
659.50 |
647.00 |
649.00 |
+0.75 |
10,783 |
25,772 |
+490 |
| Nov06 |
060720 |
670.25 |
670.25 |
659.75 |
659.75 |
+0.25 |
4,321 |
15,872 |
+1,958 |
| Dec06 |
060720 |
678.75 |
679.25 |
668.75 |
668.75 |
+0.25 |
4,500 |
33,534 |
-134 |
| Jan07 |
060720 |
685.50 |
685.75 |
675.75 |
675.75 |
+0.25 |
2,094 |
14,979 |
+379 |
| Feb07 |
060720 |
686.50 |
686.50 |
680.25 |
680.25 |
+0.50 |
764 |
2,547 |
+360 |
| Mar07 |
060720 |
687.25 |
687.25 |
680.50 |
680.50 |
+1.25 |
50 |
5,660 |
+50 |
| Apr07 |
060720 |
678.50 |
678.50 |
678.50 |
678.50 |
+1.25 |
0 |
1,975 |
+0 |
| May07 |
060720 |
676.50 |
676.50 |
676.50 |
676.50 |
+1.25 |
0 |
350 |
+0 |
| Total Volume and Open Interest |
105,688 |
262,035 |
-3,867 |
| US Dollar Index(NYBOT) |
| Sep06 |
060720 |
86.21 |
86.24 |
85.85 |
85.94 |
-0.24 |
7,211 |
14,577 |
-436 |
| Dec06 |
060720 |
85.60 |
85.68 |
85.56 |
85.57 |
-0.24 |
33 |
2,221 |
+6 |
| Mar07 |
060720 |
85.22 |
85.22 |
85.22 |
85.22 |
-0.24 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
7,244 |
16,803 |
-430 |
| Australian Dollar(CME) |
| Sep06 |
060720 |
75.05 |
75.28 |
75.00 |
75.18 |
+0.28 |
3,173 |
54,135 |
+93 |
| Dec06 |
060720 |
74.88 |
75.15 |
74.88 |
75.07 |
+0.28 |
1 |
584 |
-8 |
| Mar07 |
060720 |
74.94 |
74.94 |
74.94 |
74.94 |
+0.28 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
3,174 |
54,734 |
+85 |
| British Pound(CME) |
| Sep06 |
060720 |
185.40 |
185.45 |
185.10 |
185.23 |
+0.63 |
1,945 |
86,951 |
-580 |
| Dec06 |
060720 |
185.66 |
185.66 |
185.66 |
185.66 |
+0.63 |
0 |
578 |
+33 |
| Mar07 |
060720 |
186.03 |
186.03 |
186.03 |
186.03 |
+0.63 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,945 |
87,533 |
-547 |
| Canadian Dollar(CME) |
| Sep06 |
060720 |
88.37 |
88.73 |
88.26 |
88.55 |
+0.34 |
6,049 |
82,313 |
+2,007 |
| Dec06 |
060720 |
88.60 |
88.82 |
88.59 |
88.82 |
+0.34 |
130 |
2,551 |
+215 |
| Mar07 |
060720 |
89.08 |
89.08 |
89.08 |
89.08 |
+0.34 |
1 |
333 |
-1 |
| Jun07 |
060720 |
89.34 |
89.34 |
89.34 |
89.34 |
+0.34 |
0 |
237 |
+0 |
| Total Volume and Open Interest |
6,180 |
85,592 |
+2,177 |
| Japanese Yen(CME) |
| Sep06 |
060720 |
86.28 |
86.42 |
86.18 |
86.29 |
-0.02 |
11,398 |
188,846 |
+5,552 |
| Dec06 |
060720 |
87.40 |
87.40 |
87.40 |
87.40 |
-0.02 |
2 |
20,239 |
-1 |
| Mar07 |
060720 |
88.50 |
88.50 |
88.50 |
88.50 |
-0.02 |
0 |
5 |
-2 |
| Total Volume and Open Interest |
11,400 |
209,113 |
+5,546 |
| Swiss Franc(CME) |
| Sep06 |
060720 |
80.99 |
81.06 |
80.83 |
80.90 |
+0.17 |
3,874 |
71,781 |
+2,886 |
| Dec06 |
060720 |
81.67 |
81.67 |
81.67 |
81.67 |
+0.17 |
15 |
789 |
+87 |
| Mar07 |
060720 |
82.41 |
82.41 |
82.41 |
82.41 |
+0.17 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
3,889 |
72,585 |
+2,973 |
| EuroFX(CME) |
| Sep06 |
060720 |
126.93 |
127.04 |
126.68 |
126.87 |
+0.35 |
5,950 |
144,766 |
-6,587 |
| Dec06 |
060720 |
127.70 |
127.70 |
127.58 |
127.58 |
+0.35 |
70 |
1,330 |
+52 |
| Mar07 |
060720 |
128.22 |
128.22 |
128.22 |
128.22 |
+0.35 |
0 |
133 |
+37 |
| Total Volume and Open Interest |
6,020 |
146,297 |
-6,498 |
| Mexican Peso(CME) |
| Sep06 |
060720 |
9185.0 |
9200.0 |
9155.0 |
9170.0 |
-2.0 |
7,736 |
58,789 |
+1,862 |
| Dec06 |
060720 |
3.9 |
3.9 |
3.9 |
3.9 |
-2.0 |
0 |
23,068 |
-21 |
| Total Volume and Open Interest |
7,745 |
83,522 |
+1,841 |
| 30-Year T-Bonds(CBOT) |
| Sep06 |
060720 |
107~20 |
108~02 |
107~11 |
107~29 |
+0~10 |
516,650 |
746,783 |
+4,528 |
| Dec06 |
060720 |
107~28 |
108~08 |
107~20 |
108~05 |
+0~11 |
3,133 |
11,945 |
+719 |
| Mar07 |
060720 |
107~31 |
107~31 |
107~31 |
107~31 |
+0~11 |
0 |
8 |
+2 |
| Total Volume and Open Interest |
519,783 |
758,751 |
+5,249 |
| 10-Year T-Notes(CBOT) |
| Sep06 |
060720 |
105~135 |
105~220 |
105~080 |
105~200 |
+0~070 |
1,536,672 |
2,049,307 |
-33,735 |
| Dec06 |
060720 |
105~095 |
105~210 |
105~075 |
105~190 |
+0~075 |
8,920 |
40,495 |
+1,817 |
| Total Volume and Open Interest |
1,545,592 |
2,089,809 |
-31,918 |
| 5-Year T-Notes(CBOT) |
| Sep06 |
060720 |
103~215 |
103~300 |
103~210 |
103~295 |
+0~055 |
756,338 |
0 |
+0 |
| Dec06 |
060720 |
103~215 |
103~310 |
103~215 |
103~310 |
+0~060 |
1,373 |
0 |
+0 |
| Total Volume and Open Interest |
757,711 |
|
|
| 2 Year T-Notes(CBOT) |
| Sep06 |
060720 |
101~060 |
101~076 |
101~057 |
101~074 |
+0~012 |
7,268 |
597,304 |
+24,738 |
| Dec06 |
060720 |
101~074 |
101~084 |
101~074 |
101~084 |
+0~014 |
1,750 |
8,907 |
+7,459 |
| Total Volume and Open Interest |
9,018 |
606,211 |
+32,197 |
| Eurodollars(CME) |
| Sep06 |
060720 |
94.420 |
94.480 |
94.410 |
94.475 |
+0.040 |
64,246 |
1,545,991 |
-2,018 |
| Dec06 |
060720 |
94.410 |
94.485 |
94.400 |
94.480 |
+0.050 |
58,586 |
1,660,363 |
+42,379 |
| Mar07 |
060720 |
94.475 |
94.550 |
94.455 |
94.550 |
+0.060 |
35,489 |
1,272,808 |
+7,586 |
| Jun07 |
060720 |
94.555 |
94.635 |
94.535 |
94.635 |
+0.065 |
45,192 |
969,438 |
-13,325 |
| Sep07 |
060720 |
94.615 |
94.705 |
94.605 |
94.700 |
+0.065 |
40,944 |
888,675 |
-14,471 |
| Dec07 |
060720 |
94.635 |
94.720 |
94.625 |
94.720 |
+0.065 |
39,084 |
768,225 |
-8,479 |
| Mar08 |
060720 |
94.640 |
94.720 |
94.625 |
94.720 |
+0.065 |
21,057 |
543,221 |
-1,553 |
| Jun08 |
060720 |
94.625 |
94.705 |
94.615 |
94.705 |
+0.065 |
15,432 |
307,277 |
-4,994 |
| Sep08 |
060720 |
94.595 |
94.680 |
94.590 |
94.680 |
+0.060 |
10,730 |
288,747 |
-3,646 |
| Dec08 |
060720 |
94.575 |
94.645 |
94.560 |
94.645 |
+0.060 |
12,805 |
244,556 |
+3,250 |
| Mar09 |
060720 |
94.535 |
94.620 |
94.535 |
94.620 |
+0.060 |
8,594 |
212,854 |
+9,533 |
| Jun09 |
060720 |
94.505 |
94.590 |
94.505 |
94.590 |
+0.060 |
5,683 |
151,168 |
+1,967 |
| Sep09 |
060720 |
94.485 |
94.555 |
94.475 |
94.555 |
+0.055 |
3,971 |
113,877 |
+887 |
| Dec09 |
060720 |
94.445 |
94.515 |
94.435 |
94.515 |
+0.055 |
3,755 |
106,826 |
+8 |
| Mar10 |
060720 |
94.430 |
94.495 |
94.420 |
94.495 |
+0.050 |
5,105 |
96,611 |
-395 |
| Jun10 |
060720 |
94.405 |
94.465 |
94.395 |
94.465 |
+0.045 |
5,040 |
70,751 |
+535 |
| Sep10 |
060720 |
94.380 |
94.440 |
94.370 |
94.440 |
+0.045 |
2,491 |
85,774 |
+456 |
| Dec10 |
060720 |
94.345 |
94.405 |
94.335 |
94.405 |
+0.045 |
2,151 |
66,420 |
+673 |
| Total Volume and Open Interest |
388,633 |
9,589,660 |
+22,560 |
| 3-Mth Euro-Yen(CME) |
| Sep06 |
060720 |
99.52 |
99.52 |
99.52 |
99.52 |
+0.01 |
680 |
13,860 |
+850 |
| Dec06 |
060720 |
99.38 |
99.38 |
99.38 |
99.38 |
+0.03 |
220 |
12,099 |
+93 |
| Mar07 |
060720 |
99.21 |
99.21 |
99.21 |
99.21 |
+0.02 |
380 |
6,070 |
+465 |
| Jun07 |
060720 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.02 |
16 |
5,433 |
-106 |
| Sep07 |
060720 |
98.91 |
98.91 |
98.91 |
98.91 |
+0.02 |
21 |
2,535 |
-300 |
| Dec07 |
060720 |
98.78 |
98.78 |
98.78 |
98.78 |
+0.02 |
55 |
1,589 |
+10 |
| Mar08 |
060720 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.02 |
5 |
830 |
-5 |
| Jun08 |
060720 |
98.57 |
98.57 |
98.57 |
98.57 |
+0.03 |
0 |
255 |
+0 |
| Sep08 |
060720 |
98.47 |
98.47 |
98.47 |
98.47 |
+0.03 |
0 |
7 |
+0 |
| Dec08 |
060720 |
98.35 |
98.35 |
98.35 |
98.35 |
+0.03 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,377 |
42,688 |
+1,007 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep06 |
060720 |
99.52 |
99.53 |
99.52 |
99.53 |
+0.02 |
964 |
72,579 |
-1,403 |
| Dec06 |
060720 |
99.36 |
99.38 |
99.36 |
99.38 |
+0.02 |
2,895 |
104,694 |
-32,263 |
| Mar07 |
060720 |
99.19 |
99.21 |
99.19 |
99.21 |
+0.02 |
1,413 |
58,046 |
+452 |
| Jun07 |
060720 |
99.04 |
99.05 |
99.04 |
99.05 |
+0.01 |
19 |
27,715 |
+237 |
| Sep07 |
060720 |
98.90 |
98.91 |
98.90 |
98.91 |
+0.02 |
270 |
15,165 |
-5,778 |
| Dec07 |
060720 |
98.77 |
98.78 |
98.77 |
98.78 |
+0.02 |
5 |
37,458 |
+59 |
| Mar08 |
060720 |
98.68 |
98.68 |
98.67 |
98.67 |
+0.02 |
248 |
21,343 |
+176 |
| Jun08 |
060720 |
98.56 |
98.56 |
98.56 |
98.56 |
+0.01 |
0 |
1,099 |
+0 |
| Total Volume and Open Interest |
5,814 |
339,140 |
-38,520 |
| German Euro-Bund(EUREX) |
| Sep06 |
060719 |
115.91 |
116.27 |
115.58 |
116.14 |
+0.23 |
1,008,861 |
1,444,017 |
+25,623 |
| Dec06 |
060719 |
115.21 |
115.53 |
114.92 |
115.45 |
+0.22 |
1,835 |
10,535 |
+1,552 |
| Mar07 |
060719 |
115.09 |
115.09 |
115.09 |
115.09 |
+0.18 |
210 |
10 |
+0 |
| Total Volume and Open Interest |
1,010,906 |
1,454,562 |
+27,175 |
| German Euro-Bobl(EUREX) |
| Sep06 |
060704 |
109.03 |
109.14 |
109.01 |
109.09 |
-0.40 |
599,908 |
709,345 |
+222,612 |
| Dec06 |
060719 |
108.80 |
108.99 |
108.80 |
108.99 |
+0.14 |
0 |
11 |
+0 |
| Mar07 |
060719 |
108.82 |
108.82 |
108.82 |
108.82 |
+0.12 |
|
|
|
| Total Volume and Open Interest |
585,013 |
1,011,641 |
+14,162 |
| Long Gilt(LIFFE) |
| Sep06 |
060720 |
109~16 |
109~19 |
109~10 |
109~17 |
+0~01 |
79,832 |
252,982 |
-1,981 |
| Dec06 |
060720 |
109~12 |
109~12 |
109~12 |
109~12 |
+0~01 |
|
|
|
| Total Volume and Open Interest |
79,832 |
252,982 |
-1,981 |
| 3-Mth Short Sterling(LIFFE) |
| Sep06 |
060720 |
95.16 |
95.16 |
95.16 |
95.16 |
-0.02 |
137,470 |
440,275 |
-8,239 |
| Dec06 |
060720 |
95.02 |
95.02 |
95.02 |
95.02 |
-0.02 |
142,123 |
358,342 |
-8,093 |
| Mar07 |
060720 |
94.92 |
94.92 |
94.92 |
94.92 |
-0.02 |
90,709 |
365,121 |
-11,143 |
| Total Volume and Open Interest |
582,119 |
2,126,567 |
-80,960 |
| 3-Mth Euribor(LIFFE) |
| Sep06 |
060720 |
96.680 |
96.685 |
96.670 |
96.675 |
unch |
83,884 |
686,020 |
+8,149 |
| Dec06 |
060720 |
96.415 |
96.425 |
96.390 |
96.410 |
+0.010 |
151,118 |
679,629 |
+7,184 |
| Mar07 |
060720 |
96.290 |
96.295 |
96.255 |
96.280 |
+0.010 |
126,423 |
553,655 |
-3,899 |
| Total Volume and Open Interest |
686,177 |
3,482,450 |
+20,285 |
| 3-Mth Aus T-Bills(SFE) |
| Sep06 |
060720 |
93.87 |
93.87 |
93.83 |
93.84 |
unch |
26,489 |
146,521 |
+273 |
| Dec06 |
060720 |
93.75 |
93.75 |
93.71 |
93.72 |
+0.02 |
30,999 |
272,645 |
+4,373 |
| Mar07 |
060720 |
93.72 |
93.72 |
93.67 |
93.69 |
+0.04 |
17,851 |
96,048 |
-2,140 |
| Jun07 |
060720 |
93.72 |
93.72 |
93.66 |
93.68 |
+0.03 |
4,218 |
65,133 |
-2,425 |
| Sep07 |
060720 |
93.67 |
93.67 |
93.64 |
93.66 |
+0.03 |
391 |
27,580 |
+296 |
| Dec07 |
060720 |
93.64 |
93.65 |
93.64 |
93.64 |
+0.03 |
1,015 |
20,034 |
+79 |
| Mar08 |
060720 |
93.63 |
93.64 |
93.62 |
93.62 |
+0.04 |
51 |
11,161 |
-2 |
| Jun08 |
060720 |
93.62 |
93.62 |
93.61 |
93.61 |
+0.04 |
213 |
6,453 |
+3 |
| Sep08 |
060720 |
93.60 |
93.60 |
93.60 |
93.60 |
+0.05 |
0 |
1,565 |
-40 |
| Dec08 |
060720 |
93.60 |
93.60 |
93.60 |
93.60 |
+0.05 |
0 |
1,431 |
+0 |
| Total Volume and Open Interest |
81,227 |
650,177 |
+417 |
| 10-Year Aus T-Bonds(SFE) |
| Sep06 |
060720 |
94.18 |
94.18 |
94.16 |
94.17 |
+0.06 |
21,869 |
314,741 |
-1,364 |
| Dec06 |
060720 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.06 |
|
|
|
| Total Volume and Open Interest |
21,869 |
314,741 |
-1,364 |
| 3-Year Aus T-Bonds(SFE) |
| Sep06 |
060720 |
94.12 |
94.13 |
94.09 |
94.10 |
+0.04 |
49,694 |
423,447 |
+6,250 |
| Dec06 |
060720 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
49,694 |
423,447 |
+6,250 |
| Gold(CMX) |
| Aug06 |
060720 |
643.0 |
644.0 |
629.6 |
632.5 |
-10.3 |
61,910 |
147,871 |
-239 |
| Oct06 |
060720 |
650.0 |
650.0 |
636.0 |
639.1 |
-10.4 |
2,292 |
18,727 |
+47 |
| Dec06 |
060720 |
657.0 |
657.0 |
642.0 |
645.6 |
-10.4 |
11,246 |
90,052 |
+4,043 |
| Feb07 |
060720 |
657.5 |
657.5 |
651.0 |
652.0 |
-10.5 |
485 |
15,886 |
+101 |
| Apr07 |
060720 |
659.0 |
659.0 |
658.4 |
658.4 |
-10.6 |
147 |
2,538 |
+33 |
| Jun07 |
060720 |
664.6 |
664.6 |
664.6 |
664.6 |
-10.7 |
372 |
14,728 |
+223 |
| Aug07 |
060720 |
670.9 |
670.9 |
670.9 |
670.9 |
-10.8 |
0 |
1,269 |
+0 |
| Oct07 |
060720 |
677.2 |
677.2 |
677.2 |
677.2 |
-10.8 |
125 |
3,579 |
-105 |
| Dec07 |
060720 |
683.5 |
683.5 |
683.5 |
683.5 |
-10.9 |
1,227 |
19,423 |
+1,015 |
| Feb08 |
060720 |
689.7 |
689.7 |
689.7 |
689.7 |
-11.0 |
0 |
1,503 |
+0 |
| Apr08 |
060720 |
40.4 |
40.4 |
40.4 |
40.4 |
-11.2 |
|
|
|
| Jun08 |
060720 |
702.0 |
702.0 |
702.0 |
702.0 |
-11.3 |
0 |
1,070 |
+0 |
| Total Volume and Open Interest |
79,208 |
330,416 |
+6,140 |
| Silver(CMX) |
| Jul06 |
060720 |
1122.0 |
1122.0 |
1100.5 |
1100.5 |
-5.0 |
19 |
474 |
-9 |
| Sep06 |
060720 |
1108.0 |
1135.0 |
1100.0 |
1106.5 |
-6.0 |
16,316 |
48,347 |
+59 |
| Dec06 |
060720 |
1122.0 |
1144.0 |
1115.0 |
1119.3 |
-5.9 |
859 |
24,273 |
-186 |
| Mar07 |
060720 |
1142.0 |
1142.0 |
1132.0 |
1132.0 |
-7.0 |
1 |
8,325 |
+0 |
| May07 |
060720 |
1139.7 |
1139.7 |
1139.7 |
1139.7 |
-7.3 |
1 |
2,727 |
-1 |
| Jul07 |
060720 |
1146.9 |
1146.9 |
1146.9 |
1146.9 |
-7.6 |
14 |
5,784 |
+0 |
| Sep07 |
060720 |
1149.5 |
1149.5 |
1149.5 |
1149.5 |
-8.4 |
0 |
701 |
+0 |
| Total Volume and Open Interest |
17,312 |
99,869 |
-85 |
| Platinum(NYM) |
| Jul06 |
060720 |
1226.3 |
1226.3 |
1226.3 |
1226.3 |
-11.2 |
0 |
47 |
+0 |
| Oct06 |
060720 |
1232.0 |
1235.0 |
1225.2 |
1226.3 |
-11.2 |
934 |
8,610 |
+64 |
| Jan07 |
060720 |
1230.3 |
1230.3 |
1230.3 |
1230.3 |
-11.2 |
27 |
446 |
+23 |
| Apr07 |
060717 |
1264.0 |
1264.0 |
1264.0 |
1264.0 |
unch |
|
|
|
| Total Volume and Open Interest |
515 |
9,013 |
|
| Palladium(NYME) |
| Sep06 |
060720 |
317.00 |
317.00 |
308.20 |
312.00 |
-6.05 |
895 |
13,363 |
-188 |
| Dec06 |
060720 |
315.50 |
317.50 |
315.50 |
317.50 |
-6.05 |
221 |
536 |
-9 |
| Mar07 |
060720 |
320.50 |
320.50 |
320.50 |
320.50 |
-6.05 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,116 |
13,935 |
-197 |
| Copper(CMX) |
| Jul06 |
060720 |
359.50 |
362.00 |
347.00 |
348.50 |
-19.35 |
622 |
2,941 |
-298 |
| Sep06 |
060720 |
351.30 |
353.90 |
338.00 |
340.95 |
-18.40 |
6,828 |
47,424 |
+113 |
| Dec06 |
060720 |
342.00 |
345.00 |
328.50 |
332.80 |
-17.80 |
1,483 |
12,106 |
+602 |
| Mar07 |
060720 |
322.50 |
323.30 |
322.50 |
323.30 |
-16.45 |
184 |
2,704 |
-26 |
| May07 |
060720 |
315.30 |
315.30 |
315.30 |
315.30 |
-15.45 |
4 |
677 |
+0 |
| Total Volume and Open Interest |
10,039 |
76,701 |
+369 |
| Aluminum(CMX) |
| Jul06 |
060720 |
112.25 |
112.25 |
112.25 |
112.25 |
-2.75 |
0 |
7 |
+0 |
| Aug06 |
060720 |
113.25 |
113.25 |
113.25 |
113.25 |
-2.75 |
0 |
377 |
+0 |
| Sep06 |
060720 |
114.25 |
114.25 |
114.25 |
114.25 |
-2.75 |
0 |
1 |
+0 |
| Oct06 |
060720 |
114.40 |
114.40 |
114.40 |
114.40 |
-2.75 |
0 |
40 |
+0 |
| Nov06 |
060720 |
114.55 |
114.55 |
114.55 |
114.55 |
-2.75 |
0 |
40 |
+0 |
| Dec06 |
060720 |
114.85 |
114.85 |
114.85 |
114.85 |
-2.75 |
0 |
566 |
+0 |
| Total Volume and Open Interest |
0 |
1,031 |
+0 |
| DJIA Index(CBOT) |
| Sep06 |
060720 |
11070 |
11085 |
10965 |
10978 |
-70 |
7,882 |
55,245 |
+645 |
| Dec06 |
060720 |
11170 |
11170 |
11070 |
11070 |
-68 |
8 |
1,989 |
+11 |
| Mar07 |
060720 |
11129 |
11129 |
11129 |
11129 |
-70 |
0 |
5 |
+0 |
| Jun07 |
060720 |
11200 |
11200 |
11200 |
11200 |
-70 |
|
|
|
| Total Volume and Open Interest |
7,890 |
57,239 |
+656 |
| S & P 500(CME) |
| Sep06 |
060720 |
1267.00 |
1268.90 |
1252.50 |
1254.20 |
-8.30 |
44,922 |
619,823 |
+1,515 |
| Dec06 |
060720 |
1270.50 |
1270.50 |
1265.30 |
1265.30 |
-8.40 |
23 |
7,744 |
+8 |
| Mar07 |
060720 |
1276.20 |
1276.20 |
1276.20 |
1276.20 |
-8.70 |
1 |
384 |
+0 |
| Jun07 |
060720 |
1288.20 |
1288.20 |
1288.20 |
1288.20 |
-8.70 |
0 |
1,276 |
+0 |
| Total Volume and Open Interest |
44,946 |
629,513 |
+1,523 |
| S & P 500 E-Mini(Globex) |
| Sep06 |
060720 |
1262.50 |
1269.00 |
1252.50 |
1254.25 |
-8.25 |
1,574,314 |
1,375,627 |
-21,603 |
| Dec06 |
060720 |
1275.75 |
1280.00 |
1264.25 |
1265.25 |
-8.50 |
951 |
6,360 |
+182 |
| Total Volume and Open Interest |
1,575,265 |
1,381,987 |
-21,421 |
| NASDAQ 100(CME) |
| Sep06 |
060720 |
1505.50 |
1507.50 |
1472.00 |
1477.30 |
-13.50 |
11,371 |
56,280 |
+1,450 |
| Dec06 |
060720 |
1500.00 |
1500.00 |
1495.00 |
1495.80 |
-13.50 |
0 |
71 |
+0 |
| Mar07 |
060720 |
1512.30 |
1512.30 |
1512.30 |
1512.30 |
-13.50 |
|
|
|
| Total Volume and Open Interest |
11,371 |
56,351 |
+1,450 |
| NASDAQ 100 E-Mini(Globex) |
| Sep06 |
060720 |
1489.50 |
1507.80 |
1470.80 |
1477.30 |
-13.50 |
473,899 |
419,594 |
-6,769 |
| Dec06 |
060720 |
1513.80 |
1518.00 |
1491.80 |
1495.80 |
-13.50 |
50 |
312 |
+3 |
| Total Volume and Open Interest |
473,949 |
419,906 |
-6,766 |
| S & P Midcap 400(CME) |
| Sep06 |
060720 |
89.64 |
89.64 |
69.64 |
70.14 |
-16.20 |
98 |
9,314 |
+1 |
| Dec06 |
060720 |
77.14 |
77.14 |
77.14 |
77.14 |
-16.20 |
0 |
1 |
+0 |
| Mar07 |
060720 |
84.14 |
84.14 |
84.14 |
84.14 |
-16.20 |
|
|
|
| Total Volume and Open Interest |
98 |
9,315 |
+1 |
| Russell 2000(CME) |
| Sep06 |
060720 |
708.50 |
709.50 |
684.00 |
684.70 |
-17.80 |
1,461 |
37,222 |
+444 |
| Dec06 |
060720 |
690.70 |
690.70 |
690.70 |
690.70 |
-17.80 |
0 |
14 |
+0 |
| Mar07 |
060720 |
696.70 |
696.70 |
696.70 |
696.70 |
-17.80 |
|
|
|
| Total Volume and Open Interest |
1,461 |
37,236 |
+444 |
| Russell 2000 E-Mini(Globex) |
| Sep06 |
060720 |
702.90 |
710.10 |
684.00 |
684.70 |
-17.80 |
209,929 |
432,250 |
-2,300 |
| Dec06 |
060720 |
710.40 |
715.60 |
690.70 |
690.70 |
-17.80 |
61 |
402 |
-2 |
| Total Volume and Open Interest |
209,990 |
432,652 |
-2,302 |
| Value Line(KCBT) |
| Sep06 |
060720 |
1940.00 |
1940.00 |
1940.00 |
1940.00 |
unch |
0 |
3 |
+0 |
| Total Volume and Open Interest |
0 |
3 |
+0 |
| Nikkei 225(CME) |
| Sep06 |
060720 |
15040 |
15040 |
14770 |
14800 |
-75 |
|
|
|
| Dec06 |
060720 |
14775 |
14775 |
14775 |
14775 |
-75 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Sep06 |
060720 |
14910 |
14975 |
14780 |
14955 |
+435 |
56,881 |
201,210 |
+6,015 |
| Dec06 |
060720 |
14910 |
14910 |
14910 |
14910 |
+445 |
|
|
|
| Mar07 |
060720 |
14920 |
14920 |
14920 |
14920 |
+445 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
56,887 |
201,328 |
+6,024 |
| CAC 40(MATIF) |
| Jul06 |
060720 |
4879.5 |
4897.5 |
4853.5 |
4865.0 |
+25.0 |
235,174 |
506,690 |
+20,675 |
| Aug06 |
060720 |
4880.0 |
4907.0 |
4865.0 |
4875.0 |
+25.0 |
127,348 |
245,088 |
+102,416 |
| Sep06 |
060720 |
4896.5 |
4916.0 |
4876.0 |
4885.0 |
+25.0 |
6,545 |
64,478 |
+464 |
| Total Volume and Open Interest |
369,096 |
821,162 |
+123,572 |
| Hang Seng Index(HKFE) |
| Jul06 |
060720 |
16450 |
16525 |
16420 |
16522 |
+407 |
36,417 |
108,264 |
+370 |
| Aug06 |
060720 |
16382 |
16498 |
16382 |
16495 |
+410 |
1,231 |
3,500 |
+59 |
| Sep06 |
060720 |
16425 |
16493 |
16410 |
16493 |
+400 |
69 |
1,316 |
+8 |
| Total Volume and Open Interest |
37,756 |
113,796 |
+465 |
| DAX Index(EUREX) |
| Sep06 |
060720 |
5603.0 |
5615.0 |
5523.5 |
5571.5 |
+7.0 |
208,110 |
191,385 |
-1,111 |
| Dec06 |
060720 |
5650.0 |
5660.5 |
5579.0 |
5617.5 |
+7.5 |
942 |
14,229 |
+9 |
| Mar07 |
060720 |
5690.0 |
5711.5 |
5648.0 |
5668.5 |
+7.5 |
344 |
1,325 |
+21 |
| Total Volume and Open Interest |
209,396 |
206,939 |
-1,081 |
| FT-SE 100(LIFFE) |
| Sep06 |
060720 |
5794.50 |
5825.00 |
5749.00 |
5758.50 |
-6.50 |
125,464 |
435,317 |
-5,134 |
| Dec06 |
060720 |
5839.00 |
5839.00 |
5791.50 |
5791.50 |
-6.50 |
10 |
38,322 |
+0 |
| Mar07 |
060720 |
5839.50 |
5839.50 |
5803.50 |
5803.50 |
-4.50 |
0 |
1,007 |
+0 |
| Total Volume and Open Interest |
125,474 |
476,396 |
-5,134 |
| SPI 200(SFE) |
| Sep06 |
060720 |
4978.0 |
5001.0 |
4949.0 |
4999.0 |
+113.0 |
13,956 |
224,863 |
-1,501 |
| Dec06 |
060720 |
4970.0 |
5015.0 |
4970.0 |
5015.0 |
+114.0 |
42 |
4,341 |
+14 |
| Mar07 |
060720 |
5022.0 |
5022.0 |
5022.0 |
5022.0 |
+114.0 |
88 |
2,588 |
+27 |
| Total Volume and Open Interest |
14,126 |
234,059 |
-1,460 |
| GSCI(CME) |
| Aug06 |
060720 |
489.20 |
489.70 |
483.40 |
483.40 |
-3.65 |
230 |
20,872 |
+32 |
| Sep06 |
060720 |
487.50 |
487.50 |
487.50 |
487.50 |
-3.75 |
|
|
|
| Oct06 |
060720 |
495.50 |
495.50 |
495.50 |
495.50 |
-2.00 |
|
|
|
| Total Volume and Open Interest |
230 |
20,872 |
+32 |
| Reuters CRB Index(NYBOT) |
| Aug06 |
060720 |
386.00 |
386.50 |
383.25 |
383.25 |
-1.75 |
60 |
431 |
-48 |
| Nov06 |
060720 |
391.75 |
391.75 |
391.75 |
391.75 |
-1.75 |
0 |
407 |
+0 |
| Jan07 |
060720 |
393.75 |
393.75 |
393.75 |
393.75 |
-1.75 |
50 |
100 |
+50 |
| Total Volume and Open Interest |
113 |
945 |
+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. |
|
|
