 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed August 02, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Aug06 |
060802 |
576.50 |
587.00 |
576.00 |
581.75 |
+8.25 |
15,367 |
8,928 |
-2,724 |
Sep06 |
060802 |
582.50 |
593.50 |
582.00 |
587.25 |
+8.00 |
13,790 |
40,958 |
-1,950 |
Nov06 |
060802 |
596.50 |
608.00 |
596.00 |
601.25 |
+7.50 |
47,425 |
222,372 |
+2,596 |
Jan07 |
060802 |
608.00 |
619.50 |
608.00 |
613.25 |
+7.50 |
4,612 |
20,027 |
+840 |
Mar07 |
060802 |
619.00 |
630.00 |
619.00 |
622.25 |
+6.25 |
592 |
10,145 |
-206 |
May07 |
060802 |
627.25 |
637.00 |
627.25 |
631.50 |
+7.00 |
712 |
11,306 |
-1 |
Jul07 |
060802 |
637.50 |
646.50 |
637.50 |
640.75 |
+6.00 |
601 |
11,287 |
-128 |
Total Volume and Open Interest |
86,158 |
342,504 |
-540 |
Soybean Meal(CBOT) |
Aug06 |
060802 |
162.20 |
163.60 |
162.20 |
162.50 |
+1.40 |
5,189 |
4,867 |
-579 |
Sep06 |
060802 |
163.80 |
165.70 |
163.80 |
164.30 |
+1.60 |
8,947 |
44,433 |
-721 |
Oct06 |
060802 |
165.80 |
167.00 |
165.50 |
165.80 |
+1.50 |
4,800 |
18,072 |
+1,435 |
Dec06 |
060802 |
167.80 |
170.00 |
167.80 |
168.60 |
+1.50 |
14,298 |
104,551 |
+2,599 |
Jan07 |
060802 |
170.00 |
171.40 |
169.90 |
170.10 |
+1.40 |
2,297 |
11,421 |
+800 |
Mar07 |
060802 |
173.00 |
174.00 |
172.30 |
172.80 |
+1.50 |
1,495 |
8,610 |
+766 |
May07 |
060802 |
174.50 |
176.00 |
174.20 |
174.60 |
+1.60 |
2,069 |
11,162 |
+1,160 |
Jul07 |
060802 |
176.10 |
178.00 |
176.10 |
176.70 |
+1.30 |
1,747 |
9,109 |
+1,075 |
Total Volume and Open Interest |
41,755 |
218,096 |
+13,509 |
Soybean Oil(CBOT) |
Aug06 |
060802 |
26.52 |
27.20 |
26.52 |
26.82 |
+0.29 |
3,277 |
5,088 |
-1,236 |
Sep06 |
060802 |
26.70 |
27.40 |
26.70 |
27.00 |
+0.30 |
5,890 |
28,593 |
-307 |
Oct06 |
060802 |
26.98 |
27.57 |
26.95 |
27.14 |
+0.19 |
1,312 |
18,389 |
+1,773 |
Dec06 |
060802 |
27.41 |
28.15 |
27.32 |
27.63 |
+0.24 |
15,175 |
166,914 |
+957 |
Jan07 |
060802 |
27.70 |
28.22 |
27.70 |
27.91 |
+0.23 |
1,043 |
10,549 |
+876 |
Mar07 |
060802 |
28.15 |
28.65 |
28.15 |
28.20 |
+0.17 |
335 |
7,937 |
+482 |
May07 |
060802 |
28.40 |
29.05 |
28.40 |
28.60 |
+0.15 |
939 |
15,803 |
+948 |
Jul07 |
060802 |
28.85 |
29.30 |
28.85 |
28.95 |
+0.15 |
311 |
12,578 |
-219 |
Total Volume and Open Interest |
29,209 |
284,663 |
+10,573 |
Canola(WCE) |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060802 |
303.8 |
307.5 |
302.8 |
306.3 |
+2.5 |
5,671 |
57,974 |
-2,187 |
Jan07 |
060802 |
314.1 |
316.4 |
311.9 |
315.6 |
+3.5 |
214 |
7,529 |
-138 |
Mar07 |
060802 |
318.1 |
324.6 |
318.1 |
323.5 |
+2.6 |
155 |
964 |
+127 |
May07 |
060802 |
322.6 |
329.2 |
322.6 |
329.2 |
+1.3 |
25 |
1,204 |
+25 |
Total Volume and Open Interest |
6,065 |
75,643 |
-2,683 |
Corn(CBOT) |
Sep06 |
060802 |
242.50 |
248.50 |
242.00 |
247.25 |
+6.75 |
38,194 |
364,646 |
-11,906 |
Dec06 |
060802 |
259.00 |
265.50 |
258.50 |
264.25 |
+6.50 |
84,977 |
564,976 |
+6,253 |
Mar07 |
060802 |
274.00 |
279.00 |
273.00 |
277.50 |
+6.25 |
4,627 |
126,236 |
+6,192 |
May07 |
060802 |
283.50 |
288.50 |
283.00 |
287.25 |
+6.00 |
838 |
25,644 |
+511 |
Jul07 |
060802 |
291.00 |
296.75 |
290.75 |
296.25 |
+6.50 |
7,631 |
87,581 |
+1,744 |
Sep07 |
060802 |
300.50 |
303.50 |
300.50 |
303.00 |
+5.00 |
455 |
8,946 |
+133 |
Total Volume and Open Interest |
148,630 |
1,399,371 |
-4,748 |
Wheat(CBOT) |
Sep06 |
060802 |
395.00 |
403.50 |
393.00 |
401.50 |
+9.00 |
20,470 |
186,653 |
-5,318 |
Dec06 |
060802 |
415.00 |
423.50 |
413.00 |
421.50 |
+8.25 |
21,609 |
152,077 |
+4,573 |
Mar07 |
060802 |
431.00 |
440.00 |
430.00 |
439.00 |
+7.75 |
638 |
33,551 |
-507 |
May07 |
060802 |
441.50 |
448.00 |
439.00 |
448.00 |
+8.00 |
33 |
1,112 |
-18 |
Jul07 |
060802 |
446.50 |
455.00 |
444.00 |
453.50 |
+9.50 |
2,294 |
72,145 |
+1,479 |
Total Volume and Open Interest |
48,308 |
482,000 |
+4,707 |
Wheat(KCBT) |
Sep06 |
060802 |
480.00 |
487.00 |
477.00 |
485.25 |
+3.25 |
8,957 |
60,154 |
+307 |
Dec06 |
060802 |
496.00 |
502.50 |
491.00 |
501.75 |
+4.75 |
6,832 |
67,762 |
+1,776 |
Mar07 |
060802 |
501.50 |
509.50 |
499.00 |
506.50 |
+5.50 |
2,026 |
11,614 |
+788 |
May07 |
060802 |
496.00 |
502.00 |
496.00 |
501.00 |
+4.00 |
154 |
349 |
+45 |
Jul07 |
060802 |
467.00 |
477.00 |
466.00 |
476.00 |
+9.50 |
1,753 |
25,278 |
+512 |
Total Volume and Open Interest |
20,124 |
170,722 |
+6,888 |
Wheat(MGE) |
Sep06 |
060802 |
472.00 |
475.00 |
465.00 |
473.00 |
+4.50 |
8,425 |
18,205 |
-303 |
Dec06 |
060802 |
483.00 |
486.00 |
476.50 |
485.25 |
+5.25 |
6,080 |
27,664 |
+65 |
Mar07 |
060802 |
491.00 |
494.75 |
485.25 |
494.75 |
+6.25 |
620 |
3,463 |
+364 |
May07 |
060802 |
496.00 |
497.00 |
493.00 |
494.00 |
+3.00 |
154 |
360 |
+122 |
Jul07 |
060802 |
495.00 |
501.00 |
495.00 |
501.00 |
+3.00 |
17 |
522 |
+14 |
Total Volume and Open Interest |
15,460 |
57,043 |
+612 |
Oats(CBOT) |
Sep06 |
060802 |
190.00 |
191.00 |
188.50 |
190.50 |
+2.00 |
917 |
2,343 |
-394 |
Dec06 |
060802 |
195.75 |
198.00 |
195.75 |
196.00 |
+0.25 |
1,124 |
10,667 |
+90 |
Mar07 |
060802 |
203.00 |
204.00 |
203.00 |
203.00 |
-1.00 |
11 |
203 |
+8 |
May07 |
060802 |
206.50 |
206.50 |
206.50 |
206.50 |
unch |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,052 |
13,259 |
-524 |
Rough Rice(CBOT) |
Sep06 |
060802 |
9.14 |
9.32 |
9.14 |
9.20 |
+0.03 |
220 |
3,976 |
-1,036 |
Nov06 |
060802 |
9.43 |
9.58 |
9.42 |
9.51 |
+0.06 |
285 |
6,690 |
+349 |
Jan07 |
060802 |
9.66 |
9.82 |
9.66 |
9.74 |
+0.07 |
115 |
1,268 |
+113 |
Mar07 |
060802 |
9.90 |
10.00 |
9.90 |
9.95 |
+0.08 |
4 |
1,479 |
-4 |
Total Volume and Open Interest |
624 |
13,663 |
+826 |
Live Cattle(CME) |
Aug06 |
060802 |
83.400 |
83.550 |
82.850 |
82.925 |
-0.825 |
7,671 |
36,620 |
-2,880 |
Oct06 |
060802 |
87.950 |
88.250 |
87.550 |
87.575 |
-0.725 |
10,319 |
123,672 |
-893 |
Dec06 |
060802 |
88.550 |
88.700 |
87.850 |
88.050 |
-0.575 |
3,425 |
40,293 |
-626 |
Feb07 |
060802 |
90.300 |
90.300 |
89.750 |
89.850 |
-0.575 |
1,423 |
22,088 |
+212 |
Apr07 |
060802 |
88.400 |
88.550 |
88.150 |
88.350 |
-0.375 |
440 |
6,804 |
+145 |
Jun07 |
060802 |
84.100 |
84.125 |
83.600 |
83.600 |
-0.500 |
213 |
3,398 |
-4 |
Total Volume and Open Interest |
23,497 |
233,026 |
-2,300 |
Feeder Cattle(CME) |
Aug06 |
060802 |
114.100 |
114.400 |
112.850 |
113.175 |
-1.250 |
1,191 |
10,313 |
-185 |
Sep06 |
060802 |
114.600 |
114.925 |
113.050 |
113.175 |
-1.725 |
1,127 |
10,010 |
+185 |
Oct06 |
060802 |
114.650 |
114.950 |
113.000 |
113.400 |
-1.475 |
884 |
7,252 |
+275 |
Nov06 |
060802 |
113.300 |
113.700 |
111.800 |
112.400 |
-1.325 |
65 |
1,481 |
+20 |
Jan07 |
060802 |
108.600 |
108.850 |
107.250 |
107.700 |
-1.250 |
179 |
1,986 |
+84 |
Mar07 |
060802 |
105.200 |
105.200 |
103.700 |
104.000 |
-1.200 |
15 |
380 |
+9 |
Apr07 |
060802 |
105.050 |
105.050 |
104.000 |
104.000 |
-1.050 |
0 |
112 |
+0 |
Total Volume and Open Interest |
3,474 |
31,673 |
+746 |
Lean Hogs(CME) |
Aug06 |
060802 |
68.500 |
69.500 |
68.500 |
69.375 |
+0.775 |
4,884 |
24,860 |
-2,004 |
Oct06 |
060802 |
61.250 |
61.950 |
61.250 |
61.725 |
+0.450 |
7,532 |
94,099 |
+869 |
Dec06 |
060802 |
59.300 |
59.825 |
59.150 |
59.700 |
+0.075 |
2,436 |
24,981 |
+1,093 |
Feb07 |
060802 |
60.825 |
61.350 |
60.700 |
61.275 |
+0.150 |
1,510 |
9,027 |
+652 |
Apr07 |
060802 |
61.300 |
61.650 |
60.325 |
60.825 |
-0.325 |
357 |
5,423 |
+229 |
May07 |
060802 |
64.875 |
65.000 |
64.600 |
64.825 |
+0.050 |
39 |
654 |
+5 |
Jun07 |
060802 |
67.200 |
67.350 |
66.925 |
67.250 |
+0.300 |
137 |
1,959 |
+41 |
Jul07 |
060802 |
64.800 |
64.900 |
64.600 |
64.900 |
+0.425 |
0 |
515 |
+0 |
Total Volume and Open Interest |
16,898 |
161,543 |
+1,509 |
Pork Bellies(CME) |
Aug06 |
060802 |
85.100 |
85.800 |
83.600 |
83.900 |
-1.325 |
612 |
1,015 |
-222 |
Feb07 |
060802 |
91.500 |
93.000 |
91.250 |
92.550 |
+0.925 |
278 |
521 |
+101 |
Mar07 |
060802 |
91.650 |
91.650 |
91.650 |
91.650 |
+0.250 |
3 |
6 |
+0 |
May07 |
060802 |
93.050 |
93.050 |
93.050 |
93.050 |
+0.300 |
5 |
5 |
+4 |
Total Volume and Open Interest |
898 |
1,547 |
-162 |
Class III Milk(CME) |
Aug06 |
060802 |
11.07 |
11.08 |
11.00 |
11.05 |
-0.01 |
98 |
4,518 |
-39 |
Sep06 |
060802 |
12.24 |
12.27 |
12.10 |
12.13 |
-0.11 |
261 |
5,063 |
-29 |
Oct06 |
060802 |
12.80 |
12.80 |
12.70 |
12.70 |
-0.06 |
65 |
4,294 |
+2 |
Nov06 |
060802 |
12.79 |
12.82 |
12.65 |
12.75 |
-0.05 |
78 |
3,503 |
+25 |
Dec06 |
060802 |
12.80 |
12.82 |
12.72 |
12.74 |
-0.06 |
59 |
3,077 |
+10 |
Total Volume and Open Interest |
695 |
28,865 |
-3,327 |
Cocoa(NYBOT) |
Sep06 |
060802 |
1491 |
1496 |
1486 |
1487 |
unch |
12,056 |
47,127 |
-5,613 |
Dec06 |
060802 |
1535 |
1539 |
1528 |
1530 |
unch |
9,899 |
46,118 |
+4,160 |
Mar07 |
060802 |
1566 |
1570 |
1563 |
1563 |
+1 |
1,471 |
21,008 |
-463 |
May07 |
060802 |
1587 |
1591 |
1584 |
1584 |
+1 |
382 |
8,539 |
-98 |
Jul07 |
060802 |
1606 |
1611 |
1604 |
1604 |
unch |
155 |
3,802 |
+89 |
Sep07 |
060802 |
1631 |
1631 |
1624 |
1624 |
-1 |
256 |
9,410 |
+116 |
Dec07 |
060802 |
1646 |
1646 |
1646 |
1646 |
-1 |
268 |
7,120 |
+29 |
Total Volume and Open Interest |
24,487 |
143,144 |
-5,425 |
Coffee "C"(NYBOT) |
Sep06 |
060802 |
99.25 |
103.90 |
99.00 |
103.70 |
+5.40 |
8,892 |
69,242 |
-1,646 |
Dec06 |
060802 |
103.00 |
107.90 |
103.00 |
107.75 |
+5.30 |
2,980 |
34,798 |
+631 |
Mar07 |
060802 |
107.50 |
111.50 |
106.80 |
111.50 |
+5.30 |
195 |
8,420 |
+367 |
May07 |
060802 |
109.70 |
113.75 |
109.40 |
113.75 |
+5.30 |
134 |
3,179 |
+39 |
Jul07 |
060802 |
112.00 |
116.00 |
111.50 |
116.00 |
+5.30 |
43 |
1,522 |
+11 |
Sep07 |
060802 |
115.20 |
118.25 |
115.20 |
118.25 |
+5.30 |
5 |
1,676 |
-5 |
Total Volume and Open Interest |
12,301 |
120,726 |
-2,061 |
Orange Juice(NYBOT) |
Sep06 |
060802 |
173.75 |
174.00 |
171.00 |
172.85 |
-2.65 |
2,764 |
16,109 |
+494 |
Nov06 |
060802 |
175.00 |
175.00 |
172.25 |
173.60 |
-2.95 |
1,280 |
7,178 |
-25 |
Jan07 |
060802 |
173.50 |
173.50 |
171.50 |
171.60 |
-2.55 |
287 |
3,769 |
+261 |
Mar07 |
060802 |
171.60 |
171.60 |
171.60 |
171.60 |
-2.55 |
6 |
674 |
+2 |
May07 |
060802 |
171.60 |
171.60 |
171.60 |
171.60 |
-2.55 |
1 |
131 |
+1 |
Total Volume and Open Interest |
4,338 |
27,894 |
+820 |
Sugar #11(NYBOT) |
Oct06 |
060802 |
14.97 |
15.00 |
14.51 |
14.53 |
-0.37 |
14,113 |
255,712 |
-322 |
Mar07 |
060802 |
15.40 |
15.43 |
15.02 |
15.03 |
-0.33 |
7,647 |
97,314 |
+836 |
May07 |
060802 |
15.39 |
15.41 |
15.03 |
15.03 |
-0.34 |
1,914 |
45,733 |
+349 |
Jul07 |
060802 |
15.32 |
15.37 |
14.98 |
14.98 |
-0.31 |
1,667 |
28,160 |
+351 |
Oct07 |
060802 |
15.44 |
15.44 |
15.07 |
15.07 |
-0.32 |
99 |
24,609 |
+2 |
Total Volume and Open Interest |
26,802 |
469,125 |
+1,647 |
Sugar #14(NYBOT) |
Sep06 |
060802 |
21.00 |
21.25 |
21.00 |
21.20 |
+0.20 |
283 |
1,512 |
+91 |
Nov06 |
060802 |
21.30 |
21.65 |
21.30 |
21.60 |
+0.25 |
206 |
2,790 |
-38 |
Jan07 |
060802 |
21.50 |
21.75 |
21.49 |
21.70 |
+0.21 |
71 |
1,496 |
+32 |
Mar07 |
060802 |
21.55 |
21.75 |
21.55 |
21.75 |
+0.35 |
55 |
1,890 |
+55 |
May07 |
060802 |
21.60 |
21.80 |
21.60 |
21.73 |
+0.20 |
35 |
1,343 |
+25 |
Total Volume and Open Interest |
651 |
10,606 |
+234 |
London Cocoa(LCE) |
Sep06 |
060802 |
843 |
851 |
840 |
842 |
-2 |
6,280 |
52,653 |
-1,425 |
Dec06 |
060802 |
870 |
874 |
866 |
867 |
-2 |
4,987 |
49,083 |
+1,299 |
Mar07 |
060802 |
883 |
887 |
880 |
881 |
-2 |
2,510 |
35,887 |
+1,023 |
May07 |
060802 |
895 |
899 |
893 |
893 |
-2 |
284 |
11,070 |
+102 |
Jul07 |
060802 |
906 |
906 |
904 |
904 |
-2 |
25 |
5,187 |
-22 |
Sep07 |
060802 |
915 |
919 |
915 |
915 |
-2 |
565 |
8,306 |
+500 |
Dec07 |
060802 |
929 |
929 |
927 |
927 |
-2 |
614 |
10,984 |
+341 |
Total Volume and Open Interest |
15,265 |
176,443 |
+1,953 |
London Coffee(LCE) |
Sep06 |
060802 |
1300.00 |
1375.00 |
1297.00 |
1370.00 |
+73.00 |
7,427 |
49,673 |
-1,900 |
Nov06 |
060802 |
1278.00 |
1338.00 |
1278.00 |
1334.00 |
+56.00 |
2,396 |
47,633 |
+981 |
Jan07 |
060802 |
1256.00 |
1300.00 |
1256.00 |
1299.00 |
+43.00 |
826 |
18,694 |
+604 |
Mar07 |
060802 |
1256.00 |
1285.00 |
1256.00 |
1281.00 |
+31.00 |
169 |
4,018 |
+146 |
May07 |
060802 |
1259.00 |
1277.00 |
1258.00 |
1277.00 |
+22.00 |
135 |
1,703 |
+124 |
Jul07 |
060802 |
1274.00 |
1277.00 |
1267.00 |
1274.00 |
+14.00 |
3 |
549 |
+3 |
Total Volume and Open Interest |
10,983 |
122,412 |
-3,868 |
London Sugar(LCE) |
Aug06 |
060714 |
486.00 |
490.00 |
467.80 |
472.30 |
-13.80 |
3,712 |
4,360 |
-1,637 |
Oct06 |
060802 |
442.70 |
444.00 |
432.50 |
432.50 |
-9.20 |
3,081 |
31,936 |
-572 |
Dec06 |
060802 |
438.50 |
440.00 |
428.10 |
428.10 |
-9.70 |
877 |
10,849 |
-97 |
Mar07 |
060802 |
420.50 |
422.00 |
408.10 |
408.10 |
-12.40 |
1,209 |
11,163 |
+442 |
May07 |
060802 |
423.20 |
423.20 |
409.30 |
409.30 |
-11.70 |
305 |
4,234 |
-45 |
Total Volume and Open Interest |
5,586 |
62,226 |
-1,022 |
Cotton(NYBOT) |
Oct06 |
060802 |
54.75 |
54.85 |
54.45 |
54.83 |
+0.10 |
632 |
4,107 |
-66 |
Dec06 |
060802 |
56.75 |
56.80 |
56.25 |
56.69 |
-0.07 |
20,088 |
123,602 |
+46 |
Mar07 |
060802 |
59.50 |
59.50 |
59.05 |
59.45 |
-0.12 |
1,872 |
27,872 |
+710 |
May07 |
060802 |
60.00 |
60.15 |
60.00 |
60.15 |
-0.23 |
39 |
1,519 |
-16 |
Jul07 |
060802 |
60.80 |
60.80 |
60.80 |
60.80 |
-0.10 |
9 |
2,426 |
-9 |
Oct07 |
060802 |
60.90 |
60.90 |
60.90 |
60.90 |
-0.25 |
0 |
44 |
+0 |
Total Volume and Open Interest |
23,493 |
164,571 |
+2,180 |
Lumber(CME) |
Sep06 |
060802 |
269.4 |
272.3 |
268.5 |
270.5 |
+2.4 |
793 |
3,773 |
-63 |
Nov06 |
060802 |
278.1 |
280.0 |
275.4 |
275.4 |
-2.7 |
816 |
2,780 |
+59 |
Jan07 |
060802 |
287.0 |
289.7 |
283.7 |
286.9 |
-0.1 |
16 |
135 |
+5 |
Mar07 |
060802 |
296.9 |
297.8 |
292.2 |
295.3 |
+0.6 |
7 |
25 |
-3 |
Total Volume and Open Interest |
1,663 |
6,733 |
+1,007 |
Crude Oil(NYM) |
Sep06 |
060802 |
75.60 |
76.50 |
75.55 |
75.81 |
+0.90 |
87,114 |
235,888 |
-4,218 |
Oct06 |
060802 |
76.75 |
77.70 |
76.60 |
76.90 |
+0.72 |
49,268 |
122,566 |
+5,994 |
Nov06 |
060802 |
77.30 |
78.15 |
77.25 |
77.57 |
+0.62 |
12,009 |
45,608 |
-518 |
Dec06 |
060802 |
77.70 |
78.75 |
77.70 |
78.08 |
+0.57 |
25,287 |
116,798 |
-2,556 |
Jan07 |
060802 |
78.20 |
79.10 |
78.07 |
78.49 |
+0.52 |
3,437 |
42,865 |
+677 |
Feb07 |
060802 |
78.30 |
79.00 |
78.30 |
78.81 |
+0.49 |
1,505 |
22,013 |
+436 |
Mar07 |
060802 |
78.67 |
79.55 |
78.67 |
79.05 |
+0.48 |
5,057 |
24,678 |
+2,469 |
Apr07 |
060802 |
78.90 |
79.75 |
78.90 |
79.21 |
+0.46 |
2,802 |
31,702 |
+660 |
May07 |
060802 |
79.31 |
79.31 |
79.31 |
79.31 |
+0.46 |
2,403 |
27,026 |
-557 |
Jun07 |
060802 |
79.80 |
79.80 |
79.34 |
79.34 |
+0.46 |
3,305 |
48,112 |
-374 |
Jul07 |
060802 |
79.32 |
79.32 |
79.32 |
79.32 |
+0.46 |
101 |
11,080 |
+1 |
Aug07 |
060802 |
79.26 |
79.26 |
79.26 |
79.26 |
+0.44 |
11 |
8,717 |
+0 |
Sep07 |
060802 |
79.15 |
79.18 |
79.15 |
79.18 |
+0.42 |
218 |
11,109 |
-9 |
Oct07 |
060802 |
79.07 |
79.07 |
79.07 |
79.07 |
+0.41 |
4 |
6,944 |
+4 |
Nov07 |
060802 |
78.95 |
78.95 |
78.95 |
78.95 |
+0.41 |
251 |
8,167 |
+215 |
Dec07 |
060802 |
79.00 |
79.00 |
78.83 |
78.83 |
+0.41 |
9,475 |
112,113 |
+1,697 |
Total Volume and Open Interest |
215,035 |
1,109,838 |
+3,980 |
Heating Oil(NYM) |
Sep06 |
060802 |
210.00 |
213.30 |
210.00 |
212.94 |
+4.90 |
26,625 |
70,270 |
-487 |
Oct06 |
060802 |
218.00 |
219.00 |
217.00 |
218.33 |
+3.56 |
7,967 |
25,722 |
+1,473 |
Nov06 |
060802 |
223.30 |
223.50 |
222.50 |
223.33 |
+2.96 |
2,246 |
10,409 |
+495 |
Dec06 |
060802 |
228.00 |
228.50 |
226.50 |
227.63 |
+2.71 |
1,819 |
17,962 |
-223 |
Jan07 |
060802 |
231.75 |
231.75 |
230.00 |
231.08 |
+2.41 |
641 |
16,796 |
+243 |
Feb07 |
060802 |
233.50 |
234.00 |
232.50 |
232.83 |
+2.26 |
96 |
8,518 |
+92 |
Mar07 |
060802 |
233.50 |
233.50 |
231.83 |
231.83 |
+2.06 |
68 |
5,295 |
+14 |
Apr07 |
060802 |
229.40 |
229.40 |
227.33 |
227.33 |
+1.86 |
21 |
6,099 |
+6 |
May07 |
060802 |
222.63 |
222.63 |
222.63 |
222.63 |
+1.66 |
21 |
1,904 |
+40 |
Jun07 |
060802 |
220.68 |
220.68 |
220.68 |
220.68 |
+1.56 |
399 |
9,530 |
+261 |
Jul07 |
060802 |
221.43 |
221.43 |
221.43 |
221.43 |
+1.51 |
1 |
690 |
+1 |
Aug07 |
060802 |
223.23 |
223.23 |
223.23 |
223.23 |
+1.46 |
0 |
618 |
+0 |
Total Volume and Open Interest |
39,955 |
178,413 |
-1,228 |
Unleaded Gas(NYM) |
Sep06 |
060802 |
230.50 |
234.75 |
230.50 |
233.77 |
+6.15 |
23,318 |
60,247 |
+1,313 |
Oct06 |
060802 |
218.50 |
220.50 |
218.00 |
220.12 |
+4.48 |
7,119 |
12,821 |
+1,237 |
Nov06 |
060802 |
210.50 |
210.62 |
210.00 |
210.62 |
+3.48 |
542 |
3,844 |
+41 |
Dec06 |
060802 |
203.00 |
203.20 |
201.50 |
203.12 |
+2.48 |
307 |
6,602 |
+97 |
Jan07 |
060802 |
199.50 |
200.12 |
199.50 |
200.12 |
+1.68 |
92 |
1,919 |
-1 |
Total Volume and Open Interest |
31,378 |
85,433 |
-873 |
RBOB Gasoline(NYMEX) |
Sep06 |
060802 |
237.24 |
242.50 |
237.24 |
241.24 |
+4.00 |
5,768 |
19,166 |
-1,202 |
Oct06 |
060802 |
224.49 |
229.00 |
224.49 |
228.61 |
+4.12 |
4,995 |
13,612 |
+1,284 |
Nov06 |
060802 |
217.74 |
220.86 |
217.74 |
220.86 |
+3.12 |
992 |
5,018 |
+333 |
Dec06 |
060802 |
212.24 |
215.00 |
212.22 |
213.86 |
+1.87 |
484 |
4,831 |
+18 |
Jan07 |
060802 |
212.36 |
212.36 |
212.36 |
212.36 |
+0.77 |
136 |
1,746 |
+42 |
Feb07 |
060802 |
214.36 |
214.36 |
214.36 |
214.36 |
+0.67 |
0 |
1,287 |
+0 |
Mar07 |
060802 |
216.96 |
216.96 |
216.96 |
216.96 |
+0.62 |
0 |
954 |
+0 |
Apr07 |
060802 |
235.11 |
235.11 |
235.11 |
235.11 |
+0.62 |
136 |
1,133 |
+136 |
May07 |
060802 |
236.91 |
236.91 |
236.91 |
236.91 |
+0.62 |
0 |
1,226 |
+0 |
Jun07 |
060802 |
237.71 |
237.71 |
237.71 |
237.71 |
+0.62 |
0 |
319 |
+0 |
Total Volume and Open Interest |
12,511 |
49,598 |
-2,462 |
e-MiNY RBOB Gasoline(NYMEX) |
Sep06 |
060802 |
239.50 |
241.50 |
239.50 |
241.24 |
+4.00 |
20 |
9 |
-8 |
Oct06 |
060802 |
228.61 |
228.61 |
228.61 |
228.61 |
+4.12 |
|
|
|
Nov06 |
060802 |
220.86 |
220.86 |
220.86 |
220.86 |
+3.12 |
|
|
|
Total Volume and Open Interest |
20 |
9 |
-8 |
Natural Gas(NYM) |
Sep06 |
060802 |
8.220 |
8.545 |
7.760 |
7.799 |
+0.225 |
35,735 |
117,409 |
-482 |
Oct06 |
060802 |
8.450 |
8.680 |
8.000 |
8.036 |
+0.257 |
28,688 |
87,663 |
+4,627 |
Nov06 |
060802 |
9.830 |
10.050 |
9.526 |
9.526 |
+0.187 |
14,680 |
46,732 |
+4,307 |
Dec06 |
060802 |
11.200 |
11.340 |
10.800 |
10.856 |
+0.067 |
6,693 |
41,142 |
+1,670 |
Jan07 |
060802 |
11.850 |
11.880 |
11.521 |
11.521 |
+0.117 |
10,481 |
54,024 |
-2,149 |
Feb07 |
060802 |
11.750 |
11.850 |
11.450 |
11.541 |
+0.127 |
908 |
29,319 |
+12 |
Mar07 |
060802 |
11.550 |
11.800 |
11.300 |
11.316 |
+0.142 |
7,015 |
73,071 |
+3,176 |
Apr07 |
060802 |
8.850 |
8.980 |
8.750 |
8.856 |
+0.122 |
7,586 |
46,699 |
+381 |
May07 |
060802 |
8.650 |
8.700 |
8.550 |
8.681 |
+0.122 |
787 |
24,514 |
+87 |
Jun07 |
060802 |
8.750 |
8.800 |
8.650 |
8.760 |
+0.122 |
583 |
13,101 |
+96 |
Jul07 |
060802 |
8.850 |
8.854 |
8.750 |
8.854 |
+0.117 |
293 |
9,826 |
+35 |
Aug07 |
060802 |
8.950 |
8.950 |
8.850 |
8.928 |
+0.112 |
761 |
9,437 |
+140 |
Sep07 |
060802 |
9.300 |
9.300 |
9.010 |
9.017 |
+0.107 |
415 |
10,284 |
+148 |
Oct07 |
060802 |
9.400 |
9.400 |
9.150 |
9.172 |
+0.103 |
1,302 |
27,780 |
+61 |
Nov07 |
060802 |
9.960 |
9.972 |
9.960 |
9.972 |
+0.108 |
3,488 |
14,641 |
-630 |
Dec07 |
060802 |
10.800 |
10.800 |
10.750 |
10.767 |
+0.108 |
584 |
28,205 |
+39 |
Total Volume and Open Interest |
124,755 |
921,137 |
+36,955 |
Brent Crude Oil(ICE) |
Sep06 |
060802 |
75.81 |
77.47 |
75.81 |
76.89 |
+1.00 |
78,571 |
76,861 |
-11,631 |
Oct06 |
060802 |
75.91 |
77.19 |
75.75 |
76.63 |
+0.87 |
59,535 |
149,686 |
+14,199 |
Nov06 |
060802 |
76.11 |
77.46 |
76.11 |
76.85 |
+0.74 |
22,518 |
57,886 |
+4,134 |
Dec06 |
060802 |
76.72 |
77.69 |
76.68 |
77.14 |
+0.67 |
19,582 |
67,741 |
+5,008 |
Jan07 |
060802 |
77.32 |
78.06 |
77.03 |
77.46 |
+0.63 |
4,474 |
18,690 |
-424 |
Feb07 |
060802 |
77.60 |
78.37 |
77.20 |
77.77 |
+0.60 |
2,418 |
13,258 |
+1,200 |
Mar07 |
060802 |
77.44 |
78.47 |
77.44 |
77.97 |
+0.57 |
548 |
11,327 |
+204 |
Apr07 |
060802 |
77.79 |
78.38 |
77.79 |
78.11 |
+0.54 |
2,442 |
19,185 |
+1,700 |
May07 |
060802 |
77.96 |
78.20 |
77.96 |
78.20 |
+0.51 |
1,504 |
4,463 |
+962 |
Jun07 |
060802 |
78.22 |
78.42 |
78.19 |
78.24 |
+0.49 |
1,904 |
16,759 |
+1,665 |
Jul07 |
060802 |
78.18 |
78.18 |
78.18 |
78.18 |
+0.48 |
0 |
1,001 |
+0 |
Aug07 |
060802 |
78.11 |
78.11 |
78.11 |
78.11 |
+0.48 |
0 |
1,299 |
+0 |
Sep07 |
060802 |
78.07 |
78.07 |
78.03 |
78.03 |
+0.49 |
0 |
1,585 |
+0 |
Oct07 |
060802 |
77.91 |
77.91 |
77.91 |
77.91 |
+0.47 |
100 |
305 |
+15 |
Total Volume and Open Interest |
199,021 |
507,933 |
+25,901 |
Gas Oil(ICE) |
Aug06 |
060802 |
647.00 |
658.00 |
647.00 |
655.75 |
+11.25 |
33,850 |
33,800 |
-9,497 |
Sep06 |
060802 |
658.00 |
668.00 |
657.50 |
666.00 |
+10.50 |
33,309 |
73,485 |
+3,089 |
Oct06 |
060802 |
669.00 |
677.75 |
668.00 |
676.25 |
+9.50 |
11,442 |
31,642 |
+3,355 |
Nov06 |
060802 |
682.75 |
686.75 |
678.75 |
686.00 |
+8.50 |
2,914 |
20,965 |
+976 |
Dec06 |
060802 |
690.00 |
695.50 |
687.00 |
694.25 |
+8.25 |
1,207 |
34,896 |
+814 |
Jan07 |
060802 |
693.75 |
701.50 |
693.50 |
701.00 |
+8.00 |
509 |
16,035 |
-195 |
Feb07 |
060802 |
698.75 |
706.00 |
698.75 |
706.00 |
+8.00 |
943 |
4,054 |
+828 |
Mar07 |
060802 |
705.75 |
705.75 |
705.75 |
705.75 |
+7.25 |
350 |
5,710 |
+50 |
Apr07 |
060802 |
703.75 |
703.75 |
703.75 |
703.75 |
+7.00 |
0 |
1,975 |
+0 |
May07 |
060802 |
702.00 |
702.00 |
702.00 |
702.00 |
+7.00 |
0 |
350 |
+0 |
Total Volume and Open Interest |
85,371 |
272,587 |
-480 |
US Dollar Index(NYBOT) |
Sep06 |
060802 |
84.81 |
85.00 |
84.74 |
84.83 |
+0.01 |
2,672 |
13,417 |
+55 |
Dec06 |
060802 |
84.52 |
84.60 |
84.45 |
84.46 |
+0.01 |
18 |
2,249 |
+4 |
Mar07 |
060802 |
84.11 |
84.11 |
84.11 |
84.11 |
+0.01 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,690 |
15,676 |
+229 |
Australian Dollar(CME) |
Sep06 |
060802 |
76.55 |
76.62 |
76.32 |
76.35 |
-0.21 |
3,311 |
67,061 |
+1,168 |
Dec06 |
060802 |
76.21 |
76.21 |
76.21 |
76.21 |
-0.21 |
0 |
856 |
+0 |
Mar07 |
060802 |
76.08 |
76.08 |
76.08 |
76.08 |
-0.21 |
0 |
8 |
+0 |
Total Volume and Open Interest |
3,311 |
67,931 |
-433 |
British Pound(CME) |
Sep06 |
060802 |
187.90 |
188.20 |
187.75 |
188.03 |
+0.26 |
4,801 |
113,564 |
+8,666 |
Dec06 |
060802 |
188.38 |
188.38 |
188.38 |
188.38 |
+0.25 |
1 |
500 |
+14 |
Mar07 |
060802 |
188.63 |
188.63 |
188.63 |
188.63 |
+0.25 |
0 |
11 |
+0 |
Total Volume and Open Interest |
4,802 |
114,075 |
+9,906 |
Canadian Dollar(CME) |
Sep06 |
060802 |
88.83 |
89.01 |
88.73 |
88.92 |
+0.31 |
2,265 |
82,286 |
+2,162 |
Dec06 |
060802 |
89.14 |
89.27 |
89.14 |
89.20 |
+0.31 |
23 |
2,978 |
+0 |
Mar07 |
060802 |
89.47 |
89.47 |
89.47 |
89.47 |
+0.31 |
5 |
361 |
+4 |
Jun07 |
060802 |
89.74 |
89.74 |
89.74 |
89.74 |
+0.31 |
0 |
265 |
+26 |
Total Volume and Open Interest |
2,293 |
86,048 |
+2,677 |
Japanese Yen(CME) |
Sep06 |
060802 |
87.85 |
88.04 |
87.60 |
87.90 |
-0.01 |
4,110 |
175,155 |
+1,363 |
Dec06 |
060802 |
89.01 |
89.01 |
89.01 |
89.01 |
-0.01 |
0 |
20,418 |
+71 |
Mar07 |
060802 |
90.11 |
90.11 |
90.11 |
90.11 |
-0.01 |
0 |
26 |
-8 |
Total Volume and Open Interest |
4,110 |
195,626 |
-2,305 |
Swiss Franc(CME) |
Sep06 |
060802 |
81.85 |
81.95 |
81.69 |
81.76 |
-0.19 |
37,896 |
65,931 |
+0 |
Dec06 |
060802 |
82.52 |
82.52 |
82.52 |
82.52 |
-0.19 |
0 |
787 |
-15 |
Mar07 |
060802 |
83.26 |
83.26 |
83.26 |
83.26 |
-0.19 |
0 |
66 |
+0 |
Total Volume and Open Interest |
37,941 |
66,807 |
-7,175 |
EuroFX(CME) |
Sep06 |
060802 |
128.46 |
128.56 |
128.15 |
128.43 |
-0.12 |
5,221 |
155,833 |
+3,733 |
Dec06 |
060802 |
129.03 |
129.13 |
129.03 |
129.13 |
-0.11 |
92 |
1,768 |
-75 |
Mar07 |
060802 |
129.74 |
129.74 |
129.74 |
129.74 |
-0.11 |
17 |
179 |
-2 |
Total Volume and Open Interest |
5,334 |
157,856 |
+547 |
Mexican Peso(CME) |
Sep06 |
060802 |
9065.0 |
9130.0 |
9065.0 |
9097.0 |
+47.0 |
7,784 |
61,760 |
-611 |
Dec06 |
060802 |
3.0 |
3.0 |
3.0 |
3.0 |
+1.1 |
0 |
23,048 |
+11 |
Total Volume and Open Interest |
7,859 |
86,532 |
-2,195 |
30-Year T-Bonds(CBOT) |
Sep06 |
060802 |
108~11 |
108~21 |
108~00 |
108~17 |
+0~08 |
289,648 |
757,533 |
-10,190 |
Dec06 |
060802 |
108~23 |
108~29 |
108~09 |
108~26 |
+0~09 |
3,122 |
16,623 |
+1,412 |
Mar07 |
060802 |
108~20 |
108~20 |
108~20 |
108~20 |
+0~09 |
0 |
8 |
+0 |
Total Volume and Open Interest |
292,770 |
774,179 |
-20,381 |
10-Year T-Notes(CBOT) |
Sep06 |
060802 |
106~020 |
106~070 |
105~290 |
106~050 |
+0~040 |
924,640 |
2,065,122 |
+55,736 |
Dec06 |
060802 |
106~000 |
106~065 |
105~290 |
106~045 |
+0~040 |
13,354 |
73,075 |
+7,815 |
Total Volume and Open Interest |
937,994 |
2,138,204 |
+71,551 |
5-Year T-Notes(CBOT) |
Sep06 |
060802 |
104~100 |
104~105 |
104~050 |
104~095 |
+0~020 |
384,198 |
0 |
+0 |
Dec06 |
060802 |
104~120 |
104~120 |
104~105 |
104~110 |
+0~020 |
925 |
0 |
+0 |
Total Volume and Open Interest |
385,123 |
|
|
2 Year T-Notes(CBOT) |
Sep06 |
060802 |
101~100 |
101~100 |
101~092 |
101~096 |
unch |
3,103 |
643,718 |
+6,466 |
Dec06 |
060802 |
101~104 |
101~104 |
101~104 |
101~104 |
+0~002 |
0 |
33,063 |
+105 |
Total Volume and Open Interest |
3,103 |
676,781 |
+18,788 |
Eurodollars(CME) |
Sep06 |
060802 |
94.510 |
94.510 |
94.485 |
94.500 |
-0.010 |
55,511 |
1,548,475 |
-33,383 |
Dec06 |
060802 |
94.555 |
94.555 |
94.510 |
94.535 |
-0.005 |
31,935 |
1,624,081 |
-15,673 |
Mar07 |
060802 |
94.650 |
94.650 |
94.605 |
94.630 |
-0.005 |
12,070 |
1,193,183 |
-22,195 |
Jun07 |
060802 |
94.770 |
94.770 |
94.720 |
94.750 |
unch |
18,332 |
985,345 |
-1,478 |
Sep07 |
060802 |
94.855 |
94.855 |
94.810 |
94.835 |
+0.005 |
29,898 |
1,044,497 |
+50,567 |
Dec07 |
060802 |
94.875 |
94.875 |
94.840 |
94.865 |
+0.010 |
44,953 |
855,078 |
+17,474 |
Mar08 |
060802 |
94.875 |
94.880 |
94.840 |
94.870 |
+0.015 |
15,937 |
564,345 |
+9,767 |
Jun08 |
060802 |
94.855 |
94.860 |
94.820 |
94.855 |
+0.020 |
20,592 |
346,071 |
+7,273 |
Sep08 |
060802 |
94.820 |
94.840 |
94.795 |
94.830 |
+0.025 |
8,017 |
284,918 |
+2,324 |
Dec08 |
060802 |
94.780 |
94.800 |
94.755 |
94.790 |
+0.025 |
15,025 |
255,603 |
-5,720 |
Mar09 |
060802 |
94.760 |
94.770 |
94.730 |
94.760 |
+0.025 |
6,794 |
234,852 |
+8,659 |
Jun09 |
060802 |
94.715 |
94.730 |
94.685 |
94.720 |
+0.025 |
6,174 |
165,711 |
+2,352 |
Sep09 |
060802 |
94.670 |
94.690 |
94.655 |
94.680 |
+0.025 |
3,752 |
118,790 |
+122 |
Dec09 |
060802 |
94.625 |
94.640 |
94.600 |
94.635 |
+0.025 |
2,840 |
113,406 |
-524 |
Mar10 |
060802 |
94.595 |
94.615 |
94.580 |
94.605 |
+0.025 |
6,312 |
98,494 |
-1,720 |
Jun10 |
060802 |
94.560 |
94.575 |
94.535 |
94.570 |
+0.025 |
5,547 |
82,232 |
-707 |
Sep10 |
060802 |
94.525 |
94.545 |
94.495 |
94.535 |
+0.025 |
5,221 |
88,004 |
+509 |
Dec10 |
060802 |
94.485 |
94.500 |
94.455 |
94.495 |
+0.025 |
4,601 |
71,042 |
+194 |
Total Volume and Open Interest |
310,475 |
9,899,184 |
+151,106 |
3-Mth Euro-Yen(CME) |
Sep06 |
060802 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
600 |
11,173 |
-63 |
Dec06 |
060802 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
667 |
12,338 |
+1,308 |
Mar07 |
060802 |
99.16 |
99.16 |
99.15 |
99.15 |
+0.01 |
258 |
5,425 |
-82 |
Jun07 |
060802 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
253 |
7,498 |
+911 |
Sep07 |
060802 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.02 |
213 |
1,744 |
-47 |
Dec07 |
060802 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.01 |
200 |
2,537 |
-55 |
Mar08 |
060802 |
98.60 |
98.60 |
98.60 |
98.60 |
unch |
100 |
902 |
+72 |
Jun08 |
060802 |
98.50 |
98.50 |
98.50 |
98.50 |
unch |
200 |
255 |
+0 |
Sep08 |
060802 |
98.41 |
98.41 |
98.41 |
98.41 |
+0.01 |
0 |
7 |
+0 |
Dec08 |
060802 |
98.29 |
98.29 |
98.29 |
98.29 |
+0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,491 |
41,889 |
+2,044 |
3-Mth Euro-Yen(SIMEX) |
Sep06 |
060802 |
99.50 |
99.50 |
99.50 |
99.50 |
+0.01 |
862 |
66,220 |
+308 |
Dec06 |
060802 |
99.32 |
99.33 |
99.32 |
99.33 |
+0.01 |
695 |
100,518 |
+4,609 |
Mar07 |
060802 |
99.14 |
99.15 |
99.14 |
99.15 |
+0.01 |
53 |
58,166 |
-204 |
Jun07 |
060802 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
0 |
29,402 |
+364 |
Sep07 |
060802 |
98.84 |
98.86 |
98.84 |
98.86 |
+0.02 |
26 |
15,806 |
-45 |
Dec07 |
060802 |
98.73 |
98.73 |
98.73 |
98.73 |
+0.02 |
52 |
42,272 |
-32 |
Mar08 |
060802 |
98.61 |
98.61 |
98.61 |
98.61 |
+0.02 |
6 |
21,181 |
-6 |
Jun08 |
060802 |
98.51 |
98.51 |
98.51 |
98.51 |
+0.01 |
0 |
872 |
+0 |
Total Volume and Open Interest |
1,694 |
335,528 |
+3,503 |
German Euro-Bund(EUREX) |
Sep06 |
060802 |
116.79 |
116.94 |
116.55 |
116.67 |
-0.02 |
769,912 |
1,475,413 |
+120,135 |
Dec06 |
060802 |
116.25 |
116.25 |
115.89 |
115.99 |
-0.01 |
174 |
15,186 |
-52 |
Mar07 |
060802 |
115.67 |
115.67 |
115.67 |
115.67 |
-0.02 |
582 |
10 |
+0 |
Total Volume and Open Interest |
770,668 |
1,490,609 |
+46,171 |
German Euro-Bobl(EUREX) |
Sep06 |
060704 |
109.03 |
109.14 |
109.01 |
109.09 |
-0.40 |
599,908 |
709,345 |
+222,612 |
Dec06 |
060802 |
109.41 |
109.41 |
109.29 |
109.29 |
-0.06 |
200 |
410 |
+196 |
Mar07 |
060802 |
109.10 |
109.10 |
109.10 |
109.10 |
-0.06 |
|
|
|
Total Volume and Open Interest |
465,509 |
1,019,954 |
+23,567 |
Long Gilt(LIFFE) |
Sep06 |
060802 |
109~25 |
109~27 |
109~11 |
109~13 |
-0~07 |
83,438 |
248,539 |
-8,476 |
Dec06 |
060802 |
109~05 |
109~05 |
109~05 |
109~05 |
-0~06 |
1 |
1 |
+1 |
Total Volume and Open Interest |
83,439 |
248,540 |
-2,862 |
3-Mth Short Sterling(LIFFE) |
Sep06 |
060802 |
95.15 |
95.15 |
95.15 |
95.15 |
unch |
57,412 |
422,886 |
-2,334 |
Dec06 |
060802 |
95.00 |
95.00 |
95.00 |
95.00 |
-0.01 |
68,195 |
347,218 |
+2,364 |
Mar07 |
060802 |
94.92 |
94.92 |
94.92 |
94.92 |
-0.01 |
52,860 |
368,562 |
+1,658 |
Total Volume and Open Interest |
280,007 |
2,056,317 |
+2,486 |
3-Mth Euribor(LIFFE) |
Sep06 |
060802 |
96.675 |
96.685 |
96.670 |
96.675 |
unch |
81,524 |
650,989 |
-6,388 |
Dec06 |
060802 |
96.450 |
96.460 |
96.420 |
96.430 |
-0.010 |
141,593 |
762,507 |
+17,109 |
Mar07 |
060802 |
96.350 |
96.370 |
96.315 |
96.330 |
-0.010 |
115,198 |
566,354 |
-3,633 |
Total Volume and Open Interest |
585,682 |
3,604,104 |
+14,073 |
3-Mth Aus T-Bills(SFE) |
Sep06 |
060802 |
93.75 |
93.77 |
93.72 |
93.75 |
-0.01 |
9,900 |
133,592 |
-7,628 |
Dec06 |
060802 |
93.65 |
93.67 |
93.63 |
93.66 |
unch |
28,652 |
283,227 |
+9,233 |
Mar07 |
060802 |
93.63 |
93.66 |
93.61 |
93.64 |
+0.01 |
11,339 |
100,393 |
+2,609 |
Jun07 |
060802 |
93.64 |
93.66 |
93.63 |
93.66 |
+0.01 |
6,076 |
52,218 |
+1,551 |
Sep07 |
060802 |
93.65 |
93.67 |
93.65 |
93.67 |
+0.01 |
4,038 |
29,856 |
+1,965 |
Dec07 |
060802 |
93.65 |
93.68 |
93.64 |
93.68 |
+0.02 |
2,055 |
23,940 |
+1,027 |
Mar08 |
060802 |
93.65 |
93.67 |
93.65 |
93.67 |
+0.02 |
2,301 |
12,673 |
+183 |
Jun08 |
060802 |
93.63 |
93.65 |
93.63 |
93.65 |
+0.02 |
1,030 |
6,604 |
-22 |
Sep08 |
060802 |
93.63 |
93.63 |
93.63 |
93.63 |
+0.01 |
265 |
1,705 |
+145 |
Dec08 |
060802 |
93.62 |
93.62 |
93.62 |
93.62 |
+0.02 |
500 |
1,356 |
-100 |
Total Volume and Open Interest |
66,690 |
647,066 |
+8,846 |
10-Year Aus T-Bonds(SFE) |
Sep06 |
060802 |
94.15 |
94.16 |
94.11 |
94.15 |
0.00 |
33,611 |
359,932 |
+336 |
Dec06 |
060802 |
94.15 |
94.15 |
94.15 |
94.15 |
0.00 |
|
|
|
Total Volume and Open Interest |
33,611 |
359,932 |
+336 |
3-Year Aus T-Bonds(SFE) |
Sep06 |
060802 |
94.05 |
94.08 |
94.03 |
94.06 |
unch |
78,912 |
508,454 |
+16,331 |
Dec06 |
060802 |
94.06 |
94.06 |
94.06 |
94.06 |
unch |
|
|
|
Total Volume and Open Interest |
78,912 |
508,454 |
+16,331 |
Gold(CMX) |
Aug06 |
060802 |
649.0 |
656.0 |
646.5 |
651.6 |
+5.3 |
1,360 |
3,139 |
-2,322 |
Oct06 |
060802 |
654.5 |
662.5 |
652.0 |
657.6 |
+5.2 |
3,285 |
23,967 |
+138 |
Dec06 |
060802 |
660.0 |
668.2 |
658.4 |
664.1 |
+5.3 |
41,109 |
200,172 |
+4,379 |
Feb07 |
060802 |
671.0 |
671.5 |
670.5 |
670.6 |
+5.3 |
886 |
17,171 |
+80 |
Apr07 |
060802 |
673.0 |
677.1 |
673.0 |
677.1 |
+5.4 |
35 |
2,555 |
-22 |
Jun07 |
060802 |
680.0 |
685.0 |
680.0 |
683.4 |
+5.4 |
544 |
16,838 |
+236 |
Aug07 |
060802 |
690.7 |
690.7 |
689.7 |
689.7 |
+5.4 |
16 |
1,313 |
+12 |
Oct07 |
060802 |
695.9 |
695.9 |
695.9 |
695.9 |
+5.4 |
0 |
3,000 |
+0 |
Dec07 |
060802 |
700.0 |
708.0 |
700.0 |
702.2 |
+5.4 |
16 |
20,056 |
+0 |
Feb08 |
060802 |
708.4 |
708.4 |
708.4 |
708.4 |
+5.4 |
0 |
1,539 |
+0 |
Apr08 |
060802 |
59.2 |
59.2 |
59.2 |
59.2 |
+5.4 |
|
|
|
Jun08 |
060802 |
720.8 |
720.8 |
720.8 |
720.8 |
+5.4 |
0 |
1,173 |
+0 |
Total Volume and Open Interest |
47,291 |
304,907 |
-11,003 |
Silver(CMX) |
Sep06 |
060802 |
1178.0 |
1229.0 |
1176.0 |
1224.5 |
+50.5 |
13,324 |
45,470 |
-385 |
Dec06 |
060802 |
1195.5 |
1243.0 |
1191.0 |
1239.0 |
+50.2 |
2,473 |
24,487 |
-592 |
Mar07 |
060802 |
1229.0 |
1250.3 |
1229.0 |
1250.3 |
+49.5 |
237 |
8,944 |
+228 |
May07 |
060802 |
1254.9 |
1254.9 |
1254.9 |
1254.9 |
+48.5 |
2 |
2,781 |
+0 |
Jul07 |
060802 |
1259.6 |
1259.6 |
1259.6 |
1259.6 |
+47.6 |
202 |
6,866 |
+198 |
Sep07 |
060802 |
1250.0 |
1265.0 |
1250.0 |
1259.6 |
+44.6 |
0 |
683 |
+0 |
Dec07 |
060802 |
1231.0 |
1270.0 |
1230.0 |
1262.6 |
+43.8 |
110 |
4,069 |
-1 |
Total Volume and Open Interest |
16,460 |
98,685 |
-820 |
Platinum(NYM) |
Oct06 |
060802 |
1259.0 |
1267.5 |
1258.2 |
1260.6 |
+2.1 |
1,216 |
8,770 |
+590 |
Jan07 |
060802 |
1266.0 |
1266.0 |
1265.1 |
1265.1 |
+2.1 |
1 |
496 |
+0 |
Apr07 |
060717 |
1264.0 |
1264.0 |
1264.0 |
1264.0 |
|
|
|
|
Jul07 |
060802 |
619.7 |
619.7 |
619.7 |
619.7 |
+2.1 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,217 |
9,272 |
+667 |
Palladium(NYME) |
Sep06 |
060802 |
324.00 |
329.00 |
323.50 |
328.95 |
+7.00 |
856 |
11,995 |
-514 |
Dec06 |
060802 |
334.00 |
336.00 |
330.00 |
334.45 |
+7.00 |
112 |
1,556 |
-8 |
Mar07 |
060802 |
337.45 |
337.45 |
337.45 |
337.45 |
+7.00 |
0 |
1 |
+0 |
Total Volume and Open Interest |
968 |
13,587 |
-421 |
Copper(CMX) |
Sep06 |
060802 |
358.00 |
362.00 |
356.00 |
359.10 |
-0.20 |
5,022 |
41,639 |
-307 |
Dec06 |
060802 |
353.00 |
355.50 |
351.00 |
353.35 |
-0.30 |
2,523 |
15,391 |
+534 |
Mar07 |
060802 |
346.00 |
346.00 |
345.85 |
345.85 |
+0.70 |
112 |
2,939 |
+44 |
May07 |
060802 |
339.50 |
339.50 |
339.35 |
339.35 |
+1.20 |
75 |
780 |
+9 |
Jul07 |
060802 |
329.50 |
332.80 |
329.50 |
332.80 |
+2.85 |
0 |
283 |
+0 |
Total Volume and Open Interest |
8,638 |
71,537 |
-1,208 |
Aluminum(CMX) |
Aug06 |
060802 |
115.85 |
115.85 |
115.85 |
115.85 |
+0.35 |
62 |
98 |
-112 |
Sep06 |
060802 |
116.75 |
116.75 |
116.75 |
116.75 |
+0.35 |
62 |
184 |
+62 |
Oct06 |
060802 |
116.80 |
116.80 |
116.80 |
116.80 |
+0.35 |
0 |
40 |
+0 |
Nov06 |
060802 |
116.90 |
116.90 |
116.90 |
116.90 |
+0.35 |
0 |
40 |
+0 |
Dec06 |
060802 |
117.15 |
117.15 |
117.15 |
117.15 |
+0.35 |
0 |
573 |
+0 |
Jan07 |
060802 |
116.95 |
116.95 |
116.95 |
116.95 |
+0.40 |
|
|
|
Total Volume and Open Interest |
125 |
940 |
-49 |
DJIA Index(CBOT) |
Sep06 |
060802 |
11185 |
11255 |
11170 |
11235 |
+71 |
4,973 |
55,558 |
-259 |
Dec06 |
060802 |
11290 |
11321 |
11290 |
11321 |
+72 |
30 |
2,039 |
+1 |
Mar07 |
060802 |
11386 |
11386 |
11386 |
11386 |
+71 |
0 |
5 |
+0 |
Jun07 |
060802 |
11457 |
11457 |
11457 |
11457 |
+71 |
|
|
|
Total Volume and Open Interest |
5,003 |
57,602 |
+62 |
S & P 500(CME) |
Sep06 |
060802 |
1279.30 |
1288.00 |
1279.00 |
1284.20 |
+7.50 |
27,300 |
608,380 |
+3,336 |
Dec06 |
060802 |
1294.90 |
1297.50 |
1294.90 |
1295.50 |
+7.70 |
133 |
7,893 |
+3 |
Mar07 |
060802 |
1306.60 |
1306.60 |
1306.60 |
1306.60 |
+7.80 |
984 |
315 |
-90 |
Jun07 |
060802 |
1318.20 |
1318.20 |
1318.20 |
1318.20 |
+7.90 |
894 |
2,240 |
+894 |
Total Volume and Open Interest |
29,311 |
619,115 |
-6,263 |
S & P 500 E-Mini(Globex) |
Sep06 |
060802 |
1276.50 |
1288.25 |
1275.75 |
1284.25 |
+7.50 |
866,527 |
1,379,068 |
-13,935 |
Dec06 |
060802 |
1288.25 |
1299.00 |
1288.25 |
1295.50 |
+7.75 |
635 |
7,646 |
+30 |
Total Volume and Open Interest |
867,162 |
1,386,714 |
-31,322 |
NASDAQ 100(CME) |
Sep06 |
060802 |
1497.50 |
1520.00 |
1497.50 |
1509.80 |
+16.00 |
7,386 |
55,419 |
+1,079 |
Dec06 |
060802 |
1528.30 |
1528.30 |
1528.30 |
1528.30 |
+16.00 |
0 |
81 |
+0 |
Mar07 |
060802 |
1544.80 |
1544.80 |
1544.80 |
1544.80 |
+16.00 |
|
|
|
Total Volume and Open Interest |
7,386 |
55,500 |
-55 |
NASDAQ 100 E-Mini(Globex) |
Sep06 |
060802 |
1493.80 |
1519.30 |
1492.80 |
1509.80 |
+16.00 |
286,624 |
419,605 |
+11,413 |
Dec06 |
060802 |
1522.30 |
1535.30 |
1519.30 |
1528.30 |
+16.00 |
5 |
440 |
-1 |
Total Volume and Open Interest |
286,629 |
420,045 |
+4,195 |
S & P Midcap 400(CME) |
Sep06 |
060802 |
742.50 |
749.00 |
741.00 |
746.60 |
+7.00 |
170 |
9,486 |
+52 |
Dec06 |
060802 |
753.60 |
753.60 |
753.60 |
753.60 |
+7.00 |
0 |
1 |
+0 |
Mar07 |
060802 |
760.60 |
760.60 |
760.60 |
760.60 |
+7.00 |
|
|
|
Total Volume and Open Interest |
84 |
9,494 |
+59 |
Russell 2000(CME) |
Sep06 |
060802 |
696.50 |
704.25 |
696.50 |
701.20 |
+8.30 |
1,841 |
40,436 |
+614 |
Dec06 |
060802 |
707.20 |
707.20 |
707.20 |
707.20 |
+8.30 |
0 |
14 |
+0 |
Mar07 |
060802 |
713.20 |
713.20 |
713.20 |
713.20 |
+8.30 |
|
|
|
Total Volume and Open Interest |
1,841 |
40,450 |
+1,154 |
Russell 2000 E-Mini(Globex) |
Sep06 |
060802 |
692.70 |
704.10 |
692.20 |
701.20 |
+8.30 |
165,879 |
454,534 |
+2,455 |
Dec06 |
060802 |
702.40 |
710.00 |
701.70 |
707.20 |
+8.30 |
320 |
720 |
+148 |
Total Volume and Open Interest |
166,199 |
455,254 |
+3,515 |
Value Line(KCBT) |
Sep06 |
060802 |
1880.00 |
1880.00 |
1880.00 |
1880.00 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Nikkei 225(CME) |
Sep06 |
060802 |
15275 |
15490 |
15270 |
15475 |
+55 |
33,531 |
203,787 |
+4,548 |
Dec06 |
060802 |
15425 |
15445 |
15265 |
15425 |
+20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
33,531 |
204,144 |
+4,548 |
Nikkei 225(SGX) |
Sep06 |
060802 |
15275 |
15490 |
15270 |
15475 |
+55 |
33,531 |
203,787 |
+4,548 |
Dec06 |
060802 |
15425 |
15445 |
15265 |
15425 |
+20 |
0 |
1 |
+0 |
Mar07 |
060802 |
15440 |
15440 |
15385 |
15440 |
+25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
33,531 |
204,144 |
+4,548 |
CAC 40(EURONEXT) |
Aug06 |
060802 |
4978.5 |
5053.5 |
4975.5 |
5032.5 |
+77.0 |
79,654 |
417,241 |
-6,374 |
Sep06 |
060802 |
4997.0 |
5062.0 |
4992.0 |
5042.5 |
+77.0 |
4,707 |
67,753 |
+1,141 |
Oct06 |
060802 |
5058.5 |
5058.5 |
5058.5 |
5058.5 |
+78.0 |
0 |
20 |
+0 |
Total Volume and Open Interest |
84,371 |
489,993 |
-93 |
Hang Seng Index(HKFE) |
Aug06 |
060802 |
16910 |
17100 |
16894 |
17073 |
+138 |
40,690 |
113,577 |
+3,094 |
Sep06 |
060802 |
16913 |
17079 |
16890 |
17063 |
+141 |
654 |
3,812 |
+293 |
Total Volume and Open Interest |
41,478 |
118,226 |
+3,485 |
DAX(EUREX) |
Sep06 |
060802 |
5649.0 |
5724.0 |
5643.0 |
5699.0 |
+79.5 |
147,601 |
196,624 |
-5,543 |
Dec06 |
060802 |
5704.5 |
5768.0 |
5693.5 |
5746.0 |
+80.5 |
342 |
14,171 |
-56 |
Mar07 |
060802 |
5755.0 |
5820.0 |
5741.5 |
5797.5 |
+81.0 |
252 |
1,503 |
+52 |
Total Volume and Open Interest |
148,195 |
212,298 |
-1,994 |
FT-SE 100(EURONEXT) |
Sep06 |
060802 |
5896.50 |
5945.50 |
5886.00 |
5921.50 |
+52.00 |
70,209 |
444,743 |
-1,676 |
Dec06 |
060802 |
5940.00 |
5957.00 |
5940.00 |
5957.00 |
+52.00 |
128 |
35,442 |
+37 |
Mar07 |
060802 |
5970.50 |
5970.50 |
5970.50 |
5970.50 |
+52.50 |
0 |
1,019 |
+0 |
Total Volume and Open Interest |
70,337 |
482,954 |
+4,164 |
SPI 200(SFE) |
Sep06 |
060802 |
4931.0 |
4939.0 |
4886.0 |
4903.0 |
-66.0 |
11,886 |
226,404 |
-1,974 |
Dec06 |
060802 |
4947.0 |
4947.0 |
4919.0 |
4919.0 |
-65.0 |
147 |
4,434 |
+32 |
Mar07 |
060802 |
4923.0 |
4927.0 |
4923.0 |
4927.0 |
-65.0 |
0 |
2,589 |
+0 |
Total Volume and Open Interest |
12,033 |
235,980 |
-1,942 |
GSCI(CME) |
Aug06 |
060802 |
505.30 |
509.40 |
504.20 |
505.50 |
+7.00 |
448 |
20,643 |
-25 |
Sep06 |
060802 |
510.50 |
510.50 |
508.50 |
509.50 |
+5.50 |
27 |
42 |
+37 |
Oct06 |
060802 |
515.50 |
515.50 |
515.50 |
515.50 |
+5.50 |
|
|
|
Total Volume and Open Interest |
475 |
20,685 |
-337 |
Reuters CRB Index(NYBOT) |
Aug06 |
060802 |
396.50 |
398.75 |
396.50 |
397.50 |
+3.25 |
51 |
274 |
-20 |
Nov06 |
060802 |
406.00 |
408.00 |
406.00 |
408.00 |
+3.25 |
34 |
450 |
+11 |
Jan07 |
060802 |
411.50 |
411.50 |
411.50 |
411.50 |
+2.75 |
0 |
200 |
+0 |
Total Volume and Open Interest |
85 |
938 |
+937 |
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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