 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue August 15, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep06 |
060815 |
557.50 |
557.75 |
553.75 |
556.50 |
+0.25 |
9,666 |
33,990 |
+27 |
Nov06 |
060815 |
569.25 |
570.75 |
566.50 |
569.25 |
unch |
33,497 |
224,920 |
+655 |
Jan07 |
060815 |
583.00 |
583.25 |
579.25 |
582.00 |
-0.25 |
1,877 |
24,057 |
+13 |
Mar07 |
060815 |
593.50 |
593.50 |
590.00 |
591.50 |
-1.00 |
1,480 |
11,855 |
+344 |
May07 |
060815 |
600.75 |
601.00 |
598.50 |
600.00 |
-0.50 |
314 |
11,908 |
-36 |
Jul07 |
060815 |
611.75 |
611.75 |
608.50 |
609.00 |
-1.00 |
440 |
12,259 |
-259 |
Aug07 |
060815 |
613.00 |
613.00 |
613.00 |
613.00 |
unch |
0 |
13 |
+0 |
Total Volume and Open Interest |
48,919 |
338,189 |
+618 |
Soybean Meal(CBOT) |
Sep06 |
060815 |
161.00 |
161.20 |
159.60 |
159.90 |
-1.00 |
6,516 |
38,073 |
-1,551 |
Oct06 |
060815 |
162.20 |
162.30 |
160.80 |
161.00 |
-0.80 |
2,591 |
19,719 |
-195 |
Dec06 |
060815 |
165.20 |
165.30 |
163.40 |
164.10 |
-0.70 |
12,833 |
112,273 |
+285 |
Jan07 |
060815 |
166.50 |
166.50 |
165.00 |
165.20 |
-1.00 |
1,712 |
14,773 |
+31 |
Mar07 |
060815 |
169.50 |
169.50 |
168.00 |
168.20 |
-1.00 |
1,121 |
11,905 |
+176 |
May07 |
060815 |
171.50 |
171.50 |
169.80 |
170.40 |
-0.80 |
1,644 |
14,061 |
-68 |
Jul07 |
060815 |
174.30 |
174.30 |
172.60 |
173.00 |
-1.00 |
721 |
9,970 |
+154 |
Aug07 |
060815 |
175.50 |
175.50 |
174.00 |
174.00 |
-1.10 |
190 |
1,902 |
-24 |
Total Volume and Open Interest |
27,613 |
229,811 |
-1,135 |
Soybean Oil(CBOT) |
Sep06 |
060815 |
25.08 |
25.46 |
25.07 |
25.38 |
+0.31 |
10,711 |
22,332 |
-828 |
Oct06 |
060815 |
25.29 |
25.67 |
25.26 |
25.59 |
+0.30 |
5,209 |
17,359 |
-15 |
Dec06 |
060815 |
25.68 |
26.06 |
25.64 |
25.92 |
+0.20 |
22,453 |
151,740 |
-2,306 |
Jan07 |
060815 |
25.98 |
26.30 |
25.90 |
26.17 |
+0.19 |
1,226 |
12,462 |
-185 |
Mar07 |
060815 |
26.40 |
26.68 |
26.40 |
26.51 |
+0.15 |
892 |
9,719 |
-271 |
May07 |
060815 |
26.80 |
27.07 |
26.80 |
26.95 |
+0.18 |
1,500 |
18,239 |
+109 |
Jul07 |
060815 |
27.05 |
27.32 |
27.05 |
27.30 |
+0.20 |
1,232 |
12,224 |
-56 |
Aug07 |
060815 |
27.40 |
27.45 |
27.40 |
27.45 |
+0.19 |
4 |
2,343 |
-3 |
Total Volume and Open Interest |
43,684 |
266,594 |
-3,570 |
Canola(WCE) |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060815 |
293.9 |
295.8 |
293.0 |
294.7 |
+0.2 |
6,011 |
54,582 |
-3,342 |
Jan07 |
060815 |
302.5 |
304.0 |
301.6 |
303.9 |
+0.9 |
361 |
9,045 |
+134 |
Mar07 |
060815 |
311.2 |
311.2 |
311.2 |
311.2 |
+1.0 |
20 |
1,156 |
+0 |
May07 |
060815 |
315.8 |
316.0 |
315.7 |
316.0 |
+0.1 |
0 |
1,206 |
+0 |
Total Volume and Open Interest |
6,393 |
74,045 |
-3,207 |
Corn(CBOT) |
Sep06 |
060815 |
221.50 |
222.75 |
218.50 |
222.00 |
unch |
35,015 |
167,994 |
-14,328 |
Dec06 |
060815 |
237.75 |
239.25 |
235.50 |
238.50 |
+0.25 |
107,486 |
662,580 |
+4,283 |
Mar07 |
060815 |
253.00 |
254.25 |
250.25 |
253.25 |
unch |
17,716 |
143,803 |
+1,615 |
May07 |
060815 |
261.75 |
263.75 |
260.00 |
263.00 |
+0.50 |
7,663 |
31,576 |
+1,713 |
Jul07 |
060815 |
270.75 |
272.50 |
269.00 |
272.00 |
+0.25 |
10,405 |
99,865 |
+2,259 |
Sep07 |
060815 |
277.50 |
280.00 |
276.50 |
280.00 |
+0.50 |
997 |
11,596 |
+1,044 |
Total Volume and Open Interest |
193,626 |
1,351,039 |
-2,234 |
Wheat(CBOT) |
Sep06 |
060815 |
374.00 |
378.75 |
373.00 |
376.75 |
+2.75 |
19,694 |
67,668 |
-14,704 |
Dec06 |
060815 |
393.00 |
398.75 |
392.50 |
397.25 |
+3.00 |
42,457 |
241,357 |
+7,655 |
Mar07 |
060815 |
411.50 |
416.50 |
411.00 |
414.50 |
+2.50 |
3,394 |
37,657 |
-1,903 |
May07 |
060815 |
422.00 |
425.00 |
420.00 |
424.50 |
+2.50 |
66 |
1,240 |
+73 |
Jul07 |
060815 |
428.50 |
431.75 |
427.00 |
430.50 |
+2.50 |
4,047 |
71,595 |
-437 |
Total Volume and Open Interest |
70,888 |
456,733 |
-9,250 |
Wheat(KCBT) |
Sep06 |
060815 |
446.50 |
452.00 |
445.00 |
449.75 |
+5.75 |
8,240 |
30,058 |
-5,209 |
Dec06 |
060815 |
463.00 |
468.00 |
461.50 |
463.50 |
+1.75 |
21,085 |
83,726 |
+975 |
Mar07 |
060815 |
471.00 |
475.00 |
470.00 |
472.00 |
+3.00 |
1,845 |
16,836 |
-29 |
May07 |
060815 |
467.00 |
473.00 |
467.00 |
471.00 |
+5.00 |
67 |
405 |
-6 |
Jul07 |
060815 |
453.00 |
455.50 |
450.50 |
453.00 |
+2.00 |
3,735 |
28,399 |
+315 |
Total Volume and Open Interest |
36,297 |
165,305 |
-4,404 |
Wheat(MGE) |
Sep06 |
060815 |
451.00 |
457.00 |
448.00 |
453.25 |
+2.75 |
2,967 |
13,114 |
-448 |
Dec06 |
060815 |
460.00 |
465.00 |
457.00 |
462.00 |
+3.00 |
6,381 |
29,027 |
+151 |
Mar07 |
060815 |
468.00 |
472.50 |
467.50 |
470.75 |
+1.75 |
1,899 |
4,615 |
+19 |
May07 |
060815 |
474.00 |
475.00 |
473.50 |
475.00 |
+5.00 |
24 |
530 |
+0 |
Jul07 |
060815 |
474.00 |
476.00 |
472.00 |
476.00 |
+5.50 |
17 |
613 |
+5 |
Total Volume and Open Interest |
11,496 |
55,274 |
-173 |
Oats(CBOT) |
Sep06 |
060815 |
174.75 |
178.50 |
174.75 |
175.00 |
+0.50 |
283 |
1,296 |
-71 |
Dec06 |
060815 |
184.25 |
187.00 |
184.00 |
184.25 |
unch |
803 |
10,125 |
-93 |
Mar07 |
060815 |
192.00 |
193.50 |
191.50 |
191.50 |
-0.50 |
16 |
227 |
+15 |
May07 |
060815 |
196.50 |
196.50 |
196.50 |
196.50 |
unch |
6 |
9 |
+5 |
Total Volume and Open Interest |
1,113 |
11,701 |
-144 |
Rough Rice(CBOT) |
Sep06 |
060815 |
9.79 |
9.87 |
9.74 |
9.87 |
+0.17 |
140 |
3,111 |
-83 |
Nov06 |
060815 |
10.02 |
10.14 |
10.02 |
10.14 |
+0.16 |
620 |
7,968 |
+286 |
Jan07 |
060815 |
10.27 |
10.35 |
10.25 |
10.35 |
+0.18 |
43 |
1,582 |
+16 |
Mar07 |
060815 |
10.37 |
10.52 |
10.37 |
10.52 |
+0.16 |
168 |
1,871 |
+89 |
Total Volume and Open Interest |
991 |
14,885 |
+330 |
Live Cattle(CME) |
Aug06 |
060815 |
88.250 |
88.250 |
87.525 |
87.750 |
-0.575 |
3,602 |
16,652 |
-1,689 |
Oct06 |
060815 |
91.850 |
91.975 |
91.325 |
91.700 |
-0.100 |
14,477 |
121,851 |
-1,804 |
Dec06 |
060815 |
90.300 |
90.500 |
89.825 |
90.425 |
+0.125 |
5,482 |
33,822 |
-1,112 |
Feb07 |
060815 |
90.100 |
90.150 |
89.500 |
89.825 |
-0.500 |
2,894 |
20,991 |
-585 |
Apr07 |
060815 |
88.700 |
88.700 |
88.350 |
88.675 |
-0.175 |
442 |
9,248 |
+86 |
Jun07 |
060815 |
84.500 |
84.600 |
84.250 |
84.350 |
-0.200 |
288 |
4,070 |
+67 |
Total Volume and Open Interest |
27,306 |
206,975 |
-4,985 |
Feeder Cattle(CME) |
Aug06 |
060815 |
115.950 |
115.950 |
115.000 |
115.625 |
-0.425 |
697 |
7,331 |
-115 |
Sep06 |
060815 |
116.300 |
116.300 |
115.700 |
116.075 |
-0.200 |
1,376 |
6,579 |
-473 |
Oct06 |
060815 |
116.725 |
116.875 |
116.000 |
116.625 |
-0.250 |
1,913 |
12,989 |
+678 |
Nov06 |
060815 |
115.850 |
115.975 |
115.350 |
115.900 |
-0.150 |
277 |
2,454 |
+195 |
Jan07 |
060815 |
111.450 |
111.450 |
110.800 |
111.400 |
-0.100 |
332 |
2,758 |
-34 |
Mar07 |
060815 |
108.150 |
108.150 |
108.000 |
108.050 |
-0.050 |
63 |
542 |
+39 |
Apr07 |
060815 |
107.250 |
108.000 |
107.250 |
108.000 |
+0.250 |
0 |
114 |
+0 |
Total Volume and Open Interest |
4,668 |
32,920 |
+296 |
Lean Hogs(CME) |
Oct06 |
060815 |
64.500 |
64.650 |
63.100 |
63.150 |
-1.350 |
8,252 |
95,831 |
+548 |
Dec06 |
060815 |
61.600 |
61.850 |
60.900 |
61.225 |
-0.625 |
3,603 |
34,393 |
+819 |
Feb07 |
060815 |
61.750 |
62.000 |
61.200 |
61.900 |
unch |
1,359 |
11,915 |
+251 |
Apr07 |
060815 |
61.800 |
62.000 |
61.525 |
62.000 |
-0.100 |
506 |
8,323 |
+275 |
May07 |
060815 |
65.400 |
65.900 |
65.400 |
65.875 |
+0.025 |
36 |
891 |
+22 |
Jun07 |
060815 |
67.500 |
67.700 |
67.450 |
67.700 |
-0.175 |
11 |
2,513 |
+5 |
Jul07 |
060815 |
65.300 |
65.600 |
65.300 |
65.600 |
-0.100 |
15 |
771 |
+3 |
Aug07 |
060815 |
63.100 |
63.200 |
63.000 |
63.000 |
-0.300 |
2 |
304 |
+2 |
Total Volume and Open Interest |
16,419 |
154,941 |
-6,525 |
Pork Bellies(CME) |
Aug06 |
060815 |
76.300 |
78.500 |
76.300 |
77.350 |
+1.850 |
39 |
69 |
-19 |
Feb07 |
060815 |
88.000 |
88.950 |
87.600 |
87.800 |
-0.950 |
184 |
931 |
-83 |
Mar07 |
060815 |
88.500 |
88.500 |
88.500 |
88.500 |
-1.325 |
0 |
6 |
+0 |
May07 |
060815 |
90.400 |
90.400 |
90.400 |
90.400 |
-1.400 |
7 |
2 |
-3 |
Total Volume and Open Interest |
230 |
1,008 |
-105 |
Class III Milk(CME) |
Aug06 |
060815 |
11.00 |
11.00 |
11.00 |
11.00 |
unch |
83 |
4,380 |
+7 |
Sep06 |
060815 |
11.90 |
11.95 |
11.87 |
11.90 |
+0.05 |
121 |
5,173 |
+0 |
Oct06 |
060815 |
12.53 |
12.55 |
12.53 |
12.55 |
+0.03 |
156 |
4,395 |
-5 |
Nov06 |
060815 |
12.68 |
12.70 |
12.67 |
12.67 |
+0.02 |
107 |
3,577 |
+18 |
Dec06 |
060815 |
12.70 |
12.75 |
12.70 |
12.70 |
-0.01 |
26 |
3,131 |
+4 |
Total Volume and Open Interest |
707 |
29,642 |
+97 |
Cocoa(NYBOT) |
Sep06 |
060815 |
1500 |
1533 |
1498 |
1524 |
+4 |
4,890 |
12,713 |
-4,271 |
Dec06 |
060815 |
1545 |
1575 |
1542 |
1571 |
+7 |
8,195 |
70,535 |
+1,374 |
Mar07 |
060815 |
1580 |
1607 |
1580 |
1607 |
+7 |
667 |
22,118 |
-15 |
May07 |
060815 |
1628 |
1628 |
1628 |
1628 |
+7 |
205 |
9,467 |
+60 |
Jul07 |
060815 |
1649 |
1649 |
1649 |
1649 |
+8 |
50 |
4,267 |
-3 |
Sep07 |
060815 |
1669 |
1669 |
1669 |
1669 |
+9 |
250 |
10,255 |
+146 |
Dec07 |
060815 |
1692 |
1692 |
1692 |
1692 |
+8 |
0 |
7,120 |
+0 |
Total Volume and Open Interest |
14,257 |
136,496 |
-2,709 |
Coffee "C"(NYBOT) |
Sep06 |
060815 |
101.50 |
103.00 |
101.10 |
102.85 |
+2.10 |
9,432 |
30,650 |
-3,322 |
Dec06 |
060815 |
105.75 |
107.00 |
105.10 |
106.90 |
+2.05 |
13,102 |
58,960 |
+1,129 |
Mar07 |
060815 |
109.50 |
110.75 |
109.00 |
110.75 |
+2.05 |
1,565 |
9,894 |
+373 |
May07 |
060815 |
111.75 |
113.00 |
111.75 |
113.00 |
+2.05 |
294 |
2,844 |
+42 |
Jul07 |
060815 |
114.50 |
115.20 |
114.50 |
115.20 |
+2.00 |
49 |
1,854 |
-19 |
Sep07 |
060815 |
117.40 |
117.40 |
117.40 |
117.40 |
+1.95 |
52 |
2,045 |
+0 |
Total Volume and Open Interest |
24,494 |
108,149 |
-1,797 |
Orange Juice(NYBOT) |
Sep06 |
060815 |
173.25 |
174.30 |
172.25 |
172.50 |
-0.45 |
740 |
14,917 |
+25 |
Nov06 |
060815 |
174.10 |
175.50 |
173.75 |
173.75 |
+0.20 |
315 |
9,376 |
+118 |
Jan07 |
060815 |
172.00 |
173.90 |
172.00 |
172.20 |
+0.20 |
15 |
4,222 |
-19 |
Mar07 |
060815 |
174.00 |
174.00 |
172.20 |
172.20 |
+0.20 |
8 |
1,013 |
+4 |
May07 |
060815 |
172.20 |
172.20 |
172.20 |
172.20 |
+0.20 |
16 |
153 |
+15 |
Total Volume and Open Interest |
1,097 |
29,718 |
+144 |
Sugar #11(NYBOT) |
Oct06 |
060815 |
12.60 |
12.83 |
12.58 |
12.79 |
+0.29 |
34,728 |
236,532 |
+604 |
Mar07 |
060815 |
13.29 |
13.46 |
13.29 |
13.44 |
+0.28 |
25,190 |
115,776 |
+5,593 |
May07 |
060815 |
13.49 |
13.61 |
13.37 |
13.61 |
+0.29 |
5,887 |
46,022 |
+1,683 |
Jul07 |
060815 |
13.54 |
13.62 |
13.49 |
13.62 |
+0.26 |
3,548 |
33,653 |
+1,267 |
Oct07 |
060815 |
13.65 |
13.76 |
13.65 |
13.76 |
+0.22 |
2,140 |
27,468 |
+1,267 |
Total Volume and Open Interest |
74,593 |
483,211 |
+10,884 |
Sugar #14(NYBOT) |
Sep06 |
060808 |
21.25 |
22.00 |
21.15 |
21.15 |
-0.10 |
155 |
1,252 |
+0 |
Nov06 |
060815 |
20.90 |
20.98 |
20.85 |
20.98 |
-0.02 |
106 |
2,668 |
+32 |
Jan07 |
060815 |
20.90 |
20.90 |
20.85 |
20.90 |
-0.05 |
157 |
1,700 |
+64 |
Mar07 |
060815 |
21.05 |
21.05 |
20.95 |
20.95 |
-0.10 |
41 |
2,246 |
+39 |
May07 |
060815 |
21.10 |
21.10 |
21.05 |
21.10 |
unch |
11 |
1,576 |
+7 |
Total Volume and Open Interest |
435 |
10,164 |
+230 |
London Cocoa(LCE) |
Sep06 |
060815 |
848 |
855 |
840 |
849 |
-1 |
1,573 |
48,737 |
-4 |
Dec06 |
060815 |
877 |
881 |
867 |
877 |
-1 |
4,441 |
48,936 |
+33 |
Mar07 |
060815 |
892 |
897 |
886 |
894 |
-1 |
1,865 |
38,389 |
+1,358 |
May07 |
060815 |
904 |
906 |
898 |
906 |
-1 |
19 |
11,002 |
+0 |
Jul07 |
060815 |
917 |
917 |
917 |
917 |
-1 |
51 |
5,287 |
+50 |
Sep07 |
060815 |
923 |
928 |
923 |
928 |
-1 |
42 |
8,462 |
+0 |
Dec07 |
060815 |
930 |
939 |
930 |
939 |
-1 |
2 |
11,213 |
+0 |
Total Volume and Open Interest |
7,999 |
175,299 |
+1,437 |
London Coffee(LCE) |
Sep06 |
060815 |
1361.00 |
1415.00 |
1360.00 |
1412.00 |
+47.00 |
5,446 |
35,597 |
-2,036 |
Nov06 |
060815 |
1338.00 |
1398.00 |
1338.00 |
1395.00 |
+47.00 |
4,910 |
59,075 |
+688 |
Jan07 |
060815 |
1275.00 |
1319.00 |
1275.00 |
1319.00 |
+47.00 |
2,417 |
24,230 |
+134 |
Mar07 |
060815 |
1249.00 |
1288.00 |
1249.00 |
1288.00 |
+47.00 |
380 |
8,604 |
+238 |
May07 |
060815 |
1257.00 |
1279.00 |
1257.00 |
1279.00 |
+47.00 |
64 |
3,432 |
-47 |
Jul07 |
060815 |
1247.00 |
1280.00 |
1247.00 |
1280.00 |
+49.00 |
0 |
895 |
+0 |
Total Volume and Open Interest |
13,217 |
132,097 |
-1,023 |
London Sugar(LCE) |
Aug06 |
060714 |
486.00 |
490.00 |
467.80 |
472.30 |
-13.80 |
3,712 |
4,360 |
-1,637 |
Oct06 |
060815 |
385.00 |
396.50 |
384.50 |
396.50 |
+12.50 |
4,299 |
26,597 |
+585 |
Dec06 |
060815 |
386.10 |
396.50 |
384.10 |
396.50 |
+13.00 |
1,573 |
12,401 |
-534 |
Mar07 |
060815 |
368.00 |
380.50 |
367.00 |
380.50 |
+15.00 |
1,408 |
12,980 |
+190 |
May07 |
060815 |
376.40 |
385.40 |
376.10 |
385.40 |
+15.40 |
430 |
4,590 |
+260 |
Total Volume and Open Interest |
7,776 |
60,776 |
+514 |
Cotton(NYBOT) |
Oct06 |
060815 |
52.46 |
53.40 |
52.30 |
53.35 |
+0.64 |
373 |
3,467 |
-13 |
Dec06 |
060815 |
54.49 |
55.50 |
54.12 |
55.37 |
+0.71 |
9,915 |
119,105 |
-561 |
Mar07 |
060815 |
57.50 |
58.55 |
57.30 |
58.50 |
+0.86 |
1,336 |
30,276 |
+487 |
May07 |
060815 |
58.30 |
59.40 |
58.20 |
59.40 |
+1.00 |
65 |
1,645 |
+31 |
Jul07 |
060815 |
59.25 |
60.30 |
59.10 |
60.30 |
+0.95 |
193 |
2,565 |
+107 |
Oct07 |
060815 |
61.45 |
61.45 |
61.45 |
61.45 |
+0.95 |
0 |
46 |
+0 |
Total Volume and Open Interest |
12,853 |
164,687 |
+585 |
Lumber(CME) |
Sep06 |
060815 |
268.3 |
268.3 |
261.6 |
265.8 |
-0.1 |
309 |
2,934 |
-57 |
Nov06 |
060815 |
266.9 |
267.3 |
263.0 |
263.0 |
-1.6 |
277 |
3,456 |
-2 |
Jan07 |
060815 |
276.7 |
279.0 |
275.7 |
276.9 |
unch |
7 |
166 |
+0 |
Mar07 |
060815 |
285.4 |
290.0 |
285.4 |
285.4 |
unch |
0 |
40 |
+0 |
Total Volume and Open Interest |
596 |
6,609 |
-56 |
Crude Oil(NYM) |
Sep06 |
060815 |
73.60 |
73.90 |
73.00 |
73.05 |
-0.48 |
82,045 |
115,594 |
-10,502 |
Oct06 |
060815 |
74.90 |
75.30 |
74.20 |
74.33 |
-0.62 |
61,183 |
236,833 |
+7,103 |
Nov06 |
060815 |
75.75 |
75.90 |
75.15 |
75.19 |
-0.63 |
16,813 |
80,833 |
+2,313 |
Dec06 |
060815 |
76.35 |
76.75 |
75.65 |
75.84 |
-0.61 |
18,204 |
120,775 |
+4,351 |
Jan07 |
060815 |
76.90 |
76.90 |
76.25 |
76.33 |
-0.61 |
5,317 |
50,036 |
+1,043 |
Feb07 |
060815 |
76.95 |
77.00 |
76.69 |
76.69 |
-0.62 |
1,595 |
22,277 |
+325 |
Mar07 |
060815 |
76.95 |
76.95 |
76.95 |
76.95 |
-0.63 |
1,500 |
29,730 |
+315 |
Apr07 |
060815 |
77.15 |
77.15 |
77.15 |
77.15 |
-0.64 |
1,377 |
34,738 |
+268 |
May07 |
060815 |
78.10 |
78.10 |
77.30 |
77.30 |
-0.65 |
1,282 |
31,327 |
+432 |
Jun07 |
060815 |
78.00 |
78.00 |
77.38 |
77.38 |
-0.66 |
3,476 |
58,179 |
+2,568 |
Jul07 |
060815 |
77.39 |
77.39 |
77.39 |
77.39 |
-0.66 |
186 |
13,782 |
-40 |
Aug07 |
060815 |
77.37 |
77.37 |
77.37 |
77.37 |
-0.66 |
500 |
8,093 |
+730 |
Sep07 |
060815 |
77.32 |
77.32 |
77.32 |
77.32 |
-0.66 |
260 |
11,047 |
-205 |
Oct07 |
060815 |
77.25 |
77.25 |
77.25 |
77.25 |
-0.66 |
1,150 |
7,643 |
+325 |
Nov07 |
060815 |
77.17 |
77.17 |
77.17 |
77.17 |
-0.66 |
10 |
10,054 |
+0 |
Dec07 |
060815 |
77.60 |
77.60 |
77.08 |
77.08 |
-0.66 |
4,669 |
124,078 |
-1,328 |
Total Volume and Open Interest |
201,879 |
1,207,343 |
+8,057 |
Heating Oil(NYM) |
Sep06 |
060815 |
203.00 |
204.00 |
201.60 |
202.35 |
+0.88 |
21,810 |
33,931 |
-3,662 |
Oct06 |
060815 |
209.25 |
210.50 |
208.30 |
208.62 |
+0.10 |
9,808 |
49,017 |
+1,490 |
Nov06 |
060815 |
216.00 |
216.85 |
214.30 |
214.42 |
-0.45 |
2,164 |
19,950 |
+330 |
Dec06 |
060815 |
220.00 |
221.75 |
219.27 |
219.27 |
-0.55 |
1,406 |
18,015 |
+10 |
Jan07 |
060815 |
224.50 |
225.00 |
222.50 |
222.52 |
-0.65 |
2,051 |
17,471 |
-510 |
Feb07 |
060815 |
226.65 |
226.90 |
224.00 |
224.37 |
-0.70 |
1,451 |
10,360 |
+618 |
Mar07 |
060815 |
226.00 |
226.00 |
223.00 |
223.27 |
-0.90 |
494 |
5,862 |
+280 |
Apr07 |
060815 |
222.00 |
222.00 |
218.97 |
218.97 |
-1.10 |
486 |
6,193 |
+13 |
May07 |
060815 |
217.60 |
217.60 |
214.22 |
214.22 |
-1.35 |
409 |
2,706 |
+251 |
Jun07 |
060815 |
215.50 |
216.00 |
212.67 |
212.67 |
-1.45 |
814 |
10,867 |
+113 |
Jul07 |
060815 |
217.00 |
217.00 |
213.82 |
213.82 |
-1.45 |
8 |
690 |
-6 |
Aug07 |
060815 |
215.82 |
215.82 |
215.82 |
215.82 |
-1.45 |
7 |
816 |
+5 |
Total Volume and Open Interest |
41,420 |
182,188 |
-636 |
Unleaded Gas(NYM) |
Sep06 |
060815 |
200.25 |
203.00 |
198.50 |
199.16 |
+0.11 |
19,682 |
30,945 |
-2,605 |
Oct06 |
060815 |
199.00 |
200.15 |
195.50 |
196.40 |
-1.32 |
7,582 |
26,679 |
+713 |
Nov06 |
060815 |
196.75 |
196.75 |
193.65 |
193.65 |
-1.67 |
760 |
4,768 |
+170 |
Dec06 |
060815 |
190.90 |
190.90 |
190.90 |
190.90 |
-1.72 |
646 |
7,567 |
-115 |
Jan07 |
060815 |
192.00 |
192.00 |
189.40 |
189.40 |
-2.12 |
18 |
2,068 |
+3 |
Total Volume and Open Interest |
28,688 |
72,027 |
-1,834 |
RBOB Gasoline(NYMEX) |
Sep06 |
060815 |
204.50 |
206.92 |
204.50 |
206.92 |
+1.94 |
7,434 |
13,011 |
-801 |
Oct06 |
060815 |
199.85 |
200.57 |
199.50 |
200.57 |
+0.89 |
6,793 |
22,401 |
+840 |
Nov06 |
060815 |
199.00 |
201.50 |
197.50 |
199.82 |
+0.54 |
4,505 |
11,188 |
+1,837 |
Dec06 |
060815 |
198.00 |
198.32 |
197.75 |
198.32 |
+0.34 |
2,382 |
7,052 |
+630 |
Jan07 |
060815 |
200.20 |
200.20 |
198.25 |
199.12 |
+0.54 |
554 |
2,735 |
+214 |
Feb07 |
060815 |
203.00 |
203.00 |
202.02 |
202.02 |
+0.64 |
114 |
1,415 |
-66 |
Mar07 |
060815 |
206.00 |
206.00 |
205.17 |
205.17 |
+0.69 |
13 |
982 |
+11 |
Apr07 |
060815 |
224.52 |
224.52 |
224.52 |
224.52 |
+0.79 |
169 |
883 |
-87 |
May07 |
060815 |
226.62 |
226.62 |
226.62 |
226.62 |
+0.89 |
13 |
1,371 |
+5 |
Jun07 |
060815 |
227.67 |
227.67 |
227.67 |
227.67 |
+0.99 |
13 |
345 |
+12 |
Total Volume and Open Interest |
22,005 |
61,893 |
+2,599 |
e-MiNY RBOB Gasoline(NYMEX) |
Sep06 |
060815 |
203.00 |
209.00 |
203.00 |
206.92 |
+1.94 |
18 |
27 |
+3 |
Oct06 |
060815 |
200.57 |
200.57 |
200.57 |
200.57 |
+0.89 |
0 |
10 |
+0 |
Nov06 |
060815 |
199.82 |
199.82 |
199.82 |
199.82 |
+0.54 |
|
|
|
Dec06 |
060815 |
198.32 |
198.32 |
198.32 |
198.32 |
+0.34 |
|
|
|
Total Volume and Open Interest |
18 |
37 |
+3 |
Natural Gas(NYM) |
Sep06 |
060815 |
6.830 |
6.930 |
6.770 |
6.861 |
-0.052 |
27,095 |
64,029 |
-1,953 |
Oct06 |
060815 |
7.000 |
7.110 |
6.930 |
7.034 |
-0.054 |
23,062 |
104,272 |
+540 |
Nov06 |
060815 |
8.800 |
8.880 |
8.765 |
8.849 |
+0.046 |
8,678 |
68,073 |
+835 |
Dec06 |
060815 |
10.350 |
10.500 |
10.350 |
10.444 |
+0.126 |
3,110 |
47,899 |
+410 |
Jan07 |
060815 |
11.120 |
11.240 |
11.100 |
11.191 |
+0.113 |
5,249 |
56,951 |
-6,248 |
Feb07 |
060815 |
11.140 |
11.210 |
11.110 |
11.201 |
+0.108 |
749 |
29,873 |
-2 |
Mar07 |
060815 |
10.910 |
11.000 |
10.900 |
10.994 |
+0.116 |
4,085 |
72,372 |
-564 |
Apr07 |
060815 |
8.500 |
8.580 |
8.500 |
8.564 |
+0.021 |
1,313 |
56,899 |
+393 |
May07 |
060815 |
8.400 |
8.404 |
8.350 |
8.404 |
+0.024 |
200 |
24,766 |
+37 |
Jun07 |
060815 |
8.420 |
8.486 |
8.420 |
8.486 |
+0.024 |
53 |
14,248 |
+11 |
Jul07 |
060815 |
8.580 |
8.586 |
8.530 |
8.586 |
+0.024 |
312 |
11,355 |
+113 |
Aug07 |
060815 |
8.640 |
8.671 |
8.615 |
8.671 |
+0.024 |
58 |
12,049 |
+3 |
Sep07 |
060815 |
8.760 |
8.763 |
8.715 |
8.763 |
+0.021 |
62 |
11,463 |
+1 |
Oct07 |
060815 |
8.910 |
8.910 |
8.855 |
8.908 |
+0.021 |
593 |
27,898 |
+278 |
Nov07 |
060815 |
9.810 |
9.850 |
9.760 |
9.818 |
+0.031 |
63 |
14,429 |
-11 |
Dec07 |
060815 |
10.670 |
10.708 |
10.670 |
10.708 |
+0.036 |
710 |
29,631 |
+66 |
Total Volume and Open Interest |
80,397 |
944,845 |
-4,709 |
Brent Crude Oil(ICE) |
Sep06 |
060815 |
74.20 |
74.60 |
73.55 |
73.80 |
-0.50 |
27,851 |
21,736 |
-4,876 |
Oct06 |
060815 |
74.40 |
74.70 |
73.41 |
73.77 |
-0.66 |
84,459 |
133,770 |
-2,014 |
Nov06 |
060815 |
74.76 |
75.32 |
74.26 |
74.43 |
-0.60 |
27,735 |
97,785 |
+1,794 |
Dec06 |
060815 |
75.14 |
75.85 |
74.83 |
74.99 |
-0.58 |
19,342 |
69,927 |
-1,140 |
Jan07 |
060815 |
75.65 |
76.16 |
75.29 |
75.42 |
-0.58 |
7,338 |
21,932 |
-430 |
Feb07 |
060815 |
75.77 |
76.54 |
75.69 |
75.81 |
-0.57 |
2,254 |
19,078 |
+545 |
Mar07 |
060815 |
76.09 |
76.63 |
76.01 |
76.07 |
-0.57 |
2,210 |
11,843 |
-873 |
Apr07 |
060815 |
76.32 |
76.78 |
76.26 |
76.26 |
-0.60 |
6,655 |
15,681 |
-2,550 |
May07 |
060815 |
76.49 |
76.95 |
76.42 |
76.42 |
-0.60 |
5,502 |
10,022 |
+4,245 |
Jun07 |
060815 |
76.71 |
77.15 |
76.48 |
76.49 |
-0.60 |
1,951 |
19,249 |
+487 |
Jul07 |
060815 |
76.69 |
76.69 |
76.54 |
76.54 |
-0.60 |
16 |
1,274 |
+4 |
Aug07 |
060815 |
76.66 |
76.66 |
76.53 |
76.53 |
-0.58 |
12 |
1,313 |
+0 |
Sep07 |
060815 |
76.46 |
76.46 |
76.46 |
76.46 |
-0.58 |
12 |
1,665 |
+0 |
Oct07 |
060815 |
76.39 |
76.39 |
76.39 |
76.39 |
-0.58 |
12 |
315 |
+0 |
Total Volume and Open Interest |
190,767 |
507,595 |
-4,604 |
Gas Oil(ICE) |
Sep06 |
060815 |
642.50 |
654.75 |
639.00 |
649.50 |
+11.00 |
30,653 |
64,039 |
-2,751 |
Oct06 |
060815 |
652.00 |
662.75 |
648.50 |
657.25 |
+9.25 |
13,654 |
49,237 |
+2,250 |
Nov06 |
060815 |
661.50 |
670.00 |
657.75 |
664.75 |
+7.00 |
5,329 |
21,220 |
+136 |
Dec06 |
060815 |
669.50 |
678.00 |
667.00 |
672.25 |
+5.50 |
4,238 |
36,592 |
+1,047 |
Jan07 |
060815 |
678.25 |
684.25 |
674.25 |
678.75 |
+4.50 |
3,358 |
17,996 |
-514 |
Feb07 |
060815 |
684.75 |
688.50 |
680.50 |
683.50 |
+3.75 |
548 |
5,426 |
+411 |
Mar07 |
060815 |
682.25 |
684.25 |
681.00 |
683.50 |
+3.50 |
0 |
6,705 |
+0 |
Apr07 |
060815 |
681.50 |
681.50 |
681.50 |
681.50 |
+3.25 |
50 |
2,350 |
+50 |
May07 |
060815 |
679.25 |
679.25 |
679.25 |
679.25 |
+3.00 |
450 |
875 |
+275 |
Jun07 |
060815 |
678.75 |
682.50 |
674.25 |
677.00 |
+2.50 |
2,496 |
20,606 |
+89 |
Total Volume and Open Interest |
61,227 |
257,267 |
+919 |
US Dollar Index(NYBOT) |
Sep06 |
060815 |
85.47 |
85.55 |
84.92 |
85.05 |
-0.42 |
740 |
16,271 |
-21 |
Dec06 |
060815 |
85.12 |
85.12 |
84.58 |
84.68 |
-0.42 |
27 |
2,367 |
-3 |
Mar07 |
060815 |
84.33 |
84.33 |
84.33 |
84.33 |
-0.42 |
0 |
6 |
+0 |
Total Volume and Open Interest |
767 |
18,649 |
-24 |
Australian Dollar(CME) |
Sep06 |
060815 |
76.08 |
76.43 |
76.02 |
76.42 |
+0.53 |
3,499 |
71,531 |
-2,822 |
Dec06 |
060815 |
76.28 |
76.28 |
76.28 |
76.28 |
+0.53 |
3 |
1,021 |
-8 |
Mar07 |
060815 |
76.15 |
76.15 |
76.15 |
76.15 |
+0.53 |
0 |
108 |
+0 |
Total Volume and Open Interest |
3,502 |
72,666 |
-2,830 |
British Pound(CME) |
Sep06 |
060815 |
188.92 |
189.80 |
188.92 |
189.41 |
+0.56 |
1,931 |
130,559 |
-1,281 |
Dec06 |
060815 |
189.66 |
189.66 |
189.66 |
189.66 |
+0.56 |
3 |
650 |
+63 |
Mar07 |
060815 |
189.74 |
189.74 |
189.74 |
189.74 |
+0.56 |
0 |
18 |
+0 |
Total Volume and Open Interest |
1,934 |
131,228 |
-1,218 |
Canadian Dollar(CME) |
Sep06 |
060815 |
88.51 |
89.23 |
88.46 |
89.13 |
+0.30 |
5,492 |
87,426 |
+6,887 |
Dec06 |
060815 |
88.75 |
89.44 |
88.75 |
89.40 |
+0.30 |
14 |
3,600 |
+7 |
Mar07 |
060815 |
89.75 |
89.75 |
89.67 |
89.67 |
+0.30 |
1 |
357 |
-6 |
Jun07 |
060815 |
89.94 |
89.94 |
89.94 |
89.94 |
+0.30 |
0 |
264 |
+0 |
Total Volume and Open Interest |
5,507 |
91,822 |
+6,888 |
Japanese Yen(CME) |
Sep06 |
060815 |
86.11 |
86.72 |
86.05 |
86.50 |
+0.43 |
3,151 |
194,583 |
+1,950 |
Dec06 |
060815 |
87.70 |
87.70 |
87.59 |
87.59 |
+0.43 |
101 |
21,027 |
+74 |
Mar07 |
060815 |
88.67 |
88.67 |
88.67 |
88.67 |
+0.43 |
0 |
60 |
+0 |
Total Volume and Open Interest |
3,252 |
215,693 |
+2,025 |
Swiss Franc(CME) |
Sep06 |
060815 |
80.77 |
81.27 |
80.75 |
81.11 |
+0.31 |
507 |
67,150 |
+1,986 |
Dec06 |
060815 |
81.85 |
82.01 |
81.85 |
81.87 |
+0.31 |
5 |
969 |
+5 |
Mar07 |
060815 |
82.61 |
82.61 |
82.61 |
82.61 |
+0.31 |
0 |
82 |
+0 |
Total Volume and Open Interest |
512 |
68,233 |
+1,991 |
EuroFX(CME) |
Sep06 |
060815 |
127.51 |
128.32 |
127.47 |
128.11 |
+0.67 |
1,814 |
165,778 |
+236 |
Dec06 |
060815 |
128.60 |
128.88 |
128.60 |
128.78 |
+0.66 |
30 |
2,188 |
+62 |
Mar07 |
060815 |
129.36 |
129.36 |
129.36 |
129.36 |
+0.66 |
0 |
178 |
+0 |
Total Volume and Open Interest |
1,844 |
168,221 |
+295 |
Mexican Peso(CME) |
Sep06 |
060815 |
9197.0 |
9270.0 |
9197.0 |
9260.0 |
+48.0 |
1,695 |
62,660 |
+1,773 |
Dec06 |
060815 |
1.9 |
0.6 |
1.9 |
0.6 |
-4.4 |
5 |
23,094 |
+0 |
Total Volume and Open Interest |
1,706 |
87,452 |
+1,723 |
30-Year T-Bonds(CBOT) |
Sep06 |
060815 |
108~01 |
108~29 |
107~29 |
108~23 |
+0~24 |
157,209 |
758,256 |
-8,255 |
Dec06 |
060815 |
108~07 |
109~05 |
108~05 |
108~31 |
+0~25 |
5,351 |
32,757 |
+3,030 |
Mar07 |
060815 |
108~24 |
108~30 |
108~24 |
108~28 |
+0~25 |
0 |
14 |
+0 |
Total Volume and Open Interest |
162,560 |
791,042 |
-5,225 |
10-Year T-Notes(CBOT) |
Sep06 |
060815 |
105~260 |
106~125 |
105~240 |
106~090 |
+0~150 |
518,271 |
2,144,026 |
+14,708 |
Dec06 |
060815 |
105~250 |
106~125 |
105~240 |
106~085 |
+0~150 |
13,586 |
125,015 |
+3,501 |
Total Volume and Open Interest |
531,857 |
2,269,168 |
+18,209 |
5-Year T-Notes(CBOT) |
Sep06 |
060815 |
104~030 |
104~130 |
104~030 |
104~110 |
+0~090 |
297,142 |
0 |
+0 |
Dec06 |
060815 |
104~095 |
104~135 |
104~095 |
104~125 |
+0~095 |
4,377 |
0 |
+0 |
Total Volume and Open Interest |
301,519 |
|
|
2 Year T-Notes(CBOT) |
Sep06 |
060815 |
101~082 |
101~100 |
101~082 |
101~096 |
+0~015 |
1,412 |
647,243 |
+1,124 |
Dec06 |
060815 |
101~104 |
101~104 |
101~104 |
101~104 |
+0~016 |
101 |
32,398 |
-202 |
Total Volume and Open Interest |
1,513 |
679,641 |
+922 |
Eurodollars(CME) |
Sep06 |
060815 |
94.530 |
94.558 |
94.530 |
94.552 |
+0.030 |
36,308 |
1,397,683 |
+27,141 |
Dec06 |
060815 |
94.480 |
94.530 |
94.480 |
94.520 |
+0.050 |
24,887 |
1,568,817 |
+8,621 |
Mar07 |
060815 |
94.550 |
94.630 |
94.550 |
94.615 |
+0.075 |
13,149 |
1,209,658 |
-10,413 |
Jun07 |
060815 |
94.660 |
94.755 |
94.660 |
94.740 |
+0.090 |
11,417 |
1,050,889 |
+11,953 |
Sep07 |
060815 |
94.745 |
94.840 |
94.745 |
94.830 |
+0.095 |
33,231 |
1,059,536 |
+26,346 |
Dec07 |
060815 |
94.780 |
94.870 |
94.780 |
94.865 |
+0.100 |
15,519 |
878,471 |
-24,772 |
Mar08 |
060815 |
94.795 |
94.885 |
94.795 |
94.880 |
+0.100 |
9,550 |
566,942 |
-1,801 |
Jun08 |
060815 |
94.790 |
94.885 |
94.790 |
94.875 |
+0.095 |
8,711 |
392,185 |
+3,517 |
Sep08 |
060815 |
94.780 |
94.860 |
94.780 |
94.860 |
+0.095 |
11,549 |
285,844 |
+1,249 |
Dec08 |
060815 |
94.750 |
94.840 |
94.750 |
94.830 |
+0.095 |
9,588 |
294,113 |
+10,538 |
Mar09 |
060815 |
94.730 |
94.815 |
94.730 |
94.810 |
+0.095 |
9,137 |
255,932 |
+5,752 |
Jun09 |
060815 |
94.700 |
94.775 |
94.700 |
94.775 |
+0.090 |
7,652 |
189,469 |
+5,523 |
Sep09 |
060815 |
94.660 |
94.740 |
94.660 |
94.740 |
+0.090 |
5,241 |
134,322 |
+32 |
Dec09 |
060815 |
94.665 |
94.695 |
94.660 |
94.695 |
+0.090 |
1,909 |
119,163 |
-409 |
Mar10 |
060815 |
94.635 |
94.665 |
94.635 |
94.665 |
+0.085 |
2,178 |
104,787 |
-42 |
Jun10 |
060815 |
94.600 |
94.630 |
94.600 |
94.630 |
+0.085 |
5,265 |
94,491 |
+2,988 |
Sep10 |
060815 |
94.560 |
94.595 |
94.560 |
94.595 |
+0.085 |
4,594 |
93,673 |
-2,121 |
Dec10 |
060815 |
94.520 |
94.555 |
94.520 |
94.550 |
+0.080 |
1,845 |
73,689 |
+232 |
Total Volume and Open Interest |
216,844 |
9,992,586 |
+38,805 |
3-Mth Euro-Yen(CME) |
Sep06 |
060815 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
829 |
10,953 |
-648 |
Dec06 |
060815 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
674 |
13,949 |
-559 |
Mar07 |
060815 |
99.16 |
99.16 |
99.16 |
99.16 |
unch |
0 |
6,237 |
-26 |
Jun07 |
060815 |
99.02 |
99.02 |
99.02 |
99.02 |
+0.01 |
8 |
6,807 |
+2 |
Sep07 |
060815 |
98.88 |
98.88 |
98.88 |
98.88 |
unch |
0 |
1,678 |
-34 |
Dec07 |
060815 |
98.75 |
98.75 |
98.75 |
98.75 |
unch |
0 |
2,637 |
+0 |
Mar08 |
060815 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
0 |
990 |
+88 |
Jun08 |
060815 |
98.55 |
98.55 |
98.55 |
98.55 |
unch |
0 |
255 |
+0 |
Sep08 |
060815 |
98.45 |
98.45 |
98.45 |
98.45 |
+0.01 |
0 |
7 |
+0 |
Dec08 |
060815 |
98.33 |
98.33 |
98.33 |
98.33 |
+0.01 |
0 |
4 |
+0 |
Total Volume and Open Interest |
1,511 |
43,523 |
-1,177 |
3-Mth Euro-Yen(SIMEX) |
Sep06 |
060815 |
99.52 |
99.52 |
99.52 |
99.52 |
unch |
444 |
62,995 |
+138 |
Dec06 |
060815 |
99.33 |
99.33 |
99.32 |
99.33 |
unch |
286 |
99,098 |
-1,191 |
Mar07 |
060815 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
1,225 |
61,600 |
+427 |
Jun07 |
060815 |
99.02 |
99.02 |
99.02 |
99.02 |
unch |
25 |
28,560 |
-418 |
Sep07 |
060815 |
98.88 |
98.88 |
98.87 |
98.88 |
unch |
717 |
17,274 |
+291 |
Dec07 |
060815 |
98.74 |
98.75 |
98.74 |
98.75 |
+0.01 |
94 |
47,036 |
+176 |
Mar08 |
060815 |
98.64 |
98.64 |
98.64 |
98.64 |
+0.01 |
100 |
21,383 |
+88 |
Jun08 |
060815 |
98.54 |
98.54 |
98.54 |
98.54 |
+0.01 |
0 |
1,351 |
+0 |
Total Volume and Open Interest |
2,891 |
340,388 |
-489 |
German Euro-Bund(EUREX) |
Sep06 |
060815 |
116.01 |
116.45 |
115.91 |
116.37 |
+0.28 |
969,033 |
1,458,975 |
-4,570 |
Dec06 |
060815 |
115.31 |
115.76 |
115.24 |
115.69 |
+0.29 |
3,615 |
18,308 |
+3,011 |
Mar07 |
060815 |
115.57 |
115.57 |
115.54 |
115.54 |
+0.30 |
1,244 |
11 |
+1 |
Total Volume and Open Interest |
973,892 |
1,477,294 |
-1,558 |
German Euro-Bobl(EUREX) |
Sep06 |
060704 |
109.03 |
109.14 |
109.01 |
109.09 |
-0.40 |
599,908 |
709,345 |
+222,612 |
Dec06 |
060815 |
108.80 |
109.03 |
108.77 |
109.01 |
+0.15 |
2,118 |
7,034 |
+5,452 |
Mar07 |
060815 |
108.81 |
108.81 |
108.81 |
108.81 |
+0.15 |
|
|
|
Total Volume and Open Interest |
552,490 |
998,389 |
+7,547 |
Long Gilt(LIFFE) |
Sep06 |
060815 |
108~12 |
108~27 |
108~12 |
108~23 |
+0~07 |
50,794 |
271,441 |
+10,934 |
Dec06 |
060815 |
108~05 |
108~16 |
108~05 |
108~16 |
+0~07 |
1,002 |
1,003 |
+802 |
Total Volume and Open Interest |
51,796 |
272,444 |
+11,736 |
3-Mth Short Sterling(LIFFE) |
Sep06 |
060815 |
94.98 |
94.98 |
94.98 |
94.98 |
+0.01 |
28,249 |
403,534 |
-1,576 |
Dec06 |
060815 |
94.80 |
94.80 |
94.80 |
94.80 |
+0.02 |
51,339 |
390,275 |
+1,047 |
Mar07 |
060815 |
94.69 |
94.69 |
94.69 |
94.69 |
+0.02 |
49,238 |
389,133 |
+4,385 |
Total Volume and Open Interest |
260,003 |
2,189,134 |
+19,436 |
3-Mth Euribor(LIFFE) |
Sep06 |
060815 |
96.650 |
96.660 |
96.650 |
96.655 |
unch |
60,609 |
629,421 |
+1,399 |
Dec06 |
060815 |
96.325 |
96.350 |
96.325 |
96.340 |
+0.005 |
119,839 |
801,647 |
-1,420 |
Mar07 |
060815 |
96.190 |
96.220 |
96.180 |
96.205 |
+0.010 |
144,859 |
607,446 |
-19,788 |
Total Volume and Open Interest |
728,773 |
3,734,240 |
-26,643 |
3-Mth Aus T-Bills(SFE) |
Sep06 |
060815 |
93.74 |
93.74 |
93.73 |
93.74 |
unch |
8,154 |
119,022 |
+970 |
Dec06 |
060815 |
93.60 |
93.60 |
93.58 |
93.59 |
-0.02 |
19,618 |
292,954 |
-336 |
Mar07 |
060815 |
93.54 |
93.55 |
93.53 |
93.54 |
-0.02 |
18,411 |
114,294 |
+750 |
Jun07 |
060815 |
93.54 |
93.55 |
93.53 |
93.55 |
-0.01 |
3,465 |
56,950 |
+202 |
Sep07 |
060815 |
93.56 |
93.56 |
93.55 |
93.56 |
-0.01 |
1,308 |
30,522 |
+221 |
Dec07 |
060815 |
93.56 |
93.57 |
93.56 |
93.57 |
-0.02 |
1,039 |
27,379 |
+1,032 |
Mar08 |
060815 |
93.56 |
93.57 |
93.56 |
93.57 |
-0.02 |
1,342 |
12,745 |
+548 |
Jun08 |
060815 |
93.55 |
93.56 |
93.55 |
93.56 |
-0.01 |
201 |
7,938 |
+101 |
Sep08 |
060815 |
93.54 |
93.54 |
93.54 |
93.54 |
-0.02 |
0 |
1,861 |
+0 |
Dec08 |
060815 |
93.53 |
93.53 |
93.53 |
93.53 |
-0.02 |
0 |
1,185 |
+0 |
Total Volume and Open Interest |
53,538 |
667,048 |
+3,488 |
10-Year Aus T-Bonds(SFE) |
Sep06 |
060815 |
94.05 |
94.07 |
94.04 |
94.07 |
unch |
39,286 |
359,739 |
+11,879 |
Dec06 |
060815 |
94.07 |
94.07 |
94.07 |
94.07 |
unch |
|
|
|
Total Volume and Open Interest |
39,286 |
359,739 |
+11,879 |
3-Year Aus T-Bonds(SFE) |
Sep06 |
060815 |
93.97 |
93.98 |
93.96 |
93.98 |
-0.01 |
85,844 |
491,963 |
-1,739 |
Dec06 |
060815 |
93.98 |
93.98 |
93.98 |
93.98 |
-0.01 |
|
|
|
Total Volume and Open Interest |
85,844 |
491,963 |
-1,739 |
Gold(CMX) |
Aug06 |
060815 |
623.5 |
625.5 |
622.0 |
622.5 |
-6.0 |
147 |
1,247 |
-466 |
Oct06 |
060815 |
627.5 |
630.5 |
623.5 |
626.8 |
-6.3 |
784 |
24,216 |
-58 |
Dec06 |
060815 |
635.0 |
637.0 |
630.5 |
632.9 |
-6.4 |
33,222 |
204,750 |
-2,537 |
Feb07 |
060815 |
642.5 |
642.5 |
638.5 |
639.2 |
-6.5 |
437 |
19,348 |
-28 |
Apr07 |
060815 |
647.0 |
648.0 |
645.3 |
645.3 |
-6.6 |
11 |
2,569 |
+11 |
Jun07 |
060815 |
651.0 |
656.5 |
651.0 |
651.3 |
-6.8 |
216 |
18,334 |
+216 |
Aug07 |
060815 |
657.3 |
657.3 |
657.3 |
657.3 |
-6.9 |
0 |
1,312 |
+0 |
Oct07 |
060815 |
663.2 |
663.2 |
663.2 |
663.2 |
-7.1 |
0 |
3,000 |
+0 |
Dec07 |
060815 |
670.5 |
674.0 |
669.2 |
669.2 |
-7.3 |
58 |
20,240 |
+50 |
Feb08 |
060815 |
675.2 |
675.2 |
675.2 |
675.2 |
-7.4 |
0 |
1,531 |
+0 |
Apr08 |
060815 |
25.7 |
25.7 |
25.7 |
25.7 |
-7.6 |
|
|
|
Jun08 |
060815 |
687.0 |
687.0 |
687.0 |
687.0 |
-7.8 |
0 |
1,173 |
+0 |
Total Volume and Open Interest |
34,927 |
311,883 |
-2,762 |
Silver(CMX) |
Sep06 |
060815 |
1194.0 |
1215.0 |
1185.0 |
1208.5 |
-7.5 |
9,231 |
43,073 |
-338 |
Dec06 |
060815 |
1215.0 |
1235.0 |
1201.5 |
1225.2 |
-7.4 |
1,421 |
35,440 |
+524 |
Mar07 |
060815 |
1232.0 |
1250.0 |
1230.0 |
1237.5 |
-7.4 |
23 |
10,810 |
+16 |
May07 |
060815 |
1243.3 |
1243.3 |
1243.3 |
1243.3 |
-7.4 |
0 |
2,904 |
+0 |
Jul07 |
060815 |
1240.0 |
1250.0 |
1240.0 |
1248.3 |
-7.4 |
0 |
8,459 |
+0 |
Sep07 |
060815 |
1251.0 |
1251.0 |
1251.0 |
1251.0 |
-7.4 |
0 |
897 |
+0 |
Dec07 |
060815 |
1256.7 |
1256.7 |
1256.7 |
1256.7 |
-7.4 |
6 |
3,899 |
+5 |
Total Volume and Open Interest |
10,760 |
110,935 |
+127 |
Platinum(NYM) |
Oct06 |
060815 |
1240.0 |
1241.8 |
1231.0 |
1241.4 |
+8.1 |
1,530 |
9,158 |
-449 |
Jan07 |
060815 |
1248.4 |
1248.4 |
1248.4 |
1248.4 |
+8.1 |
2 |
815 |
-6 |
Apr07 |
060815 |
1253.4 |
1253.4 |
1253.4 |
1253.4 |
+8.1 |
|
|
|
Jul07 |
060815 |
603.0 |
603.0 |
603.0 |
603.0 |
+8.1 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,532 |
9,979 |
-455 |
Palladium(NYME) |
Sep06 |
060815 |
315.25 |
325.50 |
315.25 |
324.70 |
+6.40 |
1,580 |
9,916 |
-646 |
Dec06 |
060815 |
320.00 |
330.45 |
320.00 |
330.45 |
+6.65 |
1,221 |
3,106 |
+1,044 |
Mar07 |
060815 |
333.45 |
333.45 |
333.45 |
333.45 |
+6.65 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,801 |
13,058 |
+398 |
Copper(CMX) |
Sep06 |
060815 |
351.00 |
353.00 |
346.00 |
352.75 |
-0.95 |
7,277 |
25,143 |
-2,672 |
Dec06 |
060815 |
348.00 |
349.00 |
343.00 |
348.95 |
-1.05 |
3,757 |
33,063 |
+913 |
Mar07 |
060815 |
341.00 |
341.70 |
341.00 |
341.70 |
-0.45 |
249 |
3,440 |
+94 |
May07 |
060815 |
335.70 |
335.70 |
335.70 |
335.70 |
-0.25 |
6 |
799 |
-4 |
Jul07 |
060815 |
329.50 |
329.50 |
329.50 |
329.50 |
+0.05 |
0 |
344 |
+0 |
Total Volume and Open Interest |
12,362 |
74,021 |
-1,358 |
Aluminum(CMX) |
Aug06 |
060815 |
113.90 |
113.90 |
113.90 |
113.90 |
+0.35 |
52 |
51 |
+47 |
Sep06 |
060815 |
114.50 |
114.50 |
114.50 |
114.50 |
+0.25 |
52 |
433 |
+50 |
Oct06 |
060815 |
115.00 |
115.00 |
115.00 |
115.00 |
+0.65 |
0 |
40 |
+0 |
Nov06 |
060815 |
115.45 |
115.45 |
115.45 |
115.45 |
+1.00 |
0 |
40 |
+0 |
Dec06 |
060815 |
116.00 |
116.00 |
116.00 |
116.00 |
+1.30 |
0 |
573 |
+0 |
Jan07 |
060815 |
115.45 |
115.45 |
115.45 |
115.45 |
+1.20 |
|
|
|
Total Volume and Open Interest |
105 |
1,151 |
+98 |
DJIA Index(CBOT) |
Sep06 |
060815 |
11148 |
11265 |
11148 |
11248 |
+115 |
2,713 |
55,666 |
-7 |
Dec06 |
060815 |
11240 |
11345 |
11240 |
11333 |
+115 |
30 |
2,096 |
+13 |
Mar07 |
060815 |
11399 |
11399 |
11399 |
11399 |
+115 |
1 |
6 |
+1 |
Jun07 |
060815 |
11470 |
11470 |
11470 |
11470 |
+115 |
|
|
|
Total Volume and Open Interest |
2,744 |
57,768 |
+7 |
S & P 500(CME) |
Sep06 |
060815 |
1283.60 |
1290.50 |
1280.60 |
1287.70 |
+14.50 |
28,910 |
608,601 |
-1,752 |
Dec06 |
060815 |
1294.50 |
1301.00 |
1294.00 |
1298.90 |
+14.60 |
4,634 |
19,117 |
+4,303 |
Mar07 |
060815 |
1310.10 |
1310.10 |
1310.10 |
1310.10 |
+14.70 |
25 |
368 |
+25 |
Jun07 |
060815 |
1321.40 |
1321.40 |
1321.40 |
1321.40 |
+14.70 |
0 |
3,116 |
+0 |
Total Volume and Open Interest |
33,569 |
631,489 |
+2,576 |
S & P 500 E-Mini(Globex) |
Sep06 |
060815 |
1273.00 |
1290.50 |
1273.00 |
1287.75 |
+14.50 |
815,507 |
1,478,282 |
+11,517 |
Dec06 |
060815 |
1284.00 |
1301.25 |
1284.00 |
1299.00 |
+14.75 |
403 |
9,546 |
-306 |
Total Volume and Open Interest |
815,910 |
1,487,828 |
+11,211 |
NASDAQ 100(CME) |
Sep06 |
060815 |
1520.50 |
1542.00 |
1514.00 |
1540.50 |
+40.20 |
4,580 |
58,102 |
-59 |
Dec06 |
060815 |
1554.00 |
1558.80 |
1554.00 |
1558.80 |
+40.30 |
2 |
84 |
+0 |
Mar07 |
060815 |
1575.30 |
1575.30 |
1575.30 |
1575.30 |
+40.30 |
|
|
|
Total Volume and Open Interest |
4,582 |
58,186 |
-59 |
NASDAQ 100 E-Mini(Globex) |
Sep06 |
060815 |
1501.00 |
1542.30 |
1500.50 |
1540.50 |
+40.20 |
316,692 |
434,674 |
+7,692 |
Dec06 |
060815 |
1533.00 |
1558.80 |
1532.80 |
1558.80 |
+40.30 |
94 |
941 |
+29 |
Total Volume and Open Interest |
316,786 |
435,615 |
+7,721 |
S & P Midcap 400(CME) |
Sep06 |
060815 |
735.00 |
742.00 |
735.00 |
741.00 |
+12.10 |
72 |
9,719 |
+44 |
Dec06 |
060815 |
748.00 |
748.00 |
748.00 |
748.00 |
+12.10 |
0 |
1 |
+0 |
Mar07 |
060815 |
755.00 |
755.00 |
755.00 |
755.00 |
+12.10 |
|
|
|
Total Volume and Open Interest |
72 |
9,720 |
+44 |
Russell 2000(CME) |
Sep06 |
060815 |
695.75 |
700.25 |
692.25 |
699.50 |
+14.20 |
776 |
43,137 |
+366 |
Dec06 |
060815 |
705.35 |
705.35 |
705.35 |
705.35 |
+14.05 |
0 |
31 |
+0 |
Mar07 |
060815 |
703.00 |
711.20 |
703.00 |
711.20 |
+13.90 |
|
|
|
Total Volume and Open Interest |
776 |
43,168 |
+366 |
Russell 2000 E-Mini(Globex) |
Sep06 |
060815 |
685.10 |
700.30 |
684.70 |
699.50 |
+14.20 |
137,560 |
465,677 |
-975 |
Dec06 |
060815 |
691.70 |
706.20 |
690.00 |
705.40 |
+14.10 |
256 |
998 |
+66 |
Total Volume and Open Interest |
137,816 |
466,675 |
-909 |
Value Line(KCBT) |
Sep06 |
060815 |
1880.00 |
1880.00 |
1880.00 |
1880.00 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Nikkei 225(CME) |
Sep06 |
060815 |
15970 |
16020 |
15930 |
16020 |
+205 |
|
|
|
Dec06 |
060815 |
16020 |
16020 |
15995 |
15995 |
+205 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Sep06 |
060815 |
15845 |
15930 |
15810 |
15865 |
+40 |
51,146 |
224,025 |
+1,097 |
Dec06 |
060815 |
15775 |
15880 |
15775 |
15775 |
+25 |
3 |
4 |
+1 |
Mar07 |
060815 |
15785 |
15785 |
15785 |
15785 |
+25 |
0 |
1 |
+0 |
Total Volume and Open Interest |
51,149 |
224,031 |
+1,098 |
CAC 40(EURONEXT) |
Aug06 |
060815 |
5030.0 |
5129.0 |
5026.0 |
5114.0 |
+61.5 |
90,083 |
441,681 |
+3 |
Sep06 |
060815 |
5044.0 |
5136.5 |
5037.0 |
5124.0 |
+62.0 |
41,103 |
105,988 |
+32,841 |
Oct06 |
060815 |
5061.5 |
5149.0 |
5061.5 |
5138.0 |
+62.5 |
0 |
420 |
+0 |
Total Volume and Open Interest |
131,186 |
553,050 |
+32,842 |
Hang Seng Index(HKFE) |
Aug06 |
060815 |
17206 |
17267 |
17190 |
17218 |
-25 |
29,857 |
125,322 |
+938 |
Sep06 |
060815 |
17218 |
17240 |
17179 |
17196 |
-18 |
840 |
5,812 |
+113 |
Total Volume and Open Interest |
30,720 |
132,075 |
+1,048 |
DAX(EUREX) |
Sep06 |
060815 |
5680.0 |
5809.0 |
5675.5 |
5795.5 |
+86.5 |
92,784 |
204,412 |
+316 |
Dec06 |
060815 |
5725.0 |
5856.0 |
5723.5 |
5843.5 |
+87.0 |
504 |
14,539 |
+184 |
Mar07 |
060815 |
5790.5 |
5905.5 |
5784.5 |
5897.0 |
+87.5 |
37 |
1,702 |
+11 |
Total Volume and Open Interest |
93,325 |
220,653 |
+511 |
FT-SE 100(EURONEXT) |
Sep06 |
060815 |
5856.50 |
5906.50 |
5844.50 |
5893.00 |
+20.50 |
44,043 |
443,160 |
+6,015 |
Dec06 |
060815 |
5890.50 |
5935.00 |
5887.50 |
5930.50 |
+20.50 |
63 |
34,995 |
-29 |
Mar07 |
060815 |
5946.50 |
5946.50 |
5946.50 |
5946.50 |
+20.50 |
0 |
1,057 |
+0 |
Total Volume and Open Interest |
44,106 |
480,962 |
+5,986 |
SPI 200(SFE) |
Sep06 |
060815 |
4952.0 |
4957.0 |
4903.0 |
4914.0 |
-47.0 |
18,555 |
249,502 |
+5,440 |
Dec06 |
060815 |
4962.0 |
4962.0 |
4920.0 |
4929.0 |
-46.0 |
80 |
5,329 |
-14 |
Mar07 |
060815 |
4936.0 |
4936.0 |
4936.0 |
4936.0 |
-47.0 |
2 |
2,614 |
+0 |
Total Volume and Open Interest |
18,637 |
260,157 |
+5,426 |
GSCI(CME) |
Sep06 |
060815 |
487.50 |
488.50 |
485.20 |
485.40 |
-1.60 |
1,326 |
18,955 |
+897 |
Oct06 |
060815 |
499.00 |
499.00 |
499.00 |
499.00 |
-2.00 |
|
|
|
Nov06 |
060815 |
509.00 |
509.00 |
509.00 |
509.00 |
|
|
|
|
Reuters CRB Index(NYBOT) |
Nov06 |
060815 |
394.25 |
396.00 |
394.25 |
395.75 |
+1.75 |
35 |
488 |
+3 |
Jan07 |
060815 |
397.75 |
397.75 |
397.75 |
397.75 |
+1.75 |
2 |
406 |
+1 |
Feb07 |
060815 |
394.75 |
394.75 |
394.75 |
394.75 |
+1.75 |
0 |
14 |
+0 |
Total Volume and Open Interest |
37 |
908 |
+4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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