 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri August 18, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep06 |
060818 |
550.75 |
551.00 |
546.25 |
547.00 |
-4.50 |
5,664 |
35,097 |
+1,216 |
Nov06 |
060818 |
564.00 |
564.00 |
559.50 |
560.50 |
-4.00 |
25,684 |
228,871 |
+910 |
Jan07 |
060818 |
577.00 |
577.00 |
572.00 |
572.75 |
-4.50 |
3,361 |
27,917 |
+2,233 |
Mar07 |
060818 |
585.00 |
585.00 |
581.50 |
582.75 |
-2.75 |
1,947 |
12,059 |
-658 |
May07 |
060818 |
593.00 |
593.00 |
589.00 |
590.50 |
-4.00 |
2,370 |
13,111 |
+1,034 |
Jul07 |
060818 |
603.50 |
603.50 |
599.00 |
599.75 |
-3.75 |
1,255 |
12,341 |
+219 |
Aug07 |
060818 |
603.00 |
603.00 |
603.00 |
603.00 |
-4.00 |
0 |
13 |
+0 |
Total Volume and Open Interest |
40,565 |
348,529 |
+5,266 |
Soybean Meal(CBOT) |
Sep06 |
060818 |
161.00 |
161.00 |
159.10 |
159.30 |
-1.20 |
8,262 |
35,852 |
-1,569 |
Oct06 |
060818 |
161.50 |
161.80 |
159.80 |
159.90 |
-1.70 |
3,989 |
21,286 |
+1,201 |
Dec06 |
060818 |
164.00 |
164.00 |
161.70 |
162.10 |
-1.60 |
11,060 |
113,611 |
+609 |
Jan07 |
060818 |
165.00 |
165.00 |
162.80 |
162.90 |
-1.70 |
2,522 |
15,918 |
+987 |
Mar07 |
060818 |
168.00 |
168.00 |
165.80 |
166.00 |
-1.30 |
865 |
12,412 |
+301 |
May07 |
060818 |
170.00 |
170.00 |
168.00 |
168.30 |
-1.20 |
586 |
14,659 |
+589 |
Jul07 |
060818 |
173.00 |
173.00 |
170.80 |
171.20 |
-1.10 |
467 |
10,523 |
+476 |
Aug07 |
060818 |
174.50 |
174.50 |
172.00 |
172.00 |
-1.50 |
73 |
2,329 |
+349 |
Total Volume and Open Interest |
27,991 |
233,943 |
+3,328 |
Soybean Oil(CBOT) |
Sep06 |
060818 |
24.82 |
24.95 |
24.75 |
24.92 |
+0.06 |
7,721 |
18,457 |
-1,408 |
Oct06 |
060818 |
25.10 |
25.15 |
24.98 |
25.11 |
+0.02 |
6,265 |
17,465 |
+427 |
Dec06 |
060818 |
25.35 |
25.55 |
25.30 |
25.45 |
+0.01 |
18,443 |
144,897 |
-5,829 |
Jan07 |
060818 |
25.68 |
25.83 |
25.62 |
25.75 |
+0.02 |
952 |
12,930 |
+167 |
Mar07 |
060818 |
26.02 |
26.19 |
26.02 |
26.19 |
+0.08 |
408 |
9,382 |
+115 |
May07 |
060818 |
26.40 |
26.55 |
26.40 |
26.50 |
+0.06 |
358 |
18,871 |
+237 |
Jul07 |
060818 |
26.80 |
26.92 |
26.80 |
26.88 |
+0.06 |
1,364 |
12,926 |
+475 |
Aug07 |
060818 |
27.00 |
27.03 |
26.95 |
27.02 |
+0.06 |
20 |
2,354 |
+2 |
Total Volume and Open Interest |
36,700 |
258,961 |
-4,438 |
Canola(WCE) |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060818 |
288.8 |
292.9 |
288.8 |
292.4 |
+3.1 |
7,812 |
55,695 |
+1,629 |
Jan07 |
060818 |
298.6 |
301.5 |
298.6 |
301.5 |
+3.3 |
206 |
9,258 |
+12 |
Mar07 |
060818 |
305.9 |
307.6 |
305.9 |
307.6 |
+4.3 |
53 |
1,128 |
-28 |
May07 |
060818 |
313.7 |
314.9 |
313.0 |
314.9 |
+4.7 |
50 |
1,226 |
+19 |
Total Volume and Open Interest |
8,171 |
75,393 |
+1,657 |
Corn(CBOT) |
Sep06 |
060818 |
217.50 |
220.00 |
217.25 |
219.75 |
+0.75 |
23,986 |
142,632 |
-15,653 |
Dec06 |
060818 |
233.50 |
236.00 |
233.50 |
235.75 |
+0.25 |
71,740 |
669,071 |
+8,842 |
Mar07 |
060818 |
248.50 |
250.25 |
248.00 |
250.00 |
+0.25 |
12,926 |
144,661 |
-287 |
May07 |
060818 |
258.00 |
259.50 |
257.75 |
259.25 |
unch |
3,581 |
33,249 |
+1,620 |
Jul07 |
060818 |
266.75 |
268.50 |
265.75 |
268.00 |
unch |
6,876 |
100,022 |
+673 |
Sep07 |
060818 |
274.50 |
275.50 |
273.50 |
275.25 |
-0.50 |
1,876 |
12,547 |
+855 |
Total Volume and Open Interest |
136,003 |
1,343,451 |
+793 |
Wheat(CBOT) |
Sep06 |
060818 |
361.50 |
365.25 |
357.50 |
364.50 |
+1.00 |
9,478 |
51,100 |
-7,939 |
Dec06 |
060818 |
382.00 |
385.00 |
376.75 |
383.25 |
+0.25 |
33,146 |
253,597 |
+4,480 |
Mar07 |
060818 |
399.00 |
403.00 |
395.00 |
402.00 |
+1.50 |
2,189 |
38,410 |
+470 |
May07 |
060818 |
409.00 |
411.00 |
404.50 |
411.00 |
unch |
390 |
1,429 |
+116 |
Jul07 |
060818 |
415.50 |
419.00 |
411.00 |
417.50 |
unch |
3,868 |
69,991 |
-1,863 |
Total Volume and Open Interest |
51,677 |
451,402 |
-4,725 |
Wheat(KCBT) |
Sep06 |
060818 |
447.00 |
455.00 |
440.50 |
454.25 |
+7.50 |
4,198 |
23,842 |
+20,837 |
Dec06 |
060818 |
460.00 |
468.00 |
454.00 |
466.75 |
+5.75 |
12,135 |
83,183 |
+74,811 |
Mar07 |
060818 |
468.00 |
474.00 |
461.50 |
472.00 |
+3.00 |
911 |
15,964 |
+14,281 |
May07 |
060818 |
457.00 |
468.00 |
457.00 |
468.00 |
+5.00 |
3 |
432 |
+392 |
Jul07 |
060818 |
443.00 |
444.00 |
436.00 |
443.25 |
-0.25 |
2,549 |
28,485 |
+25,646 |
Total Volume and Open Interest |
20,047 |
158,303 |
-7,002 |
Wheat(MGE) |
Sep06 |
060818 |
446.00 |
449.00 |
437.50 |
448.50 |
+1.75 |
2,343 |
11,462 |
-728 |
Dec06 |
060818 |
456.50 |
459.50 |
448.00 |
459.00 |
+2.50 |
2,715 |
27,148 |
-340 |
Mar07 |
060818 |
465.00 |
469.50 |
458.50 |
468.50 |
+2.00 |
621 |
4,854 |
+192 |
May07 |
060818 |
463.00 |
472.00 |
462.00 |
472.00 |
+2.00 |
49 |
548 |
+18 |
Jul07 |
060818 |
468.00 |
471.75 |
463.00 |
471.75 |
+1.75 |
98 |
624 |
+25 |
Total Volume and Open Interest |
5,925 |
51,953 |
-873 |
Oats(CBOT) |
Sep06 |
060818 |
176.75 |
176.75 |
172.50 |
175.25 |
-1.50 |
110 |
1,174 |
-91 |
Dec06 |
060818 |
186.25 |
186.50 |
182.00 |
185.00 |
unch |
690 |
10,200 |
+42 |
Mar07 |
060818 |
191.50 |
192.00 |
189.75 |
192.00 |
+0.25 |
16 |
233 |
+5 |
May07 |
060818 |
195.00 |
195.00 |
195.00 |
195.00 |
unch |
12 |
16 |
+7 |
Total Volume and Open Interest |
842 |
11,675 |
-29 |
Rough Rice(CBOT) |
Sep06 |
060818 |
9.65 |
9.83 |
9.62 |
9.83 |
+0.11 |
75 |
2,932 |
-188 |
Nov06 |
060818 |
9.96 |
10.10 |
9.92 |
10.10 |
+0.10 |
258 |
8,429 |
+365 |
Jan07 |
060818 |
10.15 |
10.30 |
10.15 |
10.30 |
+0.08 |
14 |
1,605 |
+19 |
Mar07 |
060818 |
10.37 |
10.50 |
10.32 |
10.50 |
+0.10 |
43 |
1,817 |
-21 |
Total Volume and Open Interest |
479 |
15,330 |
+250 |
Live Cattle(CME) |
Aug06 |
060818 |
87.500 |
87.550 |
86.550 |
87.175 |
+0.075 |
4,317 |
12,177 |
-2,608 |
Oct06 |
060818 |
91.700 |
91.800 |
90.600 |
90.875 |
-1.175 |
13,615 |
119,494 |
-1,607 |
Dec06 |
060818 |
90.750 |
90.900 |
89.600 |
90.150 |
-0.750 |
6,659 |
35,107 |
+1,646 |
Feb07 |
060818 |
90.375 |
90.450 |
89.750 |
90.225 |
-0.150 |
1,908 |
19,787 |
+173 |
Apr07 |
060818 |
89.000 |
89.350 |
88.700 |
88.975 |
-0.075 |
482 |
10,536 |
+447 |
Jun07 |
060818 |
85.000 |
85.400 |
85.000 |
85.350 |
+0.325 |
753 |
4,483 |
+383 |
Total Volume and Open Interest |
27,790 |
201,994 |
-1,502 |
Feeder Cattle(CME) |
Aug06 |
060818 |
115.425 |
115.600 |
115.150 |
115.325 |
-0.250 |
1,519 |
6,304 |
-695 |
Sep06 |
060818 |
116.200 |
116.500 |
115.725 |
115.975 |
-0.300 |
1,423 |
5,632 |
-856 |
Oct06 |
060818 |
117.050 |
117.350 |
116.400 |
116.600 |
-0.625 |
1,657 |
13,861 |
+674 |
Nov06 |
060818 |
116.250 |
116.700 |
116.100 |
116.550 |
-0.150 |
335 |
2,717 |
+197 |
Jan07 |
060818 |
112.150 |
112.500 |
111.900 |
112.350 |
-0.100 |
294 |
2,870 |
+139 |
Mar07 |
060818 |
108.400 |
108.750 |
108.400 |
108.500 |
-0.150 |
71 |
569 |
+3 |
Apr07 |
060818 |
108.000 |
108.250 |
108.000 |
108.100 |
-0.150 |
0 |
118 |
+2 |
Total Volume and Open Interest |
5,310 |
32,226 |
-533 |
Lean Hogs(CME) |
Oct06 |
060818 |
65.700 |
67.100 |
65.700 |
66.325 |
+0.600 |
10,108 |
95,794 |
-109 |
Dec06 |
060818 |
62.625 |
63.500 |
62.550 |
63.250 |
+0.625 |
6,523 |
38,739 |
+3,164 |
Feb07 |
060818 |
62.150 |
63.000 |
61.750 |
62.975 |
+0.650 |
1,533 |
12,996 |
+851 |
Apr07 |
060818 |
62.500 |
63.000 |
61.750 |
62.975 |
+0.375 |
720 |
8,788 |
+393 |
May07 |
060818 |
66.175 |
66.200 |
66.000 |
66.200 |
-0.175 |
62 |
1,030 |
+120 |
Jun07 |
060818 |
67.900 |
68.200 |
67.550 |
68.150 |
+0.150 |
245 |
2,757 |
+162 |
Jul07 |
060818 |
65.600 |
65.750 |
65.300 |
65.750 |
-0.125 |
4 |
779 |
+6 |
Aug07 |
060818 |
63.250 |
63.250 |
62.700 |
63.250 |
unch |
31 |
320 |
+14 |
Total Volume and Open Interest |
19,230 |
161,215 |
+4,611 |
Pork Bellies(CME) |
Aug06 |
060818 |
83.900 |
85.600 |
83.900 |
85.600 |
+2.250 |
5 |
23 |
-18 |
Feb07 |
060818 |
95.000 |
96.000 |
92.100 |
92.150 |
-1.650 |
423 |
835 |
-27 |
Mar07 |
060818 |
93.400 |
93.400 |
92.500 |
92.500 |
-1.000 |
0 |
6 |
+0 |
May07 |
060818 |
94.500 |
94.500 |
94.500 |
94.500 |
-0.500 |
6 |
6 |
+1 |
Jul07 |
060818 |
93.250 |
93.250 |
93.250 |
93.250 |
|
|
|
|
Class III Milk(CME) |
Aug06 |
060818 |
11.07 |
11.10 |
11.05 |
11.05 |
+0.02 |
96 |
4,303 |
-77 |
Sep06 |
060818 |
12.18 |
12.25 |
12.05 |
12.22 |
-0.01 |
352 |
5,194 |
-5 |
Oct06 |
060818 |
12.75 |
12.75 |
12.60 |
12.68 |
-0.11 |
105 |
4,468 |
+49 |
Nov06 |
060818 |
12.70 |
12.73 |
12.60 |
12.70 |
-0.07 |
34 |
3,598 |
+21 |
Dec06 |
060818 |
12.70 |
12.70 |
12.60 |
12.67 |
-0.11 |
30 |
3,148 |
+9 |
Total Volume and Open Interest |
916 |
29,882 |
+163 |
Cocoa(NYBOT) |
Sep06 |
060818 |
1490 |
1500 |
1471 |
1481 |
-19 |
5,834 |
1,974 |
-4,983 |
Dec06 |
060818 |
1562 |
1562 |
1533 |
1545 |
-28 |
8,882 |
73,003 |
+895 |
Mar07 |
060818 |
1595 |
1598 |
1573 |
1584 |
-27 |
1,457 |
22,440 |
+303 |
May07 |
060818 |
1621 |
1621 |
1598 |
1608 |
-25 |
1,560 |
10,380 |
+863 |
Jul07 |
060818 |
1620 |
1630 |
1618 |
1630 |
-25 |
199 |
4,575 |
+308 |
Sep07 |
060818 |
1650 |
1650 |
1650 |
1650 |
-23 |
60 |
10,269 |
-1 |
Dec07 |
060818 |
1668 |
1673 |
1668 |
1673 |
-24 |
0 |
7,139 |
+19 |
Total Volume and Open Interest |
17,992 |
129,801 |
-2,596 |
Coffee "C"(NYBOT) |
Sep06 |
060818 |
104.00 |
104.00 |
101.25 |
103.25 |
-0.30 |
6,077 |
19,806 |
-7,160 |
Dec06 |
060818 |
108.20 |
108.20 |
105.50 |
107.15 |
-0.35 |
10,269 |
67,289 |
+5,243 |
Mar07 |
060818 |
111.60 |
111.65 |
109.00 |
110.95 |
-0.30 |
1,071 |
11,154 |
+951 |
May07 |
060818 |
113.15 |
113.15 |
113.15 |
113.15 |
-0.30 |
26 |
2,962 |
+170 |
Jul07 |
060818 |
115.35 |
115.35 |
115.35 |
115.35 |
-0.30 |
45 |
1,889 |
+13 |
Sep07 |
060818 |
117.55 |
117.55 |
117.55 |
117.55 |
-0.30 |
53 |
2,092 |
+47 |
Total Volume and Open Interest |
17,661 |
107,048 |
-781 |
Orange Juice(NYBOT) |
Sep06 |
060818 |
182.00 |
183.00 |
179.50 |
180.95 |
-2.90 |
3,122 |
13,469 |
-1,174 |
Nov06 |
060818 |
182.60 |
184.50 |
181.25 |
182.25 |
-2.45 |
2,222 |
11,223 |
+1,132 |
Jan07 |
060818 |
182.15 |
182.25 |
180.50 |
181.00 |
-1.20 |
267 |
4,066 |
-237 |
Mar07 |
060818 |
182.00 |
182.00 |
180.70 |
180.75 |
-1.45 |
100 |
931 |
-89 |
May07 |
060818 |
182.00 |
182.00 |
180.75 |
180.75 |
-1.45 |
0 |
238 |
+85 |
Total Volume and Open Interest |
5,716 |
29,974 |
-274 |
Sugar #11(NYBOT) |
Oct06 |
060818 |
12.38 |
12.40 |
12.12 |
12.18 |
+0.08 |
35,124 |
227,454 |
-5,707 |
Mar07 |
060818 |
13.06 |
13.06 |
12.77 |
12.84 |
-0.02 |
23,035 |
118,563 |
+2,287 |
May07 |
060818 |
13.18 |
13.18 |
12.94 |
13.01 |
unch |
4,801 |
45,577 |
+638 |
Jul07 |
060818 |
13.17 |
13.17 |
12.95 |
13.01 |
unch |
3,595 |
34,957 |
+953 |
Oct07 |
060818 |
13.30 |
13.30 |
13.11 |
13.18 |
+0.02 |
1,047 |
27,573 |
+228 |
Total Volume and Open Interest |
70,726 |
479,752 |
+217 |
Sugar #14(NYBOT) |
Sep06 |
060808 |
21.25 |
22.00 |
21.15 |
21.15 |
-0.10 |
155 |
1,252 |
+0 |
Nov06 |
060818 |
20.95 |
21.10 |
20.95 |
21.10 |
+0.05 |
286 |
2,462 |
-42 |
Jan07 |
060818 |
21.05 |
21.20 |
21.05 |
21.20 |
+0.15 |
104 |
1,872 |
+104 |
Mar07 |
060818 |
21.00 |
21.00 |
21.00 |
21.00 |
+0.10 |
40 |
2,397 |
+40 |
May07 |
060818 |
21.13 |
21.13 |
21.13 |
21.13 |
+0.03 |
1 |
1,593 |
+0 |
Total Volume and Open Interest |
434 |
10,303 |
+103 |
London Cocoa(LCE) |
Sep06 |
060818 |
851 |
854 |
841 |
848 |
-2 |
1,488 |
45,447 |
-1,953 |
Dec06 |
060818 |
881 |
884 |
868 |
877 |
-3 |
2,838 |
49,916 |
+916 |
Mar07 |
060818 |
897 |
898 |
886 |
893 |
-3 |
828 |
40,069 |
+847 |
May07 |
060818 |
907 |
909 |
899 |
905 |
-2 |
652 |
11,452 |
+461 |
Jul07 |
060818 |
914 |
917 |
910 |
917 |
-1 |
35 |
5,587 |
+300 |
Sep07 |
060818 |
929 |
930 |
928 |
928 |
-1 |
8 |
8,462 |
+0 |
Dec07 |
060818 |
940 |
940 |
940 |
940 |
-1 |
8 |
11,226 |
+8 |
Total Volume and Open Interest |
5,862 |
175,587 |
+734 |
London Coffee(LCE) |
Sep06 |
060818 |
1500.00 |
1560.00 |
1497.00 |
1542.00 |
+30.00 |
4,173 |
27,905 |
-3,463 |
Nov06 |
060818 |
1432.00 |
1469.00 |
1424.00 |
1466.00 |
+29.00 |
6,335 |
69,979 |
+9,860 |
Jan07 |
060818 |
1334.00 |
1367.00 |
1324.00 |
1363.00 |
+21.00 |
2,825 |
26,128 |
+2,146 |
Mar07 |
060818 |
1302.00 |
1325.00 |
1301.00 |
1318.00 |
+13.00 |
1,566 |
8,576 |
-89 |
May07 |
060818 |
1296.00 |
1308.00 |
1296.00 |
1308.00 |
+13.00 |
674 |
3,459 |
-8 |
Jul07 |
060818 |
1307.00 |
1307.00 |
1288.00 |
1300.00 |
+13.00 |
51 |
784 |
-112 |
Total Volume and Open Interest |
15,887 |
137,396 |
+8,635 |
London Sugar(LCE) |
Aug06 |
060714 |
486.00 |
490.00 |
467.80 |
472.30 |
-13.80 |
3,712 |
4,360 |
-1,637 |
Oct06 |
060818 |
380.00 |
385.00 |
376.50 |
383.00 |
+3.00 |
4,283 |
25,655 |
-143 |
Dec06 |
060818 |
380.00 |
383.00 |
376.00 |
382.00 |
+3.20 |
1,606 |
12,731 |
+449 |
Mar07 |
060818 |
368.10 |
368.50 |
362.00 |
368.50 |
+3.00 |
425 |
13,260 |
+77 |
May07 |
060818 |
374.10 |
374.50 |
369.30 |
374.50 |
+2.50 |
136 |
4,575 |
-19 |
Total Volume and Open Interest |
6,549 |
60,442 |
-103 |
Cotton(NYBOT) |
Oct06 |
060818 |
52.60 |
52.80 |
52.35 |
52.40 |
-0.40 |
569 |
3,422 |
+11 |
Dec06 |
060818 |
54.80 |
55.05 |
54.50 |
54.52 |
-0.34 |
5,733 |
118,944 |
+150 |
Mar07 |
060818 |
58.00 |
58.35 |
57.90 |
57.96 |
-0.24 |
1,384 |
32,842 |
+915 |
May07 |
060818 |
58.80 |
58.95 |
58.80 |
58.95 |
-0.05 |
98 |
1,784 |
+13 |
Jul07 |
060818 |
59.65 |
59.65 |
59.65 |
59.65 |
-0.25 |
31 |
2,541 |
-22 |
Oct07 |
060818 |
60.60 |
60.60 |
60.60 |
60.60 |
-0.30 |
0 |
46 |
+0 |
Total Volume and Open Interest |
7,868 |
167,339 |
+1,078 |
Lumber(CME) |
Sep06 |
060818 |
278.0 |
278.0 |
272.1 |
275.0 |
-2.0 |
477 |
2,598 |
-141 |
Nov06 |
060818 |
278.9 |
279.0 |
273.6 |
273.7 |
-2.3 |
363 |
3,484 |
-63 |
Jan07 |
060818 |
288.0 |
289.0 |
286.0 |
287.4 |
-0.7 |
29 |
177 |
+6 |
Mar07 |
060818 |
293.6 |
298.0 |
293.5 |
293.6 |
+0.5 |
12 |
49 |
+9 |
Total Volume and Open Interest |
918 |
6,328 |
-181 |
Crude Oil(NYM) |
Sep06 |
060818 |
70.47 |
71.19 |
69.60 |
71.14 |
+1.08 |
104,170 |
72,218 |
-36,554 |
Oct06 |
060818 |
71.89 |
72.40 |
71.00 |
72.10 |
+0.62 |
74,530 |
243,816 |
+1,254 |
Nov06 |
060818 |
72.80 |
73.30 |
72.35 |
73.10 |
+0.54 |
24,548 |
84,031 |
+1,939 |
Dec06 |
060818 |
73.70 |
74.20 |
73.00 |
73.90 |
+0.49 |
26,322 |
124,211 |
+2,189 |
Jan07 |
060818 |
74.20 |
74.55 |
74.10 |
74.53 |
+0.49 |
4,692 |
51,475 |
+1,463 |
Feb07 |
060818 |
74.60 |
74.98 |
74.50 |
74.98 |
+0.49 |
1,285 |
21,769 |
-609 |
Mar07 |
060818 |
74.90 |
75.32 |
74.90 |
75.32 |
+0.49 |
2,057 |
30,235 |
+712 |
Apr07 |
060818 |
75.58 |
75.58 |
75.58 |
75.58 |
+0.49 |
5,195 |
35,036 |
+774 |
May07 |
060818 |
75.78 |
75.78 |
75.78 |
75.78 |
+0.49 |
5,210 |
26,793 |
-4,633 |
Jun07 |
060818 |
75.80 |
76.00 |
75.65 |
75.92 |
+0.49 |
9,643 |
54,660 |
-4,031 |
Jul07 |
060818 |
75.97 |
75.97 |
75.97 |
75.97 |
+0.48 |
1,925 |
15,057 |
+1,310 |
Aug07 |
060818 |
76.00 |
76.00 |
76.00 |
76.00 |
+0.47 |
780 |
8,636 |
+588 |
Sep07 |
060818 |
76.00 |
76.00 |
76.00 |
76.00 |
+0.46 |
2,684 |
12,357 |
+760 |
Oct07 |
060818 |
75.97 |
75.97 |
75.97 |
75.97 |
+0.45 |
864 |
7,738 |
+95 |
Nov07 |
060818 |
75.93 |
75.93 |
75.93 |
75.93 |
+0.44 |
101 |
10,104 |
+50 |
Dec07 |
060818 |
75.55 |
75.86 |
75.30 |
75.86 |
+0.42 |
11,525 |
120,831 |
-2,605 |
Total Volume and Open Interest |
286,888 |
1,174,329 |
-35,621 |
Heating Oil(NYM) |
Sep06 |
060818 |
198.00 |
200.60 |
196.50 |
198.95 |
+2.45 |
20,970 |
29,322 |
-3,239 |
Oct06 |
060818 |
203.00 |
205.75 |
201.50 |
203.84 |
+1.55 |
14,195 |
54,135 |
+1,516 |
Nov06 |
060818 |
208.50 |
210.05 |
207.25 |
208.74 |
+0.95 |
4,027 |
21,190 |
+801 |
Dec06 |
060818 |
212.50 |
214.90 |
212.50 |
213.19 |
+0.65 |
2,079 |
18,594 |
+419 |
Jan07 |
060818 |
216.50 |
218.00 |
216.29 |
216.29 |
+0.50 |
998 |
17,499 |
-156 |
Feb07 |
060818 |
218.50 |
220.00 |
218.14 |
218.14 |
+0.45 |
701 |
11,071 |
+594 |
Mar07 |
060818 |
217.20 |
219.00 |
216.94 |
216.94 |
+0.35 |
653 |
6,317 |
+466 |
Apr07 |
060818 |
213.15 |
215.00 |
212.84 |
212.84 |
+0.35 |
290 |
6,318 |
+185 |
May07 |
060818 |
208.55 |
210.85 |
208.14 |
208.14 |
+0.30 |
334 |
3,431 |
+592 |
Jun07 |
060818 |
207.00 |
208.50 |
206.69 |
206.69 |
+0.30 |
533 |
11,174 |
+255 |
Jul07 |
060818 |
207.89 |
207.89 |
207.89 |
207.89 |
+0.30 |
135 |
780 |
+87 |
Aug07 |
060818 |
209.94 |
209.94 |
209.94 |
209.94 |
+0.30 |
0 |
817 |
+0 |
Total Volume and Open Interest |
45,771 |
187,272 |
+1,899 |
Unleaded Gas(NYM) |
Sep06 |
060818 |
196.00 |
197.00 |
193.25 |
196.69 |
+3.53 |
18,069 |
26,103 |
-2,993 |
Oct06 |
060818 |
192.00 |
192.95 |
190.00 |
192.57 |
+2.77 |
9,011 |
29,328 |
+1,719 |
Nov06 |
060818 |
190.00 |
190.00 |
189.50 |
189.77 |
+2.42 |
1,433 |
4,680 |
-379 |
Dec06 |
060818 |
186.25 |
186.77 |
185.80 |
186.77 |
+2.27 |
933 |
8,113 |
+431 |
Jan07 |
060818 |
184.90 |
185.02 |
184.90 |
185.02 |
+1.92 |
512 |
2,276 |
+18 |
Total Volume and Open Interest |
29,958 |
70,500 |
-1,204 |
RBOB Gasoline(NYMEX) |
Sep06 |
060818 |
198.35 |
201.00 |
196.00 |
200.52 |
+4.02 |
5,319 |
11,257 |
-113 |
Oct06 |
060818 |
192.50 |
194.90 |
191.50 |
192.71 |
+2.12 |
3,728 |
24,506 |
+68 |
Nov06 |
060818 |
192.00 |
192.21 |
192.00 |
192.21 |
+1.92 |
1,006 |
11,866 |
+225 |
Dec06 |
060818 |
190.75 |
191.06 |
190.00 |
191.06 |
+1.77 |
557 |
6,297 |
-225 |
Jan07 |
060818 |
192.21 |
192.21 |
192.21 |
192.21 |
+1.67 |
183 |
2,827 |
+88 |
Feb07 |
060818 |
195.11 |
195.11 |
195.11 |
195.11 |
+1.57 |
25 |
1,621 |
+0 |
Mar07 |
060818 |
198.51 |
198.51 |
198.51 |
198.51 |
+1.67 |
0 |
1,507 |
+0 |
Apr07 |
060818 |
218.30 |
218.30 |
218.00 |
218.01 |
+1.67 |
0 |
1,113 |
+0 |
May07 |
060818 |
220.50 |
221.00 |
220.16 |
220.16 |
+1.67 |
0 |
1,371 |
+0 |
Jun07 |
060818 |
221.21 |
221.21 |
221.21 |
221.21 |
+1.67 |
0 |
345 |
+0 |
Total Volume and Open Interest |
10,818 |
63,408 |
+43 |
e-MiNY RBOB Gasoline(NYMEX) |
Sep06 |
060818 |
197.60 |
200.52 |
197.60 |
200.52 |
+4.02 |
4 |
24 |
+0 |
Oct06 |
060818 |
192.71 |
192.71 |
192.71 |
192.71 |
+2.12 |
0 |
10 |
+0 |
Nov06 |
060818 |
192.21 |
192.21 |
192.21 |
192.21 |
+1.92 |
|
|
|
Dec06 |
060818 |
191.06 |
191.06 |
191.06 |
191.06 |
+1.77 |
|
|
|
Total Volume and Open Interest |
4 |
34 |
+0 |
Natural Gas(NYM) |
Sep06 |
060818 |
6.620 |
7.090 |
6.560 |
6.731 |
+0.042 |
23,909 |
51,607 |
-12,203 |
Oct06 |
060818 |
6.750 |
7.200 |
6.700 |
6.851 |
+0.021 |
24,306 |
110,125 |
+5,729 |
Nov06 |
060818 |
8.880 |
9.300 |
8.800 |
8.921 |
+0.071 |
9,664 |
65,615 |
-2,038 |
Dec06 |
060818 |
10.380 |
10.700 |
10.330 |
10.421 |
+0.041 |
5,225 |
48,052 |
-328 |
Jan07 |
060818 |
11.040 |
11.330 |
11.020 |
11.121 |
+0.031 |
2,112 |
56,750 |
-1,303 |
Feb07 |
060818 |
11.000 |
11.300 |
11.000 |
11.126 |
+0.026 |
136 |
30,234 |
+146 |
Mar07 |
060818 |
10.820 |
11.100 |
10.800 |
10.916 |
+0.024 |
1,687 |
73,512 |
+1,409 |
Apr07 |
060818 |
8.360 |
8.500 |
8.360 |
8.426 |
+0.044 |
879 |
58,284 |
+893 |
May07 |
060818 |
8.160 |
8.340 |
8.160 |
8.256 |
+0.034 |
60 |
24,485 |
-684 |
Jun07 |
060818 |
8.200 |
8.341 |
8.200 |
8.341 |
+0.034 |
69 |
15,072 |
+479 |
Jul07 |
060818 |
8.385 |
8.580 |
8.385 |
8.441 |
+0.034 |
61 |
11,347 |
-1 |
Aug07 |
060818 |
8.460 |
8.700 |
8.460 |
8.526 |
+0.034 |
339 |
12,541 |
+58 |
Sep07 |
060818 |
8.590 |
8.690 |
8.590 |
8.621 |
+0.034 |
91 |
11,570 |
+103 |
Oct07 |
060818 |
8.750 |
8.766 |
8.750 |
8.766 |
+0.034 |
6,358 |
28,388 |
+529 |
Nov07 |
060818 |
9.780 |
9.780 |
9.691 |
9.691 |
+0.029 |
1,680 |
15,248 |
+773 |
Dec07 |
060818 |
10.750 |
10.750 |
10.586 |
10.586 |
+0.019 |
1,163 |
29,905 |
+143 |
Total Volume and Open Interest |
91,261 |
943,164 |
-4,676 |
Brent Crude Oil(ICE) |
Oct06 |
060818 |
71.72 |
72.65 |
71.35 |
72.30 |
+0.72 |
84,130 |
114,931 |
-12,765 |
Nov06 |
060818 |
72.64 |
73.29 |
72.03 |
72.93 |
+0.64 |
33,534 |
100,324 |
+1,598 |
Dec06 |
060818 |
73.24 |
73.75 |
72.63 |
73.43 |
+0.57 |
20,553 |
67,654 |
-867 |
Jan07 |
060818 |
73.56 |
74.25 |
73.20 |
73.91 |
+0.52 |
6,429 |
23,125 |
+872 |
Feb07 |
060818 |
74.25 |
74.75 |
73.91 |
74.33 |
+0.48 |
1,039 |
21,209 |
+1,674 |
Mar07 |
060818 |
74.59 |
75.00 |
74.44 |
74.63 |
+0.43 |
1,658 |
12,751 |
+172 |
Apr07 |
060818 |
75.05 |
75.16 |
74.61 |
74.85 |
+0.41 |
430 |
16,007 |
+249 |
May07 |
060818 |
74.86 |
75.34 |
74.85 |
75.07 |
+0.42 |
123 |
9,723 |
-250 |
Jun07 |
060818 |
75.23 |
75.58 |
74.67 |
75.17 |
+0.40 |
1,907 |
19,754 |
+49 |
Jul07 |
060818 |
75.19 |
75.25 |
75.19 |
75.25 |
+0.36 |
0 |
1,224 |
+0 |
Aug07 |
060818 |
75.45 |
75.45 |
75.25 |
75.25 |
+0.37 |
0 |
1,315 |
+0 |
Sep07 |
060818 |
75.47 |
75.47 |
75.23 |
75.23 |
+0.36 |
0 |
1,665 |
+0 |
Oct07 |
060818 |
75.35 |
75.40 |
75.18 |
75.18 |
+0.35 |
0 |
315 |
+0 |
Nov07 |
060818 |
75.29 |
75.29 |
75.10 |
75.10 |
+0.33 |
0 |
8,462 |
+1 |
Total Volume and Open Interest |
158,476 |
476,074 |
-23,652 |
Gas Oil(ICE) |
Sep06 |
060818 |
637.00 |
645.00 |
632.25 |
637.75 |
+2.25 |
35,711 |
57,724 |
+894 |
Oct06 |
060818 |
644.75 |
652.25 |
639.75 |
645.25 |
+2.25 |
19,021 |
52,371 |
-290 |
Nov06 |
060818 |
651.50 |
659.00 |
649.50 |
652.50 |
+2.00 |
8,902 |
19,263 |
-279 |
Dec06 |
060818 |
659.00 |
665.50 |
656.75 |
659.75 |
+1.75 |
6,932 |
35,759 |
+263 |
Jan07 |
060818 |
668.75 |
671.75 |
664.50 |
666.50 |
+1.75 |
2,652 |
18,344 |
+837 |
Feb07 |
060818 |
673.00 |
676.75 |
670.25 |
671.00 |
+1.50 |
712 |
6,215 |
+311 |
Mar07 |
060818 |
673.50 |
676.75 |
670.25 |
671.00 |
+1.50 |
50 |
6,675 |
+50 |
Apr07 |
060818 |
669.25 |
669.25 |
669.25 |
669.25 |
+1.50 |
0 |
2,350 |
+0 |
May07 |
060818 |
667.50 |
667.50 |
667.50 |
667.50 |
+1.50 |
0 |
1,100 |
+0 |
Jun07 |
060818 |
669.25 |
669.25 |
662.25 |
665.25 |
+1.25 |
1,306 |
20,390 |
-35 |
Total Volume and Open Interest |
77,891 |
251,778 |
+1,681 |
US Dollar Index(NYBOT) |
Sep06 |
060818 |
84.86 |
85.20 |
84.80 |
84.98 |
+0.05 |
1,800 |
16,407 |
+320 |
Dec06 |
060818 |
84.53 |
84.80 |
84.53 |
84.61 |
+0.05 |
40 |
2,415 |
+42 |
Mar07 |
060818 |
84.26 |
84.26 |
84.26 |
84.26 |
+0.05 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,840 |
18,833 |
+362 |
Australian Dollar(CME) |
Sep06 |
060818 |
75.73 |
75.91 |
75.58 |
75.77 |
-0.26 |
2,745 |
70,338 |
-1,415 |
Dec06 |
060818 |
75.65 |
75.67 |
75.63 |
75.63 |
-0.26 |
0 |
961 |
-65 |
Mar07 |
060818 |
75.50 |
75.50 |
75.50 |
75.50 |
-0.26 |
0 |
108 |
+0 |
Total Volume and Open Interest |
2,745 |
71,413 |
-1,480 |
British Pound(CME) |
Sep06 |
060818 |
188.14 |
188.48 |
187.83 |
188.15 |
-0.31 |
3,615 |
129,108 |
-6,169 |
Dec06 |
060818 |
188.38 |
188.38 |
188.38 |
188.38 |
-0.31 |
36 |
827 |
+184 |
Mar07 |
060818 |
188.52 |
188.52 |
188.52 |
188.52 |
-0.31 |
0 |
124 |
+101 |
Total Volume and Open Interest |
3,651 |
130,060 |
-5,884 |
Canadian Dollar(CME) |
Sep06 |
060818 |
89.13 |
89.25 |
88.78 |
88.89 |
-0.37 |
3,989 |
82,808 |
+366 |
Dec06 |
060818 |
89.27 |
89.52 |
89.15 |
89.15 |
-0.37 |
41 |
3,887 |
+310 |
Mar07 |
060818 |
89.42 |
89.42 |
89.42 |
89.42 |
-0.37 |
6 |
350 |
-8 |
Jun07 |
060818 |
89.80 |
89.80 |
89.69 |
89.69 |
-0.37 |
6 |
263 |
+0 |
Total Volume and Open Interest |
4,043 |
87,483 |
+668 |
Japanese Yen(CME) |
Sep06 |
060818 |
86.65 |
86.92 |
86.62 |
86.65 |
+0.08 |
6,974 |
201,402 |
+5,993 |
Dec06 |
060818 |
87.74 |
87.74 |
87.74 |
87.74 |
+0.08 |
0 |
23,744 |
+2,744 |
Mar07 |
060818 |
88.82 |
88.82 |
88.82 |
88.82 |
+0.08 |
0 |
60 |
+0 |
Total Volume and Open Interest |
6,974 |
225,229 |
+8,737 |
Swiss Franc(CME) |
Sep06 |
060818 |
81.12 |
81.51 |
81.12 |
81.35 |
-0.03 |
1,968 |
64,894 |
-58 |
Dec06 |
060818 |
82.10 |
82.10 |
82.10 |
82.10 |
-0.04 |
0 |
1,155 |
+200 |
Mar07 |
060818 |
82.84 |
82.84 |
82.84 |
82.84 |
-0.04 |
0 |
81 |
-1 |
Total Volume and Open Interest |
1,968 |
66,162 |
+141 |
EuroFX(CME) |
Sep06 |
060818 |
128.17 |
128.65 |
128.03 |
128.49 |
-0.01 |
2,322 |
177,557 |
+1,280 |
Dec06 |
060818 |
128.99 |
129.16 |
128.98 |
129.16 |
-0.01 |
84 |
2,245 |
-1 |
Mar07 |
060818 |
129.73 |
129.73 |
129.73 |
129.73 |
-0.01 |
0 |
161 |
+0 |
Total Volume and Open Interest |
2,406 |
180,040 |
+1,279 |
Mexican Peso(CME) |
Sep06 |
060818 |
9240.0 |
9250.0 |
9197.0 |
9232.0 |
-20.0 |
3,598 |
63,285 |
-3,884 |
Dec06 |
060818 |
5.4 |
5.4 |
5.4 |
5.4 |
-0.3 |
7 |
23,143 |
-4 |
Total Volume and Open Interest |
3,617 |
88,116 |
-3,898 |
30-Year T-Bonds(CBOT) |
Sep06 |
060818 |
109~10 |
109~22 |
109~08 |
109~20 |
+0~10 |
278,875 |
766,840 |
-17,322 |
Dec06 |
060818 |
109~20 |
110~00 |
109~19 |
109~30 |
+0~11 |
11,174 |
46,046 |
+12,893 |
Mar07 |
060818 |
109~25 |
109~25 |
109~25 |
109~25 |
+0~11 |
2 |
31 |
+10 |
Total Volume and Open Interest |
290,051 |
812,932 |
-4,419 |
10-Year T-Notes(CBOT) |
Sep06 |
060818 |
106~210 |
106~285 |
106~190 |
106~275 |
+0~065 |
845,694 |
2,118,609 |
-18,672 |
Dec06 |
060818 |
106~235 |
106~295 |
106~200 |
106~275 |
+0~065 |
29,686 |
175,676 |
+31,436 |
Total Volume and Open Interest |
875,380 |
2,294,422 |
+12,774 |
5-Year T-Notes(CBOT) |
Sep06 |
060818 |
104~190 |
104~230 |
104~180 |
104~220 |
+0~040 |
425,484 |
0 |
+0 |
Dec06 |
060818 |
104~215 |
104~245 |
104~215 |
104~245 |
+0~045 |
4,919 |
0 |
-60,453 |
Total Volume and Open Interest |
430,403 |
|
|
2 Year T-Notes(CBOT) |
Sep06 |
060818 |
101~108 |
101~113 |
101~106 |
101~112 |
+0~004 |
3,334 |
665,333 |
-4,385 |
Dec06 |
060818 |
101~120 |
101~124 |
101~120 |
101~124 |
+0~007 |
2,485 |
40,723 |
+6,752 |
Total Volume and Open Interest |
5,819 |
706,056 |
+20,581 |
Eurodollars(CME) |
Sep06 |
060818 |
94.575 |
94.580 |
94.573 |
94.577 |
+0.005 |
81,792 |
1,418,487 |
-13,714 |
Dec06 |
060818 |
94.550 |
94.560 |
94.540 |
94.560 |
+0.015 |
96,687 |
1,574,912 |
-15,919 |
Mar07 |
060818 |
94.660 |
94.670 |
94.645 |
94.670 |
+0.020 |
72,355 |
1,234,292 |
+26,010 |
Jun07 |
060818 |
94.800 |
94.825 |
94.785 |
94.815 |
+0.025 |
63,633 |
1,087,601 |
+38,109 |
Sep07 |
060818 |
94.915 |
94.940 |
94.905 |
94.935 |
+0.030 |
37,439 |
1,111,538 |
+21,783 |
Dec07 |
060818 |
94.975 |
95.000 |
94.965 |
94.995 |
+0.035 |
35,766 |
881,794 |
+35,765 |
Mar08 |
060818 |
94.995 |
95.025 |
94.985 |
95.020 |
+0.040 |
41,498 |
591,449 |
+19,250 |
Jun08 |
060818 |
94.995 |
95.020 |
94.985 |
95.020 |
+0.040 |
26,751 |
407,907 |
+12,363 |
Sep08 |
060818 |
94.975 |
95.000 |
94.970 |
95.000 |
+0.035 |
14,563 |
298,828 |
+13,417 |
Dec08 |
060818 |
94.940 |
94.965 |
94.935 |
94.965 |
+0.035 |
17,852 |
294,034 |
+7,341 |
Mar09 |
060818 |
94.910 |
94.940 |
94.910 |
94.940 |
+0.035 |
13,078 |
267,058 |
+9,695 |
Jun09 |
060818 |
94.880 |
94.900 |
94.870 |
94.900 |
+0.035 |
15,328 |
198,740 |
+8,646 |
Sep09 |
060818 |
94.830 |
94.865 |
94.830 |
94.860 |
+0.035 |
5,711 |
128,755 |
-938 |
Dec09 |
060818 |
94.790 |
94.820 |
94.790 |
94.815 |
+0.035 |
6,467 |
118,291 |
-905 |
Mar10 |
060818 |
94.765 |
94.790 |
94.765 |
94.785 |
+0.035 |
3,378 |
105,611 |
+227 |
Jun10 |
060818 |
94.725 |
94.750 |
94.725 |
94.745 |
+0.035 |
11,832 |
102,591 |
+7,868 |
Sep10 |
060818 |
94.685 |
94.710 |
94.685 |
94.710 |
+0.035 |
3,546 |
99,437 |
+2,237 |
Dec10 |
060818 |
94.645 |
94.665 |
94.645 |
94.665 |
+0.035 |
6,558 |
74,913 |
+758 |
Total Volume and Open Interest |
570,789 |
10,220,529 |
+94,262 |
3-Mth Euro-Yen(CME) |
Sep06 |
060818 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.01 |
2,531 |
13,321 |
+2,011 |
Dec06 |
060818 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
672 |
14,529 |
+595 |
Mar07 |
060818 |
99.15 |
99.16 |
99.15 |
99.16 |
unch |
8 |
5,987 |
+2 |
Jun07 |
060818 |
99.02 |
99.02 |
99.02 |
99.02 |
-0.01 |
1,479 |
7,928 |
+1,388 |
Sep07 |
060818 |
98.90 |
98.90 |
98.90 |
98.90 |
unch |
0 |
1,866 |
+188 |
Dec07 |
060818 |
98.77 |
98.77 |
98.77 |
98.77 |
-0.01 |
0 |
2,612 |
-25 |
Mar08 |
060818 |
98.67 |
98.67 |
98.67 |
98.67 |
unch |
0 |
990 |
+0 |
Jun08 |
060818 |
98.59 |
98.59 |
98.59 |
98.59 |
unch |
1,418 |
1,929 |
+1,174 |
Sep08 |
060818 |
98.47 |
98.47 |
98.47 |
98.47 |
-0.02 |
0 |
7 |
+0 |
Dec08 |
060818 |
98.35 |
98.35 |
98.35 |
98.35 |
-0.02 |
0 |
4 |
+0 |
Total Volume and Open Interest |
6,108 |
49,179 |
+5,333 |
3-Mth Euro-Yen(SIMEX) |
Sep06 |
060818 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
200 |
60,576 |
-869 |
Dec06 |
060818 |
99.33 |
99.33 |
99.32 |
99.32 |
-0.01 |
802 |
97,812 |
-745 |
Mar07 |
060818 |
99.15 |
99.15 |
99.15 |
99.15 |
-0.01 |
62 |
62,543 |
+1,190 |
Jun07 |
060818 |
99.03 |
99.03 |
99.02 |
99.02 |
-0.01 |
82 |
30,906 |
+2,111 |
Sep07 |
060818 |
98.90 |
98.90 |
98.89 |
98.89 |
-0.01 |
0 |
17,480 |
+552 |
Dec07 |
060818 |
98.77 |
98.77 |
98.77 |
98.77 |
-0.02 |
446 |
47,727 |
+811 |
Mar08 |
060818 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.02 |
0 |
21,519 |
+95 |
Jun08 |
060818 |
98.56 |
98.56 |
98.56 |
98.56 |
-0.02 |
0 |
1,684 |
+55 |
Total Volume and Open Interest |
1,592 |
341,338 |
+3,200 |
German Euro-Bund(EUREX) |
Sep06 |
060818 |
116.84 |
117.04 |
116.65 |
116.99 |
+0.16 |
1,045,747 |
1,481,032 |
-23,522 |
Dec06 |
060818 |
116.08 |
116.33 |
116.00 |
116.30 |
+0.15 |
3,960 |
26,167 |
+3,570 |
Mar07 |
060818 |
116.16 |
116.20 |
116.16 |
116.18 |
+0.17 |
1,035 |
11 |
+0 |
Total Volume and Open Interest |
1,050,742 |
1,507,210 |
-19,952 |
German Euro-Bobl(EUREX) |
Sep06 |
060704 |
109.03 |
109.14 |
109.01 |
109.09 |
-0.40 |
599,908 |
709,345 |
+222,612 |
Dec06 |
060818 |
109.13 |
109.25 |
109.13 |
109.25 |
+0.03 |
227 |
6,961 |
+25 |
Mar07 |
060818 |
109.03 |
109.03 |
109.03 |
109.03 |
+0.03 |
|
|
|
Total Volume and Open Interest |
458,940 |
977,166 |
-16,559 |
Long Gilt(LIFFE) |
Sep06 |
060818 |
109~10 |
109~23 |
109~08 |
109~21 |
+0~12 |
74,835 |
267,941 |
-6,847 |
Dec06 |
060818 |
109~04 |
109~14 |
109~04 |
109~14 |
+0~12 |
5 |
2,018 |
+995 |
Total Volume and Open Interest |
74,840 |
269,959 |
-5,852 |
3-Mth Short Sterling(LIFFE) |
Sep06 |
060818 |
94.99 |
94.99 |
94.99 |
94.99 |
unch |
100,204 |
419,054 |
+19,731 |
Dec06 |
060818 |
94.84 |
94.84 |
94.84 |
94.84 |
unch |
131,446 |
395,496 |
+8,927 |
Mar07 |
060818 |
94.78 |
94.78 |
94.78 |
94.78 |
+0.01 |
117,942 |
390,050 |
+6,791 |
Total Volume and Open Interest |
724,375 |
2,258,845 |
+85,037 |
3-Mth Euribor(LIFFE) |
Sep06 |
060818 |
96.655 |
96.660 |
96.655 |
96.660 |
unch |
37,249 |
588,501 |
-8,965 |
Dec06 |
060818 |
96.320 |
96.330 |
96.315 |
96.325 |
-0.005 |
135,803 |
767,338 |
-2,214 |
Mar07 |
060818 |
96.190 |
96.190 |
96.170 |
96.185 |
-0.010 |
165,399 |
627,721 |
+10,750 |
Total Volume and Open Interest |
779,646 |
3,758,076 |
+37,710 |
3-Mth Aus T-Bills(SFE) |
Sep06 |
060818 |
93.78 |
93.81 |
93.77 |
93.80 |
+0.01 |
9,849 |
111,256 |
-1,182 |
Dec06 |
060818 |
93.65 |
93.70 |
93.64 |
93.70 |
+0.02 |
49,216 |
311,141 |
+14,795 |
Mar07 |
060818 |
93.61 |
93.67 |
93.61 |
93.67 |
+0.03 |
20,488 |
124,045 |
+10,382 |
Jun07 |
060818 |
93.63 |
93.70 |
93.63 |
93.70 |
+0.04 |
3,563 |
55,015 |
+79 |
Sep07 |
060818 |
93.66 |
93.72 |
93.66 |
93.72 |
+0.04 |
536 |
30,874 |
+273 |
Dec07 |
060818 |
93.65 |
93.73 |
93.65 |
93.73 |
+0.03 |
2,397 |
29,346 |
-310 |
Mar08 |
060818 |
93.65 |
93.73 |
93.65 |
93.73 |
+0.04 |
846 |
12,575 |
-1,219 |
Jun08 |
060818 |
93.69 |
93.72 |
93.69 |
93.72 |
+0.04 |
301 |
10,132 |
+1,844 |
Sep08 |
060818 |
93.69 |
93.70 |
93.69 |
93.70 |
+0.04 |
101 |
1,860 |
-1 |
Dec08 |
060818 |
93.69 |
93.69 |
93.69 |
93.69 |
+0.04 |
100 |
1,135 |
-50 |
Total Volume and Open Interest |
87,401 |
689,572 |
+24,610 |
10-Year Aus T-Bonds(SFE) |
Sep06 |
060818 |
94.19 |
94.25 |
94.18 |
94.23 |
+0.04 |
41,689 |
373,859 |
+8,842 |
Dec06 |
060818 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.04 |
|
|
|
Total Volume and Open Interest |
41,689 |
373,859 |
+8,842 |
3-Year Aus T-Bonds(SFE) |
Sep06 |
060818 |
94.09 |
94.16 |
94.08 |
94.14 |
+0.03 |
116,587 |
508,563 |
+25,568 |
Dec06 |
060818 |
94.14 |
94.14 |
94.14 |
94.14 |
+0.03 |
|
|
|
Total Volume and Open Interest |
116,587 |
508,563 |
+25,568 |
Gold(CMX) |
Aug06 |
060818 |
612.5 |
613.0 |
609.0 |
612.1 |
-3.3 |
295 |
957 |
-248 |
Oct06 |
060818 |
618.0 |
623.0 |
610.2 |
615.8 |
-3.5 |
1,331 |
22,982 |
-711 |
Dec06 |
060818 |
624.8 |
628.8 |
616.5 |
621.7 |
-3.6 |
43,978 |
200,938 |
-5,490 |
Feb07 |
060818 |
628.0 |
629.0 |
624.6 |
627.7 |
-3.7 |
838 |
20,111 |
+470 |
Apr07 |
060818 |
639.0 |
639.5 |
632.5 |
633.6 |
-3.9 |
78 |
2,713 |
+139 |
Jun07 |
060818 |
640.0 |
640.0 |
639.0 |
639.4 |
-3.9 |
39 |
18,592 |
+44 |
Aug07 |
060818 |
645.2 |
645.2 |
645.2 |
645.2 |
-4.0 |
6 |
1,413 |
+86 |
Oct07 |
060818 |
651.0 |
651.0 |
651.0 |
651.0 |
-4.0 |
0 |
3,000 |
+0 |
Dec07 |
060818 |
659.0 |
659.0 |
653.5 |
656.8 |
-4.1 |
176 |
20,316 |
-30 |
Feb08 |
060818 |
662.5 |
662.5 |
662.5 |
662.5 |
-4.1 |
250 |
1,348 |
+0 |
Apr08 |
060818 |
12.8 |
12.8 |
12.8 |
12.8 |
-4.1 |
50 |
50 |
+50 |
Jun08 |
060818 |
674.0 |
674.0 |
674.0 |
674.0 |
-4.2 |
200 |
1,324 |
+200 |
Total Volume and Open Interest |
47,471 |
308,065 |
-5,262 |
Silver(CMX) |
Sep06 |
060818 |
1204.0 |
1214.0 |
1186.0 |
1203.0 |
+3.5 |
12,578 |
42,048 |
-184 |
Dec06 |
060818 |
1219.0 |
1231.0 |
1202.0 |
1219.9 |
+3.5 |
3,207 |
39,060 |
+2,215 |
Mar07 |
060818 |
1221.0 |
1233.2 |
1220.0 |
1233.2 |
+3.5 |
9 |
10,814 |
+4 |
May07 |
060818 |
1239.2 |
1239.2 |
1239.2 |
1239.2 |
+3.5 |
0 |
2,904 |
+0 |
Jul07 |
060818 |
1230.0 |
1244.6 |
1230.0 |
1244.6 |
+3.5 |
2 |
8,393 |
+1 |
Sep07 |
060818 |
1247.9 |
1247.9 |
1247.9 |
1247.9 |
+3.5 |
50 |
858 |
-39 |
Dec07 |
060818 |
1247.0 |
1253.6 |
1245.0 |
1253.6 |
+3.5 |
11 |
3,860 |
+6 |
Total Volume and Open Interest |
16,043 |
113,575 |
+2,217 |
Platinum(NYM) |
Oct06 |
060818 |
1218.2 |
1229.0 |
1218.2 |
1223.6 |
-9.7 |
908 |
9,253 |
+126 |
Jan07 |
060818 |
1236.0 |
1236.0 |
1226.0 |
1231.6 |
-9.7 |
71 |
885 |
+70 |
Apr07 |
060818 |
1236.6 |
1236.6 |
1236.6 |
1236.6 |
-7.7 |
|
|
|
Jul07 |
060818 |
586.2 |
586.2 |
586.2 |
586.2 |
-8.2 |
0 |
6 |
+0 |
Total Volume and Open Interest |
979 |
10,144 |
+196 |
Palladium(NYME) |
Sep06 |
060818 |
336.00 |
336.00 |
330.00 |
334.30 |
-1.55 |
1,358 |
8,858 |
-417 |
Dec06 |
060818 |
343.00 |
343.00 |
335.00 |
340.10 |
-1.55 |
667 |
4,214 |
+614 |
Mar07 |
060818 |
343.10 |
343.10 |
343.10 |
343.10 |
-1.55 |
0 |
1 |
+0 |
Total Volume and Open Interest |
2,025 |
13,108 |
+197 |
Copper(CMX) |
Sep06 |
060818 |
339.00 |
346.45 |
339.00 |
343.45 |
+7.70 |
9,900 |
21,891 |
-2,668 |
Dec06 |
060818 |
336.00 |
342.50 |
334.00 |
339.80 |
+8.30 |
5,430 |
35,402 |
+1,611 |
Mar07 |
060818 |
334.00 |
336.00 |
331.00 |
333.20 |
+8.20 |
118 |
3,602 |
+102 |
May07 |
060818 |
328.00 |
328.00 |
327.70 |
327.70 |
+7.70 |
13 |
838 |
+44 |
Jul07 |
060818 |
322.00 |
322.00 |
321.50 |
321.50 |
+7.70 |
15 |
353 |
+9 |
Total Volume and Open Interest |
16,178 |
73,173 |
-1,104 |
Aluminum(CMX) |
Aug06 |
060818 |
112.10 |
112.10 |
112.10 |
112.10 |
+0.70 |
52 |
54 |
+0 |
Sep06 |
060818 |
112.60 |
112.60 |
112.60 |
112.60 |
+0.70 |
52 |
533 |
+50 |
Oct06 |
060818 |
113.05 |
113.05 |
113.05 |
113.05 |
+0.65 |
0 |
40 |
+0 |
Nov06 |
060818 |
113.45 |
113.45 |
113.45 |
113.45 |
+0.60 |
0 |
40 |
+0 |
Dec06 |
060818 |
113.90 |
113.90 |
113.90 |
113.90 |
+0.50 |
0 |
573 |
+0 |
Jan07 |
060818 |
113.45 |
113.45 |
113.45 |
113.45 |
+0.50 |
|
|
|
Total Volume and Open Interest |
105 |
1,257 |
+51 |
DJIA Index(CBOT) |
Sep06 |
060818 |
11355 |
11415 |
11340 |
11409 |
+53 |
4,834 |
55,719 |
+18 |
Dec06 |
060818 |
11445 |
11495 |
11430 |
11495 |
+53 |
18 |
2,153 |
+46 |
Mar07 |
060818 |
11560 |
11560 |
11560 |
11560 |
+53 |
0 |
6 |
+0 |
Jun07 |
060818 |
11631 |
11631 |
11631 |
11631 |
+53 |
|
|
|
Total Volume and Open Interest |
4,852 |
57,878 |
+64 |
S & P 500(CME) |
Sep06 |
060818 |
1302.80 |
1307.50 |
1296.80 |
1307.10 |
+6.10 |
25,152 |
609,679 |
+1,104 |
Dec06 |
060818 |
1308.50 |
1318.40 |
1308.50 |
1318.40 |
+6.10 |
1,275 |
22,316 |
+2,173 |
Mar07 |
060818 |
1329.70 |
1329.70 |
1329.70 |
1329.70 |
+6.10 |
0 |
403 |
-5 |
Jun07 |
060818 |
1341.00 |
1341.00 |
1341.00 |
1341.00 |
+6.10 |
0 |
3,116 |
+0 |
Total Volume and Open Interest |
26,427 |
635,801 |
+3,272 |
S & P 500 E-Mini(Globex) |
Sep06 |
060818 |
1300.75 |
1307.75 |
1296.75 |
1307.00 |
+6.00 |
882,907 |
1,514,857 |
+21,489 |
Dec06 |
060818 |
1308.25 |
1318.50 |
1308.25 |
1318.50 |
+6.25 |
987 |
10,698 |
+851 |
Total Volume and Open Interest |
883,894 |
1,525,555 |
+22,340 |
NASDAQ 100(CME) |
Sep06 |
060818 |
1577.50 |
1585.50 |
1563.50 |
1585.00 |
+7.20 |
10,295 |
58,157 |
-701 |
Dec06 |
060818 |
1595.50 |
1603.30 |
1595.50 |
1603.30 |
+7.30 |
1 |
86 |
+1 |
Mar07 |
060818 |
1619.80 |
1619.80 |
1619.80 |
1619.80 |
+7.30 |
|
|
|
Total Volume and Open Interest |
10,296 |
58,243 |
-700 |
NASDAQ 100 E-Mini(Globex) |
Sep06 |
060818 |
1578.50 |
1585.80 |
1562.50 |
1585.00 |
+7.20 |
378,567 |
440,061 |
+4,747 |
Dec06 |
060818 |
1594.00 |
1603.30 |
1582.50 |
1603.30 |
+7.30 |
195 |
1,107 |
+97 |
Total Volume and Open Interest |
378,762 |
441,168 |
+4,844 |
S & P Midcap 400(CME) |
Sep06 |
060818 |
752.00 |
753.10 |
748.25 |
753.10 |
+2.40 |
59 |
9,693 |
-35 |
Dec06 |
060818 |
760.10 |
760.10 |
760.10 |
760.10 |
+2.40 |
17 |
13 |
+12 |
Mar07 |
060818 |
767.10 |
767.10 |
767.10 |
767.10 |
+2.40 |
|
|
|
Total Volume and Open Interest |
76 |
9,706 |
-23 |
Russell 2000(CME) |
Sep06 |
060818 |
714.00 |
714.30 |
705.80 |
714.30 |
+2.40 |
814 |
44,224 |
+361 |
Dec06 |
060818 |
720.15 |
720.15 |
720.15 |
720.15 |
+2.40 |
0 |
31 |
+0 |
Mar07 |
060818 |
726.00 |
726.00 |
726.00 |
726.00 |
+2.40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
814 |
44,256 |
+361 |
Russell 2000 E-Mini(Globex) |
Sep06 |
060818 |
712.10 |
714.90 |
705.50 |
714.30 |
+2.40 |
137,523 |
466,387 |
-430 |
Dec06 |
060818 |
716.00 |
720.50 |
711.80 |
720.20 |
+2.40 |
157 |
979 |
-16 |
Total Volume and Open Interest |
137,680 |
467,366 |
-446 |
Value Line(KCBT) |
Sep06 |
060818 |
1880.00 |
1880.00 |
1880.00 |
1880.00 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Nikkei 225(CME) |
Sep06 |
060818 |
16100 |
16125 |
16015 |
16125 |
+60 |
|
|
|
Dec06 |
060818 |
16000 |
16085 |
16000 |
16085 |
+45 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Sep06 |
060818 |
16080 |
16180 |
16020 |
16140 |
+85 |
48,720 |
234,628 |
+5,747 |
Dec06 |
060818 |
16040 |
16150 |
16040 |
16065 |
+85 |
362 |
22 |
+18 |
Mar07 |
060818 |
16075 |
16075 |
16075 |
16075 |
+85 |
0 |
1 |
+0 |
Total Volume and Open Interest |
49,082 |
234,652 |
+5,765 |
CAC 40(EURONEXT) |
Aug06 |
060818 |
5145.0 |
5159.0 |
5133.5 |
5151.5 |
+5.0 |
161,322 |
348,113 |
-94,538 |
Sep06 |
060818 |
5156.0 |
5169.5 |
5137.0 |
5145.5 |
-11.5 |
116,807 |
390,850 |
+169,227 |
Oct06 |
060818 |
5168.5 |
5178.0 |
5158.5 |
5160.0 |
-11.5 |
2,102 |
3,355 |
+2,068 |
Total Volume and Open Interest |
280,231 |
751,578 |
+77,057 |
Hang Seng Index(HKFE) |
Aug06 |
060818 |
17400 |
17417 |
17323 |
17335 |
-73 |
37,603 |
128,335 |
+4,485 |
Sep06 |
060818 |
17375 |
17375 |
17282 |
17300 |
-82 |
1,622 |
6,895 |
+570 |
Total Volume and Open Interest |
39,239 |
136,202 |
+5,060 |
DAX(EUREX) |
Sep06 |
060818 |
5845.5 |
5863.0 |
5816.0 |
5830.5 |
-16.5 |
100,555 |
214,404 |
+2,911 |
Dec06 |
060818 |
5888.5 |
5907.0 |
5866.0 |
5879.0 |
-16.5 |
267 |
14,858 |
+109 |
Mar07 |
060818 |
5947.0 |
5965.0 |
5922.0 |
5933.0 |
-16.5 |
167 |
1,713 |
+31 |
Total Volume and Open Interest |
100,989 |
230,975 |
+3,051 |
FT-SE 100(EURONEXT) |
Sep06 |
060818 |
5926.00 |
5950.00 |
5911.50 |
5915.00 |
-0.50 |
49,702 |
443,525 |
-1,142 |
Dec06 |
060818 |
5961.50 |
5984.00 |
5953.00 |
5953.00 |
-0.50 |
64 |
35,014 |
+17 |
Mar07 |
060818 |
5985.50 |
5985.50 |
5969.00 |
5969.00 |
unch |
0 |
1,057 |
+0 |
Total Volume and Open Interest |
49,766 |
481,346 |
-1,125 |
SPI 200(SFE) |
Sep06 |
060818 |
5010.0 |
5032.0 |
4998.0 |
5016.0 |
-2.0 |
21,574 |
258,046 |
+6,913 |
Dec06 |
060818 |
5033.0 |
5033.0 |
5030.0 |
5030.0 |
-2.0 |
107 |
5,460 |
+60 |
Mar07 |
060818 |
5031.0 |
5036.0 |
5031.0 |
5036.0 |
-3.0 |
3 |
2,614 |
+0 |
Total Volume and Open Interest |
21,730 |
269,111 |
+7,017 |
GSCI(CME) |
Sep06 |
060818 |
475.10 |
476.90 |
470.70 |
474.80 |
+2.90 |
562 |
19,656 |
+407 |
Oct06 |
060818 |
488.50 |
488.50 |
488.50 |
488.50 |
+2.40 |
|
|
|
Nov06 |
060818 |
500.00 |
500.00 |
500.00 |
500.00 |
+2.00 |
|
|
|
Total Volume and Open Interest |
562 |
19,656 |
+407 |
Reuters CRB Index(NYBOT) |
Nov06 |
060818 |
392.75 |
392.75 |
390.50 |
391.80 |
+0.55 |
23 |
485 |
-1 |
Jan07 |
060818 |
393.80 |
393.80 |
393.80 |
393.80 |
+0.55 |
0 |
406 |
+0 |
Feb07 |
060818 |
391.80 |
391.80 |
391.80 |
391.80 |
+1.55 |
0 |
14 |
+0 |
Total Volume and Open Interest |
23 |
905 |
+905 |
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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