 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue August 22, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep06 |
060822 |
547.50 |
549.75 |
547.00 |
549.25 |
+1.00 |
5,593 |
33,398 |
-849 |
Nov06 |
060822 |
561.00 |
563.00 |
560.00 |
562.25 |
+1.00 |
20,006 |
231,434 |
+2,800 |
Jan07 |
060822 |
574.50 |
575.50 |
573.25 |
575.50 |
+1.75 |
1,775 |
29,281 |
+667 |
Mar07 |
060822 |
584.25 |
588.00 |
583.75 |
587.25 |
+3.00 |
1,304 |
11,847 |
+93 |
May07 |
060822 |
592.00 |
596.00 |
591.00 |
595.50 |
+3.50 |
403 |
13,547 |
+263 |
Jul07 |
060822 |
601.50 |
605.00 |
601.50 |
605.00 |
+3.50 |
802 |
12,484 |
+262 |
Aug07 |
060822 |
605.00 |
605.00 |
605.00 |
605.00 |
unch |
10 |
23 |
+10 |
Total Volume and Open Interest |
31,439 |
351,846 |
+3,812 |
Soybean Meal(CBOT) |
Sep06 |
060822 |
159.50 |
159.50 |
157.90 |
158.30 |
-1.00 |
6,331 |
32,222 |
-198 |
Oct06 |
060822 |
159.70 |
159.90 |
158.50 |
158.80 |
-0.90 |
3,027 |
23,274 |
+1,015 |
Dec06 |
060822 |
162.20 |
162.20 |
160.40 |
161.10 |
-0.70 |
9,292 |
115,825 |
+860 |
Jan07 |
060822 |
162.90 |
163.40 |
161.80 |
162.20 |
-0.70 |
1,195 |
17,383 |
-65 |
Mar07 |
060822 |
165.80 |
166.40 |
164.60 |
164.90 |
-0.80 |
768 |
12,557 |
-154 |
May07 |
060822 |
168.00 |
168.30 |
166.80 |
167.20 |
-0.50 |
1,333 |
14,716 |
+22 |
Jul07 |
060822 |
170.80 |
171.20 |
169.80 |
170.10 |
-0.40 |
672 |
10,630 |
+188 |
Aug07 |
060822 |
172.30 |
172.50 |
171.30 |
171.30 |
-0.50 |
116 |
2,436 |
+22 |
Total Volume and Open Interest |
23,167 |
236,747 |
+1,911 |
Soybean Oil(CBOT) |
Sep06 |
060822 |
25.18 |
25.51 |
25.17 |
25.48 |
+0.31 |
3,876 |
17,656 |
-202 |
Oct06 |
060822 |
25.45 |
25.78 |
25.43 |
25.68 |
+0.32 |
3,936 |
18,797 |
+1,174 |
Dec06 |
060822 |
25.75 |
26.15 |
25.75 |
26.06 |
+0.30 |
10,182 |
146,628 |
-9 |
Jan07 |
060822 |
26.15 |
26.41 |
26.15 |
26.38 |
+0.30 |
292 |
13,170 |
-13 |
Mar07 |
060822 |
26.56 |
26.77 |
26.53 |
26.77 |
+0.29 |
279 |
9,297 |
-55 |
May07 |
060822 |
26.93 |
27.15 |
26.91 |
27.13 |
+0.33 |
441 |
18,870 |
-64 |
Jul07 |
060822 |
27.30 |
27.50 |
27.25 |
27.50 |
+0.32 |
1,221 |
13,001 |
+17 |
Aug07 |
060822 |
27.50 |
27.65 |
27.45 |
27.65 |
+0.30 |
3 |
2,386 |
-5 |
Total Volume and Open Interest |
21,612 |
262,168 |
+1,029 |
Canola(WCE) |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060822 |
294.2 |
297.4 |
293.7 |
294.0 |
-0.2 |
6,827 |
56,511 |
-773 |
Jan07 |
060822 |
305.0 |
305.0 |
302.8 |
303.1 |
-0.3 |
3,631 |
12,762 |
+3,331 |
Mar07 |
060822 |
310.5 |
311.1 |
310.2 |
310.2 |
+0.4 |
0 |
1,152 |
+0 |
May07 |
060822 |
317.7 |
317.9 |
317.2 |
317.5 |
+0.8 |
1 |
1,235 |
+0 |
Total Volume and Open Interest |
10,710 |
79,772 |
+2,604 |
Corn(CBOT) |
Sep06 |
060822 |
221.00 |
221.25 |
218.50 |
219.50 |
-1.50 |
9,055 |
129,254 |
-4,554 |
Dec06 |
060822 |
237.25 |
237.50 |
234.75 |
236.00 |
-1.50 |
30,388 |
671,577 |
+2,962 |
Mar07 |
060822 |
251.75 |
252.00 |
249.50 |
250.50 |
-1.25 |
3,652 |
145,736 |
+896 |
May07 |
060822 |
261.50 |
261.50 |
259.00 |
259.75 |
-1.50 |
1,254 |
33,270 |
-335 |
Jul07 |
060822 |
269.50 |
270.00 |
267.75 |
268.75 |
-1.25 |
2,564 |
99,987 |
+101 |
Sep07 |
060822 |
276.75 |
276.75 |
275.50 |
276.00 |
-1.25 |
49 |
13,237 |
+29 |
Total Volume and Open Interest |
50,483 |
1,335,307 |
+126 |
Wheat(CBOT) |
Sep06 |
060822 |
365.00 |
366.00 |
358.50 |
359.75 |
-6.00 |
6,764 |
44,748 |
-3,140 |
Dec06 |
060822 |
385.00 |
385.50 |
378.25 |
380.00 |
-5.50 |
20,365 |
258,134 |
+2,404 |
Mar07 |
060822 |
403.50 |
403.50 |
396.00 |
398.00 |
-7.00 |
2,066 |
38,045 |
+158 |
May07 |
060822 |
407.00 |
408.00 |
407.00 |
407.50 |
-6.00 |
114 |
1,491 |
+44 |
Jul07 |
060822 |
420.00 |
420.00 |
413.75 |
415.25 |
-4.75 |
1,883 |
68,954 |
-328 |
Total Volume and Open Interest |
32,248 |
448,458 |
-1,133 |
Wheat(KCBT) |
Sep06 |
060822 |
452.50 |
453.50 |
445.00 |
446.50 |
-7.25 |
3,524 |
22,232 |
-1,095 |
Dec06 |
060822 |
467.75 |
468.00 |
460.50 |
462.50 |
-5.25 |
11,160 |
85,961 |
+1,457 |
Mar07 |
060822 |
475.00 |
475.00 |
468.00 |
469.00 |
-5.50 |
3,405 |
17,801 |
+1,480 |
May07 |
060822 |
469.00 |
469.00 |
461.00 |
461.00 |
-9.00 |
1 |
468 |
+1 |
Jul07 |
060822 |
444.00 |
444.00 |
435.50 |
436.25 |
-7.00 |
4,523 |
30,922 |
+1,005 |
Total Volume and Open Interest |
23,805 |
164,961 |
+3,662 |
Wheat(MGE) |
Sep06 |
060822 |
446.00 |
447.00 |
437.00 |
438.50 |
-8.00 |
1,991 |
10,483 |
-959 |
Dec06 |
060822 |
457.00 |
457.75 |
448.00 |
448.75 |
-8.25 |
3,424 |
27,146 |
-868 |
Mar07 |
060822 |
467.00 |
467.00 |
457.50 |
459.50 |
-6.50 |
217 |
4,924 |
-6 |
May07 |
060822 |
465.00 |
465.00 |
465.00 |
465.00 |
-5.00 |
63 |
563 |
+12 |
Jul07 |
060822 |
466.00 |
466.00 |
464.00 |
466.00 |
-3.00 |
6 |
625 |
-3 |
Total Volume and Open Interest |
5,820 |
50,991 |
-1,852 |
Oats(CBOT) |
Sep06 |
060822 |
175.75 |
175.75 |
174.00 |
174.50 |
-1.25 |
143 |
1,117 |
-32 |
Dec06 |
060822 |
186.00 |
186.00 |
183.50 |
183.50 |
-2.00 |
1,163 |
9,736 |
-545 |
Mar07 |
060822 |
192.00 |
192.50 |
192.00 |
192.00 |
-0.75 |
85 |
337 |
+106 |
May07 |
060822 |
195.00 |
195.00 |
195.00 |
195.00 |
unch |
5 |
11 |
-5 |
Total Volume and Open Interest |
1,410 |
11,259 |
-472 |
Rough Rice(CBOT) |
Sep06 |
060822 |
9.53 |
9.58 |
9.05 |
9.05 |
-0.50 |
264 |
2,569 |
-216 |
Nov06 |
060822 |
9.83 |
9.88 |
9.34 |
9.35 |
-0.49 |
652 |
8,979 |
+111 |
Jan07 |
060822 |
10.07 |
10.07 |
9.58 |
9.59 |
-0.48 |
188 |
1,677 |
+65 |
Mar07 |
060822 |
10.30 |
10.31 |
9.84 |
9.85 |
-0.45 |
56 |
1,874 |
+50 |
Total Volume and Open Interest |
1,161 |
15,678 |
+30 |
Live Cattle(CME) |
Aug06 |
060822 |
87.400 |
87.400 |
86.950 |
87.050 |
-0.475 |
1,839 |
10,245 |
-530 |
Oct06 |
060822 |
91.500 |
91.900 |
91.175 |
91.425 |
-0.225 |
9,523 |
118,892 |
+1,336 |
Dec06 |
060822 |
90.750 |
90.850 |
90.400 |
90.475 |
-0.400 |
4,394 |
35,799 |
+1,017 |
Feb07 |
060822 |
90.875 |
91.200 |
90.800 |
91.200 |
+0.125 |
1,730 |
21,497 |
+636 |
Apr07 |
060822 |
89.750 |
89.950 |
89.650 |
89.900 |
+0.150 |
558 |
11,314 |
+103 |
Jun07 |
060822 |
86.100 |
86.450 |
86.100 |
86.400 |
+0.150 |
219 |
4,617 |
+58 |
Total Volume and Open Interest |
18,368 |
202,936 |
+2,717 |
Feeder Cattle(CME) |
Aug06 |
060822 |
116.200 |
116.400 |
115.850 |
115.975 |
-0.400 |
956 |
5,930 |
-209 |
Sep06 |
060822 |
117.100 |
117.250 |
116.275 |
116.275 |
-0.775 |
754 |
5,295 |
-93 |
Oct06 |
060822 |
117.750 |
118.250 |
117.200 |
117.275 |
-0.675 |
1,700 |
14,351 |
+404 |
Nov06 |
060822 |
117.600 |
117.900 |
117.000 |
117.100 |
-0.775 |
460 |
2,999 |
+108 |
Jan07 |
060822 |
113.425 |
113.600 |
113.175 |
113.500 |
+0.075 |
189 |
2,954 |
+27 |
Mar07 |
060822 |
109.700 |
109.800 |
109.300 |
109.400 |
-0.300 |
30 |
591 |
+7 |
Apr07 |
060822 |
108.900 |
108.900 |
108.600 |
108.600 |
-0.350 |
14 |
151 |
+11 |
Total Volume and Open Interest |
4,113 |
32,427 |
+255 |
Lean Hogs(CME) |
Oct06 |
060822 |
67.050 |
67.400 |
66.600 |
67.000 |
-0.050 |
8,829 |
97,974 |
+521 |
Dec06 |
060822 |
63.975 |
64.200 |
63.225 |
63.425 |
-0.550 |
4,671 |
41,454 |
+527 |
Feb07 |
060822 |
63.300 |
63.475 |
62.650 |
63.200 |
-0.250 |
1,279 |
13,300 |
+38 |
Apr07 |
060822 |
63.125 |
63.125 |
62.550 |
62.675 |
-0.675 |
390 |
9,360 |
+84 |
May07 |
060822 |
65.850 |
66.000 |
65.450 |
66.000 |
-0.200 |
133 |
1,099 |
+61 |
Jun07 |
060822 |
68.175 |
68.200 |
67.500 |
67.725 |
-0.475 |
97 |
2,928 |
+53 |
Jul07 |
060822 |
65.625 |
65.625 |
65.000 |
65.550 |
-0.250 |
65 |
821 |
+32 |
Aug07 |
060822 |
63.150 |
63.150 |
62.400 |
62.700 |
-0.550 |
30 |
327 |
+5 |
Total Volume and Open Interest |
15,553 |
167,321 |
+1,356 |
Pork Bellies(CME) |
Aug06 |
060822 |
85.700 |
85.700 |
85.700 |
85.700 |
-0.300 |
3 |
10 |
-9 |
Feb07 |
060822 |
93.250 |
93.900 |
89.900 |
90.700 |
-2.200 |
292 |
883 |
-28 |
Mar07 |
060822 |
93.000 |
93.000 |
90.050 |
90.050 |
-2.950 |
0 |
6 |
+0 |
May07 |
060822 |
92.750 |
92.750 |
92.750 |
92.750 |
-2.500 |
2 |
7 |
+1 |
Jul07 |
060821 |
93.250 |
93.250 |
93.250 |
93.250 |
unch |
|
|
|
Total Volume and Open Interest |
467 |
942 |
|
Class III Milk(CME) |
Aug06 |
060822 |
10.98 |
10.98 |
10.98 |
10.98 |
-0.09 |
29 |
4,347 |
+1 |
Sep06 |
060822 |
12.20 |
12.20 |
12.05 |
12.08 |
-0.05 |
137 |
5,324 |
+35 |
Oct06 |
060822 |
12.62 |
12.62 |
12.48 |
12.53 |
-0.07 |
68 |
4,541 |
+14 |
Nov06 |
060822 |
12.65 |
12.66 |
12.51 |
12.55 |
-0.07 |
103 |
3,652 |
+22 |
Dec06 |
060822 |
12.62 |
12.62 |
12.55 |
12.58 |
-0.02 |
46 |
3,161 |
-1 |
Total Volume and Open Interest |
560 |
30,342 |
+162 |
Cocoa(NYBOT) |
Sep06 |
060822 |
1470 |
1470 |
1455 |
1460 |
-23 |
355 |
976 |
-305 |
Dec06 |
060822 |
1535 |
1535 |
1518 |
1521 |
-23 |
4,273 |
72,063 |
-200 |
Mar07 |
060822 |
1572 |
1573 |
1559 |
1562 |
-22 |
843 |
22,920 |
+125 |
May07 |
060822 |
1593 |
1595 |
1586 |
1587 |
-21 |
205 |
10,434 |
-64 |
Jul07 |
060822 |
1610 |
1610 |
1610 |
1610 |
-21 |
100 |
4,600 |
+0 |
Sep07 |
060822 |
1630 |
1630 |
1630 |
1630 |
-20 |
50 |
10,335 |
+25 |
Dec07 |
060822 |
1653 |
1653 |
1653 |
1653 |
-22 |
175 |
7,449 |
+130 |
Total Volume and Open Interest |
6,001 |
128,798 |
-289 |
Coffee "C"(NYBOT) |
Sep06 |
060822 |
108.00 |
108.25 |
105.60 |
108.20 |
+1.20 |
11,277 |
12,085 |
-5,960 |
Dec06 |
060822 |
111.25 |
112.90 |
109.70 |
112.60 |
+1.65 |
17,437 |
72,422 |
+3,728 |
Mar07 |
060822 |
115.10 |
116.50 |
113.75 |
116.40 |
+1.65 |
776 |
11,420 |
+101 |
May07 |
060822 |
117.00 |
118.70 |
116.30 |
118.70 |
+1.75 |
109 |
2,981 |
+48 |
Jul07 |
060822 |
119.00 |
120.90 |
119.00 |
120.90 |
+1.75 |
49 |
1,903 |
+17 |
Sep07 |
060822 |
121.35 |
123.10 |
121.25 |
123.10 |
+1.75 |
4 |
2,092 |
+0 |
Total Volume and Open Interest |
29,653 |
104,760 |
-2,066 |
Orange Juice(NYBOT) |
Sep06 |
060822 |
184.00 |
184.00 |
180.90 |
181.10 |
-4.25 |
1,429 |
12,232 |
-271 |
Nov06 |
060822 |
185.00 |
185.00 |
182.50 |
183.00 |
-3.35 |
1,608 |
12,338 |
+526 |
Jan07 |
060822 |
184.00 |
184.00 |
182.40 |
182.40 |
-3.60 |
174 |
4,411 |
+55 |
Mar07 |
060822 |
183.50 |
183.50 |
182.25 |
182.25 |
-3.45 |
130 |
1,562 |
+35 |
May07 |
060822 |
182.25 |
182.25 |
182.25 |
182.25 |
-3.45 |
40 |
341 |
+28 |
Total Volume and Open Interest |
3,384 |
30,928 |
+370 |
Sugar #11(NYBOT) |
Oct06 |
060822 |
12.00 |
12.15 |
11.99 |
12.06 |
-0.08 |
20,832 |
224,930 |
-272 |
Mar07 |
060822 |
12.72 |
12.83 |
12.70 |
12.75 |
-0.07 |
13,336 |
118,418 |
+339 |
May07 |
060822 |
12.90 |
13.00 |
12.86 |
12.94 |
-0.08 |
3,735 |
45,563 |
+521 |
Jul07 |
060822 |
12.93 |
13.10 |
12.92 |
12.96 |
-0.07 |
2,232 |
34,939 |
-15 |
Oct07 |
060822 |
13.14 |
13.16 |
13.07 |
13.12 |
-0.10 |
2,496 |
27,844 |
+157 |
Total Volume and Open Interest |
45,345 |
478,802 |
+1,797 |
Sugar #14(NYBOT) |
Sep06 |
060808 |
21.25 |
22.00 |
21.15 |
21.15 |
-0.10 |
155 |
1,252 |
+0 |
Nov06 |
060822 |
21.30 |
21.39 |
21.25 |
21.34 |
+0.04 |
151 |
2,365 |
-111 |
Jan07 |
060822 |
21.30 |
21.30 |
21.20 |
21.30 |
unch |
10 |
1,948 |
+5 |
Mar07 |
060822 |
21.20 |
21.35 |
21.20 |
21.35 |
+0.10 |
106 |
2,497 |
+100 |
May07 |
060822 |
21.20 |
21.40 |
21.20 |
21.40 |
+0.15 |
2 |
1,593 |
+0 |
Total Volume and Open Interest |
270 |
10,383 |
-5 |
London Cocoa(LCE) |
Sep06 |
060822 |
833 |
835 |
826 |
826 |
-9 |
1,584 |
44,288 |
-737 |
Dec06 |
060822 |
861 |
864 |
854 |
855 |
-8 |
3,066 |
49,349 |
-505 |
Mar07 |
060822 |
881 |
881 |
873 |
873 |
-8 |
1,466 |
40,927 |
+649 |
May07 |
060822 |
893 |
894 |
887 |
887 |
-6 |
496 |
11,796 |
+134 |
Jul07 |
060822 |
905 |
905 |
900 |
900 |
-5 |
123 |
5,718 |
+106 |
Sep07 |
060822 |
915 |
915 |
910 |
911 |
-5 |
138 |
8,552 |
+90 |
Dec07 |
060822 |
927 |
928 |
922 |
923 |
-6 |
228 |
11,349 |
+123 |
Total Volume and Open Interest |
7,120 |
175,496 |
-127 |
London Coffee(LCE) |
Sep06 |
060822 |
1680.00 |
1745.00 |
1660.00 |
1740.00 |
+121.00 |
4,385 |
24,614 |
-2,055 |
Nov06 |
060822 |
1560.00 |
1586.00 |
1535.00 |
1570.00 |
+35.00 |
7,901 |
70,150 |
-463 |
Jan07 |
060822 |
1420.00 |
1458.00 |
1405.00 |
1444.00 |
+44.00 |
2,355 |
27,023 |
+509 |
Mar07 |
060822 |
1389.00 |
1413.00 |
1356.00 |
1376.00 |
+13.00 |
1,206 |
9,259 |
+323 |
May07 |
060822 |
1372.00 |
1381.00 |
1352.00 |
1360.00 |
+7.00 |
59 |
3,490 |
+25 |
Jul07 |
060822 |
1367.00 |
1390.00 |
1342.00 |
1348.00 |
+2.00 |
8 |
784 |
+3 |
Total Volume and Open Interest |
15,918 |
135,885 |
-1,658 |
London Sugar(LCE) |
Aug06 |
060714 |
486.00 |
490.00 |
467.80 |
472.30 |
-13.80 |
3,712 |
4,360 |
-1,637 |
Oct06 |
060822 |
380.00 |
381.10 |
373.00 |
378.00 |
unch |
1,369 |
25,196 |
-294 |
Dec06 |
060822 |
377.00 |
377.90 |
373.10 |
377.90 |
+0.90 |
508 |
12,857 |
-11 |
Mar07 |
060822 |
363.00 |
364.50 |
359.00 |
363.00 |
-0.50 |
1,208 |
14,213 |
+820 |
May07 |
060822 |
370.00 |
371.50 |
365.50 |
369.50 |
-0.60 |
632 |
4,789 |
+220 |
Total Volume and Open Interest |
3,769 |
61,270 |
+733 |
Cotton(NYBOT) |
Oct06 |
060822 |
52.15 |
53.80 |
52.15 |
53.25 |
+1.14 |
233 |
3,479 |
-2 |
Dec06 |
060822 |
54.20 |
55.85 |
54.11 |
55.36 |
+1.28 |
8,565 |
119,307 |
+642 |
Mar07 |
060822 |
57.70 |
59.00 |
57.70 |
58.81 |
+1.27 |
2,377 |
33,964 |
+457 |
May07 |
060822 |
59.50 |
59.75 |
59.50 |
59.75 |
+1.30 |
215 |
1,949 |
+159 |
Jul07 |
060822 |
60.75 |
60.75 |
60.75 |
60.75 |
+1.30 |
110 |
2,636 |
+100 |
Oct07 |
060822 |
61.65 |
61.65 |
61.65 |
61.65 |
+1.20 |
0 |
46 |
+0 |
Total Volume and Open Interest |
11,664 |
169,340 |
+1,505 |
Lumber(CME) |
Sep06 |
060822 |
279.5 |
281.4 |
276.5 |
281.3 |
-1.1 |
518 |
2,412 |
-66 |
Nov06 |
060822 |
281.0 |
282.2 |
279.5 |
280.1 |
-3.5 |
451 |
3,655 |
+81 |
Jan07 |
060822 |
294.2 |
296.1 |
292.7 |
294.6 |
-2.8 |
18 |
190 |
+2 |
Mar07 |
060822 |
300.0 |
301.4 |
297.1 |
299.3 |
-2.2 |
0 |
46 |
+0 |
Total Volume and Open Interest |
1,025 |
6,325 |
+27 |
Crude Oil(NYM) |
Sep06 |
060822 |
72.15 |
72.85 |
72.10 |
72.63 |
+0.18 |
80,336 |
27,338 |
-29,705 |
Oct06 |
060822 |
73.10 |
73.35 |
72.60 |
73.10 |
-0.20 |
90,677 |
249,114 |
+3,483 |
Nov06 |
060822 |
74.05 |
74.30 |
73.65 |
74.04 |
-0.18 |
25,315 |
87,332 |
+1,503 |
Dec06 |
060822 |
74.70 |
75.00 |
74.40 |
74.78 |
-0.17 |
15,775 |
124,650 |
-140 |
Jan07 |
060822 |
75.45 |
75.50 |
75.10 |
75.39 |
-0.16 |
5,193 |
50,898 |
-674 |
Feb07 |
060822 |
75.95 |
76.00 |
75.60 |
75.84 |
-0.15 |
3,771 |
20,550 |
-1,639 |
Mar07 |
060822 |
75.85 |
76.18 |
75.85 |
76.18 |
-0.14 |
4,496 |
31,110 |
+1,148 |
Apr07 |
060822 |
76.50 |
76.50 |
76.43 |
76.43 |
-0.14 |
2,109 |
38,688 |
+832 |
May07 |
060822 |
76.62 |
76.62 |
76.62 |
76.62 |
-0.13 |
5,212 |
24,111 |
-2,182 |
Jun07 |
060822 |
76.65 |
76.74 |
76.65 |
76.74 |
-0.13 |
6,650 |
53,227 |
-87 |
Jul07 |
060822 |
76.80 |
76.80 |
76.80 |
76.80 |
-0.12 |
1,725 |
15,899 |
+402 |
Aug07 |
060822 |
76.83 |
76.83 |
76.83 |
76.83 |
-0.11 |
350 |
8,698 |
+52 |
Sep07 |
060822 |
76.83 |
76.83 |
76.83 |
76.83 |
-0.10 |
200 |
12,585 |
+200 |
Oct07 |
060822 |
76.80 |
76.80 |
76.80 |
76.80 |
-0.09 |
0 |
7,742 |
+0 |
Nov07 |
060822 |
76.76 |
76.76 |
76.76 |
76.76 |
-0.08 |
0 |
10,051 |
+0 |
Dec07 |
060822 |
76.70 |
76.70 |
76.50 |
76.68 |
-0.09 |
2,789 |
121,245 |
-567 |
Total Volume and Open Interest |
251,333 |
1,142,563 |
-24,961 |
Heating Oil(NYM) |
Sep06 |
060822 |
203.25 |
205.70 |
202.70 |
203.66 |
+0.39 |
20,099 |
24,763 |
-1,188 |
Oct06 |
060822 |
208.00 |
210.00 |
207.60 |
208.28 |
+0.27 |
15,680 |
55,942 |
+1,833 |
Nov06 |
060822 |
212.50 |
214.70 |
212.50 |
212.93 |
+0.02 |
2,369 |
21,910 |
+612 |
Dec06 |
060822 |
217.00 |
219.00 |
216.00 |
216.78 |
-0.28 |
3,666 |
19,912 |
+940 |
Jan07 |
060822 |
220.40 |
222.00 |
219.50 |
219.63 |
-0.38 |
1,341 |
17,145 |
-319 |
Feb07 |
060822 |
222.30 |
223.30 |
221.38 |
221.38 |
-0.43 |
244 |
11,196 |
+86 |
Mar07 |
060822 |
221.00 |
221.60 |
220.03 |
220.03 |
-0.53 |
368 |
6,423 |
+175 |
Apr07 |
060822 |
217.20 |
218.00 |
215.83 |
215.83 |
-0.63 |
338 |
5,899 |
-142 |
May07 |
060822 |
210.00 |
210.98 |
210.00 |
210.98 |
-0.68 |
72 |
3,557 |
+29 |
Jun07 |
060822 |
210.50 |
211.35 |
209.48 |
209.48 |
-0.73 |
52 |
11,296 |
+20 |
Jul07 |
060822 |
210.63 |
210.63 |
210.63 |
210.63 |
-0.73 |
0 |
781 |
+0 |
Aug07 |
060822 |
212.63 |
212.63 |
212.63 |
212.63 |
-0.73 |
1 |
820 |
+1 |
Total Volume and Open Interest |
44,230 |
186,345 |
+2,047 |
Unleaded Gas(NYM) |
Sep06 |
060822 |
193.00 |
196.50 |
192.00 |
193.93 |
+0.27 |
15,016 |
23,174 |
-2,627 |
Oct06 |
060822 |
191.25 |
194.00 |
190.50 |
191.67 |
unch |
8,532 |
32,423 |
+1,486 |
Nov06 |
060822 |
190.25 |
192.00 |
189.92 |
189.92 |
unch |
502 |
4,471 |
+89 |
Dec06 |
060822 |
187.25 |
189.00 |
187.25 |
187.32 |
-0.10 |
303 |
8,119 |
-117 |
Jan07 |
060822 |
186.50 |
186.50 |
185.57 |
185.57 |
-0.10 |
224 |
2,470 |
+101 |
Total Volume and Open Interest |
24,577 |
70,657 |
-1,068 |
RBOB Gasoline(NYMEX) |
Sep06 |
060822 |
197.83 |
199.00 |
193.50 |
198.07 |
+0.24 |
4,587 |
10,121 |
-83 |
Oct06 |
060822 |
193.10 |
193.10 |
192.50 |
192.99 |
-0.09 |
4,200 |
25,325 |
+980 |
Nov06 |
060822 |
192.85 |
194.00 |
191.00 |
192.74 |
+0.21 |
1,189 |
11,805 |
+54 |
Dec06 |
060822 |
191.65 |
192.10 |
191.65 |
191.74 |
+0.41 |
2,659 |
7,951 |
+867 |
Jan07 |
060822 |
194.10 |
194.10 |
192.94 |
192.94 |
+0.41 |
721 |
4,211 |
+662 |
Feb07 |
060822 |
197.00 |
197.10 |
195.84 |
195.84 |
+0.41 |
140 |
1,742 |
+49 |
Mar07 |
060822 |
200.75 |
200.75 |
199.24 |
199.24 |
+0.41 |
120 |
1,602 |
+12 |
Apr07 |
060822 |
219.50 |
219.50 |
218.74 |
218.74 |
+0.41 |
142 |
1,203 |
+77 |
May07 |
060822 |
220.99 |
220.99 |
220.99 |
220.99 |
+0.51 |
147 |
1,510 |
+139 |
Jun07 |
060822 |
222.14 |
222.14 |
222.14 |
222.14 |
+0.61 |
20 |
350 |
+5 |
Total Volume and Open Interest |
14,240 |
66,784 |
+2,828 |
e-MiNY RBOB Gasoline(NYMEX) |
Sep06 |
060822 |
198.07 |
198.07 |
198.07 |
198.07 |
+0.24 |
9 |
21 |
-3 |
Oct06 |
060822 |
192.99 |
192.99 |
192.99 |
192.99 |
-0.09 |
0 |
10 |
+0 |
Nov06 |
060822 |
192.74 |
192.74 |
192.74 |
192.74 |
+0.21 |
|
|
|
Dec06 |
060822 |
191.74 |
191.74 |
191.74 |
191.74 |
+0.41 |
|
|
|
Total Volume and Open Interest |
9 |
31 |
-3 |
Natural Gas(NYM) |
Sep06 |
060822 |
6.710 |
7.030 |
6.700 |
7.008 |
+0.384 |
26,519 |
45,901 |
-4,618 |
Oct06 |
060822 |
6.800 |
7.150 |
6.790 |
7.135 |
+0.434 |
30,696 |
110,760 |
+8,824 |
Nov06 |
060822 |
8.800 |
9.060 |
8.780 |
9.060 |
+0.339 |
10,908 |
64,276 |
-1,397 |
Dec06 |
060822 |
10.280 |
10.605 |
10.280 |
10.605 |
+0.354 |
6,966 |
51,588 |
+2,685 |
Jan07 |
060822 |
11.040 |
11.355 |
11.020 |
11.355 |
+0.389 |
4,926 |
51,009 |
+627 |
Feb07 |
060822 |
11.050 |
11.365 |
11.030 |
11.365 |
+0.389 |
76 |
30,616 |
+22 |
Mar07 |
060822 |
10.840 |
11.160 |
10.840 |
11.160 |
+0.394 |
3,263 |
75,825 |
+1,798 |
Apr07 |
060822 |
8.450 |
8.730 |
8.440 |
8.730 |
+0.364 |
2,091 |
59,059 |
+528 |
May07 |
060822 |
8.280 |
8.565 |
8.280 |
8.565 |
+0.364 |
121 |
24,459 |
+16 |
Jun07 |
060822 |
8.300 |
8.645 |
8.300 |
8.645 |
+0.364 |
106 |
14,435 |
+55 |
Jul07 |
060822 |
8.560 |
8.743 |
8.500 |
8.743 |
+0.364 |
40 |
11,364 |
+18 |
Aug07 |
060822 |
8.640 |
8.825 |
8.570 |
8.825 |
+0.364 |
58 |
12,852 |
+33 |
Sep07 |
060822 |
8.700 |
8.920 |
8.700 |
8.920 |
+0.364 |
58 |
11,562 |
-30 |
Oct07 |
060822 |
8.880 |
9.065 |
8.840 |
9.065 |
+0.364 |
7,914 |
33,708 |
+3,530 |
Nov07 |
060822 |
9.690 |
9.985 |
9.690 |
9.985 |
+0.354 |
111 |
15,152 |
-108 |
Dec07 |
060822 |
10.700 |
10.865 |
10.700 |
10.865 |
+0.339 |
11 |
30,870 |
-2 |
Total Volume and Open Interest |
101,601 |
945,784 |
+15,041 |
Brent Crude Oil(ICE) |
Oct06 |
060822 |
73.50 |
73.79 |
72.96 |
73.24 |
-0.14 |
77,931 |
121,891 |
+2,245 |
Nov06 |
060822 |
74.34 |
74.42 |
73.74 |
74.04 |
-0.07 |
35,916 |
102,506 |
+406 |
Dec06 |
060822 |
74.88 |
74.93 |
74.29 |
74.71 |
+0.05 |
24,139 |
64,479 |
-2,877 |
Jan07 |
060822 |
75.28 |
75.38 |
74.85 |
75.24 |
+0.11 |
6,274 |
23,858 |
+186 |
Feb07 |
060822 |
75.50 |
75.77 |
75.29 |
75.66 |
+0.12 |
2,748 |
21,565 |
-7 |
Mar07 |
060822 |
75.75 |
76.07 |
75.60 |
75.94 |
+0.13 |
988 |
13,218 |
+365 |
Apr07 |
060822 |
76.21 |
76.21 |
76.02 |
76.12 |
+0.13 |
216 |
15,942 |
-122 |
May07 |
060822 |
76.19 |
76.43 |
76.19 |
76.25 |
+0.13 |
192 |
9,753 |
-74 |
Jun07 |
060822 |
76.19 |
76.53 |
75.95 |
76.33 |
+0.13 |
1,281 |
18,452 |
-869 |
Jul07 |
060822 |
76.41 |
76.57 |
76.41 |
76.41 |
+0.15 |
129 |
1,253 |
+29 |
Aug07 |
060822 |
76.42 |
76.42 |
76.42 |
76.42 |
+0.16 |
550 |
1,694 |
+379 |
Sep07 |
060822 |
76.41 |
76.41 |
76.41 |
76.41 |
+0.17 |
0 |
1,699 |
+0 |
Oct07 |
060822 |
76.35 |
76.35 |
76.35 |
76.35 |
+0.16 |
0 |
425 |
+0 |
Nov07 |
060822 |
76.21 |
76.28 |
76.21 |
76.28 |
+0.15 |
0 |
8,462 |
+0 |
Total Volume and Open Interest |
158,608 |
486,824 |
+1,335 |
Gas Oil(ICE) |
Sep06 |
060822 |
653.00 |
656.50 |
648.50 |
651.75 |
+3.00 |
35,461 |
58,200 |
+45 |
Oct06 |
060822 |
658.75 |
661.50 |
654.75 |
657.75 |
+2.75 |
24,135 |
53,782 |
+775 |
Nov06 |
060822 |
664.25 |
667.00 |
660.75 |
663.25 |
+2.25 |
10,085 |
19,797 |
-691 |
Dec06 |
060822 |
670.00 |
672.50 |
666.75 |
668.75 |
+2.00 |
9,693 |
36,181 |
-723 |
Jan07 |
060822 |
674.25 |
678.50 |
673.00 |
674.75 |
+1.75 |
4,298 |
18,864 |
+7 |
Feb07 |
060822 |
677.50 |
680.75 |
677.50 |
678.75 |
+1.75 |
2,467 |
6,834 |
+92 |
Mar07 |
060822 |
678.25 |
680.50 |
677.50 |
678.50 |
+1.50 |
1,095 |
7,355 |
+445 |
Apr07 |
060822 |
676.25 |
676.25 |
676.25 |
676.25 |
+1.50 |
0 |
2,350 |
+0 |
May07 |
060822 |
673.75 |
673.75 |
673.75 |
673.75 |
+1.50 |
0 |
1,100 |
+0 |
Jun07 |
060822 |
671.75 |
674.75 |
670.50 |
671.25 |
+1.50 |
1,906 |
19,411 |
-829 |
Total Volume and Open Interest |
90,646 |
255,166 |
-1,078 |
US Dollar Index(NYBOT) |
Sep06 |
060822 |
84.67 |
85.19 |
84.64 |
85.08 |
+0.55 |
2,341 |
17,070 |
+738 |
Dec06 |
060822 |
84.27 |
84.75 |
84.27 |
84.71 |
+0.55 |
42 |
2,430 |
+5 |
Mar07 |
060822 |
84.36 |
84.36 |
84.36 |
84.36 |
+0.55 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,383 |
19,511 |
+743 |
Australian Dollar(CME) |
Sep06 |
060822 |
76.20 |
76.27 |
76.14 |
76.15 |
-0.14 |
1,024 |
61,145 |
-700 |
Dec06 |
060822 |
76.10 |
76.10 |
76.01 |
76.01 |
-0.14 |
5 |
976 |
+18 |
Mar07 |
060822 |
75.88 |
75.88 |
75.88 |
75.88 |
-0.14 |
0 |
108 |
+0 |
Total Volume and Open Interest |
1,029 |
62,235 |
-682 |
British Pound(CME) |
Sep06 |
060822 |
188.95 |
189.14 |
188.69 |
188.78 |
-0.74 |
2,030 |
129,267 |
+4,739 |
Dec06 |
060822 |
189.31 |
189.31 |
189.01 |
189.01 |
-0.74 |
1 |
878 |
+12 |
Mar07 |
060822 |
189.15 |
189.15 |
189.15 |
189.15 |
-0.74 |
0 |
124 |
+0 |
Total Volume and Open Interest |
2,031 |
130,270 |
+4,751 |
Canadian Dollar(CME) |
Sep06 |
060822 |
89.56 |
89.80 |
89.55 |
89.66 |
+0.05 |
1,365 |
84,591 |
-1,651 |
Dec06 |
060822 |
89.90 |
90.02 |
89.89 |
89.92 |
+0.05 |
3 |
4,203 |
+165 |
Mar07 |
060822 |
90.19 |
90.19 |
90.19 |
90.19 |
+0.05 |
3 |
349 |
+2 |
Jun07 |
060822 |
90.50 |
90.50 |
90.46 |
90.46 |
+0.05 |
0 |
263 |
+0 |
Total Volume and Open Interest |
1,371 |
89,581 |
-1,484 |
Japanese Yen(CME) |
Sep06 |
060822 |
86.19 |
86.25 |
85.85 |
86.09 |
-0.57 |
1,175 |
196,457 |
+5,186 |
Dec06 |
060822 |
87.18 |
87.18 |
87.18 |
87.18 |
-0.57 |
5 |
21,036 |
+81 |
Mar07 |
060822 |
88.26 |
88.26 |
88.26 |
88.26 |
-0.57 |
0 |
60 |
+0 |
Total Volume and Open Interest |
1,180 |
217,576 |
+5,267 |
Swiss Franc(CME) |
Sep06 |
060822 |
81.43 |
81.46 |
81.13 |
81.21 |
-0.78 |
7,107 |
66,508 |
+1,286 |
Dec06 |
060822 |
82.24 |
82.24 |
81.94 |
81.96 |
-0.78 |
1 |
1,152 |
+34 |
Mar07 |
060822 |
82.70 |
82.70 |
82.70 |
82.70 |
-0.78 |
0 |
81 |
+0 |
Total Volume and Open Interest |
7,108 |
67,773 |
+1,320 |
EuroFX(CME) |
Sep06 |
060822 |
128.31 |
128.42 |
128.07 |
128.19 |
-1.03 |
3,383 |
180,052 |
+2,603 |
Dec06 |
060822 |
129.03 |
129.03 |
128.86 |
128.86 |
-1.03 |
9 |
3,039 |
+571 |
Mar07 |
060822 |
129.43 |
129.43 |
129.43 |
129.43 |
-1.03 |
7 |
164 |
+3 |
Total Volume and Open Interest |
3,410 |
183,339 |
+3,184 |
Mexican Peso(CME) |
Sep06 |
060822 |
9240.0 |
9255.0 |
9190.0 |
9210.0 |
-45.0 |
2,004 |
60,260 |
-3,413 |
Dec06 |
060822 |
1.9 |
1.9 |
3.1 |
3.1 |
+0.9 |
0 |
23,142 |
-4 |
Total Volume and Open Interest |
2,004 |
85,093 |
-3,417 |
30-Year T-Bonds(CBOT) |
Sep06 |
060822 |
109~25 |
110~00 |
109~21 |
109~28 |
+0~03 |
168,348 |
764,249 |
-5,435 |
Dec06 |
060822 |
110~04 |
110~10 |
110~00 |
110~06 |
+0~03 |
8,610 |
52,909 |
+5,514 |
Mar07 |
060822 |
110~01 |
110~01 |
110~01 |
110~01 |
+0~03 |
1 |
32 |
+1 |
Total Volume and Open Interest |
176,959 |
817,205 |
+80 |
10-Year T-Notes(CBOT) |
Sep06 |
060822 |
106~305 |
107~025 |
106~265 |
106~310 |
+0~010 |
527,739 |
2,080,583 |
-27,008 |
Dec06 |
060822 |
106~305 |
107~030 |
106~280 |
106~315 |
+0~010 |
48,707 |
211,600 |
+23,834 |
Total Volume and Open Interest |
577,044 |
2,292,753 |
-2,741 |
5-Year T-Notes(CBOT) |
Sep06 |
060822 |
104~245 |
104~270 |
104~230 |
104~245 |
+0~005 |
274,451 |
0 |
+0 |
Dec06 |
060822 |
104~270 |
104~280 |
104~265 |
104~270 |
+0~005 |
22,784 |
0 |
+0 |
Total Volume and Open Interest |
297,235 |
|
|
2 Year T-Notes(CBOT) |
Sep06 |
060822 |
101~116 |
101~120 |
101~113 |
101~114 |
unch |
7,621 |
653,561 |
-11,405 |
Dec06 |
060822 |
102~001 |
102~004 |
102~000 |
102~000 |
+0~002 |
6,582 |
58,554 |
+8,101 |
Total Volume and Open Interest |
14,203 |
712,115 |
-3,304 |
Eurodollars(CME) |
Sep06 |
060822 |
94.577 |
94.582 |
94.575 |
94.577 |
-0.003 |
27,834 |
1,377,252 |
-5,312 |
Dec06 |
060822 |
94.570 |
94.580 |
94.560 |
94.560 |
unch |
54,492 |
1,568,564 |
-10,506 |
Mar07 |
060822 |
94.670 |
94.690 |
94.650 |
94.665 |
unch |
48,332 |
1,263,396 |
+11,763 |
Jun07 |
060822 |
94.815 |
94.840 |
94.800 |
94.815 |
unch |
45,215 |
1,095,690 |
+11,101 |
Sep07 |
060822 |
94.950 |
94.975 |
94.945 |
94.950 |
+0.005 |
72,950 |
1,127,411 |
+23,907 |
Dec07 |
060822 |
95.025 |
95.045 |
95.010 |
95.025 |
+0.010 |
47,817 |
898,458 |
-9,131 |
Mar08 |
060822 |
95.045 |
95.075 |
95.040 |
95.050 |
+0.010 |
50,169 |
607,618 |
+9,220 |
Jun08 |
060822 |
95.040 |
95.070 |
95.035 |
95.045 |
+0.010 |
31,293 |
421,423 |
+5,051 |
Sep08 |
060822 |
95.020 |
95.045 |
95.015 |
95.025 |
+0.010 |
25,856 |
296,384 |
+715 |
Dec08 |
060822 |
94.980 |
95.010 |
94.975 |
94.985 |
+0.005 |
19,725 |
295,761 |
-3,367 |
Mar09 |
060822 |
94.950 |
94.980 |
94.950 |
94.955 |
+0.005 |
18,424 |
274,208 |
+3,842 |
Jun09 |
060822 |
94.910 |
94.935 |
94.910 |
94.915 |
+0.005 |
11,103 |
203,669 |
-63 |
Sep09 |
060822 |
94.870 |
94.895 |
94.870 |
94.875 |
+0.005 |
3,664 |
131,420 |
+583 |
Dec09 |
060822 |
94.825 |
94.850 |
94.825 |
94.830 |
+0.005 |
5,027 |
119,724 |
+1,161 |
Mar10 |
060822 |
94.795 |
94.820 |
94.795 |
94.800 |
+0.005 |
2,301 |
106,292 |
+908 |
Jun10 |
060822 |
94.755 |
94.780 |
94.755 |
94.760 |
+0.005 |
1,760 |
104,367 |
-412 |
Sep10 |
060822 |
94.720 |
94.745 |
94.720 |
94.725 |
+0.005 |
2,039 |
97,124 |
+208 |
Dec10 |
060822 |
94.680 |
94.700 |
94.675 |
94.680 |
+0.005 |
1,363 |
77,761 |
+454 |
Total Volume and Open Interest |
471,826 |
10,290,129 |
+40,438 |
3-Mth Euro-Yen(CME) |
Sep06 |
060822 |
99.55 |
99.56 |
99.55 |
99.55 |
+0.01 |
204 |
10,833 |
-1,284 |
Dec06 |
060822 |
99.36 |
99.36 |
99.36 |
99.36 |
+0.02 |
56 |
13,836 |
-163 |
Mar07 |
060822 |
99.20 |
99.20 |
99.20 |
99.20 |
+0.02 |
4 |
6,535 |
+98 |
Jun07 |
060822 |
99.07 |
99.07 |
99.07 |
99.07 |
+0.03 |
11 |
7,863 |
-1,577 |
Sep07 |
060822 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.04 |
5 |
1,676 |
+0 |
Dec07 |
060822 |
98.84 |
98.85 |
98.84 |
98.85 |
+0.05 |
6 |
2,817 |
+205 |
Mar08 |
060822 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.05 |
0 |
1,031 |
+0 |
Jun08 |
060822 |
98.64 |
98.64 |
98.64 |
98.64 |
+0.04 |
0 |
255 |
-1,674 |
Sep08 |
060822 |
98.54 |
98.54 |
98.54 |
98.54 |
+0.06 |
0 |
7 |
+0 |
Dec08 |
060822 |
98.41 |
98.41 |
98.41 |
98.41 |
+0.05 |
0 |
4 |
+0 |
Total Volume and Open Interest |
286 |
44,863 |
-4,395 |
3-Mth Euro-Yen(SIMEX) |
Sep06 |
060822 |
99.55 |
99.55 |
99.55 |
99.55 |
+0.01 |
2 |
62,376 |
-418 |
Dec06 |
060822 |
99.34 |
99.35 |
99.34 |
99.35 |
+0.01 |
1,204 |
98,646 |
+517 |
Mar07 |
060822 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
17 |
63,024 |
+419 |
Jun07 |
060822 |
99.04 |
99.06 |
99.04 |
99.06 |
+0.02 |
2 |
33,458 |
+1,000 |
Sep07 |
060822 |
98.92 |
98.94 |
98.92 |
98.94 |
+0.03 |
0 |
17,584 |
+187 |
Dec07 |
060822 |
98.84 |
98.84 |
98.84 |
98.84 |
+0.05 |
0 |
47,783 |
+199 |
Mar08 |
060822 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.05 |
0 |
21,560 |
-2 |
Jun08 |
060822 |
98.64 |
98.64 |
98.64 |
98.64 |
+0.05 |
0 |
3,346 |
+244 |
Total Volume and Open Interest |
1,225 |
348,868 |
+2,146 |
German Euro-Bund(EUREX) |
Sep06 |
060822 |
117.39 |
117.90 |
117.31 |
117.85 |
+0.55 |
728,310 |
1,478,923 |
+6,039 |
Dec06 |
060822 |
116.67 |
117.20 |
116.64 |
117.17 |
+0.56 |
522 |
32,553 |
+78 |
Mar07 |
060822 |
116.72 |
117.15 |
116.72 |
117.15 |
+0.60 |
515 |
18 |
+4 |
Total Volume and Open Interest |
729,347 |
1,511,494 |
+6,121 |
German Euro-Bobl(EUREX) |
Sep06 |
060704 |
109.03 |
109.14 |
109.01 |
109.09 |
-0.40 |
599,908 |
709,345 |
+222,612 |
Dec06 |
060822 |
109.48 |
109.83 |
109.47 |
109.83 |
+0.38 |
5,232 |
11,878 |
+3,892 |
Mar07 |
060822 |
109.58 |
109.58 |
109.58 |
109.58 |
+0.37 |
|
|
|
Total Volume and Open Interest |
395,517 |
980,288 |
+11,318 |
Long Gilt(LIFFE) |
Sep06 |
060822 |
110~00 |
110~09 |
109~29 |
110~07 |
+0~09 |
90,269 |
255,245 |
-11,277 |
Dec06 |
060822 |
109~27 |
110~02 |
109~24 |
110~01 |
+0~09 |
300 |
3,580 |
+245 |
Total Volume and Open Interest |
90,569 |
258,825 |
-11,032 |
3-Mth Short Sterling(LIFFE) |
Sep06 |
060822 |
94.99 |
94.99 |
94.99 |
94.99 |
-0.01 |
7,999 |
416,628 |
-2,779 |
Dec06 |
060822 |
94.85 |
94.85 |
94.85 |
94.85 |
unch |
34,599 |
389,900 |
+1,050 |
Mar07 |
060822 |
94.82 |
94.82 |
94.82 |
94.82 |
+0.02 |
36,423 |
391,946 |
+3,923 |
Total Volume and Open Interest |
247,945 |
2,232,808 |
-3,395 |
3-Mth Euribor(LIFFE) |
Sep06 |
060822 |
96.665 |
96.670 |
96.660 |
96.665 |
+0.005 |
33,990 |
578,739 |
-6,666 |
Dec06 |
060822 |
96.340 |
96.390 |
96.330 |
96.385 |
+0.055 |
110,963 |
749,869 |
-8,531 |
Mar07 |
060822 |
96.210 |
96.310 |
96.205 |
96.310 |
+0.105 |
118,246 |
642,992 |
-20,253 |
Total Volume and Open Interest |
547,290 |
3,791,623 |
-13,070 |
3-Mth Aus T-Bills(SFE) |
Sep06 |
060822 |
93.81 |
93.81 |
93.79 |
93.80 |
unch |
10,017 |
103,347 |
-187 |
Dec06 |
060822 |
93.71 |
93.72 |
93.69 |
93.70 |
unch |
29,036 |
302,799 |
-11,113 |
Mar07 |
060822 |
93.68 |
93.69 |
93.66 |
93.67 |
-0.01 |
10,977 |
123,173 |
+4,339 |
Jun07 |
060822 |
93.72 |
93.72 |
93.69 |
93.69 |
-0.01 |
5,343 |
56,071 |
+1,948 |
Sep07 |
060822 |
93.74 |
93.74 |
93.72 |
93.72 |
-0.02 |
1,924 |
31,462 |
+421 |
Dec07 |
060822 |
93.75 |
93.75 |
93.73 |
93.73 |
-0.02 |
1,002 |
29,687 |
+341 |
Mar08 |
060822 |
93.75 |
93.75 |
93.73 |
93.73 |
-0.02 |
849 |
13,102 |
+500 |
Jun08 |
060822 |
93.74 |
93.74 |
93.72 |
93.72 |
-0.02 |
440 |
10,283 |
+51 |
Sep08 |
060822 |
93.70 |
93.70 |
93.70 |
93.70 |
-0.02 |
0 |
1,870 |
+0 |
Dec08 |
060822 |
93.69 |
93.69 |
93.69 |
93.69 |
-0.02 |
0 |
1,135 |
+0 |
Total Volume and Open Interest |
59,591 |
675,215 |
-3,700 |
10-Year Aus T-Bonds(SFE) |
Sep06 |
060822 |
94.29 |
94.29 |
94.25 |
94.26 |
-0.01 |
32,052 |
377,916 |
+2,466 |
Dec06 |
060822 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.01 |
|
|
|
Total Volume and Open Interest |
32,052 |
377,916 |
+2,466 |
3-Year Aus T-Bonds(SFE) |
Sep06 |
060822 |
94.17 |
94.18 |
94.13 |
94.15 |
-0.01 |
88,872 |
531,655 |
+7,274 |
Dec06 |
060822 |
94.15 |
94.15 |
94.15 |
94.15 |
-0.01 |
|
|
|
Total Volume and Open Interest |
88,872 |
531,655 |
+7,274 |
Gold(CMX) |
Aug06 |
060822 |
623.5 |
625.0 |
623.5 |
624.6 |
-1.1 |
117 |
690 |
-112 |
Oct06 |
060822 |
626.5 |
629.0 |
623.0 |
628.0 |
-1.2 |
896 |
22,557 |
-143 |
Dec06 |
060822 |
633.3 |
635.2 |
629.6 |
634.0 |
-1.2 |
26,437 |
199,326 |
-683 |
Feb07 |
060822 |
641.0 |
641.0 |
640.2 |
640.2 |
-1.2 |
110 |
20,391 |
+8 |
Apr07 |
060822 |
645.0 |
647.0 |
643.4 |
646.3 |
-1.2 |
137 |
2,650 |
-51 |
Jun07 |
060822 |
653.5 |
654.3 |
652.3 |
652.3 |
-1.2 |
173 |
18,733 |
+154 |
Aug07 |
060822 |
658.2 |
658.2 |
658.2 |
658.2 |
-1.2 |
10 |
1,553 |
-4 |
Oct07 |
060822 |
664.1 |
664.1 |
664.1 |
664.1 |
-1.2 |
100 |
3,100 |
+100 |
Dec07 |
060822 |
671.5 |
672.0 |
668.0 |
670.0 |
-1.3 |
155 |
20,498 |
+121 |
Feb08 |
060822 |
675.8 |
675.8 |
675.8 |
675.8 |
-1.3 |
0 |
1,348 |
+0 |
Apr08 |
060822 |
26.2 |
26.2 |
26.2 |
26.2 |
-1.4 |
0 |
85 |
+0 |
Jun08 |
060822 |
687.5 |
687.5 |
687.5 |
687.5 |
-1.4 |
40 |
1,367 |
+30 |
Total Volume and Open Interest |
28,193 |
306,718 |
-581 |
Silver(CMX) |
Sep06 |
060822 |
1220.0 |
1231.0 |
1203.0 |
1226.5 |
-8.0 |
11,545 |
41,141 |
-387 |
Dec06 |
060822 |
1240.0 |
1249.0 |
1221.5 |
1243.7 |
-8.3 |
4,524 |
41,862 |
+2,496 |
Mar07 |
060822 |
1250.0 |
1256.9 |
1248.0 |
1256.9 |
-8.2 |
104 |
10,831 |
-52 |
May07 |
060822 |
1268.0 |
1268.0 |
1262.8 |
1262.8 |
-8.2 |
2 |
2,929 |
+2 |
Jul07 |
060822 |
1268.2 |
1268.2 |
1268.2 |
1268.2 |
-8.1 |
0 |
8,390 |
+0 |
Sep07 |
060822 |
1270.7 |
1270.7 |
1270.7 |
1270.7 |
-8.8 |
0 |
858 |
+0 |
Dec07 |
060822 |
1272.0 |
1276.4 |
1272.0 |
1276.4 |
-8.8 |
18 |
3,843 |
-14 |
Total Volume and Open Interest |
16,201 |
115,317 |
+1,935 |
Platinum(NYM) |
Oct06 |
060822 |
1239.0 |
1242.0 |
1233.0 |
1237.8 |
-4.3 |
716 |
8,955 |
-147 |
Jan07 |
060822 |
1246.1 |
1246.1 |
1246.1 |
1246.1 |
-4.0 |
10 |
885 |
+0 |
Apr07 |
060822 |
1251.1 |
1251.1 |
1251.1 |
1251.1 |
-4.0 |
|
|
|
Jul07 |
060822 |
600.7 |
600.7 |
600.7 |
600.7 |
-4.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
726 |
9,846 |
-147 |
Palladium(NYME) |
Sep06 |
060822 |
342.00 |
343.00 |
335.25 |
342.95 |
-2.25 |
1,344 |
8,354 |
-331 |
Dec06 |
060822 |
348.00 |
352.50 |
345.00 |
348.85 |
-2.15 |
486 |
4,665 |
+254 |
Mar07 |
060822 |
351.85 |
351.85 |
351.85 |
351.85 |
-2.15 |
0 |
1 |
+0 |
Total Volume and Open Interest |
1,830 |
13,055 |
-77 |
Copper(CMX) |
Sep06 |
060822 |
347.50 |
350.00 |
343.50 |
349.30 |
-2.65 |
5,332 |
18,927 |
-1,380 |
Dec06 |
060822 |
345.00 |
349.00 |
341.50 |
347.80 |
-1.15 |
5,058 |
37,980 |
+1,912 |
Mar07 |
060822 |
337.00 |
342.05 |
336.00 |
342.05 |
unch |
12 |
3,665 |
+6 |
May07 |
060822 |
331.00 |
337.05 |
331.00 |
337.05 |
+0.70 |
42 |
911 |
+42 |
Jul07 |
060822 |
332.05 |
332.05 |
332.05 |
332.05 |
+2.10 |
10 |
361 |
+8 |
Total Volume and Open Interest |
10,900 |
72,691 |
+531 |
Aluminum(CMX) |
Aug06 |
060822 |
112.50 |
112.50 |
112.50 |
112.50 |
unch |
2 |
4 |
+0 |
Sep06 |
060822 |
113.00 |
113.00 |
113.00 |
113.00 |
unch |
3 |
532 |
-1 |
Oct06 |
060822 |
113.70 |
113.70 |
113.70 |
113.70 |
unch |
0 |
40 |
+0 |
Nov06 |
060822 |
114.00 |
114.00 |
114.00 |
114.00 |
unch |
0 |
40 |
+0 |
Dec06 |
060822 |
114.30 |
114.30 |
114.30 |
114.30 |
unch |
0 |
573 |
+0 |
Jan07 |
060822 |
113.85 |
113.85 |
113.85 |
113.85 |
unch |
|
|
|
Total Volume and Open Interest |
6 |
1,208 |
+0 |
DJIA Index(CBOT) |
Sep06 |
060822 |
11357 |
11410 |
11325 |
11358 |
-28 |
2,640 |
56,535 |
+564 |
Dec06 |
060822 |
11445 |
11490 |
11410 |
11444 |
-28 |
18 |
2,167 |
+8 |
Mar07 |
060822 |
11509 |
11509 |
11509 |
11509 |
-28 |
0 |
6 |
+0 |
Jun07 |
060822 |
11580 |
11580 |
11580 |
11580 |
-28 |
|
|
|
Total Volume and Open Interest |
2,658 |
58,708 |
+572 |
S & P 500(CME) |
Sep06 |
060822 |
1300.00 |
1305.50 |
1297.20 |
1302.00 |
-0.30 |
25,799 |
608,980 |
+2,160 |
Dec06 |
060822 |
1311.30 |
1315.00 |
1310.50 |
1313.30 |
-0.30 |
4,371 |
27,676 |
+4,231 |
Mar07 |
060822 |
1324.30 |
1324.30 |
1324.30 |
1324.30 |
-0.50 |
0 |
403 |
+0 |
Jun07 |
060822 |
1335.60 |
1335.60 |
1335.60 |
1335.60 |
-0.50 |
0 |
3,116 |
+0 |
Total Volume and Open Interest |
30,170 |
640,462 |
+6,391 |
S & P 500 E-Mini(Globex) |
Sep06 |
060822 |
1301.50 |
1305.75 |
1297.25 |
1302.00 |
-0.25 |
554,184 |
1,535,629 |
+1,684 |
Dec06 |
060822 |
1312.75 |
1316.50 |
1308.75 |
1313.25 |
-0.25 |
680 |
21,929 |
+309 |
Total Volume and Open Interest |
554,864 |
1,557,558 |
+1,993 |
NASDAQ 100(CME) |
Sep06 |
060822 |
1565.50 |
1584.00 |
1560.00 |
1566.50 |
-2.00 |
4,586 |
58,937 |
-412 |
Dec06 |
060822 |
1596.00 |
1596.00 |
1585.50 |
1585.50 |
-2.00 |
117 |
139 |
+53 |
Mar07 |
060822 |
1604.50 |
1604.50 |
1604.50 |
1604.50 |
+0.50 |
|
|
|
Total Volume and Open Interest |
4,703 |
59,076 |
-359 |
NASDAQ 100 E-Mini(Globex) |
Sep06 |
060822 |
1568.00 |
1583.80 |
1560.80 |
1566.50 |
-2.00 |
190,758 |
420,599 |
-4,405 |
Dec06 |
060822 |
1591.80 |
1600.00 |
1580.00 |
1585.50 |
-2.00 |
87 |
1,151 |
+41 |
Total Volume and Open Interest |
190,845 |
421,750 |
-4,364 |
S & P Midcap 400(CME) |
Sep06 |
060822 |
745.00 |
748.75 |
744.25 |
747.40 |
+0.70 |
17 |
9,613 |
-212 |
Dec06 |
060822 |
754.40 |
754.40 |
754.40 |
754.40 |
+0.70 |
0 |
13 |
+0 |
Mar07 |
060822 |
761.40 |
761.40 |
761.40 |
761.40 |
+0.70 |
|
|
|
Total Volume and Open Interest |
17 |
9,626 |
-212 |
Russell 2000(CME) |
Sep06 |
060822 |
706.50 |
711.50 |
705.00 |
709.90 |
+2.10 |
517 |
44,058 |
-33 |
Dec06 |
060822 |
715.75 |
715.75 |
715.75 |
715.75 |
+2.10 |
0 |
31 |
+0 |
Mar07 |
060822 |
721.60 |
721.60 |
721.60 |
721.60 |
+2.10 |
2 |
3 |
+2 |
Total Volume and Open Interest |
519 |
44,092 |
-31 |
Russell 2000 E-Mini(Globex) |
Sep06 |
060822 |
707.80 |
711.60 |
704.80 |
709.90 |
+2.10 |
104,754 |
469,225 |
+1,326 |
Dec06 |
060822 |
715.20 |
717.30 |
711.10 |
715.80 |
+2.10 |
59 |
1,179 |
+12 |
Total Volume and Open Interest |
104,813 |
470,404 |
+1,338 |
Value Line(KCBT) |
Sep06 |
060822 |
1880.00 |
1880.00 |
1880.00 |
1880.00 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Nikkei 225(CME) |
Sep06 |
060822 |
16100 |
16195 |
16100 |
16195 |
+180 |
|
|
|
Dec06 |
060822 |
16170 |
16170 |
16170 |
16170 |
+180 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Sep06 |
060822 |
16020 |
16255 |
16005 |
16180 |
+180 |
47,793 |
233,187 |
-1,637 |
Dec06 |
060822 |
15990 |
16210 |
15980 |
16140 |
+210 |
22 |
386 |
+4 |
Mar07 |
060822 |
16150 |
16150 |
16150 |
16150 |
+210 |
0 |
1 |
+0 |
Total Volume and Open Interest |
47,817 |
233,576 |
-1,632 |
CAC 40(EURONEXT) |
Aug06 |
060818 |
5145.0 |
5159.0 |
5133.5 |
5151.5 |
+5.0 |
161,322 |
348,113 |
-94,538 |
Sep06 |
060822 |
5139.5 |
5144.0 |
5080.0 |
5138.5 |
+25.5 |
59,793 |
438,295 |
+17,959 |
Oct06 |
060822 |
5148.0 |
5155.0 |
5097.0 |
5153.0 |
+25.5 |
240 |
2,639 |
-168 |
Total Volume and Open Interest |
60,036 |
450,224 |
+17,794 |
Hang Seng Index(HKFE) |
Aug06 |
060822 |
17070 |
17149 |
17033 |
17134 |
+143 |
26,032 |
124,875 |
-2,287 |
Sep06 |
060822 |
17033 |
17121 |
17003 |
17103 |
+150 |
3,004 |
8,339 |
+1,054 |
Total Volume and Open Interest |
29,262 |
134,295 |
-1,138 |
DAX(EUREX) |
Sep06 |
060822 |
5838.0 |
5846.0 |
5768.0 |
5831.5 |
+27.5 |
94,766 |
214,902 |
-56 |
Dec06 |
060822 |
5878.0 |
5891.0 |
5817.5 |
5880.0 |
+27.5 |
334 |
14,751 |
+3 |
Mar07 |
060822 |
5945.5 |
5945.5 |
5871.0 |
5933.5 |
+27.5 |
291 |
1,580 |
-5 |
Total Volume and Open Interest |
95,391 |
231,233 |
-58 |
FT-SE 100(EURONEXT) |
Sep06 |
060822 |
5939.00 |
5948.50 |
5887.50 |
5919.00 |
-10.00 |
45,193 |
441,755 |
+1,611 |
Dec06 |
060822 |
5969.50 |
5974.00 |
5935.50 |
5956.50 |
-10.50 |
51 |
34,989 |
-38 |
Mar07 |
060822 |
5973.00 |
5973.00 |
5973.00 |
5973.00 |
-10.00 |
0 |
1,057 |
+0 |
Total Volume and Open Interest |
45,244 |
479,551 |
+1,573 |
SPI 200(SFE) |
Sep06 |
060822 |
5057.0 |
5072.0 |
5051.0 |
5061.0 |
+14.0 |
15,566 |
256,300 |
+742 |
Dec06 |
060822 |
5077.0 |
5077.0 |
5068.0 |
5072.0 |
+13.0 |
397 |
5,569 |
+108 |
Mar07 |
060822 |
5079.0 |
5079.0 |
5079.0 |
5079.0 |
+14.0 |
17 |
2,598 |
-15 |
Total Volume and Open Interest |
15,980 |
267,414 |
+835 |
GSCI(CME) |
Sep06 |
060822 |
480.50 |
482.40 |
479.00 |
482.00 |
+1.75 |
650 |
19,680 |
-74 |
Oct06 |
060822 |
495.50 |
495.50 |
495.50 |
495.50 |
+1.00 |
1 |
1 |
+1 |
Nov06 |
060822 |
506.00 |
506.00 |
506.00 |
506.00 |
+1.70 |
|
|
|
Total Volume and Open Interest |
651 |
19,681 |
-73 |
Reuters CRB Index(NYBOT) |
Nov06 |
060822 |
395.50 |
396.00 |
394.50 |
396.00 |
unch |
18 |
485 |
-2 |
Jan07 |
060822 |
398.00 |
398.00 |
398.00 |
398.00 |
unch |
0 |
406 |
+0 |
Feb07 |
060822 |
396.00 |
396.00 |
396.00 |
396.00 |
unch |
0 |
14 |
+0 |
Total Volume and Open Interest |
18 |
905 |
-2 |
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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