 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed August 30, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Sep06 |
060830 |
537.00 |
542.50 |
535.50 |
542.00 |
+5.00 |
6,247 |
15,811 |
-1,342 |
Nov06 |
060830 |
552.00 |
556.50 |
549.25 |
555.75 |
+4.75 |
23,396 |
248,316 |
+2,149 |
Jan07 |
060830 |
564.00 |
569.50 |
561.75 |
569.00 |
+5.25 |
1,725 |
35,688 |
+525 |
Mar07 |
060830 |
576.00 |
581.50 |
574.50 |
580.75 |
+5.50 |
1,066 |
12,801 |
+396 |
May07 |
060830 |
586.50 |
591.50 |
584.00 |
590.50 |
+5.50 |
272 |
14,652 |
+97 |
Jul07 |
060830 |
596.50 |
602.00 |
595.00 |
602.00 |
+7.00 |
275 |
13,166 |
+66 |
Aug07 |
060830 |
605.00 |
605.00 |
605.00 |
605.00 |
+6.00 |
2 |
29 |
+2 |
Total Volume and Open Interest |
33,382 |
360,464 |
+1,757 |
Soybean Meal(CBOT) |
Sep06 |
060830 |
158.30 |
158.60 |
157.60 |
158.00 |
-0.30 |
7,277 |
13,649 |
-3,899 |
Oct06 |
060830 |
159.70 |
159.70 |
158.60 |
159.30 |
unch |
5,444 |
29,802 |
+909 |
Dec06 |
060830 |
161.50 |
162.30 |
160.90 |
161.60 |
-0.10 |
12,924 |
118,185 |
+470 |
Jan07 |
060830 |
162.80 |
163.60 |
162.50 |
163.30 |
+0.30 |
2,891 |
17,557 |
-1,630 |
Mar07 |
060830 |
165.70 |
166.50 |
165.50 |
166.20 |
+0.30 |
815 |
13,953 |
+106 |
May07 |
060830 |
168.50 |
168.70 |
167.80 |
168.50 |
+0.10 |
2,095 |
16,700 |
+457 |
Jul07 |
060830 |
171.30 |
171.60 |
170.60 |
171.50 |
+0.30 |
625 |
12,016 |
-79 |
Aug07 |
060830 |
172.50 |
173.10 |
172.20 |
172.50 |
+0.20 |
112 |
3,066 |
+98 |
Total Volume and Open Interest |
32,371 |
233,270 |
-3,519 |
Soybean Oil(CBOT) |
Sep06 |
060830 |
24.52 |
25.00 |
24.45 |
24.94 |
+0.51 |
7,394 |
9,709 |
-2,080 |
Oct06 |
060830 |
24.85 |
25.22 |
24.65 |
25.08 |
+0.43 |
6,281 |
23,856 |
+1,456 |
Dec06 |
060830 |
25.11 |
25.65 |
25.07 |
25.53 |
+0.45 |
12,427 |
144,825 |
-3,252 |
Jan07 |
060830 |
25.50 |
25.87 |
25.48 |
25.87 |
+0.41 |
1,313 |
14,190 |
+25 |
Mar07 |
060830 |
25.90 |
26.22 |
25.86 |
26.22 |
+0.42 |
687 |
11,248 |
+82 |
May07 |
060830 |
26.40 |
26.70 |
26.40 |
26.70 |
+0.55 |
328 |
19,491 |
-6 |
Jul07 |
060830 |
26.65 |
26.97 |
26.58 |
26.97 |
+0.39 |
177 |
13,982 |
+14 |
Aug07 |
060830 |
26.83 |
27.15 |
26.83 |
27.15 |
+0.43 |
53 |
2,465 |
+8 |
Total Volume and Open Interest |
29,214 |
262,623 |
-3,725 |
Canola(WCE) |
Sep06 |
050908 |
298.4 |
298.4 |
298.4 |
298.4 |
unch |
|
|
|
Nov06 |
060830 |
290.5 |
294.0 |
287.6 |
293.8 |
+4.2 |
3,915 |
55,815 |
+617 |
Jan07 |
060830 |
299.6 |
303.0 |
297.5 |
303.0 |
+4.4 |
146 |
12,168 |
+36 |
Mar07 |
060830 |
308.2 |
310.2 |
306.7 |
310.2 |
+4.6 |
154 |
1,771 |
-54 |
May07 |
060830 |
312.7 |
318.0 |
312.7 |
318.0 |
+4.3 |
5 |
1,395 |
+5 |
Total Volume and Open Interest |
4,351 |
79,333 |
+682 |
Corn(CBOT) |
Sep06 |
060830 |
222.25 |
229.00 |
222.00 |
228.50 |
+5.75 |
28,542 |
54,258 |
-12,151 |
Dec06 |
060830 |
238.25 |
245.25 |
238.25 |
244.75 |
+6.00 |
49,661 |
694,440 |
+9,110 |
Mar07 |
060830 |
253.25 |
260.00 |
253.25 |
259.25 |
+5.75 |
10,121 |
157,222 |
+3,852 |
May07 |
060830 |
263.00 |
269.50 |
263.00 |
269.00 |
+6.00 |
2,384 |
35,984 |
+1,339 |
Jul07 |
060830 |
271.50 |
278.50 |
271.50 |
278.25 |
+6.00 |
3,332 |
109,448 |
+1,156 |
Sep07 |
060830 |
279.75 |
285.25 |
279.75 |
284.75 |
+4.75 |
151 |
14,654 |
+599 |
Total Volume and Open Interest |
99,680 |
1,317,895 |
+5,974 |
Wheat(CBOT) |
Sep06 |
060830 |
381.50 |
398.00 |
381.50 |
397.50 |
+17.00 |
7,729 |
14,900 |
-4,513 |
Dec06 |
060830 |
402.00 |
419.00 |
401.50 |
416.50 |
+15.75 |
30,665 |
277,958 |
+2,746 |
Mar07 |
060830 |
419.00 |
439.00 |
419.00 |
436.50 |
+17.00 |
3,670 |
43,040 |
+574 |
May07 |
060830 |
431.00 |
444.00 |
431.00 |
443.50 |
+15.50 |
142 |
2,338 |
+30 |
Jul07 |
060830 |
434.50 |
450.00 |
434.50 |
449.00 |
+15.50 |
4,602 |
73,530 |
+140 |
Total Volume and Open Interest |
48,680 |
449,721 |
-1,117 |
Wheat(KCBT) |
Sep06 |
060830 |
462.00 |
472.00 |
460.25 |
469.75 |
+9.50 |
5,202 |
7,021 |
-3,190 |
Dec06 |
060830 |
475.00 |
487.00 |
474.50 |
486.75 |
+13.25 |
10,993 |
91,344 |
+18 |
Mar07 |
060830 |
482.00 |
492.00 |
481.50 |
491.00 |
+12.50 |
2,497 |
17,904 |
+643 |
May07 |
060830 |
479.50 |
485.00 |
478.00 |
484.00 |
+10.00 |
4 |
540 |
+1 |
Jul07 |
060830 |
450.00 |
464.00 |
449.50 |
462.50 |
+15.00 |
1,945 |
32,826 |
-895 |
Total Volume and Open Interest |
20,745 |
159,767 |
-3,373 |
Wheat(MGE) |
Sep06 |
060830 |
448.00 |
453.00 |
445.00 |
449.75 |
+2.75 |
5,451 |
2,342 |
-2,087 |
Dec06 |
060830 |
463.00 |
470.00 |
462.00 |
468.75 |
+7.00 |
6,191 |
28,949 |
+642 |
Mar07 |
060830 |
472.00 |
480.00 |
472.00 |
479.00 |
+8.50 |
1,146 |
5,975 |
+395 |
May07 |
060830 |
477.00 |
483.00 |
477.00 |
483.00 |
+9.00 |
20 |
735 |
-8 |
Jul07 |
060830 |
481.00 |
489.00 |
478.50 |
488.00 |
+9.50 |
43 |
669 |
-8 |
Total Volume and Open Interest |
12,946 |
46,240 |
-1,061 |
Oats(CBOT) |
Sep06 |
060830 |
176.50 |
177.25 |
175.00 |
176.25 |
+0.25 |
178 |
571 |
-61 |
Dec06 |
060830 |
186.50 |
187.25 |
185.00 |
186.00 |
unch |
326 |
9,388 |
+45 |
Mar07 |
060830 |
193.50 |
193.75 |
192.25 |
193.25 |
-0.50 |
11 |
397 |
+1 |
May07 |
060830 |
197.50 |
197.50 |
197.00 |
197.00 |
+0.50 |
0 |
11 |
+0 |
Total Volume and Open Interest |
526 |
10,444 |
-8 |
Rough Rice(CBOT) |
Sep06 |
060830 |
8.85 |
8.85 |
8.46 |
8.47 |
-0.46 |
375 |
1,063 |
-415 |
Nov06 |
060830 |
9.15 |
9.16 |
8.76 |
8.78 |
-0.45 |
701 |
8,551 |
+56 |
Jan07 |
060830 |
9.40 |
9.40 |
9.05 |
9.05 |
-0.44 |
165 |
2,297 |
+57 |
Mar07 |
060830 |
9.67 |
9.67 |
9.33 |
9.35 |
-0.38 |
56 |
2,143 |
+5 |
Total Volume and Open Interest |
1,319 |
14,841 |
-293 |
Live Cattle(CME) |
Aug06 |
060830 |
89.500 |
90.100 |
89.350 |
89.875 |
+0.475 |
3,067 |
2,895 |
-1,783 |
Oct06 |
060830 |
92.850 |
93.200 |
92.325 |
92.925 |
+0.400 |
10,075 |
116,321 |
-1,349 |
Dec06 |
060830 |
92.650 |
92.950 |
92.300 |
92.900 |
+0.475 |
5,576 |
40,591 |
+1,081 |
Feb07 |
060830 |
92.450 |
92.750 |
92.200 |
92.675 |
+0.200 |
1,359 |
24,270 |
+463 |
Apr07 |
060830 |
90.800 |
91.100 |
90.700 |
91.000 |
+0.125 |
264 |
12,178 |
+59 |
Jun07 |
060830 |
86.650 |
86.900 |
86.550 |
86.825 |
+0.100 |
297 |
5,814 |
+190 |
Total Volume and Open Interest |
20,682 |
203,046 |
-1,314 |
Feeder Cattle(CME) |
Aug06 |
060830 |
117.125 |
117.200 |
117.050 |
117.100 |
-0.075 |
1,166 |
3,683 |
-1,210 |
Sep06 |
060830 |
117.050 |
117.200 |
116.800 |
116.850 |
-0.025 |
1,303 |
5,637 |
+5 |
Oct06 |
060830 |
117.450 |
117.600 |
117.100 |
117.150 |
-0.300 |
1,797 |
14,532 |
+195 |
Nov06 |
060830 |
117.250 |
117.500 |
117.050 |
117.125 |
-0.250 |
723 |
3,945 |
+304 |
Jan07 |
060830 |
113.700 |
114.100 |
113.650 |
114.050 |
+0.275 |
122 |
3,174 |
+41 |
Mar07 |
060830 |
110.150 |
110.500 |
110.050 |
110.375 |
+0.150 |
96 |
973 |
+49 |
Apr07 |
060830 |
109.400 |
109.600 |
109.400 |
109.550 |
+0.150 |
11 |
171 |
+8 |
Total Volume and Open Interest |
5,239 |
32,307 |
-595 |
Lean Hogs(CME) |
Oct06 |
060830 |
65.900 |
67.450 |
65.800 |
66.600 |
+1.225 |
7,511 |
97,329 |
-160 |
Dec06 |
060830 |
63.000 |
64.500 |
62.850 |
63.900 |
+1.200 |
3,749 |
46,110 |
+445 |
Feb07 |
060830 |
62.450 |
63.800 |
62.300 |
63.750 |
+1.400 |
743 |
14,533 |
+188 |
Apr07 |
060830 |
62.150 |
63.500 |
62.050 |
63.450 |
+1.250 |
490 |
11,230 |
+335 |
May07 |
060830 |
65.525 |
66.450 |
65.525 |
66.450 |
+0.975 |
1 |
1,149 |
+1 |
Jun07 |
060830 |
67.500 |
68.350 |
67.500 |
68.175 |
+0.925 |
134 |
3,196 |
-19 |
Jul07 |
060830 |
64.725 |
65.750 |
64.725 |
65.750 |
+1.025 |
24 |
915 |
+1 |
Aug07 |
060830 |
62.100 |
63.000 |
62.100 |
63.000 |
+1.100 |
28 |
508 |
+21 |
Total Volume and Open Interest |
12,728 |
175,274 |
+858 |
Pork Bellies(CME) |
Feb07 |
060830 |
88.250 |
90.750 |
88.250 |
90.750 |
+3.000 |
289 |
712 |
-22 |
Mar07 |
060830 |
90.500 |
90.500 |
90.500 |
90.500 |
+3.000 |
11 |
16 |
+10 |
May07 |
060830 |
90.100 |
92.500 |
90.100 |
92.500 |
+2.700 |
0 |
2 |
+0 |
Jul07 |
060821 |
93.250 |
93.250 |
93.250 |
93.250 |
unch |
|
|
|
Total Volume and Open Interest |
467 |
942 |
|
Class III Milk(CME) |
Aug06 |
060830 |
11.06 |
11.06 |
11.06 |
11.06 |
unch |
12 |
4,549 |
+4 |
Sep06 |
060830 |
12.50 |
12.60 |
12.50 |
12.57 |
+0.11 |
183 |
4,738 |
-72 |
Oct06 |
060830 |
12.80 |
13.03 |
12.80 |
12.96 |
+0.16 |
247 |
4,508 |
+0 |
Nov06 |
060830 |
12.70 |
12.83 |
12.70 |
12.82 |
+0.19 |
85 |
3,813 |
+39 |
Dec06 |
060830 |
12.65 |
12.75 |
12.65 |
12.68 |
+0.10 |
84 |
3,418 |
+23 |
Total Volume and Open Interest |
975 |
31,092 |
+116 |
Cocoa(NYBOT) |
Sep06 |
060830 |
1420 |
1420 |
1406 |
1406 |
+3 |
62 |
377 |
-129 |
Dec06 |
060830 |
1479 |
1488 |
1470 |
1471 |
+2 |
11,664 |
68,217 |
-2,537 |
Mar07 |
060830 |
1522 |
1528 |
1511 |
1513 |
+2 |
1,477 |
24,313 |
+203 |
May07 |
060830 |
1547 |
1547 |
1540 |
1540 |
+2 |
1,084 |
11,854 |
+581 |
Jul07 |
060830 |
1566 |
1566 |
1566 |
1566 |
+2 |
514 |
5,296 |
+265 |
Sep07 |
060830 |
1596 |
1596 |
1587 |
1587 |
+2 |
129 |
10,472 |
+95 |
Dec07 |
060830 |
1611 |
1611 |
1611 |
1611 |
+2 |
50 |
7,847 |
+44 |
Total Volume and Open Interest |
14,980 |
128,803 |
-1,478 |
Coffee "C"(NYBOT) |
Sep06 |
060830 |
103.70 |
103.75 |
102.70 |
103.35 |
+0.05 |
162 |
287 |
-82 |
Dec06 |
060830 |
107.25 |
107.80 |
106.40 |
107.35 |
+0.05 |
10,860 |
76,634 |
+13 |
Mar07 |
060830 |
110.80 |
111.50 |
110.70 |
111.20 |
+0.15 |
525 |
12,866 |
+177 |
May07 |
060830 |
113.00 |
113.90 |
112.60 |
113.50 |
+0.10 |
227 |
3,535 |
+34 |
Jul07 |
060830 |
116.00 |
116.00 |
115.70 |
115.70 |
+0.15 |
0 |
1,965 |
+3 |
Sep07 |
060830 |
117.85 |
117.85 |
117.85 |
117.85 |
+0.15 |
0 |
2,170 |
+19 |
Total Volume and Open Interest |
11,784 |
99,833 |
+163 |
Orange Juice(NYBOT) |
Sep06 |
060830 |
182.00 |
183.60 |
181.00 |
183.50 |
+0.50 |
1,360 |
3,355 |
-931 |
Nov06 |
060830 |
183.80 |
184.60 |
182.45 |
184.55 |
-0.25 |
2,052 |
21,029 |
+835 |
Jan07 |
060830 |
182.50 |
184.50 |
182.50 |
184.40 |
-0.60 |
598 |
4,298 |
-144 |
Mar07 |
060830 |
183.90 |
183.90 |
183.90 |
183.90 |
-0.60 |
2 |
1,531 |
+0 |
May07 |
060830 |
183.00 |
183.00 |
183.00 |
183.00 |
-1.10 |
31 |
419 |
+15 |
Total Volume and Open Interest |
4,043 |
30,835 |
-225 |
Sugar #11(NYBOT) |
Oct06 |
060830 |
11.83 |
11.83 |
11.42 |
11.52 |
-0.36 |
42,807 |
215,002 |
-2,351 |
Mar07 |
060830 |
12.60 |
12.60 |
12.24 |
12.36 |
-0.32 |
18,229 |
132,831 |
+3,686 |
May07 |
060830 |
12.72 |
12.75 |
12.50 |
12.58 |
-0.29 |
6,339 |
49,943 |
+2,166 |
Jul07 |
060830 |
12.81 |
12.86 |
12.65 |
12.73 |
-0.24 |
4,974 |
37,976 |
+298 |
Oct07 |
060830 |
13.00 |
13.06 |
12.92 |
12.95 |
-0.23 |
673 |
29,735 |
+547 |
Total Volume and Open Interest |
73,725 |
494,058 |
+4,564 |
Sugar #14(NYBOT) |
Sep06 |
060808 |
21.25 |
22.00 |
21.15 |
21.15 |
-0.10 |
155 |
1,252 |
+0 |
Nov06 |
060830 |
21.60 |
21.60 |
21.60 |
21.60 |
-0.05 |
70 |
2,329 |
-27 |
Jan07 |
060830 |
21.65 |
21.70 |
21.65 |
21.70 |
-0.04 |
36 |
2,097 |
+24 |
Mar07 |
060830 |
21.55 |
21.60 |
21.55 |
21.60 |
-0.05 |
99 |
2,749 |
+11 |
May07 |
060830 |
21.65 |
21.65 |
21.62 |
21.62 |
-0.07 |
17 |
1,754 |
+0 |
Total Volume and Open Interest |
306 |
11,037 |
+63 |
London Cocoa(LCE) |
Sep06 |
060830 |
799 |
806 |
795 |
797 |
-2 |
11,370 |
36,092 |
+36,092 |
Dec06 |
060830 |
833 |
840 |
830 |
832 |
-1 |
16,688 |
58,997 |
+58,997 |
Mar07 |
060830 |
855 |
860 |
850 |
851 |
-1 |
6,327 |
44,167 |
+44,167 |
May07 |
060830 |
868 |
872 |
864 |
864 |
-1 |
1,934 |
13,103 |
+13,103 |
Jul07 |
060830 |
882 |
885 |
877 |
878 |
unch |
2,500 |
7,730 |
+7,730 |
Sep07 |
060830 |
899 |
899 |
892 |
892 |
+1 |
1,125 |
9,358 |
+9,358 |
Dec07 |
060830 |
903 |
907 |
902 |
902 |
+1 |
460 |
12,061 |
+12,061 |
Total Volume and Open Interest |
40,419 |
185,062 |
+6,260 |
London Coffee(LCE) |
Sep06 |
060830 |
1669.00 |
1775.00 |
1669.00 |
1725.00 |
+75.00 |
2,298 |
18,417 |
+18,417 |
Nov06 |
060830 |
1520.00 |
1531.00 |
1485.00 |
1502.00 |
+7.00 |
6,296 |
68,500 |
+68,500 |
Jan07 |
060830 |
1392.00 |
1407.00 |
1372.00 |
1384.00 |
+2.00 |
2,152 |
28,478 |
+28,478 |
Mar07 |
060830 |
1350.00 |
1365.00 |
1334.00 |
1339.00 |
+6.00 |
537 |
11,761 |
+11,761 |
May07 |
060830 |
1345.00 |
1345.00 |
1325.00 |
1325.00 |
+5.00 |
20 |
3,802 |
+3,802 |
Jul07 |
060830 |
1321.00 |
1321.00 |
1315.00 |
1315.00 |
+8.00 |
9 |
840 |
+840 |
Total Volume and Open Interest |
11,313 |
132,437 |
-2,117 |
London Sugar(LCE) |
Aug06 |
060714 |
486.00 |
490.00 |
467.80 |
472.30 |
-13.80 |
3,712 |
4,360 |
-1,637 |
Oct06 |
060830 |
376.10 |
378.50 |
368.00 |
368.20 |
-8.80 |
6,401 |
22,617 |
+22,617 |
Dec06 |
060830 |
373.20 |
374.40 |
363.00 |
363.30 |
-10.70 |
1,805 |
14,381 |
+14,381 |
Mar07 |
060830 |
358.50 |
360.00 |
349.80 |
349.80 |
-10.10 |
1,756 |
16,685 |
+16,685 |
May07 |
060830 |
363.00 |
363.00 |
355.30 |
355.30 |
-8.70 |
189 |
5,196 |
+5,196 |
Total Volume and Open Interest |
10,402 |
62,934 |
+195 |
Cotton(NYBOT) |
Oct06 |
060830 |
53.25 |
53.25 |
52.50 |
52.50 |
-0.85 |
358 |
3,276 |
-132 |
Dec06 |
060830 |
55.17 |
55.26 |
54.30 |
54.67 |
-0.70 |
3,695 |
119,437 |
-414 |
Mar07 |
060830 |
58.70 |
58.70 |
58.10 |
58.35 |
-0.55 |
1,936 |
33,687 |
+104 |
May07 |
060830 |
59.75 |
59.75 |
59.37 |
59.37 |
-0.48 |
755 |
2,619 |
+456 |
Jul07 |
060830 |
60.50 |
60.50 |
60.35 |
60.35 |
-0.25 |
75 |
2,768 |
+29 |
Oct07 |
060830 |
61.25 |
61.25 |
61.25 |
61.25 |
-0.30 |
0 |
46 |
+0 |
Total Volume and Open Interest |
7,007 |
170,183 |
+82 |
Lumber(CME) |
Sep06 |
060830 |
284.0 |
291.3 |
282.5 |
289.5 |
+6.0 |
219 |
1,841 |
-12 |
Nov06 |
060830 |
281.5 |
290.4 |
280.6 |
285.2 |
+4.8 |
815 |
3,893 |
+4 |
Jan07 |
060830 |
294.5 |
303.0 |
293.5 |
298.5 |
+2.6 |
179 |
278 |
+29 |
Mar07 |
060830 |
309.5 |
313.2 |
309.4 |
313.2 |
+3.6 |
16 |
82 |
-1 |
Total Volume and Open Interest |
1,230 |
6,112 |
+21 |
Crude Oil(NYM) |
Oct06 |
060830 |
69.80 |
70.12 |
68.65 |
70.03 |
+0.32 |
81,668 |
229,371 |
-7,794 |
Nov06 |
060830 |
70.80 |
71.20 |
69.80 |
71.09 |
+0.23 |
34,260 |
116,786 |
+5,422 |
Dec06 |
060830 |
71.65 |
72.00 |
70.70 |
71.93 |
+0.19 |
23,138 |
125,379 |
-1,726 |
Jan07 |
060830 |
72.40 |
72.65 |
71.50 |
72.65 |
+0.15 |
11,113 |
53,099 |
+1,153 |
Feb07 |
060830 |
72.40 |
73.24 |
72.35 |
73.24 |
+0.13 |
5,286 |
23,161 |
+1,257 |
Mar07 |
060830 |
72.95 |
73.71 |
72.95 |
73.71 |
+0.13 |
3,688 |
29,337 |
+76 |
Apr07 |
060830 |
73.40 |
74.09 |
73.35 |
74.09 |
+0.13 |
2,213 |
39,149 |
-338 |
May07 |
060830 |
73.85 |
74.41 |
73.60 |
74.41 |
+0.15 |
1,025 |
24,124 |
+449 |
Jun07 |
060830 |
73.95 |
74.64 |
73.70 |
74.64 |
+0.15 |
5,475 |
58,399 |
+1,549 |
Jul07 |
060830 |
73.95 |
74.82 |
73.95 |
74.82 |
+0.15 |
1,121 |
16,961 |
+13 |
Aug07 |
060830 |
74.15 |
74.96 |
74.05 |
74.96 |
+0.15 |
200 |
11,365 |
+109 |
Sep07 |
060830 |
74.10 |
75.05 |
74.10 |
75.05 |
+0.15 |
560 |
19,377 |
+147 |
Oct07 |
060830 |
75.11 |
75.11 |
75.11 |
75.11 |
+0.15 |
100 |
8,110 |
+19 |
Nov07 |
060830 |
75.13 |
75.13 |
75.13 |
75.13 |
+0.15 |
1,525 |
8,470 |
-825 |
Dec07 |
060830 |
74.95 |
75.40 |
74.35 |
75.13 |
+0.15 |
9,266 |
122,060 |
-805 |
Jan08 |
060830 |
75.08 |
75.08 |
75.08 |
75.08 |
+0.16 |
5 |
21,655 |
+0 |
Total Volume and Open Interest |
187,977 |
1,149,670 |
-565 |
Heating Oil(NYM) |
Sep06 |
060830 |
195.50 |
195.50 |
191.25 |
194.96 |
+0.64 |
14,085 |
10,826 |
-2,747 |
Oct06 |
060830 |
199.00 |
199.90 |
195.90 |
199.50 |
+1.15 |
26,088 |
65,242 |
-14 |
Nov06 |
060830 |
203.50 |
205.50 |
201.50 |
205.00 |
+1.50 |
5,161 |
25,572 |
+1,663 |
Dec06 |
060830 |
207.95 |
209.10 |
205.00 |
209.10 |
+1.65 |
4,250 |
23,045 |
+893 |
Jan07 |
060830 |
211.40 |
212.65 |
209.50 |
212.65 |
+1.75 |
2,947 |
15,138 |
-300 |
Feb07 |
060830 |
213.85 |
214.70 |
211.50 |
214.70 |
+1.85 |
1,158 |
12,467 |
+364 |
Mar07 |
060830 |
213.00 |
213.60 |
211.00 |
213.60 |
+1.80 |
1,196 |
8,171 |
+551 |
Apr07 |
060830 |
209.75 |
210.45 |
207.50 |
210.45 |
+2.10 |
345 |
6,279 |
+86 |
May07 |
060830 |
205.75 |
207.10 |
203.90 |
207.10 |
+2.45 |
585 |
3,613 |
-438 |
Jun07 |
060830 |
204.40 |
206.40 |
204.15 |
206.40 |
+2.50 |
2,615 |
13,039 |
-328 |
Jul07 |
060830 |
204.75 |
207.75 |
204.75 |
207.75 |
+2.50 |
100 |
889 |
+100 |
Aug07 |
060830 |
208.30 |
209.85 |
207.20 |
209.85 |
+2.50 |
1 |
834 |
+1 |
Total Volume and Open Interest |
59,208 |
193,116 |
-32 |
Unleaded Gas(NYM) |
Sep06 |
060830 |
179.50 |
181.00 |
175.50 |
180.19 |
+1.27 |
9,784 |
5,899 |
-2,638 |
Oct06 |
060830 |
178.00 |
181.00 |
174.80 |
179.90 |
+1.93 |
16,914 |
38,588 |
+1,882 |
Nov06 |
060830 |
178.75 |
180.35 |
176.25 |
180.35 |
+1.93 |
1,718 |
5,600 |
+393 |
Dec06 |
060830 |
178.00 |
179.90 |
176.00 |
179.90 |
+1.88 |
1,225 |
8,042 |
+317 |
Jan07 |
060830 |
176.50 |
179.20 |
175.75 |
179.20 |
+1.88 |
753 |
3,362 |
+173 |
Total Volume and Open Interest |
30,394 |
61,491 |
+127 |
RBOB Gasoline(NYMEX) |
Sep06 |
060830 |
182.49 |
184.00 |
179.25 |
183.35 |
+0.85 |
2,828 |
5,130 |
-577 |
Oct06 |
060830 |
178.86 |
184.75 |
178.86 |
182.32 |
+3.46 |
4,757 |
25,408 |
-302 |
Nov06 |
060830 |
182.18 |
184.12 |
178.60 |
184.12 |
+3.46 |
2,301 |
13,975 |
+400 |
Dec06 |
060830 |
181.90 |
184.47 |
179.00 |
184.47 |
+3.31 |
1,050 |
7,798 |
-47 |
Jan07 |
060830 |
182.50 |
186.27 |
181.50 |
186.27 |
+3.21 |
448 |
5,427 |
+165 |
Feb07 |
060830 |
189.22 |
189.22 |
189.22 |
189.22 |
+3.11 |
0 |
1,765 |
+0 |
Mar07 |
060830 |
192.57 |
192.57 |
192.57 |
192.57 |
+3.01 |
50 |
1,890 |
+50 |
Apr07 |
060830 |
209.50 |
211.67 |
209.50 |
211.67 |
+2.91 |
25 |
1,715 |
+6 |
May07 |
060830 |
214.07 |
214.07 |
214.07 |
214.07 |
+2.81 |
0 |
1,555 |
+0 |
Jun07 |
060830 |
215.57 |
215.57 |
215.57 |
215.57 |
+2.71 |
10 |
722 |
+0 |
Total Volume and Open Interest |
11,469 |
66,674 |
-305 |
e-MiNY RBOB Gasoline(NYMEX) |
Sep06 |
060830 |
180.50 |
183.35 |
180.50 |
183.35 |
+0.85 |
0 |
18 |
+0 |
Oct06 |
060830 |
178.10 |
182.32 |
178.00 |
182.32 |
+3.46 |
0 |
10 |
+0 |
Nov06 |
060830 |
184.12 |
184.12 |
184.12 |
184.12 |
+3.46 |
|
|
|
Dec06 |
060830 |
184.47 |
184.47 |
184.47 |
184.47 |
+3.31 |
|
|
|
Total Volume and Open Interest |
0 |
28 |
+0 |
Natural Gas(NYM) |
Oct06 |
060830 |
6.610 |
6.660 |
6.250 |
6.290 |
-0.586 |
49,956 |
122,616 |
+4,706 |
Nov06 |
060830 |
8.400 |
8.490 |
8.230 |
8.260 |
-0.540 |
14,893 |
67,443 |
+846 |
Dec06 |
060830 |
10.080 |
10.120 |
9.900 |
9.925 |
-0.545 |
22,986 |
52,041 |
-1,254 |
Jan07 |
060830 |
10.650 |
10.750 |
10.540 |
10.590 |
-0.495 |
12,092 |
49,876 |
+44 |
Feb07 |
060830 |
10.720 |
10.760 |
10.610 |
10.615 |
-0.500 |
549 |
30,722 |
-152 |
Mar07 |
060830 |
10.600 |
10.600 |
10.430 |
10.430 |
-0.495 |
15,998 |
76,021 |
-1,583 |
Apr07 |
060830 |
8.440 |
8.440 |
8.230 |
8.250 |
-0.425 |
5,968 |
60,196 |
+458 |
May07 |
060830 |
8.230 |
8.250 |
8.095 |
8.095 |
-0.420 |
282 |
23,474 |
-5 |
Jun07 |
060830 |
8.355 |
8.355 |
8.187 |
8.187 |
-0.418 |
22 |
14,483 |
+12 |
Jul07 |
060830 |
8.470 |
8.470 |
8.290 |
8.290 |
-0.415 |
126 |
11,485 |
+99 |
Aug07 |
060830 |
8.530 |
8.530 |
8.371 |
8.371 |
-0.414 |
22 |
13,008 |
-2 |
Sep07 |
060830 |
8.660 |
8.660 |
8.461 |
8.461 |
-0.414 |
216 |
11,612 |
-50 |
Oct07 |
060830 |
8.770 |
8.770 |
8.615 |
8.615 |
-0.415 |
655 |
31,876 |
+430 |
Nov07 |
060830 |
9.750 |
9.750 |
9.590 |
9.590 |
-0.415 |
265 |
14,591 |
-199 |
Dec07 |
060830 |
10.650 |
10.650 |
10.470 |
10.470 |
-0.425 |
5,383 |
32,931 |
+2,773 |
Jan08 |
060830 |
11.150 |
11.150 |
11.000 |
11.000 |
-0.425 |
5,535 |
25,220 |
-339 |
Total Volume and Open Interest |
193,991 |
922,997 |
-9,548 |
Brent Crude Oil(ICE) |
Oct06 |
060830 |
70.20 |
70.70 |
68.82 |
70.18 |
+0.32 |
94,255 |
93,339 |
-25,590 |
Nov06 |
060830 |
71.06 |
71.63 |
69.86 |
71.11 |
+0.22 |
49,467 |
108,233 |
+3,184 |
Dec06 |
060830 |
71.90 |
72.38 |
70.64 |
71.87 |
+0.16 |
27,109 |
60,817 |
+1,712 |
Jan07 |
060830 |
72.55 |
73.00 |
71.37 |
72.52 |
+0.11 |
8,790 |
29,087 |
+2,635 |
Feb07 |
060830 |
73.25 |
73.55 |
71.96 |
73.09 |
+0.10 |
3,053 |
22,114 |
+573 |
Mar07 |
060830 |
73.90 |
73.95 |
72.40 |
73.51 |
+0.11 |
2,413 |
14,835 |
+1,090 |
Apr07 |
060830 |
74.16 |
74.20 |
72.72 |
73.84 |
+0.13 |
2,042 |
16,019 |
-136 |
May07 |
060830 |
74.42 |
74.46 |
73.00 |
74.13 |
+0.16 |
2,778 |
10,611 |
-850 |
Jun07 |
060830 |
74.58 |
74.76 |
73.22 |
74.40 |
+0.20 |
4,352 |
20,174 |
-998 |
Jul07 |
060830 |
73.57 |
74.60 |
73.57 |
74.60 |
+0.27 |
21 |
1,271 |
+0 |
Aug07 |
060830 |
74.69 |
74.69 |
74.69 |
74.69 |
+0.26 |
0 |
1,617 |
+0 |
Sep07 |
060830 |
74.86 |
74.86 |
73.91 |
74.77 |
+0.24 |
0 |
1,776 |
+0 |
Oct07 |
060830 |
74.92 |
74.92 |
74.03 |
74.81 |
+0.21 |
62 |
487 |
+62 |
Nov07 |
060830 |
74.83 |
74.83 |
74.83 |
74.83 |
+0.17 |
100 |
8,401 |
+0 |
Total Volume and Open Interest |
200,821 |
468,865 |
-19,173 |
Gas Oil(ICE) |
Sep06 |
060830 |
632.25 |
640.25 |
627.50 |
628.25 |
-5.25 |
42,157 |
47,049 |
-681 |
Oct06 |
060830 |
636.00 |
643.50 |
631.00 |
631.50 |
-6.00 |
30,825 |
54,047 |
+4,205 |
Nov06 |
060830 |
640.50 |
646.75 |
635.25 |
635.75 |
-6.75 |
9,482 |
24,562 |
+46 |
Dec06 |
060830 |
646.50 |
651.50 |
640.00 |
640.50 |
-7.25 |
9,995 |
38,749 |
-183 |
Jan07 |
060830 |
652.25 |
656.50 |
645.50 |
646.25 |
-7.50 |
4,466 |
19,402 |
+278 |
Feb07 |
060830 |
660.25 |
660.50 |
649.50 |
650.50 |
-7.75 |
836 |
8,976 |
+503 |
Mar07 |
060830 |
660.25 |
660.25 |
650.00 |
651.25 |
-8.00 |
293 |
7,485 |
-250 |
Apr07 |
060830 |
649.25 |
649.25 |
649.25 |
649.25 |
-8.25 |
64 |
2,355 |
+0 |
May07 |
060830 |
656.25 |
656.25 |
647.25 |
647.25 |
-8.50 |
175 |
1,400 |
+100 |
Jun07 |
060830 |
655.25 |
656.00 |
645.25 |
646.25 |
-7.50 |
2,793 |
20,230 |
+57 |
Total Volume and Open Interest |
104,368 |
256,577 |
+2,705 |
US Dollar Index(NYBOT) |
Sep06 |
060830 |
84.89 |
84.96 |
84.78 |
84.90 |
+0.09 |
2,297 |
17,138 |
+1,133 |
Dec06 |
060830 |
84.48 |
84.60 |
84.48 |
84.55 |
+0.11 |
67 |
2,526 |
+24 |
Mar07 |
060830 |
84.20 |
84.20 |
84.20 |
84.20 |
+0.11 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,364 |
19,685 |
+1,157 |
Australian Dollar(CME) |
Sep06 |
060830 |
76.37 |
76.50 |
76.30 |
76.30 |
-0.06 |
3,019 |
62,283 |
+1,836 |
Dec06 |
060830 |
76.22 |
76.26 |
76.16 |
76.16 |
-0.06 |
3 |
948 |
-48 |
Mar07 |
060830 |
76.03 |
76.03 |
76.03 |
76.03 |
-0.06 |
0 |
111 |
+0 |
Total Volume and Open Interest |
3,022 |
63,348 |
+1,788 |
British Pound(CME) |
Sep06 |
060830 |
190.20 |
190.60 |
190.18 |
190.49 |
+0.53 |
2,343 |
129,351 |
-3,476 |
Dec06 |
060830 |
190.50 |
190.72 |
190.45 |
190.72 |
+0.53 |
17 |
1,059 |
+98 |
Mar07 |
060830 |
190.86 |
190.86 |
190.86 |
190.86 |
+0.53 |
0 |
127 |
-3 |
Total Volume and Open Interest |
2,360 |
130,539 |
-3,381 |
Canadian Dollar(CME) |
Sep06 |
060830 |
90.39 |
90.45 |
89.99 |
90.16 |
-0.19 |
6,618 |
99,838 |
+216 |
Dec06 |
060830 |
90.66 |
90.69 |
90.42 |
90.42 |
-0.19 |
51 |
5,484 |
+126 |
Mar07 |
060830 |
90.69 |
90.69 |
90.69 |
90.69 |
-0.19 |
0 |
386 |
+1 |
Jun07 |
060830 |
90.96 |
90.96 |
90.96 |
90.96 |
-0.19 |
4 |
264 |
+0 |
Total Volume and Open Interest |
6,673 |
106,142 |
+343 |
Japanese Yen(CME) |
Sep06 |
060830 |
85.65 |
85.73 |
85.49 |
85.58 |
-0.47 |
3,624 |
222,009 |
-2,879 |
Dec06 |
060830 |
86.70 |
86.85 |
86.66 |
86.66 |
-0.48 |
28 |
22,217 |
+616 |
Mar07 |
060830 |
87.74 |
87.74 |
87.74 |
87.74 |
-0.48 |
0 |
193 |
+1 |
Total Volume and Open Interest |
3,652 |
244,441 |
-2,263 |
Swiss Franc(CME) |
Sep06 |
060830 |
81.50 |
81.64 |
81.42 |
81.57 |
-0.03 |
9,564 |
67,213 |
-1,404 |
Dec06 |
060830 |
82.35 |
82.35 |
82.32 |
82.32 |
-0.03 |
1 |
1,461 |
+161 |
Mar07 |
060830 |
83.06 |
83.06 |
83.06 |
83.06 |
-0.03 |
0 |
81 |
+0 |
Total Volume and Open Interest |
9,565 |
68,787 |
-1,243 |
EuroFX(CME) |
Sep06 |
060830 |
128.37 |
128.60 |
128.29 |
128.46 |
-0.03 |
5,097 |
165,502 |
+717 |
Dec06 |
060830 |
129.23 |
129.23 |
129.12 |
129.12 |
-0.04 |
378 |
4,397 |
+401 |
Mar07 |
060830 |
129.70 |
129.70 |
129.70 |
129.70 |
-0.03 |
0 |
180 |
+0 |
Total Volume and Open Interest |
5,475 |
170,168 |
+1,118 |
Mexican Peso(CME) |
Sep06 |
060830 |
9175.0 |
9215.0 |
9175.0 |
9182.0 |
-8.0 |
17,964 |
59,290 |
-4,495 |
Dec06 |
060830 |
1.6 |
4.6 |
1.3 |
1.3 |
-1.4 |
3 |
23,231 |
+7 |
Total Volume and Open Interest |
18,123 |
84,319 |
-4,445 |
30-Year T-Bonds(CBOT) |
Sep06 |
060830 |
110~07 |
110~17 |
110~03 |
110~10 |
+0~04 |
559,310 |
420,048 |
-127,575 |
Dec06 |
060830 |
110~19 |
110~30 |
110~15 |
110~23 |
+0~05 |
273,391 |
408,655 |
+125,579 |
Mar07 |
060830 |
110~22 |
110~23 |
110~14 |
110~17 |
+0~05 |
22 |
125 |
+6 |
Total Volume and Open Interest |
832,723 |
828,843 |
-1,990 |
10-Year T-Notes(CBOT) |
Sep06 |
060830 |
106~315 |
107~075 |
106~285 |
107~040 |
+0~050 |
1,590,181 |
1,111,288 |
-341,258 |
Dec06 |
060830 |
107~000 |
107~075 |
106~290 |
107~045 |
+0~050 |
718,359 |
1,208,395 |
+316,815 |
Total Volume and Open Interest |
2,308,544 |
2,322,509 |
-24,444 |
5-Year T-Notes(CBOT) |
Sep06 |
060830 |
104~235 |
104~290 |
104~235 |
104~275 |
+0~035 |
903,073 |
0 |
+0 |
Dec06 |
060830 |
104~265 |
104~310 |
104~265 |
104~305 |
+0~035 |
447,924 |
594,140 |
+594,140 |
Mar07 |
060830 |
104~305 |
104~305 |
104~305 |
104~305 |
+0~035 |
|
|
|
Total Volume and Open Interest |
1,278,552 |
|
|
2 Year T-Notes(CBOT) |
Sep06 |
060830 |
101~113 |
101~120 |
101~113 |
101~120 |
+0~008 |
48,133 |
287,816 |
-119,294 |
Dec06 |
060830 |
102~002 |
102~010 |
102~002 |
102~009 |
+0~008 |
44,339 |
457,310 |
+146,780 |
Total Volume and Open Interest |
92,472 |
745,126 |
+27,486 |
Eurodollars(CME) |
Sep06 |
060830 |
94.582 |
94.595 |
94.582 |
94.592 |
+0.010 |
25,034 |
1,377,715 |
+7,130 |
Dec06 |
060830 |
94.590 |
94.625 |
94.585 |
94.620 |
+0.030 |
25,697 |
1,558,287 |
+6,243 |
Mar07 |
060830 |
94.695 |
94.745 |
94.695 |
94.740 |
+0.045 |
20,671 |
1,283,406 |
+5,261 |
Jun07 |
060830 |
94.840 |
94.890 |
94.835 |
94.880 |
+0.045 |
15,551 |
1,053,796 |
-12,186 |
Sep07 |
060830 |
94.955 |
95.000 |
94.955 |
94.995 |
+0.040 |
20,629 |
1,085,737 |
-38,515 |
Dec07 |
060830 |
95.020 |
95.065 |
95.020 |
95.060 |
+0.045 |
16,728 |
906,017 |
-15,279 |
Mar08 |
060830 |
95.040 |
95.080 |
95.040 |
95.075 |
+0.040 |
19,218 |
622,130 |
-8,517 |
Jun08 |
060830 |
95.035 |
95.075 |
95.035 |
95.065 |
+0.035 |
16,398 |
427,008 |
+1,232 |
Sep08 |
060830 |
95.015 |
95.045 |
95.015 |
95.040 |
+0.030 |
6,117 |
298,483 |
+128 |
Dec08 |
060830 |
94.980 |
95.010 |
94.980 |
95.000 |
+0.025 |
6,745 |
298,347 |
+2,490 |
Mar09 |
060830 |
94.945 |
94.975 |
94.945 |
94.970 |
+0.025 |
7,053 |
278,413 |
-1,179 |
Jun09 |
060830 |
94.915 |
94.935 |
94.915 |
94.935 |
+0.025 |
4,352 |
210,489 |
+4,086 |
Sep09 |
060830 |
94.875 |
94.900 |
94.875 |
94.895 |
+0.025 |
2,559 |
138,718 |
+194 |
Dec09 |
060830 |
94.830 |
94.855 |
94.830 |
94.850 |
+0.025 |
2,658 |
122,210 |
-886 |
Mar10 |
060830 |
94.805 |
94.830 |
94.805 |
94.825 |
+0.025 |
839 |
105,154 |
-148 |
Jun10 |
060830 |
94.770 |
94.795 |
94.770 |
94.790 |
+0.025 |
1,023 |
105,683 |
+279 |
Sep10 |
060830 |
94.735 |
94.755 |
94.735 |
94.755 |
+0.025 |
1,394 |
95,437 |
+34 |
Dec10 |
060830 |
94.695 |
94.715 |
94.695 |
94.715 |
+0.025 |
4,538 |
77,772 |
+676 |
Total Volume and Open Interest |
202,206 |
10,279,068 |
-46,167 |
3-Mth Euro-Yen(CME) |
Sep06 |
060830 |
99.59 |
99.59 |
99.58 |
99.58 |
+0.01 |
1,434 |
12,319 |
+689 |
Dec06 |
060830 |
99.49 |
99.50 |
99.49 |
99.49 |
+0.02 |
605 |
12,043 |
-1,339 |
Mar07 |
060830 |
99.35 |
99.37 |
99.35 |
99.37 |
+0.03 |
227 |
5,528 |
-327 |
Jun07 |
060830 |
99.23 |
99.24 |
99.23 |
99.24 |
+0.04 |
9 |
7,293 |
-23 |
Sep07 |
060830 |
99.11 |
99.12 |
99.11 |
99.11 |
+0.03 |
5 |
1,986 |
-218 |
Dec07 |
060830 |
99.01 |
99.01 |
99.01 |
99.01 |
+0.05 |
63 |
3,454 |
-170 |
Mar08 |
060830 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.05 |
0 |
1,099 |
+0 |
Jun08 |
060830 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.04 |
0 |
255 |
+0 |
Sep08 |
060830 |
98.71 |
98.71 |
98.71 |
98.71 |
+0.03 |
0 |
7 |
+0 |
Dec08 |
060830 |
98.59 |
98.59 |
98.59 |
98.59 |
+0.03 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,343 |
43,988 |
-1,394 |
3-Mth Euro-Yen(SIMEX) |
Sep06 |
060830 |
99.57 |
99.58 |
99.57 |
99.58 |
+0.01 |
17 |
62,531 |
+293 |
Dec06 |
060830 |
99.48 |
99.49 |
99.48 |
99.48 |
unch |
1,624 |
91,576 |
-3,003 |
Mar07 |
060830 |
99.35 |
99.35 |
99.35 |
99.35 |
+0.01 |
0 |
61,768 |
-1,008 |
Jun07 |
060830 |
99.22 |
99.22 |
99.22 |
99.22 |
+0.02 |
826 |
36,137 |
+1,019 |
Sep07 |
060830 |
99.09 |
99.11 |
99.09 |
99.11 |
+0.03 |
0 |
17,674 |
+218 |
Dec07 |
060830 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.03 |
749 |
48,652 |
-565 |
Mar08 |
060830 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.03 |
0 |
22,010 |
+0 |
Jun08 |
060830 |
98.80 |
98.80 |
98.80 |
98.80 |
+0.02 |
0 |
3,495 |
+100 |
Total Volume and Open Interest |
3,224 |
345,228 |
-2,902 |
German Euro-Bund(EUREX) |
Sep06 |
060830 |
117.93 |
117.98 |
117.71 |
117.95 |
+0.31 |
248,061 |
1,562,824 |
-5,548 |
Dec06 |
060830 |
117.23 |
117.30 |
117.06 |
117.29 |
+0.33 |
11,158 |
118,756 |
+4,556 |
Mar07 |
060830 |
117.25 |
117.29 |
117.25 |
117.29 |
+0.33 |
0 |
101 |
+0 |
Total Volume and Open Interest |
259,219 |
1,681,681 |
-992 |
German Euro-Bobl(EUREX) |
Sep06 |
060704 |
109.03 |
109.14 |
109.01 |
109.09 |
-0.40 |
599,908 |
709,345 |
+222,612 |
Dec06 |
060830 |
109.78 |
109.82 |
109.72 |
109.80 |
+0.15 |
5,748 |
56,663 |
+5,145 |
Mar07 |
060830 |
109.57 |
109.57 |
109.57 |
109.57 |
+0.15 |
|
|
|
Total Volume and Open Interest |
125,290 |
1,009,651 |
-40 |
Long Gilt(LIFFE) |
Sep06 |
060830 |
110~05 |
110~05 |
109~29 |
110~03 |
+0~05 |
179,321 |
108,832 |
+108,832 |
Dec06 |
060830 |
109~28 |
109~30 |
109~22 |
109~29 |
+0~05 |
142,503 |
178,963 |
+178,963 |
Total Volume and Open Interest |
321,824 |
287,795 |
+32,938 |
3-Mth Short Sterling(LIFFE) |
Sep06 |
060830 |
94.97 |
94.97 |
94.97 |
94.97 |
-0.01 |
10,033 |
405,847 |
+405,847 |
Dec06 |
060830 |
94.82 |
94.82 |
94.82 |
94.82 |
unch |
36,216 |
402,489 |
+402,489 |
Mar07 |
060830 |
94.78 |
94.78 |
94.78 |
94.78 |
unch |
22,766 |
407,696 |
+407,696 |
Total Volume and Open Interest |
117,954 |
2,253,270 |
+28,840 |
3-Mth Euribor(LIFFE) |
Sep06 |
060830 |
96.670 |
96.675 |
96.665 |
96.665 |
unch |
5,950 |
546,028 |
-4,838 |
Dec06 |
060830 |
96.375 |
96.385 |
96.370 |
96.370 |
+0.005 |
39,616 |
773,981 |
-3,259 |
Mar07 |
060830 |
96.305 |
96.305 |
96.280 |
96.290 |
+0.010 |
45,143 |
649,211 |
-4,078 |
Total Volume and Open Interest |
179,236 |
3,769,474 |
-12,990 |
3-Mth Aus T-Bills(SFE) |
Sep06 |
060830 |
93.80 |
93.81 |
93.79 |
93.81 |
+0.01 |
2,460 |
93,274 |
-1,024 |
Dec06 |
060830 |
93.70 |
93.72 |
93.69 |
93.71 |
+0.02 |
13,521 |
262,128 |
-14,379 |
Mar07 |
060830 |
93.67 |
93.70 |
93.66 |
93.68 |
+0.02 |
12,367 |
146,628 |
+2,892 |
Jun07 |
060830 |
93.69 |
93.73 |
93.69 |
93.71 |
+0.03 |
3,186 |
54,536 |
+295 |
Sep07 |
060830 |
93.72 |
93.76 |
93.71 |
93.74 |
+0.03 |
989 |
31,654 |
-1,024 |
Dec07 |
060830 |
93.77 |
93.78 |
93.76 |
93.76 |
+0.03 |
800 |
28,608 |
-1,810 |
Mar08 |
060830 |
93.75 |
93.77 |
93.75 |
93.77 |
+0.04 |
150 |
14,152 |
-360 |
Jun08 |
060830 |
93.75 |
93.76 |
93.75 |
93.76 |
+0.04 |
275 |
9,635 |
-340 |
Sep08 |
060830 |
93.75 |
93.76 |
93.75 |
93.76 |
+0.04 |
67 |
1,735 |
+0 |
Dec08 |
060830 |
93.75 |
93.75 |
93.75 |
93.75 |
+0.05 |
7 |
1,134 |
+2 |
Total Volume and Open Interest |
33,829 |
645,578 |
-15,741 |
10-Year Aus T-Bonds(SFE) |
Sep06 |
060830 |
94.32 |
94.36 |
94.32 |
94.33 |
+0.03 |
22,206 |
378,495 |
-25,240 |
Dec06 |
060830 |
94.35 |
94.36 |
94.34 |
94.34 |
+0.03 |
|
|
|
Total Volume and Open Interest |
22,206 |
378,495 |
-25,240 |
3-Year Aus T-Bonds(SFE) |
Sep06 |
060830 |
94.16 |
94.19 |
94.15 |
94.18 |
+0.03 |
45,483 |
483,952 |
-69,521 |
Dec06 |
060830 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.03 |
172 |
863 |
+570 |
Total Volume and Open Interest |
45,655 |
484,815 |
-68,951 |
Gold(CMX) |
Oct06 |
060830 |
617.0 |
623.6 |
616.5 |
620.2 |
+7.0 |
2,145 |
23,832 |
+119 |
Dec06 |
060830 |
622.1 |
629.7 |
621.7 |
626.1 |
+7.0 |
32,064 |
197,359 |
-2,068 |
Feb07 |
060830 |
632.5 |
634.5 |
632.3 |
632.3 |
+7.0 |
154 |
20,447 |
-27 |
Apr07 |
060830 |
636.5 |
638.3 |
636.4 |
638.3 |
+7.0 |
14 |
2,877 |
-12 |
Jun07 |
060830 |
644.5 |
644.5 |
644.3 |
644.3 |
+7.0 |
13 |
18,841 |
+6 |
Aug07 |
060830 |
650.1 |
650.1 |
650.1 |
650.1 |
+7.0 |
16 |
1,553 |
+0 |
Oct07 |
060830 |
656.0 |
656.0 |
656.0 |
656.0 |
+7.0 |
0 |
3,641 |
+0 |
Dec07 |
060830 |
663.0 |
663.0 |
661.9 |
661.9 |
+7.0 |
124 |
21,248 |
+117 |
Feb08 |
060830 |
667.7 |
667.7 |
667.7 |
667.7 |
+7.0 |
0 |
1,348 |
+0 |
Apr08 |
060830 |
18.1 |
18.1 |
18.1 |
18.1 |
+7.0 |
0 |
85 |
+0 |
Jun08 |
060830 |
679.3 |
679.3 |
679.3 |
679.3 |
+7.0 |
0 |
1,372 |
+0 |
Total Volume and Open Interest |
35,030 |
307,583 |
-1,817 |
Silver(CMX) |
Sep06 |
060830 |
1222.0 |
1251.0 |
1222.0 |
1249.8 |
+34.8 |
18,431 |
14,751 |
-8,031 |
Dec06 |
060830 |
1243.0 |
1268.0 |
1240.0 |
1267.0 |
+34.8 |
14,900 |
63,963 |
+5,274 |
Mar07 |
060830 |
1280.0 |
1280.2 |
1270.0 |
1280.2 |
+34.6 |
321 |
11,557 |
+59 |
May07 |
060830 |
1287.4 |
1287.4 |
1287.4 |
1287.4 |
+34.4 |
4 |
3,203 |
+2 |
Jul07 |
060830 |
1293.4 |
1293.4 |
1293.4 |
1293.4 |
+34.4 |
4 |
8,359 |
-2 |
Sep07 |
060830 |
1296.5 |
1296.5 |
1296.5 |
1296.5 |
+34.4 |
2 |
1,058 |
+0 |
Dec07 |
060830 |
1305.0 |
1307.0 |
1301.9 |
1301.9 |
+34.4 |
19 |
3,998 |
+11 |
Total Volume and Open Interest |
33,681 |
112,346 |
-2,691 |
Platinum(NYM) |
Oct06 |
060830 |
1232.0 |
1242.0 |
1232.0 |
1237.5 |
+10.0 |
588 |
8,620 |
+32 |
Jan07 |
060830 |
1246.5 |
1246.5 |
1246.5 |
1246.5 |
+10.0 |
13 |
1,039 |
+0 |
Apr07 |
060830 |
1251.5 |
1251.5 |
1251.5 |
1251.5 |
+10.0 |
|
|
|
Jul07 |
060830 |
601.1 |
601.1 |
601.1 |
601.1 |
+10.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
601 |
9,665 |
+32 |
Palladium(NYME) |
Sep06 |
060830 |
334.00 |
339.30 |
334.00 |
339.30 |
+2.55 |
2,708 |
4,232 |
-1,485 |
Dec06 |
060830 |
343.00 |
347.00 |
343.00 |
345.30 |
+2.40 |
2,603 |
9,792 |
+1,254 |
Mar07 |
060830 |
357.00 |
357.00 |
350.80 |
350.80 |
+2.40 |
0 |
14 |
+0 |
Total Volume and Open Interest |
5,311 |
14,073 |
-231 |
Copper(CMX) |
Sep06 |
060830 |
339.50 |
343.90 |
335.00 |
336.50 |
-2.55 |
5,112 |
7,570 |
-2,451 |
Dec06 |
060830 |
340.00 |
343.00 |
333.50 |
335.25 |
-3.15 |
9,405 |
44,824 |
+755 |
Mar07 |
060830 |
335.50 |
335.50 |
330.50 |
330.50 |
-3.10 |
165 |
3,547 |
-65 |
May07 |
060830 |
329.00 |
329.00 |
325.75 |
325.75 |
-3.35 |
130 |
951 |
+25 |
Jul07 |
060830 |
320.30 |
320.30 |
320.30 |
320.30 |
-3.10 |
98 |
733 |
+71 |
Total Volume and Open Interest |
16,867 |
69,311 |
-1,138 |
Aluminum(CMX) |
Sep06 |
060830 |
112.45 |
112.45 |
112.45 |
112.45 |
+0.55 |
57 |
442 |
-53 |
Oct06 |
060830 |
113.25 |
113.25 |
113.25 |
113.25 |
+0.55 |
55 |
116 |
+55 |
Nov06 |
060830 |
113.55 |
113.55 |
113.55 |
113.55 |
+0.55 |
1 |
45 |
+1 |
Dec06 |
060830 |
113.85 |
113.85 |
113.85 |
113.85 |
+0.55 |
0 |
573 |
+0 |
Jan07 |
060830 |
113.25 |
113.25 |
113.25 |
113.25 |
+0.40 |
|
|
|
Feb07 |
060830 |
112.70 |
112.70 |
112.70 |
112.70 |
+0.30 |
|
|
|
Total Volume and Open Interest |
116 |
1,207 |
+6 |
DJIA Index(CBOT) |
Sep06 |
060830 |
11383 |
11420 |
11368 |
11390 |
+18 |
3,098 |
58,011 |
-275 |
Dec06 |
060830 |
11470 |
11500 |
11460 |
11476 |
+18 |
93 |
2,297 |
+9 |
Mar07 |
060830 |
11541 |
11541 |
11541 |
11541 |
+18 |
0 |
6 |
+0 |
Jun07 |
060830 |
11612 |
11612 |
11612 |
11612 |
+18 |
|
|
|
Total Volume and Open Interest |
3,191 |
60,314 |
-266 |
S & P 500(CME) |
Sep06 |
060830 |
1307.30 |
1308.70 |
1304.00 |
1305.10 |
unch |
44,985 |
554,259 |
-26,349 |
Dec06 |
060830 |
1317.00 |
1319.00 |
1316.00 |
1316.40 |
-0.10 |
10,697 |
84,099 |
+8,168 |
Mar07 |
060830 |
1327.50 |
1327.50 |
1327.50 |
1327.50 |
unch |
1 |
1,116 |
+0 |
Jun07 |
060830 |
1339.00 |
1339.00 |
1339.00 |
1339.00 |
unch |
1 |
3,118 |
+1 |
Total Volume and Open Interest |
55,684 |
642,879 |
-18,180 |
S & P 500 E-Mini(Globex) |
Sep06 |
060830 |
1305.00 |
1308.75 |
1303.75 |
1305.00 |
unch |
927,982 |
1,505,574 |
-63,428 |
Dec06 |
060830 |
1316.25 |
1320.00 |
1315.50 |
1316.50 |
unch |
12,559 |
76,312 |
+8,981 |
Total Volume and Open Interest |
940,541 |
1,581,886 |
-54,447 |
NASDAQ 100(CME) |
Sep06 |
060830 |
1579.00 |
1587.00 |
1573.00 |
1584.50 |
+8.50 |
5,403 |
56,630 |
+87 |
Dec06 |
060830 |
1595.50 |
1603.30 |
1595.50 |
1603.30 |
+8.50 |
6 |
151 |
+3 |
Mar07 |
060830 |
1622.30 |
1622.30 |
1622.30 |
1622.30 |
+8.50 |
|
|
|
Total Volume and Open Interest |
5,409 |
56,781 |
+90 |
NASDAQ 100 E-Mini(Globex) |
Sep06 |
060830 |
1575.50 |
1587.50 |
1572.80 |
1584.50 |
+8.50 |
299,013 |
400,181 |
-15,589 |
Dec06 |
060830 |
1596.00 |
1605.30 |
1592.30 |
1603.30 |
+8.50 |
691 |
1,788 |
+346 |
Total Volume and Open Interest |
299,704 |
401,969 |
-15,243 |
S & P Midcap 400(CME) |
Sep06 |
060830 |
747.00 |
749.00 |
744.25 |
747.80 |
+0.90 |
120 |
9,820 |
-23 |
Dec06 |
060830 |
755.20 |
755.20 |
755.20 |
755.20 |
+1.05 |
0 |
13 |
+0 |
Mar07 |
060830 |
762.60 |
762.60 |
762.60 |
762.60 |
+1.45 |
|
|
|
Total Volume and Open Interest |
120 |
9,833 |
-23 |
Russell 2000(CME) |
Sep06 |
060830 |
718.00 |
723.50 |
715.50 |
722.10 |
+5.20 |
1,161 |
41,729 |
-337 |
Dec06 |
060830 |
729.00 |
729.00 |
728.05 |
728.05 |
+5.25 |
453 |
467 |
+436 |
Mar07 |
060830 |
729.00 |
734.00 |
729.00 |
734.00 |
+5.35 |
0 |
7 |
+0 |
Total Volume and Open Interest |
1,614 |
42,203 |
+99 |
Russell 2000 E-Mini(Globex) |
Sep06 |
060830 |
716.60 |
723.80 |
715.00 |
722.10 |
+5.20 |
169,323 |
460,623 |
-7,944 |
Dec06 |
060830 |
722.30 |
729.40 |
721.00 |
728.10 |
+5.30 |
1,211 |
2,198 |
+555 |
Total Volume and Open Interest |
170,534 |
462,821 |
-7,389 |
Value Line(KCBT) |
Sep06 |
060830 |
1880.00 |
1880.00 |
1880.00 |
1880.00 |
unch |
0 |
3 |
+0 |
Total Volume and Open Interest |
0 |
3 |
+0 |
Nikkei 225(CME) |
Sep06 |
060830 |
15915 |
15930 |
15905 |
15910 |
-35 |
|
|
|
Dec06 |
060830 |
15950 |
15950 |
15885 |
15885 |
-35 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Sep06 |
060830 |
15930 |
15980 |
15765 |
15905 |
-15 |
36,379 |
229,570 |
-2,810 |
Dec06 |
060830 |
15910 |
15940 |
15740 |
15830 |
-20 |
778 |
751 |
+123 |
Mar07 |
060830 |
15840 |
15865 |
15840 |
15840 |
-20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
37,183 |
230,345 |
-2,687 |
CAC 40(EURONEXT) |
Aug06 |
060818 |
5145.0 |
5159.0 |
5133.5 |
5151.5 |
+5.0 |
161,322 |
348,113 |
-94,538 |
Sep06 |
060830 |
5194.0 |
5203.5 |
5168.5 |
5189.5 |
+22.0 |
75,226 |
501,368 |
+16,555 |
Oct06 |
060830 |
5189.5 |
5217.0 |
5184.5 |
5204.0 |
+22.0 |
346 |
3,767 |
+191 |
Total Volume and Open Interest |
75,583 |
514,435 |
+16,748 |
Hang Seng Index(HKFE) |
Aug06 |
060830 |
17125 |
17190 |
17098 |
17183 |
+103 |
71,756 |
75,700 |
-25,082 |
Sep06 |
060830 |
17094 |
17285 |
17067 |
17273 |
+225 |
53,459 |
75,825 |
+39,928 |
Total Volume and Open Interest |
125,305 |
152,737 |
+14,814 |
DAX(EUREX) |
Sep06 |
060830 |
5888.5 |
5894.0 |
5860.0 |
5880.5 |
+21.5 |
119,179 |
219,935 |
-1,142 |
Dec06 |
060830 |
5913.5 |
5942.0 |
5910.0 |
5929.5 |
+21.5 |
439 |
15,038 |
+24 |
Mar07 |
060830 |
5968.5 |
5996.5 |
5964.5 |
5984.0 |
+22.0 |
874 |
1,705 |
+121 |
Total Volume and Open Interest |
120,492 |
236,678 |
-997 |
FT-SE 100(EURONEXT) |
Sep06 |
060830 |
5908.50 |
5956.00 |
5899.50 |
5947.00 |
+48.00 |
59,739 |
443,854 |
+443,854 |
Dec06 |
060830 |
5942.00 |
5989.50 |
5938.50 |
5985.50 |
+49.00 |
204 |
35,158 |
+35,158 |
Mar07 |
060830 |
6001.00 |
6001.00 |
6001.00 |
6001.00 |
+48.00 |
0 |
1,041 |
+1,041 |
Total Volume and Open Interest |
59,943 |
481,803 |
+10,057 |
SPI 200(SFE) |
Sep06 |
060830 |
5060.0 |
5076.0 |
5045.0 |
5057.0 |
+5.0 |
15,486 |
235,060 |
-22,790 |
Dec06 |
060830 |
5063.0 |
5067.0 |
5060.0 |
5067.0 |
+5.0 |
52 |
5,759 |
+32 |
Mar07 |
060830 |
5073.0 |
5073.0 |
5073.0 |
5073.0 |
+4.0 |
8 |
2,661 |
+0 |
Total Volume and Open Interest |
15,612 |
246,493 |
-22,692 |
GSCI(CME) |
Sep06 |
060830 |
465.25 |
465.25 |
459.90 |
464.20 |
-0.40 |
278 |
19,619 |
+65 |
Oct06 |
060830 |
478.10 |
478.10 |
478.10 |
478.10 |
-0.90 |
0 |
2 |
+0 |
Nov06 |
060830 |
490.10 |
490.10 |
490.10 |
490.10 |
-1.90 |
|
|
|
Total Volume and Open Interest |
278 |
19,621 |
+65 |
Reuters CRB Index(NYBOT) |
Nov06 |
060830 |
392.00 |
392.50 |
392.00 |
392.50 |
+1.25 |
10 |
494 |
+1 |
Jan07 |
060830 |
394.50 |
394.50 |
394.50 |
394.50 |
+1.25 |
0 |
407 |
+0 |
Feb07 |
060830 |
392.50 |
392.50 |
392.50 |
392.50 |
+1.25 |
0 |
14 |
+0 |
Total Volume and Open Interest |
10 |
915 |
+1 |
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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