 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon September 25, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov06 |
060925 |
547.00 |
547.50 |
539.50 |
545.00 |
-4.25 |
25,935 |
239,222 |
-2,729 |
Jan07 |
060925 |
560.00 |
560.00 |
553.00 |
558.75 |
-3.50 |
7,177 |
47,767 |
+1,393 |
Mar07 |
060925 |
571.00 |
571.00 |
564.75 |
569.50 |
-4.00 |
2,083 |
18,212 |
+920 |
May07 |
060925 |
581.00 |
581.00 |
574.00 |
578.50 |
-4.50 |
833 |
16,293 |
+187 |
Jul07 |
060925 |
589.00 |
589.50 |
584.50 |
588.25 |
-4.50 |
1,604 |
16,884 |
+391 |
Aug07 |
060925 |
592.00 |
592.00 |
592.00 |
592.00 |
-4.75 |
100 |
232 |
+100 |
Sep07 |
060925 |
595.00 |
597.00 |
595.00 |
597.00 |
-6.00 |
0 |
22 |
+0 |
Total Volume and Open Interest |
85,661 |
365,206 |
+0 |
Soybean Meal(CBOT) |
Oct06 |
060925 |
164.20 |
164.20 |
161.80 |
162.40 |
-2.80 |
7,384 |
21,067 |
-3,865 |
Dec06 |
060925 |
164.00 |
164.20 |
161.80 |
163.00 |
-2.30 |
18,621 |
110,403 |
-146 |
Jan07 |
060925 |
165.00 |
165.30 |
163.20 |
163.80 |
-2.20 |
1,554 |
20,257 |
-106 |
Mar07 |
060925 |
167.50 |
167.90 |
165.50 |
166.00 |
-2.30 |
1,489 |
17,925 |
+186 |
May07 |
060925 |
170.00 |
170.00 |
167.70 |
168.10 |
-2.40 |
1,515 |
20,989 |
+166 |
Jul07 |
060925 |
171.70 |
172.00 |
169.80 |
170.30 |
-2.20 |
1,302 |
20,895 |
+307 |
Aug07 |
060925 |
173.00 |
173.40 |
171.30 |
171.60 |
-2.20 |
449 |
4,581 |
+145 |
Sep07 |
060925 |
174.50 |
174.50 |
172.50 |
172.60 |
-2.20 |
199 |
2,709 |
+57 |
Total Volume and Open Interest |
51,392 |
229,336 |
+0 |
Soybean Oil(CBOT) |
Oct06 |
060925 |
23.60 |
23.84 |
23.45 |
23.82 |
-0.05 |
6,439 |
19,538 |
-1,592 |
Dec06 |
060925 |
23.90 |
24.22 |
23.80 |
24.18 |
-0.04 |
20,458 |
142,402 |
-461 |
Jan07 |
060925 |
24.27 |
24.57 |
24.12 |
24.57 |
+0.02 |
2,339 |
22,468 |
+476 |
Mar07 |
060925 |
24.68 |
24.92 |
24.50 |
24.92 |
-0.03 |
1,363 |
16,083 |
+495 |
May07 |
060925 |
24.95 |
25.32 |
24.83 |
25.31 |
+0.01 |
2,347 |
22,586 |
+13 |
Jul07 |
060925 |
25.37 |
25.70 |
25.32 |
25.68 |
unch |
1,035 |
17,130 |
+542 |
Aug07 |
060925 |
25.50 |
25.85 |
25.50 |
25.82 |
unch |
346 |
3,200 |
+76 |
Sep07 |
060925 |
25.65 |
26.00 |
25.65 |
25.95 |
+0.03 |
253 |
1,984 |
+116 |
Total Volume and Open Interest |
36,244 |
269,098 |
+0 |
Canola(WCE) |
Nov06 |
060925 |
301.3 |
301.6 |
298.3 |
299.2 |
-3.6 |
4,611 |
47,762 |
+94 |
Jan07 |
060925 |
309.6 |
310.6 |
306.7 |
308.0 |
-2.8 |
522 |
20,523 |
+308 |
Mar07 |
060925 |
315.5 |
317.6 |
314.9 |
316.3 |
-1.9 |
25 |
2,423 |
+19 |
May07 |
060925 |
323.2 |
323.2 |
321.6 |
321.6 |
-1.6 |
340 |
1,394 |
-29 |
Jul07 |
060925 |
326.1 |
326.3 |
326.1 |
326.3 |
-2.8 |
315 |
3,777 |
+30 |
Total Volume and Open Interest |
11,368 |
81,276 |
+0 |
Corn(CBOT) |
Dec06 |
060925 |
252.75 |
255.75 |
252.50 |
254.75 |
-0.50 |
61,585 |
645,034 |
-15,190 |
Mar07 |
060925 |
266.25 |
269.25 |
266.00 |
268.25 |
-0.25 |
13,748 |
194,439 |
+2,162 |
May07 |
060925 |
274.00 |
276.50 |
273.75 |
275.75 |
unch |
3,065 |
42,784 |
+515 |
Jul07 |
060925 |
280.50 |
284.00 |
280.50 |
283.25 |
unch |
6,987 |
123,109 |
+1,005 |
Sep07 |
060925 |
285.75 |
290.00 |
285.75 |
289.50 |
+2.00 |
1,306 |
17,537 |
+663 |
Dec07 |
060925 |
294.00 |
298.50 |
294.00 |
297.50 |
+2.00 |
10,089 |
161,800 |
-1,910 |
Total Volume and Open Interest |
246,202 |
1,290,346 |
+0 |
Wheat(CBOT) |
Dec06 |
060925 |
416.50 |
417.00 |
411.25 |
413.75 |
-5.25 |
16,476 |
260,237 |
-3,727 |
Mar07 |
060925 |
433.50 |
434.00 |
429.00 |
432.00 |
-4.25 |
4,422 |
58,782 |
+417 |
May07 |
060925 |
441.00 |
441.00 |
437.00 |
441.00 |
-3.00 |
287 |
3,406 |
+146 |
Jul07 |
060925 |
446.00 |
446.00 |
441.25 |
444.00 |
-4.00 |
6,317 |
79,383 |
+1,817 |
Sep07 |
060925 |
453.00 |
453.00 |
449.50 |
452.00 |
-4.00 |
519 |
801 |
+191 |
Total Volume and Open Interest |
74,099 |
456,337 |
+0 |
Wheat(KCBT) |
Dec06 |
060925 |
476.50 |
477.00 |
469.50 |
471.00 |
-10.50 |
10,291 |
83,513 |
-3,978 |
Mar07 |
060925 |
484.50 |
485.00 |
479.00 |
482.00 |
-7.50 |
2,587 |
20,647 |
-631 |
May07 |
060925 |
477.00 |
477.50 |
473.50 |
475.50 |
-6.50 |
6 |
836 |
+5 |
Jul07 |
060925 |
457.50 |
459.00 |
453.75 |
455.75 |
-5.50 |
2,622 |
36,953 |
+271 |
Sep07 |
060925 |
462.50 |
464.00 |
459.50 |
464.00 |
-4.00 |
17 |
1,753 |
+17 |
Total Volume and Open Interest |
26,552 |
157,360 |
+0 |
Wheat(MGE) |
Dec06 |
060925 |
458.00 |
458.00 |
451.00 |
454.00 |
-7.00 |
1,986 |
25,968 |
-603 |
Mar07 |
060925 |
470.00 |
470.00 |
466.00 |
468.50 |
-6.50 |
181 |
8,668 |
+0 |
May07 |
060925 |
472.00 |
473.50 |
471.00 |
471.75 |
-10.25 |
9 |
1,303 |
+4 |
Jul07 |
060925 |
480.00 |
482.00 |
476.00 |
482.00 |
-4.25 |
33 |
992 |
+13 |
Sep07 |
060925 |
466.00 |
469.00 |
466.00 |
469.00 |
-5.00 |
123 |
2,509 |
+27 |
Total Volume and Open Interest |
5,171 |
45,645 |
+0 |
Oats(CBOT) |
Dec06 |
060925 |
201.75 |
202.50 |
200.75 |
201.00 |
-1.75 |
543 |
10,912 |
+76 |
Mar07 |
060925 |
208.00 |
208.00 |
207.00 |
207.00 |
-1.75 |
67 |
631 |
-3 |
May07 |
060925 |
210.50 |
210.50 |
210.50 |
210.50 |
+1.50 |
7 |
37 |
+5 |
Jul07 |
060925 |
211.00 |
211.00 |
211.00 |
211.00 |
+3.00 |
8 |
74 |
+5 |
Total Volume and Open Interest |
1,000 |
11,618 |
+0 |
Rough Rice(CBOT) |
Nov06 |
060925 |
9.63 |
9.65 |
9.48 |
9.56 |
+0.03 |
1,445 |
8,072 |
+350 |
Jan07 |
060925 |
9.92 |
9.92 |
9.80 |
9.88 |
+0.06 |
1,249 |
3,373 |
+787 |
Mar07 |
060925 |
10.15 |
10.15 |
10.15 |
10.15 |
+0.06 |
75 |
2,007 |
-41 |
May07 |
060925 |
10.41 |
10.41 |
10.41 |
10.41 |
+0.07 |
50 |
1,032 |
+16 |
Total Volume and Open Interest |
502 |
13,896 |
+0 |
Live Cattle(CME) |
Oct06 |
060925 |
90.500 |
90.800 |
90.225 |
90.725 |
+0.625 |
7,285 |
46,933 |
-1,541 |
Dec06 |
060925 |
89.900 |
90.250 |
89.575 |
90.000 |
+0.200 |
11,969 |
108,306 |
+785 |
Feb07 |
060925 |
90.825 |
90.900 |
90.100 |
90.800 |
unch |
4,360 |
29,670 |
+852 |
Apr07 |
060925 |
90.000 |
90.250 |
89.650 |
89.925 |
-0.225 |
2,063 |
18,098 |
+408 |
Jun07 |
060925 |
86.000 |
86.000 |
85.500 |
85.825 |
-0.125 |
841 |
8,790 |
+234 |
Aug07 |
060925 |
84.625 |
84.850 |
84.400 |
84.800 |
-0.100 |
178 |
2,866 |
+37 |
Total Volume and Open Interest |
30,136 |
214,058 |
+0 |
Feeder Cattle(CME) |
Sep06 |
060925 |
115.800 |
116.000 |
115.300 |
115.700 |
-0.350 |
1,047 |
2,529 |
-538 |
Oct06 |
060925 |
114.800 |
115.150 |
114.150 |
114.675 |
-0.375 |
2,939 |
7,650 |
-628 |
Nov06 |
060925 |
113.400 |
113.800 |
113.150 |
113.500 |
-0.150 |
2,631 |
9,202 |
-139 |
Jan07 |
060925 |
110.900 |
111.100 |
110.350 |
110.775 |
-0.275 |
806 |
4,543 |
-11 |
Mar07 |
060925 |
107.500 |
107.750 |
107.300 |
107.500 |
unch |
413 |
1,722 |
+49 |
Apr07 |
060925 |
106.800 |
106.850 |
106.500 |
106.600 |
-0.150 |
13 |
238 |
+5 |
May07 |
060925 |
106.650 |
106.650 |
106.450 |
106.475 |
-0.125 |
20 |
205 |
+0 |
Total Volume and Open Interest |
4,340 |
27,382 |
+0 |
Lean Hogs(CME) |
Oct06 |
060925 |
62.600 |
63.150 |
61.800 |
62.125 |
-0.525 |
10,019 |
25,156 |
-4,152 |
Dec06 |
060925 |
60.250 |
60.800 |
59.600 |
59.675 |
-0.625 |
14,422 |
94,110 |
-727 |
Feb07 |
060925 |
61.400 |
62.000 |
60.850 |
61.200 |
-0.475 |
2,401 |
26,197 |
+295 |
Apr07 |
060925 |
62.200 |
62.600 |
61.650 |
62.025 |
-0.525 |
1,354 |
15,507 |
+491 |
May07 |
060925 |
65.700 |
65.900 |
65.500 |
65.900 |
unch |
34 |
1,458 |
-11 |
Jun07 |
060925 |
66.400 |
66.700 |
66.100 |
66.100 |
-0.600 |
548 |
6,427 |
+103 |
Jul07 |
060925 |
64.300 |
64.300 |
63.900 |
64.000 |
-0.250 |
62 |
1,264 |
+18 |
Aug07 |
060925 |
62.275 |
62.275 |
62.000 |
62.000 |
-0.300 |
48 |
767 |
+21 |
Total Volume and Open Interest |
19,014 |
175,230 |
+0 |
Pork Bellies(CME) |
Feb07 |
060925 |
86.500 |
87.700 |
86.150 |
86.500 |
unch |
187 |
816 |
+34 |
Mar07 |
060925 |
86.250 |
86.300 |
86.250 |
86.300 |
-0.100 |
1 |
19 |
+0 |
May07 |
060925 |
88.700 |
88.700 |
88.700 |
88.700 |
+0.200 |
0 |
3 |
+0 |
Jul07 |
060925 |
89.700 |
89.700 |
89.700 |
89.700 |
+0.200 |
|
|
|
Aug07 |
060925 |
89.500 |
89.500 |
89.500 |
89.500 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
250 |
805 |
+0 |
Class III Milk(CME) |
Sep06 |
060925 |
12.25 |
12.26 |
12.25 |
12.26 |
+0.01 |
78 |
4,030 |
-71 |
Oct06 |
060925 |
12.73 |
12.80 |
12.50 |
12.58 |
-0.12 |
162 |
4,395 |
-27 |
Nov06 |
060925 |
12.62 |
12.73 |
12.45 |
12.51 |
-0.09 |
105 |
3,975 |
-7 |
Dec06 |
060925 |
12.55 |
12.60 |
12.43 |
12.52 |
-0.01 |
81 |
3,805 |
+49 |
Jan07 |
060925 |
12.50 |
12.54 |
12.46 |
12.48 |
-0.02 |
31 |
1,852 |
+22 |
Total Volume and Open Interest |
560 |
28,946 |
+0 |
Cocoa(NYBOT) |
Dec06 |
060925 |
1499 |
1510 |
1480 |
1493 |
-6 |
8,583 |
69,725 |
-1,127 |
Mar07 |
060925 |
1534 |
1545 |
1514 |
1527 |
-7 |
2,179 |
27,635 |
-383 |
May07 |
060925 |
1559 |
1566 |
1545 |
1550 |
-9 |
201 |
13,317 |
+69 |
Jul07 |
060925 |
1584 |
1584 |
1575 |
1575 |
-9 |
231 |
5,781 |
+109 |
Sep07 |
060925 |
1610 |
1614 |
1591 |
1599 |
-8 |
414 |
11,826 |
+217 |
Dec07 |
060925 |
1625 |
1625 |
1625 |
1625 |
-7 |
50 |
8,261 |
+0 |
Mar08 |
060925 |
1649 |
1649 |
1649 |
1649 |
-8 |
0 |
1,226 |
+0 |
Total Volume and Open Interest |
22,884 |
140,983 |
+0 |
Coffee "C"(NYBOT) |
Dec06 |
060925 |
104.00 |
107.50 |
102.00 |
106.65 |
+2.20 |
6,782 |
79,154 |
+30 |
Mar07 |
060925 |
108.10 |
111.25 |
105.80 |
110.50 |
+2.20 |
964 |
14,836 |
-23 |
May07 |
060925 |
110.50 |
112.85 |
108.40 |
112.85 |
+2.20 |
142 |
4,193 |
+44 |
Jul07 |
060925 |
112.40 |
115.05 |
111.00 |
115.05 |
+2.20 |
59 |
2,480 |
-3 |
Sep07 |
060925 |
114.50 |
117.10 |
113.15 |
117.10 |
+2.20 |
196 |
1,300 |
+21 |
Dec07 |
060925 |
116.00 |
120.00 |
116.00 |
119.85 |
+2.20 |
261 |
3,112 |
+106 |
Total Volume and Open Interest |
10,521 |
107,370 |
+0 |
Orange Juice(NYBOT) |
Nov06 |
060925 |
167.05 |
170.50 |
167.05 |
168.40 |
+0.55 |
2,261 |
20,061 |
-362 |
Jan07 |
060925 |
169.50 |
172.00 |
169.50 |
170.50 |
+0.85 |
907 |
6,926 |
+20 |
Mar07 |
060925 |
170.60 |
171.40 |
170.60 |
171.40 |
+0.95 |
178 |
2,539 |
+63 |
May07 |
060925 |
171.00 |
171.75 |
170.00 |
171.40 |
+0.95 |
18 |
512 |
+3 |
Jul07 |
060925 |
171.40 |
171.40 |
171.40 |
171.40 |
+0.95 |
0 |
163 |
+0 |
Total Volume and Open Interest |
1,496 |
30,573 |
+0 |
Sugar #11(NYBOT) |
Oct06 |
060925 |
10.25 |
10.25 |
9.70 |
9.75 |
-0.71 |
34,581 |
71,821 |
-9,761 |
Mar07 |
060925 |
11.05 |
11.22 |
10.80 |
10.87 |
-0.51 |
61,150 |
256,453 |
+1,424 |
May07 |
060925 |
11.00 |
11.30 |
10.90 |
10.98 |
-0.53 |
9,977 |
56,564 |
+1,021 |
Jul07 |
060925 |
11.00 |
11.29 |
10.90 |
10.99 |
-0.56 |
15,208 |
40,994 |
-2,794 |
Oct07 |
060925 |
11.15 |
11.40 |
11.04 |
11.07 |
-0.63 |
3,931 |
33,158 |
+1,790 |
Total Volume and Open Interest |
82,304 |
501,736 |
+0 |
Sugar #14(NYBOT) |
Sep06 |
060808 |
21.25 |
22.00 |
21.15 |
21.15 |
-0.10 |
155 |
1,252 |
+0 |
Nov06 |
060925 |
21.30 |
21.35 |
21.30 |
21.35 |
-0.05 |
52 |
2,350 |
+36 |
Jan07 |
060925 |
21.15 |
21.15 |
21.15 |
21.15 |
-0.10 |
12 |
2,415 |
+12 |
Mar07 |
060925 |
21.15 |
21.25 |
21.05 |
21.20 |
-0.01 |
2 |
3,046 |
+2 |
May07 |
060925 |
21.30 |
21.30 |
21.30 |
21.30 |
-0.08 |
0 |
1,893 |
+0 |
Total Volume and Open Interest |
231 |
12,522 |
+195 |
London Cocoa(LCE) |
Sep06 |
060914 |
815 |
817 |
806 |
813 |
-2 |
20,708 |
2,713 |
-20,655 |
Dec06 |
060925 |
843 |
849 |
826 |
834 |
-6 |
4,782 |
82,535 |
-482 |
Mar07 |
060925 |
859 |
866 |
845 |
852 |
-6 |
731 |
49,164 |
-94 |
May07 |
060925 |
873 |
875 |
860 |
865 |
-5 |
50 |
19,282 |
-14 |
Jul07 |
060925 |
887 |
887 |
874 |
878 |
-5 |
545 |
13,307 |
+291 |
Sep07 |
060925 |
902 |
902 |
889 |
892 |
-5 |
32 |
10,741 |
+0 |
Dec07 |
060925 |
910 |
910 |
900 |
906 |
-5 |
85 |
13,138 |
+62 |
Total Volume and Open Interest |
15,628 |
192,503 |
+0 |
London Coffee(LCE) |
Sep06 |
060925 |
1667.00 |
1675.00 |
1651.00 |
1664.00 |
+14.00 |
531 |
4,391 |
-450 |
Nov06 |
060925 |
1492.00 |
1497.00 |
1473.00 |
1489.00 |
+14.00 |
4,241 |
66,515 |
-311 |
Jan07 |
060925 |
1452.00 |
1460.00 |
1435.00 |
1441.00 |
-3.00 |
1,204 |
38,759 |
+286 |
Mar07 |
060925 |
1439.00 |
1439.00 |
1415.00 |
1419.00 |
-6.00 |
643 |
22,125 |
+380 |
May07 |
060925 |
1430.00 |
1439.00 |
1420.00 |
1420.00 |
-5.00 |
1 |
4,465 |
-1 |
Jul07 |
060925 |
1422.00 |
1426.00 |
1419.00 |
1420.00 |
-5.00 |
0 |
2,126 |
+0 |
Total Volume and Open Interest |
8,224 |
141,714 |
+0 |
London Sugar(LCE) |
Oct06 |
060915 |
415.50 |
421.50 |
403.00 |
419.70 |
+3.20 |
4,076 |
7,716 |
-1,938 |
Dec06 |
060925 |
374.80 |
376.00 |
360.10 |
362.00 |
-11.30 |
5,252 |
21,935 |
+110 |
Mar07 |
060925 |
343.50 |
343.50 |
325.00 |
328.50 |
-13.50 |
3,473 |
21,794 |
+271 |
May07 |
060925 |
338.60 |
338.60 |
322.50 |
324.00 |
-14.60 |
499 |
4,675 |
+157 |
Aug07 |
060925 |
334.70 |
336.00 |
316.50 |
317.00 |
-18.30 |
223 |
2,498 |
+57 |
Total Volume and Open Interest |
5,172 |
52,725 |
+0 |
Cotton(NYBOT) |
Oct06 |
060925 |
50.00 |
50.80 |
50.00 |
50.31 |
+0.24 |
1,972 |
765 |
-716 |
Dec06 |
060925 |
52.10 |
52.75 |
51.60 |
51.61 |
-0.49 |
10,757 |
124,474 |
+737 |
Mar07 |
060925 |
55.55 |
55.90 |
55.01 |
55.12 |
-0.33 |
4,466 |
37,274 |
+157 |
May07 |
060925 |
57.30 |
57.30 |
56.50 |
56.55 |
-0.40 |
396 |
4,460 |
+225 |
Jul07 |
060925 |
57.80 |
57.80 |
57.68 |
57.68 |
-0.45 |
575 |
4,552 |
+385 |
Oct07 |
060925 |
58.25 |
58.25 |
58.25 |
58.25 |
-0.60 |
0 |
66 |
+0 |
Total Volume and Open Interest |
8,875 |
180,780 |
+0 |
Lumber(CME) |
Nov06 |
060925 |
257.0 |
260.6 |
257.0 |
258.5 |
unch |
308 |
4,818 |
+82 |
Jan07 |
060925 |
277.0 |
279.7 |
275.3 |
277.9 |
+1.6 |
148 |
1,188 |
+16 |
Mar07 |
060925 |
286.2 |
290.0 |
286.2 |
290.0 |
+1.5 |
29 |
166 |
-3 |
May07 |
060925 |
295.9 |
295.9 |
295.9 |
295.9 |
-1.0 |
0 |
27 |
+0 |
Total Volume and Open Interest |
563 |
6,112 |
+0 |
Crude Oil(NYM) |
Nov06 |
060925 |
60.05 |
62.15 |
59.65 |
61.45 |
+0.90 |
122,447 |
271,901 |
-8,911 |
Dec06 |
060925 |
61.00 |
62.95 |
60.65 |
62.33 |
+0.79 |
55,548 |
160,627 |
-1,487 |
Jan07 |
060925 |
61.95 |
63.65 |
61.50 |
63.10 |
+0.72 |
13,950 |
67,039 |
+2,190 |
Feb07 |
060925 |
62.60 |
64.10 |
62.45 |
63.77 |
+0.66 |
4,086 |
31,243 |
+462 |
Mar07 |
060925 |
63.20 |
64.36 |
63.10 |
64.36 |
+0.62 |
6,284 |
34,034 |
+2,686 |
Apr07 |
060925 |
63.80 |
65.30 |
63.75 |
64.87 |
+0.58 |
3,635 |
35,064 |
+98 |
May07 |
060925 |
65.30 |
65.30 |
65.30 |
65.30 |
+0.56 |
586 |
20,756 |
+18 |
Jun07 |
060925 |
64.50 |
66.10 |
64.50 |
65.65 |
+0.53 |
3,705 |
66,703 |
-310 |
Jul07 |
060925 |
65.94 |
65.94 |
65.94 |
65.94 |
+0.52 |
134 |
15,496 |
-11 |
Aug07 |
060925 |
65.10 |
66.90 |
65.10 |
66.18 |
+0.51 |
462 |
15,193 |
-58 |
Sep07 |
060925 |
65.30 |
66.36 |
65.25 |
66.36 |
+0.50 |
665 |
22,158 |
-145 |
Oct07 |
060925 |
67.15 |
67.15 |
66.49 |
66.49 |
+0.49 |
505 |
8,206 |
+75 |
Nov07 |
060925 |
65.45 |
66.70 |
65.45 |
66.59 |
+0.48 |
5 |
12,947 |
-40 |
Dec07 |
060925 |
65.90 |
67.20 |
65.90 |
66.65 |
+0.47 |
8,887 |
127,415 |
+214 |
Jan08 |
060925 |
65.65 |
66.70 |
65.65 |
66.70 |
+0.47 |
580 |
19,783 |
-10 |
Feb08 |
060925 |
67.50 |
67.50 |
66.73 |
66.73 |
+0.47 |
0 |
8,536 |
+0 |
Total Volume and Open Interest |
223,267 |
1,160,682 |
+0 |
Heating Oil(NYM) |
Oct06 |
060925 |
164.10 |
168.30 |
163.20 |
165.64 |
+0.92 |
18,790 |
26,135 |
-4,476 |
Nov06 |
060925 |
168.70 |
172.80 |
167.60 |
170.64 |
+1.35 |
25,306 |
71,319 |
+2,494 |
Dec06 |
060925 |
173.80 |
177.80 |
173.00 |
175.68 |
+1.24 |
6,518 |
29,170 |
-10 |
Jan07 |
060925 |
177.95 |
182.50 |
177.95 |
180.68 |
+1.29 |
2,830 |
20,424 |
+1,044 |
Feb07 |
060925 |
181.85 |
186.00 |
181.85 |
183.88 |
+1.29 |
868 |
16,654 |
+163 |
Mar07 |
060925 |
182.00 |
185.50 |
182.00 |
184.03 |
+1.24 |
932 |
9,825 |
+102 |
Apr07 |
060925 |
181.40 |
184.25 |
181.40 |
182.88 |
+1.19 |
818 |
8,727 |
-66 |
May07 |
060925 |
183.25 |
183.25 |
181.48 |
181.48 |
+1.24 |
354 |
3,531 |
+146 |
Jun07 |
060925 |
181.30 |
181.33 |
181.30 |
181.33 |
+1.29 |
1,138 |
17,158 |
-100 |
Jul07 |
060925 |
182.43 |
182.43 |
182.43 |
182.43 |
+1.34 |
38 |
1,107 |
+22 |
Aug07 |
060925 |
182.00 |
184.03 |
182.00 |
184.03 |
+1.34 |
67 |
2,027 |
+40 |
Sep07 |
060925 |
186.48 |
186.48 |
186.48 |
186.48 |
+1.34 |
67 |
2,296 |
+6 |
Total Volume and Open Interest |
47,851 |
218,203 |
+0 |
Unleaded Gas(NYM) |
Oct06 |
060925 |
145.50 |
153.25 |
144.75 |
150.01 |
+2.89 |
12,558 |
18,308 |
-1,309 |
Nov06 |
060925 |
150.00 |
155.25 |
148.60 |
152.04 |
+0.53 |
7,308 |
20,726 |
+1,610 |
Dec06 |
060925 |
152.50 |
157.30 |
152.00 |
154.54 |
-0.07 |
775 |
7,167 |
+89 |
Jan07 |
060925 |
157.24 |
157.24 |
157.24 |
157.24 |
-0.07 |
228 |
4,174 |
+87 |
Total Volume and Open Interest |
23,726 |
49,898 |
+0 |
RBOB Gasoline(NYMEX) |
Oct06 |
060925 |
151.00 |
155.00 |
148.00 |
150.08 |
-1.91 |
8,039 |
16,062 |
-722 |
Nov06 |
060925 |
153.00 |
157.50 |
151.50 |
154.48 |
unch |
6,463 |
32,780 |
+8 |
Dec06 |
060925 |
156.14 |
160.25 |
154.50 |
156.96 |
-0.52 |
1,215 |
8,732 |
-151 |
Jan07 |
060925 |
161.75 |
162.00 |
160.00 |
160.21 |
-0.52 |
995 |
8,093 |
+112 |
Feb07 |
060925 |
162.86 |
162.86 |
162.86 |
162.86 |
-0.47 |
72 |
2,019 |
+13 |
Mar07 |
060925 |
164.75 |
167.00 |
164.75 |
165.51 |
-0.42 |
222 |
3,027 |
+80 |
Apr07 |
060925 |
180.51 |
180.51 |
180.51 |
180.51 |
-0.42 |
239 |
4,306 |
+160 |
May07 |
060925 |
183.31 |
183.31 |
183.31 |
183.31 |
-0.42 |
560 |
4,213 |
+258 |
Jun07 |
060925 |
186.75 |
186.75 |
185.36 |
185.36 |
-0.42 |
160 |
2,710 |
+62 |
Jul07 |
060925 |
186.36 |
186.36 |
186.36 |
186.36 |
-0.42 |
18 |
741 |
+14 |
Total Volume and Open Interest |
18,145 |
86,188 |
-60 |
e-MiNY RBOB Gasoline(NYMEX) |
Oct06 |
060915 |
163.71 |
163.71 |
163.71 |
163.71 |
-14.71 |
0 |
13 |
+0 |
Nov06 |
060925 |
154.48 |
154.48 |
154.48 |
154.48 |
unch |
|
|
|
Dec06 |
060925 |
156.96 |
156.96 |
156.96 |
156.96 |
-0.52 |
|
|
|
Jan07 |
060925 |
160.21 |
160.21 |
160.21 |
160.21 |
-0.52 |
|
|
|
Total Volume and Open Interest |
0 |
21 |
+0 |
Natural Gas(NYM) |
Oct06 |
060925 |
4.440 |
4.580 |
4.420 |
4.475 |
-0.152 |
28,219 |
73,718 |
-620 |
Nov06 |
060925 |
5.600 |
5.835 |
5.590 |
5.733 |
-0.148 |
16,367 |
107,886 |
+1,203 |
Dec06 |
060925 |
7.180 |
7.300 |
7.150 |
7.223 |
-0.178 |
4,342 |
55,810 |
+1,043 |
Jan07 |
060925 |
7.700 |
7.760 |
7.650 |
7.713 |
-0.178 |
3,778 |
52,472 |
+1 |
Feb07 |
060925 |
7.740 |
7.840 |
7.720 |
7.773 |
-0.163 |
944 |
30,360 |
-193 |
Mar07 |
060925 |
7.560 |
7.690 |
7.560 |
7.608 |
-0.148 |
2,186 |
89,773 |
-233 |
Apr07 |
060925 |
7.020 |
7.070 |
7.000 |
7.048 |
-0.068 |
2,625 |
70,268 |
+1,305 |
May07 |
060925 |
6.960 |
7.013 |
6.960 |
7.013 |
-0.063 |
4,078 |
26,464 |
+565 |
Jun07 |
060925 |
7.100 |
7.150 |
7.080 |
7.105 |
-0.066 |
2,910 |
15,670 |
+748 |
Jul07 |
060925 |
7.170 |
7.220 |
7.170 |
7.200 |
-0.066 |
1,477 |
11,571 |
-517 |
Aug07 |
060925 |
7.270 |
7.280 |
7.240 |
7.265 |
-0.071 |
140 |
13,165 |
+98 |
Sep07 |
060925 |
7.330 |
7.380 |
7.310 |
7.338 |
-0.073 |
633 |
11,357 |
+93 |
Oct07 |
060925 |
7.450 |
7.500 |
7.400 |
7.448 |
-0.093 |
2,981 |
31,602 |
-603 |
Nov07 |
060925 |
7.960 |
8.000 |
7.900 |
7.983 |
-0.028 |
6,707 |
18,014 |
+2,713 |
Dec07 |
060925 |
8.410 |
8.500 |
8.380 |
8.493 |
+0.002 |
2,749 |
34,341 |
-111 |
Jan08 |
060925 |
8.800 |
8.853 |
8.770 |
8.853 |
+0.012 |
2,510 |
35,260 |
-792 |
Total Volume and Open Interest |
95,151 |
959,409 |
+0 |
Brent Crude Oil(ICE) |
Nov06 |
060925 |
60.05 |
61.65 |
59.32 |
60.80 |
+0.39 |
64,776 |
102,481 |
-486 |
Dec06 |
060925 |
61.30 |
62.79 |
60.52 |
61.97 |
+0.43 |
32,035 |
120,680 |
+4,159 |
Jan07 |
060925 |
61.92 |
63.63 |
61.43 |
62.89 |
+0.49 |
10,639 |
39,661 |
+473 |
Feb07 |
060925 |
62.70 |
64.35 |
62.15 |
63.61 |
+0.50 |
4,223 |
30,136 |
-635 |
Mar07 |
060925 |
63.28 |
65.01 |
62.74 |
64.17 |
+0.49 |
1,291 |
17,787 |
+304 |
Apr07 |
060925 |
63.86 |
65.50 |
63.32 |
64.64 |
+0.44 |
1,501 |
18,284 |
-39 |
May07 |
060925 |
63.91 |
65.89 |
63.87 |
65.06 |
+0.40 |
1,000 |
14,536 |
+127 |
Jun07 |
060925 |
64.84 |
66.35 |
64.30 |
65.41 |
+0.35 |
2,989 |
26,430 |
-443 |
Jul07 |
060925 |
65.51 |
65.73 |
65.51 |
65.73 |
+0.35 |
575 |
2,317 |
+150 |
Aug07 |
060925 |
65.95 |
65.95 |
65.95 |
65.95 |
+0.34 |
0 |
1,517 |
+0 |
Sep07 |
060925 |
65.02 |
66.13 |
65.02 |
66.13 |
+0.32 |
0 |
1,508 |
+0 |
Oct07 |
060925 |
66.25 |
66.25 |
66.25 |
66.25 |
+0.27 |
0 |
477 |
+0 |
Nov07 |
060925 |
66.33 |
66.33 |
66.33 |
66.33 |
+0.26 |
0 |
8,651 |
+0 |
Dec07 |
060925 |
65.99 |
67.33 |
65.32 |
66.39 |
+0.24 |
3,053 |
41,043 |
+165 |
Total Volume and Open Interest |
135,582 |
465,447 |
+0 |
Gas Oil(ICE) |
Oct06 |
060925 |
533.00 |
543.75 |
525.25 |
529.25 |
-4.50 |
33,455 |
56,934 |
-2,558 |
Nov06 |
060925 |
540.50 |
550.50 |
533.50 |
536.75 |
-5.25 |
25,194 |
54,051 |
+798 |
Dec06 |
060925 |
546.75 |
558.00 |
542.25 |
545.25 |
-5.00 |
10,142 |
45,334 |
+2,022 |
Jan07 |
060925 |
554.75 |
566.50 |
550.50 |
553.50 |
-4.75 |
5,762 |
28,517 |
+132 |
Feb07 |
060925 |
558.75 |
567.75 |
558.25 |
561.00 |
-4.75 |
2,508 |
19,388 |
+24 |
Mar07 |
060925 |
565.00 |
576.00 |
564.25 |
567.00 |
-4.75 |
987 |
11,034 |
+144 |
Apr07 |
060925 |
570.00 |
579.50 |
570.00 |
570.50 |
-4.75 |
275 |
3,687 |
+90 |
May07 |
060925 |
573.00 |
573.00 |
573.00 |
573.00 |
-4.75 |
142 |
3,734 |
+3 |
Jun07 |
060925 |
574.25 |
586.25 |
573.50 |
576.00 |
-4.75 |
699 |
19,143 |
+281 |
Jul07 |
060925 |
581.00 |
581.00 |
581.00 |
581.00 |
-4.75 |
70 |
1,849 |
+0 |
Total Volume and Open Interest |
80,510 |
278,851 |
+1,293 |
US Dollar Index(NYBOT) |
Dec06 |
060925 |
84.87 |
85.14 |
84.68 |
84.96 |
+0.09 |
4,628 |
17,413 |
+363 |
Mar07 |
060925 |
84.63 |
84.63 |
84.63 |
84.63 |
+0.11 |
7 |
2,029 |
+5 |
Jun07 |
060925 |
84.31 |
84.31 |
84.31 |
84.31 |
+0.13 |
0 |
15 |
+0 |
Total Volume and Open Interest |
4,664 |
19,089 |
+0 |
Australian Dollar(CME) |
Dec06 |
060925 |
75.04 |
75.25 |
74.88 |
75.23 |
+0.39 |
3,778 |
60,076 |
-784 |
Mar07 |
060925 |
75.07 |
75.07 |
75.07 |
75.07 |
+0.39 |
0 |
259 |
+0 |
Jun07 |
060925 |
74.93 |
74.93 |
74.93 |
74.93 |
+0.39 |
0 |
102 |
+0 |
Total Volume and Open Interest |
30,354 |
61,231 |
+0 |
British Pound(CME) |
Dec06 |
060925 |
190.39 |
190.46 |
190.01 |
190.35 |
+0.15 |
1,620 |
121,955 |
+1,241 |
Mar07 |
060925 |
190.43 |
190.43 |
190.43 |
190.43 |
+0.13 |
0 |
238 |
+0 |
Jun07 |
060925 |
190.39 |
190.39 |
190.39 |
190.39 |
+0.11 |
0 |
11 |
+10 |
Total Volume and Open Interest |
69,470 |
120,954 |
+0 |
Canadian Dollar(CME) |
Dec06 |
060925 |
89.76 |
89.96 |
89.76 |
89.79 |
+0.07 |
3,807 |
92,217 |
-305 |
Mar07 |
060925 |
90.05 |
90.05 |
90.05 |
90.05 |
+0.07 |
1 |
1,206 |
+5 |
Jun07 |
060925 |
90.32 |
90.32 |
90.32 |
90.32 |
+0.07 |
0 |
294 |
-1 |
Sep07 |
060925 |
90.59 |
90.59 |
90.59 |
90.59 |
+0.07 |
0 |
178 |
+0 |
Total Volume and Open Interest |
53,745 |
94,205 |
+0 |
Japanese Yen(CME) |
Dec06 |
060925 |
86.83 |
86.89 |
86.77 |
86.88 |
+0.03 |
3,729 |
202,586 |
-67 |
Mar07 |
060925 |
87.94 |
87.94 |
87.94 |
87.94 |
+0.03 |
3 |
13,497 |
+16 |
Jun07 |
060925 |
88.94 |
88.94 |
88.94 |
88.94 |
+0.03 |
0 |
6 |
+0 |
Total Volume and Open Interest |
95,799 |
216,239 |
+0 |
Swiss Franc(CME) |
Dec06 |
060925 |
81.51 |
81.56 |
81.43 |
81.52 |
-0.09 |
5,913 |
72,317 |
-8,005 |
Mar07 |
060925 |
82.21 |
82.21 |
82.21 |
82.21 |
-0.09 |
0 |
119 |
+25 |
Jun07 |
060925 |
82.90 |
82.90 |
82.90 |
82.90 |
-0.09 |
0 |
32 |
+8 |
Total Volume and Open Interest |
68,903 |
80,490 |
+0 |
EuroFX(CME) |
Dec06 |
060925 |
128.26 |
128.34 |
127.90 |
128.21 |
-0.22 |
3,807 |
137,603 |
-4,812 |
Mar07 |
060925 |
128.74 |
128.74 |
128.74 |
128.74 |
-0.22 |
1 |
780 |
+35 |
Jun07 |
060925 |
129.20 |
129.20 |
129.20 |
129.20 |
-0.22 |
0 |
66 |
+0 |
Total Volume and Open Interest |
184,968 |
143,302 |
+0 |
Mexican Peso(CME) |
Sep06 |
060918 |
9165.0 |
9165.0 |
9165.0 |
9165.0 |
+28.0 |
5 |
0 |
-36,125 |
Dec06 |
060925 |
5.8 |
5.8 |
5.9 |
0.5 |
-0.3 |
9,027 |
53,068 |
-935 |
Total Volume and Open Interest |
23,638 |
55,967 |
+0 |
30-Year T-Bonds(CBOT) |
Dec06 |
060925 |
112~21 |
113~11 |
112~18 |
113~01 |
+0~14 |
388,788 |
734,319 |
-11,616 |
Mar07 |
060925 |
112~21 |
113~07 |
112~20 |
112~30 |
+0~13 |
327 |
1,076 |
+39 |
Jun07 |
060925 |
112~25 |
112~28 |
112~25 |
112~28 |
+0~13 |
6 |
18 |
+3 |
Total Volume and Open Interest |
525,129 |
746,987 |
+0 |
10-Year T-Notes(CBOT) |
Dec06 |
060925 |
108~120 |
108~240 |
108~095 |
108~185 |
+0~080 |
1,063,598 |
2,209,905 |
-88,467 |
Mar07 |
060925 |
108~165 |
108~240 |
108~145 |
108~205 |
+0~085 |
13,251 |
18,137 |
+4,882 |
Total Volume and Open Interest |
1,376,070 |
2,311,628 |
+0 |
5-Year T-Notes(CBOT) |
Dec06 |
060925 |
105~245 |
105~300 |
105~240 |
105~270 |
+0~040 |
484,574 |
0 |
+0 |
Mar07 |
060925 |
105~280 |
105~280 |
105~280 |
105~280 |
+0~040 |
|
|
|
Total Volume and Open Interest |
575,960 |
1,328,014 |
+1,328,014 |
2 Year T-Notes(CBOT) |
Dec06 |
060925 |
102~041 |
102~050 |
102~041 |
102~045 |
+0~005 |
9,679 |
684,739 |
-3,809 |
Total Volume and Open Interest |
180,762 |
691,260 |
+0 |
Eurodollars(CME) |
Dec06 |
060925 |
94.690 |
94.725 |
94.690 |
94.710 |
+0.025 |
36,121 |
1,608,731 |
-12,491 |
Mar07 |
060925 |
94.855 |
94.895 |
94.855 |
94.875 |
+0.030 |
32,914 |
1,354,161 |
+18,709 |
Jun07 |
060925 |
95.025 |
95.075 |
95.025 |
95.045 |
+0.030 |
31,946 |
1,082,620 |
-12,062 |
Sep07 |
060925 |
95.170 |
95.225 |
95.170 |
95.195 |
+0.030 |
34,602 |
966,881 |
-6,191 |
Dec07 |
060925 |
95.260 |
95.315 |
95.260 |
95.285 |
+0.035 |
55,449 |
977,353 |
+9,106 |
Mar08 |
060925 |
95.300 |
95.350 |
95.295 |
95.315 |
+0.035 |
35,333 |
711,521 |
+14,753 |
Jun08 |
060925 |
95.290 |
95.340 |
95.290 |
95.310 |
+0.035 |
28,244 |
488,639 |
+33,567 |
Sep08 |
060925 |
95.270 |
95.325 |
95.270 |
95.295 |
+0.040 |
20,818 |
341,280 |
+18,289 |
Dec08 |
060925 |
95.225 |
95.275 |
95.225 |
95.260 |
+0.045 |
22,055 |
329,411 |
+17,237 |
Mar09 |
060925 |
95.195 |
95.240 |
95.195 |
95.230 |
+0.050 |
21,586 |
314,293 |
+6,724 |
Jun09 |
060925 |
95.155 |
95.200 |
95.155 |
95.190 |
+0.050 |
11,314 |
216,159 |
+4,832 |
Sep09 |
060925 |
95.115 |
95.160 |
95.115 |
95.150 |
+0.050 |
16,184 |
143,930 |
-1,488 |
Dec09 |
060925 |
95.075 |
95.120 |
95.075 |
95.105 |
+0.050 |
6,248 |
124,413 |
-187 |
Mar10 |
060925 |
95.045 |
95.095 |
95.045 |
95.080 |
+0.050 |
4,682 |
103,178 |
+675 |
Jun10 |
060925 |
95.010 |
95.060 |
95.010 |
95.045 |
+0.055 |
5,366 |
105,032 |
-295 |
Sep10 |
060925 |
94.980 |
95.025 |
94.975 |
95.015 |
+0.055 |
4,935 |
101,691 |
+807 |
Dec10 |
060925 |
94.940 |
94.990 |
94.940 |
94.975 |
+0.055 |
3,823 |
83,555 |
+496 |
Mar11 |
060925 |
94.925 |
94.975 |
94.925 |
94.960 |
+0.055 |
3,262 |
54,614 |
+433 |
Total Volume and Open Interest |
3,372,391 |
9,260,594 |
+0 |
3-Mth Euro-Yen(CME) |
Sep06 |
060915 |
9.96 |
9.96 |
9.96 |
9.96 |
-89.61 |
2,571 |
11,405 |
-467 |
Dec06 |
060925 |
99.50 |
99.51 |
99.50 |
99.51 |
+0.01 |
251 |
20,076 |
-233 |
Mar07 |
060925 |
99.42 |
99.43 |
99.42 |
99.42 |
+0.03 |
1,200 |
10,983 |
-443 |
Jun07 |
060925 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.03 |
50 |
9,121 |
+150 |
Sep07 |
060925 |
99.24 |
99.24 |
99.24 |
99.24 |
+0.03 |
210 |
2,638 |
+187 |
Dec07 |
060925 |
99.15 |
99.15 |
99.14 |
99.15 |
+0.02 |
620 |
6,170 |
-1,146 |
Mar08 |
060925 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.03 |
0 |
3,103 |
-20 |
Jun08 |
060925 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.01 |
4 |
315 |
-196 |
Sep08 |
060925 |
98.86 |
98.86 |
98.86 |
98.86 |
+0.03 |
0 |
7 |
+0 |
Dec08 |
060925 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.04 |
0 |
4 |
+0 |
Total Volume and Open Interest |
2,335 |
52,417 |
-1,701 |
3-Mth Euro-Yen(SIMEX) |
Dec06 |
060925 |
99.50 |
99.50 |
99.50 |
99.50 |
unch |
0 |
93,921 |
+25 |
Mar07 |
060925 |
99.41 |
99.41 |
99.41 |
99.41 |
+0.02 |
0 |
73,800 |
+450 |
Jun07 |
060925 |
99.32 |
99.32 |
99.32 |
99.32 |
+0.02 |
0 |
38,196 |
+1,231 |
Sep07 |
060925 |
99.23 |
99.23 |
99.23 |
99.23 |
+0.02 |
0 |
25,108 |
+408 |
Dec07 |
060925 |
99.15 |
99.15 |
99.15 |
99.15 |
+0.03 |
0 |
42,121 |
-24 |
Mar08 |
060925 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.02 |
0 |
24,589 |
+10 |
Jun08 |
060925 |
98.96 |
98.96 |
98.96 |
98.96 |
+0.02 |
0 |
4,106 |
+79 |
Sep08 |
060925 |
98.87 |
98.87 |
98.87 |
98.87 |
+0.02 |
0 |
63 |
+13 |
Total Volume and Open Interest |
0 |
301,145 |
+0 |
German Euro-Bund(EUREX) |
Dec06 |
060925 |
118.19 |
118.59 |
118.16 |
118.59 |
+0.35 |
1,070,096 |
1,529,597 |
+9,641 |
Mar07 |
060925 |
118.37 |
118.74 |
118.34 |
118.69 |
+0.26 |
483 |
2,894 |
+193 |
Jun07 |
060925 |
117.93 |
117.93 |
117.93 |
117.93 |
+0.27 |
|
|
|
Total Volume and Open Interest |
1,070,579 |
1,532,491 |
+9,834 |
German Euro-Bobl(EUREX) |
Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
Mar07 |
060925 |
110.36 |
110.51 |
110.30 |
110.48 |
+0.59 |
|
|
|
Jun07 |
060925 |
108.85 |
108.85 |
108.85 |
108.85 |
+0.20 |
|
|
|
Total Volume and Open Interest |
596,689 |
905,372 |
+9,115 |
Long Gilt(LIFFE) |
Sep06 |
060925 |
110~12 |
110~22 |
110~11 |
110~21 |
+0~10 |
232 |
17,535 |
-136 |
Dec06 |
060925 |
110~05 |
110~20 |
110~04 |
110~16 |
+0~10 |
75,720 |
243,904 |
+4,432 |
Total Volume and Open Interest |
84,569 |
257,143 |
+0 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
060925 |
94.76 |
94.76 |
94.76 |
94.76 |
unch |
97,464 |
405,362 |
-3,256 |
Mar07 |
060925 |
94.73 |
94.73 |
94.73 |
94.73 |
+0.02 |
86,496 |
455,119 |
+9,852 |
Jun07 |
060925 |
94.75 |
94.75 |
94.75 |
94.75 |
+0.04 |
76,027 |
393,399 |
+12,622 |
Total Volume and Open Interest |
365,896 |
2,070,602 |
+0 |
3-Mth Euribor(LIFFE) |
Dec06 |
060925 |
96.340 |
96.385 |
96.340 |
96.380 |
+0.035 |
121,720 |
763,943 |
-495 |
Mar07 |
060925 |
96.260 |
96.325 |
96.250 |
96.320 |
+0.065 |
126,839 |
630,402 |
-5,874 |
Jun07 |
060925 |
96.260 |
96.340 |
96.250 |
96.330 |
+0.070 |
126,379 |
599,921 |
+17,066 |
Total Volume and Open Interest |
696,787 |
3,494,611 |
+29,422 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
060925 |
93.78 |
93.79 |
93.77 |
93.78 |
+0.01 |
73,169 |
222,309 |
+44,695 |
Mar07 |
060925 |
93.79 |
93.81 |
93.78 |
93.80 |
+0.04 |
118,621 |
282,094 |
+73,483 |
Jun07 |
060925 |
93.80 |
93.82 |
93.80 |
93.81 |
+0.05 |
23,685 |
76,083 |
+6,808 |
Sep07 |
060925 |
93.85 |
93.86 |
93.83 |
93.85 |
+0.05 |
2,244 |
35,442 |
-87 |
Dec07 |
060925 |
93.89 |
93.89 |
93.87 |
93.89 |
+0.05 |
4,529 |
33,633 |
+3,331 |
Mar08 |
060925 |
93.91 |
93.91 |
93.88 |
93.90 |
+0.04 |
302 |
15,136 |
+200 |
Jun08 |
060925 |
93.91 |
93.91 |
93.89 |
93.91 |
+0.04 |
120 |
14,332 |
+220 |
Sep08 |
060925 |
93.92 |
93.92 |
93.90 |
93.91 |
+0.04 |
50 |
4,889 |
+30 |
Dec08 |
060925 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.05 |
70 |
1,437 |
+0 |
Mar09 |
060925 |
93.92 |
93.92 |
93.92 |
93.92 |
+0.05 |
20 |
1,703 |
+7 |
Total Volume and Open Interest |
222,815 |
688,030 |
+128,687 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
060925 |
94.53 |
94.53 |
94.49 |
94.52 |
+0.06 |
40,244 |
404,938 |
+13,798 |
Mar07 |
060925 |
94.52 |
94.52 |
94.52 |
94.52 |
+0.06 |
|
|
|
Total Volume and Open Interest |
40,244 |
404,938 |
+13,798 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
060925 |
94.33 |
94.35 |
94.31 |
94.34 |
+0.06 |
144,156 |
549,416 |
+114,532 |
Mar07 |
060925 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.06 |
|
|
|
Total Volume and Open Interest |
144,156 |
549,416 |
+114,532 |
Gold(CMX) |
Oct06 |
060925 |
590.0 |
591.0 |
582.0 |
590.4 |
+0.4 |
1,096 |
13,984 |
-320 |
Dec06 |
060925 |
594.5 |
597.0 |
587.5 |
595.9 |
+0.5 |
28,527 |
193,684 |
-2,744 |
Feb07 |
060925 |
600.5 |
601.7 |
593.5 |
601.7 |
+0.5 |
512 |
26,670 |
+390 |
Apr07 |
060925 |
605.0 |
607.2 |
602.0 |
607.2 |
+0.4 |
19 |
3,391 |
-5 |
Jun07 |
060925 |
609.0 |
612.7 |
608.0 |
612.7 |
+0.4 |
409 |
22,209 |
+296 |
Aug07 |
060925 |
617.8 |
618.1 |
617.8 |
618.1 |
+0.4 |
7 |
1,663 |
+2 |
Oct07 |
060925 |
623.4 |
623.4 |
623.4 |
623.4 |
+0.3 |
0 |
9,512 |
+0 |
Dec07 |
060925 |
623.3 |
628.7 |
623.3 |
628.7 |
+0.3 |
54 |
30,462 |
+12 |
Feb08 |
060925 |
633.9 |
633.9 |
633.9 |
633.9 |
+0.3 |
0 |
1,800 |
+0 |
Apr08 |
060925 |
639.1 |
639.1 |
639.1 |
639.1 |
+0.2 |
0 |
770 |
+0 |
Jun08 |
060925 |
644.4 |
644.4 |
644.4 |
644.4 |
+0.2 |
0 |
2,249 |
+0 |
Total Volume and Open Interest |
35,734 |
325,462 |
-1 |
Silver(CMX) |
Sep06 |
060925 |
1121.7 |
1121.7 |
1121.7 |
1121.7 |
+1.5 |
6 |
74 |
-8 |
Dec06 |
060925 |
1121.0 |
1137.0 |
1113.0 |
1132.5 |
+1.5 |
9,141 |
63,262 |
+118 |
Mar07 |
060925 |
1130.0 |
1146.3 |
1130.0 |
1146.3 |
+1.6 |
687 |
13,439 |
+48 |
May07 |
060925 |
1144.0 |
1153.9 |
1144.0 |
1153.9 |
+1.9 |
54 |
3,782 |
+4 |
Jul07 |
060925 |
1161.5 |
1161.5 |
1161.5 |
1161.5 |
+2.2 |
273 |
8,489 |
+183 |
Sep07 |
060925 |
1164.5 |
1164.5 |
1164.5 |
1164.5 |
+2.3 |
550 |
1,744 |
+295 |
Dec07 |
060925 |
1169.0 |
1169.0 |
1169.0 |
1169.0 |
+2.3 |
40 |
4,584 |
+31 |
Total Volume and Open Interest |
9,744 |
100,081 |
+0 |
Platinum(NYM) |
Oct06 |
060925 |
1133.0 |
1137.0 |
1124.0 |
1133.2 |
-14.9 |
1,687 |
4,645 |
-253 |
Jan07 |
060925 |
1141.0 |
1149.5 |
1136.0 |
1144.2 |
-13.4 |
800 |
3,849 |
+221 |
Apr07 |
060925 |
1162.6 |
1162.6 |
1149.2 |
1149.2 |
-13.4 |
2 |
4 |
+2 |
Jul07 |
060925 |
498.8 |
498.8 |
498.8 |
498.8 |
-13.4 |
0 |
6 |
+0 |
Total Volume and Open Interest |
2,327 |
8,534 |
+0 |
Palladium(NYME) |
Sep06 |
060925 |
313.40 |
313.40 |
313.40 |
313.40 |
-4.45 |
0 |
2 |
+0 |
Dec06 |
060925 |
316.80 |
318.00 |
313.25 |
317.20 |
-4.45 |
953 |
10,676 |
+105 |
Mar07 |
060925 |
329.00 |
329.00 |
322.50 |
322.50 |
-4.45 |
2 |
29 |
+2 |
Total Volume and Open Interest |
667 |
10,633 |
+0 |
Copper(CMX) |
Sep06 |
060925 |
334.50 |
344.75 |
334.50 |
344.75 |
+0.80 |
567 |
1,520 |
-408 |
Dec06 |
060925 |
335.10 |
345.00 |
334.50 |
344.75 |
+0.40 |
5,811 |
48,068 |
-127 |
Mar07 |
060925 |
334.50 |
341.50 |
334.00 |
341.25 |
-0.10 |
252 |
4,789 |
+66 |
May07 |
060925 |
333.35 |
336.10 |
333.35 |
336.10 |
-0.25 |
12 |
1,129 |
+9 |
Jul07 |
060925 |
330.75 |
330.75 |
330.75 |
330.75 |
-0.40 |
1 |
946 |
-1 |
Total Volume and Open Interest |
15,035 |
68,516 |
+0 |
Aluminum(CMX) |
Sep06 |
060925 |
114.85 |
114.85 |
114.85 |
114.85 |
-0.70 |
2 |
4 |
+0 |
Oct06 |
060925 |
115.60 |
115.60 |
115.50 |
115.55 |
-0.70 |
1 |
485 |
+0 |
Nov06 |
060925 |
116.30 |
116.30 |
116.30 |
116.30 |
-0.70 |
0 |
45 |
+0 |
Dec06 |
060925 |
117.05 |
117.05 |
117.05 |
117.05 |
-0.70 |
0 |
587 |
+0 |
Jan07 |
060925 |
116.80 |
116.80 |
116.80 |
116.80 |
-0.75 |
0 |
10 |
+0 |
Feb07 |
060925 |
116.25 |
116.25 |
116.25 |
116.25 |
-0.75 |
|
|
|
Total Volume and Open Interest |
4 |
1,173 |
+1 |
DJIA Index(CBOT) |
Sep06 |
060914 |
11535 |
11550 |
11500 |
11543 |
+5 |
10,882 |
25,386 |
-9,211 |
Dec06 |
060925 |
11630 |
11698 |
11560 |
11648 |
+55 |
4,261 |
54,695 |
-479 |
Mar07 |
060925 |
11732 |
11732 |
11732 |
11732 |
+55 |
6 |
9 |
-5 |
Jun07 |
060925 |
11818 |
11818 |
11818 |
11818 |
+55 |
|
|
|
Total Volume and Open Interest |
7,073 |
55,188 |
+0 |
S & P 500(CME) |
Dec06 |
060925 |
1328.30 |
1340.00 |
1321.60 |
1335.70 |
+9.80 |
25,797 |
590,302 |
+1,103 |
Mar07 |
060925 |
1338.70 |
1346.60 |
1332.50 |
1346.60 |
+9.90 |
9 |
1,845 |
-13 |
Jun07 |
060925 |
1357.60 |
1357.60 |
1357.60 |
1357.60 |
+9.90 |
5 |
4,358 |
+0 |
Sep07 |
060925 |
1369.40 |
1369.40 |
1369.40 |
1369.40 |
+9.90 |
0 |
1,328 |
+0 |
Total Volume and Open Interest |
38,330 |
597,029 |
+0 |
S & P 500 E-Mini(Globex) |
Dec06 |
060925 |
1325.75 |
1340.00 |
1321.50 |
1335.75 |
+9.75 |
892,984 |
1,346,924 |
-6,029 |
Mar07 |
060925 |
1336.75 |
1350.75 |
1333.00 |
1346.50 |
+9.75 |
448 |
731 |
+177 |
Total Volume and Open Interest |
1,248,879 |
1,353,507 |
+0 |
NASDAQ 100(CME) |
Dec06 |
060925 |
1647.50 |
1672.50 |
1631.50 |
1665.30 |
+24.30 |
6,223 |
48,617 |
+1,018 |
Mar07 |
060925 |
1685.30 |
1685.30 |
1685.30 |
1685.30 |
+24.30 |
0 |
1 |
+0 |
Jun07 |
060925 |
1704.30 |
1704.30 |
1704.30 |
1704.30 |
+24.30 |
|
|
|
Total Volume and Open Interest |
5,387 |
47,600 |
+0 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
060925 |
1640.50 |
1672.00 |
1631.50 |
1665.30 |
+24.30 |
284,864 |
404,159 |
+2,443 |
Mar07 |
060925 |
1670.00 |
1691.80 |
1655.00 |
1685.30 |
+24.30 |
18 |
98 |
-5 |
Total Volume and Open Interest |
359,356 |
401,819 |
+0 |
S & P Midcap 400(CME) |
Dec06 |
060925 |
750.00 |
757.00 |
743.00 |
756.40 |
+7.80 |
57 |
7,870 |
-11 |
Mar07 |
060925 |
763.40 |
763.40 |
763.40 |
763.40 |
+7.80 |
|
|
|
Jun07 |
060925 |
770.40 |
770.40 |
770.40 |
770.40 |
+7.80 |
|
|
|
Total Volume and Open Interest |
31 |
7,881 |
+0 |
Russell 2000(CME) |
Dec06 |
060925 |
726.25 |
734.50 |
720.00 |
732.70 |
+8.90 |
3,281 |
33,644 |
+884 |
Mar07 |
060925 |
739.20 |
739.20 |
739.20 |
739.20 |
+8.90 |
0 |
34 |
+0 |
Jun07 |
060925 |
745.70 |
745.70 |
745.70 |
745.70 |
+8.90 |
|
|
|
Total Volume and Open Interest |
1,364 |
32,794 |
+0 |
Russell 2000 E-Mini(Globex) |
Sep06 |
060915 |
727.80 |
734.70 |
727.00 |
733.10 |
+4.80 |
27,771 |
110,020 |
-15,448 |
Dec06 |
060925 |
723.30 |
735.30 |
719.40 |
732.70 |
+8.90 |
190,977 |
414,099 |
+6,220 |
Mar07 |
060925 |
732.70 |
741.00 |
726.00 |
739.20 |
+8.90 |
56 |
126 |
+12 |
Total Volume and Open Interest |
209,786 |
407,993 |
+0 |
Value Line(KCBT) |
Dec06 |
060925 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec06 |
060925 |
15600 |
15700 |
15495 |
15685 |
+170 |
|
|
|
Mar07 |
060925 |
15710 |
15710 |
15710 |
15710 |
+170 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Dec06 |
060925 |
15475 |
15650 |
15460 |
15585 |
+20 |
62,448 |
219,520 |
+3,982 |
Mar07 |
060925 |
15595 |
15595 |
15545 |
15595 |
unch |
0 |
10 |
+0 |
Jun07 |
060925 |
15535 |
15535 |
15535 |
15535 |
-5 |
0 |
1 |
+0 |
Total Volume and Open Interest |
62,454 |
219,674 |
+3,983 |
CAC 40(EURONEXT) |
Sep06 |
060915 |
5130.5 |
5158.0 |
5111.0 |
5148.5 |
+23.0 |
159,711 |
374,758 |
-163,319 |
Oct06 |
060925 |
5168.0 |
5198.0 |
5138.5 |
5162.0 |
+7.5 |
83,418 |
448,626 |
+18,802 |
Nov06 |
060925 |
5189.0 |
5206.0 |
5156.5 |
5174.5 |
+7.5 |
380 |
2,073 |
+226 |
Total Volume and Open Interest |
72,399 |
498,483 |
+0 |
Hang Seng Index(HKFE) |
Sep06 |
060925 |
17619 |
17715 |
17540 |
17592 |
-34 |
39,347 |
134,184 |
+2,610 |
Oct06 |
060925 |
17649 |
17763 |
17590 |
17636 |
-35 |
2,215 |
7,300 |
+1,221 |
Total Volume and Open Interest |
41,645 |
143,149 |
+3,869 |
DAX(EUREX) |
Dec06 |
060925 |
5948.0 |
5999.0 |
5909.0 |
5943.0 |
+23.0 |
135,170 |
182,002 |
-72 |
Mar07 |
060925 |
6004.0 |
6052.0 |
5969.0 |
5997.0 |
+23.0 |
379 |
6,211 |
+158 |
Jun07 |
060925 |
6070.0 |
6086.0 |
6026.0 |
6053.0 |
+22.0 |
159 |
842 |
-43 |
Total Volume and Open Interest |
142,932 |
189,012 |
+0 |
FT-SE 100(EURONEXT) |
Dec06 |
060925 |
5861.00 |
5882.00 |
5805.00 |
5835.00 |
-20.50 |
75,081 |
476,642 |
-5,475 |
Mar07 |
060925 |
5889.00 |
5889.00 |
5831.00 |
5851.00 |
-21.00 |
14 |
2,435 |
+1 |
Jun07 |
060925 |
5868.00 |
5868.00 |
5868.00 |
5868.00 |
-23.50 |
0 |
1,750 |
+0 |
Total Volume and Open Interest |
73,736 |
486,801 |
+0 |
SPI 200(SFE) |
Sep06 |
060921 |
5013.0 |
5021.0 |
5005.0 |
5020.0 |
+30.0 |
73,432 |
134,890 |
-115,862 |
Dec06 |
060925 |
4964.0 |
5007.0 |
4962.0 |
4978.0 |
-12.0 |
16,801 |
256,681 |
+4,510 |
Mar07 |
060925 |
5001.0 |
5001.0 |
4976.0 |
4986.0 |
-12.0 |
13 |
2,771 |
+10 |
Total Volume and Open Interest |
17,999 |
263,697 |
-91,969 |
GSCI(CME) |
Oct06 |
060925 |
412.30 |
422.20 |
411.50 |
418.50 |
+1.15 |
313 |
19,192 |
-9 |
Nov06 |
060925 |
431.00 |
431.00 |
431.00 |
431.00 |
+1.00 |
|
|
|
Dec06 |
060925 |
439.00 |
439.00 |
439.00 |
439.00 |
+0.50 |
|
|
|
Total Volume and Open Interest |
439 |
19,201 |
+0 |
Reuters CRB Index(NYBOT) |
Nov06 |
060925 |
364.00 |
367.00 |
362.00 |
367.00 |
-0.75 |
86 |
415 |
-46 |
Jan07 |
060925 |
366.00 |
369.00 |
366.00 |
369.00 |
-0.75 |
1 |
407 |
-1 |
Feb07 |
060925 |
369.00 |
369.00 |
369.00 |
369.00 |
-0.75 |
1 |
13 |
-1 |
Total Volume and Open Interest |
0 |
2 |
-930 |
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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