 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue October 10, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov06 |
061010 |
574.00 |
574.00 |
560.00 |
560.50 |
-14.00 |
53,848 |
187,490 |
-19,011 |
Jan07 |
061010 |
587.00 |
587.50 |
574.00 |
575.25 |
-14.00 |
21,855 |
99,092 |
+17,093 |
Mar07 |
061010 |
597.00 |
597.00 |
585.00 |
585.25 |
-13.75 |
3,478 |
26,763 |
+524 |
May07 |
061010 |
605.00 |
605.50 |
592.50 |
593.00 |
-13.50 |
2,084 |
18,079 |
-218 |
Jul07 |
061010 |
613.50 |
614.50 |
602.00 |
602.75 |
-13.50 |
1,922 |
18,678 |
+1,287 |
Aug07 |
061010 |
614.50 |
614.50 |
607.50 |
607.50 |
-12.00 |
3 |
247 |
-1 |
Sep07 |
061010 |
611.00 |
611.00 |
611.00 |
611.00 |
-7.00 |
48 |
63 |
+37 |
Total Volume and Open Interest |
86,851 |
376,735 |
-898 |
Soybean Meal(CBOT) |
Oct06 |
061010 |
168.20 |
168.20 |
165.00 |
165.80 |
-2.90 |
943 |
2,790 |
-1,007 |
Dec06 |
061010 |
169.50 |
169.50 |
166.10 |
166.80 |
-3.30 |
15,990 |
98,715 |
-2,116 |
Jan07 |
061010 |
170.70 |
170.70 |
167.30 |
167.90 |
-3.10 |
1,422 |
21,823 |
+2 |
Mar07 |
061010 |
173.30 |
173.30 |
169.90 |
170.50 |
-2.80 |
1,651 |
20,107 |
+700 |
May07 |
061010 |
175.00 |
175.10 |
172.00 |
172.50 |
-2.90 |
2,130 |
24,922 |
+417 |
Jul07 |
061010 |
177.20 |
177.20 |
174.20 |
174.70 |
-3.00 |
2,317 |
22,537 |
+923 |
Aug07 |
061010 |
178.40 |
178.80 |
175.50 |
175.90 |
-2.50 |
66 |
5,127 |
+74 |
Sep07 |
061010 |
179.00 |
179.50 |
176.80 |
177.30 |
-2.20 |
67 |
3,058 |
+13 |
Total Volume and Open Interest |
25,569 |
208,136 |
-580 |
Soybean Oil(CBOT) |
Oct06 |
061010 |
24.75 |
24.76 |
24.23 |
24.26 |
-0.44 |
747 |
1,456 |
-1,081 |
Dec06 |
061010 |
24.90 |
24.95 |
24.50 |
24.53 |
-0.46 |
31,599 |
115,415 |
-9,828 |
Jan07 |
061010 |
25.33 |
25.35 |
24.90 |
24.94 |
-0.47 |
9,830 |
45,393 |
+13,184 |
Mar07 |
061010 |
25.73 |
25.73 |
25.27 |
25.32 |
-0.45 |
885 |
19,502 |
+1,304 |
May07 |
061010 |
26.12 |
26.12 |
25.63 |
25.64 |
-0.46 |
1,374 |
25,762 |
+1,416 |
Jul07 |
061010 |
26.50 |
26.50 |
26.00 |
26.02 |
-0.45 |
894 |
18,142 |
+578 |
Aug07 |
061010 |
26.62 |
26.62 |
26.16 |
26.16 |
-0.45 |
0 |
3,358 |
+17 |
Sep07 |
061010 |
26.78 |
26.78 |
26.28 |
26.28 |
-0.47 |
5 |
2,176 |
+16 |
Total Volume and Open Interest |
46,011 |
255,141 |
+4,892 |
Canola(WCE) |
Nov06 |
061010 |
304.8 |
309.2 |
304.7 |
305.8 |
+4.3 |
4,602 |
24,603 |
+0 |
Jan07 |
061010 |
315.0 |
316.9 |
313.1 |
313.4 |
+3.5 |
1,496 |
35,277 |
+0 |
Mar07 |
061010 |
323.9 |
323.9 |
320.7 |
320.7 |
+4.0 |
152 |
3,388 |
+0 |
May07 |
061010 |
330.4 |
330.9 |
327.7 |
329.1 |
+4.7 |
1,584 |
2,606 |
+0 |
Jul07 |
061010 |
338.1 |
338.1 |
333.6 |
334.2 |
+4.2 |
1,567 |
7,244 |
+0 |
Total Volume and Open Interest |
10,198 |
79,558 |
+0 |
Corn(CBOT) |
Dec06 |
061010 |
288.50 |
288.50 |
275.00 |
275.50 |
-14.00 |
96,111 |
610,025 |
-5,322 |
Mar07 |
061010 |
296.00 |
298.00 |
287.50 |
288.00 |
-14.50 |
41,842 |
211,421 |
+1,727 |
May07 |
061010 |
305.00 |
305.00 |
293.50 |
294.25 |
-14.50 |
10,027 |
48,608 |
-96 |
Jul07 |
061010 |
308.00 |
309.00 |
299.00 |
299.50 |
-14.50 |
19,419 |
130,762 |
-4,156 |
Sep07 |
061010 |
300.00 |
305.00 |
300.00 |
300.00 |
-12.50 |
1,474 |
20,497 |
+1,159 |
Dec07 |
061010 |
310.00 |
313.00 |
305.00 |
306.50 |
-14.50 |
27,433 |
161,719 |
+581 |
Total Volume and Open Interest |
199,777 |
1,278,780 |
-5,645 |
Wheat(CBOT) |
Dec06 |
061010 |
517.00 |
523.00 |
493.00 |
501.00 |
+7.00 |
28,307 |
251,370 |
-6,559 |
Mar07 |
061010 |
515.00 |
516.00 |
490.00 |
514.50 |
+7.00 |
24,917 |
65,475 |
-8,482 |
May07 |
061010 |
504.00 |
504.00 |
485.00 |
499.00 |
-5.50 |
1,156 |
5,915 |
+377 |
Jul07 |
061010 |
465.00 |
465.00 |
450.00 |
454.75 |
-24.25 |
18,999 |
90,987 |
-5,617 |
Sep07 |
061010 |
463.00 |
463.00 |
455.00 |
458.00 |
-25.00 |
49 |
1,973 |
+19 |
Total Volume and Open Interest |
77,956 |
482,580 |
-21,917 |
Wheat(KCBT) |
Dec06 |
061010 |
540.00 |
540.00 |
512.00 |
513.25 |
-18.50 |
17,545 |
77,468 |
+697 |
Mar07 |
061010 |
549.00 |
549.00 |
519.00 |
520.00 |
-24.00 |
8,722 |
25,841 |
+1,136 |
May07 |
061010 |
533.00 |
533.00 |
508.00 |
509.25 |
-24.75 |
270 |
1,219 |
+221 |
Jul07 |
061010 |
490.00 |
490.00 |
468.50 |
469.00 |
-29.50 |
7,836 |
35,371 |
-1,194 |
Sep07 |
061010 |
479.00 |
481.00 |
471.00 |
472.00 |
-18.00 |
258 |
2,513 |
+217 |
Total Volume and Open Interest |
35,305 |
153,123 |
+1,120 |
Wheat(MGE) |
Dec06 |
061010 |
518.00 |
518.00 |
492.00 |
502.00 |
-7.75 |
5,608 |
24,453 |
+647 |
Mar07 |
061010 |
528.00 |
528.00 |
503.00 |
518.00 |
-2.50 |
1,422 |
9,186 |
-7 |
May07 |
061010 |
510.00 |
516.00 |
506.00 |
506.00 |
-12.00 |
86 |
1,435 |
-85 |
Jul07 |
061010 |
500.00 |
509.00 |
500.00 |
508.00 |
-11.75 |
287 |
1,166 |
+57 |
Sep07 |
061010 |
468.00 |
485.00 |
468.00 |
474.00 |
-14.00 |
333 |
2,955 |
+28 |
Total Volume and Open Interest |
8,328 |
46,526 |
+694 |
Oats(CBOT) |
Dec06 |
061010 |
222.00 |
229.50 |
219.50 |
220.25 |
-6.75 |
1,777 |
11,261 |
-46 |
Mar07 |
061010 |
231.00 |
236.00 |
227.00 |
227.00 |
-7.00 |
440 |
1,507 |
+302 |
May07 |
061010 |
236.00 |
236.00 |
231.00 |
231.00 |
-4.50 |
8 |
39 |
+0 |
Jul07 |
061010 |
232.00 |
232.00 |
230.00 |
230.00 |
unch |
5 |
95 |
+3 |
Total Volume and Open Interest |
2,236 |
12,961 |
+264 |
Rough Rice(CBOT) |
Nov06 |
061010 |
9.85 |
9.85 |
9.66 |
9.71 |
-0.14 |
186 |
5,597 |
-51 |
Jan07 |
061010 |
10.10 |
10.10 |
9.96 |
9.99 |
-0.15 |
131 |
4,276 |
+235 |
Mar07 |
061010 |
10.30 |
10.30 |
10.24 |
10.25 |
-0.15 |
42 |
2,070 |
+18 |
May07 |
061010 |
10.47 |
10.47 |
10.47 |
10.47 |
-0.11 |
1 |
1,101 |
+0 |
Total Volume and Open Interest |
394 |
13,899 |
+253 |
Live Cattle(CME) |
Oct06 |
061010 |
89.400 |
89.475 |
88.250 |
88.275 |
-0.925 |
8,633 |
24,366 |
+24,366 |
Dec06 |
061010 |
88.000 |
88.200 |
87.000 |
87.025 |
-0.800 |
21,216 |
114,501 |
+114,501 |
Feb07 |
061010 |
89.950 |
90.000 |
89.100 |
89.175 |
-0.675 |
4,862 |
36,564 |
+36,564 |
Apr07 |
061010 |
88.650 |
88.900 |
88.000 |
88.200 |
-0.325 |
3,122 |
21,026 |
+21,026 |
Jun07 |
061010 |
85.000 |
85.200 |
84.600 |
84.675 |
-0.325 |
988 |
10,090 |
+10,090 |
Aug07 |
061010 |
84.600 |
84.600 |
84.000 |
84.050 |
-0.800 |
889 |
4,638 |
+4,638 |
Total Volume and Open Interest |
40,101 |
211,993 |
-8,978 |
Feeder Cattle(CME) |
Oct06 |
061010 |
110.600 |
111.000 |
109.900 |
110.100 |
-0.650 |
1,019 |
4,618 |
+4,618 |
Nov06 |
061010 |
108.350 |
109.100 |
107.500 |
107.550 |
-0.775 |
2,623 |
9,970 |
+9,970 |
Jan07 |
061010 |
106.100 |
106.900 |
105.500 |
105.600 |
-0.675 |
1,919 |
7,674 |
+7,674 |
Mar07 |
061010 |
104.000 |
104.750 |
103.700 |
103.925 |
-0.225 |
245 |
1,800 |
+1,800 |
Apr07 |
061010 |
103.000 |
104.150 |
103.000 |
103.300 |
unch |
33 |
260 |
+260 |
May07 |
061010 |
103.300 |
103.950 |
103.300 |
103.300 |
-0.150 |
102 |
305 |
+305 |
Aug07 |
061010 |
105.500 |
106.600 |
105.500 |
105.650 |
+0.150 |
82 |
136 |
+136 |
Total Volume and Open Interest |
6,234 |
25,007 |
-116 |
Lean Hogs(CME) |
Oct06 |
061010 |
64.600 |
65.150 |
64.400 |
64.800 |
+0.450 |
6,716 |
11,347 |
+11,347 |
Dec06 |
061010 |
59.600 |
60.200 |
59.200 |
59.250 |
+0.075 |
13,283 |
100,009 |
+100,009 |
Feb07 |
061010 |
62.050 |
62.600 |
61.700 |
61.850 |
-0.100 |
3,386 |
31,344 |
+31,344 |
Apr07 |
061010 |
62.900 |
63.450 |
62.675 |
62.950 |
+0.125 |
1,943 |
17,687 |
+17,687 |
May07 |
061010 |
66.750 |
66.825 |
66.650 |
66.825 |
+0.200 |
64 |
1,730 |
+1,730 |
Jun07 |
061010 |
68.075 |
68.475 |
67.850 |
68.375 |
+0.575 |
504 |
8,029 |
+8,029 |
Jul07 |
061010 |
65.975 |
66.150 |
65.975 |
66.000 |
+0.425 |
43 |
1,617 |
+1,617 |
Aug07 |
061010 |
63.600 |
63.600 |
63.600 |
63.600 |
+0.400 |
37 |
1,280 |
+1,280 |
Total Volume and Open Interest |
25,980 |
173,625 |
-4,257 |
Pork Bellies(CME) |
Feb07 |
061010 |
89.000 |
90.900 |
88.550 |
88.575 |
-0.425 |
268 |
791 |
+791 |
Mar07 |
061010 |
88.600 |
88.600 |
88.600 |
88.600 |
unch |
2 |
56 |
+56 |
May07 |
061010 |
91.400 |
91.750 |
90.100 |
90.100 |
+0.100 |
0 |
10 |
+10 |
Jul07 |
061010 |
91.500 |
91.500 |
91.500 |
91.500 |
+1.000 |
|
|
|
Aug07 |
061010 |
90.700 |
90.700 |
90.700 |
90.700 |
unch |
0 |
1 |
+1 |
Total Volume and Open Interest |
270 |
858 |
-60 |
Class III Milk(CME) |
Oct06 |
061010 |
12.28 |
12.31 |
12.25 |
12.25 |
-0.04 |
84 |
4,225 |
+4,225 |
Nov06 |
061010 |
12.30 |
12.33 |
12.28 |
12.29 |
-0.03 |
109 |
4,041 |
+4,041 |
Dec06 |
061010 |
12.33 |
12.37 |
12.30 |
12.30 |
-0.04 |
76 |
3,865 |
+3,865 |
Jan07 |
061010 |
12.38 |
12.38 |
12.38 |
12.38 |
unch |
42 |
2,010 |
+2,010 |
Feb07 |
061010 |
12.32 |
12.32 |
12.28 |
12.28 |
+0.03 |
19 |
1,641 |
+1,641 |
Total Volume and Open Interest |
415 |
26,278 |
+124 |
Cocoa(NYBOT) |
Dec06 |
061010 |
1434 |
1447 |
1424 |
1432 |
-5 |
3,394 |
71,844 |
-200 |
Mar07 |
061010 |
1472 |
1481 |
1461 |
1468 |
-5 |
837 |
29,473 |
+106 |
May07 |
061010 |
1497 |
1499 |
1485 |
1491 |
-5 |
251 |
13,718 |
+24 |
Jul07 |
061010 |
1521 |
1521 |
1516 |
1516 |
-5 |
0 |
6,102 |
-82 |
Sep07 |
061010 |
1536 |
1540 |
1536 |
1540 |
-5 |
48 |
11,161 |
+18 |
Dec07 |
061010 |
1568 |
1568 |
1565 |
1565 |
-5 |
0 |
8,327 |
-22 |
Mar08 |
061010 |
1592 |
1592 |
1592 |
1592 |
-5 |
0 |
1,215 |
-10 |
Total Volume and Open Interest |
4,545 |
145,274 |
-146 |
Coffee "C"(NYBOT) |
Dec06 |
061010 |
102.00 |
103.30 |
101.80 |
102.85 |
-0.20 |
7,056 |
72,689 |
-671 |
Mar07 |
061010 |
106.60 |
107.20 |
106.40 |
106.80 |
-0.20 |
2,193 |
20,302 |
+912 |
May07 |
061010 |
109.60 |
109.75 |
109.00 |
109.35 |
-0.15 |
338 |
4,281 |
+157 |
Jul07 |
061010 |
112.00 |
112.00 |
111.25 |
111.60 |
-0.15 |
33 |
2,324 |
+44 |
Sep07 |
061010 |
113.20 |
113.95 |
113.20 |
113.95 |
-0.05 |
38 |
1,969 |
+5 |
Dec07 |
061010 |
116.80 |
117.00 |
116.70 |
116.70 |
-0.10 |
427 |
2,311 |
+31 |
Total Volume and Open Interest |
10,847 |
108,697 |
+721 |
Orange Juice(NYBOT) |
Nov06 |
061010 |
162.40 |
162.40 |
160.50 |
161.55 |
-0.75 |
2,553 |
13,755 |
-2,176 |
Jan07 |
061010 |
163.50 |
163.70 |
162.00 |
163.25 |
-0.70 |
1,402 |
11,720 |
+1,391 |
Mar07 |
061010 |
164.50 |
164.50 |
163.60 |
163.90 |
-1.05 |
115 |
2,640 |
+46 |
May07 |
061010 |
164.00 |
164.00 |
163.90 |
163.90 |
-1.05 |
17 |
575 |
+11 |
Jul07 |
061010 |
163.90 |
163.90 |
163.90 |
163.90 |
-1.05 |
0 |
163 |
+0 |
Total Volume and Open Interest |
4,087 |
28,949 |
-728 |
Sugar #11(NYBOT) |
Mar07 |
061010 |
11.65 |
11.87 |
11.55 |
11.61 |
+0.13 |
24,002 |
248,732 |
-1,999 |
May07 |
061010 |
11.86 |
11.97 |
11.70 |
11.76 |
+0.10 |
8,353 |
57,822 |
+1,083 |
Jul07 |
061010 |
11.95 |
12.06 |
11.85 |
11.89 |
+0.06 |
6,822 |
45,487 |
+2,511 |
Oct07 |
061010 |
12.10 |
12.20 |
12.02 |
12.05 |
+0.04 |
4,669 |
36,419 |
+2,079 |
Mar08 |
061010 |
12.30 |
12.42 |
12.26 |
12.26 |
+0.04 |
904 |
24,622 |
+914 |
Total Volume and Open Interest |
47,853 |
433,027 |
+7,715 |
Sugar #14(NYBOT) |
Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
Jan07 |
061010 |
20.25 |
20.25 |
20.10 |
20.18 |
-0.12 |
329 |
2,567 |
-145 |
Mar07 |
061010 |
20.30 |
20.30 |
20.20 |
20.20 |
-0.10 |
10 |
3,012 |
-46 |
May07 |
061010 |
20.45 |
20.45 |
20.40 |
20.45 |
-0.04 |
10 |
1,966 |
+45 |
Jul07 |
061010 |
20.60 |
20.60 |
20.60 |
20.60 |
-0.10 |
2 |
1,772 |
+153 |
Total Volume and Open Interest |
1,006 |
11,416 |
-34 |
London Cocoa(LCE) |
Dec06 |
061010 |
823 |
831 |
821 |
825 |
+2 |
2,185 |
84,438 |
+84,438 |
Mar07 |
061010 |
839 |
847 |
838 |
842 |
+3 |
1,113 |
49,772 |
+49,772 |
May07 |
061010 |
852 |
860 |
851 |
855 |
+3 |
500 |
19,172 |
+19,172 |
Jul07 |
061010 |
865 |
868 |
865 |
868 |
+3 |
205 |
13,497 |
+13,497 |
Sep07 |
061010 |
880 |
883 |
879 |
882 |
+3 |
15 |
10,690 |
+10,690 |
Dec07 |
061010 |
894 |
896 |
894 |
895 |
+3 |
46 |
13,112 |
+13,112 |
Mar08 |
061010 |
908 |
908 |
908 |
908 |
+3 |
15 |
3,823 |
+3,823 |
Total Volume and Open Interest |
4,104 |
196,069 |
+1,218 |
London Coffee(LCE) |
Nov06 |
061010 |
1420.00 |
1458.00 |
1402.00 |
1457.00 |
+27.00 |
3,877 |
62,694 |
+62,694 |
Jan07 |
061010 |
1416.00 |
1455.00 |
1393.00 |
1450.00 |
+29.00 |
4,159 |
43,173 |
+43,173 |
Mar07 |
061010 |
1391.00 |
1434.00 |
1375.00 |
1424.00 |
+29.00 |
2,618 |
29,907 |
+29,907 |
May07 |
061010 |
1394.00 |
1437.00 |
1384.00 |
1431.00 |
+31.00 |
885 |
5,469 |
+5,469 |
Jul07 |
061010 |
1404.00 |
1436.00 |
1392.00 |
1436.00 |
+28.00 |
109 |
2,268 |
+2,268 |
Sep07 |
061010 |
1408.00 |
1440.00 |
1396.00 |
1440.00 |
+30.00 |
114 |
3,784 |
+3,784 |
Total Volume and Open Interest |
11,771 |
147,748 |
+1,121 |
London Sugar(LCE) |
Oct06 |
060915 |
415.50 |
421.50 |
403.00 |
419.70 |
+3.20 |
4,076 |
7,716 |
-1,938 |
Dec06 |
061010 |
397.00 |
404.70 |
397.00 |
400.40 |
+5.40 |
3,905 |
23,365 |
+23,365 |
Mar07 |
061010 |
357.50 |
363.90 |
357.00 |
361.00 |
+6.10 |
2,859 |
22,285 |
+22,285 |
May07 |
061010 |
349.40 |
353.90 |
347.10 |
351.00 |
+5.00 |
595 |
5,140 |
+5,140 |
Aug07 |
061010 |
344.00 |
348.00 |
344.00 |
345.00 |
+4.00 |
273 |
3,000 |
+3,000 |
Total Volume and Open Interest |
7,903 |
57,167 |
+1,453 |
Cotton(NYBOT) |
Dec06 |
061010 |
49.05 |
49.50 |
48.62 |
48.70 |
-0.36 |
3,675 |
121,895 |
-1,046 |
Mar07 |
061010 |
52.50 |
52.95 |
52.10 |
52.36 |
-0.22 |
1,141 |
40,256 |
+941 |
May07 |
061010 |
54.35 |
54.35 |
53.68 |
53.75 |
-0.30 |
62 |
5,670 |
+204 |
Jul07 |
061010 |
55.10 |
55.35 |
54.73 |
54.73 |
-0.32 |
75 |
4,982 |
+31 |
Oct07 |
061010 |
55.80 |
55.80 |
55.55 |
55.55 |
-0.25 |
0 |
64 |
-2 |
Dec07 |
061010 |
57.35 |
57.35 |
56.70 |
56.70 |
-0.30 |
20 |
9,893 |
+140 |
Total Volume and Open Interest |
4,977 |
184,001 |
+272 |
Lumber(CME) |
Nov06 |
061010 |
252.0 |
258.0 |
247.8 |
255.4 |
+1.5 |
408 |
3,341 |
+3,341 |
Jan07 |
061010 |
267.0 |
273.0 |
262.8 |
271.2 |
+4.1 |
95 |
2,625 |
+2,625 |
Mar07 |
061010 |
281.2 |
284.9 |
277.4 |
284.6 |
+3.4 |
54 |
277 |
+277 |
May07 |
061010 |
289.9 |
291.9 |
288.6 |
291.0 |
+3.0 |
1 |
35 |
+35 |
Total Volume and Open Interest |
559 |
6,292 |
-177 |
Crude Oil(NYM) |
Nov06 |
061010 |
59.25 |
59.65 |
58.45 |
58.52 |
-1.44 |
156,175 |
189,399 |
-35,754 |
Dec06 |
061010 |
60.75 |
61.10 |
60.20 |
60.26 |
-1.23 |
105,927 |
243,749 |
+22,507 |
Jan07 |
061010 |
61.95 |
62.25 |
61.35 |
61.52 |
-1.06 |
34,014 |
82,787 |
+5,482 |
Feb07 |
061010 |
62.80 |
62.80 |
62.30 |
62.44 |
-0.94 |
7,832 |
36,168 |
+3,273 |
Mar07 |
061010 |
63.65 |
63.65 |
63.15 |
63.16 |
-0.89 |
4,444 |
39,430 |
+906 |
Apr07 |
061010 |
64.15 |
64.15 |
63.77 |
63.77 |
-0.83 |
1,847 |
41,118 |
+1,479 |
May07 |
061010 |
64.29 |
64.29 |
64.29 |
64.29 |
-0.79 |
2,469 |
27,572 |
-46 |
Jun07 |
061010 |
64.75 |
65.00 |
64.60 |
64.72 |
-0.75 |
4,910 |
70,071 |
+11 |
Jul07 |
061010 |
65.10 |
65.10 |
65.08 |
65.08 |
-0.72 |
232 |
17,166 |
+1,531 |
Aug07 |
061010 |
65.38 |
65.38 |
65.38 |
65.38 |
-0.69 |
204 |
11,346 |
+379 |
Sep07 |
061010 |
65.55 |
65.66 |
65.55 |
65.66 |
-0.65 |
621 |
18,711 |
-2,161 |
Oct07 |
061010 |
65.88 |
65.88 |
65.88 |
65.88 |
-0.61 |
773 |
12,427 |
+2,410 |
Nov07 |
061010 |
66.09 |
66.09 |
66.09 |
66.09 |
-0.57 |
548 |
14,766 |
+479 |
Dec07 |
061010 |
66.30 |
66.50 |
66.25 |
66.25 |
-0.52 |
11,387 |
111,143 |
-3,439 |
Jan08 |
061010 |
66.30 |
66.40 |
66.30 |
66.37 |
-0.49 |
250 |
15,049 |
+173 |
Feb08 |
061010 |
66.47 |
66.47 |
66.47 |
66.47 |
-0.46 |
300 |
9,624 |
+301 |
Total Volume and Open Interest |
337,690 |
1,187,417 |
-497 |
Heating Oil(NYM) |
Nov06 |
061010 |
170.00 |
171.10 |
167.90 |
168.09 |
-4.88 |
38,247 |
60,985 |
-16,678 |
Dec06 |
061010 |
175.50 |
175.80 |
173.00 |
173.23 |
-4.77 |
24,284 |
48,172 |
+8,068 |
Jan07 |
061010 |
180.50 |
180.60 |
177.90 |
178.38 |
-4.32 |
6,010 |
31,288 |
+2,398 |
Feb07 |
061010 |
183.00 |
183.80 |
181.43 |
181.43 |
-4.22 |
1,711 |
18,688 |
+696 |
Mar07 |
061010 |
183.00 |
184.50 |
181.83 |
181.83 |
-4.02 |
558 |
11,016 |
+410 |
Apr07 |
061010 |
182.00 |
182.00 |
180.78 |
180.78 |
-3.77 |
298 |
10,072 |
+314 |
May07 |
061010 |
179.73 |
179.73 |
179.73 |
179.73 |
-3.52 |
119 |
3,903 |
+48 |
Jun07 |
061010 |
179.48 |
179.48 |
179.48 |
179.48 |
-3.32 |
795 |
17,499 |
+195 |
Jul07 |
061010 |
180.43 |
180.43 |
180.43 |
180.43 |
-3.17 |
3 |
2,319 |
+41 |
Aug07 |
061010 |
182.03 |
182.03 |
182.03 |
182.03 |
-3.07 |
2 |
2,025 |
+0 |
Sep07 |
061010 |
186.00 |
186.00 |
184.38 |
184.38 |
-3.02 |
2 |
2,441 |
-51 |
Oct07 |
061010 |
187.80 |
187.80 |
187.03 |
187.03 |
-2.92 |
26 |
1,080 |
+4 |
Total Volume and Open Interest |
72,178 |
219,636 |
-4,463 |
Unleaded Gas(NYM) |
Nov06 |
061010 |
148.50 |
149.75 |
146.25 |
146.68 |
-2.81 |
8,921 |
18,965 |
-3,560 |
Dec06 |
061010 |
151.00 |
151.60 |
148.50 |
149.08 |
-3.11 |
1,431 |
8,135 |
+307 |
Jan07 |
061010 |
153.80 |
153.80 |
152.09 |
152.33 |
-2.96 |
312 |
4,121 |
+228 |
Total Volume and Open Interest |
10,664 |
31,221 |
-3,025 |
RBOB Gasoline(NYMEX) |
Nov06 |
061010 |
151.00 |
154.18 |
146.50 |
149.29 |
-2.21 |
13,527 |
37,688 |
-1,555 |
Dec06 |
061010 |
156.00 |
156.00 |
152.90 |
153.20 |
-2.75 |
6,476 |
17,905 |
+1,519 |
Jan07 |
061010 |
160.20 |
161.38 |
157.50 |
157.75 |
-2.55 |
2,968 |
12,575 |
+1,187 |
Feb07 |
061010 |
165.48 |
165.78 |
165.48 |
165.78 |
+1.44 |
287 |
2,847 |
+199 |
Mar07 |
061010 |
166.00 |
166.00 |
166.00 |
166.00 |
-3.25 |
326 |
3,959 |
+104 |
Apr07 |
061010 |
178.73 |
178.73 |
178.73 |
178.73 |
-4.02 |
199 |
4,659 |
+13 |
May07 |
061010 |
183.25 |
183.50 |
183.25 |
183.50 |
-1.69 |
306 |
5,506 |
+168 |
Jun07 |
061010 |
185.40 |
185.40 |
185.39 |
185.39 |
-1.95 |
79 |
3,751 |
+70 |
Jul07 |
061010 |
185.08 |
185.08 |
185.08 |
185.08 |
-3.46 |
250 |
1,326 |
-51 |
Aug07 |
061010 |
185.53 |
185.53 |
185.53 |
185.53 |
-3.41 |
0 |
838 |
+0 |
Total Volume and Open Interest |
24,693 |
95,471 |
+1,929 |
e-MiNY RBOB Gasoline(NYMEX) |
Nov06 |
061009 |
152.07 |
152.07 |
152.07 |
152.07 |
-5.36 |
|
|
|
Dec06 |
061010 |
153.40 |
153.40 |
153.40 |
153.40 |
-3.09 |
|
|
|
Jan07 |
061010 |
157.68 |
157.68 |
157.68 |
157.68 |
-3.41 |
|
|
|
Feb07 |
061010 |
161.03 |
161.03 |
161.03 |
161.03 |
-3.31 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov06 |
061010 |
6.425 |
6.640 |
6.370 |
6.466 |
+0.037 |
40,030 |
99,725 |
-14,617 |
Dec06 |
061010 |
7.930 |
8.120 |
7.880 |
7.986 |
+0.036 |
22,962 |
69,274 |
+4,907 |
Jan07 |
061010 |
8.490 |
8.690 |
8.470 |
8.566 |
+0.061 |
7,952 |
60,970 |
+1,929 |
Feb07 |
061010 |
8.530 |
8.640 |
8.530 |
8.606 |
+0.056 |
1,235 |
31,837 |
+1,580 |
Mar07 |
061010 |
8.430 |
8.600 |
8.390 |
8.471 |
+0.056 |
3,140 |
89,066 |
+190 |
Apr07 |
061010 |
7.750 |
7.830 |
7.680 |
7.781 |
+0.066 |
2,503 |
82,039 |
+1,456 |
May07 |
061010 |
7.760 |
7.790 |
7.680 |
7.761 |
+0.061 |
377 |
26,506 |
+129 |
Jun07 |
061010 |
7.860 |
7.890 |
7.846 |
7.846 |
+0.059 |
106 |
14,283 |
-12 |
Jul07 |
061010 |
7.900 |
7.990 |
7.900 |
7.943 |
+0.063 |
31 |
11,683 |
+23 |
Aug07 |
061010 |
8.000 |
8.050 |
7.910 |
8.003 |
+0.066 |
12 |
13,961 |
+14 |
Sep07 |
061010 |
8.010 |
8.110 |
8.010 |
8.058 |
+0.066 |
12 |
11,331 |
+94 |
Oct07 |
061010 |
8.080 |
8.200 |
8.080 |
8.146 |
+0.064 |
789 |
31,795 |
-65 |
Nov07 |
061010 |
8.700 |
8.780 |
8.670 |
8.726 |
+0.079 |
235 |
18,452 |
+71 |
Dec07 |
061010 |
9.220 |
9.320 |
9.200 |
9.286 |
+0.094 |
130 |
33,909 |
+58 |
Jan08 |
061010 |
9.560 |
9.700 |
9.540 |
9.646 |
+0.094 |
99 |
30,631 |
-51 |
Feb08 |
061010 |
9.700 |
9.700 |
9.636 |
9.636 |
+0.094 |
63 |
17,751 |
+13 |
Total Volume and Open Interest |
83,601 |
932,303 |
-3,757 |
Brent Crude Oil(ICE) |
Nov06 |
061010 |
60.28 |
61.25 |
59.09 |
59.34 |
-1.20 |
76,792 |
54,235 |
+54,235 |
Dec06 |
061010 |
61.34 |
62.16 |
60.05 |
60.30 |
-1.16 |
80,559 |
134,919 |
+134,919 |
Jan07 |
061010 |
62.17 |
63.00 |
61.04 |
61.31 |
-1.03 |
38,216 |
80,009 |
+80,009 |
Feb07 |
061010 |
63.50 |
63.62 |
62.09 |
62.09 |
-0.96 |
11,096 |
34,427 |
+34,427 |
Mar07 |
061010 |
64.07 |
64.19 |
62.62 |
62.73 |
-0.89 |
4,817 |
26,031 |
+26,031 |
Apr07 |
061010 |
63.31 |
63.31 |
63.31 |
63.31 |
-0.83 |
0 |
19,390 |
+19,390 |
May07 |
061010 |
63.80 |
63.80 |
63.80 |
63.80 |
-0.80 |
0 |
17,035 |
+17,035 |
Jun07 |
061010 |
64.22 |
64.22 |
64.22 |
64.22 |
-0.79 |
4,823 |
34,960 |
+34,960 |
Jul07 |
061010 |
64.56 |
64.56 |
64.56 |
64.56 |
-0.79 |
0 |
5,413 |
+5,413 |
Aug07 |
061010 |
64.90 |
64.90 |
64.90 |
64.90 |
-0.74 |
0 |
1,760 |
+1,760 |
Sep07 |
061010 |
65.15 |
65.15 |
65.15 |
65.15 |
-0.64 |
0 |
3,511 |
+3,511 |
Oct07 |
061010 |
65.39 |
65.39 |
65.39 |
65.39 |
-0.54 |
0 |
557 |
+557 |
Nov07 |
061010 |
65.63 |
65.63 |
65.63 |
65.63 |
-0.48 |
0 |
425 |
+425 |
Dec07 |
061010 |
65.98 |
66.06 |
65.70 |
65.80 |
-0.49 |
4,573 |
37,790 |
+37,790 |
Total Volume and Open Interest |
220,878 |
497,723 |
-13,607 |
Gas Oil(ICE) |
Oct06 |
061010 |
544.50 |
553.00 |
533.50 |
537.50 |
-12.75 |
18,765 |
19,621 |
+19,621 |
Nov06 |
061010 |
546.75 |
556.25 |
536.75 |
540.50 |
-12.75 |
44,194 |
73,595 |
+73,595 |
Dec06 |
061010 |
555.00 |
560.50 |
542.75 |
546.00 |
-12.00 |
23,929 |
54,957 |
+54,957 |
Jan07 |
061010 |
562.50 |
565.00 |
550.75 |
552.50 |
-12.00 |
7,208 |
33,587 |
+33,587 |
Feb07 |
061010 |
568.50 |
568.50 |
559.00 |
559.00 |
-11.50 |
1,761 |
20,012 |
+20,012 |
Mar07 |
061010 |
564.00 |
564.00 |
564.00 |
564.00 |
-11.25 |
415 |
13,038 |
+13,038 |
Apr07 |
061010 |
567.75 |
567.75 |
567.75 |
567.75 |
-10.50 |
0 |
6,253 |
+6,253 |
May07 |
061010 |
571.00 |
571.00 |
571.00 |
571.00 |
-10.25 |
0 |
3,937 |
+3,937 |
Jun07 |
061010 |
574.50 |
574.50 |
574.50 |
574.50 |
-10.00 |
0 |
23,416 |
+23,416 |
Jul07 |
061010 |
580.00 |
580.00 |
580.00 |
580.00 |
-9.50 |
0 |
2,279 |
+2,279 |
Total Volume and Open Interest |
97,025 |
289,483 |
+289,483 |
US Dollar Index(NYBOT) |
Dec06 |
061010 |
86.28 |
86.85 |
86.19 |
86.77 |
+0.52 |
1,728 |
27,016 |
+4,381 |
Mar07 |
061010 |
85.99 |
86.55 |
85.99 |
86.48 |
+0.52 |
0 |
2,023 |
-7 |
Jun07 |
061010 |
86.20 |
86.20 |
86.20 |
86.20 |
+0.50 |
0 |
16 |
+0 |
Total Volume and Open Interest |
1,728 |
29,057 |
+4,374 |
Australian Dollar(CME) |
Dec06 |
061010 |
74.25 |
74.30 |
74.21 |
74.21 |
+0.06 |
452 |
0 |
-54,749 |
Mar07 |
061010 |
74.05 |
74.05 |
74.05 |
74.05 |
+0.06 |
|
|
|
Jun07 |
061010 |
73.91 |
73.91 |
73.91 |
73.91 |
+0.06 |
|
|
|
Total Volume and Open Interest |
14,965 |
55,208 |
+0 |
British Pound(CME) |
Dec06 |
061010 |
185.73 |
185.74 |
185.38 |
185.55 |
-1.73 |
1,916 |
0 |
-97,405 |
Mar07 |
061010 |
185.63 |
185.63 |
185.63 |
185.63 |
-1.73 |
2 |
0 |
-500 |
Jun07 |
061010 |
185.59 |
185.59 |
185.59 |
185.59 |
-1.73 |
|
|
|
Total Volume and Open Interest |
74,137 |
97,918 |
+0 |
Canadian Dollar(CME) |
Dec06 |
061010 |
88.77 |
88.85 |
88.37 |
88.46 |
-0.60 |
1,794 |
0 |
-92,188 |
Mar07 |
061010 |
88.99 |
88.99 |
88.72 |
88.72 |
-0.60 |
3 |
0 |
-1,384 |
Jun07 |
061010 |
88.95 |
89.03 |
88.95 |
88.99 |
-0.60 |
|
|
|
Sep07 |
061010 |
89.26 |
89.26 |
89.26 |
89.26 |
-0.60 |
|
|
|
Total Volume and Open Interest |
27,141 |
94,090 |
+0 |
Japanese Yen(CME) |
Dec06 |
061010 |
84.40 |
84.40 |
84.27 |
84.30 |
-0.63 |
4,515 |
0 |
-229,053 |
Mar07 |
061010 |
85.37 |
85.37 |
85.34 |
85.34 |
-0.64 |
335 |
0 |
-13,741 |
Jun07 |
061010 |
86.34 |
86.34 |
86.34 |
86.34 |
-0.64 |
|
|
|
Total Volume and Open Interest |
56,779 |
242,886 |
+0 |
Swiss Franc(CME) |
Dec06 |
061010 |
79.31 |
79.36 |
79.23 |
79.25 |
-0.65 |
2,887 |
0 |
-78,343 |
Mar07 |
061010 |
79.93 |
79.93 |
79.93 |
79.93 |
-0.65 |
|
|
|
Jun07 |
061010 |
80.62 |
80.62 |
80.62 |
80.62 |
-0.65 |
|
|
|
Total Volume and Open Interest |
36,768 |
78,540 |
+0 |
EuroFX(CME) |
Dec06 |
061010 |
125.80 |
125.90 |
125.65 |
125.80 |
-0.76 |
18,269 |
0 |
-146,841 |
Mar07 |
061010 |
126.33 |
126.33 |
126.33 |
126.33 |
-0.76 |
920 |
0 |
-948 |
Jun07 |
061010 |
126.77 |
126.77 |
126.77 |
126.77 |
-0.76 |
|
|
|
Total Volume and Open Interest |
148,167 |
147,929 |
+0 |
Mexican Peso(CME) |
Oct06 |
061010 |
9047.0 |
9047.0 |
9047.0 |
9047.0 |
+12.0 |
0 |
9 |
+0 |
Nov06 |
061010 |
9032.0 |
9032.0 |
9032.0 |
9032.0 |
+12.0 |
0 |
20 |
+0 |
Total Volume and Open Interest |
5,684 |
57,989 |
-4,215 |
30-Year T-Bonds(CBOT) |
Dec06 |
061010 |
111~18 |
111~19 |
110~26 |
111~01 |
-0~17 |
364,700 |
749,057 |
+0 |
Mar07 |
061010 |
111~08 |
111~09 |
110~27 |
110~30 |
-0~17 |
1,789 |
4,061 |
+0 |
Jun07 |
061010 |
111~16 |
111~16 |
110~18 |
110~28 |
-0~17 |
2 |
18 |
+0 |
Total Volume and Open Interest |
372,579 |
753,136 |
+0 |
10-Year T-Notes(CBOT) |
Dec06 |
061010 |
107~190 |
107~195 |
107~045 |
107~080 |
-0~115 |
1,043,436 |
2,178,640 |
+0 |
Mar07 |
061010 |
107~215 |
107~215 |
107~060 |
107~085 |
-0~120 |
6,416 |
52,542 |
+0 |
Total Volume and Open Interest |
1,079,257 |
2,231,184 |
+0 |
5-Year T-Notes(CBOT) |
Dec06 |
061010 |
105~050 |
105~050 |
104~300 |
105~000 |
-0~075 |
6,219 |
1,441,851 |
+1,441,851 |
Mar07 |
061010 |
105~060 |
105~060 |
105~025 |
105~025 |
-0~075 |
2 |
31 |
+0 |
Total Volume and Open Interest |
453,374 |
1,441,882 |
+1,441,851 |
2 Year T-Notes(CBOT) |
Dec06 |
061010 |
102~008 |
102~009 |
102~000 |
102~001 |
-0~016 |
264 |
687,933 |
+0 |
Mar07 |
061010 |
102~021 |
102~021 |
102~021 |
102~021 |
-0~025 |
0 |
6 |
+0 |
Total Volume and Open Interest |
97,506 |
687,939 |
+0 |
Eurodollars(CME) |
Dec06 |
061010 |
94.635 |
94.635 |
94.625 |
94.630 |
-0.010 |
28,044 |
0 |
-1,586,434 |
Mar07 |
061010 |
94.755 |
94.755 |
94.720 |
94.730 |
-0.060 |
34,716 |
0 |
-1,417,966 |
Jun07 |
061010 |
94.900 |
94.900 |
94.845 |
94.860 |
-0.090 |
46,885 |
0 |
-1,108,750 |
Sep07 |
061010 |
95.025 |
95.030 |
94.970 |
94.985 |
-0.100 |
37,094 |
0 |
-996,882 |
Dec07 |
061010 |
95.095 |
95.100 |
95.035 |
95.050 |
-0.100 |
40,722 |
0 |
-1,158,879 |
Mar08 |
061010 |
95.110 |
95.115 |
95.050 |
95.065 |
-0.100 |
30,393 |
0 |
-805,970 |
Jun08 |
061010 |
95.090 |
95.095 |
95.035 |
95.050 |
-0.095 |
28,016 |
0 |
-534,923 |
Sep08 |
061010 |
95.060 |
95.065 |
95.015 |
95.025 |
-0.090 |
29,946 |
0 |
-394,512 |
Dec08 |
061010 |
95.025 |
95.025 |
94.970 |
94.990 |
-0.085 |
18,868 |
0 |
-352,021 |
Mar09 |
061010 |
94.990 |
94.995 |
94.940 |
94.965 |
-0.080 |
17,184 |
0 |
-364,488 |
Jun09 |
061010 |
94.950 |
94.960 |
94.910 |
94.930 |
-0.075 |
15,793 |
0 |
-223,112 |
Sep09 |
061010 |
94.915 |
94.930 |
94.880 |
94.900 |
-0.070 |
10,916 |
0 |
-154,935 |
Dec09 |
061010 |
94.885 |
94.895 |
94.850 |
94.860 |
-0.070 |
5,449 |
0 |
-126,867 |
Mar10 |
061010 |
94.860 |
94.865 |
94.820 |
94.835 |
-0.065 |
8,917 |
0 |
-111,586 |
Jun10 |
061010 |
94.825 |
94.830 |
94.790 |
94.800 |
-0.065 |
5,768 |
0 |
-100,391 |
Sep10 |
061010 |
94.790 |
94.795 |
94.755 |
94.770 |
-0.060 |
4,638 |
0 |
-90,850 |
Dec10 |
061010 |
94.745 |
94.755 |
94.715 |
94.730 |
-0.060 |
4,873 |
0 |
-95,554 |
Mar11 |
061010 |
94.725 |
94.735 |
94.695 |
94.710 |
-0.060 |
4,768 |
0 |
-56,138 |
Total Volume and Open Interest |
2,624,817 |
9,940,581 |
+0 |
3-Mth Euro-Yen(CME) |
Dec06 |
061010 |
99.46 |
99.46 |
99.45 |
99.45 |
-0.01 |
177 |
0 |
-17,694 |
Mar07 |
061010 |
99.32 |
99.33 |
99.32 |
99.32 |
-0.02 |
308 |
0 |
-10,464 |
Jun07 |
061010 |
99.22 |
99.23 |
99.22 |
99.22 |
-0.02 |
876 |
0 |
-8,774 |
Sep07 |
061010 |
99.13 |
99.13 |
99.13 |
99.13 |
-0.01 |
611 |
0 |
-2,599 |
Dec07 |
061010 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
1,510 |
0 |
-5,898 |
Mar08 |
061010 |
98.94 |
98.94 |
98.94 |
98.94 |
unch |
27 |
0 |
-3,226 |
Jun08 |
061010 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
|
|
|
Sep08 |
061010 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
|
|
|
Dec08 |
061010 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.03 |
|
|
|
Mar09 |
061010 |
98.53 |
98.53 |
98.53 |
98.53 |
-0.03 |
|
|
|
Total Volume and Open Interest |
3,509 |
|
|
3-Mth Euro-Yen(SIMEX) |
Dec06 |
061010 |
99.46 |
99.47 |
99.45 |
99.46 |
unch |
4 |
86,911 |
+86,911 |
Mar07 |
061010 |
99.33 |
99.34 |
99.32 |
99.33 |
-0.01 |
342 |
70,096 |
+70,096 |
Jun07 |
061010 |
99.24 |
99.25 |
99.22 |
99.23 |
-0.01 |
831 |
36,733 |
+36,733 |
Sep07 |
061010 |
99.13 |
99.16 |
99.13 |
99.14 |
-0.01 |
212 |
30,014 |
+30,014 |
Dec07 |
061010 |
99.05 |
99.06 |
99.03 |
99.05 |
unch |
292 |
44,960 |
+44,960 |
Mar08 |
061010 |
98.94 |
98.96 |
98.94 |
98.95 |
unch |
0 |
24,947 |
+24,947 |
Jun08 |
061010 |
98.87 |
98.87 |
98.86 |
98.86 |
unch |
0 |
4,516 |
+4,516 |
Sep08 |
061010 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
0 |
390 |
+390 |
Total Volume and Open Interest |
1,681 |
300,102 |
+2,558 |
German Euro-Bund(EUREX) |
Dec06 |
061010 |
117.67 |
117.71 |
117.20 |
117.27 |
-0.46 |
1,620,512 |
1,541,575 |
+61,294 |
Mar07 |
061010 |
117.83 |
117.83 |
117.29 |
117.41 |
-0.49 |
558 |
6,634 |
+54 |
Jun07 |
061010 |
116.92 |
116.92 |
116.92 |
116.92 |
-0.41 |
700 |
1 |
+0 |
Total Volume and Open Interest |
1,621,770 |
1,548,210 |
+61,348 |
German Euro-Bobl(EUREX) |
Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
Mar07 |
061010 |
110.05 |
110.05 |
109.74 |
109.74 |
-0.33 |
3 |
2,350 |
+0 |
Jun07 |
061010 |
108.03 |
108.03 |
108.03 |
108.03 |
-0.31 |
|
|
|
Total Volume and Open Interest |
787,475 |
938,433 |
-19,940 |
Long Gilt(LIFFE) |
Dec06 |
061010 |
109~23 |
109~24 |
109~08 |
109~12 |
-0~13 |
31,979 |
254,849 |
+254,849 |
Mar07 |
061010 |
109~08 |
109~08 |
109~08 |
109~08 |
-0~13 |
|
|
|
Total Volume and Open Interest |
31,979 |
254,877 |
-1,985 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
061010 |
94.73 |
94.73 |
94.73 |
94.73 |
unch |
34,653 |
402,989 |
+402,989 |
Mar07 |
061010 |
94.65 |
94.65 |
94.65 |
94.65 |
-0.02 |
37,839 |
422,842 |
+422,842 |
Jun07 |
061010 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.03 |
26,861 |
355,446 |
+355,446 |
Total Volume and Open Interest |
185,585 |
1,992,837 |
+9,852 |
3-Mth Euribor(LIFFE) |
Dec06 |
061010 |
96.315 |
96.315 |
96.290 |
96.300 |
-0.015 |
164,959 |
709,511 |
+10,502 |
Mar07 |
061010 |
96.195 |
96.200 |
96.155 |
96.165 |
-0.035 |
246,176 |
638,575 |
-5,039 |
Jun07 |
061010 |
96.180 |
96.185 |
96.120 |
96.135 |
-0.045 |
274,213 |
573,332 |
+5,037 |
Total Volume and Open Interest |
1,241,330 |
3,453,225 |
+24,908 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
061010 |
93.71 |
93.71 |
93.69 |
93.71 |
-0.02 |
31,897 |
188,909 |
+188,909 |
Mar07 |
061010 |
93.71 |
93.71 |
93.67 |
93.68 |
-0.05 |
42,527 |
248,235 |
+248,235 |
Jun07 |
061010 |
93.71 |
93.71 |
93.67 |
93.69 |
-0.04 |
16,715 |
85,373 |
+85,373 |
Sep07 |
061010 |
93.73 |
93.73 |
93.70 |
93.72 |
-0.04 |
4,875 |
43,727 |
+43,727 |
Dec07 |
061010 |
93.75 |
93.75 |
93.74 |
93.74 |
-0.04 |
1,235 |
31,062 |
+31,062 |
Mar08 |
061010 |
93.75 |
93.76 |
93.75 |
93.76 |
-0.03 |
1,761 |
16,601 |
+16,601 |
Jun08 |
061010 |
93.76 |
93.77 |
93.76 |
93.77 |
-0.02 |
163 |
12,758 |
+12,758 |
Sep08 |
061010 |
93.77 |
93.78 |
93.76 |
93.78 |
-0.02 |
260 |
5,192 |
+5,192 |
Dec08 |
061010 |
93.76 |
93.77 |
93.76 |
93.77 |
-0.03 |
60 |
2,449 |
+2,449 |
Mar09 |
061010 |
93.77 |
93.77 |
93.77 |
93.77 |
-0.03 |
0 |
1,771 |
+1,771 |
Total Volume and Open Interest |
99,509 |
637,094 |
+637,094 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
061010 |
94.38 |
94.39 |
94.36 |
94.38 |
-0.02 |
52,102 |
457,470 |
+457,470 |
Mar07 |
061010 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.02 |
|
|
|
Total Volume and Open Interest |
52,102 |
457,470 |
+457,470 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
061010 |
94.19 |
94.19 |
94.17 |
94.19 |
-0.03 |
148,035 |
591,005 |
+591,005 |
Mar07 |
061010 |
94.19 |
94.19 |
94.19 |
94.19 |
-0.03 |
|
|
|
Total Volume and Open Interest |
148,035 |
591,005 |
+591,005 |
Gold(CMX) |
Oct06 |
061010 |
574.5 |
574.5 |
568.0 |
571.9 |
-6.5 |
93 |
695 |
-614 |
Dec06 |
061010 |
577.0 |
580.8 |
573.0 |
576.2 |
-6.6 |
19,899 |
198,342 |
+1,507 |
Feb07 |
061010 |
585.0 |
586.0 |
577.5 |
581.9 |
-6.6 |
729 |
29,993 |
+749 |
Apr07 |
061010 |
587.5 |
590.4 |
587.4 |
587.4 |
-6.6 |
34 |
7,247 |
-9 |
Jun07 |
061010 |
590.0 |
595.8 |
590.0 |
592.8 |
-6.6 |
135 |
22,211 |
+122 |
Aug07 |
061010 |
598.2 |
598.2 |
598.2 |
598.2 |
-6.6 |
7 |
1,703 |
+11 |
Oct07 |
061010 |
603.5 |
603.5 |
603.5 |
603.5 |
-6.6 |
0 |
11,345 |
+33 |
Dec07 |
061010 |
611.0 |
611.0 |
607.0 |
608.8 |
-6.6 |
110 |
34,715 |
+526 |
Feb08 |
061010 |
614.0 |
614.0 |
614.0 |
614.0 |
-6.6 |
0 |
2,326 |
+0 |
Apr08 |
061010 |
619.2 |
619.2 |
619.2 |
619.2 |
-6.5 |
0 |
1,165 |
+0 |
Jun08 |
061010 |
624.4 |
624.4 |
624.4 |
624.4 |
-6.5 |
0 |
3,735 |
+0 |
Aug08 |
061010 |
629.7 |
629.7 |
629.7 |
629.7 |
-6.5 |
|
|
|
Total Volume and Open Interest |
21,057 |
335,482 |
+2,974 |
Silver(CMX) |
Dec06 |
061010 |
1125.0 |
1137.0 |
1115.0 |
1122.0 |
-20.0 |
6,259 |
61,775 |
+911 |
Mar07 |
061010 |
1145.0 |
1149.0 |
1132.0 |
1136.7 |
-20.0 |
532 |
14,486 |
+581 |
May07 |
061010 |
1144.9 |
1144.9 |
1144.9 |
1144.9 |
-20.0 |
4 |
3,930 |
+2 |
Jul07 |
061010 |
1160.0 |
1160.0 |
1153.0 |
1153.0 |
-20.0 |
1 |
8,416 |
+2 |
Sep07 |
061010 |
1158.5 |
1158.5 |
1158.5 |
1158.5 |
-20.0 |
2 |
1,932 |
+0 |
Dec07 |
061010 |
1170.0 |
1170.0 |
1160.0 |
1164.3 |
-20.0 |
5 |
4,649 |
+12 |
Mar08 |
061010 |
514.3 |
514.3 |
514.3 |
514.3 |
-20.0 |
0 |
131 |
+0 |
Total Volume and Open Interest |
6,803 |
100,302 |
+1,481 |
Platinum(NYM) |
Oct06 |
061010 |
1067.7 |
1067.7 |
1067.7 |
1067.7 |
-18.7 |
24 |
53 |
-83 |
Jan07 |
061010 |
1081.0 |
1088.0 |
1071.2 |
1075.7 |
-19.2 |
979 |
6,905 |
-158 |
Apr07 |
061010 |
1080.7 |
1080.7 |
1080.7 |
1080.7 |
-19.2 |
0 |
17 |
+4 |
Jul07 |
061010 |
430.3 |
430.3 |
430.3 |
430.3 |
-19.2 |
0 |
6 |
+0 |
Total Volume and Open Interest |
1,003 |
6,981 |
-237 |
Palladium(NYME) |
Dec06 |
061010 |
301.50 |
302.50 |
296.00 |
301.60 |
-1.65 |
239 |
11,523 |
+96 |
Mar07 |
061010 |
311.00 |
311.00 |
298.00 |
306.10 |
-2.45 |
1 |
25 |
+1 |
Jun07 |
061010 |
311.60 |
311.60 |
311.60 |
311.60 |
-2.45 |
0 |
32 |
-2 |
Total Volume and Open Interest |
240 |
11,581 |
+95 |
Copper(CMX) |
Dec06 |
061010 |
337.75 |
340.40 |
336.25 |
337.80 |
-3.50 |
5,212 |
50,048 |
-641 |
Mar07 |
061010 |
335.00 |
337.00 |
334.00 |
335.50 |
-3.20 |
288 |
5,232 |
+201 |
May07 |
061010 |
331.50 |
331.50 |
331.50 |
331.50 |
-3.05 |
17 |
1,305 |
+4 |
Jul07 |
061010 |
325.50 |
325.50 |
325.50 |
325.50 |
-2.85 |
0 |
1,283 |
+42 |
Sep07 |
061010 |
319.00 |
319.00 |
319.00 |
319.00 |
-2.85 |
10 |
562 |
+3 |
Total Volume and Open Interest |
6,095 |
69,058 |
-370 |
Aluminum(CMX) |
Oct06 |
061010 |
115.60 |
115.60 |
115.60 |
115.60 |
-2.00 |
4 |
162 |
-50 |
Nov06 |
061010 |
116.50 |
116.50 |
116.50 |
116.50 |
-2.00 |
4 |
120 |
+8 |
Dec06 |
061010 |
117.20 |
117.20 |
117.20 |
117.20 |
-2.00 |
0 |
587 |
+0 |
Jan07 |
061010 |
116.25 |
116.25 |
116.25 |
116.25 |
-2.50 |
0 |
10 |
+0 |
Feb07 |
061010 |
115.50 |
115.50 |
115.50 |
115.50 |
-2.70 |
|
|
|
Mar07 |
061010 |
114.75 |
114.75 |
114.75 |
114.75 |
-2.70 |
|
|
|
Total Volume and Open Interest |
9 |
931 |
-41 |
DJIA Index(CBOT) |
Dec06 |
061010 |
11935 |
11940 |
11890 |
11919 |
-9 |
1,314 |
61,458 |
+224 |
Mar07 |
061010 |
12010 |
12010 |
11999 |
11999 |
-9 |
0 |
78 |
-2 |
Jun07 |
061010 |
12089 |
12089 |
12089 |
12089 |
-9 |
|
|
|
Sep07 |
061010 |
12174 |
12174 |
12174 |
12174 |
-9 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,314 |
61,538 |
+222 |
S & P 500(CME) |
Dec06 |
061010 |
1359.70 |
1363.00 |
1357.10 |
1360.70 |
+1.50 |
11,406 |
595,174 |
+595,174 |
Mar07 |
061010 |
1372.00 |
1372.00 |
1372.00 |
1372.00 |
+1.50 |
3 |
1,997 |
+1,997 |
Jun07 |
061010 |
1383.70 |
1383.70 |
1383.70 |
1383.70 |
+1.50 |
100 |
4,696 |
+4,696 |
Sep07 |
061010 |
1395.60 |
1395.60 |
1395.60 |
1395.60 |
+1.50 |
0 |
1,471 |
+1,471 |
Total Volume and Open Interest |
11,509 |
603,624 |
+5,342 |
S & P 500 E-Mini(Globex) |
Dec06 |
061010 |
1359.25 |
1363.25 |
1357.00 |
1360.75 |
+1.50 |
493,343 |
1,487,698 |
+1,487,698 |
Mar07 |
061010 |
1371.00 |
1374.25 |
1368.50 |
1372.00 |
+1.50 |
111 |
2,803 |
+2,803 |
Total Volume and Open Interest |
493,454 |
1,490,501 |
+5,335 |
NASDAQ 100(CME) |
Dec06 |
061010 |
1708.50 |
1713.00 |
1695.50 |
1703.80 |
unch |
2,446 |
50,410 |
+50,410 |
Mar07 |
061010 |
1723.80 |
1723.80 |
1723.80 |
1723.80 |
unch |
0 |
1 |
+1 |
Jun07 |
061010 |
1742.80 |
1742.80 |
1742.80 |
1742.80 |
unch |
|
|
|
Total Volume and Open Interest |
2,446 |
50,411 |
+743 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
061010 |
1703.80 |
1713.50 |
1695.30 |
1703.80 |
unch |
183,214 |
460,200 |
+460,200 |
Mar07 |
061010 |
1729.50 |
1731.50 |
1718.00 |
1723.80 |
unch |
79 |
145 |
+145 |
Total Volume and Open Interest |
183,293 |
460,345 |
+6,262 |
S & P Midcap 400(CME) |
Dec06 |
061010 |
774.50 |
778.25 |
773.75 |
776.90 |
+2.40 |
87 |
8,179 |
+8,179 |
Mar07 |
061010 |
783.90 |
783.90 |
783.90 |
783.90 |
+2.40 |
|
|
|
Jun07 |
061010 |
790.90 |
790.90 |
790.90 |
790.90 |
+2.40 |
|
|
|
Total Volume and Open Interest |
87 |
8,179 |
+119 |
Russell 2000(CME) |
Dec06 |
061010 |
750.50 |
753.50 |
747.25 |
751.10 |
+1.20 |
436 |
34,301 |
+34,301 |
Mar07 |
061010 |
757.60 |
757.60 |
757.60 |
757.60 |
+1.20 |
0 |
34 |
+34 |
Jun07 |
061010 |
764.10 |
764.10 |
764.10 |
764.10 |
+1.20 |
|
|
|
Total Volume and Open Interest |
436 |
34,335 |
+8 |
Russell 2000 E-Mini(Globex) |
Dec06 |
061010 |
749.90 |
753.60 |
746.40 |
751.10 |
+1.20 |
95,715 |
425,643 |
+425,643 |
Mar07 |
061010 |
757.30 |
759.80 |
752.80 |
757.60 |
+1.20 |
57 |
229 |
+229 |
Total Volume and Open Interest |
95,772 |
425,872 |
-357 |
Value Line(KCBT) |
Dec06 |
061010 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec06 |
061010 |
16550 |
16555 |
16470 |
16530 |
+115 |
|
|
|
Mar07 |
061010 |
16555 |
16555 |
16555 |
16555 |
+115 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Dec06 |
061010 |
16330 |
16640 |
16310 |
16500 |
+30 |
45,133 |
236,785 |
+3,410 |
Mar07 |
061010 |
16615 |
16635 |
16345 |
16495 |
+40 |
2 |
22 |
+1 |
Jun07 |
061010 |
16440 |
16440 |
16440 |
16440 |
+40 |
0 |
1 |
+0 |
Total Volume and Open Interest |
45,170 |
237,179 |
+3,419 |
CAC 40(EURONEXT) |
Oct06 |
061010 |
5303.0 |
5321.0 |
5289.5 |
5314.0 |
+23.0 |
40,584 |
472,028 |
+472,028 |
Nov06 |
061010 |
5318.5 |
5332.0 |
5303.5 |
5326.5 |
+23.0 |
365 |
3,863 |
+3,863 |
Dec06 |
061010 |
5317.5 |
5332.5 |
5307.5 |
5328.0 |
+23.0 |
238 |
78,050 |
+78,050 |
Total Volume and Open Interest |
41,308 |
554,138 |
-12,003 |
Hang Seng Index(HKFE) |
Oct06 |
061010 |
17820 |
17899 |
17798 |
17865 |
+191 |
30,802 |
124,705 |
-250 |
Nov06 |
061010 |
17840 |
17900 |
17800 |
17868 |
+184 |
713 |
2,237 |
+390 |
Dec06 |
061010 |
17854 |
17924 |
17854 |
17906 |
+185 |
13 |
1,598 |
-6 |
Total Volume and Open Interest |
31,530 |
128,917 |
+134 |
DAX(EUREX) |
Dec06 |
061010 |
6132.5 |
6168.0 |
6127.0 |
6161.5 |
+40.5 |
69,025 |
209,981 |
-10,791 |
Mar07 |
061010 |
6191.5 |
6224.5 |
6185.5 |
6218.5 |
+41.0 |
507 |
6,969 |
+370 |
Jun07 |
061010 |
6250.0 |
6284.5 |
6218.0 |
6278.5 |
+42.0 |
260 |
2,248 |
+238 |
Total Volume and Open Interest |
69,792 |
219,198 |
-10,183 |
FT-SE 100(EURONEXT) |
Dec06 |
061010 |
6063.00 |
6102.00 |
6049.50 |
6100.50 |
+51.00 |
47,522 |
505,273 |
+505,273 |
Mar07 |
061010 |
6075.00 |
6118.50 |
6075.00 |
6118.50 |
+51.00 |
187 |
2,717 |
+2,717 |
Jun07 |
061010 |
6138.00 |
6138.00 |
6138.00 |
6138.00 |
+51.00 |
0 |
1,750 |
+1,750 |
Total Volume and Open Interest |
47,709 |
510,242 |
+2,462 |
SPI 200(SFE) |
Dec06 |
061010 |
5238.0 |
5258.0 |
5229.0 |
5249.0 |
+39.0 |
10,957 |
271,240 |
+271,240 |
Mar07 |
061010 |
5253.0 |
5257.0 |
5250.0 |
5257.0 |
+39.0 |
213 |
3,047 |
+3,047 |
Jun07 |
061010 |
5278.0 |
5286.0 |
5278.0 |
5286.0 |
+41.0 |
28 |
2,499 |
+2,499 |
Total Volume and Open Interest |
11,216 |
279,057 |
-4,700 |
GSCI(CME) |
Oct06 |
061010 |
423.20 |
423.25 |
417.30 |
418.00 |
-7.10 |
1,365 |
14,287 |
+14,287 |
Nov06 |
061010 |
437.00 |
438.00 |
432.30 |
432.30 |
-6.30 |
1,233 |
5,226 |
+5,226 |
Dec06 |
061010 |
442.25 |
442.25 |
442.25 |
442.25 |
-6.75 |
|
|
|
Total Volume and Open Interest |
2,598 |
19,513 |
+45 |
Reuters CRB Index(NYBOT) |
Nov06 |
061010 |
373.00 |
373.00 |
370.00 |
370.25 |
-2.25 |
8 |
323 |
+0 |
Jan07 |
061010 |
374.25 |
374.25 |
374.25 |
374.25 |
-2.25 |
1 |
422 |
+1 |
Feb07 |
061010 |
374.25 |
374.25 |
374.25 |
374.25 |
-2.25 |
0 |
12 |
+0 |
Total Volume and Open Interest |
9 |
956 |
+953 |
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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