 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed October 11, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov06 |
061011 |
562.00 |
569.00 |
560.75 |
562.25 |
+1.75 |
53,098 |
172,454 |
-15,036 |
Jan07 |
061011 |
576.00 |
583.25 |
575.00 |
577.00 |
+1.75 |
21,559 |
114,016 |
+14,924 |
Mar07 |
061011 |
587.00 |
593.75 |
586.00 |
587.50 |
+2.25 |
5,680 |
27,555 |
+792 |
May07 |
061011 |
593.50 |
601.00 |
593.00 |
595.00 |
+2.00 |
1,955 |
18,772 |
+693 |
Jul07 |
061011 |
603.00 |
610.00 |
603.00 |
604.75 |
+2.00 |
2,402 |
17,974 |
-704 |
Aug07 |
061011 |
610.50 |
612.50 |
609.00 |
609.00 |
+1.50 |
2 |
249 |
+2 |
Sep07 |
061011 |
611.00 |
618.00 |
611.00 |
614.00 |
+3.00 |
0 |
63 |
+0 |
Total Volume and Open Interest |
86,224 |
377,389 |
+654 |
Soybean Meal(CBOT) |
Oct06 |
061011 |
166.20 |
166.50 |
165.60 |
166.10 |
+0.30 |
1,203 |
1,874 |
-916 |
Dec06 |
061011 |
167.20 |
168.50 |
166.90 |
167.20 |
+0.40 |
13,855 |
99,140 |
+425 |
Jan07 |
061011 |
168.30 |
169.50 |
168.30 |
168.30 |
+0.40 |
2,094 |
22,199 |
+376 |
Mar07 |
061011 |
170.80 |
172.30 |
170.60 |
171.20 |
+0.70 |
1,495 |
20,599 |
+492 |
May07 |
061011 |
172.80 |
174.20 |
172.70 |
173.00 |
+0.50 |
1,731 |
25,061 |
+139 |
Jul07 |
061011 |
175.10 |
176.40 |
175.00 |
175.10 |
+0.40 |
1,454 |
22,732 |
+195 |
Aug07 |
061011 |
176.50 |
177.80 |
176.20 |
176.20 |
+0.30 |
331 |
5,400 |
+273 |
Sep07 |
061011 |
177.70 |
179.00 |
177.50 |
177.50 |
+0.20 |
100 |
3,122 |
+64 |
Total Volume and Open Interest |
22,495 |
209,141 |
+1,005 |
Soybean Oil(CBOT) |
Oct06 |
061011 |
24.35 |
24.51 |
24.15 |
24.15 |
-0.11 |
186 |
798 |
-658 |
Dec06 |
061011 |
24.54 |
24.88 |
24.48 |
24.50 |
-0.03 |
20,925 |
108,612 |
-6,803 |
Jan07 |
061011 |
24.97 |
25.22 |
24.93 |
24.94 |
unch |
9,495 |
51,644 |
+6,251 |
Mar07 |
061011 |
25.37 |
25.60 |
25.33 |
25.33 |
+0.01 |
1,128 |
19,733 |
+231 |
May07 |
061011 |
25.72 |
25.94 |
25.72 |
25.72 |
+0.08 |
609 |
26,062 |
+300 |
Jul07 |
061011 |
26.10 |
26.37 |
26.10 |
26.12 |
+0.10 |
954 |
18,008 |
-134 |
Aug07 |
061011 |
26.25 |
26.48 |
26.25 |
26.25 |
+0.09 |
51 |
3,371 |
+13 |
Sep07 |
061011 |
26.40 |
26.65 |
26.39 |
26.39 |
+0.11 |
43 |
2,169 |
-7 |
Total Volume and Open Interest |
34,000 |
253,896 |
-1,245 |
Canola(WCE) |
Nov06 |
061011 |
304.8 |
309.5 |
304.8 |
309.0 |
+3.2 |
6,456 |
20,351 |
-4,252 |
Jan07 |
061011 |
312.5 |
317.4 |
312.0 |
316.4 |
+3.0 |
4,451 |
36,655 |
+1,378 |
Mar07 |
061011 |
323.2 |
325.5 |
323.0 |
323.8 |
+3.1 |
392 |
3,769 |
+381 |
May07 |
061011 |
331.2 |
333.0 |
331.2 |
331.7 |
+2.6 |
227 |
2,841 |
+235 |
Jul07 |
061011 |
341.9 |
342.0 |
338.2 |
338.4 |
+4.2 |
164 |
7,441 |
+197 |
Total Volume and Open Interest |
11,905 |
77,598 |
-1,960 |
Corn(CBOT) |
Dec06 |
061011 |
277.00 |
289.50 |
277.00 |
284.00 |
+8.50 |
81,583 |
605,852 |
-4,173 |
Mar07 |
061011 |
289.50 |
299.50 |
289.00 |
294.00 |
+6.00 |
28,436 |
216,824 |
+5,403 |
May07 |
061011 |
295.50 |
304.00 |
295.50 |
299.75 |
+5.50 |
5,104 |
50,026 |
+1,418 |
Jul07 |
061011 |
300.50 |
311.00 |
300.50 |
304.50 |
+5.00 |
18,833 |
129,645 |
-1,117 |
Sep07 |
061011 |
304.50 |
309.00 |
303.00 |
304.25 |
+4.25 |
555 |
20,662 |
+165 |
Dec07 |
061011 |
308.00 |
315.50 |
307.75 |
309.00 |
+2.50 |
18,520 |
159,920 |
-1,799 |
Total Volume and Open Interest |
155,662 |
1,279,171 |
+391 |
Wheat(CBOT) |
Dec06 |
061011 |
505.00 |
531.00 |
505.00 |
531.00 |
+30.00 |
49,366 |
249,362 |
-2,008 |
Mar07 |
061011 |
515.00 |
544.50 |
515.00 |
544.50 |
+30.00 |
30,381 |
65,858 |
+383 |
May07 |
061011 |
502.00 |
529.00 |
502.00 |
528.50 |
+29.50 |
660 |
5,835 |
-80 |
Jul07 |
061011 |
455.00 |
460.00 |
443.00 |
444.00 |
-10.75 |
25,985 |
81,135 |
-9,852 |
Sep07 |
061011 |
458.00 |
458.00 |
448.00 |
449.00 |
-9.00 |
72 |
1,960 |
-13 |
Total Volume and Open Interest |
113,365 |
469,364 |
-13,216 |
Wheat(KCBT) |
Dec06 |
061011 |
517.00 |
543.25 |
517.00 |
540.50 |
+27.25 |
20,967 |
76,030 |
-1,438 |
Mar07 |
061011 |
526.00 |
550.00 |
526.00 |
550.00 |
+30.00 |
4,248 |
25,141 |
-700 |
May07 |
061011 |
518.00 |
539.25 |
515.00 |
535.00 |
+25.75 |
685 |
1,562 |
+343 |
Jul07 |
061011 |
473.00 |
480.00 |
462.00 |
462.50 |
-6.50 |
5,511 |
34,418 |
-953 |
Sep07 |
061011 |
475.00 |
477.00 |
464.00 |
465.00 |
-7.00 |
77 |
2,519 |
+6 |
Total Volume and Open Interest |
32,417 |
150,636 |
-2,487 |
Wheat(MGE) |
Dec06 |
061011 |
502.00 |
532.00 |
502.00 |
529.25 |
+27.25 |
6,706 |
24,066 |
-387 |
Mar07 |
061011 |
514.00 |
548.00 |
514.00 |
544.00 |
+26.00 |
1,603 |
9,513 |
+327 |
May07 |
061011 |
533.00 |
536.00 |
520.00 |
527.50 |
+21.50 |
48 |
1,420 |
-15 |
Jul07 |
061011 |
505.00 |
520.00 |
500.00 |
515.00 |
+7.00 |
36 |
1,169 |
+3 |
Sep07 |
061011 |
470.00 |
477.00 |
469.00 |
477.00 |
+3.00 |
70 |
2,942 |
-13 |
Total Volume and Open Interest |
8,873 |
46,411 |
-115 |
Oats(CBOT) |
Dec06 |
061011 |
220.00 |
234.00 |
219.75 |
231.50 |
+11.25 |
1,389 |
11,298 |
+37 |
Mar07 |
061011 |
226.50 |
237.50 |
226.50 |
236.50 |
+9.50 |
252 |
1,535 |
+28 |
May07 |
061011 |
235.00 |
238.00 |
235.00 |
238.00 |
+7.00 |
7 |
43 |
+4 |
Jul07 |
061011 |
231.50 |
237.00 |
231.50 |
237.00 |
+7.00 |
3 |
95 |
+0 |
Total Volume and Open Interest |
1,652 |
13,031 |
+70 |
Rough Rice(CBOT) |
Nov06 |
061011 |
9.70 |
9.85 |
9.70 |
9.82 |
+0.11 |
744 |
5,744 |
+147 |
Jan07 |
061011 |
10.00 |
10.15 |
10.00 |
10.12 |
+0.12 |
798 |
4,691 |
+415 |
Mar07 |
061011 |
10.30 |
10.40 |
10.30 |
10.38 |
+0.13 |
37 |
2,103 |
+33 |
May07 |
061011 |
10.58 |
10.63 |
10.58 |
10.60 |
+0.13 |
0 |
1,104 |
+3 |
Total Volume and Open Interest |
1,592 |
14,488 |
+589 |
Live Cattle(CME) |
Oct06 |
061011 |
88.200 |
88.800 |
87.950 |
88.350 |
+0.075 |
6,782 |
21,377 |
-2,989 |
Dec06 |
061011 |
87.100 |
87.575 |
86.650 |
86.900 |
-0.125 |
17,039 |
113,619 |
-882 |
Feb07 |
061011 |
88.950 |
89.700 |
88.700 |
89.100 |
-0.075 |
5,829 |
36,669 |
+105 |
Apr07 |
061011 |
88.125 |
88.700 |
87.800 |
88.125 |
-0.075 |
1,787 |
21,337 |
+311 |
Jun07 |
061011 |
84.750 |
85.150 |
84.250 |
84.700 |
+0.025 |
627 |
10,348 |
+258 |
Aug07 |
061011 |
83.950 |
84.200 |
83.800 |
84.050 |
unch |
505 |
4,924 |
+286 |
Total Volume and Open Interest |
32,662 |
209,091 |
-2,902 |
Feeder Cattle(CME) |
Oct06 |
061011 |
110.000 |
110.150 |
109.050 |
109.250 |
-0.850 |
1,103 |
4,132 |
-486 |
Nov06 |
061011 |
107.700 |
107.900 |
106.800 |
107.150 |
-0.400 |
3,463 |
8,754 |
-1,216 |
Jan07 |
061011 |
105.550 |
105.750 |
104.950 |
105.400 |
-0.200 |
2,004 |
7,831 |
+157 |
Mar07 |
061011 |
104.000 |
104.500 |
103.600 |
103.600 |
-0.325 |
260 |
1,834 |
+34 |
Apr07 |
061011 |
103.400 |
103.500 |
103.250 |
103.250 |
-0.050 |
27 |
257 |
-3 |
May07 |
061011 |
103.400 |
103.800 |
103.250 |
103.400 |
+0.100 |
114 |
397 |
+92 |
Aug07 |
061011 |
105.850 |
106.100 |
105.600 |
105.600 |
-0.050 |
90 |
214 |
+78 |
Total Volume and Open Interest |
7,068 |
23,665 |
-1,342 |
Lean Hogs(CME) |
Oct06 |
061011 |
64.900 |
64.950 |
64.500 |
64.650 |
-0.150 |
4,144 |
10,505 |
-842 |
Dec06 |
061011 |
59.600 |
60.050 |
59.400 |
59.825 |
+0.575 |
11,078 |
100,292 |
+283 |
Feb07 |
061011 |
62.050 |
62.200 |
61.750 |
62.075 |
+0.225 |
3,790 |
31,647 |
+303 |
Apr07 |
061011 |
62.800 |
63.050 |
62.600 |
62.800 |
-0.150 |
2,156 |
17,881 |
+194 |
May07 |
061011 |
66.650 |
66.850 |
66.650 |
66.850 |
+0.025 |
10 |
1,733 |
+3 |
Jun07 |
061011 |
68.150 |
68.350 |
68.100 |
68.250 |
-0.125 |
1,235 |
8,220 |
+191 |
Jul07 |
061011 |
66.200 |
66.250 |
66.150 |
66.150 |
+0.150 |
27 |
1,612 |
-5 |
Aug07 |
061011 |
63.650 |
63.700 |
63.550 |
63.700 |
+0.100 |
5 |
1,280 |
+0 |
Total Volume and Open Interest |
22,449 |
173,752 |
+127 |
Pork Bellies(CME) |
Feb07 |
061011 |
88.600 |
89.000 |
87.900 |
88.475 |
-0.100 |
146 |
776 |
-15 |
Mar07 |
061011 |
88.400 |
88.400 |
88.400 |
88.400 |
-0.200 |
0 |
56 |
+0 |
May07 |
061011 |
89.800 |
89.800 |
89.800 |
89.800 |
-0.300 |
3 |
11 |
+1 |
Jul07 |
061011 |
91.600 |
91.600 |
91.600 |
91.600 |
+0.100 |
|
|
|
Aug07 |
061011 |
90.700 |
90.700 |
90.700 |
90.700 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
149 |
844 |
-14 |
Class III Milk(CME) |
Oct06 |
061011 |
12.25 |
12.25 |
12.20 |
12.24 |
-0.01 |
121 |
4,174 |
-51 |
Nov06 |
061011 |
12.28 |
12.28 |
12.07 |
12.10 |
-0.19 |
154 |
4,010 |
-31 |
Dec06 |
061011 |
12.28 |
12.28 |
12.17 |
12.17 |
-0.13 |
47 |
3,876 |
+11 |
Jan07 |
061011 |
12.33 |
12.33 |
12.14 |
12.25 |
-0.13 |
30 |
2,025 |
+15 |
Feb07 |
061011 |
12.25 |
12.28 |
12.11 |
12.20 |
-0.08 |
29 |
1,657 |
+16 |
Total Volume and Open Interest |
492 |
26,294 |
+16 |
Cocoa(NYBOT) |
Dec06 |
061011 |
1428 |
1434 |
1420 |
1422 |
-10 |
5,177 |
72,481 |
+637 |
Mar07 |
061011 |
1468 |
1468 |
1458 |
1458 |
-10 |
1,495 |
29,672 |
+199 |
May07 |
061011 |
1490 |
1490 |
1481 |
1481 |
-10 |
558 |
13,755 |
+37 |
Jul07 |
061011 |
1507 |
1507 |
1505 |
1506 |
-10 |
80 |
6,111 |
+9 |
Sep07 |
061011 |
1539 |
1539 |
1530 |
1530 |
-10 |
43 |
11,174 |
+13 |
Dec07 |
061011 |
1555 |
1555 |
1555 |
1555 |
-10 |
100 |
8,427 |
+100 |
Mar08 |
061011 |
1582 |
1582 |
1582 |
1582 |
-10 |
0 |
1,215 |
+0 |
Total Volume and Open Interest |
7,453 |
146,269 |
+995 |
Coffee "C"(NYBOT) |
Dec06 |
061011 |
102.35 |
104.50 |
102.10 |
103.05 |
+0.20 |
7,045 |
73,202 |
+513 |
Mar07 |
061011 |
106.50 |
108.20 |
106.20 |
107.00 |
+0.20 |
1,754 |
20,888 |
+586 |
May07 |
061011 |
109.00 |
110.40 |
109.00 |
109.55 |
+0.20 |
266 |
4,277 |
-4 |
Jul07 |
061011 |
111.50 |
112.25 |
111.40 |
111.80 |
+0.20 |
52 |
2,336 |
+12 |
Sep07 |
061011 |
114.20 |
115.25 |
114.05 |
114.05 |
+0.10 |
5 |
1,964 |
-5 |
Dec07 |
061011 |
118.00 |
118.00 |
116.55 |
116.55 |
-0.15 |
54 |
2,291 |
-20 |
Total Volume and Open Interest |
9,196 |
109,769 |
+1,072 |
Orange Juice(NYBOT) |
Nov06 |
061011 |
162.00 |
165.00 |
161.60 |
164.80 |
+3.25 |
1,790 |
13,558 |
-197 |
Jan07 |
061011 |
163.50 |
165.50 |
163.25 |
165.00 |
+1.75 |
1,610 |
12,310 |
+590 |
Mar07 |
061011 |
165.00 |
165.50 |
164.25 |
165.25 |
+1.35 |
91 |
2,667 |
+27 |
May07 |
061011 |
164.50 |
165.50 |
164.50 |
165.50 |
+1.60 |
16 |
590 |
+15 |
Jul07 |
061011 |
165.00 |
165.75 |
165.00 |
165.75 |
+1.85 |
5 |
168 |
+5 |
Total Volume and Open Interest |
3,512 |
29,389 |
+440 |
Sugar #11(NYBOT) |
Mar07 |
061011 |
11.35 |
11.35 |
11.07 |
11.09 |
-0.52 |
47,639 |
248,702 |
-30 |
May07 |
061011 |
11.48 |
11.48 |
11.27 |
11.30 |
-0.46 |
13,844 |
58,344 |
+522 |
Jul07 |
061011 |
11.60 |
11.60 |
11.46 |
11.46 |
-0.43 |
8,145 |
47,473 |
+1,986 |
Oct07 |
061011 |
11.75 |
11.75 |
11.65 |
11.67 |
-0.38 |
3,500 |
36,717 |
+298 |
Mar08 |
061011 |
11.95 |
11.96 |
11.93 |
11.93 |
-0.33 |
1,625 |
25,005 |
+383 |
Total Volume and Open Interest |
76,321 |
436,978 |
+3,951 |
Sugar #14(NYBOT) |
Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
Jan07 |
061011 |
20.20 |
20.25 |
20.20 |
20.25 |
+0.07 |
410 |
2,467 |
-100 |
Mar07 |
061011 |
20.21 |
20.30 |
20.21 |
20.30 |
+0.10 |
68 |
2,992 |
-20 |
May07 |
061011 |
20.38 |
20.38 |
20.38 |
20.38 |
-0.07 |
293 |
2,048 |
+82 |
Jul07 |
061011 |
20.60 |
20.60 |
20.60 |
20.60 |
unch |
130 |
1,860 |
+88 |
Total Volume and Open Interest |
1,003 |
11,256 |
-160 |
London Cocoa(LCE) |
Dec06 |
061011 |
828 |
828 |
819 |
822 |
-3 |
2,185 |
84,759 |
+321 |
Mar07 |
061011 |
844 |
844 |
837 |
839 |
-3 |
1,721 |
49,812 |
+40 |
May07 |
061011 |
856 |
856 |
849 |
851 |
-4 |
883 |
18,980 |
-192 |
Jul07 |
061011 |
867 |
867 |
863 |
864 |
-4 |
121 |
13,523 |
+26 |
Sep07 |
061011 |
879 |
880 |
877 |
878 |
-4 |
185 |
10,741 |
+51 |
Dec07 |
061011 |
892 |
892 |
891 |
891 |
-4 |
48 |
13,112 |
+0 |
Mar08 |
061011 |
904 |
904 |
904 |
904 |
-4 |
0 |
3,823 |
+0 |
Total Volume and Open Interest |
5,143 |
196,315 |
+246 |
London Coffee(LCE) |
Nov06 |
061011 |
1452.00 |
1498.00 |
1442.00 |
1470.00 |
+13.00 |
6,371 |
59,889 |
-2,805 |
Jan07 |
061011 |
1452.00 |
1477.00 |
1436.00 |
1460.00 |
+10.00 |
5,901 |
43,346 |
+173 |
Mar07 |
061011 |
1428.00 |
1444.00 |
1413.00 |
1432.00 |
+8.00 |
2,099 |
30,187 |
+280 |
May07 |
061011 |
1430.00 |
1441.00 |
1426.00 |
1435.00 |
+4.00 |
400 |
5,496 |
+27 |
Jul07 |
061011 |
1440.00 |
1445.00 |
1439.00 |
1439.00 |
+3.00 |
336 |
2,453 |
+185 |
Sep07 |
061011 |
1440.00 |
1440.00 |
1440.00 |
1440.00 |
unch |
272 |
3,722 |
-62 |
Total Volume and Open Interest |
15,395 |
145,546 |
-2,202 |
London Sugar(LCE) |
Oct06 |
060915 |
415.50 |
421.50 |
403.00 |
419.70 |
+3.20 |
4,076 |
7,716 |
-1,938 |
Dec06 |
061011 |
399.90 |
400.10 |
390.10 |
392.50 |
-7.90 |
2,966 |
23,136 |
-229 |
Mar07 |
061011 |
361.10 |
361.20 |
349.00 |
351.00 |
-10.00 |
3,673 |
22,677 |
+392 |
May07 |
061011 |
348.00 |
348.10 |
341.00 |
342.00 |
-9.00 |
979 |
5,181 |
+41 |
Aug07 |
061011 |
341.10 |
342.00 |
336.00 |
337.50 |
-7.50 |
68 |
3,010 |
+10 |
Total Volume and Open Interest |
7,704 |
57,381 |
+214 |
Cotton(NYBOT) |
Dec06 |
061011 |
48.65 |
48.65 |
48.07 |
48.38 |
-0.32 |
6,115 |
121,431 |
-464 |
Mar07 |
061011 |
52.00 |
52.05 |
51.60 |
51.86 |
-0.50 |
2,511 |
40,825 |
+569 |
May07 |
061011 |
53.50 |
53.60 |
53.06 |
53.15 |
-0.60 |
127 |
5,685 |
+15 |
Jul07 |
061011 |
54.40 |
54.40 |
54.10 |
54.20 |
-0.53 |
210 |
5,061 |
+79 |
Oct07 |
061011 |
55.50 |
55.55 |
55.20 |
55.20 |
-0.35 |
21 |
85 |
+21 |
Dec07 |
061011 |
56.40 |
56.70 |
56.40 |
56.40 |
-0.30 |
181 |
9,920 |
+27 |
Total Volume and Open Interest |
9,236 |
184,270 |
+269 |
Lumber(CME) |
Nov06 |
061011 |
258.0 |
260.6 |
253.0 |
254.8 |
-0.6 |
933 |
3,121 |
-220 |
Jan07 |
061011 |
274.0 |
277.6 |
271.2 |
273.5 |
+2.3 |
473 |
2,723 |
+98 |
Mar07 |
061011 |
286.9 |
291.0 |
284.1 |
284.5 |
-0.1 |
153 |
323 |
+46 |
May07 |
061011 |
295.8 |
300.9 |
293.0 |
293.0 |
+2.0 |
10 |
29 |
-6 |
Total Volume and Open Interest |
1,569 |
6,210 |
-82 |
Crude Oil(NYM) |
Nov06 |
061011 |
58.65 |
59.10 |
57.50 |
57.59 |
-0.93 |
170,229 |
170,567 |
-18,832 |
Dec06 |
061011 |
60.30 |
60.75 |
59.30 |
59.45 |
-0.81 |
125,326 |
255,513 |
+11,764 |
Jan07 |
061011 |
61.50 |
61.50 |
60.65 |
60.78 |
-0.74 |
42,736 |
91,460 |
+8,673 |
Feb07 |
061011 |
62.40 |
62.70 |
61.65 |
61.77 |
-0.67 |
11,168 |
37,461 |
+1,293 |
Mar07 |
061011 |
63.15 |
63.50 |
62.55 |
62.55 |
-0.61 |
6,227 |
39,178 |
-252 |
Apr07 |
061011 |
64.15 |
64.15 |
63.77 |
63.77 |
unch |
4,731 |
42,515 |
+1,397 |
May07 |
061011 |
64.20 |
64.25 |
63.75 |
63.75 |
-0.54 |
2,961 |
28,418 |
+846 |
Jun07 |
061011 |
64.55 |
64.85 |
64.20 |
64.20 |
-0.52 |
4,236 |
70,359 |
+288 |
Jul07 |
061011 |
65.10 |
65.10 |
65.08 |
65.08 |
unch |
39 |
17,166 |
+0 |
Aug07 |
061011 |
65.38 |
65.38 |
65.38 |
65.38 |
unch |
1,325 |
12,025 |
+679 |
Sep07 |
061011 |
65.55 |
65.66 |
65.55 |
65.66 |
unch |
1,777 |
17,534 |
-1,177 |
Oct07 |
061011 |
65.88 |
65.88 |
65.88 |
65.88 |
unch |
375 |
12,608 |
+181 |
Nov07 |
061011 |
65.90 |
66.09 |
65.90 |
66.09 |
unch |
400 |
14,666 |
-100 |
Dec07 |
061011 |
66.05 |
66.50 |
65.70 |
65.90 |
-0.35 |
8,291 |
111,137 |
-6 |
Jan08 |
061011 |
66.30 |
66.40 |
66.30 |
66.37 |
unch |
115 |
15,118 |
+69 |
Feb08 |
061011 |
66.60 |
66.60 |
66.47 |
66.47 |
unch |
70 |
9,675 |
+51 |
Total Volume and Open Interest |
389,713 |
1,193,421 |
+6,004 |
Heating Oil(NYM) |
Nov06 |
061011 |
169.00 |
170.50 |
166.80 |
167.20 |
-0.89 |
36,296 |
55,813 |
-5,172 |
Dec06 |
061011 |
173.50 |
174.80 |
171.50 |
171.93 |
-1.30 |
27,529 |
51,469 |
+3,297 |
Jan07 |
061011 |
178.00 |
179.50 |
176.93 |
176.93 |
-1.45 |
8,064 |
32,992 |
+1,704 |
Feb07 |
061011 |
182.40 |
182.60 |
179.55 |
179.98 |
-1.45 |
2,302 |
18,569 |
-119 |
Mar07 |
061011 |
182.30 |
183.00 |
180.38 |
180.38 |
-1.45 |
1,415 |
11,038 |
+22 |
Apr07 |
061011 |
181.40 |
181.40 |
179.38 |
179.38 |
-1.40 |
865 |
10,320 |
+248 |
May07 |
061011 |
180.75 |
180.75 |
178.38 |
178.38 |
-1.35 |
905 |
3,808 |
-95 |
Jun07 |
061011 |
179.75 |
180.20 |
178.13 |
178.13 |
-1.35 |
497 |
17,468 |
-31 |
Jul07 |
061011 |
181.20 |
181.20 |
179.08 |
179.08 |
-1.35 |
0 |
2,319 |
+0 |
Aug07 |
061011 |
182.40 |
182.40 |
180.68 |
180.68 |
-1.35 |
76 |
2,025 |
+0 |
Sep07 |
061011 |
184.75 |
184.75 |
183.03 |
183.03 |
-1.35 |
1 |
2,441 |
+0 |
Oct07 |
061011 |
187.40 |
187.40 |
185.68 |
185.68 |
-1.35 |
3 |
1,083 |
+3 |
Total Volume and Open Interest |
78,395 |
219,578 |
-58 |
Unleaded Gas(NYM) |
Nov06 |
061011 |
147.00 |
149.25 |
145.00 |
145.03 |
-1.65 |
11,275 |
17,781 |
-1,184 |
Dec06 |
061011 |
149.50 |
151.00 |
147.33 |
147.33 |
-1.75 |
1,445 |
8,210 |
+75 |
Jan07 |
061011 |
153.00 |
153.00 |
150.68 |
150.68 |
-1.65 |
320 |
4,296 |
+175 |
Total Volume and Open Interest |
13,040 |
30,287 |
-934 |
RBOB Gasoline(NYMEX) |
Nov06 |
061011 |
149.30 |
151.45 |
147.40 |
147.70 |
-1.59 |
11,309 |
0 |
-37,688 |
Dec06 |
061011 |
153.19 |
155.22 |
151.25 |
151.30 |
-1.90 |
5,520 |
0 |
-17,905 |
Jan07 |
061011 |
157.60 |
158.40 |
155.55 |
156.00 |
-1.75 |
2,841 |
0 |
-12,575 |
Feb07 |
061011 |
161.25 |
161.25 |
160.00 |
160.00 |
-5.78 |
41 |
0 |
-2,847 |
Mar07 |
061011 |
162.34 |
162.34 |
162.34 |
162.34 |
-3.66 |
166 |
0 |
-3,959 |
Apr07 |
061011 |
176.84 |
176.84 |
176.84 |
176.84 |
-1.89 |
74 |
0 |
-4,659 |
May07 |
061011 |
179.79 |
179.79 |
179.79 |
179.79 |
-3.71 |
69 |
0 |
-5,506 |
Jun07 |
061011 |
182.04 |
182.04 |
182.04 |
182.04 |
-3.35 |
458 |
0 |
-3,751 |
Jul07 |
061011 |
183.39 |
183.39 |
183.39 |
183.39 |
-1.69 |
69 |
0 |
-1,326 |
Aug07 |
061011 |
186.53 |
186.53 |
186.53 |
186.53 |
+1.00 |
|
|
|
Total Volume and Open Interest |
20,653 |
95,471 |
+0 |
e-MiNY RBOB Gasoline(NYMEX) |
Nov06 |
061009 |
152.07 |
152.07 |
152.07 |
152.07 |
-5.36 |
|
|
|
Dec06 |
061011 |
151.20 |
151.20 |
151.20 |
151.20 |
-2.20 |
|
|
|
Jan07 |
061011 |
155.69 |
155.69 |
155.69 |
155.69 |
-1.99 |
|
|
|
Feb07 |
061011 |
159.09 |
159.09 |
159.09 |
159.09 |
-1.94 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov06 |
061011 |
6.460 |
6.480 |
6.100 |
6.150 |
-0.316 |
47,583 |
87,373 |
-12,352 |
Dec06 |
061011 |
7.980 |
7.980 |
7.630 |
7.675 |
-0.311 |
25,975 |
73,506 |
+4,232 |
Jan07 |
061011 |
8.540 |
8.540 |
8.240 |
8.255 |
-0.311 |
10,186 |
63,553 |
+2,583 |
Feb07 |
061011 |
8.590 |
8.590 |
8.300 |
8.302 |
-0.304 |
627 |
31,818 |
-19 |
Mar07 |
061011 |
8.410 |
8.420 |
8.150 |
8.170 |
-0.301 |
8,822 |
91,713 |
+2,647 |
Apr07 |
061011 |
7.630 |
7.750 |
7.580 |
7.610 |
-0.171 |
2,763 |
81,839 |
-200 |
May07 |
061011 |
7.700 |
7.740 |
7.580 |
7.593 |
-0.168 |
665 |
26,570 |
+64 |
Jun07 |
061011 |
7.780 |
7.820 |
7.678 |
7.678 |
-0.168 |
253 |
14,251 |
-32 |
Jul07 |
061011 |
7.880 |
7.890 |
7.775 |
7.775 |
-0.168 |
191 |
11,749 |
+66 |
Aug07 |
061011 |
7.990 |
7.990 |
7.830 |
7.830 |
-0.173 |
193 |
13,979 |
+18 |
Sep07 |
061011 |
7.950 |
8.020 |
7.880 |
7.880 |
-0.178 |
148 |
11,311 |
-20 |
Oct07 |
061011 |
8.100 |
8.100 |
7.963 |
7.963 |
-0.183 |
1,196 |
32,503 |
+708 |
Nov07 |
061011 |
8.650 |
8.650 |
8.535 |
8.535 |
-0.191 |
902 |
19,093 |
+641 |
Dec07 |
061011 |
9.200 |
9.220 |
9.095 |
9.095 |
-0.191 |
140 |
34,011 |
+102 |
Jan08 |
061011 |
9.640 |
9.640 |
9.450 |
9.450 |
-0.196 |
1,177 |
30,586 |
-45 |
Feb08 |
061011 |
9.560 |
9.560 |
9.445 |
9.445 |
-0.191 |
275 |
17,752 |
+1 |
Total Volume and Open Interest |
106,526 |
930,902 |
-1,401 |
Brent Crude Oil(ICE) |
Nov06 |
061011 |
59.38 |
59.93 |
58.49 |
58.65 |
-0.69 |
66,419 |
52,672 |
-1,563 |
Dec06 |
061011 |
60.31 |
60.87 |
59.33 |
59.63 |
-0.67 |
81,569 |
130,728 |
-4,191 |
Jan07 |
061011 |
61.35 |
61.89 |
60.68 |
60.79 |
-0.52 |
43,758 |
89,143 |
+9,134 |
Feb07 |
061011 |
61.57 |
62.30 |
61.52 |
61.66 |
-0.43 |
11,505 |
33,106 |
-1,321 |
Mar07 |
061011 |
62.55 |
62.61 |
62.21 |
62.34 |
-0.39 |
10,825 |
27,491 |
+1,460 |
Apr07 |
061011 |
63.21 |
63.21 |
62.93 |
62.93 |
-0.38 |
0 |
19,996 |
+606 |
May07 |
061011 |
63.41 |
63.41 |
63.41 |
63.41 |
-0.39 |
0 |
16,586 |
-449 |
Jun07 |
061011 |
63.83 |
63.83 |
63.83 |
63.83 |
-0.39 |
4,823 |
34,734 |
-226 |
Jul07 |
061011 |
64.55 |
64.55 |
64.21 |
64.21 |
-0.35 |
0 |
5,413 |
+0 |
Aug07 |
061011 |
64.53 |
64.53 |
64.53 |
64.53 |
-0.37 |
0 |
1,760 |
+0 |
Sep07 |
061011 |
64.81 |
64.81 |
64.81 |
64.81 |
-0.34 |
0 |
3,511 |
+0 |
Oct07 |
061011 |
65.06 |
65.06 |
65.06 |
65.06 |
-0.33 |
0 |
557 |
+0 |
Nov07 |
061011 |
65.30 |
65.30 |
65.30 |
65.30 |
-0.33 |
0 |
425 |
+0 |
Dec07 |
061011 |
65.50 |
65.99 |
65.30 |
65.47 |
-0.33 |
3,109 |
38,341 |
+551 |
Total Volume and Open Interest |
222,010 |
501,994 |
+4,271 |
Gas Oil(ICE) |
Oct06 |
061011 |
535.75 |
545.25 |
529.75 |
540.00 |
+2.50 |
15,504 |
16,748 |
-2,873 |
Nov06 |
061011 |
540.75 |
546.25 |
532.50 |
541.00 |
+0.50 |
42,418 |
77,519 |
+3,924 |
Dec06 |
061011 |
542.00 |
550.25 |
537.50 |
544.75 |
-1.25 |
21,103 |
59,577 |
+4,620 |
Jan07 |
061011 |
548.50 |
554.00 |
545.00 |
550.75 |
-1.75 |
3,444 |
34,045 |
+458 |
Feb07 |
061011 |
552.50 |
556.75 |
552.50 |
556.75 |
-2.25 |
876 |
20,027 |
+15 |
Mar07 |
061011 |
561.50 |
561.50 |
561.50 |
561.50 |
-2.50 |
415 |
13,604 |
+566 |
Apr07 |
061011 |
565.25 |
565.25 |
565.25 |
565.25 |
-2.50 |
0 |
6,243 |
-10 |
May07 |
061011 |
569.00 |
569.00 |
569.00 |
569.00 |
-2.00 |
0 |
3,912 |
-25 |
Jun07 |
061011 |
572.50 |
572.50 |
572.50 |
572.50 |
-2.00 |
0 |
23,516 |
+100 |
Jul07 |
061011 |
578.25 |
578.25 |
578.25 |
578.25 |
-1.75 |
0 |
2,279 |
+0 |
Total Volume and Open Interest |
83,760 |
297,408 |
+7,925 |
US Dollar Index(NYBOT) |
Dec06 |
061011 |
86.80 |
86.97 |
86.61 |
86.89 |
+0.12 |
4,533 |
28,868 |
+1,852 |
Mar07 |
061011 |
86.50 |
86.60 |
86.32 |
86.60 |
+0.12 |
4 |
2,025 |
+2 |
Jun07 |
061011 |
86.32 |
86.32 |
86.32 |
86.32 |
+0.12 |
0 |
16 |
+0 |
Total Volume and Open Interest |
4,537 |
30,911 |
+1,854 |
Australian Dollar(CME) |
Dec06 |
061011 |
74.42 |
74.42 |
74.12 |
74.15 |
-0.06 |
1,422 |
64,906 |
+64,906 |
Mar07 |
061011 |
73.99 |
73.99 |
73.99 |
73.99 |
-0.06 |
0 |
416 |
+416 |
Jun07 |
061011 |
73.85 |
73.85 |
73.85 |
73.85 |
-0.06 |
0 |
102 |
+102 |
Total Volume and Open Interest |
1,422 |
65,437 |
+10,229 |
British Pound(CME) |
Dec06 |
061011 |
185.71 |
185.90 |
185.29 |
185.45 |
-0.10 |
9,962 |
101,120 |
+101,120 |
Mar07 |
061011 |
185.54 |
185.54 |
185.54 |
185.54 |
-0.09 |
1 |
714 |
+714 |
Jun07 |
061011 |
185.50 |
185.50 |
185.50 |
185.50 |
-0.09 |
0 |
12 |
+12 |
Total Volume and Open Interest |
9,963 |
101,848 |
+3,930 |
Canadian Dollar(CME) |
Dec06 |
061011 |
88.22 |
88.30 |
88.00 |
88.05 |
-0.41 |
3,640 |
89,209 |
+89,209 |
Mar07 |
061011 |
88.49 |
88.58 |
88.31 |
88.31 |
-0.41 |
31 |
1,415 |
+1,415 |
Jun07 |
061011 |
88.74 |
88.75 |
88.58 |
88.58 |
-0.41 |
12 |
312 |
+312 |
Sep07 |
061011 |
88.72 |
88.85 |
88.72 |
88.85 |
-0.41 |
0 |
226 |
+226 |
Total Volume and Open Interest |
3,683 |
91,193 |
-2,897 |
Japanese Yen(CME) |
Dec06 |
061011 |
84.43 |
84.50 |
84.23 |
84.30 |
unch |
5,904 |
253,664 |
+253,664 |
Mar07 |
061011 |
85.34 |
85.34 |
85.34 |
85.34 |
unch |
11 |
14,043 |
+14,043 |
Jun07 |
061011 |
86.34 |
86.34 |
86.34 |
86.34 |
unch |
0 |
3 |
+3 |
Total Volume and Open Interest |
5,915 |
267,803 |
+24,917 |
Swiss Franc(CME) |
Dec06 |
061011 |
79.25 |
79.28 |
79.02 |
79.10 |
-0.15 |
8,521 |
95,714 |
+95,714 |
Mar07 |
061011 |
79.78 |
79.78 |
79.78 |
79.78 |
-0.15 |
0 |
144 |
+144 |
Jun07 |
061011 |
80.47 |
80.47 |
80.47 |
80.47 |
-0.15 |
0 |
32 |
+32 |
Total Volume and Open Interest |
8,521 |
95,979 |
+17,439 |
EuroFX(CME) |
Dec06 |
061011 |
125.87 |
126.04 |
125.48 |
125.63 |
-0.17 |
10,653 |
149,352 |
+149,352 |
Mar07 |
061011 |
126.52 |
126.52 |
126.16 |
126.16 |
-0.17 |
92 |
1,301 |
+1,301 |
Jun07 |
061011 |
126.60 |
126.60 |
126.60 |
126.60 |
-0.17 |
0 |
67 |
+67 |
Total Volume and Open Interest |
10,745 |
150,795 |
+2,866 |
Mexican Peso(CME) |
Oct06 |
061011 |
9057.0 |
9057.0 |
9057.0 |
9057.0 |
+10.0 |
0 |
9 |
+0 |
Nov06 |
061011 |
9042.0 |
9042.0 |
9042.0 |
9042.0 |
+10.0 |
0 |
20 |
+0 |
Total Volume and Open Interest |
10,408 |
70,319 |
+12,330 |
30-Year T-Bonds(CBOT) |
Dec06 |
061011 |
110~30 |
111~09 |
110~17 |
110~20 |
-0~13 |
309,848 |
729,017 |
-20,040 |
Mar07 |
061011 |
111~00 |
111~02 |
110~17 |
110~17 |
-0~13 |
2,220 |
5,361 |
+1,300 |
Jun07 |
061011 |
110~15 |
110~15 |
110~15 |
110~15 |
-0~13 |
4 |
18 |
+0 |
Total Volume and Open Interest |
312,084 |
734,398 |
-18,738 |
10-Year T-Notes(CBOT) |
Dec06 |
061011 |
107~065 |
107~140 |
106~290 |
106~315 |
-0~085 |
1,115,134 |
2,293,350 |
+114,710 |
Mar07 |
061011 |
107~105 |
107~140 |
106~315 |
107~000 |
-0~085 |
7,922 |
67,857 |
+15,315 |
Total Volume and Open Interest |
1,123,056 |
2,361,209 |
+130,025 |
5-Year T-Notes(CBOT) |
Dec06 |
061011 |
105~015 |
105~040 |
104~245 |
104~260 |
-0~060 |
564,994 |
0 |
-1,441,851 |
Mar07 |
061011 |
105~030 |
105~030 |
104~285 |
104~285 |
-0~060 |
2 |
81 |
+50 |
Total Volume and Open Interest |
564,996 |
81 |
-1,441,801 |
2 Year T-Notes(CBOT) |
Dec06 |
061011 |
102~005 |
102~008 |
101~112 |
101~117 |
-0~012 |
669 |
673,934 |
-13,999 |
Mar07 |
061011 |
102~029 |
102~029 |
102~009 |
102~009 |
-0~012 |
48 |
6 |
+0 |
Total Volume and Open Interest |
717 |
673,940 |
-13,999 |
Eurodollars(CME) |
Dec06 |
061011 |
94.635 |
94.640 |
94.610 |
94.620 |
-0.010 |
28,605 |
1,485,683 |
+1,485,683 |
Mar07 |
061011 |
94.740 |
94.755 |
94.680 |
94.690 |
-0.040 |
39,515 |
1,380,907 |
+1,380,907 |
Jun07 |
061011 |
94.880 |
94.900 |
94.785 |
94.805 |
-0.055 |
31,555 |
1,153,877 |
+1,153,877 |
Sep07 |
061011 |
95.000 |
95.035 |
94.910 |
94.930 |
-0.055 |
24,379 |
997,507 |
+997,507 |
Dec07 |
061011 |
95.065 |
95.100 |
94.970 |
95.000 |
-0.050 |
39,578 |
1,061,464 |
+1,061,464 |
Mar08 |
061011 |
95.085 |
95.110 |
94.990 |
95.010 |
-0.055 |
47,733 |
782,297 |
+782,297 |
Jun08 |
061011 |
95.065 |
95.085 |
94.970 |
94.990 |
-0.060 |
21,561 |
524,401 |
+524,401 |
Sep08 |
061011 |
95.045 |
95.060 |
94.950 |
94.970 |
-0.055 |
14,745 |
399,002 |
+399,002 |
Dec08 |
061011 |
95.010 |
95.020 |
94.925 |
94.940 |
-0.050 |
12,731 |
350,434 |
+350,434 |
Mar09 |
061011 |
94.985 |
95.000 |
94.905 |
94.920 |
-0.045 |
22,165 |
345,923 |
+345,923 |
Jun09 |
061011 |
94.950 |
94.960 |
94.880 |
94.890 |
-0.040 |
7,934 |
221,754 |
+221,754 |
Sep09 |
061011 |
94.920 |
94.935 |
94.850 |
94.865 |
-0.035 |
5,937 |
154,714 |
+154,714 |
Dec09 |
061011 |
94.880 |
94.895 |
94.810 |
94.830 |
-0.030 |
4,397 |
129,190 |
+129,190 |
Mar10 |
061011 |
94.855 |
94.870 |
94.785 |
94.810 |
-0.025 |
8,134 |
114,541 |
+114,541 |
Jun10 |
061011 |
94.820 |
94.835 |
94.750 |
94.775 |
-0.025 |
4,679 |
99,458 |
+99,458 |
Sep10 |
061011 |
94.790 |
94.805 |
94.745 |
94.745 |
-0.025 |
5,179 |
89,223 |
+89,223 |
Dec10 |
061011 |
94.750 |
94.765 |
94.705 |
94.705 |
-0.025 |
6,987 |
92,164 |
+92,164 |
Mar11 |
061011 |
94.730 |
94.745 |
94.685 |
94.685 |
-0.025 |
4,036 |
54,637 |
+54,637 |
Total Volume and Open Interest |
337,314 |
9,698,637 |
-241,944 |
3-Mth Euro-Yen(CME) |
Dec06 |
061011 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
432 |
16,932 |
+16,932 |
Mar07 |
061011 |
99.33 |
99.33 |
99.32 |
99.33 |
+0.01 |
456 |
10,788 |
+10,788 |
Jun07 |
061011 |
99.23 |
99.23 |
99.22 |
99.22 |
unch |
877 |
9,520 |
+9,520 |
Sep07 |
061011 |
99.13 |
99.14 |
99.13 |
99.13 |
unch |
209 |
2,517 |
+2,517 |
Dec07 |
061011 |
99.05 |
99.05 |
99.04 |
99.04 |
unch |
150 |
6,011 |
+6,011 |
Mar08 |
061011 |
98.95 |
98.95 |
98.95 |
98.95 |
+0.01 |
0 |
3,253 |
+3,253 |
Jun08 |
061011 |
98.88 |
98.88 |
98.88 |
98.88 |
-0.01 |
0 |
269 |
+269 |
Sep08 |
061011 |
98.80 |
98.80 |
98.80 |
98.80 |
unch |
0 |
1 |
+1 |
Dec08 |
061011 |
98.66 |
98.66 |
98.66 |
98.66 |
unch |
0 |
4 |
+4 |
Mar09 |
061011 |
98.53 |
98.53 |
98.53 |
98.53 |
unch |
|
|
|
Total Volume and Open Interest |
2,124 |
49,295 |
+49,295 |
3-Mth Euro-Yen(SIMEX) |
Dec06 |
061011 |
99.45 |
99.46 |
99.45 |
99.46 |
unch |
3,665 |
87,219 |
+308 |
Mar07 |
061011 |
99.31 |
99.33 |
99.31 |
99.33 |
unch |
4,601 |
73,302 |
+3,206 |
Jun07 |
061011 |
99.22 |
99.23 |
99.21 |
99.23 |
unch |
4,677 |
38,739 |
+2,006 |
Sep07 |
061011 |
99.12 |
99.14 |
99.11 |
99.14 |
unch |
1,131 |
30,127 |
+113 |
Dec07 |
061011 |
99.05 |
99.05 |
99.02 |
99.04 |
-0.01 |
2,056 |
45,629 |
+669 |
Mar08 |
061011 |
98.93 |
98.95 |
98.93 |
98.95 |
unch |
573 |
25,520 |
+573 |
Jun08 |
061011 |
98.86 |
98.86 |
98.85 |
98.86 |
unch |
154 |
4,670 |
+154 |
Sep08 |
061011 |
98.77 |
98.77 |
98.77 |
98.77 |
-0.01 |
0 |
390 |
+0 |
Total Volume and Open Interest |
16,857 |
307,131 |
+7,029 |
German Euro-Bund(EUREX) |
Dec06 |
061011 |
117.28 |
117.46 |
117.03 |
117.31 |
+0.04 |
526,864 |
1,462,037 |
-79,538 |
Mar07 |
061011 |
117.41 |
117.58 |
117.15 |
117.44 |
+0.03 |
177 |
6,484 |
-150 |
Jun07 |
061011 |
116.91 |
116.91 |
116.91 |
116.91 |
-0.01 |
0 |
1 |
+0 |
Total Volume and Open Interest |
527,041 |
1,468,522 |
-79,688 |
German Euro-Bobl(EUREX) |
Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
Mar07 |
061011 |
109.75 |
109.76 |
109.75 |
109.76 |
+0.02 |
103 |
2,349 |
-1 |
Jun07 |
061011 |
108.05 |
108.05 |
108.05 |
108.05 |
+0.02 |
|
|
|
Total Volume and Open Interest |
352,712 |
921,356 |
-17,077 |
Long Gilt(LIFFE) |
Dec06 |
061011 |
109~12 |
109~14 |
109~07 |
109~11 |
-0~01 |
96,843 |
242,826 |
-12,023 |
Mar07 |
061011 |
109~07 |
109~07 |
109~07 |
109~07 |
-0~01 |
|
|
|
Total Volume and Open Interest |
96,843 |
242,854 |
-12,023 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
061011 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.01 |
57,519 |
393,787 |
-9,202 |
Mar07 |
061011 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.01 |
53,878 |
421,610 |
-1,232 |
Jun07 |
061011 |
94.64 |
94.64 |
94.64 |
94.64 |
unch |
52,874 |
352,226 |
-3,220 |
Total Volume and Open Interest |
330,065 |
1,984,475 |
-8,362 |
3-Mth Euribor(LIFFE) |
Dec06 |
061011 |
96.295 |
96.310 |
96.280 |
96.300 |
unch |
37,758 |
700,410 |
-9,101 |
Mar07 |
061011 |
96.155 |
96.180 |
96.140 |
96.165 |
unch |
56,495 |
634,419 |
-4,156 |
Jun07 |
061011 |
96.130 |
96.160 |
96.105 |
96.135 |
unch |
64,362 |
569,752 |
-3,580 |
Total Volume and Open Interest |
416,083 |
3,409,760 |
-43,465 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
061011 |
93.69 |
93.71 |
93.69 |
93.71 |
unch |
20,615 |
182,815 |
-6,094 |
Mar07 |
061011 |
93.66 |
93.69 |
93.65 |
93.69 |
+0.01 |
40,825 |
262,450 |
+14,215 |
Jun07 |
061011 |
93.65 |
93.70 |
93.65 |
93.70 |
+0.01 |
8,979 |
89,478 |
+4,105 |
Sep07 |
061011 |
93.69 |
93.73 |
93.69 |
93.73 |
+0.01 |
1,304 |
44,745 |
+1,018 |
Dec07 |
061011 |
93.71 |
93.75 |
93.71 |
93.75 |
+0.01 |
919 |
31,141 |
+79 |
Mar08 |
061011 |
93.73 |
93.77 |
93.73 |
93.77 |
+0.01 |
462 |
16,629 |
+28 |
Jun08 |
061011 |
93.74 |
93.77 |
93.74 |
93.77 |
unch |
953 |
13,390 |
+632 |
Sep08 |
061011 |
93.74 |
93.77 |
93.74 |
93.77 |
-0.01 |
270 |
5,356 |
+164 |
Dec08 |
061011 |
93.75 |
93.78 |
93.75 |
93.78 |
+0.01 |
90 |
2,499 |
+50 |
Mar09 |
061011 |
93.77 |
93.77 |
93.77 |
93.77 |
unch |
0 |
1,771 |
+0 |
Total Volume and Open Interest |
74,417 |
651,291 |
+14,197 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
061011 |
94.33 |
94.39 |
94.33 |
94.38 |
+0.00 |
33,478 |
456,742 |
-728 |
Mar07 |
061011 |
94.38 |
94.38 |
94.38 |
94.38 |
+0.00 |
|
|
|
Total Volume and Open Interest |
33,478 |
456,742 |
-728 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
061011 |
94.15 |
94.20 |
94.15 |
94.20 |
+0.01 |
69,710 |
582,324 |
-8,681 |
Mar07 |
061011 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.01 |
|
|
|
Total Volume and Open Interest |
69,710 |
582,324 |
-8,681 |
Gold(CMX) |
Oct06 |
061011 |
578.0 |
578.0 |
572.3 |
572.3 |
+0.4 |
136 |
691 |
-4 |
Dec06 |
061011 |
577.2 |
583.4 |
576.1 |
576.5 |
+0.3 |
24,199 |
197,516 |
-826 |
Feb07 |
061011 |
583.5 |
588.0 |
582.3 |
582.3 |
+0.4 |
630 |
29,536 |
-457 |
Apr07 |
061011 |
589.5 |
595.5 |
587.8 |
587.8 |
+0.4 |
193 |
7,065 |
-182 |
Jun07 |
061011 |
593.5 |
598.5 |
593.2 |
593.2 |
+0.4 |
370 |
22,403 |
+192 |
Aug07 |
061011 |
598.9 |
599.0 |
598.6 |
598.6 |
+0.4 |
144 |
1,733 |
+30 |
Oct07 |
061011 |
603.9 |
603.9 |
603.9 |
603.9 |
+0.4 |
0 |
11,345 |
+0 |
Dec07 |
061011 |
610.0 |
615.0 |
609.2 |
609.2 |
+0.4 |
222 |
34,784 |
+69 |
Feb08 |
061011 |
614.4 |
614.4 |
614.4 |
614.4 |
+0.4 |
0 |
2,326 |
+0 |
Apr08 |
061011 |
619.6 |
619.6 |
619.6 |
619.6 |
+0.4 |
0 |
1,165 |
+0 |
Jun08 |
061011 |
624.8 |
624.8 |
624.8 |
624.8 |
+0.4 |
0 |
3,735 |
+0 |
Aug08 |
061011 |
630.1 |
630.1 |
630.1 |
630.1 |
+0.4 |
|
|
|
Total Volume and Open Interest |
25,919 |
334,329 |
-1,153 |
Silver(CMX) |
Dec06 |
061011 |
1123.0 |
1154.0 |
1120.0 |
1133.0 |
+11.0 |
7,905 |
61,788 |
+13 |
Mar07 |
061011 |
1140.0 |
1167.0 |
1140.0 |
1148.2 |
+11.5 |
306 |
14,475 |
-11 |
May07 |
061011 |
1156.7 |
1156.7 |
1156.7 |
1156.7 |
+11.8 |
2 |
3,932 |
+2 |
Jul07 |
061011 |
1190.0 |
1190.0 |
1165.1 |
1165.1 |
+12.1 |
5 |
8,414 |
-2 |
Sep07 |
061011 |
1171.1 |
1171.1 |
1171.1 |
1171.1 |
+12.6 |
0 |
1,932 |
+0 |
Dec07 |
061011 |
1185.0 |
1185.0 |
1177.0 |
1177.0 |
+12.7 |
7 |
4,648 |
-1 |
Mar08 |
061011 |
527.0 |
527.0 |
527.0 |
527.0 |
+12.7 |
0 |
131 |
+0 |
Total Volume and Open Interest |
8,229 |
100,304 |
+2 |
Platinum(NYM) |
Oct06 |
061011 |
1066.8 |
1066.8 |
1066.8 |
1066.8 |
-0.9 |
0 |
53 |
+0 |
Jan07 |
061011 |
1070.0 |
1076.9 |
1066.5 |
1072.8 |
-2.9 |
851 |
6,905 |
+0 |
Apr07 |
061011 |
1077.8 |
1077.8 |
1077.8 |
1077.8 |
-2.9 |
10 |
17 |
+0 |
Jul07 |
061011 |
427.4 |
427.4 |
427.4 |
427.4 |
-2.9 |
4 |
6 |
+0 |
Total Volume and Open Interest |
865 |
6,981 |
+0 |
Palladium(NYME) |
Dec06 |
061011 |
299.25 |
309.00 |
299.25 |
308.95 |
+7.35 |
645 |
11,523 |
+0 |
Mar07 |
061011 |
313.45 |
313.45 |
313.45 |
313.45 |
+7.35 |
30 |
25 |
+0 |
Jun07 |
061011 |
318.95 |
318.95 |
318.95 |
318.95 |
+7.35 |
20 |
32 |
+0 |
Total Volume and Open Interest |
695 |
11,581 |
+0 |
Copper(CMX) |
Dec06 |
061011 |
338.50 |
343.25 |
338.50 |
341.00 |
+3.20 |
5,965 |
49,589 |
-459 |
Mar07 |
061011 |
338.00 |
340.50 |
337.00 |
338.60 |
+3.10 |
735 |
5,653 |
+421 |
May07 |
061011 |
334.40 |
334.40 |
334.40 |
334.40 |
+2.90 |
0 |
1,305 |
+0 |
Jul07 |
061011 |
328.20 |
328.20 |
328.20 |
328.20 |
+2.70 |
11 |
1,285 |
+2 |
Sep07 |
061011 |
321.65 |
321.65 |
321.65 |
321.65 |
+2.65 |
77 |
572 |
+10 |
Total Volume and Open Interest |
7,342 |
69,015 |
-43 |
Aluminum(CMX) |
Oct06 |
061011 |
116.60 |
116.60 |
116.60 |
116.60 |
+1.00 |
4 |
162 |
+0 |
Nov06 |
061011 |
117.50 |
117.50 |
117.50 |
117.50 |
+1.00 |
5 |
120 |
+0 |
Dec06 |
061011 |
117.00 |
118.20 |
117.00 |
118.20 |
+1.00 |
0 |
587 |
+0 |
Jan07 |
061011 |
117.50 |
117.50 |
117.50 |
117.50 |
+1.25 |
0 |
10 |
+0 |
Feb07 |
061011 |
116.80 |
116.80 |
116.80 |
116.80 |
+1.30 |
|
|
|
Mar07 |
061011 |
116.10 |
116.10 |
116.10 |
116.10 |
+1.35 |
|
|
|
Total Volume and Open Interest |
10 |
933 |
+2 |
DJIA Index(CBOT) |
Dec06 |
061011 |
11880 |
11935 |
11845 |
11919 |
unch |
3,476 |
61,219 |
-239 |
Mar07 |
061011 |
11950 |
12005 |
11950 |
11999 |
unch |
1 |
79 |
+1 |
Jun07 |
061011 |
12089 |
12089 |
12089 |
12089 |
unch |
|
|
|
Sep07 |
061011 |
12174 |
12174 |
12174 |
12174 |
unch |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,477 |
61,300 |
-238 |
S & P 500(CME) |
Dec06 |
061011 |
1356.40 |
1362.30 |
1351.50 |
1359.10 |
-1.60 |
22,289 |
598,255 |
+3,081 |
Mar07 |
061011 |
1365.00 |
1370.40 |
1363.00 |
1370.40 |
-1.60 |
10 |
1,997 |
+0 |
Jun07 |
061011 |
1382.30 |
1382.30 |
1382.30 |
1382.30 |
-1.40 |
15 |
4,696 |
+0 |
Sep07 |
061011 |
1394.20 |
1394.20 |
1394.20 |
1394.20 |
-1.40 |
25 |
1,483 |
+12 |
Total Volume and Open Interest |
22,339 |
606,717 |
+3,093 |
S & P 500 E-Mini(Globex) |
Dec06 |
061011 |
1360.75 |
1362.50 |
1351.00 |
1359.00 |
-1.75 |
943,129 |
1,496,271 |
+8,573 |
Mar07 |
061011 |
1370.50 |
1370.50 |
1370.50 |
1370.50 |
-1.50 |
426 |
2,867 |
+64 |
Total Volume and Open Interest |
943,555 |
1,499,138 |
+8,637 |
NASDAQ 100(CME) |
Dec06 |
061011 |
1700.50 |
1716.00 |
1690.00 |
1706.50 |
+2.70 |
6,965 |
53,171 |
+2,761 |
Mar07 |
061011 |
1726.50 |
1726.50 |
1726.50 |
1726.50 |
+2.70 |
0 |
1 |
+0 |
Jun07 |
061011 |
1745.50 |
1745.50 |
1745.50 |
1745.50 |
+2.70 |
5 |
0 |
+0 |
Total Volume and Open Interest |
6,970 |
53,172 |
+2,761 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
061011 |
1704.00 |
1716.30 |
1685.00 |
1706.50 |
+2.70 |
302,169 |
463,124 |
+2,924 |
Mar07 |
061011 |
1722.00 |
1736.50 |
1709.00 |
1726.50 |
+2.70 |
43 |
171 |
+26 |
Total Volume and Open Interest |
302,212 |
463,295 |
+2,950 |
S & P Midcap 400(CME) |
Dec06 |
061011 |
774.50 |
778.00 |
774.25 |
776.00 |
-0.90 |
135 |
8,252 |
+73 |
Mar07 |
061011 |
783.00 |
783.00 |
783.00 |
783.00 |
-0.90 |
|
|
|
Jun07 |
061011 |
790.00 |
790.00 |
790.00 |
790.00 |
-0.90 |
|
|
|
Total Volume and Open Interest |
135 |
8,252 |
+73 |
Russell 2000(CME) |
Dec06 |
061011 |
747.50 |
751.50 |
741.00 |
747.60 |
-3.50 |
600 |
34,201 |
-100 |
Mar07 |
061011 |
754.10 |
754.10 |
754.10 |
754.10 |
-3.50 |
0 |
34 |
+0 |
Jun07 |
061011 |
760.60 |
760.60 |
760.60 |
760.60 |
-3.50 |
|
|
|
Total Volume and Open Interest |
600 |
34,235 |
-100 |
Russell 2000 E-Mini(Globex) |
Dec06 |
061011 |
750.90 |
752.80 |
740.40 |
747.60 |
-3.50 |
150,785 |
426,860 |
+1,217 |
Mar07 |
061011 |
753.00 |
758.60 |
748.90 |
754.10 |
-3.50 |
63 |
231 |
+2 |
Total Volume and Open Interest |
150,848 |
427,091 |
+1,219 |
Value Line(KCBT) |
Dec06 |
061011 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec06 |
061011 |
16430 |
16490 |
16300 |
16450 |
-80 |
|
|
|
Mar07 |
061011 |
16475 |
16475 |
16475 |
16475 |
-80 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Dec06 |
061011 |
16520 |
16625 |
16415 |
16435 |
-65 |
73,569 |
232,903 |
-3,882 |
Mar07 |
061011 |
16420 |
16535 |
16420 |
16420 |
-75 |
13 |
22 |
+0 |
Jun07 |
061011 |
16365 |
16365 |
16365 |
16365 |
-75 |
0 |
1 |
+0 |
Total Volume and Open Interest |
74,152 |
233,508 |
-3,671 |
CAC 40(EURONEXT) |
Oct06 |
061011 |
5301.0 |
5333.5 |
5275.0 |
5317.5 |
+3.5 |
59,446 |
486,606 |
+14,578 |
Nov06 |
061011 |
5317.5 |
5345.0 |
5289.5 |
5330.0 |
+3.5 |
686 |
4,525 |
+662 |
Dec06 |
061011 |
5316.0 |
5339.0 |
5291.5 |
5331.5 |
+3.5 |
551 |
78,187 |
+137 |
Total Volume and Open Interest |
60,805 |
569,637 |
+15,499 |
Hang Seng Index(HKFE) |
Oct06 |
061011 |
17859 |
17889 |
17758 |
17846 |
-19 |
56,780 |
119,871 |
-4,834 |
Nov06 |
061011 |
17870 |
17886 |
17760 |
17847 |
-21 |
2,051 |
3,225 |
+988 |
Dec06 |
061011 |
17910 |
17920 |
17846 |
17888 |
-18 |
60 |
1,584 |
-14 |
Total Volume and Open Interest |
58,893 |
125,057 |
-3,860 |
DAX(EUREX) |
Dec06 |
061011 |
6144.0 |
6173.0 |
6117.5 |
6159.5 |
-2.0 |
123,601 |
212,229 |
+2,248 |
Mar07 |
061011 |
6205.5 |
6229.0 |
6179.0 |
6216.5 |
-2.0 |
523 |
7,073 |
+104 |
Jun07 |
061011 |
6265.0 |
6288.5 |
6239.5 |
6276.5 |
-2.0 |
544 |
2,550 |
+302 |
Total Volume and Open Interest |
124,668 |
221,852 |
+2,654 |
FT-SE 100(EURONEXT) |
Dec06 |
061011 |
6095.00 |
6112.00 |
6065.50 |
6094.50 |
-6.00 |
60,787 |
507,837 |
+2,564 |
Mar07 |
061011 |
6112.50 |
6128.00 |
6092.50 |
6112.50 |
-6.00 |
121 |
2,717 |
+0 |
Jun07 |
061011 |
6132.00 |
6132.00 |
6132.00 |
6132.00 |
-6.00 |
0 |
1,750 |
+0 |
Total Volume and Open Interest |
60,911 |
512,807 |
+2,565 |
SPI 200(SFE) |
Dec06 |
061011 |
5245.0 |
5295.0 |
5239.0 |
5278.0 |
+29.0 |
9,749 |
273,732 |
+2,492 |
Mar07 |
061011 |
5297.0 |
5297.0 |
5287.0 |
5287.0 |
+30.0 |
165 |
2,858 |
-189 |
Jun07 |
061011 |
5299.0 |
5316.0 |
5299.0 |
5316.0 |
+30.0 |
58 |
2,522 |
+23 |
Total Volume and Open Interest |
9,981 |
281,389 |
+2,332 |
GSCI(CME) |
Oct06 |
061011 |
418.10 |
421.10 |
414.60 |
414.75 |
-3.25 |
4,900 |
10,217 |
-4,070 |
Nov06 |
061011 |
432.80 |
434.50 |
429.50 |
429.50 |
-2.80 |
6,410 |
10,763 |
+5,537 |
Dec06 |
061011 |
440.00 |
440.00 |
440.00 |
440.00 |
-2.25 |
|
|
|
Total Volume and Open Interest |
11,310 |
20,980 |
+1,467 |
Reuters CRB Index(NYBOT) |
Nov06 |
061011 |
369.75 |
371.00 |
368.25 |
370.75 |
+0.50 |
14 |
321 |
-2 |
Jan07 |
061011 |
374.75 |
374.75 |
374.75 |
374.75 |
+0.50 |
0 |
422 |
+0 |
Feb07 |
061011 |
374.75 |
374.75 |
374.75 |
374.75 |
+0.50 |
0 |
12 |
+0 |
Total Volume and Open Interest |
17 |
955 |
-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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