 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon October 16, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov06 |
061016 |
589.75 |
593.50 |
586.50 |
589.00 |
-2.50 |
47,097 |
147,305 |
-7,026 |
Jan07 |
061016 |
604.00 |
607.00 |
600.50 |
603.50 |
-2.00 |
12,134 |
141,693 |
+1,810 |
Mar07 |
061016 |
614.00 |
617.50 |
611.50 |
613.25 |
-2.25 |
3,975 |
29,886 |
+760 |
May07 |
061016 |
620.00 |
624.00 |
618.00 |
621.50 |
-0.50 |
5,080 |
20,604 |
+1,469 |
Jul07 |
061016 |
630.00 |
634.25 |
628.00 |
631.25 |
+0.75 |
6,026 |
19,695 |
+1,041 |
Aug07 |
061016 |
634.00 |
638.00 |
634.00 |
638.00 |
+4.00 |
40 |
309 |
+44 |
Sep07 |
061016 |
639.00 |
640.00 |
639.00 |
640.00 |
unch |
0 |
69 |
-10 |
Total Volume and Open Interest |
77,132 |
389,078 |
-775 |
Soybean Meal(CBOT) |
Dec06 |
061016 |
179.00 |
180.50 |
177.70 |
178.50 |
-1.20 |
31,416 |
88,847 |
-5,641 |
Jan07 |
061016 |
180.50 |
181.50 |
178.80 |
179.20 |
-1.40 |
5,725 |
22,599 |
+606 |
Mar07 |
061016 |
182.50 |
184.00 |
181.30 |
181.60 |
-1.80 |
3,720 |
22,267 |
+1,070 |
May07 |
061016 |
184.50 |
186.00 |
183.40 |
183.60 |
-2.00 |
4,651 |
25,348 |
+9 |
Jul07 |
061016 |
187.00 |
188.20 |
185.50 |
185.80 |
-1.70 |
5,429 |
25,193 |
+1,083 |
Aug07 |
061016 |
188.20 |
189.50 |
186.70 |
186.80 |
-1.70 |
650 |
5,894 |
+364 |
Sep07 |
061016 |
189.50 |
190.80 |
187.80 |
187.80 |
-1.70 |
384 |
3,487 |
+307 |
Oct07 |
061016 |
190.50 |
190.50 |
187.00 |
187.00 |
-1.00 |
181 |
2,261 |
+339 |
Total Volume and Open Interest |
53,723 |
203,810 |
-1,689 |
Soybean Oil(CBOT) |
Dec06 |
061016 |
24.93 |
24.97 |
24.68 |
24.93 |
unch |
16,662 |
99,265 |
-2,211 |
Jan07 |
061016 |
25.34 |
25.34 |
25.04 |
25.31 |
+0.04 |
5,507 |
66,608 |
+2,176 |
Mar07 |
061016 |
25.67 |
25.67 |
25.43 |
25.66 |
+0.05 |
1,402 |
20,974 |
+536 |
May07 |
061016 |
25.95 |
26.00 |
25.74 |
26.00 |
unch |
2,845 |
26,910 |
+617 |
Jul07 |
061016 |
26.25 |
26.35 |
26.18 |
26.35 |
unch |
3,081 |
19,684 |
+692 |
Aug07 |
061016 |
26.47 |
26.47 |
26.47 |
26.47 |
-0.03 |
242 |
3,568 |
+161 |
Sep07 |
061016 |
26.60 |
26.60 |
26.60 |
26.60 |
-0.05 |
69 |
2,253 |
+28 |
Oct07 |
061016 |
26.73 |
26.73 |
26.73 |
26.73 |
-0.02 |
92 |
2,332 |
-58 |
Total Volume and Open Interest |
31,038 |
262,679 |
+1,450 |
Canola(WCE) |
Nov06 |
061016 |
313.2 |
314.8 |
309.7 |
313.8 |
-0.4 |
8,340 |
19,239 |
-1,085 |
Jan07 |
061016 |
322.2 |
323.7 |
318.0 |
322.9 |
-0.3 |
7,075 |
40,877 |
+2,673 |
Mar07 |
061016 |
325.5 |
330.7 |
325.3 |
329.9 |
+0.8 |
407 |
3,648 |
+69 |
May07 |
061016 |
335.5 |
335.5 |
334.7 |
335.1 |
-1.4 |
381 |
2,826 |
-33 |
Jul07 |
061016 |
344.5 |
344.5 |
344.5 |
344.5 |
+2.2 |
16 |
7,327 |
+6 |
Total Volume and Open Interest |
16,276 |
80,625 |
+1,647 |
Corn(CBOT) |
Dec06 |
061016 |
315.00 |
317.75 |
309.50 |
316.75 |
+2.25 |
78,375 |
578,428 |
-4,883 |
Mar07 |
061016 |
323.50 |
327.00 |
319.50 |
326.50 |
+2.50 |
33,577 |
237,498 |
+6,818 |
May07 |
061016 |
329.50 |
333.00 |
325.00 |
332.50 |
+3.00 |
9,242 |
52,611 |
+3,111 |
Jul07 |
061016 |
334.00 |
335.00 |
327.50 |
334.25 |
+1.25 |
17,012 |
130,839 |
+1,338 |
Sep07 |
061016 |
320.00 |
325.00 |
320.00 |
323.00 |
-0.75 |
1,185 |
22,705 |
+742 |
Dec07 |
061016 |
322.50 |
322.50 |
318.50 |
321.00 |
-3.50 |
26,767 |
169,104 |
+2,735 |
Total Volume and Open Interest |
171,540 |
1,290,702 |
+11,236 |
Wheat(CBOT) |
Dec06 |
061016 |
533.00 |
550.00 |
520.00 |
542.50 |
+17.00 |
19,804 |
249,702 |
+1,340 |
Mar07 |
061016 |
536.00 |
546.00 |
528.00 |
544.50 |
+12.50 |
9,120 |
77,412 |
+717 |
May07 |
061016 |
520.00 |
526.00 |
514.00 |
522.50 |
+4.00 |
1,014 |
6,338 |
+66 |
Jul07 |
061016 |
467.00 |
468.00 |
453.00 |
464.50 |
+2.00 |
11,625 |
77,296 |
+3,199 |
Sep07 |
061016 |
459.00 |
467.00 |
455.00 |
467.00 |
+3.00 |
608 |
2,192 |
+335 |
Total Volume and Open Interest |
48,167 |
475,017 |
+4,401 |
Wheat(KCBT) |
Dec06 |
061016 |
548.00 |
549.00 |
536.00 |
546.00 |
+3.00 |
8,212 |
70,681 |
-887 |
Mar07 |
061016 |
558.00 |
558.00 |
545.25 |
555.00 |
+0.75 |
2,738 |
26,113 |
-1,722 |
May07 |
061016 |
544.00 |
544.00 |
531.00 |
538.00 |
unch |
57 |
1,712 |
+31 |
Jul07 |
061016 |
486.50 |
486.50 |
477.00 |
481.00 |
-3.00 |
3,883 |
29,439 |
-2,050 |
Sep07 |
061016 |
482.00 |
484.00 |
479.00 |
484.00 |
-3.00 |
30 |
2,625 |
+22 |
Total Volume and Open Interest |
15,929 |
141,112 |
-5,248 |
Wheat(MGE) |
Dec06 |
061016 |
529.00 |
530.00 |
516.00 |
528.50 |
+6.75 |
4,157 |
22,284 |
-842 |
Mar07 |
061016 |
539.00 |
544.00 |
530.00 |
542.75 |
+6.50 |
2,609 |
12,847 |
+899 |
May07 |
061016 |
538.00 |
542.00 |
535.00 |
542.00 |
+4.00 |
38 |
1,456 |
+1 |
Jul07 |
061016 |
505.00 |
529.00 |
505.00 |
529.00 |
-1.00 |
33 |
1,027 |
-12 |
Sep07 |
061016 |
481.00 |
481.00 |
471.00 |
480.00 |
-4.50 |
132 |
2,895 |
+6 |
Total Volume and Open Interest |
7,212 |
47,170 |
-87 |
Oats(CBOT) |
Dec06 |
061016 |
236.00 |
238.00 |
231.00 |
238.00 |
+1.50 |
940 |
11,307 |
-112 |
Mar07 |
061016 |
243.00 |
243.50 |
239.75 |
243.00 |
+0.25 |
246 |
1,833 |
+84 |
May07 |
061016 |
243.00 |
244.50 |
243.00 |
244.50 |
+1.00 |
2 |
99 |
+1 |
Jul07 |
061016 |
243.00 |
246.75 |
242.00 |
246.75 |
+5.75 |
5 |
103 |
+4 |
Total Volume and Open Interest |
1,205 |
13,408 |
-26 |
Rough Rice(CBOT) |
Nov06 |
061016 |
9.73 |
9.75 |
9.40 |
9.49 |
-0.24 |
146 |
4,938 |
-52 |
Jan07 |
061016 |
10.03 |
10.03 |
9.75 |
9.79 |
-0.25 |
203 |
4,793 |
+29 |
Mar07 |
061016 |
10.33 |
10.33 |
10.09 |
10.09 |
-0.24 |
73 |
2,211 |
+23 |
May07 |
061016 |
10.32 |
10.32 |
10.32 |
10.32 |
-0.18 |
4 |
1,148 |
+4 |
Total Volume and Open Interest |
437 |
13,956 |
+11 |
Live Cattle(CME) |
Oct06 |
061016 |
88.450 |
88.500 |
87.550 |
87.600 |
-0.850 |
2,263 |
16,786 |
-680 |
Dec06 |
061016 |
87.950 |
88.475 |
87.400 |
87.425 |
-0.500 |
8,463 |
108,619 |
-521 |
Feb07 |
061016 |
90.300 |
90.900 |
89.600 |
90.050 |
-0.250 |
3,798 |
38,253 |
+549 |
Apr07 |
061016 |
89.625 |
90.350 |
89.500 |
89.525 |
-0.100 |
1,975 |
21,951 |
+285 |
Jun07 |
061016 |
86.000 |
86.500 |
85.800 |
86.050 |
unch |
1,118 |
10,285 |
+151 |
Aug07 |
061016 |
85.000 |
85.300 |
84.900 |
85.200 |
+0.200 |
427 |
5,057 |
+79 |
Total Volume and Open Interest |
18,306 |
202,549 |
+54 |
Feeder Cattle(CME) |
Oct06 |
061016 |
107.400 |
108.200 |
107.350 |
107.850 |
+0.700 |
911 |
2,973 |
-234 |
Nov06 |
061016 |
105.200 |
106.250 |
105.150 |
105.675 |
+0.800 |
2,652 |
7,644 |
-187 |
Jan07 |
061016 |
103.800 |
104.875 |
103.800 |
104.400 |
+0.850 |
2,160 |
9,633 |
+424 |
Mar07 |
061016 |
102.500 |
103.450 |
102.500 |
102.850 |
+0.550 |
314 |
1,783 |
-9 |
Apr07 |
061016 |
102.500 |
103.000 |
102.500 |
102.700 |
+0.800 |
15 |
275 |
+3 |
May07 |
061016 |
102.300 |
102.850 |
102.200 |
102.200 |
+0.500 |
53 |
495 |
+11 |
Aug07 |
061016 |
105.000 |
105.100 |
104.900 |
105.000 |
+0.800 |
51 |
290 |
+31 |
Total Volume and Open Interest |
6,181 |
23,588 |
+46 |
Lean Hogs(CME) |
Dec06 |
061016 |
61.450 |
62.000 |
60.575 |
60.800 |
-0.250 |
9,289 |
101,355 |
+1,218 |
Feb07 |
061016 |
63.550 |
64.175 |
62.800 |
63.225 |
-0.050 |
3,164 |
34,741 |
+709 |
Apr07 |
061016 |
64.350 |
64.850 |
64.050 |
64.675 |
+0.350 |
1,590 |
18,561 |
+371 |
May07 |
061016 |
67.700 |
67.800 |
67.600 |
67.800 |
+0.150 |
32 |
1,813 |
+28 |
Jun07 |
061016 |
69.400 |
69.700 |
69.150 |
69.225 |
-0.150 |
1,006 |
9,108 |
+13 |
Jul07 |
061016 |
67.400 |
67.700 |
67.000 |
67.300 |
+0.100 |
46 |
1,687 |
+23 |
Aug07 |
061016 |
65.000 |
65.300 |
64.900 |
65.225 |
+0.275 |
60 |
1,355 |
+28 |
Oct07 |
061016 |
57.850 |
58.500 |
57.850 |
58.400 |
+0.900 |
42 |
645 |
+10 |
Total Volume and Open Interest |
17,227 |
169,265 |
-5,917 |
Pork Bellies(CME) |
Feb07 |
061016 |
90.100 |
90.700 |
88.600 |
88.625 |
-1.325 |
171 |
858 |
+35 |
Mar07 |
061016 |
88.700 |
88.700 |
88.700 |
88.700 |
-2.400 |
2 |
58 |
+1 |
May07 |
061016 |
91.025 |
91.025 |
90.350 |
90.350 |
-1.200 |
1 |
11 |
+0 |
Jul07 |
061016 |
91.375 |
91.375 |
91.375 |
91.375 |
+0.175 |
|
|
|
Aug07 |
061016 |
91.375 |
91.375 |
91.375 |
91.375 |
+0.375 |
0 |
1 |
+0 |
Total Volume and Open Interest |
174 |
928 |
+36 |
Class III Milk(CME) |
Oct06 |
061016 |
12.27 |
12.35 |
12.27 |
12.35 |
+0.05 |
44 |
4,055 |
-43 |
Nov06 |
061016 |
12.30 |
12.40 |
12.30 |
12.36 |
+0.09 |
153 |
4,136 |
+97 |
Dec06 |
061016 |
12.45 |
12.60 |
12.45 |
12.58 |
+0.18 |
146 |
3,904 |
-34 |
Jan07 |
061016 |
12.50 |
12.64 |
12.50 |
12.56 |
+0.06 |
136 |
2,147 |
+62 |
Feb07 |
061016 |
12.42 |
12.45 |
12.42 |
12.45 |
+0.03 |
47 |
1,715 |
+3 |
Total Volume and Open Interest |
1,048 |
27,238 |
+407 |
Cocoa(NYBOT) |
Dec06 |
061016 |
1420 |
1421 |
1400 |
1406 |
-10 |
5,049 |
78,056 |
+1,607 |
Mar07 |
061016 |
1456 |
1456 |
1436 |
1440 |
-10 |
2,115 |
31,976 |
+423 |
May07 |
061016 |
1476 |
1476 |
1463 |
1463 |
-10 |
620 |
13,997 |
+130 |
Jul07 |
061016 |
1488 |
1488 |
1488 |
1488 |
-9 |
108 |
6,289 |
+99 |
Sep07 |
061016 |
1522 |
1522 |
1512 |
1512 |
-6 |
79 |
11,511 |
+39 |
Dec07 |
061016 |
1530 |
1535 |
1530 |
1535 |
-9 |
300 |
8,632 |
+200 |
Mar08 |
061016 |
1560 |
1562 |
1560 |
1562 |
-9 |
501 |
1,716 |
+501 |
Total Volume and Open Interest |
8,826 |
155,665 |
+3,053 |
Coffee "C"(NYBOT) |
Dec06 |
061016 |
104.00 |
104.00 |
101.10 |
101.90 |
-2.15 |
7,674 |
72,108 |
-702 |
Mar07 |
061016 |
107.40 |
107.90 |
105.15 |
105.90 |
-2.10 |
1,709 |
22,389 |
+231 |
May07 |
061016 |
109.90 |
110.25 |
108.00 |
108.45 |
-2.05 |
103 |
4,371 |
-6 |
Jul07 |
061016 |
112.30 |
112.30 |
110.40 |
110.80 |
-2.00 |
179 |
2,350 |
-21 |
Sep07 |
061016 |
113.15 |
113.15 |
113.15 |
113.15 |
-1.90 |
378 |
2,105 |
+62 |
Dec07 |
061016 |
116.05 |
116.05 |
116.05 |
116.05 |
-1.75 |
330 |
2,260 |
-18 |
Total Volume and Open Interest |
11,302 |
110,397 |
-911 |
Orange Juice(NYBOT) |
Nov06 |
061016 |
192.50 |
196.50 |
191.80 |
195.45 |
+3.60 |
5,643 |
12,158 |
-680 |
Jan07 |
061016 |
191.00 |
194.50 |
190.00 |
194.40 |
+4.25 |
4,745 |
14,528 |
+229 |
Mar07 |
061016 |
180.25 |
180.25 |
180.25 |
180.25 |
+5.00 |
1,509 |
4,039 |
+1,093 |
May07 |
061016 |
180.50 |
180.50 |
180.50 |
180.50 |
+5.00 |
1 |
596 |
+1 |
Jul07 |
061016 |
180.75 |
180.75 |
180.75 |
180.75 |
+5.00 |
0 |
176 |
+0 |
Total Volume and Open Interest |
11,898 |
31,594 |
+643 |
Sugar #11(NYBOT) |
Mar07 |
061016 |
11.30 |
11.74 |
11.20 |
11.71 |
+0.58 |
17,163 |
249,812 |
+3,071 |
May07 |
061016 |
11.50 |
11.88 |
11.42 |
11.86 |
+0.54 |
3,680 |
59,967 |
+786 |
Jul07 |
061016 |
11.60 |
11.92 |
11.56 |
11.92 |
+0.44 |
3,940 |
47,186 |
-68 |
Oct07 |
061016 |
11.78 |
12.06 |
11.75 |
12.06 |
+0.36 |
1,661 |
35,909 |
-115 |
Mar08 |
061016 |
12.08 |
12.34 |
12.05 |
12.30 |
+0.30 |
491 |
25,239 |
+233 |
Total Volume and Open Interest |
27,330 |
438,927 |
+4,007 |
Sugar #14(NYBOT) |
Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
Jan07 |
061016 |
20.05 |
20.14 |
20.02 |
20.14 |
+0.02 |
63 |
2,513 |
+58 |
Mar07 |
061016 |
20.25 |
20.30 |
20.25 |
20.29 |
-0.01 |
34 |
3,006 |
+30 |
May07 |
061016 |
20.35 |
20.35 |
20.35 |
20.35 |
-0.01 |
2 |
2,046 |
+0 |
Jul07 |
061016 |
20.55 |
20.55 |
20.55 |
20.55 |
-0.01 |
2 |
1,858 |
-2 |
Total Volume and Open Interest |
124 |
11,396 |
+107 |
London Cocoa(LCE) |
Dec06 |
061016 |
817 |
823 |
811 |
812 |
-5 |
3,332 |
86,484 |
+497 |
Mar07 |
061016 |
837 |
838 |
828 |
828 |
-5 |
1,151 |
50,535 |
-81 |
May07 |
061016 |
847 |
850 |
840 |
841 |
-4 |
904 |
20,081 |
+3 |
Jul07 |
061016 |
860 |
860 |
855 |
855 |
-3 |
337 |
13,630 |
+113 |
Sep07 |
061016 |
874 |
874 |
868 |
868 |
-4 |
359 |
11,339 |
+75 |
Dec07 |
061016 |
885 |
885 |
882 |
882 |
-4 |
12 |
13,379 |
+0 |
Mar08 |
061016 |
895 |
895 |
893 |
894 |
-4 |
11 |
4,020 |
+5 |
Total Volume and Open Interest |
6,138 |
201,065 |
+643 |
London Coffee(LCE) |
Nov06 |
061016 |
1492.00 |
1502.00 |
1485.00 |
1488.00 |
-9.00 |
7,510 |
50,370 |
-4,020 |
Jan07 |
061016 |
1487.00 |
1498.00 |
1476.00 |
1480.00 |
-5.00 |
8,444 |
45,848 |
+1,652 |
Mar07 |
061016 |
1461.00 |
1461.00 |
1439.00 |
1445.00 |
-5.00 |
737 |
31,851 |
+282 |
May07 |
061016 |
1457.00 |
1460.00 |
1440.00 |
1445.00 |
-7.00 |
246 |
5,993 |
+130 |
Jul07 |
061016 |
1464.00 |
1464.00 |
1448.00 |
1448.00 |
-8.00 |
208 |
2,402 |
-51 |
Sep07 |
061016 |
1448.00 |
1448.00 |
1448.00 |
1448.00 |
-8.00 |
0 |
3,722 |
+0 |
Total Volume and Open Interest |
17,155 |
140,662 |
-1,997 |
London Sugar(LCE) |
Oct06 |
060915 |
415.50 |
421.50 |
403.00 |
419.70 |
+3.20 |
4,076 |
7,716 |
-1,938 |
Dec06 |
061016 |
400.00 |
408.00 |
395.00 |
407.80 |
+9.80 |
1,269 |
22,428 |
-57 |
Mar07 |
061016 |
356.00 |
367.50 |
355.50 |
367.30 |
+12.30 |
1,128 |
23,024 |
-59 |
May07 |
061016 |
348.00 |
357.80 |
346.00 |
357.80 |
+11.80 |
342 |
5,716 |
+154 |
Aug07 |
061016 |
340.80 |
350.10 |
340.30 |
350.10 |
+9.10 |
161 |
3,098 |
+85 |
Total Volume and Open Interest |
2,929 |
57,784 |
+129 |
Cotton(NYBOT) |
Dec06 |
061016 |
49.15 |
49.35 |
48.80 |
49.18 |
+0.17 |
4,684 |
118,524 |
-1,112 |
Mar07 |
061016 |
52.47 |
52.70 |
52.15 |
52.45 |
-0.02 |
1,680 |
41,056 |
+225 |
May07 |
061016 |
54.00 |
54.05 |
53.59 |
53.80 |
-0.10 |
193 |
5,987 |
+36 |
Jul07 |
061016 |
54.90 |
55.00 |
54.80 |
54.80 |
+0.05 |
90 |
5,112 |
-15 |
Oct07 |
061016 |
55.90 |
55.90 |
55.90 |
55.90 |
+0.20 |
0 |
86 |
+0 |
Dec07 |
061016 |
57.00 |
57.00 |
57.00 |
57.00 |
+0.30 |
159 |
10,082 |
+41 |
Total Volume and Open Interest |
6,807 |
182,131 |
-825 |
Lumber(CME) |
Nov06 |
061016 |
259.8 |
260.8 |
258.1 |
260.5 |
-1.7 |
536 |
3,016 |
+54 |
Jan07 |
061016 |
276.0 |
276.5 |
274.0 |
275.6 |
-0.9 |
317 |
2,845 |
+108 |
Mar07 |
061016 |
290.5 |
292.0 |
290.0 |
291.3 |
+0.7 |
78 |
355 |
+26 |
May07 |
061016 |
298.1 |
298.1 |
298.1 |
298.1 |
+1.5 |
3 |
23 |
+0 |
Total Volume and Open Interest |
934 |
6,253 |
+188 |
Crude Oil(NYM) |
Nov06 |
061016 |
58.40 |
60.00 |
58.10 |
59.94 |
+1.37 |
127,404 |
114,136 |
-10,002 |
Dec06 |
061016 |
60.05 |
61.60 |
59.80 |
61.57 |
+1.27 |
83,293 |
294,049 |
+4,656 |
Jan07 |
061016 |
61.30 |
63.00 |
61.30 |
62.93 |
+1.24 |
28,036 |
103,419 |
+2,310 |
Feb07 |
061016 |
62.30 |
63.91 |
62.20 |
63.91 |
+1.23 |
9,428 |
38,040 |
+85 |
Mar07 |
061016 |
63.10 |
64.65 |
63.10 |
64.65 |
+1.21 |
6,553 |
38,899 |
+110 |
Apr07 |
061016 |
63.90 |
65.28 |
63.90 |
65.28 |
+1.20 |
2,941 |
41,379 |
-329 |
May07 |
061016 |
65.81 |
65.81 |
65.81 |
65.81 |
+1.20 |
4,339 |
31,945 |
+2,423 |
Jun07 |
061016 |
65.15 |
66.26 |
65.15 |
66.26 |
+1.20 |
4,167 |
69,765 |
+382 |
Jul07 |
061016 |
66.80 |
66.80 |
66.66 |
66.66 |
+1.22 |
751 |
17,222 |
-121 |
Aug07 |
061016 |
67.01 |
67.01 |
67.01 |
67.01 |
+1.25 |
3,081 |
14,716 |
+2,010 |
Sep07 |
061016 |
67.32 |
67.32 |
67.32 |
67.32 |
+1.26 |
1,250 |
16,555 |
+275 |
Oct07 |
061016 |
67.58 |
67.58 |
67.58 |
67.58 |
+1.28 |
1,650 |
17,146 |
+1,500 |
Nov07 |
061016 |
67.82 |
67.82 |
67.82 |
67.82 |
+1.29 |
1,770 |
14,884 |
-363 |
Dec07 |
061016 |
66.50 |
68.02 |
66.50 |
68.02 |
+1.30 |
6,312 |
112,978 |
-589 |
Jan08 |
061016 |
68.19 |
68.19 |
68.19 |
68.19 |
+1.32 |
100 |
15,220 |
+100 |
Feb08 |
061016 |
68.33 |
68.33 |
68.33 |
68.33 |
+1.32 |
1,750 |
9,745 |
+70 |
Total Volume and Open Interest |
294,449 |
1,195,196 |
+3,034 |
Heating Oil(NYM) |
Nov06 |
061016 |
171.30 |
175.80 |
170.90 |
175.65 |
+3.87 |
27,724 |
38,998 |
-3,956 |
Dec06 |
061016 |
175.50 |
179.90 |
175.25 |
179.76 |
+3.65 |
17,897 |
62,742 |
+100 |
Jan07 |
061016 |
181.00 |
184.25 |
180.50 |
184.06 |
+3.60 |
4,766 |
35,570 |
+295 |
Feb07 |
061016 |
183.00 |
186.71 |
183.00 |
186.71 |
+3.55 |
798 |
17,934 |
-68 |
Mar07 |
061016 |
184.50 |
186.81 |
184.50 |
186.81 |
+3.45 |
477 |
11,419 |
+103 |
Apr07 |
061016 |
183.60 |
185.61 |
182.75 |
185.61 |
+3.40 |
21 |
10,182 |
-4 |
May07 |
061016 |
184.41 |
184.41 |
184.41 |
184.41 |
+3.35 |
108 |
3,918 |
-38 |
Jun07 |
061016 |
184.16 |
184.16 |
184.16 |
184.16 |
+3.40 |
750 |
18,147 |
+136 |
Jul07 |
061016 |
182.60 |
185.01 |
182.60 |
185.01 |
+3.35 |
139 |
2,484 |
+21 |
Aug07 |
061016 |
186.51 |
186.51 |
186.51 |
186.51 |
+3.30 |
59 |
2,206 |
+20 |
Sep07 |
061016 |
186.00 |
188.76 |
186.00 |
188.76 |
+3.25 |
10 |
2,446 |
+3 |
Oct07 |
061016 |
188.60 |
191.36 |
188.60 |
191.36 |
+3.25 |
251 |
1,347 |
+242 |
Total Volume and Open Interest |
53,390 |
217,804 |
-3,019 |
Unleaded Gas(NYM) |
Nov06 |
061016 |
146.00 |
150.25 |
144.50 |
149.17 |
+2.33 |
8,224 |
15,105 |
+49 |
Dec06 |
061016 |
148.50 |
152.00 |
148.25 |
151.47 |
+2.13 |
1,159 |
8,589 |
+274 |
Jan07 |
061016 |
152.50 |
155.70 |
152.10 |
154.97 |
+2.43 |
300 |
4,289 |
+51 |
Total Volume and Open Interest |
9,683 |
27,983 |
+374 |
RBOB Gasoline(NYMEX) |
Nov06 |
061016 |
152.15 |
154.05 |
149.70 |
154.00 |
+2.19 |
13,779 |
37,688 |
+0 |
Dec06 |
061016 |
154.90 |
156.71 |
152.70 |
156.00 |
+2.08 |
9,795 |
17,905 |
+0 |
Jan07 |
061016 |
159.40 |
160.40 |
157.20 |
160.20 |
+2.08 |
5,065 |
12,575 |
+0 |
Feb07 |
061016 |
164.00 |
164.00 |
164.00 |
164.00 |
+2.18 |
155 |
2,847 |
+0 |
Mar07 |
061016 |
167.40 |
167.40 |
167.40 |
167.40 |
+2.23 |
972 |
3,959 |
+0 |
Apr07 |
061016 |
181.27 |
181.27 |
181.27 |
181.27 |
+1.60 |
224 |
4,659 |
+0 |
May07 |
061016 |
184.65 |
184.70 |
184.65 |
184.70 |
+2.03 |
506 |
5,506 |
+0 |
Jun07 |
061016 |
186.57 |
186.57 |
186.57 |
186.57 |
+1.60 |
455 |
3,751 |
+0 |
Jul07 |
061016 |
187.92 |
187.92 |
187.92 |
187.92 |
+1.60 |
206 |
1,326 |
+0 |
Aug07 |
061016 |
188.42 |
188.42 |
188.42 |
188.42 |
+1.60 |
198 |
838 |
+0 |
Total Volume and Open Interest |
31,484 |
95,471 |
+0 |
e-MiNY RBOB Gasoline(NYMEX) |
Nov06 |
061009 |
152.07 |
152.07 |
152.07 |
152.07 |
-5.36 |
|
|
|
Dec06 |
061016 |
155.47 |
155.47 |
155.47 |
155.47 |
+1.55 |
|
|
|
Jan07 |
061016 |
159.72 |
159.72 |
159.72 |
159.72 |
+1.60 |
|
|
|
Feb07 |
061016 |
163.42 |
163.42 |
163.42 |
163.42 |
+1.60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Nov06 |
061016 |
5.960 |
6.450 |
5.920 |
6.444 |
+0.785 |
34,282 |
73,629 |
-5,066 |
Dec06 |
061016 |
7.500 |
7.850 |
7.500 |
7.839 |
+0.489 |
18,501 |
82,251 |
+2,632 |
Jan07 |
061016 |
8.070 |
8.394 |
8.050 |
8.394 |
+0.464 |
4,745 |
66,556 |
+39 |
Feb07 |
061016 |
8.130 |
8.444 |
8.115 |
8.444 |
+0.464 |
1,737 |
32,274 |
+422 |
Mar07 |
061016 |
8.000 |
8.309 |
7.980 |
8.309 |
+0.464 |
2,313 |
93,612 |
-142 |
Apr07 |
061016 |
7.500 |
7.759 |
7.500 |
7.759 |
+0.379 |
3,117 |
82,526 |
+236 |
May07 |
061016 |
7.530 |
7.742 |
7.510 |
7.742 |
+0.372 |
903 |
25,994 |
-346 |
Jun07 |
061016 |
7.600 |
7.823 |
7.600 |
7.823 |
+0.369 |
331 |
14,018 |
-222 |
Jul07 |
061016 |
7.720 |
7.918 |
7.720 |
7.918 |
+0.368 |
403 |
11,779 |
+40 |
Aug07 |
061016 |
7.700 |
7.973 |
7.700 |
7.973 |
+0.363 |
304 |
13,784 |
-229 |
Sep07 |
061016 |
7.800 |
8.020 |
7.800 |
8.020 |
+0.360 |
277 |
11,323 |
-87 |
Oct07 |
061016 |
7.900 |
8.093 |
7.860 |
8.093 |
+0.353 |
799 |
33,568 |
-319 |
Nov07 |
061016 |
8.470 |
8.653 |
8.470 |
8.653 |
+0.333 |
485 |
19,991 |
+141 |
Dec07 |
061016 |
9.050 |
9.238 |
9.050 |
9.238 |
+0.333 |
155 |
34,181 |
+31 |
Jan08 |
061016 |
9.583 |
9.583 |
9.583 |
9.583 |
+0.323 |
395 |
30,634 |
+16 |
Feb08 |
061016 |
9.500 |
9.573 |
9.500 |
9.573 |
+0.323 |
76 |
17,855 |
+30 |
Total Volume and Open Interest |
70,277 |
936,847 |
-1,713 |
Brent Crude Oil(ICE) |
Nov06 |
061016 |
59.94 |
60.16 |
58.82 |
59.96 |
+0.44 |
39,626 |
15,882 |
-21,686 |
Dec06 |
061016 |
61.13 |
61.75 |
59.82 |
61.66 |
+0.98 |
97,299 |
137,256 |
+6,496 |
Jan07 |
061016 |
62.15 |
62.90 |
61.05 |
62.86 |
+1.06 |
29,172 |
119,850 |
+1,922 |
Feb07 |
061016 |
62.80 |
63.76 |
62.06 |
63.76 |
+1.09 |
6,636 |
34,463 |
-1,197 |
Mar07 |
061016 |
63.44 |
64.44 |
63.00 |
64.44 |
+1.10 |
2,589 |
29,224 |
-269 |
Apr07 |
061016 |
64.40 |
65.03 |
63.42 |
65.03 |
+1.08 |
1,421 |
22,000 |
-276 |
May07 |
061016 |
64.04 |
65.51 |
63.97 |
65.51 |
+1.08 |
1,001 |
17,181 |
-321 |
Jun07 |
061016 |
65.05 |
65.94 |
64.39 |
65.94 |
+1.12 |
3,130 |
37,123 |
+615 |
Jul07 |
061016 |
66.32 |
66.32 |
66.32 |
66.32 |
+1.13 |
0 |
5,002 |
-133 |
Aug07 |
061016 |
66.64 |
66.64 |
66.64 |
66.64 |
+1.13 |
0 |
1,640 |
+0 |
Sep07 |
061016 |
66.92 |
66.92 |
66.92 |
66.92 |
+1.15 |
0 |
3,204 |
+0 |
Oct07 |
061016 |
67.18 |
67.18 |
67.18 |
67.18 |
+1.14 |
0 |
2,257 |
+0 |
Nov07 |
061016 |
67.46 |
67.46 |
67.46 |
67.46 |
+1.16 |
0 |
7,897 |
+7,472 |
Dec07 |
061016 |
66.10 |
67.66 |
66.06 |
67.66 |
+1.18 |
4,954 |
42,013 |
+3,322 |
Total Volume and Open Interest |
185,829 |
520,363 |
-6,349 |
Gas Oil(ICE) |
Nov06 |
061016 |
550.00 |
556.50 |
544.25 |
547.00 |
-3.00 |
31,939 |
71,158 |
-3,883 |
Dec06 |
061016 |
554.25 |
560.25 |
548.25 |
551.00 |
-3.75 |
17,586 |
65,217 |
+640 |
Jan07 |
061016 |
560.00 |
565.25 |
554.50 |
556.75 |
-4.25 |
5,264 |
37,047 |
+281 |
Feb07 |
061016 |
568.00 |
568.50 |
561.00 |
562.25 |
-4.75 |
1,214 |
20,133 |
-98 |
Mar07 |
061016 |
566.50 |
573.50 |
566.50 |
567.25 |
-5.00 |
299 |
13,596 |
-104 |
Apr07 |
061016 |
576.00 |
576.50 |
570.75 |
570.75 |
-5.00 |
0 |
6,658 |
-50 |
May07 |
061016 |
572.50 |
579.25 |
572.50 |
574.25 |
-5.00 |
0 |
3,934 |
+0 |
Jun07 |
061016 |
576.00 |
583.25 |
576.00 |
577.75 |
-4.75 |
0 |
23,954 |
+100 |
Jul07 |
061016 |
583.50 |
583.50 |
583.50 |
583.50 |
-4.75 |
0 |
2,533 |
+250 |
Aug07 |
061016 |
589.25 |
589.25 |
589.25 |
589.25 |
-4.50 |
0 |
102 |
+0 |
Total Volume and Open Interest |
56,302 |
283,837 |
-3,714 |
US Dollar Index(NYBOT) |
Dec06 |
061016 |
86.98 |
87.02 |
86.62 |
86.77 |
-0.10 |
4,941 |
33,790 |
+1,839 |
Mar07 |
061016 |
86.77 |
86.77 |
86.43 |
86.48 |
-0.10 |
9 |
2,031 |
+2 |
Jun07 |
061016 |
86.32 |
86.32 |
86.20 |
86.20 |
-0.10 |
0 |
11 |
+0 |
Total Volume and Open Interest |
4,950 |
35,837 |
+1,841 |
Australian Dollar(CME) |
Dec06 |
061016 |
75.20 |
75.35 |
75.20 |
75.28 |
+0.23 |
575 |
69,374 |
+1,666 |
Mar07 |
061016 |
75.11 |
75.11 |
75.11 |
75.11 |
+0.22 |
0 |
543 |
+51 |
Jun07 |
061016 |
74.97 |
74.97 |
74.97 |
74.97 |
+0.22 |
0 |
102 |
+0 |
Total Volume and Open Interest |
575 |
70,035 |
+1,718 |
British Pound(CME) |
Dec06 |
061016 |
186.16 |
186.60 |
186.13 |
186.13 |
+0.32 |
1,769 |
104,826 |
+2,840 |
Mar07 |
061016 |
186.23 |
186.23 |
186.23 |
186.23 |
+0.33 |
0 |
697 |
-4 |
Jun07 |
061016 |
186.23 |
186.23 |
186.23 |
186.23 |
+0.34 |
0 |
12 |
+0 |
Total Volume and Open Interest |
1,769 |
105,537 |
+2,836 |
Canadian Dollar(CME) |
Dec06 |
061016 |
88.10 |
88.27 |
87.96 |
88.07 |
-0.01 |
3,965 |
96,916 |
+2,942 |
Mar07 |
061016 |
88.41 |
88.41 |
88.29 |
88.32 |
-0.02 |
11 |
1,567 |
+33 |
Jun07 |
061016 |
88.59 |
88.59 |
88.59 |
88.59 |
-0.02 |
23 |
331 |
+17 |
Sep07 |
061016 |
88.86 |
88.86 |
88.86 |
88.86 |
-0.02 |
0 |
203 |
-1 |
Total Volume and Open Interest |
3,999 |
99,048 |
+2,991 |
Japanese Yen(CME) |
Dec06 |
061016 |
84.61 |
84.75 |
84.54 |
84.67 |
+0.34 |
3,805 |
254,867 |
+5,086 |
Mar07 |
061016 |
85.57 |
85.71 |
85.57 |
85.71 |
+0.34 |
0 |
14,765 |
+443 |
Jun07 |
061016 |
86.71 |
86.71 |
86.71 |
86.71 |
+0.34 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,805 |
269,730 |
+5,531 |
Swiss Franc(CME) |
Dec06 |
061016 |
79.10 |
79.22 |
79.10 |
79.12 |
+0.08 |
2,560 |
105,447 |
+6,681 |
Mar07 |
061016 |
79.80 |
79.80 |
79.80 |
79.80 |
+0.08 |
0 |
179 |
-10 |
Jun07 |
061016 |
80.49 |
80.49 |
80.49 |
80.49 |
+0.08 |
0 |
32 |
+0 |
Total Volume and Open Interest |
2,560 |
105,747 |
+6,671 |
EuroFX(CME) |
Dec06 |
061016 |
125.58 |
125.80 |
125.54 |
125.67 |
+0.09 |
2,716 |
151,790 |
+7,196 |
Mar07 |
061016 |
126.20 |
126.20 |
126.20 |
126.20 |
+0.09 |
0 |
1,834 |
-93 |
Jun07 |
061016 |
126.64 |
126.64 |
126.64 |
126.64 |
+0.09 |
5 |
72 |
+5 |
Total Volume and Open Interest |
2,721 |
153,771 |
+7,108 |
Mexican Peso(CME) |
Oct06 |
061016 |
9230.0 |
9230.0 |
9230.0 |
9230.0 |
+15.0 |
7 |
2 |
-7 |
Nov06 |
061016 |
9205.0 |
9205.0 |
9205.0 |
9205.0 |
+5.0 |
0 |
20 |
+0 |
Total Volume and Open Interest |
5,919 |
73,903 |
+5,572 |
30-Year T-Bonds(CBOT) |
Dec06 |
061016 |
110~11 |
110~21 |
110~09 |
110~17 |
+0~06 |
321,652 |
715,389 |
-11,118 |
Mar07 |
061016 |
110~14 |
110~18 |
110~10 |
110~14 |
+0~06 |
948 |
5,530 |
+47 |
Jun07 |
061016 |
110~13 |
110~13 |
110~13 |
110~13 |
+0~07 |
0 |
19 |
+0 |
Total Volume and Open Interest |
322,604 |
720,939 |
-11,072 |
10-Year T-Notes(CBOT) |
Dec06 |
061016 |
106~285 |
107~025 |
106~270 |
107~005 |
+0~045 |
1,096,489 |
2,392,297 |
+73,758 |
Mar07 |
061016 |
106~290 |
107~010 |
106~290 |
107~010 |
+0~045 |
6,613 |
71,532 |
+880 |
Total Volume and Open Interest |
1,103,102 |
2,463,831 |
+74,638 |
5-Year T-Notes(CBOT) |
Dec06 |
061016 |
104~245 |
104~270 |
104~230 |
104~260 |
+0~025 |
392,824 |
0 |
+0 |
Mar07 |
061016 |
104~270 |
104~285 |
104~270 |
104~285 |
+0~025 |
13 |
94 |
+13 |
Total Volume and Open Interest |
392,837 |
94 |
+13 |
2 Year T-Notes(CBOT) |
Dec06 |
061016 |
101~116 |
101~120 |
101~116 |
101~118 |
+0~004 |
1,784 |
676,596 |
+9,019 |
Mar07 |
061016 |
102~010 |
102~010 |
102~010 |
102~010 |
+0~004 |
0 |
10 |
+0 |
Total Volume and Open Interest |
1,784 |
676,606 |
+9,019 |
Eurodollars(CME) |
Dec06 |
061016 |
94.610 |
94.615 |
94.605 |
94.610 |
-0.005 |
37,462 |
1,362,490 |
-91,983 |
Mar07 |
061016 |
94.680 |
94.695 |
94.675 |
94.685 |
+0.005 |
43,501 |
1,388,979 |
+22,830 |
Jun07 |
061016 |
94.800 |
94.815 |
94.790 |
94.810 |
+0.015 |
17,304 |
1,204,957 |
+10,538 |
Sep07 |
061016 |
94.925 |
94.945 |
94.925 |
94.935 |
+0.015 |
27,053 |
1,054,445 |
+12,740 |
Dec07 |
061016 |
95.000 |
95.010 |
95.000 |
95.005 |
+0.015 |
34,147 |
1,071,084 |
-56,508 |
Mar08 |
061016 |
95.015 |
95.025 |
95.010 |
95.025 |
+0.020 |
15,489 |
758,591 |
+1,532 |
Jun08 |
061016 |
94.995 |
95.010 |
94.995 |
95.010 |
+0.025 |
30,506 |
522,977 |
-8,630 |
Sep08 |
061016 |
94.975 |
94.985 |
94.970 |
94.985 |
+0.025 |
10,316 |
401,799 |
-2,515 |
Dec08 |
061016 |
94.925 |
94.955 |
94.925 |
94.955 |
+0.030 |
9,791 |
342,975 |
+1,631 |
Mar09 |
061016 |
94.915 |
94.935 |
94.915 |
94.935 |
+0.030 |
7,594 |
336,294 |
-4,563 |
Jun09 |
061016 |
94.890 |
94.905 |
94.890 |
94.905 |
+0.030 |
5,347 |
222,658 |
-995 |
Sep09 |
061016 |
94.870 |
94.880 |
94.870 |
94.880 |
+0.030 |
4,845 |
147,424 |
-185 |
Dec09 |
061016 |
94.835 |
94.840 |
94.835 |
94.840 |
+0.030 |
2,915 |
134,285 |
-616 |
Mar10 |
061016 |
94.795 |
94.825 |
94.795 |
94.820 |
+0.030 |
6,794 |
121,848 |
+3,339 |
Jun10 |
061016 |
94.780 |
94.785 |
94.780 |
94.785 |
+0.030 |
6,402 |
100,682 |
+1,388 |
Sep10 |
061016 |
94.755 |
94.755 |
94.755 |
94.755 |
+0.030 |
7,593 |
90,614 |
+393 |
Dec10 |
061016 |
94.710 |
94.720 |
94.710 |
94.715 |
+0.030 |
5,686 |
98,485 |
+2,662 |
Mar11 |
061016 |
94.695 |
94.705 |
94.695 |
94.700 |
+0.030 |
1,994 |
53,172 |
+498 |
Total Volume and Open Interest |
284,648 |
9,670,284 |
-112,721 |
3-Mth Euro-Yen(CME) |
Dec06 |
061016 |
99.43 |
99.44 |
99.43 |
99.44 |
unch |
2,925 |
20,905 |
+3,255 |
Mar07 |
061016 |
99.29 |
99.29 |
99.29 |
99.29 |
-0.01 |
253 |
11,148 |
+118 |
Jun07 |
061016 |
99.17 |
99.18 |
99.17 |
99.18 |
-0.02 |
328 |
9,107 |
+18 |
Sep07 |
061016 |
99.06 |
99.06 |
99.06 |
99.06 |
-0.04 |
210 |
2,652 |
-229 |
Dec07 |
061016 |
98.95 |
98.96 |
98.95 |
98.96 |
-0.03 |
1,096 |
6,634 |
+297 |
Mar08 |
061016 |
98.86 |
98.86 |
98.86 |
98.86 |
-0.04 |
72 |
3,265 |
+72 |
Jun08 |
061016 |
98.78 |
98.78 |
98.78 |
98.78 |
-0.04 |
0 |
269 |
+0 |
Sep08 |
061016 |
98.71 |
98.71 |
98.71 |
98.71 |
-0.09 |
0 |
1 |
+0 |
Dec08 |
061016 |
98.56 |
98.56 |
98.56 |
98.56 |
-0.04 |
0 |
4 |
+0 |
Mar09 |
061016 |
98.43 |
98.43 |
98.43 |
98.43 |
-0.04 |
|
|
|
Total Volume and Open Interest |
4,884 |
53,985 |
+3,531 |
3-Mth Euro-Yen(SIMEX) |
Dec06 |
061016 |
99.44 |
99.44 |
99.43 |
99.43 |
-0.01 |
4,090 |
89,829 |
-153 |
Mar07 |
061016 |
99.30 |
99.30 |
99.28 |
99.29 |
-0.01 |
2,791 |
72,422 |
-1,362 |
Jun07 |
061016 |
99.19 |
99.19 |
99.17 |
99.17 |
-0.03 |
2,171 |
38,595 |
-290 |
Sep07 |
061016 |
99.09 |
99.09 |
99.06 |
99.06 |
-0.04 |
1,817 |
30,127 |
-682 |
Dec07 |
061016 |
98.98 |
98.98 |
98.95 |
98.96 |
-0.03 |
3,095 |
47,528 |
+480 |
Mar08 |
061016 |
98.86 |
98.87 |
98.85 |
98.86 |
-0.03 |
903 |
26,037 |
+649 |
Jun08 |
061016 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.04 |
150 |
4,743 |
+50 |
Sep08 |
061016 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.03 |
0 |
460 |
+0 |
Total Volume and Open Interest |
15,017 |
311,276 |
-1,308 |
German Euro-Bund(EUREX) |
Dec06 |
061016 |
116.96 |
117.19 |
116.95 |
117.08 |
-0.02 |
1,186,446 |
1,454,412 |
-17,487 |
Mar07 |
061016 |
117.11 |
117.29 |
117.07 |
117.20 |
-0.02 |
2,074 |
7,056 |
+797 |
Jun07 |
061016 |
116.68 |
116.68 |
116.68 |
116.68 |
-0.02 |
300 |
3 |
+0 |
Total Volume and Open Interest |
1,188,820 |
1,461,471 |
-16,690 |
German Euro-Bobl(EUREX) |
Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
Mar07 |
061016 |
109.63 |
109.69 |
109.62 |
109.69 |
+0.01 |
6 |
3,399 |
+1 |
Jun07 |
061016 |
107.98 |
107.98 |
107.98 |
107.98 |
+0.01 |
|
|
|
Total Volume and Open Interest |
535,949 |
953,200 |
+17,125 |
Long Gilt(LIFFE) |
Dec06 |
061016 |
108~30 |
109~04 |
108~28 |
109~03 |
+0~00 |
59,847 |
242,297 |
-1,527 |
Mar07 |
061016 |
108~31 |
108~31 |
108~31 |
108~31 |
+0~00 |
|
|
|
Total Volume and Open Interest |
59,847 |
242,325 |
-1,527 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
061016 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.01 |
19,866 |
390,423 |
-3,794 |
Mar07 |
061016 |
94.65 |
94.65 |
94.65 |
94.65 |
+0.01 |
35,643 |
432,604 |
+3,725 |
Jun07 |
061016 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.01 |
34,739 |
364,517 |
-51 |
Total Volume and Open Interest |
208,611 |
2,066,480 |
+23,709 |
3-Mth Euribor(LIFFE) |
Dec06 |
061016 |
96.295 |
96.300 |
96.290 |
96.300 |
+0.005 |
140,262 |
691,093 |
-4,303 |
Mar07 |
061016 |
96.165 |
96.180 |
96.155 |
96.170 |
+0.005 |
205,317 |
641,010 |
+19,625 |
Jun07 |
061016 |
96.125 |
96.150 |
96.115 |
96.135 |
+0.005 |
220,283 |
553,184 |
+4,198 |
Total Volume and Open Interest |
1,006,718 |
3,426,908 |
+50,638 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
061016 |
93.61 |
93.62 |
93.60 |
93.61 |
-0.01 |
13,284 |
191,449 |
+2,578 |
Mar07 |
061016 |
93.57 |
93.58 |
93.54 |
93.56 |
-0.02 |
38,962 |
325,287 |
+13,634 |
Jun07 |
061016 |
93.57 |
93.58 |
93.55 |
93.56 |
-0.03 |
11,219 |
92,075 |
-6,739 |
Sep07 |
061016 |
93.60 |
93.62 |
93.57 |
93.59 |
-0.03 |
4,983 |
52,493 |
+1,204 |
Dec07 |
061016 |
93.62 |
93.62 |
93.60 |
93.61 |
-0.04 |
2,526 |
33,202 |
+1,114 |
Mar08 |
061016 |
93.62 |
93.63 |
93.62 |
93.63 |
-0.03 |
1,149 |
17,877 |
-261 |
Jun08 |
061016 |
93.62 |
93.63 |
93.62 |
93.63 |
-0.03 |
124 |
13,399 |
-29 |
Sep08 |
061016 |
93.63 |
93.63 |
93.62 |
93.63 |
-0.04 |
625 |
6,656 |
+621 |
Dec08 |
061016 |
93.63 |
93.63 |
93.62 |
93.63 |
-0.03 |
100 |
2,569 |
-31 |
Mar09 |
061016 |
93.63 |
93.63 |
93.62 |
93.62 |
-0.04 |
210 |
1,881 |
+110 |
Total Volume and Open Interest |
73,197 |
737,852 |
+12,148 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
061016 |
94.27 |
94.28 |
94.25 |
94.26 |
-0.03 |
26,929 |
461,822 |
-12,555 |
Mar07 |
061016 |
94.26 |
94.26 |
94.26 |
94.26 |
-0.03 |
|
|
|
Total Volume and Open Interest |
26,929 |
461,822 |
-12,555 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
061016 |
94.05 |
94.06 |
94.03 |
94.05 |
-0.03 |
109,919 |
668,297 |
-57,731 |
Mar07 |
061016 |
94.05 |
94.05 |
94.05 |
94.05 |
-0.03 |
|
|
|
Total Volume and Open Interest |
109,919 |
668,297 |
-57,731 |
Gold(CMX) |
Oct06 |
061016 |
593.5 |
594.7 |
593.5 |
594.7 |
+5.9 |
8 |
243 |
-5 |
Dec06 |
061016 |
595.8 |
599.5 |
595.0 |
598.5 |
+5.8 |
35,039 |
191,248 |
-2,924 |
Feb07 |
061016 |
602.5 |
605.0 |
601.0 |
604.4 |
+5.8 |
2,219 |
31,294 |
+356 |
Apr07 |
061016 |
610.0 |
610.1 |
610.0 |
610.1 |
+5.8 |
37 |
7,027 |
+0 |
Jun07 |
061016 |
616.0 |
616.0 |
614.5 |
615.8 |
+5.9 |
2,954 |
21,654 |
-2,138 |
Aug07 |
061016 |
619.5 |
621.5 |
619.5 |
621.5 |
+6.0 |
43 |
1,780 |
+22 |
Oct07 |
061016 |
627.0 |
627.0 |
627.0 |
627.0 |
+6.0 |
0 |
11,680 |
+0 |
Dec07 |
061016 |
632.6 |
632.6 |
632.6 |
632.6 |
+6.0 |
5,677 |
30,098 |
-5,273 |
Feb08 |
061016 |
638.1 |
638.1 |
638.1 |
638.1 |
+6.0 |
0 |
2,326 |
+0 |
Apr08 |
061016 |
643.6 |
643.6 |
643.6 |
643.6 |
+6.1 |
0 |
1,165 |
+0 |
Jun08 |
061016 |
649.1 |
649.1 |
649.1 |
649.1 |
+6.1 |
2,500 |
6,235 |
+2,500 |
Aug08 |
061016 |
654.7 |
654.7 |
654.7 |
654.7 |
+6.2 |
|
|
|
Total Volume and Open Interest |
48,677 |
327,580 |
-7,262 |
Silver(CMX) |
Dec06 |
061016 |
1179.0 |
1195.0 |
1177.0 |
1191.0 |
+23.0 |
8,555 |
63,302 |
+833 |
Mar07 |
061016 |
1199.0 |
1214.0 |
1191.0 |
1207.0 |
+23.2 |
548 |
15,801 |
+271 |
May07 |
061016 |
1215.5 |
1215.5 |
1215.5 |
1215.5 |
+23.2 |
12 |
4,028 |
+12 |
Jul07 |
061016 |
1219.0 |
1228.0 |
1219.0 |
1223.9 |
+23.2 |
96 |
8,355 |
-51 |
Sep07 |
061016 |
1230.3 |
1230.3 |
1230.3 |
1230.3 |
+23.2 |
0 |
1,932 |
+0 |
Dec07 |
061016 |
1247.0 |
1247.0 |
1236.0 |
1236.0 |
+23.2 |
193 |
4,737 |
+90 |
Mar08 |
061016 |
586.0 |
586.0 |
586.0 |
586.0 |
+23.2 |
0 |
131 |
+0 |
Total Volume and Open Interest |
9,460 |
103,286 |
+1,168 |
Platinum(NYM) |
Oct06 |
061016 |
1092.0 |
1092.0 |
1087.8 |
1087.8 |
+10.5 |
0 |
33 |
+0 |
Jan07 |
061016 |
1093.0 |
1094.5 |
1085.0 |
1091.3 |
+8.0 |
895 |
6,921 |
+1 |
Apr07 |
061016 |
1095.0 |
1103.0 |
1095.0 |
1096.3 |
+8.0 |
0 |
27 |
+0 |
Jul07 |
061016 |
445.9 |
445.9 |
445.9 |
445.9 |
+8.0 |
0 |
6 |
+0 |
Total Volume and Open Interest |
895 |
6,987 |
+1 |
Palladium(NYME) |
Dec06 |
061016 |
324.00 |
326.00 |
321.50 |
324.55 |
+8.60 |
665 |
11,368 |
-192 |
Mar07 |
061016 |
332.00 |
332.00 |
329.55 |
329.55 |
+8.60 |
0 |
162 |
+0 |
Jun07 |
061016 |
335.05 |
335.05 |
335.05 |
335.05 |
+8.60 |
0 |
32 |
+0 |
Total Volume and Open Interest |
665 |
11,563 |
-192 |
Copper(CMX) |
Dec06 |
061016 |
343.50 |
358.50 |
343.10 |
358.10 |
+16.75 |
5,162 |
50,082 |
+14 |
Mar07 |
061016 |
341.00 |
354.50 |
340.50 |
354.35 |
+15.75 |
310 |
5,914 |
+134 |
May07 |
061016 |
336.25 |
348.95 |
336.25 |
348.95 |
+14.75 |
523 |
1,471 |
+164 |
Jul07 |
061016 |
331.00 |
341.80 |
331.00 |
341.80 |
+13.85 |
140 |
1,407 |
+71 |
Sep07 |
061016 |
328.50 |
334.25 |
328.50 |
334.25 |
+12.95 |
12 |
566 |
-1 |
Total Volume and Open Interest |
6,891 |
69,662 |
+139 |
Aluminum(CMX) |
Oct06 |
061016 |
121.30 |
121.30 |
121.30 |
121.30 |
+2.80 |
4 |
6 |
+2 |
Nov06 |
061016 |
122.25 |
123.00 |
122.00 |
122.00 |
+2.75 |
4 |
133 |
+4 |
Dec06 |
061016 |
122.50 |
122.50 |
122.50 |
122.50 |
+2.55 |
0 |
587 |
+0 |
Jan07 |
061016 |
121.35 |
121.35 |
121.35 |
121.35 |
+2.35 |
0 |
10 |
+0 |
Feb07 |
061016 |
120.40 |
120.40 |
120.40 |
120.40 |
+2.15 |
|
|
|
Mar07 |
061016 |
119.45 |
119.45 |
119.45 |
119.45 |
+1.95 |
|
|
|
Total Volume and Open Interest |
9 |
793 |
+7 |
DJIA Index(CBOT) |
Dec06 |
061016 |
12026 |
12050 |
11995 |
12032 |
+12 |
2,911 |
61,851 |
-379 |
Mar07 |
061016 |
12090 |
12115 |
12090 |
12115 |
+12 |
12 |
83 |
+2 |
Jun07 |
061016 |
12230 |
12230 |
12202 |
12202 |
+12 |
|
|
|
Sep07 |
061016 |
12287 |
12287 |
12287 |
12287 |
+12 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,923 |
61,936 |
-377 |
S & P 500(CME) |
Dec06 |
061016 |
1372.60 |
1378.10 |
1371.70 |
1376.10 |
+2.50 |
22,284 |
598,090 |
-170 |
Mar07 |
061016 |
1383.70 |
1388.00 |
1383.70 |
1387.70 |
+2.50 |
3,420 |
5,699 |
+2,603 |
Jun07 |
061016 |
1399.60 |
1399.60 |
1399.60 |
1399.60 |
+2.50 |
0 |
4,686 |
+0 |
Sep07 |
061016 |
1411.90 |
1411.90 |
1411.90 |
1411.90 |
+2.50 |
0 |
1,493 |
+0 |
Total Volume and Open Interest |
25,709 |
610,259 |
+2,438 |
S & P 500 E-Mini(Globex) |
Dec06 |
061016 |
1373.25 |
1378.25 |
1371.50 |
1376.00 |
+2.50 |
842,535 |
1,541,982 |
-85 |
Mar07 |
061016 |
1384.50 |
1389.50 |
1383.75 |
1387.75 |
+2.50 |
3,165 |
6,828 |
+2,526 |
Total Volume and Open Interest |
845,700 |
1,548,810 |
+2,441 |
NASDAQ 100(CME) |
Dec06 |
061016 |
1740.50 |
1748.00 |
1739.00 |
1741.30 |
+2.00 |
3,492 |
54,121 |
+1,067 |
Mar07 |
061016 |
1762.30 |
1762.30 |
1762.30 |
1762.30 |
+3.00 |
5 |
5 |
+0 |
Jun07 |
061016 |
1780.30 |
1780.30 |
1780.30 |
1780.30 |
+3.00 |
5 |
5 |
+0 |
Total Volume and Open Interest |
3,502 |
54,131 |
+1,067 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
061016 |
1739.00 |
1748.00 |
1735.80 |
1741.30 |
+2.00 |
245,854 |
511,085 |
+1,113 |
Mar07 |
061016 |
1760.00 |
1768.00 |
1760.00 |
1762.30 |
+3.00 |
66 |
248 |
+13 |
Total Volume and Open Interest |
245,920 |
511,333 |
+1,126 |
S & P Midcap 400(CME) |
Dec06 |
061016 |
791.00 |
796.25 |
790.50 |
795.30 |
+4.30 |
99 |
8,314 |
+44 |
Mar07 |
061016 |
802.30 |
802.30 |
802.30 |
802.30 |
+4.30 |
|
|
|
Jun07 |
061016 |
809.30 |
809.30 |
809.30 |
809.30 |
+4.30 |
|
|
|
Total Volume and Open Interest |
99 |
8,314 |
+44 |
Russell 2000(CME) |
Dec06 |
061016 |
768.50 |
775.00 |
767.10 |
773.70 |
+4.50 |
2,198 |
34,350 |
-29 |
Mar07 |
061016 |
780.50 |
780.50 |
780.20 |
780.20 |
+4.50 |
0 |
34 |
+0 |
Jun07 |
061016 |
786.70 |
786.70 |
786.70 |
786.70 |
+4.50 |
|
|
|
Total Volume and Open Interest |
2,199 |
34,389 |
-28 |
Russell 2000 E-Mini(Globex) |
Dec06 |
061016 |
769.80 |
775.60 |
766.70 |
773.70 |
+4.50 |
171,908 |
421,953 |
-369 |
Mar07 |
061016 |
773.90 |
782.10 |
773.90 |
780.20 |
+4.50 |
184 |
296 |
+55 |
Total Volume and Open Interest |
172,092 |
422,249 |
-314 |
Value Line(KCBT) |
Dec06 |
061016 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec06 |
061016 |
16720 |
16720 |
16660 |
16685 |
+65 |
|
|
|
Mar07 |
061016 |
16710 |
16725 |
16710 |
16710 |
+65 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Dec06 |
061016 |
16630 |
16750 |
16620 |
16695 |
+140 |
45,153 |
246,327 |
+5,680 |
Mar07 |
061016 |
16700 |
16740 |
16700 |
16710 |
+155 |
41 |
23 |
+0 |
Jun07 |
061016 |
16655 |
16655 |
16655 |
16655 |
+155 |
0 |
1 |
+0 |
Total Volume and Open Interest |
45,194 |
246,605 |
+5,680 |
CAC 40(EURONEXT) |
Oct06 |
061016 |
5376.0 |
5376.0 |
5345.5 |
5360.0 |
+4.0 |
62,542 |
506,222 |
-2,198 |
Nov06 |
061016 |
5384.0 |
5386.5 |
5359.0 |
5372.5 |
+4.0 |
2,280 |
7,973 |
+2,155 |
Dec06 |
061016 |
5378.0 |
5383.0 |
5361.5 |
5374.0 |
+4.0 |
1,178 |
79,855 |
+532 |
Total Volume and Open Interest |
66,000 |
594,348 |
+489 |
Hang Seng Index(HKFE) |
Oct06 |
061016 |
18060 |
18081 |
17975 |
18020 |
+22 |
32,228 |
119,510 |
+262 |
Nov06 |
061016 |
18063 |
18080 |
17980 |
18016 |
+24 |
729 |
4,018 |
+262 |
Dec06 |
061016 |
18128 |
18128 |
18030 |
18060 |
+21 |
23 |
1,591 |
-4 |
Total Volume and Open Interest |
32,989 |
125,504 |
+527 |
DAX(EUREX) |
Dec06 |
061016 |
6228.0 |
6233.5 |
6197.5 |
6219.5 |
+11.0 |
119,314 |
218,761 |
+3,513 |
Mar07 |
061016 |
6287.5 |
6287.5 |
6258.0 |
6277.5 |
+11.5 |
235 |
7,255 |
+108 |
Jun07 |
061016 |
6342.5 |
6350.5 |
6328.0 |
6338.0 |
+11.5 |
272 |
2,051 |
-4 |
Total Volume and Open Interest |
119,821 |
228,067 |
+3,617 |
FT-SE 100(EURONEXT) |
Dec06 |
061016 |
6182.00 |
6207.50 |
6171.00 |
6203.00 |
+26.00 |
62,387 |
500,606 |
-5,377 |
Mar07 |
061016 |
6200.00 |
6222.00 |
6200.00 |
6222.00 |
+26.00 |
134 |
2,802 |
+68 |
Jun07 |
061016 |
6240.50 |
6240.50 |
6240.50 |
6240.50 |
+24.50 |
0 |
1,751 |
+0 |
Total Volume and Open Interest |
62,521 |
505,662 |
-5,309 |
SPI 200(SFE) |
Dec06 |
061016 |
5324.0 |
5332.0 |
5302.0 |
5331.0 |
+28.0 |
10,014 |
270,423 |
+361 |
Mar07 |
061016 |
5325.0 |
5341.0 |
5325.0 |
5341.0 |
+28.0 |
30 |
3,031 |
-30 |
Jun07 |
061016 |
5371.0 |
5371.0 |
5371.0 |
5371.0 |
+29.0 |
7 |
2,506 |
-3 |
Total Volume and Open Interest |
10,235 |
278,627 |
+469 |
GSCI(CME) |
Nov06 |
061016 |
435.30 |
445.50 |
435.20 |
445.50 |
+10.90 |
1,126 |
18,502 |
+599 |
Dec06 |
061016 |
453.50 |
453.50 |
453.50 |
453.50 |
+8.50 |
1 |
1 |
+1 |
Jan07 |
061016 |
457.00 |
457.00 |
457.00 |
457.00 |
|
|
|
|
Reuters CRB Index(NYBOT) |
Nov06 |
061016 |
380.50 |
385.00 |
380.50 |
385.00 |
+6.00 |
15 |
316 |
-1 |
Jan07 |
061016 |
385.50 |
388.50 |
385.50 |
388.50 |
+6.50 |
0 |
422 |
+0 |
Feb07 |
061016 |
389.00 |
389.00 |
389.00 |
389.00 |
+7.00 |
0 |
7 |
+0 |
Total Volume and Open Interest |
15 |
948 |
-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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