 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri November 10, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Nov06 |
061110 |
659.00 |
659.00 |
649.50 |
651.25 |
-6.25 |
7,464 |
5,252 |
-1,339 |
Jan07 |
061110 |
671.50 |
671.50 |
660.00 |
662.50 |
-7.00 |
45,664 |
217,048 |
-6,297 |
Mar07 |
061110 |
681.50 |
682.00 |
672.50 |
674.50 |
-6.75 |
10,389 |
53,724 |
+2,144 |
May07 |
061110 |
690.00 |
690.00 |
679.50 |
681.75 |
-7.25 |
4,530 |
30,769 |
+373 |
Jul07 |
061110 |
696.00 |
697.00 |
687.00 |
690.50 |
-6.00 |
5,258 |
28,290 |
+741 |
Aug07 |
061110 |
699.00 |
699.00 |
693.00 |
694.50 |
-5.00 |
510 |
1,083 |
+121 |
Sep07 |
061110 |
695.00 |
695.00 |
695.00 |
695.00 |
-5.00 |
132 |
397 |
+64 |
Total Volume and Open Interest |
80,388 |
387,656 |
-3,232 |
Soybean Meal(CBOT) |
Dec06 |
061110 |
197.00 |
197.70 |
194.30 |
195.50 |
-2.80 |
16,509 |
73,509 |
-1,013 |
Jan07 |
061110 |
198.80 |
198.80 |
195.30 |
196.70 |
-2.70 |
10,697 |
29,174 |
+2,832 |
Mar07 |
061110 |
201.00 |
201.00 |
198.00 |
198.80 |
-3.10 |
7,305 |
31,975 |
+1,028 |
May07 |
061110 |
202.00 |
202.30 |
199.40 |
200.10 |
-3.00 |
5,852 |
29,379 |
-809 |
Jul07 |
061110 |
204.00 |
204.40 |
201.50 |
201.90 |
-3.30 |
2,679 |
31,370 |
+140 |
Aug07 |
061110 |
205.50 |
205.70 |
202.70 |
203.10 |
-2.90 |
387 |
7,501 |
+17 |
Sep07 |
061110 |
206.00 |
206.50 |
203.80 |
204.00 |
-2.80 |
196 |
4,860 |
+40 |
Oct07 |
061110 |
206.50 |
207.00 |
203.50 |
203.80 |
-2.20 |
14 |
3,001 |
+7 |
Total Volume and Open Interest |
45,002 |
220,019 |
+2,328 |
Soybean Oil(CBOT) |
Dec06 |
061110 |
27.85 |
27.92 |
27.48 |
27.69 |
-0.02 |
10,306 |
56,535 |
-2,790 |
Jan07 |
061110 |
28.20 |
28.32 |
27.87 |
28.07 |
-0.02 |
14,373 |
91,771 |
+3,637 |
Mar07 |
061110 |
28.57 |
28.63 |
28.20 |
28.46 |
+0.02 |
6,648 |
32,728 |
+977 |
May07 |
061110 |
28.65 |
28.80 |
28.43 |
28.71 |
+0.08 |
3,097 |
34,949 |
+410 |
Jul07 |
061110 |
29.05 |
29.12 |
28.72 |
29.00 |
+0.12 |
2,061 |
22,040 |
-180 |
Aug07 |
061110 |
28.95 |
29.10 |
28.95 |
29.05 |
+0.13 |
197 |
4,351 |
-60 |
Sep07 |
061110 |
29.10 |
29.10 |
29.10 |
29.10 |
+0.15 |
123 |
2,217 |
-40 |
Oct07 |
061110 |
29.20 |
29.20 |
29.17 |
29.17 |
+0.13 |
27 |
3,148 |
+0 |
Total Volume and Open Interest |
38,216 |
269,994 |
+2,406 |
Canola(WCE) |
Nov06 |
061110 |
338.9 |
338.9 |
338.9 |
338.9 |
-1.1 |
2 |
77 |
-27 |
Jan07 |
061110 |
347.3 |
348.4 |
345.3 |
347.1 |
-1.1 |
4,751 |
59,154 |
+62 |
Mar07 |
061110 |
355.0 |
355.2 |
353.1 |
355.0 |
-1.5 |
425 |
7,750 |
-1 |
May07 |
061110 |
359.5 |
361.1 |
358.6 |
361.0 |
+0.4 |
15 |
3,521 |
-4 |
Jul07 |
061110 |
365.0 |
366.1 |
362.6 |
366.1 |
-1.5 |
20 |
8,595 |
+12 |
Total Volume and Open Interest |
5,476 |
87,329 |
+99 |
Corn(CBOT) |
Dec06 |
061110 |
348.50 |
348.50 |
342.25 |
343.25 |
-6.75 |
105,216 |
342,283 |
-33,032 |
Mar07 |
061110 |
363.50 |
364.00 |
358.25 |
359.50 |
-6.50 |
81,482 |
428,901 |
+27,217 |
May07 |
061110 |
370.00 |
370.00 |
365.00 |
365.25 |
-7.00 |
7,844 |
71,712 |
+2,034 |
Jul07 |
061110 |
375.00 |
375.25 |
369.25 |
370.00 |
-7.25 |
15,595 |
181,310 |
+2,180 |
Sep07 |
061110 |
358.00 |
359.00 |
355.00 |
356.00 |
-5.50 |
2,118 |
35,129 |
+477 |
Dec07 |
061110 |
347.00 |
348.50 |
343.00 |
344.75 |
-3.50 |
22,139 |
239,075 |
-1,122 |
Total Volume and Open Interest |
238,564 |
1,402,626 |
-2,722 |
Wheat(CBOT) |
Dec06 |
061110 |
489.00 |
489.50 |
478.00 |
480.50 |
-7.50 |
42,124 |
127,285 |
-19,914 |
Mar07 |
061110 |
508.00 |
508.50 |
498.50 |
501.00 |
-7.50 |
37,299 |
159,951 |
+14,517 |
May07 |
061110 |
500.00 |
502.00 |
494.00 |
497.00 |
-4.50 |
1,745 |
11,037 |
+711 |
Jul07 |
061110 |
470.00 |
473.00 |
465.00 |
467.00 |
-6.50 |
7,181 |
69,704 |
-434 |
Sep07 |
061110 |
468.00 |
468.00 |
467.00 |
467.00 |
-6.50 |
415 |
2,811 |
+224 |
Total Volume and Open Interest |
92,505 |
444,777 |
-3,893 |
Wheat(KCBT) |
Dec06 |
061110 |
514.00 |
514.00 |
506.00 |
508.75 |
-6.00 |
13,476 |
44,766 |
-3,925 |
Mar07 |
061110 |
528.00 |
529.50 |
520.00 |
524.25 |
-5.75 |
10,921 |
45,674 |
+1,244 |
May07 |
061110 |
524.00 |
525.00 |
516.00 |
517.00 |
-6.25 |
351 |
2,376 |
+54 |
Jul07 |
061110 |
485.00 |
487.50 |
483.00 |
486.75 |
+1.75 |
3,177 |
26,967 |
-182 |
Sep07 |
061110 |
485.50 |
487.50 |
484.00 |
486.00 |
+0.50 |
254 |
2,944 |
+59 |
Total Volume and Open Interest |
28,239 |
131,849 |
-3,087 |
Wheat(MGE) |
Dec06 |
061110 |
500.00 |
500.50 |
493.00 |
497.25 |
-3.75 |
3,537 |
15,287 |
-682 |
Mar07 |
061110 |
515.25 |
515.25 |
508.00 |
511.00 |
-6.00 |
3,520 |
21,256 |
+587 |
May07 |
061110 |
520.00 |
520.00 |
514.00 |
514.00 |
-5.00 |
523 |
1,830 |
-137 |
Jul07 |
061110 |
500.00 |
500.00 |
495.00 |
497.00 |
-7.00 |
188 |
1,139 |
-98 |
Sep07 |
061110 |
480.00 |
484.00 |
480.00 |
481.75 |
-6.25 |
409 |
3,285 |
-2 |
Total Volume and Open Interest |
8,252 |
50,285 |
-316 |
Oats(CBOT) |
Dec06 |
061110 |
264.50 |
265.00 |
258.00 |
260.25 |
-6.75 |
509 |
7,877 |
-24 |
Mar07 |
061110 |
275.25 |
275.25 |
268.25 |
270.50 |
-7.00 |
534 |
6,024 |
+62 |
May07 |
061110 |
273.00 |
273.00 |
270.00 |
272.00 |
-5.00 |
58 |
275 |
+10 |
Jul07 |
061110 |
275.00 |
275.00 |
269.00 |
272.00 |
-5.00 |
34 |
319 |
+4 |
Total Volume and Open Interest |
1,281 |
15,387 |
+93 |
Rough Rice(CBOT) |
Nov06 |
061110 |
9.72 |
9.75 |
9.72 |
9.75 |
unch |
40 |
60 |
-42 |
Jan07 |
061110 |
9.81 |
9.95 |
9.80 |
9.95 |
+0.14 |
729 |
8,665 |
-43 |
Mar07 |
061110 |
10.07 |
10.20 |
10.07 |
10.20 |
+0.13 |
189 |
3,204 |
+46 |
May07 |
061110 |
10.43 |
10.43 |
10.43 |
10.43 |
+0.13 |
44 |
1,128 |
+0 |
Total Volume and Open Interest |
1,079 |
14,449 |
+16 |
Live Cattle(CME) |
Dec06 |
061110 |
85.950 |
86.475 |
85.600 |
85.700 |
-0.175 |
26,631 |
65,306 |
-10,073 |
Feb07 |
061110 |
89.150 |
89.500 |
88.650 |
88.750 |
-0.350 |
25,957 |
85,613 |
+12,496 |
Apr07 |
061110 |
89.700 |
90.100 |
89.350 |
89.475 |
-0.275 |
3,073 |
26,223 |
+482 |
Jun07 |
061110 |
86.175 |
86.550 |
85.950 |
85.975 |
-0.200 |
1,792 |
14,533 |
+534 |
Aug07 |
061110 |
85.000 |
85.200 |
84.750 |
84.750 |
-0.300 |
891 |
6,420 |
+212 |
Oct07 |
061110 |
87.600 |
87.600 |
87.000 |
87.025 |
-0.275 |
319 |
3,226 |
+156 |
Total Volume and Open Interest |
58,826 |
203,454 |
+3,886 |
Feeder Cattle(CME) |
Nov06 |
061110 |
100.500 |
100.650 |
98.500 |
98.800 |
-1.675 |
1,211 |
2,711 |
-318 |
Jan07 |
061110 |
96.500 |
97.475 |
95.425 |
95.700 |
-0.675 |
3,654 |
14,450 |
+99 |
Mar07 |
061110 |
95.500 |
95.925 |
94.300 |
94.775 |
-0.425 |
1,540 |
3,719 |
+261 |
Apr07 |
061110 |
95.500 |
96.300 |
94.800 |
95.100 |
+0.100 |
184 |
1,100 |
+55 |
May07 |
061110 |
95.950 |
96.450 |
95.250 |
95.300 |
+0.050 |
301 |
2,707 |
+46 |
Aug07 |
061110 |
99.650 |
100.000 |
99.000 |
99.000 |
-0.450 |
181 |
753 |
+49 |
Sep07 |
061110 |
99.400 |
99.650 |
99.400 |
99.400 |
+0.400 |
32 |
803 |
+4 |
Total Volume and Open Interest |
7,109 |
26,253 |
+202 |
Lean Hogs(CME) |
Dec06 |
061110 |
64.000 |
64.200 |
62.900 |
62.975 |
-1.725 |
23,249 |
58,855 |
-10,016 |
Feb07 |
061110 |
67.200 |
67.200 |
66.175 |
66.750 |
-1.150 |
20,076 |
71,147 |
+7,799 |
Apr07 |
061110 |
68.950 |
69.000 |
68.100 |
68.750 |
-0.775 |
3,424 |
30,346 |
+237 |
May07 |
061110 |
72.000 |
72.000 |
71.150 |
71.975 |
-0.775 |
131 |
2,606 |
+50 |
Jun07 |
061110 |
74.100 |
74.100 |
73.200 |
74.000 |
-0.650 |
966 |
15,822 |
-65 |
Jul07 |
061110 |
72.000 |
72.000 |
71.200 |
71.500 |
-1.025 |
538 |
3,786 |
+418 |
Aug07 |
061110 |
70.125 |
70.125 |
68.800 |
69.400 |
-1.100 |
747 |
3,401 |
+266 |
Oct07 |
061110 |
63.850 |
63.850 |
62.250 |
62.900 |
-1.350 |
287 |
2,713 |
+141 |
Total Volume and Open Interest |
49,536 |
189,500 |
-1,137 |
Pork Bellies(CME) |
Feb07 |
061110 |
90.800 |
90.800 |
88.750 |
88.825 |
-1.850 |
121 |
832 |
-32 |
Mar07 |
061110 |
89.900 |
89.950 |
88.750 |
88.750 |
-1.900 |
0 |
61 |
+0 |
May07 |
061110 |
91.250 |
91.250 |
90.750 |
90.750 |
-0.550 |
0 |
13 |
+0 |
Jul07 |
061110 |
92.525 |
92.525 |
91.750 |
91.750 |
-0.775 |
0 |
2 |
+0 |
Aug07 |
061110 |
92.000 |
92.000 |
92.000 |
92.000 |
-1.000 |
0 |
1 |
+0 |
Total Volume and Open Interest |
121 |
909 |
-32 |
Class III Milk(CME) |
Nov06 |
061110 |
12.70 |
12.75 |
12.70 |
12.75 |
unch |
151 |
3,533 |
-108 |
Dec06 |
061110 |
13.52 |
13.90 |
13.52 |
13.87 |
+0.39 |
225 |
3,884 |
-1 |
Jan07 |
061110 |
13.65 |
14.15 |
13.60 |
14.02 |
+0.42 |
163 |
2,486 |
-18 |
Feb07 |
061110 |
13.65 |
14.10 |
13.60 |
14.02 |
+0.27 |
76 |
2,232 |
+25 |
Mar07 |
061110 |
13.70 |
14.10 |
13.70 |
14.02 |
+0.22 |
64 |
2,089 |
+31 |
Total Volume and Open Interest |
1,080 |
27,380 |
+75 |
Cocoa(NYBOT) |
Dec06 |
061110 |
1518 |
1539 |
1505 |
1509 |
-21 |
8,523 |
29,058 |
-5,324 |
Mar07 |
061110 |
1552 |
1575 |
1545 |
1548 |
-19 |
9,632 |
58,314 |
+1,746 |
May07 |
061110 |
1575 |
1597 |
1569 |
1569 |
-19 |
1,081 |
14,632 |
-84 |
Jul07 |
061110 |
1597 |
1608 |
1589 |
1589 |
-19 |
104 |
7,195 |
+0 |
Sep07 |
061110 |
1622 |
1622 |
1609 |
1609 |
-19 |
30 |
12,175 |
+2 |
Dec07 |
061110 |
1640 |
1649 |
1634 |
1634 |
-19 |
10 |
10,735 |
+10 |
Mar08 |
061110 |
1662 |
1662 |
1662 |
1662 |
-18 |
5 |
2,951 |
-5 |
Total Volume and Open Interest |
19,385 |
138,649 |
-3,655 |
Coffee "C"(NYBOT) |
Dec06 |
061110 |
118.50 |
118.85 |
115.60 |
115.85 |
-3.35 |
21,530 |
45,690 |
-4,668 |
Mar07 |
061110 |
123.00 |
123.25 |
119.80 |
120.05 |
-3.25 |
15,321 |
53,787 |
+4,198 |
May07 |
061110 |
125.20 |
125.40 |
122.70 |
122.70 |
-3.20 |
1,725 |
7,584 |
+194 |
Jul07 |
061110 |
127.60 |
127.80 |
125.15 |
125.15 |
-3.15 |
609 |
3,448 |
+183 |
Sep07 |
061110 |
130.00 |
130.10 |
127.55 |
127.55 |
-3.15 |
139 |
2,582 |
-9 |
Dec07 |
061110 |
132.50 |
133.00 |
130.30 |
130.30 |
-3.15 |
169 |
1,968 |
+57 |
Total Volume and Open Interest |
40,436 |
122,680 |
-111 |
Orange Juice(NYBOT) |
Nov06 |
061108 |
196.50 |
197.00 |
196.50 |
196.55 |
+0.35 |
258 |
756 |
-784 |
Jan07 |
061110 |
196.50 |
196.50 |
193.50 |
194.65 |
-1.05 |
2,173 |
20,962 |
-915 |
Mar07 |
061110 |
196.00 |
196.00 |
194.20 |
195.35 |
-1.25 |
393 |
5,365 |
+140 |
May07 |
061110 |
193.00 |
194.15 |
193.00 |
194.15 |
-0.95 |
45 |
1,443 |
+45 |
Jul07 |
061110 |
193.15 |
193.15 |
193.15 |
193.15 |
-1.20 |
2 |
208 |
-2 |
Total Volume and Open Interest |
2,668 |
29,038 |
-1,321 |
Sugar #11(NYBOT) |
Mar07 |
061110 |
12.12 |
12.33 |
11.80 |
11.85 |
-0.33 |
41,468 |
261,640 |
+7 |
May07 |
061110 |
12.40 |
12.47 |
11.90 |
11.94 |
-0.32 |
8,102 |
70,339 |
+399 |
Jul07 |
061110 |
12.35 |
12.35 |
11.83 |
11.91 |
-0.31 |
7,800 |
65,784 |
+910 |
Oct07 |
061110 |
12.42 |
12.43 |
11.98 |
12.06 |
-0.32 |
3,257 |
44,962 |
+1,524 |
Mar08 |
061110 |
12.72 |
12.76 |
12.40 |
12.41 |
-0.31 |
2,302 |
34,382 |
+1,174 |
Total Volume and Open Interest |
64,701 |
501,829 |
+4,511 |
Sugar #14(NYBOT) |
Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
Jan07 |
061110 |
19.50 |
19.60 |
19.50 |
19.59 |
+0.05 |
44 |
2,193 |
+19 |
Mar07 |
061110 |
19.60 |
19.60 |
19.55 |
19.60 |
-0.06 |
29 |
2,733 |
+1 |
May07 |
061110 |
19.65 |
19.65 |
19.65 |
19.65 |
-0.03 |
9 |
2,474 |
+9 |
Jul07 |
061110 |
19.95 |
19.95 |
19.91 |
19.91 |
-0.09 |
7 |
1,979 |
-5 |
Total Volume and Open Interest |
106 |
12,299 |
+29 |
London Cocoa(LCE) |
Dec06 |
061110 |
856 |
857 |
841 |
844 |
-13 |
6,125 |
77,152 |
-136 |
Mar07 |
061110 |
874 |
875 |
859 |
862 |
-12 |
4,640 |
54,253 |
+533 |
May07 |
061110 |
874 |
884 |
869 |
871 |
-12 |
3,869 |
22,640 |
+649 |
Jul07 |
061110 |
888 |
892 |
880 |
880 |
-13 |
43 |
15,623 |
-13 |
Sep07 |
061110 |
898 |
899 |
889 |
889 |
-14 |
291 |
12,993 |
+160 |
Dec07 |
061110 |
901 |
907 |
899 |
899 |
-14 |
558 |
13,579 |
+160 |
Mar08 |
061110 |
909 |
909 |
909 |
909 |
-16 |
0 |
4,247 |
+0 |
Total Volume and Open Interest |
15,537 |
202,124 |
+1,363 |
London Coffee(LCE) |
Nov06 |
061110 |
1623.00 |
1623.00 |
1579.00 |
1579.00 |
-37.00 |
441 |
4,750 |
-378 |
Jan07 |
061110 |
1645.00 |
1649.00 |
1595.00 |
1601.00 |
-37.00 |
7,990 |
69,580 |
+78 |
Mar07 |
061110 |
1646.00 |
1647.00 |
1595.00 |
1600.00 |
-38.00 |
3,565 |
34,452 |
-15 |
May07 |
061110 |
1648.00 |
1648.00 |
1596.00 |
1602.00 |
-37.00 |
3,047 |
9,322 |
+793 |
Jul07 |
061110 |
1640.00 |
1641.00 |
1596.00 |
1601.00 |
-35.00 |
303 |
3,546 |
+105 |
Sep07 |
061110 |
1635.00 |
1635.00 |
1595.00 |
1595.00 |
-34.00 |
251 |
5,262 |
+139 |
Total Volume and Open Interest |
15,791 |
129,942 |
+837 |
London Sugar(LCE) |
Dec06 |
061110 |
402.00 |
413.20 |
402.00 |
412.60 |
+10.60 |
4,182 |
12,729 |
+266 |
Mar07 |
061110 |
376.50 |
379.50 |
366.00 |
369.70 |
-6.50 |
3,828 |
27,922 |
+81 |
May07 |
061110 |
375.60 |
376.50 |
364.00 |
367.70 |
-4.70 |
469 |
9,307 |
+36 |
Aug07 |
061110 |
367.00 |
369.00 |
360.80 |
362.50 |
-3.50 |
144 |
3,960 |
+11 |
Oct07 |
061110 |
361.30 |
361.30 |
354.30 |
357.50 |
-2.70 |
103 |
2,104 |
+30 |
Total Volume and Open Interest |
8,769 |
58,385 |
+454 |
Cotton(NYBOT) |
Dec06 |
061110 |
50.00 |
50.10 |
49.00 |
49.09 |
-0.74 |
20,711 |
67,616 |
-8,270 |
Mar07 |
061110 |
53.85 |
53.89 |
53.00 |
53.13 |
-0.76 |
19,077 |
78,706 |
+6,004 |
May07 |
061110 |
55.10 |
55.15 |
54.35 |
54.50 |
-0.70 |
1,254 |
10,820 |
+520 |
Jul07 |
061110 |
56.25 |
56.25 |
55.50 |
55.65 |
-0.60 |
121 |
8,037 |
+17 |
Oct07 |
061110 |
57.30 |
57.30 |
57.30 |
57.30 |
-0.70 |
0 |
104 |
+0 |
Dec07 |
061110 |
59.20 |
59.20 |
58.40 |
58.45 |
-0.75 |
323 |
12,194 |
+10 |
Total Volume and Open Interest |
41,497 |
178,939 |
-1,714 |
Lumber(CME) |
Nov06 |
061110 |
234.5 |
235.6 |
233.7 |
233.9 |
+0.4 |
225 |
621 |
-118 |
Jan07 |
061110 |
262.8 |
264.7 |
260.8 |
263.1 |
+0.3 |
385 |
4,716 |
+61 |
Mar07 |
061110 |
281.9 |
284.0 |
280.2 |
283.5 |
+2.5 |
98 |
658 |
+37 |
May07 |
061110 |
288.5 |
292.0 |
288.5 |
292.0 |
+1.5 |
50 |
77 |
+34 |
Total Volume and Open Interest |
758 |
6,086 |
+14 |
Crude Oil(NYM) |
Dec06 |
061110 |
60.55 |
60.70 |
59.45 |
59.59 |
-1.57 |
230,433 |
200,643 |
-23,556 |
Jan07 |
061110 |
62.50 |
62.60 |
61.40 |
61.54 |
-1.52 |
119,962 |
236,705 |
+22,433 |
Feb07 |
061110 |
63.75 |
63.85 |
62.85 |
62.88 |
-1.45 |
30,885 |
68,467 |
+4,675 |
Mar07 |
061110 |
64.65 |
64.75 |
63.83 |
63.83 |
-1.42 |
12,364 |
52,799 |
+2,023 |
Apr07 |
061110 |
65.45 |
65.45 |
64.55 |
64.55 |
-1.39 |
6,446 |
39,851 |
+1,230 |
May07 |
061110 |
65.14 |
65.14 |
65.14 |
65.14 |
-1.38 |
3,708 |
35,908 |
+838 |
Jun07 |
061110 |
66.50 |
66.50 |
65.62 |
65.62 |
-1.37 |
16,154 |
72,884 |
+774 |
Jul07 |
061110 |
66.03 |
66.03 |
66.03 |
66.03 |
-1.37 |
10,187 |
19,369 |
+3,647 |
Aug07 |
061110 |
66.37 |
66.37 |
66.37 |
66.37 |
-1.37 |
1,345 |
16,184 |
+271 |
Sep07 |
061110 |
66.66 |
66.66 |
66.66 |
66.66 |
-1.36 |
1,792 |
21,594 |
-1,143 |
Oct07 |
061110 |
66.91 |
66.91 |
66.91 |
66.91 |
-1.36 |
1,744 |
13,025 |
+297 |
Nov07 |
061110 |
67.12 |
67.12 |
67.12 |
67.12 |
-1.36 |
1,333 |
13,577 |
+317 |
Dec07 |
061110 |
68.20 |
68.20 |
67.30 |
67.30 |
-1.35 |
24,580 |
119,693 |
+5,438 |
Jan08 |
061110 |
67.44 |
67.44 |
67.44 |
67.44 |
-1.34 |
1,910 |
14,046 |
+1,044 |
Feb08 |
061110 |
67.55 |
67.55 |
67.55 |
67.55 |
-1.33 |
5,635 |
9,491 |
-3,777 |
Mar08 |
061110 |
67.63 |
67.63 |
67.63 |
67.63 |
-1.32 |
5,250 |
17,416 |
+4,097 |
Total Volume and Open Interest |
497,904 |
1,206,156 |
+27,219 |
Heating Oil(NYM) |
Dec06 |
061110 |
173.40 |
173.50 |
169.50 |
169.66 |
-4.90 |
29,922 |
60,774 |
-5,760 |
Jan07 |
061110 |
178.70 |
178.70 |
175.00 |
175.33 |
-4.63 |
19,078 |
58,100 |
+2,200 |
Feb07 |
061110 |
181.00 |
181.00 |
178.00 |
178.18 |
-4.53 |
2,624 |
25,115 |
+464 |
Mar07 |
061110 |
182.00 |
182.25 |
179.13 |
179.13 |
-4.23 |
1,304 |
15,004 |
+192 |
Apr07 |
061110 |
182.10 |
182.10 |
179.03 |
179.03 |
-4.13 |
737 |
11,380 |
+327 |
May07 |
061110 |
182.50 |
182.50 |
178.93 |
178.93 |
-3.98 |
889 |
5,547 |
+151 |
Jun07 |
061110 |
181.00 |
181.00 |
179.23 |
179.23 |
-3.78 |
1,288 |
20,201 |
+207 |
Jul07 |
061110 |
183.50 |
183.50 |
180.33 |
180.33 |
-3.68 |
153 |
2,854 |
+4 |
Aug07 |
061110 |
184.25 |
184.50 |
182.08 |
182.08 |
-3.63 |
0 |
2,972 |
+2 |
Sep07 |
061110 |
187.00 |
187.00 |
184.33 |
184.33 |
-3.58 |
0 |
4,968 |
+0 |
Oct07 |
061110 |
186.83 |
186.83 |
186.83 |
186.83 |
-3.53 |
0 |
1,513 |
+0 |
Nov07 |
061110 |
192.00 |
192.00 |
189.68 |
189.68 |
-3.43 |
1 |
765 |
+1 |
Total Volume and Open Interest |
56,094 |
221,434 |
-2,175 |
Unleaded Gas(NYM) |
Dec06 |
061110 |
158.00 |
158.00 |
155.00 |
156.27 |
-3.83 |
1,564 |
8,116 |
-212 |
Jan07 |
061110 |
159.50 |
160.00 |
158.27 |
158.27 |
-1.98 |
413 |
4,656 |
+30 |
Total Volume and Open Interest |
1,977 |
12,772 |
-182 |
RBOB Gasoline(NYMEX) |
Dec06 |
061110 |
160.00 |
160.13 |
155.48 |
156.56 |
-3.54 |
23,637 |
37,923 |
-2,914 |
Jan07 |
061110 |
163.58 |
163.58 |
159.25 |
160.31 |
-3.30 |
13,706 |
34,077 |
+1,723 |
Feb07 |
061110 |
165.70 |
166.50 |
162.50 |
163.91 |
-2.19 |
2,181 |
5,532 |
+343 |
Mar07 |
061110 |
168.40 |
168.50 |
166.20 |
167.51 |
-2.30 |
827 |
6,817 |
+37 |
Apr07 |
061110 |
182.56 |
182.56 |
182.56 |
182.56 |
-2.44 |
1,185 |
6,862 |
+350 |
May07 |
061110 |
185.36 |
185.36 |
185.36 |
185.36 |
-3.06 |
301 |
7,728 |
+47 |
Jun07 |
061110 |
187.61 |
187.61 |
187.61 |
187.61 |
-3.24 |
132 |
4,039 |
+78 |
Jul07 |
061110 |
189.01 |
189.01 |
189.01 |
189.01 |
-2.99 |
87 |
2,118 |
+77 |
Aug07 |
061110 |
189.36 |
189.36 |
189.36 |
189.36 |
-3.11 |
16 |
1,376 |
+1 |
Sep07 |
061110 |
188.71 |
188.71 |
188.71 |
188.71 |
-3.11 |
43 |
5,243 |
+36 |
Total Volume and Open Interest |
42,123 |
112,657 |
-219 |
e-MiNY RBOB Gasoline(NYMEX) |
Dec06 |
061030 |
148.00 |
148.00 |
148.00 |
148.00 |
-9.33 |
|
|
|
Jan07 |
061110 |
160.31 |
160.31 |
160.31 |
160.31 |
-3.56 |
|
|
|
Feb07 |
061110 |
163.91 |
163.91 |
163.91 |
163.91 |
-3.26 |
|
|
|
Mar07 |
061110 |
167.51 |
167.51 |
167.51 |
167.51 |
-3.06 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Dec06 |
061110 |
7.790 |
7.840 |
7.700 |
7.794 |
-0.161 |
51,738 |
63,743 |
-4,124 |
Jan07 |
061110 |
8.250 |
8.350 |
8.220 |
8.314 |
-0.121 |
25,738 |
82,245 |
+3,171 |
Feb07 |
061110 |
8.280 |
8.380 |
8.280 |
8.374 |
-0.114 |
7,944 |
39,834 |
+1,262 |
Mar07 |
061110 |
8.160 |
8.230 |
8.140 |
8.229 |
-0.109 |
8,473 |
103,862 |
+267 |
Apr07 |
061110 |
7.690 |
7.749 |
7.690 |
7.749 |
-0.109 |
4,180 |
92,938 |
+1,253 |
May07 |
061110 |
7.700 |
7.714 |
7.630 |
7.714 |
-0.112 |
1,873 |
30,809 |
+261 |
Jun07 |
061110 |
7.710 |
7.799 |
7.710 |
7.799 |
-0.112 |
168 |
13,240 |
-57 |
Jul07 |
061110 |
7.880 |
7.894 |
7.780 |
7.894 |
-0.107 |
205 |
12,285 |
-15 |
Aug07 |
061110 |
7.960 |
7.960 |
7.920 |
7.954 |
-0.107 |
333 |
13,627 |
+61 |
Sep07 |
061110 |
8.010 |
8.010 |
7.980 |
8.004 |
-0.107 |
74 |
13,634 |
+3 |
Oct07 |
061110 |
8.099 |
8.099 |
8.099 |
8.099 |
-0.107 |
273 |
38,302 |
-66 |
Nov07 |
061110 |
8.530 |
8.574 |
8.510 |
8.574 |
-0.102 |
181 |
22,845 |
-101 |
Dec07 |
061110 |
9.000 |
9.044 |
8.980 |
9.044 |
-0.097 |
41 |
34,291 |
+70 |
Jan08 |
061110 |
9.225 |
9.319 |
9.225 |
9.319 |
-0.092 |
313 |
27,339 |
-55 |
Feb08 |
061110 |
9.310 |
9.326 |
9.310 |
9.326 |
-0.092 |
518 |
15,717 |
+21 |
Mar08 |
061110 |
9.129 |
9.129 |
9.129 |
9.129 |
-0.092 |
1,121 |
37,207 |
-121 |
Total Volume and Open Interest |
107,638 |
905,335 |
+3,085 |
Brent Crude Oil(ICE) |
Dec06 |
061110 |
61.35 |
61.35 |
59.60 |
59.71 |
-1.61 |
76,059 |
63,483 |
-4,715 |
Jan07 |
061110 |
62.72 |
62.82 |
61.08 |
61.18 |
-1.61 |
76,098 |
158,099 |
-3,632 |
Feb07 |
061110 |
63.99 |
63.99 |
62.39 |
62.48 |
-1.51 |
46,300 |
93,390 |
+8,486 |
Mar07 |
061110 |
64.85 |
64.94 |
63.44 |
63.44 |
-1.42 |
14,365 |
38,430 |
+3,388 |
Apr07 |
061110 |
65.57 |
65.57 |
64.15 |
64.15 |
-1.37 |
6,917 |
28,381 |
+2,946 |
May07 |
061110 |
66.00 |
66.00 |
64.74 |
64.74 |
-1.36 |
0 |
19,307 |
+2,045 |
Jun07 |
061110 |
66.00 |
66.00 |
65.20 |
65.20 |
-1.36 |
4,225 |
40,680 |
+125 |
Jul07 |
061110 |
65.62 |
65.62 |
65.62 |
65.62 |
-1.35 |
122 |
11,034 |
+50 |
Aug07 |
061110 |
65.95 |
65.95 |
65.95 |
65.95 |
-1.37 |
0 |
3,503 |
-15 |
Sep07 |
061110 |
66.22 |
66.22 |
66.22 |
66.22 |
-1.34 |
0 |
11,385 |
+1,111 |
Oct07 |
061110 |
66.44 |
66.44 |
66.44 |
66.44 |
-1.30 |
0 |
8,705 |
+0 |
Nov07 |
061110 |
66.65 |
66.65 |
66.65 |
66.65 |
-1.26 |
0 |
11,970 |
+150 |
Dec07 |
061110 |
67.53 |
67.80 |
66.85 |
66.85 |
-1.24 |
9,906 |
44,816 |
-19 |
Jan08 |
061110 |
67.03 |
67.03 |
67.03 |
67.03 |
-1.22 |
0 |
6,519 |
+0 |
Total Volume and Open Interest |
233,992 |
593,931 |
+12,373 |
Gas Oil(ICE) |
Nov06 |
061110 |
543.50 |
543.50 |
535.25 |
542.75 |
unch |
20,544 |
9,506 |
-11,424 |
Dec06 |
061110 |
546.00 |
546.50 |
532.50 |
539.50 |
-6.00 |
50,546 |
86,887 |
-1,906 |
Jan07 |
061110 |
553.00 |
553.50 |
539.50 |
546.75 |
-5.75 |
27,228 |
54,425 |
-30 |
Feb07 |
061110 |
559.00 |
559.00 |
554.00 |
554.25 |
-5.25 |
9,375 |
28,921 |
+773 |
Mar07 |
061110 |
565.75 |
565.75 |
560.25 |
560.50 |
-5.00 |
1,688 |
17,077 |
+219 |
Apr07 |
061110 |
565.75 |
565.75 |
565.75 |
565.75 |
-4.25 |
1,011 |
9,865 |
-126 |
May07 |
061110 |
570.75 |
570.75 |
570.75 |
570.75 |
-4.25 |
510 |
7,316 |
+360 |
Jun07 |
061110 |
577.75 |
577.75 |
575.75 |
575.75 |
-4.00 |
676 |
24,898 |
-16 |
Jul07 |
061110 |
581.00 |
581.00 |
581.00 |
581.00 |
-4.00 |
0 |
3,090 |
+0 |
Aug07 |
061110 |
585.75 |
585.75 |
585.75 |
585.75 |
-4.00 |
0 |
721 |
+0 |
Total Volume and Open Interest |
112,405 |
288,954 |
-12,187 |
US Dollar Index(NYBOT) |
Dec06 |
061110 |
84.95 |
84.95 |
84.55 |
84.88 |
-0.15 |
2,712 |
32,044 |
-144 |
Mar07 |
061110 |
84.50 |
84.57 |
84.40 |
84.57 |
-0.15 |
17 |
2,088 |
+9 |
Jun07 |
061110 |
84.28 |
84.28 |
84.28 |
84.28 |
-0.15 |
0 |
13 |
+0 |
Total Volume and Open Interest |
2,732 |
34,161 |
-132 |
Australian Dollar(CME) |
Dec06 |
061110 |
76.69 |
76.77 |
76.58 |
76.63 |
-0.06 |
2,577 |
110,818 |
-7,979 |
Mar07 |
061110 |
76.44 |
76.44 |
76.44 |
76.44 |
-0.06 |
0 |
973 |
-50 |
Jun07 |
061110 |
76.30 |
76.30 |
76.30 |
76.30 |
-0.06 |
0 |
103 |
+0 |
Total Volume and Open Interest |
2,577 |
111,906 |
-8,029 |
British Pound(CME) |
Dec06 |
061110 |
191.48 |
191.55 |
191.14 |
191.17 |
+0.58 |
3,084 |
149,932 |
+4,114 |
Mar07 |
061110 |
191.64 |
191.64 |
191.25 |
191.25 |
+0.58 |
13 |
698 |
+29 |
Jun07 |
061110 |
191.76 |
191.76 |
191.19 |
191.19 |
+0.58 |
2 |
22 |
+2 |
Total Volume and Open Interest |
3,099 |
150,653 |
+4,145 |
Canadian Dollar(CME) |
Dec06 |
061110 |
88.67 |
88.70 |
88.38 |
88.48 |
-0.21 |
10,642 |
102,646 |
+2,735 |
Mar07 |
061110 |
88.76 |
88.94 |
88.73 |
88.73 |
-0.21 |
30 |
2,298 |
+53 |
Jun07 |
061110 |
89.25 |
89.25 |
89.00 |
89.00 |
-0.21 |
0 |
396 |
+0 |
Sep07 |
061110 |
89.28 |
89.28 |
89.27 |
89.27 |
-0.21 |
0 |
227 |
+0 |
Total Volume and Open Interest |
10,672 |
105,612 |
+2,788 |
Japanese Yen(CME) |
Dec06 |
061110 |
85.54 |
85.70 |
85.42 |
85.44 |
+0.25 |
3,712 |
215,557 |
+6,650 |
Mar07 |
061110 |
86.65 |
86.65 |
86.49 |
86.49 |
+0.25 |
4 |
18,999 |
+192 |
Jun07 |
061110 |
87.49 |
87.49 |
87.49 |
87.49 |
+0.25 |
0 |
19 |
+8 |
Total Volume and Open Interest |
3,716 |
234,724 |
+6,851 |
Swiss Franc(CME) |
Dec06 |
061110 |
81.06 |
81.19 |
80.87 |
80.89 |
+0.14 |
4,016 |
97,594 |
-1,253 |
Mar07 |
061110 |
81.58 |
81.58 |
81.58 |
81.58 |
+0.14 |
2 |
345 |
-14 |
Jun07 |
061110 |
82.21 |
82.21 |
82.21 |
82.21 |
+0.14 |
0 |
37 |
+1 |
Total Volume and Open Interest |
4,018 |
98,066 |
-1,266 |
EuroFX(CME) |
Dec06 |
061110 |
128.92 |
129.00 |
128.67 |
128.70 |
+0.22 |
4,413 |
176,508 |
+2,898 |
Mar07 |
061110 |
129.39 |
129.42 |
129.22 |
129.22 |
+0.22 |
9 |
4,844 |
+384 |
Jun07 |
061110 |
129.65 |
129.65 |
129.65 |
129.65 |
+0.21 |
1 |
100 |
+0 |
Total Volume and Open Interest |
4,423 |
181,594 |
+3,292 |
Mexican Peso(CME) |
Nov06 |
061110 |
9210.0 |
9210.0 |
9150.0 |
9150.0 |
unch |
0 |
20 |
+0 |
Dec06 |
061110 |
9145.0 |
9170.0 |
9125.0 |
9140.0 |
unch |
2,645 |
78,908 |
-5,855 |
Total Volume and Open Interest |
2,655 |
80,963 |
-5,848 |
30-Year T-Bonds(CBOT) |
Dec06 |
061110 |
112~18 |
113~05 |
112~16 |
112~31 |
+0~13 |
336,518 |
756,080 |
+3,406 |
Mar07 |
061110 |
112~17 |
113~04 |
111~23 |
112~30 |
+0~13 |
1,186 |
15,996 |
+236 |
Jun07 |
061110 |
113~00 |
113~00 |
112~29 |
112~29 |
+0~13 |
0 |
21 |
+0 |
Total Volume and Open Interest |
337,704 |
772,103 |
+3,642 |
10-Year T-Notes(CBOT) |
Dec06 |
061110 |
108~030 |
108~120 |
108~015 |
108~090 |
+0~070 |
1,019,147 |
2,255,050 |
-26,120 |
Mar07 |
061110 |
108~070 |
108~150 |
108~060 |
108~120 |
+0~070 |
22,573 |
103,935 |
+10,405 |
Total Volume and Open Interest |
1,041,720 |
2,361,410 |
-15,715 |
5-Year T-Notes(CBOT) |
Dec06 |
061110 |
105~155 |
105~205 |
105~155 |
105~185 |
+0~045 |
389,667 |
0 |
+0 |
Mar07 |
061110 |
105~190 |
105~230 |
105~190 |
105~230 |
+0~050 |
22,793 |
0 |
+0 |
Total Volume and Open Interest |
412,460 |
|
|
2 Year T-Notes(CBOT) |
Dec06 |
061110 |
102~014 |
102~020 |
102~013 |
102~016 |
+0~004 |
2,819 |
653,135 |
-386 |
Mar07 |
061110 |
102~040 |
102~040 |
102~040 |
102~040 |
+0~004 |
2,106 |
6,190 |
+2,739 |
Total Volume and Open Interest |
4,925 |
659,325 |
+2,353 |
Eurodollars(CME) |
Dec06 |
061110 |
94.620 |
94.625 |
94.615 |
94.620 |
+0.005 |
12,355 |
1,323,361 |
+3,470 |
Mar07 |
061110 |
94.740 |
94.755 |
94.735 |
94.750 |
+0.015 |
18,710 |
1,421,725 |
-15,243 |
Jun07 |
061110 |
94.905 |
94.930 |
94.905 |
94.920 |
+0.025 |
16,939 |
1,213,286 |
+5,639 |
Sep07 |
061110 |
95.090 |
95.115 |
95.075 |
95.100 |
+0.030 |
13,295 |
1,187,036 |
+6,638 |
Dec07 |
061110 |
95.200 |
95.245 |
95.195 |
95.225 |
+0.035 |
17,963 |
1,265,523 |
+44,482 |
Mar08 |
061110 |
95.245 |
95.280 |
95.240 |
95.270 |
+0.040 |
15,791 |
830,331 |
-6,870 |
Jun08 |
061110 |
95.240 |
95.275 |
95.235 |
95.265 |
+0.040 |
15,933 |
586,082 |
-4,453 |
Sep08 |
061110 |
95.225 |
95.265 |
95.220 |
95.250 |
+0.040 |
11,204 |
490,164 |
+281 |
Dec08 |
061110 |
95.200 |
95.235 |
95.190 |
95.225 |
+0.045 |
8,398 |
370,395 |
+2,477 |
Mar09 |
061110 |
95.170 |
95.210 |
95.165 |
95.200 |
+0.045 |
8,468 |
360,149 |
+772 |
Jun09 |
061110 |
95.140 |
95.175 |
95.140 |
95.165 |
+0.045 |
7,225 |
228,487 |
-2,850 |
Sep09 |
061110 |
95.110 |
95.145 |
95.105 |
95.135 |
+0.045 |
7,751 |
159,103 |
+429 |
Dec09 |
061110 |
95.080 |
95.105 |
95.075 |
95.095 |
+0.045 |
6,305 |
128,651 |
-2,095 |
Mar10 |
061110 |
95.055 |
95.080 |
95.050 |
95.070 |
+0.045 |
2,369 |
123,944 |
-569 |
Jun10 |
061110 |
95.020 |
95.050 |
95.020 |
95.040 |
+0.045 |
1,816 |
104,576 |
-651 |
Sep10 |
061110 |
94.990 |
95.020 |
94.990 |
95.010 |
+0.045 |
3,282 |
97,290 |
-1,427 |
Dec10 |
061110 |
94.950 |
94.980 |
94.950 |
94.970 |
+0.045 |
5,271 |
108,507 |
-2,681 |
Mar11 |
061110 |
94.935 |
94.960 |
94.935 |
94.955 |
+0.045 |
792 |
57,062 |
+46 |
Total Volume and Open Interest |
179,410 |
10,284,222 |
+26,587 |
3-Mth Euro-Yen(CME) |
Dec06 |
061110 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
1,696 |
19,751 |
+946 |
Mar07 |
061110 |
99.30 |
99.31 |
99.30 |
99.31 |
unch |
1,176 |
15,015 |
+769 |
Jun07 |
061110 |
99.20 |
99.21 |
99.20 |
99.21 |
+0.01 |
150 |
9,129 |
-432 |
Sep07 |
061110 |
99.10 |
99.10 |
99.10 |
99.10 |
+0.01 |
273 |
2,914 |
+134 |
Dec07 |
061110 |
98.99 |
99.01 |
98.99 |
99.01 |
+0.02 |
0 |
6,973 |
-350 |
Mar08 |
061110 |
98.90 |
98.90 |
98.90 |
98.90 |
+0.01 |
0 |
3,544 |
-250 |
Jun08 |
061110 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.02 |
0 |
269 |
+0 |
Sep08 |
061110 |
98.73 |
98.73 |
98.73 |
98.73 |
+0.02 |
0 |
1 |
-4 |
Dec08 |
061110 |
98.66 |
98.66 |
98.66 |
98.66 |
+0.03 |
0 |
6 |
+0 |
Mar09 |
061110 |
98.53 |
98.53 |
98.53 |
98.53 |
+0.03 |
|
|
|
Total Volume and Open Interest |
3,295 |
57,602 |
+813 |
3-Mth Euro-Yen(SIMEX) |
Dec06 |
061110 |
99.45 |
99.45 |
99.43 |
99.44 |
-0.02 |
4,407 |
81,607 |
-573 |
Mar07 |
061110 |
99.31 |
99.32 |
99.29 |
99.30 |
-0.01 |
4,394 |
77,595 |
-1,650 |
Jun07 |
061110 |
99.17 |
99.21 |
99.17 |
99.19 |
-0.01 |
1,494 |
39,010 |
-441 |
Sep07 |
061110 |
99.07 |
99.10 |
99.06 |
99.09 |
unch |
1,421 |
30,578 |
+779 |
Dec07 |
061110 |
98.97 |
99.01 |
98.97 |
99.00 |
+0.01 |
2,159 |
49,358 |
+937 |
Mar08 |
061110 |
98.91 |
98.91 |
98.90 |
98.90 |
+0.01 |
350 |
28,704 |
+97 |
Jun08 |
061110 |
98.83 |
98.83 |
98.82 |
98.82 |
+0.02 |
51 |
8,197 |
+0 |
Sep08 |
061110 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.03 |
204 |
1,646 |
+203 |
Total Volume and Open Interest |
14,480 |
318,237 |
-648 |
German Euro-Bund(EUREX) |
Dec06 |
061110 |
117.91 |
118.16 |
117.89 |
118.09 |
+0.27 |
1,342,498 |
1,554,877 |
-38,523 |
Mar07 |
061110 |
118.14 |
118.35 |
118.12 |
118.30 |
+0.28 |
5,002 |
29,174 |
-223 |
Jun07 |
061110 |
117.79 |
117.79 |
117.79 |
117.79 |
+0.27 |
373 |
3 |
+0 |
Total Volume and Open Interest |
1,347,873 |
1,584,054 |
-38,746 |
German Euro-Bobl(EUREX) |
Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
Mar07 |
061110 |
109.86 |
110.04 |
109.86 |
110.04 |
+0.22 |
1,537 |
20,911 |
+382 |
Jun07 |
061110 |
109.38 |
109.38 |
109.38 |
109.38 |
+0.21 |
|
|
|
Total Volume and Open Interest |
670,464 |
985,507 |
+16,342 |
Long Gilt(LIFFE) |
Dec06 |
061110 |
110~01 |
110~03 |
109~27 |
109~31 |
+0~05 |
80,026 |
290,281 |
+5,705 |
Mar07 |
061110 |
109~28 |
109~28 |
109~28 |
109~28 |
+0~05 |
8 |
1 |
+1 |
Total Volume and Open Interest |
80,034 |
290,310 |
+5,706 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
061110 |
94.72 |
94.72 |
94.72 |
94.72 |
unch |
114,658 |
402,974 |
+11,958 |
Mar07 |
061110 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.01 |
109,235 |
461,155 |
+1,485 |
Jun07 |
061110 |
94.63 |
94.63 |
94.63 |
94.63 |
+0.02 |
78,871 |
444,508 |
+6,847 |
Total Volume and Open Interest |
445,956 |
2,296,325 |
+35,260 |
3-Mth Euribor(LIFFE) |
Dec06 |
061110 |
96.270 |
96.280 |
96.265 |
96.270 |
+0.005 |
71,729 |
743,740 |
+5,998 |
Mar07 |
061110 |
96.095 |
96.135 |
96.095 |
96.125 |
+0.035 |
121,434 |
784,412 |
+6,745 |
Jun07 |
061110 |
96.050 |
96.105 |
96.050 |
96.095 |
+0.050 |
129,987 |
667,254 |
+11,359 |
Total Volume and Open Interest |
685,024 |
3,887,546 |
+35,531 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
061110 |
93.59 |
93.60 |
93.59 |
93.60 |
unch |
5,997 |
142,652 |
-3,567 |
Mar07 |
061110 |
93.53 |
93.55 |
93.53 |
93.54 |
unch |
60,573 |
345,149 |
+25,162 |
Jun07 |
061110 |
93.56 |
93.57 |
93.55 |
93.56 |
unch |
18,260 |
144,687 |
+8,760 |
Sep07 |
061110 |
93.62 |
93.62 |
93.60 |
93.62 |
unch |
2,684 |
60,706 |
-71 |
Dec07 |
061110 |
93.67 |
93.67 |
93.64 |
93.67 |
unch |
2,212 |
36,088 |
+1,338 |
Mar08 |
061110 |
93.70 |
93.70 |
93.68 |
93.70 |
unch |
1,005 |
20,270 |
-42 |
Jun08 |
061110 |
93.73 |
93.73 |
93.72 |
93.73 |
unch |
1,048 |
15,651 |
-135 |
Sep08 |
061110 |
93.76 |
93.76 |
93.74 |
93.75 |
unch |
1,001 |
10,114 |
+265 |
Dec08 |
061110 |
93.79 |
93.80 |
93.76 |
93.77 |
unch |
1,662 |
5,698 |
+1,521 |
Mar09 |
061110 |
93.77 |
93.78 |
93.77 |
93.78 |
unch |
200 |
1,280 |
+200 |
Total Volume and Open Interest |
94,649 |
784,086 |
+33,437 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
061110 |
94.39 |
94.42 |
94.38 |
94.38 |
-0.01 |
53,933 |
484,842 |
+9,917 |
Mar07 |
061110 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.01 |
|
|
|
Total Volume and Open Interest |
53,933 |
484,842 |
+9,917 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
061110 |
94.14 |
94.15 |
94.12 |
94.13 |
-0.01 |
177,667 |
791,215 |
+158,582 |
Mar07 |
061110 |
94.13 |
94.13 |
94.13 |
94.13 |
-0.01 |
|
|
|
Total Volume and Open Interest |
177,667 |
791,215 |
+158,582 |
Gold(CMX) |
Dec06 |
061110 |
633.5 |
635.8 |
626.5 |
630.1 |
-6.7 |
48,625 |
173,585 |
-436 |
Feb07 |
061110 |
639.5 |
642.5 |
632.8 |
636.4 |
-6.7 |
9,480 |
59,900 |
+3,535 |
Apr07 |
061110 |
646.0 |
646.0 |
638.0 |
642.6 |
-6.7 |
1,303 |
14,991 |
+426 |
Jun07 |
061110 |
652.3 |
653.5 |
648.0 |
648.8 |
-6.7 |
202 |
19,749 |
+54 |
Aug07 |
061110 |
654.8 |
654.8 |
654.8 |
654.8 |
-6.8 |
119 |
1,911 |
-82 |
Oct07 |
061110 |
660.6 |
660.6 |
660.6 |
660.6 |
-6.9 |
2 |
12,976 |
-2 |
Dec07 |
061110 |
671.0 |
671.0 |
664.0 |
666.4 |
-7.0 |
411 |
31,441 |
+144 |
Feb08 |
061110 |
672.1 |
672.1 |
672.1 |
672.1 |
-7.1 |
0 |
2,375 |
+0 |
Apr08 |
061110 |
22.3 |
22.3 |
22.3 |
22.3 |
-7.3 |
10 |
1,489 |
-10 |
Jun08 |
061110 |
683.4 |
683.4 |
683.4 |
683.4 |
-7.4 |
15 |
3,470 |
+0 |
Aug08 |
061110 |
689.1 |
689.1 |
689.1 |
689.1 |
-7.5 |
0 |
220 |
+0 |
Total Volume and Open Interest |
60,275 |
343,256 |
+3,633 |
Silver(CMX) |
Dec06 |
061110 |
1302.0 |
1314.0 |
1288.0 |
1311.5 |
+6.5 |
13,692 |
62,349 |
-406 |
Mar07 |
061110 |
1322.0 |
1333.0 |
1305.0 |
1329.5 |
+6.6 |
1,802 |
26,957 |
+410 |
May07 |
061110 |
1340.5 |
1340.5 |
1340.5 |
1340.5 |
+6.6 |
94 |
3,800 |
+64 |
Jul07 |
061110 |
1347.0 |
1351.1 |
1332.0 |
1351.1 |
+6.7 |
45 |
8,553 |
+0 |
Sep07 |
061110 |
1360.5 |
1360.5 |
1360.5 |
1360.5 |
+6.7 |
0 |
2,254 |
+0 |
Dec07 |
061110 |
1365.0 |
1369.5 |
1355.0 |
1369.5 |
+6.6 |
52 |
6,238 |
+32 |
Mar08 |
061110 |
65.1 |
65.1 |
65.1 |
65.1 |
+6.5 |
0 |
105 |
+0 |
Total Volume and Open Interest |
15,873 |
115,288 |
+80 |
Platinum(NYM) |
Jan07 |
061110 |
1209.0 |
1219.8 |
1198.5 |
1209.6 |
+8.6 |
2,159 |
8,659 |
-257 |
Apr07 |
061110 |
1205.6 |
1205.6 |
1205.6 |
1205.6 |
+7.6 |
12 |
45 |
+5 |
Jul07 |
061110 |
555.2 |
555.2 |
555.2 |
555.2 |
+7.6 |
0 |
7 |
+0 |
Oct07 |
061110 |
1215.6 |
1215.6 |
1215.6 |
1215.6 |
+7.6 |
|
|
|
Total Volume and Open Interest |
2,171 |
8,711 |
-252 |
Palladium(NYME) |
Dec06 |
061110 |
339.00 |
339.00 |
328.00 |
330.70 |
-8.20 |
1,416 |
10,536 |
-806 |
Mar07 |
061110 |
342.00 |
342.00 |
333.00 |
335.90 |
-8.00 |
527 |
2,213 |
+293 |
Jun07 |
061110 |
341.40 |
341.40 |
341.40 |
341.40 |
-8.00 |
0 |
34 |
+0 |
Total Volume and Open Interest |
1,944 |
12,785 |
-513 |
Copper(CMX) |
Dec06 |
061110 |
319.00 |
320.50 |
308.00 |
308.85 |
-22.05 |
11,570 |
31,706 |
-3,732 |
Mar07 |
061110 |
321.50 |
323.50 |
312.00 |
312.15 |
-21.65 |
7,717 |
25,236 |
+2,716 |
May07 |
061110 |
320.00 |
320.50 |
311.15 |
311.15 |
-20.85 |
653 |
3,719 |
+533 |
Jul07 |
061110 |
316.00 |
316.00 |
309.65 |
309.65 |
-19.50 |
113 |
1,571 |
+77 |
Sep07 |
061110 |
314.00 |
314.00 |
307.55 |
307.55 |
-18.10 |
115 |
924 |
+77 |
Total Volume and Open Interest |
21,034 |
71,486 |
-209 |
Aluminum(CMX) |
Nov06 |
061110 |
120.00 |
120.00 |
120.00 |
120.00 |
-7.50 |
1 |
12 |
+0 |
Dec06 |
061110 |
121.00 |
121.00 |
121.00 |
121.00 |
-7.50 |
1 |
642 |
+0 |
Jan07 |
061110 |
120.15 |
120.15 |
120.15 |
120.15 |
-7.30 |
0 |
10 |
+0 |
Feb07 |
061110 |
119.50 |
119.50 |
119.50 |
119.50 |
-7.00 |
|
|
|
Mar07 |
061110 |
118.85 |
118.85 |
118.85 |
118.85 |
-6.70 |
|
|
|
Apr07 |
061110 |
118.20 |
118.20 |
118.20 |
118.20 |
-6.40 |
|
|
|
Total Volume and Open Interest |
3 |
740 |
+1 |
DJIA Index(CBOT) |
Dec06 |
061110 |
12142 |
12150 |
12100 |
12133 |
-8 |
4,666 |
63,112 |
-195 |
Mar07 |
061110 |
12219 |
12219 |
12219 |
12219 |
-8 |
3 |
105 |
+2 |
Jun07 |
061110 |
12303 |
12303 |
12303 |
12303 |
-8 |
|
|
|
Sep07 |
061110 |
12388 |
12388 |
12388 |
12388 |
-8 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,669 |
63,219 |
-193 |
S & P 500(CME) |
Dec06 |
061110 |
1383.50 |
1385.50 |
1379.50 |
1384.80 |
+0.80 |
26,932 |
592,602 |
-1,824 |
Mar07 |
061110 |
1395.50 |
1396.60 |
1395.50 |
1396.60 |
+0.80 |
3,990 |
28,279 |
+3,360 |
Jun07 |
061110 |
1408.50 |
1408.50 |
1408.50 |
1408.50 |
+0.70 |
30 |
4,911 |
+50 |
Sep07 |
061110 |
1421.50 |
1421.50 |
1421.50 |
1421.50 |
+0.70 |
0 |
2,499 |
+0 |
Total Volume and Open Interest |
30,952 |
628,600 |
+1,586 |
S & P 500 E-Mini(Globex) |
Dec06 |
061110 |
1384.00 |
1386.25 |
1379.25 |
1384.75 |
+0.75 |
1,241,691 |
1,684,646 |
-4,695 |
Mar07 |
061110 |
1396.00 |
1397.75 |
1391.50 |
1396.50 |
+0.75 |
2,239 |
14,354 |
+1,364 |
Total Volume and Open Interest |
1,243,930 |
1,699,000 |
-3,331 |
NASDAQ 100(CME) |
Dec06 |
061110 |
1750.00 |
1760.00 |
1743.00 |
1758.30 |
+7.80 |
5,841 |
65,940 |
+1,457 |
Mar07 |
061110 |
1779.30 |
1779.30 |
1779.30 |
1779.30 |
+7.80 |
4 |
9 |
+3 |
Jun07 |
061110 |
1797.30 |
1797.30 |
1797.30 |
1797.30 |
+7.80 |
0 |
6 |
+1 |
Total Volume and Open Interest |
5,845 |
65,955 |
+1,461 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
061110 |
1750.30 |
1759.50 |
1743.30 |
1758.30 |
+7.80 |
320,001 |
474,406 |
+4,414 |
Mar07 |
061110 |
1771.00 |
1780.50 |
1765.00 |
1779.30 |
+7.80 |
154 |
656 |
+36 |
Total Volume and Open Interest |
320,155 |
475,062 |
+4,450 |
S & P Midcap 400(CME) |
Dec06 |
061110 |
790.50 |
795.75 |
790.50 |
795.30 |
+3.50 |
88 |
9,258 |
-119 |
Mar07 |
061110 |
802.30 |
802.30 |
802.30 |
802.30 |
+3.50 |
|
|
|
Jun07 |
061110 |
809.30 |
809.30 |
809.30 |
809.30 |
+3.50 |
|
|
|
Total Volume and Open Interest |
88 |
9,258 |
-119 |
Russell 2000(CME) |
Dec06 |
061110 |
765.00 |
772.90 |
763.50 |
772.60 |
+6.90 |
967 |
38,270 |
+407 |
Mar07 |
061110 |
779.10 |
779.10 |
779.10 |
779.10 |
+6.90 |
0 |
34 |
+0 |
Jun07 |
061110 |
785.60 |
785.60 |
785.60 |
785.60 |
+6.90 |
|
|
|
Total Volume and Open Interest |
967 |
38,312 |
+407 |
Russell 2000 E-Mini(Globex) |
Dec06 |
061110 |
765.60 |
773.10 |
763.10 |
772.60 |
+6.90 |
198,208 |
402,410 |
-6,615 |
Mar07 |
061110 |
772.10 |
779.30 |
770.80 |
779.10 |
+6.90 |
279 |
372 |
-8 |
Total Volume and Open Interest |
198,487 |
402,782 |
-6,623 |
Value Line(KCBT) |
Dec06 |
061110 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec06 |
061110 |
16100 |
16110 |
16030 |
16090 |
-60 |
|
|
|
Mar07 |
061110 |
16150 |
16150 |
16115 |
16115 |
-60 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Dec06 |
061110 |
16170 |
16295 |
16075 |
16080 |
-165 |
55,083 |
254,096 |
+1,868 |
Mar07 |
061110 |
16155 |
16290 |
16110 |
16120 |
-90 |
8 |
62 |
+1 |
Jun07 |
061110 |
16065 |
16065 |
16065 |
16065 |
-85 |
0 |
1 |
+0 |
Total Volume and Open Interest |
55,091 |
254,359 |
+1,813 |
CAC 40(EURONEXT) |
Nov06 |
061110 |
5420.0 |
5447.5 |
5410.5 |
5437.5 |
-1.0 |
75,551 |
474,186 |
+6,714 |
Dec06 |
061110 |
5433.0 |
5457.5 |
5425.5 |
5450.0 |
-1.0 |
8,603 |
139,991 |
+5,567 |
Jan07 |
061110 |
5470.5 |
5471.0 |
5464.5 |
5467.0 |
-0.5 |
45 |
225 |
+25 |
Total Volume and Open Interest |
84,233 |
614,911 |
+12,340 |
Hang Seng Index(HKFE) |
Nov06 |
061110 |
18939 |
18966 |
18815 |
18817 |
-148 |
54,501 |
124,163 |
-4,051 |
Dec06 |
061110 |
18956 |
19005 |
18860 |
18860 |
-150 |
1,984 |
6,321 |
+899 |
Total Volume and Open Interest |
56,598 |
131,353 |
-3,120 |
DAX(EUREX) |
Dec06 |
061110 |
6368.5 |
6387.5 |
6330.0 |
6375.0 |
-1.5 |
122,284 |
261,386 |
+4,758 |
Mar07 |
061110 |
6420.0 |
6446.0 |
6390.0 |
6435.0 |
-1.0 |
389 |
8,915 |
-75 |
Jun07 |
061110 |
6479.0 |
6504.5 |
6452.5 |
6497.5 |
-2.0 |
631 |
2,722 |
+136 |
Total Volume and Open Interest |
123,304 |
273,023 |
+4,819 |
FT-SE 100(EURONEXT) |
Dec06 |
061110 |
6236.00 |
6248.00 |
6212.50 |
6222.00 |
-26.50 |
63,503 |
521,120 |
-1,420 |
Mar07 |
061110 |
6258.50 |
6267.50 |
6234.00 |
6242.50 |
-26.50 |
10 |
7,828 |
-5 |
Jun07 |
061110 |
6279.50 |
6279.50 |
6262.50 |
6265.00 |
-27.00 |
0 |
2,582 |
+0 |
Total Volume and Open Interest |
63,513 |
532,045 |
-1,425 |
SPI 200(SFE) |
Dec06 |
061110 |
5426.0 |
5442.0 |
5409.0 |
5432.0 |
+6.0 |
14,962 |
284,677 |
-1,211 |
Mar07 |
061110 |
5441.0 |
5445.0 |
5441.0 |
5444.0 |
+6.0 |
32 |
3,614 |
+10 |
Jun07 |
061110 |
5478.0 |
5478.0 |
5478.0 |
5478.0 |
+6.0 |
0 |
3,689 |
+0 |
Total Volume and Open Interest |
15,375 |
296,158 |
-863 |
GSCI(CME) |
Nov06 |
061110 |
440.00 |
440.10 |
433.40 |
433.50 |
-12.00 |
5,580 |
11,001 |
-4,738 |
Dec06 |
061110 |
452.80 |
452.80 |
446.15 |
446.15 |
-11.50 |
5,861 |
12,212 |
+5,409 |
Jan07 |
061110 |
452.00 |
452.00 |
452.00 |
452.00 |
-9.50 |
|
|
|
Total Volume and Open Interest |
11,441 |
23,213 |
+671 |
Reuters CRB Index(NYBOT) |
Jan07 |
061110 |
403.00 |
403.00 |
399.25 |
399.25 |
-5.50 |
23 |
511 |
+7 |
Feb07 |
061110 |
401.25 |
401.25 |
401.25 |
401.25 |
-5.50 |
0 |
6 |
+0 |
Apr07 |
061110 |
400.50 |
401.25 |
400.50 |
401.25 |
-5.50 |
0 |
407 |
+0 |
Total Volume and Open Interest |
29 |
962 |
-21 |
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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