 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri November 17, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan07 |
061117 |
659.00 |
661.00 |
652.50 |
660.50 |
+4.00 |
31,783 |
218,300 |
-157 |
Mar07 |
061117 |
671.00 |
673.50 |
665.00 |
672.75 |
+4.00 |
8,172 |
60,479 |
+2,147 |
May07 |
061117 |
680.50 |
683.00 |
673.00 |
682.00 |
+4.25 |
2,019 |
32,563 |
+94 |
Jul07 |
061117 |
688.00 |
690.50 |
682.00 |
690.25 |
+4.25 |
2,306 |
29,840 |
+195 |
Aug07 |
061117 |
691.00 |
693.00 |
687.00 |
693.00 |
+3.00 |
5 |
1,303 |
+10 |
Sep07 |
061117 |
688.00 |
695.50 |
688.00 |
695.50 |
+5.50 |
20 |
452 |
+1 |
Nov07 |
061117 |
695.50 |
700.00 |
692.00 |
699.50 |
+3.75 |
2,244 |
45,823 |
-281 |
Total Volume and Open Interest |
46,864 |
396,546 |
+2,090 |
Soybean Meal(CBOT) |
Dec06 |
061117 |
190.50 |
191.20 |
188.10 |
190.40 |
+0.40 |
17,896 |
55,634 |
-6,843 |
Jan07 |
061117 |
192.50 |
192.90 |
189.90 |
192.40 |
+0.50 |
11,229 |
37,338 |
+4,348 |
Mar07 |
061117 |
194.50 |
195.20 |
192.40 |
195.10 |
+0.60 |
6,857 |
36,830 |
+1,160 |
May07 |
061117 |
195.20 |
196.30 |
193.90 |
196.00 |
+0.50 |
1,063 |
30,935 |
+1,115 |
Jul07 |
061117 |
197.00 |
198.30 |
196.00 |
198.10 |
+0.90 |
3,552 |
32,976 |
+728 |
Aug07 |
061117 |
198.00 |
199.50 |
197.20 |
199.30 |
+1.00 |
420 |
7,668 |
+131 |
Sep07 |
061117 |
199.00 |
200.30 |
198.30 |
199.60 |
+0.50 |
81 |
5,018 |
+3 |
Oct07 |
061117 |
199.00 |
200.50 |
198.20 |
200.50 |
+1.00 |
129 |
2,652 |
-67 |
Total Volume and Open Interest |
41,937 |
218,673 |
+547 |
Soybean Oil(CBOT) |
Dec06 |
061117 |
28.22 |
28.33 |
28.00 |
28.28 |
-0.05 |
6,963 |
41,712 |
-3,566 |
Jan07 |
061117 |
28.58 |
28.73 |
28.40 |
28.70 |
+0.02 |
12,398 |
106,335 |
+1,195 |
Mar07 |
061117 |
28.92 |
29.08 |
28.73 |
29.06 |
+0.04 |
4,849 |
41,792 |
+1,299 |
May07 |
061117 |
29.20 |
29.39 |
29.03 |
29.37 |
+0.03 |
822 |
36,492 |
+134 |
Jul07 |
061117 |
29.40 |
29.60 |
29.28 |
29.60 |
+0.02 |
1,338 |
25,717 |
+259 |
Aug07 |
061117 |
29.53 |
29.63 |
29.50 |
29.63 |
-0.02 |
161 |
4,480 |
+7 |
Sep07 |
061117 |
29.45 |
29.65 |
29.45 |
29.65 |
-0.03 |
8 |
2,265 |
+4 |
Oct07 |
061117 |
29.68 |
29.68 |
29.68 |
29.68 |
-0.05 |
40 |
2,954 |
-21 |
Total Volume and Open Interest |
27,238 |
283,076 |
-698 |
Canola(WCE) |
Nov06 |
061114 |
344.3 |
344.3 |
344.3 |
344.3 |
+5.4 |
2 |
77 |
+0 |
Jan07 |
061117 |
351.3 |
355.0 |
350.8 |
354.6 |
+3.6 |
|
|
|
Mar07 |
061117 |
358.0 |
363.7 |
358.0 |
362.0 |
+2.9 |
|
|
|
May07 |
061117 |
365.7 |
370.3 |
365.7 |
370.1 |
+3.5 |
|
|
|
Jul07 |
061117 |
371.0 |
376.2 |
371.0 |
375.9 |
+3.3 |
|
|
|
Total Volume and Open Interest |
|
|
|
Corn(CBOT) |
Dec06 |
061117 |
353.00 |
356.00 |
346.00 |
355.25 |
+3.75 |
37,862 |
236,841 |
-9,209 |
Mar07 |
061117 |
365.50 |
372.00 |
361.00 |
370.50 |
+4.50 |
38,829 |
524,173 |
+8,674 |
May07 |
061117 |
371.00 |
374.00 |
366.00 |
373.50 |
+2.25 |
6,627 |
80,631 |
+4,663 |
Jul07 |
061117 |
372.75 |
378.00 |
365.50 |
376.00 |
+3.00 |
11,320 |
187,482 |
-2,259 |
Sep07 |
061117 |
351.00 |
357.00 |
351.00 |
355.00 |
-1.75 |
1,605 |
37,245 |
+55 |
Dec07 |
061117 |
342.25 |
344.50 |
337.50 |
339.75 |
-2.00 |
12,160 |
249,443 |
+1,307 |
Total Volume and Open Interest |
111,317 |
1,421,756 |
+4,457 |
Wheat(CBOT) |
Dec06 |
061117 |
469.00 |
475.00 |
466.00 |
474.00 |
+5.25 |
12,134 |
56,252 |
-7,937 |
Mar07 |
061117 |
490.00 |
495.00 |
485.00 |
494.00 |
+5.00 |
25,632 |
212,062 |
+1,466 |
May07 |
061117 |
486.50 |
494.00 |
484.00 |
493.50 |
+6.25 |
2,145 |
13,650 |
+919 |
Jul07 |
061117 |
466.00 |
471.00 |
462.00 |
470.00 |
+5.25 |
4,633 |
69,294 |
+398 |
Sep07 |
061117 |
467.00 |
470.00 |
467.00 |
467.00 |
+3.00 |
22 |
2,843 |
+1 |
Total Volume and Open Interest |
46,700 |
429,557 |
-4,464 |
Wheat(KCBT) |
Dec06 |
061117 |
514.00 |
516.00 |
507.00 |
515.25 |
+3.75 |
9,120 |
21,843 |
-2,174 |
Mar07 |
061117 |
527.00 |
530.00 |
522.00 |
529.50 |
+3.75 |
11,440 |
62,092 |
+2,980 |
May07 |
061117 |
516.00 |
526.00 |
516.00 |
526.00 |
+7.25 |
403 |
2,871 |
+241 |
Jul07 |
061117 |
484.00 |
490.00 |
481.50 |
489.50 |
+6.25 |
1,390 |
27,238 |
-374 |
Sep07 |
061117 |
481.00 |
489.00 |
481.00 |
488.25 |
+3.25 |
33 |
2,998 |
-2 |
Total Volume and Open Interest |
22,514 |
126,160 |
+403 |
Wheat(MGE) |
Dec06 |
061117 |
490.50 |
496.50 |
487.50 |
496.00 |
+5.50 |
3,584 |
9,067 |
-1,509 |
Mar07 |
061117 |
507.00 |
512.50 |
503.50 |
512.00 |
+5.50 |
4,206 |
26,645 |
+485 |
May07 |
061117 |
514.00 |
517.00 |
511.00 |
517.00 |
+5.00 |
116 |
1,850 |
+23 |
Jul07 |
061117 |
497.50 |
502.00 |
497.50 |
502.00 |
+4.00 |
60 |
1,165 |
+9 |
Sep07 |
061117 |
480.00 |
490.00 |
480.00 |
490.00 |
+6.00 |
337 |
3,212 |
+44 |
Total Volume and Open Interest |
8,554 |
49,520 |
-1,006 |
Oats(CBOT) |
Dec06 |
061117 |
247.00 |
256.25 |
246.00 |
256.25 |
+4.75 |
1,436 |
5,937 |
-862 |
Mar07 |
061117 |
260.50 |
268.25 |
257.50 |
268.00 |
+4.00 |
1,491 |
7,371 |
+946 |
May07 |
061117 |
266.50 |
273.00 |
265.00 |
273.00 |
+4.00 |
93 |
335 |
+35 |
Jul07 |
061117 |
270.00 |
276.50 |
270.00 |
276.50 |
+4.50 |
27 |
361 |
+17 |
Total Volume and Open Interest |
3,476 |
15,522 |
+325 |
Rough Rice(CBOT) |
Nov06 |
061117 |
9.78 |
9.78 |
9.78 |
9.78 |
-0.12 |
45 |
1 |
-29 |
Jan07 |
061117 |
9.83 |
10.05 |
9.82 |
10.00 |
+0.13 |
162 |
8,495 |
-126 |
Mar07 |
061117 |
10.10 |
10.31 |
10.10 |
10.27 |
+0.12 |
16 |
3,222 |
-10 |
May07 |
061117 |
10.37 |
10.52 |
10.37 |
10.49 |
+0.09 |
1 |
1,124 |
-3 |
Total Volume and Open Interest |
326 |
14,340 |
-132 |
Live Cattle(CME) |
Dec06 |
061117 |
87.900 |
88.125 |
87.450 |
87.575 |
-0.550 |
11,712 |
44,058 |
-2,699 |
Feb07 |
061117 |
90.400 |
90.725 |
90.125 |
90.225 |
-0.525 |
16,440 |
113,985 |
+2,269 |
Apr07 |
061117 |
91.300 |
91.500 |
90.900 |
91.000 |
-0.400 |
7,822 |
32,717 |
+2,650 |
Jun07 |
061117 |
87.400 |
87.600 |
87.150 |
87.300 |
-0.200 |
2,453 |
15,937 |
+260 |
Aug07 |
061117 |
85.800 |
86.350 |
85.800 |
86.250 |
unch |
1,528 |
8,101 |
+424 |
Oct07 |
061117 |
88.050 |
88.450 |
88.000 |
88.375 |
+0.375 |
733 |
3,882 |
+214 |
Total Volume and Open Interest |
40,798 |
221,137 |
+3,179 |
Feeder Cattle(CME) |
Jan07 |
061117 |
98.300 |
99.300 |
98.200 |
98.375 |
+0.175 |
3,868 |
14,608 |
+297 |
Mar07 |
061117 |
97.300 |
98.150 |
97.000 |
97.400 |
+0.275 |
891 |
4,083 |
-8 |
Apr07 |
061117 |
97.850 |
99.000 |
97.800 |
97.800 |
unch |
288 |
1,445 |
-65 |
May07 |
061117 |
98.500 |
99.600 |
98.500 |
98.500 |
+0.175 |
803 |
2,830 |
-91 |
Aug07 |
061117 |
101.700 |
102.000 |
101.250 |
102.000 |
+0.300 |
187 |
908 |
+60 |
Sep07 |
061117 |
101.750 |
101.800 |
101.700 |
101.775 |
+0.075 |
33 |
815 |
+2 |
Oct07 |
061117 |
101.525 |
101.525 |
101.525 |
101.525 |
+0.025 |
9 |
28 |
+8 |
Total Volume and Open Interest |
6,445 |
25,855 |
+117 |
Lean Hogs(CME) |
Dec06 |
061117 |
61.400 |
61.800 |
61.050 |
61.250 |
-0.800 |
8,788 |
28,295 |
-2,421 |
Feb07 |
061117 |
65.150 |
65.500 |
64.650 |
64.925 |
-0.600 |
9,964 |
94,033 |
-38 |
Apr07 |
061117 |
67.200 |
67.450 |
66.850 |
67.225 |
-0.425 |
4,596 |
31,736 |
+578 |
May07 |
061117 |
71.000 |
71.150 |
70.800 |
70.800 |
-0.700 |
114 |
2,667 |
+1 |
Jun07 |
061117 |
72.850 |
72.950 |
72.400 |
72.700 |
-0.550 |
1,116 |
18,086 |
+543 |
Jul07 |
061117 |
70.900 |
70.925 |
70.150 |
70.450 |
-0.625 |
221 |
4,435 |
+38 |
Aug07 |
061117 |
69.150 |
69.300 |
69.000 |
69.300 |
-0.050 |
405 |
3,384 |
+7 |
Oct07 |
061117 |
63.250 |
63.425 |
63.000 |
63.400 |
-0.050 |
331 |
3,551 |
+121 |
Total Volume and Open Interest |
25,661 |
187,260 |
-1,117 |
Pork Bellies(CME) |
Feb07 |
061117 |
92.500 |
93.850 |
91.800 |
92.625 |
+1.625 |
225 |
854 |
+7 |
Mar07 |
061117 |
92.500 |
92.500 |
92.300 |
92.300 |
+1.300 |
2 |
65 |
+0 |
May07 |
061117 |
91.900 |
92.300 |
91.900 |
92.300 |
+0.800 |
0 |
72 |
+0 |
Jul07 |
061117 |
93.050 |
93.050 |
93.050 |
93.050 |
+0.050 |
1 |
80 |
-1 |
Aug07 |
061117 |
93.300 |
93.300 |
93.300 |
93.300 |
+0.050 |
0 |
1 |
+0 |
Total Volume and Open Interest |
228 |
1,072 |
+6 |
Class III Milk(CME) |
Nov06 |
061117 |
12.83 |
12.90 |
12.83 |
12.87 |
+0.04 |
37 |
3,437 |
-3 |
Dec06 |
061117 |
13.96 |
14.07 |
13.70 |
13.87 |
-0.03 |
128 |
4,129 |
+41 |
Jan07 |
061117 |
13.87 |
13.90 |
13.58 |
13.79 |
-0.08 |
239 |
2,718 |
+93 |
Feb07 |
061117 |
13.86 |
13.86 |
13.75 |
13.79 |
-0.06 |
187 |
2,392 |
+60 |
Mar07 |
061117 |
13.92 |
13.92 |
13.68 |
13.89 |
-0.03 |
146 |
2,211 |
+51 |
Total Volume and Open Interest |
1,212 |
28,623 |
+377 |
Cocoa(NYBOT) |
Dec06 |
061117 |
1466 |
1480 |
1425 |
1470 |
+2 |
1,433 |
536 |
-1,371 |
Mar07 |
061117 |
1495 |
1512 |
1490 |
1500 |
+10 |
9,585 |
71,577 |
+806 |
May07 |
061117 |
1521 |
1535 |
1515 |
1523 |
+10 |
2,143 |
15,444 |
+264 |
Jul07 |
061117 |
1544 |
1553 |
1533 |
1544 |
+11 |
6 |
7,145 |
+0 |
Sep07 |
061117 |
1572 |
1572 |
1555 |
1565 |
+11 |
2,364 |
13,714 |
+1,552 |
Dec07 |
061117 |
1590 |
1598 |
1587 |
1590 |
+11 |
125 |
11,195 |
+76 |
Mar08 |
061117 |
1618 |
1618 |
1618 |
1618 |
+11 |
0 |
2,951 |
+0 |
Total Volume and Open Interest |
15,656 |
126,151 |
+1,327 |
Coffee "C"(NYBOT) |
Dec06 |
061117 |
116.00 |
116.00 |
111.00 |
113.10 |
-3.40 |
9,391 |
10,649 |
-4,691 |
Mar07 |
061117 |
119.40 |
119.90 |
116.00 |
117.95 |
-3.00 |
15,359 |
80,514 |
+4,771 |
May07 |
061117 |
122.00 |
122.45 |
118.75 |
120.65 |
-2.95 |
1,237 |
7,983 |
+279 |
Jul07 |
061117 |
124.60 |
124.70 |
121.50 |
123.15 |
-3.00 |
154 |
3,494 |
-7 |
Sep07 |
061117 |
127.00 |
127.00 |
124.50 |
125.55 |
-3.00 |
297 |
2,422 |
-135 |
Dec07 |
061117 |
130.25 |
130.25 |
128.45 |
128.45 |
-3.00 |
299 |
2,054 |
+15 |
Total Volume and Open Interest |
27,056 |
114,861 |
+388 |
Orange Juice(NYBOT) |
Jan07 |
061117 |
204.35 |
204.35 |
199.20 |
199.55 |
-5.45 |
5,288 |
20,410 |
+265 |
Mar07 |
061117 |
204.50 |
204.50 |
200.00 |
200.50 |
-4.85 |
2,253 |
7,124 |
+1,506 |
May07 |
061117 |
201.95 |
201.95 |
200.00 |
200.00 |
-0.95 |
376 |
1,698 |
+189 |
Jul07 |
061117 |
199.95 |
199.95 |
199.00 |
199.00 |
-0.95 |
275 |
473 |
+264 |
Sep07 |
061117 |
195.00 |
197.00 |
195.00 |
197.00 |
+0.05 |
12 |
203 |
+12 |
Total Volume and Open Interest |
8,215 |
30,841 |
+2,246 |
Sugar #11(NYBOT) |
Mar07 |
061117 |
11.35 |
11.47 |
11.24 |
11.35 |
-0.18 |
27,038 |
254,209 |
-344 |
May07 |
061117 |
11.48 |
11.57 |
11.43 |
11.50 |
-0.19 |
5,121 |
72,705 |
-686 |
Jul07 |
061117 |
11.50 |
11.54 |
11.43 |
11.50 |
-0.19 |
2,578 |
68,698 |
+707 |
Oct07 |
061117 |
11.70 |
11.70 |
11.60 |
11.66 |
-0.21 |
2,187 |
47,130 |
+619 |
Mar08 |
061117 |
12.12 |
12.12 |
12.07 |
12.09 |
-0.20 |
1,448 |
37,328 |
+450 |
Total Volume and Open Interest |
39,009 |
506,236 |
+970 |
Sugar #14(NYBOT) |
Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
Jan07 |
061117 |
19.78 |
19.90 |
19.78 |
19.90 |
+0.15 |
59 |
2,035 |
+8 |
Mar07 |
061117 |
19.76 |
19.80 |
19.76 |
19.80 |
+0.04 |
30 |
2,951 |
+30 |
May07 |
061117 |
19.80 |
19.83 |
19.80 |
19.83 |
+0.03 |
13 |
2,456 |
+0 |
Jul07 |
061117 |
20.13 |
20.13 |
20.13 |
20.13 |
+0.03 |
10 |
2,040 |
+8 |
Total Volume and Open Interest |
159 |
12,482 |
+82 |
London Cocoa(LCE) |
Dec06 |
061117 |
821 |
835 |
818 |
823 |
+3 |
6,036 |
71,568 |
-2,271 |
Mar07 |
061117 |
845 |
859 |
842 |
847 |
+5 |
4,727 |
55,013 |
+1,288 |
May07 |
061117 |
859 |
870 |
854 |
858 |
+5 |
1,518 |
24,609 |
+1,070 |
Jul07 |
061117 |
868 |
874 |
865 |
869 |
+5 |
154 |
15,873 |
+28 |
Sep07 |
061117 |
876 |
881 |
876 |
880 |
+5 |
149 |
13,089 |
+51 |
Dec07 |
061117 |
888 |
892 |
888 |
892 |
+6 |
156 |
13,731 |
+3 |
Mar08 |
061117 |
906 |
906 |
900 |
904 |
+6 |
20 |
4,265 |
+16 |
Total Volume and Open Interest |
12,790 |
199,815 |
+215 |
London Coffee(LCE) |
Nov06 |
061117 |
1511.00 |
1515.00 |
1445.00 |
1455.00 |
-98.00 |
37 |
3,778 |
-420 |
Jan07 |
061117 |
1540.00 |
1540.00 |
1450.00 |
1466.00 |
-96.00 |
11,774 |
62,289 |
-4,413 |
Mar07 |
061117 |
1547.00 |
1547.00 |
1462.00 |
1477.00 |
-96.00 |
8,660 |
34,313 |
+793 |
May07 |
061117 |
1551.00 |
1551.00 |
1475.00 |
1489.00 |
-91.00 |
3,197 |
10,616 |
+331 |
Jul07 |
061117 |
1545.00 |
1551.00 |
1487.00 |
1487.00 |
-91.00 |
293 |
4,012 |
-254 |
Sep07 |
061117 |
1550.00 |
1550.00 |
1475.00 |
1484.00 |
-88.00 |
161 |
5,573 |
+77 |
Total Volume and Open Interest |
24,236 |
124,048 |
-3,822 |
London Sugar(LCE) |
Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
Mar07 |
061117 |
362.00 |
362.00 |
351.00 |
353.50 |
-9.50 |
4,838 |
30,992 |
+83 |
May07 |
061117 |
358.10 |
358.10 |
350.00 |
352.00 |
-8.10 |
1,330 |
9,263 |
+48 |
Aug07 |
061117 |
351.00 |
352.80 |
346.50 |
349.00 |
-5.50 |
404 |
5,244 |
+53 |
Oct07 |
061117 |
347.30 |
347.30 |
342.00 |
344.50 |
-5.50 |
221 |
2,458 |
+74 |
Total Volume and Open Interest |
7,255 |
50,857 |
-6,267 |
Cotton(NYBOT) |
Dec06 |
061117 |
47.40 |
48.00 |
47.06 |
47.40 |
-0.48 |
9,586 |
21,085 |
-4,823 |
Mar07 |
061117 |
51.25 |
51.61 |
50.86 |
51.15 |
-0.25 |
12,854 |
105,403 |
+1,667 |
May07 |
061117 |
52.50 |
52.95 |
52.42 |
52.51 |
-0.27 |
1,661 |
14,104 |
+590 |
Jul07 |
061117 |
53.80 |
54.05 |
53.60 |
53.75 |
-0.26 |
1,057 |
9,193 |
+488 |
Oct07 |
061117 |
55.75 |
55.75 |
55.75 |
55.75 |
-0.10 |
0 |
140 |
+0 |
Dec07 |
061117 |
56.90 |
57.10 |
56.80 |
56.93 |
-0.12 |
439 |
13,911 |
+73 |
Total Volume and Open Interest |
25,597 |
165,315 |
-2,005 |
Lumber(CME) |
Jan07 |
061117 |
265.0 |
265.0 |
259.4 |
259.9 |
-8.6 |
928 |
4,835 |
-2 |
Mar07 |
061117 |
284.5 |
284.8 |
279.5 |
282.4 |
-6.6 |
301 |
879 |
+18 |
May07 |
061117 |
294.0 |
294.0 |
289.2 |
293.9 |
-3.5 |
16 |
86 |
+5 |
Jul07 |
061117 |
300.0 |
300.0 |
299.0 |
299.0 |
-2.1 |
14 |
19 |
+5 |
Total Volume and Open Interest |
1,259 |
5,819 |
-51 |
Crude Oil(NYM) |
Dec06 |
061117 |
55.35 |
56.30 |
55.08 |
55.81 |
-0.45 |
177,342 |
38,084 |
-50,847 |
Jan07 |
061117 |
58.46 |
59.00 |
58.15 |
58.97 |
+0.40 |
262,829 |
324,008 |
+26,133 |
Feb07 |
061117 |
60.05 |
60.60 |
59.90 |
60.54 |
+0.45 |
60,571 |
79,036 |
+1,799 |
Mar07 |
061117 |
61.20 |
61.70 |
61.00 |
61.70 |
+0.49 |
14,031 |
61,162 |
+668 |
Apr07 |
061117 |
62.15 |
62.63 |
62.00 |
62.63 |
+0.52 |
8,814 |
43,840 |
+1,115 |
May07 |
061117 |
62.75 |
63.39 |
62.75 |
63.39 |
+0.54 |
5,380 |
33,960 |
-418 |
Jun07 |
061117 |
63.40 |
64.04 |
63.40 |
64.04 |
+0.58 |
15,709 |
71,796 |
+68 |
Jul07 |
061117 |
64.05 |
64.62 |
64.05 |
64.62 |
+0.61 |
2,041 |
21,176 |
+267 |
Aug07 |
061117 |
64.50 |
65.13 |
64.50 |
65.13 |
+0.66 |
2,740 |
17,363 |
+849 |
Sep07 |
061117 |
65.15 |
65.59 |
65.15 |
65.59 |
+0.71 |
2,889 |
23,602 |
+380 |
Oct07 |
061117 |
66.00 |
66.00 |
66.00 |
66.00 |
+0.75 |
6,649 |
13,153 |
-2,915 |
Nov07 |
061117 |
66.36 |
66.36 |
66.36 |
66.36 |
+0.81 |
1,103 |
14,116 |
-200 |
Dec07 |
061117 |
66.10 |
66.67 |
66.10 |
66.67 |
+0.86 |
18,474 |
126,917 |
-3,841 |
Jan08 |
061117 |
66.10 |
66.92 |
66.10 |
66.92 |
+0.87 |
2,602 |
15,782 |
+901 |
Feb08 |
061117 |
67.13 |
67.13 |
67.13 |
67.13 |
+0.88 |
1,850 |
10,618 |
+1,035 |
Mar08 |
061117 |
67.32 |
67.32 |
67.32 |
67.32 |
+0.89 |
1,533 |
19,637 |
-536 |
Total Volume and Open Interest |
598,155 |
1,170,706 |
-26,116 |
Heating Oil(NYM) |
Dec06 |
061117 |
165.75 |
167.80 |
164.50 |
166.89 |
+0.84 |
36,928 |
37,919 |
-3,545 |
Jan07 |
061117 |
170.10 |
172.30 |
169.25 |
171.69 |
+1.18 |
27,559 |
79,973 |
+4,209 |
Feb07 |
061117 |
173.00 |
175.25 |
172.40 |
174.89 |
+1.48 |
3,881 |
28,333 |
+320 |
Mar07 |
061117 |
175.50 |
176.04 |
174.25 |
176.04 |
+1.63 |
1,733 |
15,531 |
+451 |
Apr07 |
061117 |
174.25 |
175.84 |
174.00 |
175.84 |
+1.63 |
533 |
11,705 |
+248 |
May07 |
061117 |
174.00 |
176.70 |
173.50 |
175.69 |
+1.68 |
587 |
6,407 |
+174 |
Jun07 |
061117 |
174.25 |
176.75 |
174.00 |
175.99 |
+1.68 |
2,481 |
20,073 |
+277 |
Jul07 |
061117 |
177.40 |
177.40 |
175.00 |
177.24 |
+1.73 |
159 |
3,353 |
+116 |
Aug07 |
061117 |
178.30 |
180.30 |
177.25 |
179.09 |
+1.78 |
52 |
2,936 |
+52 |
Sep07 |
061117 |
181.70 |
182.60 |
181.44 |
181.44 |
+1.78 |
102 |
4,955 |
-93 |
Oct07 |
061117 |
183.40 |
185.15 |
183.15 |
183.99 |
+1.83 |
0 |
1,543 |
+0 |
Nov07 |
061117 |
188.00 |
188.00 |
186.89 |
186.89 |
+1.88 |
67 |
879 |
+28 |
Total Volume and Open Interest |
75,299 |
227,752 |
+2,765 |
Unleaded Gas(NYM) |
Dec06 |
061117 |
153.00 |
154.50 |
148.50 |
154.11 |
+1.15 |
1,383 |
5,608 |
-317 |
Jan07 |
061117 |
153.00 |
156.00 |
150.30 |
155.11 |
+1.15 |
418 |
4,915 |
+94 |
Total Volume and Open Interest |
1,801 |
10,523 |
-223 |
RBOB Gasoline(NYMEX) |
Dec06 |
061117 |
154.10 |
155.25 |
150.00 |
154.93 |
+1.39 |
19,064 |
29,987 |
-1,252 |
Jan07 |
061117 |
156.17 |
157.30 |
153.00 |
157.08 |
+1.33 |
14,716 |
45,280 |
+2,217 |
Feb07 |
061117 |
158.20 |
160.23 |
156.73 |
160.23 |
+1.14 |
3,187 |
6,500 |
+50 |
Mar07 |
061117 |
161.50 |
163.53 |
160.00 |
163.53 |
+1.34 |
1,048 |
8,834 |
+61 |
Apr07 |
061117 |
176.50 |
178.63 |
176.50 |
178.63 |
-1.37 |
951 |
7,936 |
+314 |
May07 |
061117 |
179.50 |
181.43 |
179.50 |
181.43 |
-3.57 |
460 |
8,054 |
+200 |
Jun07 |
061117 |
183.73 |
183.73 |
182.25 |
183.73 |
+1.64 |
389 |
4,235 |
+178 |
Jul07 |
061117 |
185.08 |
185.08 |
185.08 |
185.08 |
+1.74 |
145 |
2,339 |
+125 |
Aug07 |
061117 |
185.43 |
185.43 |
185.43 |
185.43 |
+1.89 |
0 |
1,951 |
+0 |
Sep07 |
061117 |
184.63 |
184.63 |
184.63 |
184.63 |
+1.94 |
160 |
5,616 |
+119 |
Total Volume and Open Interest |
40,242 |
121,972 |
+2,113 |
e-MiNY RBOB Gasoline(NYMEX) |
Dec06 |
061030 |
148.00 |
148.00 |
148.00 |
148.00 |
-9.33 |
|
|
|
Jan07 |
061117 |
157.08 |
157.08 |
157.08 |
157.08 |
+0.99 |
|
|
|
Feb07 |
061117 |
160.23 |
160.23 |
160.23 |
160.23 |
+1.14 |
|
|
|
Mar07 |
061117 |
163.53 |
163.53 |
163.53 |
163.53 |
+1.34 |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Dec06 |
061117 |
7.820 |
8.250 |
7.800 |
8.179 |
+0.424 |
51,393 |
48,149 |
-4,215 |
Jan07 |
061117 |
8.290 |
8.680 |
8.270 |
8.634 |
+0.399 |
20,125 |
89,425 |
+150 |
Feb07 |
061117 |
8.360 |
8.700 |
8.340 |
8.674 |
+0.374 |
6,389 |
40,378 |
-250 |
Mar07 |
061117 |
8.230 |
8.550 |
8.230 |
8.519 |
+0.354 |
6,879 |
105,383 |
+262 |
Apr07 |
061117 |
7.830 |
8.064 |
7.830 |
8.064 |
+0.309 |
5,196 |
94,213 |
+513 |
May07 |
061117 |
7.950 |
8.021 |
7.950 |
8.021 |
+0.301 |
2,494 |
33,414 |
+1,016 |
Jun07 |
061117 |
7.960 |
8.086 |
7.960 |
8.086 |
+0.294 |
1,040 |
12,792 |
-120 |
Jul07 |
061117 |
8.164 |
8.164 |
8.164 |
8.164 |
+0.292 |
371 |
12,530 |
+53 |
Aug07 |
061117 |
8.214 |
8.214 |
8.214 |
8.214 |
+0.289 |
48 |
13,776 |
+52 |
Sep07 |
061117 |
8.262 |
8.262 |
8.262 |
8.262 |
+0.287 |
32 |
14,223 |
+5 |
Oct07 |
061117 |
8.130 |
8.352 |
8.130 |
8.352 |
+0.287 |
1,720 |
38,144 |
-161 |
Nov07 |
061117 |
8.770 |
8.802 |
8.770 |
8.802 |
+0.267 |
383 |
22,818 |
+134 |
Dec07 |
061117 |
9.060 |
9.232 |
9.060 |
9.232 |
+0.242 |
134 |
34,762 |
+17 |
Jan08 |
061117 |
9.450 |
9.452 |
9.450 |
9.452 |
+0.207 |
1,199 |
27,888 |
+362 |
Feb08 |
061117 |
9.452 |
9.452 |
9.452 |
9.452 |
+0.205 |
109 |
15,777 |
+30 |
Mar08 |
061117 |
9.280 |
9.280 |
9.237 |
9.237 |
+0.205 |
1,140 |
36,520 |
-658 |
Total Volume and Open Interest |
101,541 |
905,574 |
-3,134 |
Brent Crude Oil(ICE) |
Jan07 |
061117 |
58.49 |
59.11 |
57.85 |
58.99 |
+0.45 |
111,436 |
156,643 |
-7,666 |
Feb07 |
061117 |
59.75 |
60.39 |
59.23 |
60.29 |
+0.41 |
43,770 |
132,559 |
+1,267 |
Mar07 |
061117 |
60.87 |
61.37 |
60.33 |
61.35 |
+0.39 |
15,793 |
44,484 |
+1,968 |
Apr07 |
061117 |
61.94 |
62.25 |
61.40 |
62.25 |
+0.40 |
9,553 |
25,423 |
-2,294 |
May07 |
061117 |
62.65 |
63.02 |
62.50 |
63.02 |
+0.42 |
7,328 |
19,426 |
-1,386 |
Jun07 |
061117 |
63.46 |
63.66 |
62.75 |
63.66 |
+0.46 |
6,698 |
41,893 |
-517 |
Jul07 |
061117 |
64.21 |
64.21 |
64.21 |
64.21 |
+0.51 |
0 |
13,353 |
+814 |
Aug07 |
061117 |
64.70 |
64.70 |
64.70 |
64.70 |
+0.57 |
0 |
3,669 |
+55 |
Sep07 |
061117 |
65.10 |
65.10 |
65.10 |
65.10 |
+0.61 |
0 |
11,406 |
+27 |
Oct07 |
061117 |
65.46 |
65.46 |
65.46 |
65.46 |
+0.64 |
0 |
8,755 |
+25 |
Nov07 |
061117 |
65.78 |
65.78 |
65.78 |
65.78 |
+0.67 |
0 |
12,772 |
+45 |
Dec07 |
061117 |
65.40 |
66.06 |
65.17 |
66.06 |
+0.70 |
2,984 |
45,961 |
-153 |
Jan08 |
061117 |
66.29 |
66.29 |
66.29 |
66.29 |
+0.70 |
0 |
6,373 |
+125 |
Feb08 |
061117 |
66.50 |
66.50 |
66.50 |
66.50 |
+0.74 |
0 |
925 |
+25 |
Total Volume and Open Interest |
198,221 |
579,092 |
-7,268 |
Gas Oil(ICE) |
Dec06 |
061117 |
524.00 |
529.25 |
517.75 |
519.75 |
-21.25 |
48,855 |
70,784 |
-3,092 |
Jan07 |
061117 |
528.00 |
533.25 |
523.00 |
524.75 |
-20.50 |
45,552 |
66,776 |
+743 |
Feb07 |
061117 |
535.75 |
539.50 |
530.25 |
531.75 |
-20.00 |
11,826 |
34,934 |
+643 |
Mar07 |
061117 |
542.50 |
542.50 |
537.75 |
537.75 |
-19.75 |
3,826 |
17,929 |
-521 |
Apr07 |
061117 |
544.00 |
546.50 |
543.50 |
543.50 |
-19.50 |
1,698 |
11,008 |
+67 |
May07 |
061117 |
549.50 |
551.25 |
549.00 |
549.00 |
-19.50 |
489 |
8,514 |
+153 |
Jun07 |
061117 |
557.00 |
557.00 |
553.75 |
554.50 |
-19.25 |
4,537 |
28,452 |
+2,895 |
Jul07 |
061117 |
563.25 |
563.25 |
560.50 |
560.50 |
-18.75 |
0 |
3,628 |
+488 |
Aug07 |
061117 |
566.00 |
566.00 |
566.00 |
566.00 |
-18.25 |
0 |
864 |
+93 |
Sep07 |
061117 |
571.50 |
571.50 |
571.50 |
571.50 |
-17.75 |
759 |
7,392 |
+250 |
Total Volume and Open Interest |
120,319 |
294,167 |
+1,827 |
US Dollar Index(NYBOT) |
Dec06 |
061117 |
85.37 |
85.58 |
85.05 |
85.29 |
-0.09 |
1,368 |
30,811 |
-593 |
Mar07 |
061117 |
85.16 |
85.24 |
84.78 |
84.98 |
-0.09 |
15 |
2,124 |
+5 |
Jun07 |
061117 |
84.69 |
84.69 |
84.69 |
84.69 |
-0.09 |
0 |
13 |
+0 |
Total Volume and Open Interest |
1,383 |
32,974 |
-588 |
Australian Dollar(CME) |
Dec06 |
061117 |
76.41 |
76.89 |
76.41 |
76.82 |
+0.21 |
1,139 |
112,411 |
+7,501 |
Mar07 |
061117 |
76.24 |
76.63 |
76.24 |
76.63 |
+0.21 |
0 |
970 |
-9 |
Jun07 |
061117 |
76.49 |
76.49 |
76.49 |
76.49 |
+0.21 |
0 |
103 |
+0 |
Total Volume and Open Interest |
1,139 |
113,504 |
+7,493 |
British Pound(CME) |
Dec06 |
061117 |
188.53 |
189.60 |
188.53 |
189.39 |
+0.54 |
931 |
124,378 |
-732 |
Mar07 |
061117 |
188.58 |
189.60 |
188.58 |
189.47 |
+0.54 |
0 |
829 |
-23 |
Jun07 |
061117 |
189.41 |
189.41 |
189.41 |
189.41 |
+0.54 |
0 |
27 |
+1 |
Total Volume and Open Interest |
931 |
125,235 |
-754 |
Canadian Dollar(CME) |
Dec06 |
061117 |
87.23 |
87.56 |
87.23 |
87.30 |
-0.35 |
3,901 |
130,526 |
+1,361 |
Mar07 |
061117 |
87.68 |
87.75 |
87.55 |
87.55 |
-0.35 |
20 |
2,964 |
+35 |
Jun07 |
061117 |
87.98 |
87.98 |
87.82 |
87.82 |
-0.35 |
7 |
551 |
+24 |
Sep07 |
061117 |
88.13 |
88.21 |
88.09 |
88.09 |
-0.35 |
0 |
267 |
+0 |
Total Volume and Open Interest |
3,928 |
134,353 |
+1,420 |
Japanese Yen(CME) |
Dec06 |
061117 |
84.82 |
85.45 |
84.82 |
85.20 |
+0.24 |
1,098 |
216,886 |
+4,113 |
Mar07 |
061117 |
85.83 |
86.25 |
85.83 |
86.25 |
+0.25 |
218 |
21,745 |
+460 |
Jun07 |
061117 |
87.25 |
87.25 |
87.25 |
87.25 |
+0.25 |
0 |
20 |
+0 |
Total Volume and Open Interest |
1,316 |
238,810 |
+4,574 |
Swiss Franc(CME) |
Dec06 |
061117 |
80.02 |
80.74 |
80.02 |
80.51 |
+0.12 |
2,339 |
85,870 |
-600 |
Mar07 |
061117 |
80.70 |
81.20 |
80.70 |
81.20 |
+0.12 |
0 |
364 |
+4 |
Jun07 |
061117 |
81.83 |
81.83 |
81.83 |
81.83 |
+0.12 |
0 |
36 |
+0 |
Total Volume and Open Interest |
2,339 |
86,360 |
-596 |
EuroFX(CME) |
Dec06 |
061117 |
127.93 |
128.66 |
127.92 |
128.34 |
+0.17 |
2,195 |
163,595 |
-6,850 |
Mar07 |
061117 |
128.87 |
128.87 |
128.87 |
128.87 |
+0.18 |
13 |
4,492 |
+21 |
Jun07 |
061117 |
129.30 |
129.30 |
129.30 |
129.30 |
+0.18 |
0 |
97 |
+0 |
Total Volume and Open Interest |
2,208 |
168,325 |
-6,830 |
Mexican Peso(CME) |
Dec06 |
061117 |
9137.0 |
9145.0 |
9085.0 |
9130.0 |
-37.0 |
6,154 |
71,472 |
-1,167 |
Jan07 |
061117 |
9117.0 |
9117.0 |
9117.0 |
9117.0 |
-38.0 |
|
|
|
Total Volume and Open Interest |
6,164 |
73,959 |
-1,159 |
30-Year T-Bonds(CBOT) |
Dec06 |
061117 |
112~05 |
113~04 |
112~05 |
112~26 |
+0~16 |
589,659 |
762,245 |
-18,303 |
Mar07 |
061117 |
112~07 |
113~04 |
112~07 |
112~26 |
+0~16 |
34,197 |
37,236 |
+11,783 |
Jun07 |
061117 |
112~24 |
112~24 |
112~24 |
112~24 |
+0~16 |
0 |
31 |
+0 |
Total Volume and Open Interest |
623,856 |
799,518 |
-6,520 |
10-Year T-Notes(CBOT) |
Dec06 |
061117 |
107~220 |
108~105 |
107~215 |
108~055 |
+0~135 |
1,747,641 |
2,173,047 |
-29,067 |
Mar07 |
061117 |
107~235 |
108~130 |
107~235 |
108~085 |
+0~135 |
76,021 |
199,467 |
+32,173 |
Total Volume and Open Interest |
1,823,693 |
2,374,920 |
+3,107 |
5-Year T-Notes(CBOT) |
Dec06 |
061117 |
105~060 |
105~165 |
105~045 |
105~135 |
+0~100 |
745,994 |
0 |
+0 |
Mar07 |
061117 |
105~090 |
105~175 |
105~090 |
105~170 |
+0~100 |
42,727 |
0 |
+0 |
Total Volume and Open Interest |
788,721 |
|
|
2 Year T-Notes(CBOT) |
Dec06 |
061117 |
101~124 |
102~012 |
101~122 |
102~008 |
+0~016 |
10,783 |
647,388 |
+844 |
Mar07 |
061117 |
102~020 |
102~037 |
102~020 |
102~034 |
+0~018 |
932 |
25,104 |
+6,864 |
Total Volume and Open Interest |
11,715 |
672,492 |
+7,708 |
Eurodollars(CME) |
Dec06 |
061117 |
94.622 |
94.630 |
94.622 |
94.628 |
+0.007 |
26,541 |
1,266,115 |
-37,274 |
Mar07 |
061117 |
94.710 |
94.750 |
94.700 |
94.745 |
+0.050 |
31,100 |
1,367,880 |
-2,370 |
Jun07 |
061117 |
94.835 |
94.920 |
94.835 |
94.905 |
+0.080 |
23,580 |
1,266,837 |
+10,132 |
Sep07 |
061117 |
94.995 |
95.095 |
94.995 |
95.080 |
+0.095 |
28,236 |
1,216,868 |
-13,996 |
Dec07 |
061117 |
95.115 |
95.220 |
95.115 |
95.200 |
+0.100 |
29,025 |
1,286,877 |
-14,350 |
Mar08 |
061117 |
95.175 |
95.275 |
95.170 |
95.255 |
+0.095 |
31,138 |
801,040 |
-31,143 |
Jun08 |
061117 |
95.185 |
95.270 |
95.180 |
95.260 |
+0.090 |
18,589 |
595,774 |
-2,854 |
Sep08 |
061117 |
95.190 |
95.260 |
95.180 |
95.255 |
+0.085 |
12,682 |
489,117 |
-8,255 |
Dec08 |
061117 |
95.170 |
95.255 |
95.170 |
95.235 |
+0.085 |
5,784 |
369,260 |
-5,432 |
Mar09 |
061117 |
95.150 |
95.235 |
95.150 |
95.210 |
+0.080 |
13,099 |
360,442 |
-5,050 |
Jun09 |
061117 |
95.125 |
95.195 |
95.120 |
95.180 |
+0.080 |
8,774 |
241,856 |
+2,129 |
Sep09 |
061117 |
95.100 |
95.180 |
95.100 |
95.155 |
+0.080 |
10,842 |
168,295 |
+5,325 |
Dec09 |
061117 |
95.065 |
95.135 |
95.065 |
95.115 |
+0.075 |
8,991 |
132,669 |
+3,907 |
Mar10 |
061117 |
95.045 |
95.115 |
95.040 |
95.095 |
+0.075 |
5,278 |
123,521 |
+327 |
Jun10 |
061117 |
95.020 |
95.090 |
95.020 |
95.065 |
+0.070 |
4,756 |
105,714 |
+261 |
Sep10 |
061117 |
94.990 |
95.060 |
94.990 |
95.035 |
+0.070 |
9,574 |
93,416 |
-2,581 |
Dec10 |
061117 |
94.955 |
95.015 |
94.955 |
94.995 |
+0.070 |
3,884 |
108,886 |
+938 |
Mar11 |
061117 |
94.940 |
95.000 |
94.940 |
94.975 |
+0.065 |
5,874 |
57,924 |
+2,224 |
Total Volume and Open Interest |
292,383 |
10,269,553 |
-91,869 |
3-Mth Euro-Yen(CME) |
Dec06 |
061117 |
99.44 |
99.45 |
99.44 |
99.44 |
+0.02 |
135 |
19,291 |
-140 |
Mar07 |
061117 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.03 |
207 |
12,395 |
-716 |
Jun07 |
061117 |
99.16 |
99.16 |
99.16 |
99.16 |
+0.01 |
206 |
8,200 |
-592 |
Sep07 |
061117 |
99.05 |
99.06 |
99.05 |
99.06 |
+0.02 |
10 |
2,993 |
-161 |
Dec07 |
061117 |
98.94 |
98.95 |
98.94 |
98.95 |
+0.01 |
999 |
7,197 |
+16 |
Mar08 |
061117 |
98.85 |
98.85 |
98.85 |
98.85 |
unch |
0 |
3,568 |
+0 |
Jun08 |
061117 |
98.77 |
98.77 |
98.77 |
98.77 |
unch |
0 |
269 |
+0 |
Sep08 |
061117 |
98.69 |
98.69 |
98.69 |
98.69 |
unch |
0 |
1 |
+0 |
Dec08 |
061117 |
98.60 |
98.60 |
98.60 |
98.60 |
unch |
0 |
6 |
+0 |
Mar09 |
061117 |
98.47 |
98.47 |
98.47 |
98.47 |
unch |
|
|
|
Total Volume and Open Interest |
1,557 |
53,920 |
-1,593 |
3-Mth Euro-Yen(SIMEX) |
Dec06 |
061117 |
99.42 |
99.45 |
99.42 |
99.44 |
+0.01 |
4,885 |
79,801 |
+575 |
Mar07 |
061117 |
99.27 |
99.30 |
99.27 |
99.30 |
+0.02 |
4,148 |
78,609 |
+965 |
Jun07 |
061117 |
99.15 |
99.17 |
99.15 |
99.17 |
+0.01 |
2,226 |
40,497 |
+683 |
Sep07 |
061117 |
99.02 |
99.05 |
99.02 |
99.05 |
+0.01 |
1,320 |
30,967 |
-370 |
Dec07 |
061117 |
98.93 |
98.96 |
98.93 |
98.94 |
unch |
1,588 |
45,813 |
-1,065 |
Mar08 |
061117 |
98.86 |
98.86 |
98.85 |
98.85 |
unch |
52 |
29,051 |
+52 |
Jun08 |
061117 |
98.76 |
98.76 |
98.76 |
98.76 |
unch |
70 |
8,197 |
+0 |
Sep08 |
061117 |
98.70 |
98.70 |
98.68 |
98.68 |
unch |
0 |
1,491 |
+0 |
Total Volume and Open Interest |
14,289 |
315,974 |
+840 |
German Euro-Bund(EUREX) |
Dec06 |
061117 |
117.68 |
118.16 |
117.47 |
118.02 |
+0.18 |
1,503,745 |
1,587,134 |
+41,704 |
Mar07 |
061117 |
117.89 |
118.33 |
117.65 |
118.20 |
+0.18 |
8,358 |
40,843 |
+2,218 |
Jun07 |
061117 |
117.34 |
117.72 |
117.34 |
117.72 |
+0.23 |
496 |
626 |
+0 |
Total Volume and Open Interest |
1,512,599 |
1,628,603 |
+43,922 |
German Euro-Bobl(EUREX) |
Dec06 |
060907 |
109.66 |
109.68 |
109.40 |
109.64 |
+0.09 |
625,335 |
578,664 |
+282,002 |
Mar07 |
061117 |
109.81 |
109.95 |
109.79 |
109.95 |
+0.09 |
1,377 |
27,232 |
+246 |
Jun07 |
061117 |
109.28 |
109.28 |
109.28 |
109.28 |
+0.09 |
|
|
|
Total Volume and Open Interest |
643,540 |
1,055,352 |
-19,693 |
Long Gilt(LIFFE) |
Dec06 |
061117 |
109~14 |
109~25 |
109~11 |
109~21 |
+0~02 |
84,020 |
306,065 |
-2,275 |
Mar07 |
061117 |
109~14 |
109~18 |
109~14 |
109~18 |
+0~02 |
1 |
93 |
+0 |
Total Volume and Open Interest |
84,021 |
306,186 |
-2,275 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
061117 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.01 |
25,382 |
415,724 |
+3,017 |
Mar07 |
061117 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.03 |
97,768 |
412,719 |
-838 |
Jun07 |
061117 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.03 |
91,440 |
437,068 |
+8,938 |
Total Volume and Open Interest |
396,188 |
2,268,692 |
+8,559 |
3-Mth Euribor(LIFFE) |
Dec06 |
061117 |
96.285 |
96.300 |
96.275 |
96.295 |
+0.015 |
99,743 |
732,745 |
+15,100 |
Mar07 |
061117 |
96.115 |
96.160 |
96.100 |
96.145 |
+0.025 |
134,632 |
804,381 |
-5,924 |
Jun07 |
061117 |
96.060 |
96.115 |
96.045 |
96.095 |
+0.025 |
172,593 |
660,244 |
+12,750 |
Total Volume and Open Interest |
788,413 |
3,830,093 |
+9,012 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
061117 |
93.60 |
93.61 |
93.60 |
93.61 |
unch |
1,118 |
121,742 |
-6,990 |
Mar07 |
061117 |
93.54 |
93.55 |
93.53 |
93.55 |
unch |
13,222 |
320,826 |
-15,326 |
Jun07 |
061117 |
93.55 |
93.56 |
93.54 |
93.55 |
-0.01 |
6,216 |
154,078 |
+4,654 |
Sep07 |
061117 |
93.61 |
93.62 |
93.59 |
93.61 |
-0.01 |
3,197 |
60,628 |
+3,200 |
Dec07 |
061117 |
93.65 |
93.65 |
93.65 |
93.65 |
-0.02 |
650 |
37,363 |
+751 |
Mar08 |
061117 |
93.69 |
93.69 |
93.69 |
93.69 |
-0.02 |
301 |
21,667 |
+302 |
Jun08 |
061117 |
93.71 |
93.71 |
93.71 |
93.71 |
-0.02 |
106 |
17,383 |
+31 |
Sep08 |
061117 |
93.73 |
93.73 |
93.73 |
93.73 |
-0.03 |
816 |
11,077 |
+656 |
Dec08 |
061117 |
93.74 |
93.75 |
93.74 |
93.75 |
-0.02 |
4 |
5,573 |
-89 |
Mar09 |
061117 |
93.76 |
93.76 |
93.76 |
93.76 |
-0.02 |
2 |
1,457 |
+2 |
Total Volume and Open Interest |
25,632 |
753,493 |
-12,809 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
061117 |
94.37 |
94.39 |
94.36 |
94.38 |
-0.03 |
23,640 |
511,160 |
-6,710 |
Mar07 |
061117 |
94.38 |
94.38 |
94.38 |
94.38 |
-0.03 |
|
|
|
Total Volume and Open Interest |
23,640 |
511,160 |
-6,710 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
061117 |
94.12 |
94.13 |
94.11 |
94.12 |
-0.03 |
52,339 |
689,139 |
-42,240 |
Mar07 |
061117 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.03 |
|
|
|
Total Volume and Open Interest |
52,339 |
689,139 |
-42,240 |
Gold(CMX) |
Dec06 |
061117 |
616.5 |
622.9 |
614.5 |
622.5 |
+0.8 |
28,332 |
147,819 |
-2,347 |
Feb07 |
061117 |
622.0 |
629.3 |
621.0 |
628.7 |
+0.8 |
7,229 |
90,027 |
-59 |
Apr07 |
061117 |
628.5 |
636.0 |
628.0 |
634.8 |
+0.8 |
379 |
16,174 |
+104 |
Jun07 |
061117 |
634.0 |
640.8 |
633.3 |
640.8 |
+0.7 |
1,154 |
21,217 |
+34 |
Aug07 |
061117 |
646.8 |
646.8 |
646.8 |
646.8 |
+0.7 |
45 |
1,940 |
+15 |
Oct07 |
061117 |
652.7 |
652.7 |
652.7 |
652.7 |
+0.7 |
2 |
13,293 |
+0 |
Dec07 |
061117 |
654.0 |
658.5 |
649.5 |
658.5 |
+0.6 |
714 |
34,735 |
+66 |
Feb08 |
061117 |
664.2 |
664.2 |
664.2 |
664.2 |
+0.5 |
0 |
2,285 |
+0 |
Apr08 |
061117 |
14.4 |
14.4 |
14.4 |
14.4 |
+0.4 |
0 |
1,489 |
+0 |
Jun08 |
061117 |
675.5 |
675.5 |
675.5 |
675.5 |
+0.4 |
0 |
3,470 |
+0 |
Aug08 |
061117 |
681.1 |
681.1 |
681.1 |
681.1 |
+0.3 |
0 |
220 |
+0 |
Total Volume and Open Interest |
37,942 |
354,317 |
-2,138 |
Silver(CMX) |
Dec06 |
061117 |
1275.0 |
1288.0 |
1260.0 |
1280.0 |
-14.5 |
13,419 |
54,321 |
-1,153 |
Mar07 |
061117 |
1296.0 |
1307.0 |
1278.0 |
1298.1 |
-14.8 |
2,388 |
35,815 |
+783 |
May07 |
061117 |
1309.9 |
1309.9 |
1309.9 |
1309.9 |
-14.8 |
104 |
3,828 |
+14 |
Jul07 |
061117 |
1320.0 |
1343.0 |
1315.0 |
1321.7 |
-14.8 |
316 |
8,903 |
+44 |
Sep07 |
061117 |
1333.9 |
1333.9 |
1333.9 |
1333.9 |
-14.8 |
0 |
2,304 |
+0 |
Dec07 |
061117 |
1350.0 |
1355.0 |
1346.0 |
1346.5 |
-15.0 |
1,191 |
8,690 |
+885 |
Mar08 |
061117 |
42.1 |
42.1 |
42.1 |
42.1 |
-15.0 |
0 |
110 |
+0 |
Total Volume and Open Interest |
17,616 |
119,243 |
+728 |
Platinum(NYM) |
Jan07 |
061117 |
1140.5 |
1194.0 |
1137.0 |
1192.1 |
+2.8 |
1,682 |
8,371 |
+149 |
Apr07 |
061117 |
1203.0 |
1203.0 |
1195.1 |
1195.1 |
+9.8 |
17 |
49 |
+16 |
Jul07 |
061117 |
544.7 |
544.7 |
544.7 |
544.7 |
+9.8 |
0 |
7 |
+0 |
Oct07 |
061117 |
1205.1 |
1205.1 |
1205.1 |
1205.1 |
+9.8 |
|
|
|
Total Volume and Open Interest |
1,699 |
8,427 |
+165 |
Palladium(NYME) |
Dec06 |
061117 |
318.75 |
318.75 |
312.00 |
317.95 |
-4.30 |
952 |
9,172 |
-675 |
Mar07 |
061117 |
320.25 |
327.00 |
320.00 |
323.10 |
-4.25 |
371 |
3,126 |
+84 |
Jun07 |
061117 |
330.00 |
330.00 |
328.10 |
328.10 |
-4.75 |
0 |
34 |
+0 |
Total Volume and Open Interest |
1,323 |
12,334 |
-591 |
Copper(CMX) |
Dec06 |
061117 |
301.50 |
306.50 |
298.00 |
305.75 |
+1.65 |
6,396 |
21,099 |
-1,890 |
Mar07 |
061117 |
304.00 |
310.50 |
301.50 |
309.25 |
+1.75 |
3,724 |
37,533 |
+1,081 |
May07 |
061117 |
303.00 |
309.50 |
302.50 |
309.50 |
+1.75 |
193 |
4,186 |
+75 |
Jul07 |
061117 |
302.50 |
308.25 |
301.00 |
308.25 |
+1.75 |
101 |
1,611 |
+10 |
Sep07 |
061117 |
301.50 |
306.65 |
301.50 |
306.65 |
+1.85 |
108 |
1,059 |
+78 |
Total Volume and Open Interest |
11,058 |
73,423 |
-812 |
Aluminum(CMX) |
Nov06 |
061117 |
118.00 |
118.00 |
118.00 |
118.00 |
-2.00 |
1 |
12 |
+0 |
Dec06 |
061117 |
119.00 |
119.00 |
119.00 |
119.00 |
-2.00 |
1 |
646 |
+1 |
Jan07 |
061117 |
118.50 |
118.50 |
118.50 |
118.50 |
-2.00 |
40 |
100 |
+40 |
Feb07 |
061117 |
118.00 |
118.00 |
118.00 |
118.00 |
-2.00 |
40 |
40 |
+40 |
Mar07 |
061117 |
117.50 |
117.50 |
117.50 |
117.50 |
-2.00 |
40 |
40 |
+40 |
Apr07 |
061117 |
117.00 |
117.00 |
117.00 |
117.00 |
-2.00 |
40 |
40 |
+40 |
Total Volume and Open Interest |
483 |
1,259 |
+462 |
DJIA Index(CBOT) |
Dec06 |
061117 |
12338 |
12375 |
12310 |
12368 |
+18 |
2,884 |
63,356 |
+38 |
Mar07 |
061117 |
12410 |
12456 |
12410 |
12456 |
+18 |
72 |
345 |
+6 |
Jun07 |
061117 |
12538 |
12538 |
12538 |
12538 |
+18 |
|
|
|
Sep07 |
061117 |
12623 |
12623 |
12623 |
12623 |
+18 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,956 |
63,703 |
+44 |
S & P 500(CME) |
Dec06 |
061117 |
1400.20 |
1405.20 |
1398.20 |
1404.80 |
-0.30 |
25,969 |
590,552 |
+2,170 |
Mar07 |
061117 |
1411.50 |
1416.80 |
1411.50 |
1416.80 |
-0.30 |
1,758 |
39,251 |
+2,615 |
Jun07 |
061117 |
1428.80 |
1428.80 |
1428.80 |
1428.80 |
-0.70 |
0 |
4,891 |
+0 |
Sep07 |
061117 |
1442.00 |
1442.00 |
1442.00 |
1442.00 |
-0.70 |
0 |
3,880 |
+0 |
Total Volume and Open Interest |
27,727 |
638,883 |
+4,785 |
S & P 500 E-Mini(Globex) |
Dec06 |
061117 |
1404.25 |
1405.25 |
1398.00 |
1404.75 |
-0.25 |
1,104,820 |
1,722,667 |
+15,504 |
Mar07 |
061117 |
1415.00 |
1417.00 |
1410.00 |
1416.75 |
-0.25 |
7,813 |
31,432 |
+6,514 |
Total Volume and Open Interest |
1,112,633 |
1,754,099 |
+22,018 |
NASDAQ 100(CME) |
Dec06 |
061117 |
1798.00 |
1808.50 |
1794.00 |
1806.80 |
-3.50 |
5,796 |
70,285 |
+1,897 |
Mar07 |
061117 |
1827.80 |
1827.80 |
1827.80 |
1827.80 |
-3.50 |
1 |
70 |
+0 |
Jun07 |
061117 |
1845.80 |
1845.80 |
1845.80 |
1845.80 |
-3.50 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,797 |
70,365 |
+1,897 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
061117 |
1808.50 |
1808.80 |
1794.00 |
1806.80 |
-3.50 |
331,839 |
528,537 |
+8,535 |
Mar07 |
061117 |
1822.30 |
1830.00 |
1818.50 |
1827.80 |
-3.50 |
325 |
1,343 |
+18 |
Total Volume and Open Interest |
332,164 |
529,880 |
+8,553 |
S & P Midcap 400(CME) |
Dec06 |
061117 |
807.75 |
809.25 |
803.20 |
809.20 |
-1.10 |
1,680 |
9,886 |
+449 |
Mar07 |
061117 |
816.20 |
816.20 |
816.20 |
816.20 |
-1.10 |
|
|
|
Jun07 |
061117 |
823.20 |
823.20 |
823.20 |
823.20 |
-1.10 |
|
|
|
Total Volume and Open Interest |
1,680 |
9,886 |
+449 |
Russell 2000(CME) |
Dec06 |
061117 |
790.50 |
792.70 |
785.50 |
792.70 |
-0.50 |
2,372 |
40,580 |
+952 |
Mar07 |
061117 |
799.20 |
799.20 |
799.20 |
799.20 |
-0.50 |
0 |
34 |
+0 |
Jun07 |
061117 |
805.70 |
805.70 |
805.70 |
805.70 |
-0.50 |
|
|
|
Total Volume and Open Interest |
2,372 |
40,622 |
+952 |
Russell 2000 E-Mini(Globex) |
Dec06 |
061117 |
793.10 |
793.10 |
785.20 |
792.70 |
-0.50 |
188,592 |
406,117 |
-771 |
Mar07 |
061117 |
798.00 |
799.80 |
792.10 |
799.20 |
-0.50 |
576 |
814 |
+33 |
Total Volume and Open Interest |
189,168 |
406,931 |
-738 |
Value Line(KCBT) |
Dec06 |
061117 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Dec06 |
061117 |
16000 |
16055 |
15980 |
16055 |
-185 |
|
|
|
Mar07 |
061117 |
16080 |
16080 |
16050 |
16080 |
-185 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Dec06 |
061117 |
16220 |
16245 |
16055 |
16065 |
-105 |
48,134 |
258,639 |
-1,077 |
Mar07 |
061117 |
16100 |
16245 |
16080 |
16100 |
-75 |
8 |
165 |
+65 |
Jun07 |
061117 |
16040 |
16040 |
16040 |
16040 |
-75 |
0 |
41 |
+0 |
Total Volume and Open Interest |
48,142 |
259,045 |
-1,012 |
CAC 40(EURONEXT) |
Nov06 |
061117 |
5483.5 |
5489.5 |
5421.0 |
5434.5 |
-61.5 |
143,545 |
377,594 |
-108,395 |
Dec06 |
061117 |
5496.5 |
5503.5 |
5434.0 |
5450.0 |
-59.0 |
110,204 |
404,419 |
+70,581 |
Jan07 |
061117 |
5514.0 |
5518.0 |
5455.0 |
5467.0 |
-59.5 |
325 |
1,572 |
+297 |
Total Volume and Open Interest |
254,972 |
785,459 |
-36,705 |
Hang Seng Index(HKFE) |
Nov06 |
061117 |
19042 |
19184 |
19041 |
19151 |
+46 |
43,579 |
126,667 |
+3,678 |
Dec06 |
061117 |
19069 |
19220 |
19069 |
19188 |
+28 |
1,483 |
9,894 |
+733 |
Total Volume and Open Interest |
45,145 |
137,453 |
+4,362 |
DAX(EUREX) |
Dec06 |
061117 |
6453.0 |
6469.0 |
6416.0 |
6435.5 |
-26.0 |
126,697 |
267,856 |
-3,042 |
Mar07 |
061117 |
6515.5 |
6529.0 |
6477.0 |
6495.5 |
-25.5 |
742 |
10,012 |
+339 |
Jun07 |
061117 |
6579.5 |
6593.0 |
6539.5 |
6559.0 |
-26.5 |
1,014 |
3,227 |
+269 |
Total Volume and Open Interest |
128,453 |
281,095 |
-2,434 |
FT-SE 100(EURONEXT) |
Dec06 |
061117 |
6260.00 |
6275.00 |
6188.00 |
6205.00 |
-58.50 |
62,776 |
523,950 |
+7,471 |
Mar07 |
061117 |
6276.00 |
6276.00 |
6212.00 |
6225.50 |
-58.50 |
421 |
8,135 |
+178 |
Jun07 |
061117 |
6246.50 |
6246.50 |
6246.50 |
6246.50 |
-59.00 |
0 |
3,572 |
+0 |
Total Volume and Open Interest |
63,197 |
536,173 |
+7,649 |
SPI 200(SFE) |
Dec06 |
061117 |
5395.0 |
5433.0 |
5359.0 |
5432.0 |
+33.0 |
18,636 |
297,577 |
+6,969 |
Mar07 |
061117 |
5408.0 |
5443.0 |
5397.0 |
5443.0 |
+33.0 |
98 |
3,704 |
+5 |
Jun07 |
061117 |
5467.0 |
5477.0 |
5467.0 |
5477.0 |
+33.0 |
21 |
3,712 |
+6 |
Total Volume and Open Interest |
19,119 |
309,644 |
+7,270 |
GSCI(CME) |
Dec06 |
061117 |
432.40 |
437.10 |
431.50 |
437.10 |
+3.20 |
259 |
21,869 |
+77 |
Jan07 |
061117 |
443.00 |
443.00 |
443.00 |
443.00 |
+2.00 |
|
|
|
Feb07 |
061117 |
446.00 |
446.00 |
446.00 |
446.00 |
+1.00 |
|
|
|
Total Volume and Open Interest |
259 |
21,869 |
-1,182 |
Reuters CRB Index(NYBOT) |
Jan07 |
061117 |
394.50 |
394.60 |
392.50 |
394.25 |
-0.25 |
39 |
527 |
+8 |
Feb07 |
061117 |
393.75 |
394.25 |
393.75 |
394.25 |
-0.25 |
1 |
7 |
+1 |
Apr07 |
061117 |
395.60 |
396.25 |
395.10 |
396.25 |
-0.25 |
0 |
411 |
+0 |
Total Volume and Open Interest |
40 |
945 |
+9 |
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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