 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri November 24, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan07 |
061124 |
675.00 |
687.00 |
673.00 |
684.25 |
+10.25 |
19,043 |
208,198 |
-509 |
Mar07 |
061124 |
688.00 |
700.50 |
685.50 |
696.75 |
+10.00 |
5,051 |
65,801 |
+1,666 |
May07 |
061124 |
697.00 |
707.50 |
695.50 |
704.75 |
+8.50 |
1,660 |
34,566 |
+1,347 |
Jul07 |
061124 |
705.00 |
715.00 |
703.00 |
712.75 |
+9.00 |
2,031 |
30,021 |
-357 |
Aug07 |
061124 |
713.00 |
715.00 |
713.00 |
713.00 |
+6.50 |
49 |
1,272 |
-10 |
Sep07 |
061124 |
710.00 |
718.00 |
710.00 |
718.00 |
+8.75 |
2 |
474 |
+1 |
Nov07 |
061124 |
717.00 |
728.50 |
716.00 |
725.50 |
+9.50 |
1,941 |
47,911 |
+255 |
Total Volume and Open Interest |
29,949 |
396,494 |
+2,506 |
Soybean Meal(CBOT) |
Dec06 |
061124 |
192.00 |
195.60 |
191.90 |
194.80 |
+2.70 |
8,597 |
35,300 |
-3,587 |
Jan07 |
061124 |
194.30 |
197.20 |
194.00 |
196.60 |
+2.70 |
7,858 |
47,555 |
+3,187 |
Mar07 |
061124 |
196.50 |
200.30 |
196.30 |
199.70 |
+3.20 |
4,019 |
42,330 |
+1,020 |
May07 |
061124 |
198.80 |
202.20 |
198.80 |
201.90 |
+3.10 |
1,145 |
29,746 |
-89 |
Jul07 |
061124 |
200.80 |
204.00 |
200.50 |
203.90 |
+3.10 |
1,195 |
32,221 |
-8 |
Aug07 |
061124 |
202.30 |
205.20 |
202.30 |
204.80 |
+3.20 |
181 |
8,031 |
+137 |
Sep07 |
061124 |
205.50 |
206.20 |
205.00 |
205.90 |
+3.10 |
76 |
5,131 |
+15 |
Oct07 |
061124 |
206.00 |
206.50 |
205.30 |
206.40 |
+3.50 |
68 |
2,506 |
+21 |
Total Volume and Open Interest |
23,658 |
213,331 |
+686 |
Soybean Oil(CBOT) |
Dec06 |
061124 |
28.82 |
29.10 |
28.80 |
28.89 |
+0.02 |
9,653 |
26,695 |
-2,469 |
Jan07 |
061124 |
29.25 |
29.53 |
29.18 |
29.30 |
+0.02 |
14,149 |
114,645 |
+1,032 |
Mar07 |
061124 |
29.57 |
29.90 |
29.57 |
29.67 |
-0.01 |
8,577 |
50,670 |
+3,252 |
May07 |
061124 |
29.82 |
30.10 |
29.82 |
29.92 |
+0.04 |
1,053 |
38,481 |
+117 |
Jul07 |
061124 |
30.08 |
30.30 |
30.08 |
30.20 |
+0.05 |
1,706 |
25,021 |
-765 |
Aug07 |
061124 |
30.10 |
30.30 |
30.10 |
30.30 |
+0.10 |
13 |
5,079 |
+0 |
Sep07 |
061124 |
30.15 |
30.32 |
30.15 |
30.32 |
+0.07 |
6 |
2,590 |
+6 |
Oct07 |
061124 |
30.20 |
30.35 |
30.20 |
30.35 |
+0.05 |
10 |
3,018 |
-2 |
Total Volume and Open Interest |
36,030 |
287,620 |
+999 |
Canola(WCE) |
Jan07 |
061124 |
366.2 |
373.4 |
365.2 |
369.8 |
+2.5 |
6,729 |
61,307 |
+0 |
Mar07 |
061124 |
376.0 |
382.2 |
375.7 |
379.1 |
+2.8 |
1,296 |
9,856 |
+0 |
May07 |
061124 |
382.0 |
388.4 |
381.6 |
386.9 |
+3.6 |
105 |
3,766 |
+0 |
Jul07 |
061124 |
390.7 |
393.2 |
387.6 |
391.0 |
+0.3 |
531 |
8,508 |
+0 |
Total Volume and Open Interest |
9,620 |
93,556 |
+0 |
Corn(CBOT) |
Dec06 |
061124 |
364.00 |
370.00 |
362.00 |
369.25 |
+6.50 |
24,944 |
133,756 |
-13,289 |
Mar07 |
061124 |
379.50 |
386.50 |
378.00 |
386.00 |
+7.75 |
30,749 |
573,940 |
+7,964 |
May07 |
061124 |
383.75 |
391.50 |
383.00 |
391.25 |
+8.00 |
3,798 |
88,645 |
+1,606 |
Jul07 |
061124 |
387.00 |
395.00 |
385.25 |
394.50 |
+8.75 |
10,366 |
193,799 |
+2,967 |
Sep07 |
061124 |
364.75 |
372.50 |
364.75 |
372.00 |
+7.50 |
279 |
37,793 |
+51 |
Dec07 |
061124 |
352.00 |
362.00 |
351.25 |
361.25 |
+10.00 |
10,610 |
258,657 |
+1,851 |
Total Volume and Open Interest |
82,038 |
1,394,794 |
+1,617 |
Wheat(CBOT) |
Dec06 |
061124 |
486.50 |
501.00 |
484.50 |
500.00 |
+13.75 |
9,695 |
24,790 |
-10,984 |
Mar07 |
061124 |
506.50 |
522.00 |
504.00 |
519.00 |
+12.75 |
16,675 |
223,857 |
+1,521 |
May07 |
061124 |
505.50 |
522.00 |
505.50 |
520.50 |
+13.50 |
724 |
15,105 |
-41 |
Jul07 |
061124 |
485.00 |
503.50 |
484.50 |
502.25 |
+15.25 |
9,130 |
72,333 |
+2,646 |
Sep07 |
061124 |
485.00 |
499.00 |
485.00 |
498.00 |
+10.50 |
1,000 |
3,847 |
+849 |
Total Volume and Open Interest |
38,952 |
416,662 |
-5,334 |
Wheat(KCBT) |
Dec06 |
061124 |
513.00 |
522.75 |
512.00 |
521.00 |
+8.00 |
6,726 |
13,888 |
-1,059 |
Mar07 |
061124 |
529.00 |
539.00 |
527.50 |
537.75 |
+9.25 |
9,604 |
68,558 |
+1,827 |
May07 |
061124 |
529.00 |
536.00 |
529.00 |
534.50 |
+7.75 |
182 |
2,994 |
-86 |
Jul07 |
061124 |
502.00 |
515.00 |
502.00 |
509.00 |
+6.50 |
4,358 |
28,772 |
+958 |
Sep07 |
061124 |
499.00 |
510.00 |
499.00 |
507.50 |
+7.50 |
524 |
3,311 |
+314 |
Total Volume and Open Interest |
21,652 |
126,538 |
+1,925 |
Wheat(MGE) |
Dec06 |
061124 |
500.50 |
510.00 |
498.50 |
509.50 |
+9.00 |
1,459 |
4,774 |
-485 |
Mar07 |
061124 |
515.00 |
525.25 |
513.50 |
523.50 |
+8.00 |
2,083 |
28,334 |
+210 |
May07 |
061124 |
522.50 |
529.50 |
522.50 |
529.50 |
+9.50 |
5 |
1,990 |
+4 |
Jul07 |
061124 |
509.00 |
518.00 |
509.00 |
518.00 |
+14.00 |
18 |
1,081 |
+7 |
Sep07 |
061124 |
497.00 |
509.75 |
496.00 |
509.50 |
+12.50 |
208 |
3,377 |
+81 |
Total Volume and Open Interest |
3,967 |
47,300 |
-169 |
Oats(CBOT) |
Dec06 |
061124 |
254.00 |
257.50 |
254.00 |
257.50 |
+2.75 |
683 |
3,061 |
+177 |
Mar07 |
061124 |
268.00 |
271.00 |
267.00 |
270.75 |
+2.75 |
723 |
9,034 |
+287 |
May07 |
061124 |
273.00 |
276.00 |
273.00 |
275.00 |
+4.00 |
0 |
356 |
+0 |
Jul07 |
061124 |
278.50 |
279.00 |
278.50 |
279.00 |
+2.00 |
13 |
354 |
+0 |
Total Volume and Open Interest |
1,491 |
14,582 |
+490 |
Rough Rice(CBOT) |
Jan07 |
061124 |
9.81 |
9.88 |
9.80 |
9.87 |
-0.02 |
85 |
8,561 |
-36 |
Mar07 |
061124 |
10.13 |
10.13 |
10.13 |
10.13 |
-0.05 |
18 |
3,232 |
+15 |
May07 |
061124 |
10.36 |
10.36 |
10.36 |
10.36 |
-0.04 |
1 |
1,097 |
+3 |
Jul07 |
061124 |
10.49 |
10.49 |
10.49 |
10.49 |
-0.03 |
0 |
656 |
+0 |
Total Volume and Open Interest |
120 |
14,655 |
-18 |
Live Cattle(CME) |
Dec06 |
061124 |
87.600 |
87.850 |
87.300 |
87.650 |
-0.100 |
5,652 |
34,450 |
-2,318 |
Feb07 |
061124 |
90.400 |
90.675 |
90.150 |
90.350 |
-0.100 |
7,977 |
119,358 |
+3,212 |
Apr07 |
061124 |
91.350 |
91.450 |
91.050 |
91.200 |
-0.150 |
2,608 |
34,917 |
-7 |
Jun07 |
061124 |
88.050 |
88.350 |
88.000 |
88.275 |
+0.125 |
1,066 |
17,186 |
+166 |
Aug07 |
061124 |
87.000 |
87.250 |
86.900 |
87.225 |
+0.175 |
723 |
8,327 |
+43 |
Oct07 |
061124 |
89.450 |
89.700 |
89.450 |
89.700 |
+0.250 |
164 |
3,818 |
-16 |
Total Volume and Open Interest |
18,324 |
220,683 |
+1,086 |
Feeder Cattle(CME) |
Jan07 |
061124 |
98.700 |
99.350 |
98.400 |
98.500 |
-0.700 |
1,716 |
13,789 |
-162 |
Mar07 |
061124 |
97.800 |
98.250 |
97.350 |
97.450 |
-0.750 |
763 |
4,451 |
+50 |
Apr07 |
061124 |
98.500 |
98.500 |
97.750 |
97.900 |
-0.700 |
166 |
2,118 |
+18 |
May07 |
061124 |
99.250 |
99.300 |
98.550 |
98.625 |
-0.725 |
121 |
2,997 |
+35 |
Aug07 |
061124 |
101.600 |
101.600 |
101.000 |
101.300 |
-0.300 |
58 |
930 |
+19 |
Sep07 |
061124 |
101.400 |
101.400 |
100.750 |
100.750 |
-0.750 |
12 |
852 |
+3 |
Oct07 |
061124 |
101.500 |
101.600 |
100.750 |
100.750 |
-0.750 |
0 |
30 |
+0 |
Total Volume and Open Interest |
2,836 |
25,167 |
-37 |
Lean Hogs(CME) |
Dec06 |
061124 |
62.550 |
63.000 |
62.350 |
62.975 |
+0.775 |
4,857 |
21,649 |
-1,162 |
Feb07 |
061124 |
66.600 |
67.000 |
66.500 |
66.925 |
+0.350 |
6,492 |
98,429 |
+689 |
Apr07 |
061124 |
68.900 |
69.400 |
68.850 |
69.350 |
+0.325 |
2,597 |
33,100 |
+649 |
May07 |
061124 |
73.300 |
73.650 |
73.300 |
73.625 |
+0.175 |
64 |
2,774 |
+43 |
Jun07 |
061124 |
74.500 |
75.200 |
74.500 |
75.175 |
+0.350 |
712 |
18,286 |
-246 |
Jul07 |
061124 |
72.400 |
73.150 |
72.400 |
73.100 |
+0.500 |
145 |
4,563 |
-3 |
Aug07 |
061124 |
71.200 |
71.875 |
71.200 |
71.775 |
+0.400 |
46 |
3,704 |
-6 |
Oct07 |
061124 |
64.900 |
65.500 |
64.900 |
65.400 |
+0.425 |
47 |
3,911 |
+19 |
Total Volume and Open Interest |
15,019 |
187,772 |
+27 |
Pork Bellies(CME) |
Feb07 |
061124 |
93.300 |
93.300 |
91.325 |
91.575 |
-1.575 |
187 |
982 |
+55 |
Mar07 |
061124 |
91.600 |
91.600 |
91.600 |
91.600 |
-1.400 |
0 |
63 |
+0 |
May07 |
061124 |
92.100 |
92.100 |
92.100 |
92.100 |
-1.100 |
2 |
74 |
+1 |
Jul07 |
061124 |
92.700 |
92.700 |
92.700 |
92.700 |
-0.150 |
0 |
80 |
+0 |
Aug07 |
061124 |
93.300 |
93.300 |
93.300 |
93.300 |
unch |
0 |
1 |
+0 |
Total Volume and Open Interest |
189 |
1,200 |
+56 |
Class III Milk(CME) |
Nov06 |
061124 |
12.90 |
12.90 |
12.90 |
12.90 |
unch |
|
|
|
Dec06 |
061124 |
13.70 |
13.70 |
13.70 |
13.70 |
unch |
150 |
0 |
-4,276 |
Jan07 |
061124 |
13.47 |
13.47 |
13.47 |
13.47 |
unch |
186 |
0 |
-2,696 |
Feb07 |
061124 |
13.40 |
13.40 |
13.40 |
13.40 |
unch |
31 |
0 |
-2,359 |
Mar07 |
061124 |
13.40 |
13.40 |
13.40 |
13.40 |
unch |
30 |
0 |
-2,205 |
Total Volume and Open Interest |
631 |
|
|
Cocoa(NYBOT) |
Dec06 |
061122 |
1400 |
1425 |
1400 |
1425 |
+15 |
16 |
101 |
+3 |
Mar07 |
061122 |
1490 |
1502 |
1485 |
1495 |
+15 |
5,859 |
72,653 |
+634 |
May07 |
061122 |
1518 |
1525 |
1511 |
1519 |
+14 |
293 |
15,485 |
-48 |
Jul07 |
061122 |
1535 |
1543 |
1535 |
1540 |
+14 |
231 |
8,919 |
+159 |
Sep07 |
061122 |
1555 |
1561 |
1555 |
1561 |
+13 |
1,132 |
14,165 |
+184 |
Dec07 |
061122 |
1592 |
1592 |
1586 |
1586 |
+12 |
185 |
11,269 |
+36 |
Mar08 |
061122 |
1619 |
1621 |
1617 |
1617 |
+14 |
125 |
3,062 |
+111 |
Total Volume and Open Interest |
7,965 |
129,367 |
+1,203 |
Coffee "C"(NYBOT) |
Dec06 |
061122 |
115.00 |
115.70 |
114.80 |
115.55 |
+0.15 |
1,008 |
2,082 |
-931 |
Mar07 |
061122 |
119.75 |
120.40 |
119.40 |
120.15 |
+0.05 |
7,992 |
83,919 |
+922 |
May07 |
061122 |
122.90 |
123.00 |
122.20 |
122.95 |
+0.05 |
712 |
9,294 |
+52 |
Jul07 |
061122 |
125.50 |
125.60 |
125.00 |
125.55 |
+0.05 |
758 |
4,335 |
+718 |
Sep07 |
061122 |
127.90 |
128.10 |
127.60 |
127.95 |
+0.05 |
64 |
2,531 |
+3 |
Dec07 |
061122 |
130.80 |
130.80 |
130.75 |
130.75 |
-0.05 |
23 |
2,048 |
-13 |
Total Volume and Open Interest |
11,521 |
111,680 |
+457 |
Orange Juice(NYBOT) |
Jan07 |
061122 |
196.30 |
198.00 |
195.85 |
196.05 |
-1.25 |
1,348 |
19,464 |
-914 |
Mar07 |
061122 |
197.75 |
199.00 |
197.00 |
197.10 |
-1.45 |
387 |
7,209 |
-104 |
May07 |
061122 |
196.60 |
196.60 |
196.60 |
196.60 |
-1.30 |
24 |
1,737 |
+5 |
Jul07 |
061122 |
196.00 |
196.00 |
196.00 |
196.00 |
-1.00 |
0 |
473 |
+0 |
Sep07 |
061122 |
195.50 |
195.50 |
195.50 |
195.50 |
-0.50 |
0 |
205 |
+0 |
Total Volume and Open Interest |
1,759 |
30,031 |
-1,013 |
Sugar #11(NYBOT) |
Mar07 |
061122 |
11.55 |
11.57 |
11.42 |
11.47 |
-0.01 |
17,317 |
247,836 |
-2,321 |
May07 |
061122 |
11.65 |
11.65 |
11.54 |
11.59 |
-0.01 |
4,169 |
76,720 |
+791 |
Jul07 |
061122 |
11.65 |
11.65 |
11.53 |
11.57 |
-0.04 |
4,902 |
70,532 |
+885 |
Oct07 |
061122 |
11.75 |
11.76 |
11.69 |
11.73 |
-0.04 |
2,223 |
48,296 |
+932 |
Mar08 |
061122 |
12.18 |
12.20 |
12.15 |
12.17 |
-0.03 |
1,522 |
37,140 |
-671 |
Total Volume and Open Interest |
31,469 |
507,837 |
+105 |
Sugar #14(NYBOT) |
Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
Jan07 |
061122 |
19.95 |
20.00 |
19.95 |
20.00 |
-0.05 |
341 |
1,445 |
+48 |
Mar07 |
061122 |
19.95 |
19.95 |
19.95 |
19.95 |
-0.03 |
151 |
3,191 |
+99 |
May07 |
061122 |
19.90 |
19.90 |
19.85 |
19.87 |
-0.08 |
2 |
2,492 |
+0 |
Jul07 |
061122 |
20.01 |
20.14 |
20.01 |
20.14 |
+0.09 |
68 |
2,055 |
-5 |
Total Volume and Open Interest |
642 |
12,297 |
+167 |
London Cocoa(LCE) |
Dec06 |
061124 |
815 |
820 |
809 |
810 |
-7 |
3,129 |
65,438 |
+0 |
Mar07 |
061124 |
840 |
845 |
835 |
836 |
-6 |
4,806 |
58,377 |
+0 |
May07 |
061124 |
851 |
855 |
846 |
848 |
-5 |
1,518 |
25,126 |
+0 |
Jul07 |
061124 |
863 |
867 |
859 |
859 |
-5 |
1,786 |
20,216 |
+0 |
Sep07 |
061124 |
874 |
879 |
870 |
870 |
-6 |
778 |
13,513 |
+0 |
Dec07 |
061124 |
886 |
890 |
882 |
883 |
-5 |
547 |
14,015 |
+0 |
Mar08 |
061124 |
899 |
902 |
894 |
895 |
-5 |
335 |
4,794 |
+0 |
Total Volume and Open Interest |
13,011 |
203,244 |
+0 |
London Coffee(LCE) |
Nov06 |
061124 |
1405.00 |
1437.00 |
1405.00 |
1426.00 |
+20.00 |
94 |
3,270 |
+0 |
Jan07 |
061124 |
1416.00 |
1449.00 |
1409.00 |
1431.00 |
+18.00 |
7,428 |
48,457 |
+0 |
Mar07 |
061124 |
1426.00 |
1456.00 |
1419.00 |
1439.00 |
+15.00 |
2,752 |
35,613 |
+0 |
May07 |
061124 |
1440.00 |
1460.00 |
1430.00 |
1448.00 |
+13.00 |
487 |
11,492 |
+0 |
Jul07 |
061124 |
1436.00 |
1446.00 |
1432.00 |
1446.00 |
+13.00 |
380 |
4,793 |
+0 |
Sep07 |
061124 |
1430.00 |
1455.00 |
1430.00 |
1440.00 |
+13.00 |
343 |
5,573 |
+0 |
Total Volume and Open Interest |
11,573 |
112,756 |
+0 |
London Sugar(LCE) |
Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
Mar07 |
061124 |
344.00 |
347.00 |
342.50 |
345.90 |
+1.90 |
3,862 |
29,617 |
+0 |
May07 |
061124 |
344.00 |
346.20 |
342.50 |
346.20 |
+2.20 |
878 |
10,789 |
+0 |
Aug07 |
061124 |
341.00 |
343.10 |
340.40 |
343.10 |
+2.10 |
252 |
5,226 |
+0 |
Oct07 |
061124 |
336.40 |
338.80 |
336.40 |
338.80 |
+2.40 |
129 |
2,821 |
+0 |
Total Volume and Open Interest |
5,177 |
51,497 |
+0 |
Cotton(NYBOT) |
Dec06 |
061122 |
47.70 |
49.50 |
47.50 |
47.59 |
+0.79 |
12,128 |
3,039 |
-6,093 |
Mar07 |
061122 |
52.00 |
53.00 |
52.00 |
52.12 |
+0.49 |
13,028 |
108,011 |
+848 |
May07 |
061122 |
54.00 |
54.20 |
53.30 |
53.53 |
+0.48 |
1,376 |
16,301 |
+367 |
Jul07 |
061122 |
55.00 |
55.10 |
54.55 |
54.63 |
+0.34 |
297 |
10,047 |
+9 |
Oct07 |
061122 |
57.00 |
57.00 |
56.50 |
56.50 |
+0.40 |
8 |
137 |
-3 |
Dec07 |
061122 |
58.20 |
58.30 |
57.65 |
57.65 |
+0.60 |
2,126 |
15,774 |
+1,131 |
Total Volume and Open Interest |
28,967 |
154,878 |
-3,743 |
Lumber(CME) |
Jan07 |
061124 |
261.0 |
264.3 |
260.5 |
263.0 |
+2.8 |
318 |
4,893 |
+31 |
Mar07 |
061124 |
284.0 |
286.8 |
282.3 |
286.4 |
+2.2 |
92 |
1,051 |
+42 |
May07 |
061124 |
295.3 |
296.3 |
295.0 |
296.3 |
-0.4 |
4 |
129 |
+3 |
Jul07 |
061124 |
304.2 |
305.3 |
304.1 |
305.3 |
+2.2 |
1 |
22 |
-1 |
Total Volume and Open Interest |
415 |
6,095 |
+75 |
Crude Oil(NYM) |
Jan07 |
061124 |
59.30 |
60.17 |
58.66 |
59.90 |
+0.66 |
145,381 |
319,137 |
+0 |
Feb07 |
061124 |
60.82 |
61.63 |
60.19 |
61.35 |
+0.61 |
47,268 |
88,212 |
+0 |
Mar07 |
061124 |
61.72 |
62.73 |
61.40 |
62.37 |
+0.48 |
19,925 |
67,651 |
+0 |
Apr07 |
061124 |
63.27 |
63.53 |
62.90 |
63.34 |
+0.52 |
10,364 |
46,957 |
+0 |
May07 |
061124 |
63.44 |
63.44 |
63.44 |
63.44 |
-0.18 |
10,095 |
35,162 |
+0 |
Jun07 |
061124 |
64.76 |
65.10 |
64.63 |
65.10 |
+0.78 |
13,109 |
73,411 |
+0 |
Jul07 |
061124 |
64.94 |
64.94 |
64.94 |
64.94 |
unch |
3,542 |
17,590 |
+0 |
Aug07 |
061124 |
65.49 |
65.49 |
65.49 |
65.49 |
unch |
1,952 |
17,578 |
+0 |
Sep07 |
061124 |
65.98 |
65.98 |
65.98 |
65.98 |
unch |
2,013 |
25,161 |
+0 |
Oct07 |
061124 |
66.42 |
66.42 |
66.42 |
66.42 |
unch |
5,026 |
13,074 |
+0 |
Nov07 |
061124 |
66.79 |
66.79 |
66.79 |
66.79 |
unch |
1,677 |
11,581 |
+0 |
Dec07 |
061124 |
66.91 |
66.91 |
66.91 |
66.91 |
-0.20 |
11,378 |
128,760 |
+0 |
Jan08 |
061124 |
67.41 |
67.41 |
67.41 |
67.41 |
unch |
1,786 |
16,612 |
+0 |
Feb08 |
061124 |
67.65 |
67.65 |
67.65 |
67.65 |
unch |
1,460 |
11,310 |
+0 |
Mar08 |
061124 |
67.85 |
67.85 |
67.85 |
67.85 |
unch |
1,225 |
19,956 |
+0 |
Apr08 |
061124 |
68.03 |
68.03 |
68.03 |
68.03 |
unch |
1,225 |
9,345 |
+0 |
Total Volume and Open Interest |
294,161 |
1,152,676 |
+0 |
Heating Oil(NYM) |
Dec06 |
061124 |
168.29 |
170.55 |
165.85 |
169.70 |
+3.05 |
30,602 |
30,059 |
+0 |
Jan07 |
061124 |
173.35 |
175.62 |
170.85 |
174.70 |
+2.83 |
37,086 |
84,876 |
+0 |
Feb07 |
061124 |
176.00 |
178.43 |
174.05 |
177.54 |
+2.47 |
9,969 |
32,883 |
+0 |
Mar07 |
061124 |
177.30 |
179.10 |
177.30 |
179.10 |
+2.88 |
2,023 |
15,804 |
+0 |
Apr07 |
061124 |
175.97 |
175.97 |
175.97 |
175.97 |
unch |
1,250 |
11,871 |
+0 |
May07 |
061124 |
175.87 |
175.87 |
175.87 |
175.87 |
unch |
363 |
6,869 |
+0 |
Jun07 |
061124 |
176.22 |
176.22 |
176.22 |
176.22 |
unch |
1,415 |
20,889 |
+0 |
Jul07 |
061124 |
177.47 |
177.47 |
177.47 |
177.47 |
unch |
23 |
3,721 |
+0 |
Aug07 |
061124 |
179.42 |
179.42 |
179.42 |
179.42 |
unch |
6 |
2,940 |
+0 |
Sep07 |
061124 |
181.82 |
181.82 |
181.82 |
181.82 |
unch |
37 |
4,927 |
+0 |
Oct07 |
061124 |
184.37 |
184.37 |
184.37 |
184.37 |
unch |
3 |
1,564 |
+0 |
Nov07 |
061124 |
187.27 |
187.27 |
187.27 |
187.27 |
unch |
2 |
886 |
+0 |
Total Volume and Open Interest |
83,782 |
231,247 |
+0 |
Unleaded Gas(NYM) |
Dec06 |
061124 |
159.00 |
160.38 |
157.90 |
159.90 |
+1.02 |
1,728 |
4,017 |
+0 |
Jan07 |
061124 |
156.90 |
159.45 |
156.90 |
158.77 |
+0.04 |
701 |
5,030 |
+0 |
Total Volume and Open Interest |
2,429 |
9,047 |
+0 |
RBOB Gasoline(NYMEX) |
Dec06 |
061124 |
159.75 |
161.09 |
157.70 |
160.75 |
+1.08 |
21,894 |
19,294 |
-4,215 |
Jan07 |
061124 |
159.65 |
161.85 |
157.70 |
160.95 |
+1.18 |
22,138 |
53,688 |
+1,707 |
Feb07 |
061124 |
161.50 |
163.96 |
161.00 |
163.25 |
+1.03 |
5,144 |
8,777 |
+385 |
Mar07 |
061124 |
166.70 |
166.70 |
165.32 |
165.32 |
unch |
1,028 |
9,151 |
+85 |
Apr07 |
061124 |
180.37 |
180.37 |
180.37 |
180.37 |
unch |
785 |
8,312 |
+103 |
May07 |
061124 |
183.17 |
183.17 |
183.17 |
183.17 |
unch |
833 |
8,469 |
+212 |
Jun07 |
061124 |
185.42 |
185.42 |
185.42 |
185.42 |
unch |
250 |
4,293 |
+24 |
Jul07 |
061124 |
186.67 |
186.67 |
186.67 |
186.67 |
unch |
140 |
2,740 |
+140 |
Aug07 |
061124 |
186.92 |
186.92 |
186.92 |
186.92 |
unch |
5 |
1,856 |
+5 |
Sep07 |
061124 |
186.02 |
186.02 |
186.02 |
186.02 |
unch |
526 |
6,312 |
+366 |
Total Volume and Open Interest |
52,778 |
124,115 |
-1,167 |
e-MiNY RBOB Gasoline(NYMEX) |
Dec06 |
061030 |
148.00 |
148.00 |
148.00 |
148.00 |
-9.33 |
|
|
|
Jan07 |
061124 |
159.77 |
159.77 |
159.77 |
159.77 |
unch |
|
|
|
Feb07 |
061124 |
162.22 |
162.22 |
162.22 |
162.22 |
unch |
|
|
|
Mar07 |
061124 |
165.32 |
165.32 |
165.32 |
165.32 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Natural Gas(NYM) |
Dec06 |
061124 |
7.799 |
7.998 |
7.725 |
7.956 |
+0.238 |
38,677 |
34,382 |
+0 |
Jan07 |
061124 |
8.140 |
8.332 |
8.100 |
8.281 |
+0.182 |
16,995 |
93,093 |
+0 |
Feb07 |
061124 |
8.173 |
8.335 |
8.163 |
8.320 |
+0.166 |
6,731 |
42,101 |
+0 |
Mar07 |
061124 |
8.065 |
8.200 |
8.049 |
8.200 |
+0.151 |
7,638 |
107,457 |
+0 |
Apr07 |
061124 |
7.769 |
7.769 |
7.769 |
7.769 |
unch |
7,001 |
95,720 |
+0 |
May07 |
061124 |
7.763 |
7.763 |
7.763 |
7.763 |
unch |
4,841 |
36,026 |
+0 |
Jun07 |
061124 |
7.833 |
7.833 |
7.833 |
7.833 |
unch |
1,306 |
12,675 |
+0 |
Jul07 |
061124 |
7.913 |
7.913 |
7.913 |
7.913 |
unch |
435 |
13,029 |
+0 |
Aug07 |
061124 |
7.978 |
7.978 |
7.978 |
7.978 |
unch |
380 |
14,421 |
+0 |
Sep07 |
061124 |
8.028 |
8.028 |
8.028 |
8.028 |
unch |
276 |
14,874 |
+0 |
Oct07 |
061124 |
8.123 |
8.123 |
8.123 |
8.123 |
unch |
904 |
39,092 |
+0 |
Nov07 |
061124 |
8.603 |
8.603 |
8.603 |
8.603 |
unch |
434 |
23,063 |
+0 |
Dec07 |
061124 |
9.053 |
9.053 |
9.053 |
9.053 |
unch |
470 |
34,298 |
+0 |
Jan08 |
061124 |
9.290 |
9.290 |
9.290 |
9.290 |
unch |
501 |
27,891 |
+0 |
Feb08 |
061124 |
9.290 |
9.290 |
9.290 |
9.290 |
unch |
133 |
15,541 |
+0 |
Mar08 |
061124 |
9.075 |
9.075 |
9.075 |
9.075 |
unch |
854 |
36,938 |
+0 |
Total Volume and Open Interest |
88,649 |
906,789 |
+0 |
Brent Crude Oil(ICE) |
Jan07 |
061124 |
59.39 |
60.40 |
59.12 |
60.03 |
+0.68 |
87,827 |
142,164 |
+0 |
Feb07 |
061124 |
60.56 |
61.47 |
60.29 |
61.15 |
+0.60 |
43,531 |
139,683 |
+0 |
Mar07 |
061124 |
61.69 |
62.44 |
61.45 |
62.18 |
+0.53 |
20,530 |
51,410 |
+0 |
Apr07 |
061124 |
62.48 |
63.07 |
62.26 |
63.04 |
+0.49 |
10,474 |
29,739 |
+0 |
May07 |
061124 |
63.30 |
63.81 |
63.30 |
63.81 |
+0.47 |
4,739 |
17,763 |
+0 |
Jun07 |
061124 |
64.02 |
64.51 |
64.02 |
64.51 |
+0.47 |
3,714 |
37,743 |
+0 |
Jul07 |
061124 |
65.11 |
65.11 |
65.11 |
65.11 |
+0.48 |
192 |
10,808 |
+0 |
Aug07 |
061124 |
65.64 |
65.64 |
65.64 |
65.64 |
+0.48 |
190 |
4,197 |
+0 |
Sep07 |
061124 |
66.08 |
66.08 |
66.08 |
66.08 |
+0.48 |
43 |
11,492 |
+0 |
Oct07 |
061124 |
66.49 |
66.49 |
66.49 |
66.49 |
+0.48 |
126 |
8,971 |
+0 |
Nov07 |
061124 |
66.86 |
66.86 |
66.86 |
66.86 |
+0.49 |
274 |
12,416 |
+0 |
Dec07 |
061124 |
67.20 |
67.35 |
66.70 |
67.19 |
+0.49 |
4,781 |
43,774 |
+0 |
Jan08 |
061124 |
67.45 |
67.45 |
67.45 |
67.45 |
+0.46 |
65 |
6,923 |
+0 |
Feb08 |
061124 |
67.68 |
67.68 |
67.68 |
67.68 |
+0.47 |
0 |
1,265 |
+0 |
Total Volume and Open Interest |
180,140 |
574,994 |
+0 |
Gas Oil(ICE) |
Dec06 |
061124 |
529.00 |
537.00 |
525.50 |
536.25 |
+7.00 |
33,182 |
56,367 |
-3,847 |
Jan07 |
061124 |
531.50 |
540.75 |
529.75 |
540.25 |
+7.00 |
27,387 |
68,582 |
+1,489 |
Feb07 |
061124 |
537.75 |
547.00 |
537.00 |
546.50 |
+7.00 |
10,444 |
38,760 |
+35 |
Mar07 |
061124 |
544.50 |
552.25 |
544.50 |
552.25 |
+7.25 |
2,773 |
17,509 |
+303 |
Apr07 |
061124 |
550.25 |
557.75 |
550.25 |
557.50 |
+7.00 |
1,472 |
11,487 |
+26 |
May07 |
061124 |
562.75 |
562.75 |
562.75 |
562.75 |
+6.75 |
816 |
9,304 |
+112 |
Jun07 |
061124 |
568.00 |
568.00 |
568.00 |
568.00 |
+6.50 |
1,757 |
32,057 |
+676 |
Jul07 |
061124 |
574.25 |
574.25 |
574.25 |
574.25 |
+7.00 |
240 |
4,324 |
+198 |
Aug07 |
061124 |
579.00 |
579.00 |
579.00 |
579.00 |
+6.25 |
0 |
766 |
+0 |
Sep07 |
061124 |
584.25 |
584.25 |
584.25 |
584.25 |
+6.25 |
85 |
7,470 |
+70 |
Total Volume and Open Interest |
79,611 |
291,965 |
-404 |
US Dollar Index(NYBOT) |
Dec06 |
061124 |
84.28 |
84.34 |
83.50 |
83.60 |
-0.93 |
468 |
34,060 |
+2,663 |
Mar07 |
061124 |
83.65 |
83.65 |
83.20 |
83.27 |
-0.92 |
6 |
2,168 |
+22 |
Jun07 |
061124 |
82.95 |
82.95 |
82.95 |
82.95 |
-0.91 |
0 |
13 |
+0 |
Total Volume and Open Interest |
474 |
36,262 |
+2,680 |
Australian Dollar(CME) |
Dec06 |
061124 |
77.73 |
77.85 |
77.71 |
77.83 |
+0.29 |
8,477 |
110,424 |
+110,424 |
Mar07 |
061124 |
77.56 |
77.64 |
77.47 |
77.64 |
+0.29 |
0 |
1,018 |
+1,018 |
Jun07 |
061124 |
77.50 |
77.50 |
77.50 |
77.50 |
+0.29 |
0 |
103 |
+103 |
Total Volume and Open Interest |
8,477 |
111,564 |
+111,564 |
British Pound(CME) |
Dec06 |
061124 |
193.19 |
193.35 |
193.19 |
193.25 |
+1.84 |
11,865 |
155,584 |
+15,898 |
Mar07 |
061124 |
193.39 |
193.40 |
193.33 |
193.33 |
+1.84 |
17 |
1,259 |
+385 |
Jun07 |
061124 |
193.27 |
193.27 |
193.27 |
193.27 |
+1.84 |
0 |
27 |
+1 |
Total Volume and Open Interest |
11,882 |
156,871 |
+16,284 |
Canadian Dollar(CME) |
Dec06 |
061124 |
88.32 |
88.44 |
88.19 |
88.21 |
+0.55 |
5,710 |
127,924 |
-5,835 |
Mar07 |
061124 |
88.56 |
88.65 |
88.46 |
88.46 |
+0.55 |
34 |
3,467 |
+54 |
Jun07 |
061124 |
88.73 |
88.73 |
88.73 |
88.73 |
+0.55 |
2 |
604 |
+12 |
Sep07 |
061124 |
89.12 |
89.12 |
89.00 |
89.00 |
+0.55 |
23 |
316 |
+15 |
Total Volume and Open Interest |
5,769 |
132,359 |
-5,754 |
Japanese Yen(CME) |
Dec06 |
061124 |
86.68 |
86.75 |
86.56 |
86.56 |
+0.67 |
18,000 |
216,426 |
-3,910 |
Mar07 |
061124 |
87.81 |
87.85 |
87.55 |
87.61 |
+0.67 |
563 |
39,081 |
+1,269 |
Jun07 |
061124 |
88.61 |
88.61 |
88.61 |
88.61 |
+0.67 |
0 |
22 |
+0 |
Total Volume and Open Interest |
18,563 |
255,686 |
-2,641 |
Swiss Franc(CME) |
Dec06 |
061124 |
82.84 |
82.98 |
82.79 |
82.85 |
+1.19 |
13,865 |
81,161 |
-2,631 |
Mar07 |
061124 |
83.54 |
83.54 |
83.54 |
83.54 |
+1.19 |
1 |
456 |
+54 |
Jun07 |
061124 |
84.17 |
84.17 |
84.17 |
84.17 |
+1.19 |
0 |
36 |
+0 |
Total Volume and Open Interest |
13,866 |
81,743 |
-2,577 |
EuroFX(CME) |
Dec06 |
061124 |
130.90 |
131.18 |
130.89 |
131.04 |
+1.61 |
8,345 |
192,049 |
+18,636 |
Mar07 |
061124 |
131.50 |
131.59 |
131.47 |
131.59 |
+1.63 |
478 |
5,513 |
+468 |
Jun07 |
061124 |
132.02 |
132.02 |
132.02 |
132.02 |
+1.63 |
0 |
93 |
-2 |
Total Volume and Open Interest |
8,823 |
197,795 |
+19,103 |
Mexican Peso(CME) |
Dec06 |
061124 |
9060.0 |
9080.0 |
9045.0 |
9067.0 |
-38.0 |
4,040 |
73,935 |
+610 |
Jan07 |
061124 |
9055.0 |
9055.0 |
9055.0 |
9055.0 |
-37.0 |
|
|
|
Total Volume and Open Interest |
4,040 |
77,170 |
+621 |
30-Year T-Bonds(CBOT) |
Dec06 |
061124 |
113~06 |
113~27 |
113~06 |
113~14 |
+0~07 |
237,311 |
686,459 |
+14,946 |
Mar07 |
061124 |
113~09 |
113~27 |
113~09 |
113~15 |
+0~08 |
43,838 |
136,488 |
+28,391 |
Jun07 |
061124 |
113~15 |
113~21 |
113~10 |
113~12 |
+0~08 |
15 |
28 |
-5 |
Total Volume and Open Interest |
281,164 |
822,981 |
+43,332 |
10-Year T-Notes(CBOT) |
Dec06 |
061124 |
108~130 |
108~225 |
108~115 |
108~160 |
+0~025 |
608,806 |
1,921,853 |
+34,948 |
Mar07 |
061124 |
108~160 |
108~270 |
108~160 |
108~200 |
+0~025 |
127,124 |
482,949 |
+75,814 |
Total Volume and Open Interest |
735,932 |
2,407,207 |
+110,762 |
5-Year T-Notes(CBOT) |
Dec06 |
061124 |
105~200 |
105~225 |
105~190 |
105~195 |
+0~020 |
257,045 |
0 |
+0 |
Mar07 |
061124 |
105~265 |
105~270 |
105~245 |
105~245 |
+0~020 |
64,323 |
0 |
+0 |
Total Volume and Open Interest |
321,368 |
|
|
2 Year T-Notes(CBOT) |
Dec06 |
061124 |
102~014 |
102~017 |
102~014 |
102~016 |
+0~006 |
15,447 |
569,714 |
-22,027 |
Mar07 |
061124 |
102~045 |
102~045 |
102~044 |
102~044 |
+0~006 |
20,502 |
184,640 |
+44,076 |
Total Volume and Open Interest |
35,949 |
754,354 |
+22,049 |
Eurodollars(CME) |
Dec06 |
061124 |
94.635 |
94.637 |
94.632 |
94.635 |
+0.005 |
10,370 |
1,296,212 |
-3,520 |
Mar07 |
061124 |
94.760 |
94.775 |
94.760 |
94.760 |
+0.010 |
19,778 |
1,381,676 |
+1,076 |
Jun07 |
061124 |
94.925 |
94.945 |
94.925 |
94.930 |
+0.015 |
24,793 |
1,285,573 |
+76 |
Sep07 |
061124 |
95.100 |
95.125 |
95.100 |
95.105 |
+0.020 |
11,417 |
1,222,932 |
+8,722 |
Dec07 |
061124 |
95.225 |
95.245 |
95.225 |
95.230 |
+0.020 |
19,708 |
1,291,293 |
+8,496 |
Mar08 |
061124 |
95.305 |
95.315 |
95.290 |
95.295 |
+0.025 |
31,027 |
815,938 |
+1,710 |
Jun08 |
061124 |
95.320 |
95.325 |
95.310 |
95.310 |
+0.030 |
24,534 |
614,259 |
+14,579 |
Sep08 |
061124 |
95.320 |
95.330 |
95.305 |
95.305 |
+0.025 |
21,437 |
483,928 |
+705 |
Dec08 |
061124 |
95.310 |
95.310 |
95.290 |
95.290 |
+0.020 |
8,048 |
370,009 |
+3,024 |
Mar09 |
061124 |
95.290 |
95.290 |
95.270 |
95.270 |
+0.020 |
12,575 |
349,054 |
-5,354 |
Jun09 |
061124 |
95.260 |
95.265 |
95.245 |
95.245 |
+0.020 |
4,899 |
234,198 |
-1,881 |
Sep09 |
061124 |
95.235 |
95.240 |
95.220 |
95.220 |
+0.020 |
5,744 |
162,344 |
-1,365 |
Dec09 |
061124 |
95.200 |
95.200 |
95.185 |
95.185 |
+0.020 |
1,916 |
135,941 |
+1,953 |
Mar10 |
061124 |
95.175 |
95.185 |
95.165 |
95.165 |
+0.020 |
3,423 |
122,503 |
+342 |
Jun10 |
061124 |
95.145 |
95.145 |
95.135 |
95.135 |
+0.020 |
1,636 |
105,348 |
+918 |
Sep10 |
061124 |
95.125 |
95.125 |
95.110 |
95.110 |
+0.020 |
2,888 |
86,021 |
+1,093 |
Dec10 |
061124 |
95.080 |
95.090 |
95.070 |
95.070 |
+0.020 |
1,414 |
106,962 |
+102 |
Mar11 |
061124 |
95.060 |
95.060 |
95.050 |
95.050 |
+0.015 |
1,452 |
63,277 |
-392 |
Total Volume and Open Interest |
216,431 |
10,358,010 |
+30,687 |
3-Mth Euro-Yen(CME) |
Dec06 |
061124 |
99.45 |
99.45 |
99.45 |
99.45 |
+0.02 |
1,621 |
20,827 |
+1,001 |
Mar07 |
061124 |
99.31 |
99.31 |
99.31 |
99.31 |
+0.02 |
320 |
11,272 |
+226 |
Jun07 |
061124 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.02 |
300 |
7,745 |
-396 |
Sep07 |
061124 |
99.06 |
99.06 |
99.06 |
99.06 |
+0.01 |
265 |
3,127 |
-131 |
Dec07 |
061124 |
98.97 |
98.97 |
98.97 |
98.97 |
+0.02 |
0 |
6,693 |
-20 |
Mar08 |
061124 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.01 |
0 |
3,568 |
+0 |
Jun08 |
061124 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.01 |
0 |
501 |
-232 |
Sep08 |
061124 |
98.72 |
98.72 |
98.72 |
98.72 |
+0.01 |
0 |
1 |
+0 |
Dec08 |
061124 |
98.63 |
98.63 |
98.63 |
98.63 |
+0.03 |
0 |
6 |
+0 |
Mar09 |
061124 |
98.53 |
98.53 |
98.53 |
98.53 |
+0.03 |
|
|
|
Total Volume and Open Interest |
2,506 |
53,740 |
+448 |
3-Mth Euro-Yen(SIMEX) |
Dec06 |
061124 |
99.43 |
99.45 |
99.43 |
99.45 |
+0.02 |
869 |
79,876 |
+0 |
Mar07 |
061124 |
99.29 |
99.31 |
99.29 |
99.30 |
+0.01 |
223 |
77,462 |
+0 |
Jun07 |
061124 |
99.17 |
99.19 |
99.16 |
99.18 |
+0.02 |
304 |
40,143 |
+0 |
Sep07 |
061124 |
99.04 |
99.07 |
99.04 |
99.06 |
+0.02 |
103 |
32,564 |
+0 |
Dec07 |
061124 |
98.93 |
98.97 |
98.93 |
98.96 |
+0.02 |
11 |
43,386 |
+0 |
Mar08 |
061124 |
98.84 |
98.87 |
98.84 |
98.87 |
+0.02 |
0 |
29,976 |
+0 |
Jun08 |
061124 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.02 |
0 |
8,197 |
+0 |
Sep08 |
061124 |
98.71 |
98.71 |
98.71 |
98.71 |
+0.02 |
0 |
1,491 |
+0 |
Total Volume and Open Interest |
1,510 |
314,663 |
+0 |
German Euro-Bund(EUREX) |
Dec06 |
061124 |
118.09 |
118.49 |
117.98 |
118.46 |
+0.49 |
821,715 |
1,568,894 |
-34,172 |
Mar07 |
061124 |
118.23 |
118.65 |
118.16 |
118.64 |
+0.50 |
23,628 |
94,781 |
+17,238 |
Jun07 |
061124 |
118.15 |
118.27 |
118.13 |
118.24 |
+0.47 |
801 |
630 |
-2,549 |
Total Volume and Open Interest |
846,144 |
1,664,305 |
-19,483 |
German Euro-Bobl(EUREX) |
Dec06 |
061123 |
109.83 |
109.90 |
109.61 |
109.65 |
+0.01 |
956,457 |
811,899 |
+233,235 |
Mar07 |
061124 |
109.93 |
110.21 |
109.93 |
110.20 |
+0.29 |
4,589 |
38,791 |
+4,039 |
Jun07 |
061124 |
109.53 |
109.53 |
109.53 |
109.53 |
+0.28 |
330 |
0 |
+0 |
Total Volume and Open Interest |
439,484 |
1,049,056 |
-8,417 |
Long Gilt(LIFFE) |
Dec06 |
061124 |
109~19 |
110~02 |
109~16 |
109~29 |
+0~06 |
55,069 |
297,443 |
-1,075 |
Mar07 |
061124 |
109~18 |
109~29 |
109~13 |
109~26 |
+0~12 |
1,635 |
9,672 |
+0 |
Total Volume and Open Interest |
56,704 |
307,143 |
+0 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
061124 |
94.73 |
94.73 |
94.73 |
94.73 |
unch |
22,676 |
424,859 |
+0 |
Mar07 |
061124 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.01 |
92,545 |
407,631 |
+0 |
Jun07 |
061124 |
94.67 |
94.67 |
94.67 |
94.67 |
+0.02 |
68,394 |
438,873 |
+0 |
Total Volume and Open Interest |
287,875 |
2,304,965 |
+0 |
3-Mth Euribor(LIFFE) |
Dec06 |
061124 |
96.305 |
96.315 |
96.295 |
96.310 |
+0.005 |
70,930 |
731,590 |
-3,763 |
Mar07 |
061124 |
96.155 |
96.180 |
96.145 |
96.175 |
+0.020 |
123,495 |
810,546 |
-11,891 |
Jun07 |
061124 |
96.095 |
96.135 |
96.080 |
96.130 |
+0.035 |
108,441 |
658,981 |
+3,180 |
Total Volume and Open Interest |
625,725 |
3,871,011 |
+9,930 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
061124 |
93.62 |
93.62 |
93.61 |
93.62 |
unch |
11,859 |
112,952 |
-6,358 |
Mar07 |
061124 |
93.58 |
93.59 |
93.57 |
93.58 |
unch |
58,997 |
315,398 |
+12,926 |
Jun07 |
061124 |
93.58 |
93.59 |
93.57 |
93.59 |
unch |
18,697 |
146,182 |
-216 |
Sep07 |
061124 |
93.62 |
93.63 |
93.62 |
93.63 |
unch |
8,407 |
61,780 |
-1,728 |
Dec07 |
061124 |
93.66 |
93.67 |
93.65 |
93.67 |
unch |
2,078 |
36,959 |
-1,320 |
Mar08 |
061124 |
93.70 |
93.70 |
93.70 |
93.70 |
-0.01 |
699 |
22,092 |
+241 |
Jun08 |
061124 |
93.73 |
93.73 |
93.73 |
93.73 |
unch |
1,134 |
17,702 |
+459 |
Sep08 |
061124 |
93.76 |
93.76 |
93.76 |
93.76 |
unch |
519 |
10,623 |
+158 |
Dec08 |
061124 |
93.77 |
93.78 |
93.77 |
93.78 |
unch |
20 |
5,185 |
+10 |
Mar09 |
061124 |
93.79 |
93.79 |
93.79 |
93.79 |
unch |
0 |
1,457 |
+0 |
Total Volume and Open Interest |
102,410 |
732,125 |
+4,172 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
061124 |
94.42 |
94.44 |
94.42 |
94.43 |
unch |
24,969 |
502,610 |
-10,963 |
Mar07 |
061124 |
94.43 |
94.43 |
94.43 |
94.43 |
unch |
|
|
|
Total Volume and Open Interest |
24,969 |
502,610 |
-10,963 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
061124 |
94.15 |
94.17 |
94.14 |
94.17 |
+0.01 |
56,512 |
661,202 |
+9,946 |
Mar07 |
061124 |
94.17 |
94.17 |
94.17 |
94.17 |
+0.01 |
|
|
|
Total Volume and Open Interest |
56,512 |
661,202 |
+9,946 |
Gold(CMX) |
Dec06 |
061124 |
629.9 |
640.5 |
629.0 |
638.6 |
+9.6 |
45,648 |
116,353 |
+0 |
Feb07 |
061124 |
636.3 |
646.9 |
635.4 |
645.5 |
+10.1 |
27,793 |
118,773 |
+0 |
Apr07 |
061124 |
643.3 |
652.3 |
641.5 |
651.8 |
+10.3 |
260 |
16,799 |
+0 |
Jun07 |
061124 |
648.4 |
658.5 |
647.6 |
657.9 |
+10.3 |
797 |
22,449 |
+0 |
Aug07 |
061124 |
662.8 |
662.8 |
653.6 |
653.6 |
unch |
17 |
2,073 |
+0 |
Oct07 |
061122 |
659.4 |
659.4 |
659.4 |
659.4 |
+0.3 |
0 |
13,492 |
+0 |
Dec07 |
061124 |
667.6 |
675.9 |
665.3 |
675.6 |
+10.3 |
809 |
36,314 |
+0 |
Feb08 |
061124 |
671.1 |
671.1 |
671.1 |
671.1 |
unch |
0 |
2,200 |
+0 |
Apr08 |
061124 |
676.7 |
676.7 |
676.7 |
676.7 |
unch |
0 |
1,489 |
+0 |
Jun08 |
061124 |
682.4 |
682.4 |
682.4 |
682.4 |
unch |
0 |
3,520 |
+0 |
Aug08 |
061124 |
688.0 |
688.0 |
688.0 |
688.0 |
unch |
0 |
220 |
+0 |
Total Volume and Open Interest |
75,324 |
355,430 |
+0 |
Silver(CMX) |
Dec06 |
061124 |
1311.0 |
1349.5 |
1304.0 |
1347.0 |
+43.0 |
18,970 |
40,332 |
+0 |
Mar07 |
061124 |
1326.5 |
1368.0 |
1322.8 |
1366.5 |
+43.7 |
10,992 |
45,118 |
+0 |
May07 |
061124 |
1345.0 |
1345.0 |
1335.0 |
1335.0 |
unch |
60 |
3,954 |
+0 |
Jul07 |
061124 |
1364.0 |
1388.5 |
1347.2 |
1347.2 |
unch |
156 |
9,085 |
+0 |
Sep07 |
061124 |
1400.0 |
1400.0 |
1359.7 |
1359.7 |
unch |
1 |
2,287 |
+0 |
Dec07 |
061124 |
1415.5 |
1415.5 |
1373.5 |
1373.5 |
unch |
840 |
9,939 |
+0 |
Mar08 |
061124 |
1424.0 |
1424.0 |
1383.5 |
1383.5 |
unch |
1 |
110 |
+0 |
Total Volume and Open Interest |
31,433 |
116,375 |
+0 |
Platinum(NYM) |
Jan07 |
061124 |
1174.0 |
1194.5 |
1156.0 |
1188.0 |
+34.0 |
3,315 |
7,461 |
+0 |
Apr07 |
061124 |
1182.0 |
1198.0 |
1182.0 |
1188.0 |
+30.0 |
45 |
109 |
+0 |
Jul07 |
061124 |
1163.0 |
1163.0 |
1163.0 |
1163.0 |
unch |
7 |
10 |
+3 |
Oct07 |
061124 |
1168.0 |
1168.0 |
1168.0 |
1168.0 |
unch |
|
|
|
Total Volume and Open Interest |
3,367 |
7,580 |
+0 |
Palladium(NYME) |
Dec06 |
061124 |
324.50 |
330.95 |
321.10 |
330.95 |
+4.95 |
2,361 |
7,765 |
+0 |
Mar07 |
061124 |
331.50 |
336.50 |
329.05 |
336.50 |
+5.00 |
1,328 |
4,864 |
+0 |
Jun07 |
061124 |
336.50 |
336.50 |
336.50 |
336.50 |
unch |
0 |
30 |
+0 |
Total Volume and Open Interest |
3,690 |
12,661 |
+0 |
Copper(CMX) |
Dec06 |
061124 |
311.40 |
322.50 |
310.80 |
322.40 |
+11.30 |
10,168 |
15,971 |
+0 |
Mar07 |
061124 |
313.85 |
324.50 |
313.30 |
324.00 |
+10.40 |
9,287 |
42,607 |
+0 |
May07 |
061124 |
313.10 |
313.10 |
313.10 |
313.10 |
unch |
225 |
4,168 |
+0 |
Jul07 |
061124 |
319.50 |
319.50 |
311.70 |
311.70 |
unch |
35 |
1,548 |
+0 |
Sep07 |
061124 |
309.80 |
309.80 |
309.80 |
309.80 |
unch |
95 |
1,096 |
+0 |
Total Volume and Open Interest |
20,781 |
73,218 |
+0 |
Aluminum(CMX) |
Nov06 |
061122 |
119.00 |
119.00 |
119.00 |
119.00 |
-1.00 |
6 |
7 |
-5 |
Dec06 |
061122 |
122.00 |
122.00 |
120.00 |
120.00 |
-1.00 |
6 |
654 |
+6 |
Jan07 |
061122 |
123.50 |
123.50 |
120.25 |
120.25 |
-0.75 |
0 |
100 |
+0 |
Feb07 |
061122 |
125.00 |
125.00 |
119.50 |
119.50 |
-0.95 |
0 |
40 |
+0 |
Mar07 |
061122 |
118.90 |
118.90 |
118.90 |
118.90 |
-0.95 |
0 |
40 |
+0 |
Apr07 |
061122 |
118.30 |
118.30 |
118.30 |
118.30 |
-0.90 |
0 |
40 |
+0 |
Total Volume and Open Interest |
13 |
1,265 |
+2 |
DJIA Index(CBOT) |
Dec06 |
061124 |
12292 |
12340 |
12283 |
12301 |
-53 |
3,624 |
61,359 |
-64 |
Mar07 |
061124 |
12381 |
12430 |
12375 |
12391 |
-52 |
27 |
408 |
-8 |
Jun07 |
061124 |
12471 |
12471 |
12471 |
12471 |
-53 |
0 |
5 |
+5 |
Sep07 |
061124 |
12556 |
12556 |
12556 |
12556 |
-53 |
0 |
3 |
+0 |
Total Volume and Open Interest |
3,651 |
61,775 |
-67 |
S & P 500(CME) |
Dec06 |
061124 |
1401.60 |
1407.80 |
1401.30 |
1402.90 |
-5.50 |
20,330 |
583,596 |
-3,346 |
Mar07 |
061124 |
1418.50 |
1418.50 |
1414.90 |
1414.90 |
-5.60 |
3,988 |
57,233 |
+2,603 |
Jun07 |
061124 |
1427.00 |
1427.00 |
1427.00 |
1427.00 |
-5.80 |
380 |
4,879 |
-25 |
Sep07 |
061124 |
1440.20 |
1440.20 |
1440.20 |
1440.20 |
-5.80 |
0 |
3,880 |
+0 |
Total Volume and Open Interest |
24,698 |
649,897 |
-768 |
S & P 500 E-Mini(Globex) |
Dec06 |
061124 |
1408.50 |
1408.75 |
1400.00 |
1403.00 |
-5.50 |
590,684 |
1,742,254 |
-1,609 |
Mar07 |
061124 |
1420.00 |
1420.00 |
1412.25 |
1415.00 |
-5.50 |
12,048 |
52,784 |
+11,068 |
Total Volume and Open Interest |
602,732 |
1,795,038 |
+9,459 |
NASDAQ 100(CME) |
Dec06 |
061124 |
1810.00 |
1830.00 |
1810.00 |
1820.30 |
-4.00 |
5,189 |
73,194 |
-122 |
Mar07 |
061124 |
1840.00 |
1842.00 |
1840.00 |
1842.00 |
-4.00 |
1 |
88 |
+0 |
Jun07 |
061124 |
1860.00 |
1860.00 |
1860.00 |
1860.00 |
-4.00 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,190 |
73,292 |
-122 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
061124 |
1824.50 |
1829.30 |
1805.30 |
1820.30 |
-4.00 |
202,185 |
545,140 |
+3,968 |
Mar07 |
061124 |
1843.80 |
1850.80 |
1829.00 |
1842.00 |
-4.00 |
510 |
1,692 |
+231 |
Total Volume and Open Interest |
202,695 |
546,832 |
+4,199 |
S & P Midcap 400(CME) |
Dec06 |
061124 |
811.50 |
814.25 |
809.90 |
811.60 |
-2.70 |
123 |
10,470 |
+59 |
Mar07 |
061124 |
819.10 |
819.10 |
819.10 |
819.10 |
-2.20 |
|
|
|
Jun07 |
061124 |
826.10 |
826.10 |
826.10 |
826.10 |
-2.20 |
|
|
|
Total Volume and Open Interest |
123 |
10,470 |
+59 |
Russell 2000(CME) |
Dec06 |
061124 |
790.50 |
796.50 |
789.00 |
791.80 |
-3.80 |
733 |
40,335 |
+98 |
Mar07 |
061124 |
798.30 |
798.30 |
798.30 |
798.30 |
-3.80 |
0 |
37 |
+0 |
Jun07 |
061124 |
804.80 |
804.80 |
804.80 |
804.80 |
-3.80 |
|
|
|
Total Volume and Open Interest |
733 |
40,380 |
+98 |
Russell 2000 E-Mini(Globex) |
Dec06 |
061124 |
796.00 |
796.50 |
788.40 |
791.80 |
-3.80 |
89,246 |
403,923 |
+332 |
Mar07 |
061124 |
802.00 |
803.30 |
795.20 |
798.30 |
-3.80 |
270 |
2,345 |
-49 |
Total Volume and Open Interest |
89,516 |
406,268 |
+283 |
Value Line(KCBT) |
Dec06 |
061124 |
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 |
061124 |
15800 |
15805 |
15635 |
15725 |
-130 |
57,148 |
265,273 |
+1,211 |
Mar07 |
061124 |
15780 |
15790 |
15655 |
15740 |
-180 |
100 |
241 |
-3 |
Jun07 |
061124 |
15680 |
15680 |
15680 |
15680 |
-185 |
0 |
41 |
+0 |
Total Volume and Open Interest |
57,248 |
265,755 |
+1,208 |
CAC 40(EURONEXT) |
Nov06 |
061117 |
5483.5 |
5489.5 |
5421.0 |
5434.5 |
-61.5 |
143,545 |
377,594 |
-108,395 |
Dec06 |
061124 |
5418.5 |
5427.0 |
5358.5 |
5397.5 |
-31.5 |
93,874 |
449,145 |
+0 |
Jan07 |
061124 |
5436.5 |
5438.0 |
5376.5 |
5414.5 |
-31.5 |
666 |
1,834 |
+0 |
Total Volume and Open Interest |
94,634 |
452,913 |
+0 |
Hang Seng Index(HKFE) |
Nov06 |
061124 |
19155 |
19288 |
19153 |
19220 |
-45 |
46,799 |
121,937 |
-724 |
Dec06 |
061124 |
19198 |
19338 |
19198 |
19270 |
-43 |
10,036 |
24,047 |
+8,457 |
Total Volume and Open Interest |
56,904 |
147,075 |
+7,765 |
DAX(EUREX) |
Dec06 |
061124 |
6480.0 |
6484.5 |
6379.5 |
6427.5 |
-61.5 |
123,867 |
273,816 |
+0 |
Mar07 |
061124 |
6542.0 |
6542.5 |
6440.0 |
6487.0 |
-62.5 |
2,826 |
12,942 |
+0 |
Jun07 |
061124 |
6600.0 |
6600.5 |
6508.0 |
6549.0 |
-64.0 |
1,640 |
4,282 |
+0 |
Total Volume and Open Interest |
128,333 |
291,040 |
+0 |
FT-SE 100(EURONEXT) |
Dec06 |
061124 |
6145.00 |
6153.00 |
6081.00 |
6138.50 |
-21.50 |
76,314 |
512,538 |
+0 |
Mar07 |
061124 |
6154.50 |
6158.00 |
6100.50 |
6158.00 |
-22.00 |
3,195 |
9,848 |
+0 |
Jun07 |
061124 |
6163.50 |
6178.00 |
6163.50 |
6178.00 |
-22.00 |
3,000 |
6,571 |
+0 |
Total Volume and Open Interest |
82,509 |
529,473 |
+0 |
SPI 200(SFE) |
Dec06 |
061124 |
5460.0 |
5466.0 |
5435.0 |
5446.0 |
-34.0 |
19,356 |
304,427 |
+7,145 |
Mar07 |
061124 |
5459.0 |
5466.0 |
5446.0 |
5452.0 |
-35.0 |
251 |
4,182 |
+183 |
Jun07 |
061124 |
5488.0 |
5488.0 |
5488.0 |
5488.0 |
-34.0 |
33 |
4,056 |
-198 |
Total Volume and Open Interest |
19,646 |
316,420 |
+7,063 |
GSCI(CME) |
Dec06 |
061124 |
443.80 |
446.20 |
443.80 |
444.90 |
+7.30 |
278 |
21,997 |
+25 |
Jan07 |
061124 |
449.00 |
449.00 |
449.00 |
449.00 |
+5.00 |
|
|
|
Feb07 |
061124 |
452.00 |
452.00 |
452.00 |
452.00 |
+5.00 |
|
|
|
Total Volume and Open Interest |
278 |
21,997 |
+25 |
Reuters CRB Index(NYBOT) |
Jan07 |
061122 |
399.50 |
399.50 |
397.25 |
397.25 |
-2.00 |
11 |
536 |
+1 |
Feb07 |
061122 |
398.50 |
398.50 |
397.25 |
397.25 |
-2.00 |
0 |
6 |
+0 |
Apr07 |
061122 |
399.25 |
399.25 |
399.25 |
399.25 |
-2.00 |
0 |
412 |
+0 |
Total Volume and Open Interest |
11 |
954 |
+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. |
|
|