 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed November 29, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan07 |
061129 |
678.00 |
685.00 |
676.00 |
682.25 |
-4.00 |
21,552 |
208,907 |
-130 |
Mar07 |
061129 |
691.00 |
698.00 |
689.00 |
696.00 |
-3.50 |
6,164 |
71,283 |
+1,664 |
May07 |
061129 |
699.00 |
706.00 |
697.50 |
704.00 |
-4.50 |
1,896 |
36,368 |
+593 |
Jul07 |
061129 |
709.00 |
715.00 |
707.00 |
713.00 |
-3.25 |
951 |
31,652 |
+430 |
Aug07 |
061129 |
713.00 |
716.50 |
712.50 |
716.50 |
-3.50 |
55 |
1,204 |
-5 |
Sep07 |
061129 |
718.00 |
718.00 |
718.00 |
718.00 |
-4.00 |
1 |
473 |
-1 |
Nov07 |
061129 |
723.50 |
729.50 |
722.00 |
727.50 |
-3.75 |
2,206 |
50,974 |
+162 |
Total Volume and Open Interest |
33,702 |
410,564 |
+3,196 |
Soybean Meal(CBOT) |
Dec06 |
061129 |
193.70 |
194.80 |
193.10 |
193.60 |
-2.20 |
17,743 |
17,268 |
-10,515 |
Jan07 |
061129 |
195.80 |
197.20 |
195.50 |
196.10 |
-2.00 |
13,826 |
58,006 |
+5,593 |
Mar07 |
061129 |
199.50 |
200.30 |
198.90 |
199.40 |
-2.10 |
9,639 |
49,297 |
+3,208 |
May07 |
061129 |
201.50 |
202.50 |
200.80 |
201.50 |
-2.00 |
1,463 |
30,792 |
+864 |
Jul07 |
061129 |
203.50 |
204.50 |
202.90 |
203.50 |
-2.10 |
1,015 |
33,630 |
+220 |
Aug07 |
061129 |
204.50 |
205.40 |
204.20 |
204.50 |
-2.20 |
574 |
8,973 |
+85 |
Sep07 |
061129 |
206.00 |
206.50 |
205.30 |
205.80 |
-1.90 |
322 |
6,016 |
+65 |
Oct07 |
061129 |
207.30 |
207.30 |
205.90 |
206.00 |
-1.90 |
59 |
2,542 |
-5 |
Total Volume and Open Interest |
45,573 |
217,585 |
-183 |
Soybean Oil(CBOT) |
Dec06 |
061129 |
28.52 |
29.00 |
28.45 |
28.98 |
+0.22 |
7,931 |
16,587 |
-3,345 |
Jan07 |
061129 |
29.00 |
29.45 |
28.88 |
29.40 |
+0.21 |
15,417 |
123,866 |
+3,491 |
Mar07 |
061129 |
29.35 |
29.90 |
29.29 |
29.82 |
+0.18 |
4,662 |
54,833 |
+387 |
May07 |
061129 |
29.70 |
30.14 |
29.60 |
30.13 |
+0.21 |
906 |
39,078 |
+390 |
Jul07 |
061129 |
30.00 |
30.45 |
29.87 |
30.44 |
+0.25 |
1,959 |
25,587 |
+33 |
Aug07 |
061129 |
30.10 |
30.50 |
29.95 |
30.50 |
+0.25 |
214 |
5,264 |
+110 |
Sep07 |
061129 |
30.20 |
30.55 |
30.07 |
30.55 |
+0.23 |
105 |
2,602 |
+28 |
Oct07 |
061129 |
30.40 |
30.60 |
30.20 |
30.60 |
+0.20 |
169 |
3,181 |
+167 |
Total Volume and Open Interest |
31,787 |
292,464 |
+1,254 |
Canola(WCE) |
Jan07 |
061129 |
372.2 |
372.2 |
366.9 |
369.7 |
-0.5 |
5,036 |
59,550 |
-1,333 |
Mar07 |
061129 |
377.0 |
379.5 |
376.0 |
379.2 |
unch |
2,581 |
11,932 |
+291 |
May07 |
061129 |
384.5 |
385.5 |
383.6 |
384.7 |
-1.8 |
337 |
4,079 |
+190 |
Jul07 |
061129 |
387.0 |
389.8 |
387.0 |
389.8 |
+0.5 |
160 |
8,537 |
+25 |
Total Volume and Open Interest |
8,805 |
95,992 |
-1,040 |
Corn(CBOT) |
Dec06 |
061129 |
363.00 |
371.00 |
361.50 |
370.25 |
+1.50 |
32,071 |
74,241 |
-21,653 |
Mar07 |
061129 |
379.00 |
386.00 |
377.00 |
385.25 |
+0.50 |
50,294 |
603,913 |
+3,237 |
May07 |
061129 |
382.50 |
390.50 |
382.25 |
390.00 |
-0.75 |
5,286 |
92,767 |
+724 |
Jul07 |
061129 |
386.00 |
394.00 |
386.00 |
393.25 |
-1.25 |
13,851 |
201,445 |
+2,541 |
Sep07 |
061129 |
365.50 |
372.00 |
365.50 |
372.00 |
-0.75 |
1,016 |
39,012 |
+338 |
Dec07 |
061129 |
355.50 |
361.25 |
355.00 |
360.75 |
-2.00 |
12,386 |
274,499 |
+4,372 |
Total Volume and Open Interest |
116,687 |
1,396,960 |
-9,570 |
Wheat(CBOT) |
Dec06 |
061129 |
481.00 |
491.00 |
480.00 |
490.50 |
+3.25 |
4,417 |
13,891 |
-3,082 |
Mar07 |
061129 |
502.00 |
513.00 |
500.00 |
511.50 |
+3.50 |
15,495 |
232,058 |
+891 |
May07 |
061129 |
506.00 |
516.00 |
506.00 |
516.00 |
+3.50 |
1,499 |
16,662 |
+661 |
Jul07 |
061129 |
487.00 |
495.00 |
484.00 |
494.00 |
+2.00 |
4,718 |
73,154 |
-618 |
Sep07 |
061129 |
490.00 |
498.00 |
487.00 |
495.00 |
+5.00 |
100 |
3,876 |
+10 |
Total Volume and Open Interest |
29,269 |
416,568 |
-2,908 |
Wheat(KCBT) |
Dec06 |
061129 |
511.00 |
523.50 |
511.00 |
522.25 |
+3.75 |
4,810 |
3,303 |
-2,544 |
Mar07 |
061129 |
534.00 |
542.50 |
531.00 |
541.50 |
+5.50 |
8,880 |
71,660 |
+615 |
May07 |
061129 |
530.00 |
540.00 |
530.00 |
540.00 |
+5.50 |
297 |
3,217 |
+82 |
Jul07 |
061129 |
504.00 |
510.00 |
504.00 |
510.00 |
+2.00 |
2,095 |
28,139 |
-166 |
Sep07 |
061129 |
506.00 |
507.00 |
503.00 |
507.00 |
+1.00 |
165 |
3,521 |
+21 |
Total Volume and Open Interest |
16,419 |
118,820 |
-2,060 |
Wheat(MGE) |
Dec06 |
061129 |
495.00 |
501.00 |
491.00 |
499.00 |
unch |
2,196 |
1,817 |
-608 |
Mar07 |
061129 |
516.00 |
522.00 |
512.50 |
521.00 |
+2.25 |
3,255 |
30,689 |
+560 |
May07 |
061129 |
523.00 |
529.00 |
521.00 |
529.00 |
+6.00 |
75 |
2,134 |
+14 |
Jul07 |
061129 |
517.00 |
522.00 |
516.00 |
522.00 |
+4.00 |
14 |
1,096 |
-6 |
Sep07 |
061129 |
500.00 |
509.00 |
497.00 |
507.00 |
+2.50 |
130 |
3,623 |
+38 |
Total Volume and Open Interest |
5,776 |
47,419 |
-20 |
Oats(CBOT) |
Dec06 |
061129 |
252.00 |
252.25 |
246.50 |
250.00 |
-5.50 |
375 |
1,054 |
-337 |
Mar07 |
061129 |
263.00 |
264.50 |
259.75 |
264.00 |
-4.75 |
541 |
9,929 |
+119 |
May07 |
061129 |
269.75 |
270.00 |
268.50 |
270.00 |
-3.00 |
0 |
362 |
+0 |
Jul07 |
061129 |
273.00 |
274.00 |
272.00 |
274.00 |
-3.00 |
0 |
359 |
+0 |
Total Volume and Open Interest |
1,104 |
13,701 |
-84 |
Rough Rice(CBOT) |
Jan07 |
061129 |
9.84 |
9.88 |
9.80 |
9.88 |
unch |
49 |
8,520 |
-47 |
Mar07 |
061129 |
10.13 |
10.15 |
10.10 |
10.15 |
unch |
7 |
3,528 |
+281 |
May07 |
061129 |
10.42 |
10.42 |
10.42 |
10.42 |
-0.01 |
0 |
1,119 |
+12 |
Jul07 |
061129 |
10.47 |
10.51 |
10.47 |
10.51 |
+0.01 |
21 |
671 |
+15 |
Total Volume and Open Interest |
98 |
14,946 |
+259 |
Live Cattle(CME) |
Dec06 |
061129 |
86.300 |
86.300 |
85.075 |
85.200 |
-1.175 |
5,983 |
29,670 |
-1,811 |
Feb07 |
061129 |
89.400 |
89.475 |
88.200 |
88.400 |
-1.075 |
10,139 |
120,706 |
+1,080 |
Apr07 |
061129 |
90.700 |
90.700 |
89.400 |
89.625 |
-0.875 |
4,438 |
35,639 |
+540 |
Jun07 |
061129 |
87.700 |
87.700 |
86.950 |
87.150 |
-0.525 |
2,437 |
17,416 |
+299 |
Aug07 |
061129 |
86.650 |
86.700 |
86.000 |
86.200 |
-0.550 |
878 |
8,754 |
+165 |
Oct07 |
061129 |
89.050 |
89.050 |
88.625 |
88.925 |
-0.175 |
571 |
4,430 |
+245 |
Total Volume and Open Interest |
24,601 |
219,526 |
+603 |
Feeder Cattle(CME) |
Jan07 |
061129 |
99.100 |
99.100 |
97.800 |
97.950 |
-0.625 |
2,083 |
13,755 |
+239 |
Mar07 |
061129 |
97.900 |
97.900 |
96.650 |
97.000 |
-0.425 |
1,185 |
5,110 |
+355 |
Apr07 |
061129 |
98.350 |
98.400 |
97.200 |
97.400 |
-0.650 |
179 |
2,218 |
-27 |
May07 |
061129 |
99.300 |
99.300 |
97.850 |
98.000 |
-0.800 |
217 |
3,297 |
+69 |
Aug07 |
061129 |
101.500 |
101.500 |
100.850 |
100.850 |
-0.550 |
209 |
997 |
+111 |
Sep07 |
061129 |
100.975 |
100.975 |
100.300 |
100.300 |
-0.500 |
12 |
875 |
-2 |
Oct07 |
061129 |
100.750 |
100.750 |
100.400 |
100.400 |
-0.150 |
2 |
46 |
+2 |
Total Volume and Open Interest |
3,887 |
26,298 |
+747 |
Lean Hogs(CME) |
Dec06 |
061129 |
60.900 |
61.400 |
60.700 |
61.250 |
+0.075 |
6,642 |
15,869 |
-2,240 |
Feb07 |
061129 |
64.000 |
65.000 |
64.000 |
64.700 |
+0.175 |
9,037 |
98,060 |
-459 |
Apr07 |
061129 |
67.000 |
67.700 |
67.000 |
67.575 |
+0.025 |
2,025 |
33,711 |
+38 |
May07 |
061129 |
72.050 |
72.600 |
72.000 |
72.525 |
+0.025 |
46 |
2,792 |
+25 |
Jun07 |
061129 |
73.700 |
74.100 |
73.500 |
74.025 |
-0.100 |
1,801 |
19,135 |
+92 |
Jul07 |
061129 |
72.000 |
72.100 |
71.800 |
72.075 |
-0.075 |
516 |
5,127 |
+284 |
Aug07 |
061129 |
70.300 |
71.000 |
70.300 |
71.000 |
+0.050 |
747 |
4,255 |
+303 |
Oct07 |
061129 |
64.700 |
65.100 |
64.700 |
65.100 |
-0.075 |
69 |
4,039 |
-4 |
Total Volume and Open Interest |
20,956 |
184,452 |
-1,960 |
Pork Bellies(CME) |
Feb07 |
061129 |
90.200 |
91.100 |
89.750 |
90.950 |
+0.525 |
276 |
864 |
-74 |
Mar07 |
061129 |
91.300 |
91.300 |
90.900 |
90.900 |
+0.850 |
10 |
74 |
+4 |
May07 |
061129 |
91.500 |
91.500 |
90.700 |
90.700 |
+0.050 |
1 |
74 |
+0 |
Jul07 |
061129 |
92.600 |
92.600 |
92.600 |
92.600 |
-0.200 |
3 |
88 |
+2 |
Aug07 |
061129 |
93.250 |
93.250 |
93.250 |
93.250 |
unch |
4 |
5 |
+3 |
Total Volume and Open Interest |
294 |
1,105 |
-65 |
Class III Milk(CME) |
Nov06 |
061129 |
12.88 |
12.88 |
12.85 |
12.85 |
-0.03 |
11 |
3,371 |
-12 |
Dec06 |
061129 |
13.65 |
13.65 |
13.55 |
13.59 |
-0.09 |
172 |
4,201 |
-64 |
Jan07 |
061129 |
13.48 |
13.48 |
13.34 |
13.37 |
-0.16 |
88 |
2,653 |
-1 |
Feb07 |
061129 |
13.43 |
13.43 |
13.26 |
13.33 |
-0.15 |
34 |
2,362 |
+3 |
Mar07 |
061129 |
13.45 |
13.45 |
13.35 |
13.40 |
-0.10 |
46 |
2,230 |
-2 |
Total Volume and Open Interest |
555 |
28,867 |
-55 |
Cocoa(NYBOT) |
Dec06 |
061129 |
1460 |
1465 |
1460 |
1465 |
+2 |
15 |
64 |
-11 |
Mar07 |
061129 |
1513 |
1539 |
1506 |
1523 |
+2 |
7,074 |
74,786 |
+199 |
May07 |
061129 |
1538 |
1562 |
1532 |
1547 |
+1 |
231 |
15,561 |
+11 |
Jul07 |
061129 |
1560 |
1580 |
1560 |
1568 |
+1 |
57 |
8,779 |
-25 |
Sep07 |
061129 |
1578 |
1590 |
1578 |
1590 |
+1 |
209 |
14,213 |
-100 |
Dec07 |
061129 |
1607 |
1617 |
1607 |
1617 |
+3 |
123 |
11,346 |
+0 |
Mar08 |
061129 |
1644 |
1644 |
1644 |
1644 |
+1 |
403 |
3,519 |
+403 |
Total Volume and Open Interest |
8,112 |
131,990 |
+477 |
Coffee "C"(NYBOT) |
Dec06 |
061129 |
120.00 |
121.50 |
118.55 |
118.55 |
-1.80 |
299 |
949 |
-272 |
Mar07 |
061129 |
124.10 |
126.80 |
123.00 |
123.30 |
-1.65 |
13,299 |
86,373 |
+764 |
May07 |
061129 |
126.65 |
129.40 |
125.90 |
126.15 |
-1.60 |
3,055 |
10,789 |
+1,141 |
Jul07 |
061129 |
129.50 |
131.40 |
128.85 |
128.85 |
-1.55 |
519 |
4,486 |
+108 |
Sep07 |
061129 |
131.75 |
134.00 |
131.35 |
131.35 |
-1.55 |
371 |
2,549 |
-9 |
Dec07 |
061129 |
134.60 |
137.00 |
134.00 |
134.50 |
-1.40 |
320 |
2,002 |
-51 |
Total Volume and Open Interest |
18,059 |
114,569 |
+1,606 |
Orange Juice(NYBOT) |
Jan07 |
061129 |
198.50 |
200.50 |
197.40 |
199.70 |
+2.30 |
1,389 |
19,201 |
-74 |
Mar07 |
061129 |
198.80 |
200.30 |
198.50 |
200.30 |
+2.45 |
891 |
7,591 |
+268 |
May07 |
061129 |
198.25 |
199.40 |
198.25 |
199.40 |
+2.55 |
5 |
1,737 |
+0 |
Jul07 |
061129 |
198.90 |
198.90 |
198.90 |
198.90 |
+2.55 |
2 |
473 |
+2 |
Sep07 |
061129 |
198.40 |
198.40 |
198.40 |
198.40 |
+2.55 |
0 |
205 |
+0 |
Total Volume and Open Interest |
2,287 |
30,160 |
+196 |
Sugar #11(NYBOT) |
Mar07 |
061129 |
11.95 |
12.39 |
11.95 |
12.36 |
+0.37 |
29,992 |
255,801 |
+2,444 |
May07 |
061129 |
12.02 |
12.28 |
12.00 |
12.27 |
+0.26 |
8,116 |
80,138 |
+1,853 |
Jul07 |
061129 |
11.90 |
12.05 |
11.88 |
12.03 |
+0.13 |
5,541 |
72,357 |
+734 |
Oct07 |
061129 |
12.00 |
12.09 |
12.00 |
12.09 |
+0.06 |
2,721 |
50,510 |
+790 |
Mar08 |
061129 |
12.37 |
12.42 |
12.34 |
12.39 |
-0.01 |
874 |
37,575 |
-194 |
Total Volume and Open Interest |
48,249 |
524,037 |
+5,774 |
Sugar #14(NYBOT) |
Nov06 |
061009 |
20.35 |
20.35 |
20.33 |
20.33 |
-0.12 |
110 |
582 |
+0 |
Jan07 |
061129 |
19.70 |
19.80 |
19.70 |
19.76 |
+0.01 |
182 |
1,224 |
-91 |
Mar07 |
061129 |
19.62 |
19.70 |
19.62 |
19.70 |
-0.02 |
19 |
3,201 |
-53 |
May07 |
061129 |
19.70 |
19.73 |
19.70 |
19.73 |
+0.03 |
1 |
2,485 |
+1 |
Jul07 |
061129 |
19.90 |
19.90 |
19.90 |
19.90 |
-0.07 |
27 |
2,161 |
+9 |
Total Volume and Open Interest |
266 |
12,245 |
-129 |
London Cocoa(LCE) |
Dec06 |
061129 |
812 |
820 |
807 |
809 |
-3 |
2,830 |
61,848 |
-986 |
Mar07 |
061129 |
838 |
845 |
833 |
834 |
-3 |
7,012 |
62,322 |
-11 |
May07 |
061129 |
846 |
855 |
844 |
845 |
-4 |
2,329 |
25,586 |
+255 |
Jul07 |
061129 |
861 |
867 |
856 |
857 |
-4 |
1,792 |
21,653 |
+1,069 |
Sep07 |
061129 |
870 |
878 |
867 |
868 |
-4 |
342 |
14,259 |
+34 |
Dec07 |
061129 |
885 |
890 |
878 |
879 |
-6 |
385 |
14,514 |
+291 |
Mar08 |
061129 |
893 |
899 |
892 |
892 |
-5 |
174 |
6,215 |
+174 |
Total Volume and Open Interest |
14,864 |
208,162 |
+826 |
London Coffee(LCE) |
Nov06 |
061129 |
1465.00 |
1465.00 |
1442.00 |
1442.00 |
-18.00 |
65 |
352 |
-564 |
Jan07 |
061129 |
1474.00 |
1475.00 |
1447.00 |
1447.00 |
-18.00 |
7,340 |
45,254 |
-1,157 |
Mar07 |
061129 |
1487.00 |
1487.00 |
1459.00 |
1460.00 |
-17.00 |
3,443 |
36,922 |
+526 |
May07 |
061129 |
1492.00 |
1492.00 |
1471.00 |
1471.00 |
-17.00 |
539 |
12,192 |
+251 |
Jul07 |
061129 |
1485.00 |
1485.00 |
1465.00 |
1466.00 |
-17.00 |
267 |
4,963 |
-114 |
Sep07 |
061129 |
1486.00 |
1486.00 |
1459.00 |
1459.00 |
-17.00 |
73 |
5,755 |
+36 |
Total Volume and Open Interest |
11,880 |
109,197 |
-973 |
London Sugar(LCE) |
Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
Mar07 |
061129 |
358.50 |
371.00 |
358.00 |
369.90 |
+11.40 |
2,833 |
28,721 |
+97 |
May07 |
061129 |
358.00 |
368.50 |
356.50 |
367.20 |
+9.70 |
1,292 |
10,981 |
+109 |
Aug07 |
061129 |
351.50 |
361.00 |
351.50 |
360.60 |
+7.60 |
325 |
5,425 |
+87 |
Oct07 |
061129 |
347.70 |
355.60 |
347.70 |
355.60 |
+6.90 |
101 |
2,824 |
-50 |
Total Volume and Open Interest |
4,707 |
51,009 |
+281 |
Cotton(NYBOT) |
Dec06 |
061129 |
48.75 |
48.75 |
47.00 |
47.78 |
-0.93 |
88 |
1,249 |
-37 |
Mar07 |
061129 |
52.50 |
52.87 |
52.15 |
52.39 |
-0.52 |
5,363 |
111,188 |
+447 |
May07 |
061129 |
53.95 |
54.15 |
53.53 |
53.75 |
-0.49 |
696 |
17,429 |
+347 |
Jul07 |
061129 |
55.15 |
55.35 |
54.75 |
54.90 |
-0.42 |
419 |
10,110 |
+70 |
Oct07 |
061129 |
57.45 |
57.50 |
57.05 |
57.05 |
-0.35 |
13 |
140 |
+5 |
Dec07 |
061129 |
58.40 |
58.55 |
58.15 |
58.20 |
-0.32 |
830 |
16,589 |
+396 |
Total Volume and Open Interest |
7,411 |
158,274 |
+1,228 |
Lumber(CME) |
Jan07 |
061129 |
264.5 |
265.0 |
263.2 |
263.5 |
-1.0 |
481 |
4,908 |
-77 |
Mar07 |
061129 |
286.8 |
287.5 |
285.0 |
287.5 |
-1.0 |
143 |
1,177 |
+82 |
May07 |
061129 |
297.0 |
298.0 |
294.0 |
297.5 |
-0.3 |
10 |
123 |
+3 |
Jul07 |
061129 |
306.1 |
306.1 |
304.7 |
304.7 |
-0.5 |
10 |
38 |
+5 |
Total Volume and Open Interest |
644 |
6,247 |
+13 |
Crude Oil(NYM) |
Jan07 |
061129 |
61.25 |
62.50 |
61.20 |
62.46 |
+1.47 |
151,496 |
311,746 |
-199 |
Feb07 |
061129 |
62.65 |
63.88 |
62.60 |
63.82 |
+1.43 |
58,708 |
103,638 |
+6,601 |
Mar07 |
061129 |
63.55 |
64.75 |
63.55 |
64.73 |
+1.39 |
20,098 |
75,944 |
+2,985 |
Apr07 |
061129 |
64.40 |
65.46 |
64.40 |
65.46 |
+1.36 |
7,437 |
48,188 |
+1,417 |
May07 |
061129 |
65.00 |
66.10 |
65.00 |
66.10 |
+1.34 |
4,752 |
37,784 |
+1,595 |
Jun07 |
061129 |
66.00 |
66.66 |
66.00 |
66.66 |
+1.30 |
11,077 |
71,592 |
+1,528 |
Jul07 |
061129 |
67.16 |
67.16 |
67.16 |
67.16 |
+1.26 |
3,574 |
17,060 |
-578 |
Aug07 |
061129 |
67.61 |
67.61 |
67.61 |
67.61 |
+1.22 |
2,215 |
15,787 |
-385 |
Sep07 |
061129 |
68.00 |
68.00 |
68.00 |
68.00 |
+1.18 |
1,332 |
24,790 |
-312 |
Oct07 |
061129 |
68.35 |
68.35 |
68.35 |
68.35 |
+1.15 |
997 |
18,308 |
+554 |
Nov07 |
061129 |
68.64 |
68.64 |
68.64 |
68.64 |
+1.13 |
15 |
11,813 |
+15 |
Dec07 |
061129 |
68.05 |
68.88 |
68.05 |
68.88 |
+1.10 |
5,599 |
123,338 |
-15 |
Jan08 |
061129 |
69.09 |
69.09 |
69.09 |
69.09 |
+1.07 |
200 |
19,033 |
+65 |
Feb08 |
061129 |
69.26 |
69.26 |
69.26 |
69.26 |
+1.03 |
180 |
10,869 |
-27 |
Mar08 |
061129 |
69.39 |
69.39 |
69.39 |
69.39 |
+0.99 |
350 |
20,482 |
+50 |
Apr08 |
061129 |
69.48 |
69.48 |
69.48 |
69.48 |
+0.94 |
150 |
9,025 |
-150 |
Total Volume and Open Interest |
275,042 |
1,172,455 |
+12,360 |
Heating Oil(NYM) |
Dec06 |
061129 |
174.25 |
179.70 |
174.25 |
179.53 |
+6.70 |
19,105 |
13,646 |
-5,557 |
Jan07 |
061129 |
178.60 |
183.90 |
178.45 |
183.53 |
+5.55 |
29,365 |
92,408 |
+1,789 |
Feb07 |
061129 |
181.70 |
186.13 |
181.70 |
186.13 |
+5.00 |
6,838 |
36,185 |
+660 |
Mar07 |
061129 |
184.50 |
187.08 |
184.50 |
187.08 |
+4.80 |
2,365 |
16,795 |
+57 |
Apr07 |
061129 |
183.25 |
186.50 |
183.25 |
186.13 |
+4.50 |
648 |
13,191 |
+232 |
May07 |
061129 |
185.00 |
185.43 |
184.50 |
185.43 |
+4.20 |
466 |
7,034 |
+100 |
Jun07 |
061129 |
184.00 |
185.53 |
184.00 |
185.53 |
+4.05 |
945 |
21,417 |
+94 |
Jul07 |
061129 |
184.00 |
186.53 |
184.00 |
186.53 |
+3.90 |
118 |
3,792 |
+48 |
Aug07 |
061129 |
188.50 |
188.50 |
188.28 |
188.28 |
+3.75 |
9 |
2,722 |
+5 |
Sep07 |
061129 |
190.50 |
190.50 |
190.43 |
190.43 |
+3.60 |
7 |
4,931 |
+3 |
Oct07 |
061129 |
192.73 |
192.73 |
192.73 |
192.73 |
+3.45 |
3 |
1,569 |
+3 |
Nov07 |
061129 |
195.38 |
195.38 |
195.38 |
195.38 |
+3.30 |
9 |
889 |
+3 |
Total Volume and Open Interest |
60,269 |
228,776 |
-2,340 |
Unleaded Gas(NYM) |
Dec06 |
061129 |
162.00 |
168.50 |
162.00 |
167.06 |
+4.40 |
882 |
1,401 |
-559 |
Jan07 |
061129 |
163.00 |
167.50 |
162.25 |
166.56 |
+4.25 |
657 |
5,237 |
-118 |
Total Volume and Open Interest |
1,539 |
6,638 |
-677 |
RBOB Gasoline(NYMEX) |
Dec06 |
061129 |
163.71 |
171.00 |
163.70 |
170.35 |
+6.80 |
15,065 |
12,790 |
-3,228 |
Jan07 |
061129 |
163.41 |
170.05 |
163.30 |
169.45 |
+6.26 |
16,160 |
56,932 |
+2,873 |
Feb07 |
061129 |
166.25 |
171.65 |
165.82 |
170.99 |
+5.49 |
1,981 |
10,236 |
+385 |
Mar07 |
061129 |
169.30 |
174.31 |
169.30 |
174.25 |
+5.44 |
804 |
9,234 |
+122 |
Apr07 |
061129 |
186.79 |
188.50 |
186.70 |
188.50 |
+4.85 |
635 |
8,134 |
-288 |
May07 |
061129 |
187.75 |
190.25 |
187.75 |
190.25 |
+4.50 |
829 |
8,370 |
+62 |
Jun07 |
061129 |
193.59 |
193.59 |
193.59 |
193.59 |
+5.09 |
413 |
4,159 |
-189 |
Jul07 |
061129 |
194.69 |
194.69 |
194.69 |
194.69 |
+4.36 |
23 |
2,756 |
+11 |
Aug07 |
061129 |
194.79 |
194.79 |
194.79 |
194.79 |
+4.54 |
174 |
1,902 |
+59 |
Sep07 |
061129 |
191.50 |
191.50 |
191.50 |
191.50 |
+1.77 |
283 |
6,249 |
-193 |
Total Volume and Open Interest |
36,367 |
121,985 |
-386 |
e-MiNY RBOB Gasoline(NYMEX) |
Dec06 |
061030 |
148.00 |
148.00 |
148.00 |
148.00 |
-9.33 |
|
|
|
Jan07 |
061129 |
163.70 |
167.90 |
163.70 |
167.50 |
+3.77 |
0 |
1 |
+0 |
Feb07 |
061129 |
171.49 |
171.49 |
171.49 |
171.49 |
+5.61 |
|
|
|
Mar07 |
061129 |
174.29 |
174.29 |
174.29 |
174.29 |
+5.31 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jan07 |
061129 |
8.550 |
8.940 |
8.540 |
8.871 |
+0.312 |
47,484 |
100,184 |
+3,640 |
Feb07 |
061129 |
8.600 |
8.930 |
8.590 |
8.900 |
+0.294 |
5,962 |
43,483 |
-103 |
Mar07 |
061129 |
8.470 |
8.780 |
8.470 |
8.730 |
+0.254 |
7,237 |
107,472 |
-418 |
Apr07 |
061129 |
8.140 |
8.340 |
8.140 |
8.276 |
+0.160 |
4,439 |
97,953 |
+378 |
May07 |
061129 |
8.240 |
8.241 |
8.220 |
8.241 |
+0.139 |
1,507 |
36,149 |
-38 |
Jun07 |
061129 |
8.301 |
8.301 |
8.301 |
8.301 |
+0.134 |
585 |
13,027 |
-70 |
Jul07 |
061129 |
8.381 |
8.381 |
8.381 |
8.381 |
+0.131 |
315 |
12,948 |
-53 |
Aug07 |
061129 |
8.446 |
8.446 |
8.446 |
8.446 |
+0.131 |
200 |
14,446 |
+33 |
Sep07 |
061129 |
8.350 |
8.494 |
8.350 |
8.494 |
+0.134 |
812 |
14,358 |
-166 |
Oct07 |
061129 |
8.590 |
8.590 |
8.589 |
8.589 |
+0.134 |
670 |
39,085 |
-86 |
Nov07 |
061129 |
9.090 |
9.090 |
9.000 |
9.054 |
+0.129 |
1,320 |
22,940 |
+301 |
Dec07 |
061129 |
9.390 |
9.474 |
9.390 |
9.474 |
+0.119 |
1,391 |
34,054 |
-149 |
Jan08 |
061129 |
9.600 |
9.704 |
9.600 |
9.704 |
+0.124 |
547 |
28,746 |
+285 |
Feb08 |
061129 |
9.699 |
9.699 |
9.699 |
9.699 |
+0.124 |
120 |
15,547 |
-16 |
Mar08 |
061129 |
9.500 |
9.500 |
9.450 |
9.474 |
+0.119 |
485 |
37,001 |
+52 |
Apr08 |
061129 |
8.070 |
8.169 |
8.070 |
8.169 |
+0.109 |
977 |
26,749 |
-69 |
Total Volume and Open Interest |
114,516 |
885,318 |
-14,341 |
Brent Crude Oil(ICE) |
Jan07 |
061129 |
61.36 |
63.16 |
61.20 |
63.07 |
+1.86 |
74,409 |
132,342 |
-4,995 |
Feb07 |
061129 |
62.30 |
63.98 |
62.20 |
63.88 |
+1.70 |
39,461 |
144,949 |
+3,623 |
Mar07 |
061129 |
63.09 |
64.76 |
63.09 |
64.69 |
+1.60 |
22,180 |
48,383 |
-3,701 |
Apr07 |
061129 |
63.80 |
65.40 |
63.76 |
65.33 |
+1.51 |
18,239 |
27,644 |
-2,413 |
May07 |
061129 |
64.35 |
65.87 |
64.35 |
65.87 |
+1.45 |
12,140 |
26,362 |
+7,957 |
Jun07 |
061129 |
64.85 |
66.34 |
64.85 |
66.34 |
+1.38 |
7,378 |
40,388 |
+1,790 |
Jul07 |
061129 |
66.77 |
66.77 |
66.77 |
66.77 |
+1.33 |
0 |
11,025 |
+102 |
Aug07 |
061129 |
67.17 |
67.17 |
67.17 |
67.17 |
+1.29 |
0 |
4,897 |
+116 |
Sep07 |
061129 |
67.53 |
67.53 |
67.53 |
67.53 |
+1.25 |
0 |
11,692 |
-25 |
Oct07 |
061129 |
67.86 |
67.86 |
67.86 |
67.86 |
+1.21 |
0 |
9,009 |
+25 |
Nov07 |
061129 |
68.15 |
68.15 |
68.15 |
68.15 |
+1.18 |
0 |
12,541 |
+25 |
Dec07 |
061129 |
67.30 |
68.49 |
67.00 |
68.42 |
+1.16 |
4,817 |
44,744 |
+716 |
Jan08 |
061129 |
68.63 |
68.63 |
68.63 |
68.63 |
+1.11 |
0 |
6,298 |
+50 |
Feb08 |
061129 |
68.80 |
68.80 |
68.80 |
68.80 |
+1.05 |
0 |
1,240 |
-25 |
Total Volume and Open Interest |
180,848 |
580,952 |
+4,507 |
Gas Oil(ICE) |
Dec06 |
061129 |
547.50 |
560.75 |
544.50 |
555.50 |
+7.75 |
27,650 |
52,448 |
-1,964 |
Jan07 |
061129 |
549.25 |
563.00 |
547.00 |
557.50 |
+7.75 |
31,353 |
71,412 |
+3,189 |
Feb07 |
061129 |
554.75 |
566.25 |
552.00 |
561.00 |
+6.50 |
11,950 |
44,551 |
+2,725 |
Mar07 |
061129 |
557.50 |
568.00 |
557.50 |
565.25 |
+6.00 |
4,144 |
17,879 |
+1,211 |
Apr07 |
061129 |
561.50 |
569.50 |
561.50 |
569.50 |
+5.50 |
2,720 |
14,385 |
+1,848 |
May07 |
061129 |
574.00 |
574.00 |
574.00 |
574.00 |
+5.00 |
771 |
9,785 |
+151 |
Jun07 |
061129 |
575.25 |
578.50 |
575.25 |
578.50 |
+4.75 |
2,255 |
34,099 |
-333 |
Jul07 |
061129 |
584.00 |
584.00 |
584.00 |
584.00 |
+4.75 |
0 |
5,096 |
+572 |
Aug07 |
061129 |
588.50 |
588.50 |
588.50 |
588.50 |
+4.00 |
0 |
806 |
+35 |
Sep07 |
061129 |
593.00 |
593.00 |
593.00 |
593.00 |
+3.50 |
0 |
7,290 |
+0 |
Total Volume and Open Interest |
81,814 |
304,321 |
+7,950 |
US Dollar Index(NYBOT) |
Dec06 |
061129 |
83.04 |
83.48 |
82.95 |
83.35 |
+0.24 |
6,291 |
34,905 |
-616 |
Mar07 |
061129 |
82.75 |
83.15 |
82.75 |
83.04 |
+0.24 |
190 |
2,335 |
+139 |
Jun07 |
061129 |
82.74 |
82.74 |
82.74 |
82.74 |
+0.24 |
1 |
25 |
+0 |
Total Volume and Open Interest |
6,489 |
37,290 |
-479 |
Australian Dollar(CME) |
Dec06 |
061129 |
78.37 |
78.50 |
78.36 |
78.36 |
+0.06 |
2,642 |
122,085 |
+9,854 |
Mar07 |
061129 |
78.17 |
78.17 |
78.17 |
78.17 |
+0.06 |
5 |
1,708 |
+83 |
Jun07 |
061129 |
78.03 |
78.03 |
78.03 |
78.03 |
+0.06 |
0 |
103 |
+0 |
Total Volume and Open Interest |
2,647 |
123,916 |
+9,937 |
British Pound(CME) |
Dec06 |
061129 |
195.19 |
195.34 |
194.60 |
194.67 |
-0.47 |
3,218 |
151,797 |
-3,688 |
Mar07 |
061129 |
194.97 |
194.99 |
194.75 |
194.75 |
-0.47 |
108 |
2,254 |
+448 |
Jun07 |
061129 |
194.69 |
194.69 |
194.69 |
194.69 |
-0.47 |
0 |
28 |
+0 |
Total Volume and Open Interest |
3,326 |
154,081 |
-3,240 |
Canadian Dollar(CME) |
Dec06 |
061129 |
88.03 |
88.12 |
87.91 |
87.94 |
-0.55 |
4,570 |
118,061 |
-1,820 |
Mar07 |
061129 |
88.26 |
88.30 |
88.14 |
88.19 |
-0.55 |
144 |
5,482 |
+288 |
Jun07 |
061129 |
88.48 |
88.48 |
88.46 |
88.46 |
-0.55 |
0 |
626 |
+12 |
Sep07 |
061129 |
88.78 |
88.90 |
88.73 |
88.73 |
-0.55 |
1 |
336 |
-2 |
Total Volume and Open Interest |
4,717 |
124,553 |
-1,522 |
Japanese Yen(CME) |
Dec06 |
061129 |
86.23 |
86.55 |
86.08 |
86.19 |
-0.17 |
2,750 |
209,011 |
+1,818 |
Mar07 |
061129 |
87.22 |
87.54 |
87.22 |
87.24 |
-0.18 |
105 |
42,910 |
+426 |
Jun07 |
061129 |
88.24 |
88.24 |
88.24 |
88.24 |
-0.18 |
0 |
22 |
+0 |
Total Volume and Open Interest |
2,855 |
252,107 |
+2,244 |
Swiss Franc(CME) |
Dec06 |
061129 |
83.00 |
83.05 |
82.79 |
82.87 |
-0.39 |
2,406 |
77,870 |
+320 |
Mar07 |
061129 |
83.70 |
83.80 |
83.51 |
83.57 |
-0.39 |
7 |
709 |
+122 |
Jun07 |
061129 |
84.20 |
84.20 |
84.20 |
84.20 |
-0.39 |
0 |
37 |
+0 |
Total Volume and Open Interest |
2,414 |
78,706 |
+441 |
EuroFX(CME) |
Dec06 |
061129 |
131.73 |
131.90 |
131.48 |
131.70 |
-0.34 |
3,919 |
199,467 |
+5,819 |
Mar07 |
061129 |
132.11 |
132.30 |
132.04 |
132.25 |
-0.34 |
383 |
7,738 |
+1,242 |
Jun07 |
061129 |
132.70 |
132.70 |
132.70 |
132.70 |
-0.34 |
2 |
172 |
+27 |
Total Volume and Open Interest |
4,322 |
207,573 |
+7,134 |
Mexican Peso(CME) |
Dec06 |
061129 |
9070.0 |
9100.0 |
9060.0 |
9075.0 |
+20.0 |
13,515 |
68,120 |
-2,206 |
Jan07 |
061129 |
9062.0 |
9062.0 |
9062.0 |
9062.0 |
+20.0 |
|
|
|
Total Volume and Open Interest |
13,905 |
73,516 |
-2,082 |
30-Year T-Bonds(CBOT) |
Dec06 |
061129 |
113~30 |
114~04 |
113~19 |
113~22 |
-0~06 |
654,309 |
433,903 |
-153,512 |
Mar07 |
061129 |
113~30 |
114~04 |
113~20 |
113~22 |
-0~06 |
276,473 |
462,915 |
+140,406 |
Jun07 |
061129 |
113~26 |
113~31 |
113~16 |
113~19 |
-0~06 |
12 |
99 |
+3 |
Total Volume and Open Interest |
930,795 |
896,924 |
-13,102 |
10-Year T-Notes(CBOT) |
Dec06 |
061129 |
108~260 |
108~310 |
108~215 |
108~230 |
-0~030 |
2,087,322 |
1,238,497 |
-414,189 |
Mar07 |
061129 |
108~285 |
109~015 |
108~230 |
108~250 |
-0~035 |
947,181 |
1,320,640 |
+399,843 |
Total Volume and Open Interest |
3,034,570 |
2,561,576 |
-14,317 |
5-Year T-Notes(CBOT) |
Dec06 |
061129 |
105~260 |
105~290 |
105~230 |
105~240 |
-0~020 |
862,603 |
0 |
+0 |
Mar07 |
061129 |
105~305 |
106~010 |
105~280 |
105~285 |
-0~025 |
403,862 |
0 |
+0 |
Jun07 |
061129 |
106~040 |
106~040 |
106~000 |
106~000 |
|
|
|
|
2 Year T-Notes(CBOT) |
Dec06 |
061129 |
102~024 |
102~028 |
102~020 |
102~021 |
-0~003 |
82,139 |
321,293 |
-125,372 |
Mar07 |
061129 |
102~052 |
102~056 |
102~048 |
102~049 |
-0~003 |
65,694 |
471,863 |
+153,943 |
Total Volume and Open Interest |
147,833 |
793,156 |
+28,571 |
Eurodollars(CME) |
Dec06 |
061129 |
94.637 |
94.645 |
94.637 |
94.640 |
-0.003 |
30,188 |
1,295,591 |
-414 |
Mar07 |
061129 |
94.790 |
94.810 |
94.775 |
94.785 |
-0.005 |
38,152 |
1,408,444 |
+21,898 |
Jun07 |
061129 |
94.985 |
95.010 |
94.960 |
94.970 |
-0.010 |
18,833 |
1,325,613 |
+25,722 |
Sep07 |
061129 |
95.165 |
95.190 |
95.140 |
95.150 |
-0.010 |
28,303 |
1,265,036 |
+36,002 |
Dec07 |
061129 |
95.285 |
95.310 |
95.275 |
95.275 |
-0.010 |
39,044 |
1,353,788 |
+51,666 |
Mar08 |
061129 |
95.350 |
95.375 |
95.345 |
95.345 |
-0.005 |
23,417 |
821,352 |
-2,913 |
Jun08 |
061129 |
95.375 |
95.395 |
95.365 |
95.365 |
unch |
14,814 |
637,566 |
+16,322 |
Sep08 |
061129 |
95.380 |
95.390 |
95.365 |
95.365 |
unch |
18,144 |
481,923 |
+5,174 |
Dec08 |
061129 |
95.360 |
95.380 |
95.345 |
95.345 |
-0.005 |
22,686 |
358,561 |
-10,885 |
Mar09 |
061129 |
95.345 |
95.360 |
95.320 |
95.325 |
-0.005 |
10,812 |
349,561 |
-338 |
Jun09 |
061129 |
95.300 |
95.325 |
95.290 |
95.295 |
-0.005 |
9,419 |
250,036 |
+14,796 |
Sep09 |
061129 |
95.290 |
95.300 |
95.265 |
95.270 |
-0.005 |
7,082 |
161,738 |
-460 |
Dec09 |
061129 |
95.260 |
95.265 |
95.230 |
95.230 |
-0.010 |
20,429 |
133,687 |
-2,658 |
Mar10 |
061129 |
95.240 |
95.245 |
95.210 |
95.210 |
-0.010 |
7,621 |
125,080 |
+2,857 |
Jun10 |
061129 |
95.190 |
95.215 |
95.180 |
95.180 |
-0.010 |
5,742 |
105,237 |
-1,083 |
Sep10 |
061129 |
95.185 |
95.185 |
95.150 |
95.155 |
-0.010 |
7,921 |
83,815 |
-2,395 |
Dec10 |
061129 |
95.135 |
95.140 |
95.110 |
95.115 |
-0.010 |
2,768 |
105,683 |
-888 |
Mar11 |
061129 |
95.105 |
95.120 |
95.090 |
95.090 |
-0.015 |
4,345 |
67,785 |
+1,735 |
Total Volume and Open Interest |
315,823 |
10,563,388 |
+154,643 |
3-Mth Euro-Yen(CME) |
Dec06 |
061129 |
99.44 |
99.44 |
99.43 |
99.43 |
-0.02 |
511 |
19,557 |
-4 |
Mar07 |
061129 |
99.30 |
99.30 |
99.30 |
99.30 |
-0.02 |
32 |
11,328 |
-503 |
Jun07 |
061129 |
99.18 |
99.18 |
99.18 |
99.18 |
-0.01 |
0 |
8,058 |
-12 |
Sep07 |
061129 |
99.05 |
99.05 |
99.04 |
99.04 |
-0.04 |
40 |
3,337 |
-15 |
Dec07 |
061129 |
98.94 |
98.94 |
98.94 |
98.94 |
-0.03 |
1 |
6,944 |
+0 |
Mar08 |
061129 |
98.85 |
98.85 |
98.85 |
98.85 |
unch |
0 |
3,581 |
-20 |
Jun08 |
061129 |
98.78 |
98.78 |
98.78 |
98.78 |
unch |
0 |
269 |
+0 |
Sep08 |
061129 |
98.71 |
98.71 |
98.71 |
98.71 |
unch |
0 |
11 |
+0 |
Dec08 |
061129 |
98.60 |
98.60 |
98.60 |
98.60 |
-0.03 |
0 |
6 |
+0 |
Mar09 |
061129 |
98.50 |
98.50 |
98.50 |
98.50 |
-0.03 |
|
|
|
Total Volume and Open Interest |
584 |
53,091 |
-554 |
3-Mth Euro-Yen(SIMEX) |
Dec06 |
061129 |
99.46 |
99.46 |
99.43 |
99.43 |
-0.02 |
1,054 |
80,070 |
+1,065 |
Mar07 |
061129 |
99.31 |
99.31 |
99.30 |
99.30 |
-0.02 |
2,041 |
78,187 |
-1,074 |
Jun07 |
061129 |
99.17 |
99.18 |
99.17 |
99.18 |
-0.02 |
2,394 |
40,871 |
-525 |
Sep07 |
061129 |
99.04 |
99.05 |
99.04 |
99.05 |
-0.02 |
660 |
31,866 |
-104 |
Dec07 |
061129 |
98.95 |
98.95 |
98.94 |
98.94 |
-0.03 |
551 |
42,811 |
-602 |
Mar08 |
061129 |
98.84 |
98.84 |
98.84 |
98.84 |
-0.03 |
1,067 |
31,407 |
+1,067 |
Jun08 |
061129 |
98.76 |
98.76 |
98.76 |
98.76 |
-0.03 |
20 |
8,217 |
+20 |
Sep08 |
061129 |
98.68 |
98.68 |
98.68 |
98.68 |
-0.03 |
0 |
1,491 |
-2 |
Total Volume and Open Interest |
7,804 |
316,736 |
-138 |
German Euro-Bund(EUREX) |
Dec06 |
061129 |
118.42 |
118.47 |
118.12 |
118.21 |
-0.23 |
1,030,732 |
1,455,874 |
-77,639 |
Mar07 |
061129 |
118.61 |
118.65 |
118.30 |
118.38 |
-0.24 |
14,899 |
122,558 |
+9,860 |
Jun07 |
061129 |
118.25 |
118.25 |
118.05 |
118.06 |
-0.20 |
9 |
651 |
+3 |
Total Volume and Open Interest |
1,045,640 |
1,579,083 |
-67,776 |
German Euro-Bobl(EUREX) |
Dec06 |
061123 |
109.83 |
109.90 |
109.61 |
109.65 |
+0.01 |
956,457 |
811,899 |
+233,235 |
Mar07 |
061129 |
110.23 |
110.23 |
110.05 |
110.08 |
-0.15 |
26,992 |
52,348 |
-2,243 |
Jun07 |
061129 |
109.42 |
109.42 |
109.42 |
109.42 |
-0.14 |
|
|
|
Total Volume and Open Interest |
550,746 |
1,016,651 |
-55,186 |
Long Gilt(LIFFE) |
Dec06 |
061129 |
109~24 |
109~31 |
109~24 |
109~25 |
-0~02 |
261,922 |
129,236 |
-81,902 |
Mar07 |
061129 |
109~23 |
109~28 |
109~21 |
109~22 |
-0~02 |
188,301 |
204,279 |
+88,574 |
Total Volume and Open Interest |
450,223 |
333,543 |
+6,672 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
061129 |
94.74 |
94.74 |
94.74 |
94.74 |
+0.01 |
19,347 |
420,370 |
-2,552 |
Mar07 |
061129 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.02 |
47,868 |
420,234 |
+11,762 |
Jun07 |
061129 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.03 |
53,986 |
441,086 |
-3,354 |
Total Volume and Open Interest |
243,849 |
2,354,809 |
+11,867 |
3-Mth Euribor(LIFFE) |
Dec06 |
061129 |
96.325 |
96.325 |
96.315 |
96.320 |
unch |
74,578 |
672,740 |
-22,440 |
Mar07 |
061129 |
96.195 |
96.200 |
96.180 |
96.180 |
-0.010 |
223,434 |
791,242 |
-22,867 |
Jun07 |
061129 |
96.155 |
96.160 |
96.120 |
96.130 |
-0.020 |
123,526 |
629,219 |
-2,243 |
Total Volume and Open Interest |
752,647 |
3,791,181 |
-29,117 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
061129 |
93.62 |
93.62 |
93.61 |
93.62 |
unch |
179 |
107,632 |
-5,359 |
Mar07 |
061129 |
93.58 |
93.58 |
93.56 |
93.58 |
unch |
13,362 |
295,146 |
-8,029 |
Jun07 |
061129 |
93.60 |
93.60 |
93.58 |
93.59 |
-0.01 |
9,753 |
144,325 |
-728 |
Sep07 |
061129 |
93.63 |
93.64 |
93.61 |
93.62 |
-0.02 |
4,060 |
50,339 |
+960 |
Dec07 |
061129 |
93.69 |
93.69 |
93.65 |
93.67 |
-0.01 |
2,046 |
38,900 |
+1,116 |
Mar08 |
061129 |
93.71 |
93.71 |
93.69 |
93.70 |
-0.01 |
201 |
22,503 |
-100 |
Jun08 |
061129 |
93.72 |
93.73 |
93.72 |
93.73 |
-0.01 |
501 |
18,058 |
-51 |
Sep08 |
061129 |
93.74 |
93.76 |
93.74 |
93.76 |
unch |
300 |
10,888 |
+200 |
Dec08 |
061129 |
93.77 |
93.77 |
93.77 |
93.77 |
-0.01 |
101 |
5,336 |
+0 |
Mar09 |
061129 |
93.79 |
93.79 |
93.79 |
93.79 |
unch |
0 |
1,457 |
+0 |
Total Volume and Open Interest |
30,503 |
696,379 |
-11,991 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
061129 |
94.46 |
94.46 |
94.43 |
94.44 |
-0.01 |
40,144 |
489,825 |
-12,978 |
Mar07 |
061129 |
94.46 |
94.46 |
94.46 |
94.46 |
unch |
|
|
|
Total Volume and Open Interest |
40,144 |
489,825 |
-12,978 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
061129 |
94.18 |
94.19 |
94.16 |
94.17 |
-0.01 |
68,939 |
674,703 |
+20,246 |
Mar07 |
061129 |
94.19 |
94.19 |
94.19 |
94.19 |
+0.01 |
|
|
|
Total Volume and Open Interest |
68,939 |
674,703 |
+20,246 |
Gold(CMX) |
Dec06 |
061129 |
635.5 |
638.0 |
634.5 |
635.5 |
-1.8 |
82,649 |
32,218 |
-40,541 |
Feb07 |
061129 |
642.3 |
644.3 |
640.6 |
641.8 |
-1.9 |
64,986 |
183,639 |
+31,399 |
Apr07 |
061129 |
649.8 |
651.0 |
648.0 |
648.0 |
-1.9 |
1,442 |
21,185 |
+602 |
Jun07 |
061129 |
655.5 |
657.0 |
654.1 |
654.1 |
-1.9 |
2,138 |
25,079 |
+801 |
Aug07 |
061129 |
660.1 |
660.1 |
660.1 |
660.1 |
-2.0 |
48 |
3,527 |
+42 |
Oct07 |
061129 |
666.1 |
666.1 |
666.1 |
666.1 |
-2.0 |
567 |
14,538 |
+6 |
Dec07 |
061129 |
674.0 |
675.0 |
672.0 |
672.0 |
-2.0 |
467 |
40,318 |
+253 |
Feb08 |
061129 |
677.8 |
677.8 |
677.8 |
677.8 |
-2.0 |
1 |
2,201 |
+1 |
Apr08 |
061129 |
683.4 |
683.4 |
683.4 |
683.4 |
-2.0 |
0 |
1,489 |
+0 |
Jun08 |
061129 |
689.2 |
689.2 |
689.2 |
689.2 |
-2.0 |
6 |
3,521 |
+1 |
Aug08 |
061129 |
694.8 |
694.8 |
694.8 |
694.8 |
-2.0 |
0 |
221 |
+0 |
Total Volume and Open Interest |
152,354 |
349,517 |
-7,407 |
Silver(CMX) |
Dec06 |
061129 |
1361.0 |
1370.0 |
1355.0 |
1356.6 |
-5.4 |
19,892 |
11,899 |
-12,379 |
Mar07 |
061129 |
1383.0 |
1390.0 |
1373.0 |
1376.0 |
-5.2 |
15,751 |
65,431 |
+4,972 |
May07 |
061129 |
1393.0 |
1397.0 |
1385.0 |
1388.6 |
-5.2 |
326 |
4,159 |
+31 |
Jul07 |
061129 |
1410.0 |
1418.0 |
1399.0 |
1401.1 |
-5.3 |
631 |
9,464 |
+186 |
Sep07 |
061129 |
1413.9 |
1413.9 |
1413.9 |
1413.9 |
-5.4 |
9 |
2,370 |
+8 |
Dec07 |
061129 |
1440.0 |
1455.0 |
1427.1 |
1427.1 |
-5.4 |
223 |
11,243 |
+154 |
Mar08 |
061129 |
1437.1 |
1437.1 |
1437.1 |
1437.1 |
-5.4 |
0 |
109 |
+0 |
Total Volume and Open Interest |
37,023 |
109,864 |
-6,952 |
Platinum(NYM) |
Jan07 |
061129 |
1150.5 |
1159.8 |
1147.0 |
1152.4 |
+1.8 |
1,821 |
7,583 |
+10 |
Apr07 |
061129 |
1166.0 |
1166.0 |
1158.0 |
1159.4 |
+2.8 |
212 |
482 |
+158 |
Jul07 |
061129 |
1164.4 |
1164.4 |
1164.4 |
1164.4 |
+2.8 |
1 |
16 |
-1 |
Oct07 |
061129 |
1169.4 |
1169.4 |
1169.4 |
1169.4 |
+2.8 |
|
|
|
Total Volume and Open Interest |
2,034 |
8,081 |
+167 |
Palladium(NYME) |
Dec06 |
061129 |
315.00 |
322.30 |
315.00 |
322.30 |
-1.05 |
3,207 |
2,516 |
-2,113 |
Mar07 |
061129 |
325.00 |
327.50 |
322.00 |
327.50 |
-1.15 |
2,961 |
8,896 |
+1,832 |
Jun07 |
061129 |
332.00 |
333.80 |
332.00 |
333.80 |
-1.15 |
3 |
36 |
+3 |
Total Volume and Open Interest |
6,228 |
11,506 |
-222 |
Copper(CMX) |
Dec06 |
061129 |
308.50 |
315.50 |
308.50 |
312.80 |
-1.00 |
4,963 |
9,071 |
-1,659 |
Mar07 |
061129 |
311.00 |
318.25 |
310.50 |
315.50 |
-1.50 |
8,666 |
46,358 |
+2,093 |
May07 |
061129 |
312.00 |
315.50 |
312.00 |
315.50 |
-1.50 |
333 |
4,198 |
+38 |
Jul07 |
061129 |
313.50 |
315.00 |
313.50 |
315.00 |
-1.50 |
257 |
1,480 |
+4 |
Sep07 |
061129 |
314.00 |
314.00 |
314.00 |
314.00 |
-1.50 |
35 |
1,099 |
-5 |
Total Volume and Open Interest |
15,100 |
70,308 |
+522 |
Aluminum(CMX) |
Dec06 |
061129 |
122.00 |
122.00 |
120.00 |
121.50 |
unch |
74 |
617 |
-48 |
Jan07 |
061129 |
124.00 |
124.00 |
120.00 |
122.00 |
-0.40 |
59 |
102 |
-2 |
Feb07 |
061129 |
118.00 |
121.80 |
118.00 |
121.80 |
unch |
0 |
42 |
+0 |
Mar07 |
061129 |
121.20 |
121.20 |
121.20 |
121.20 |
unch |
0 |
40 |
+0 |
Apr07 |
061129 |
120.55 |
120.55 |
120.55 |
120.55 |
unch |
0 |
40 |
+0 |
May07 |
061129 |
119.90 |
119.90 |
119.90 |
119.90 |
unch |
0 |
40 |
+0 |
Total Volume and Open Interest |
135 |
1,246 |
-52 |
DJIA Index(CBOT) |
Dec06 |
061129 |
12176 |
12263 |
12175 |
12253 |
+100 |
4,798 |
61,551 |
-11 |
Mar07 |
061129 |
12270 |
12340 |
12265 |
12338 |
+100 |
117 |
523 |
+70 |
Jun07 |
061129 |
12423 |
12423 |
12423 |
12423 |
+100 |
0 |
3 |
+0 |
Sep07 |
061129 |
12508 |
12508 |
12508 |
12508 |
+100 |
0 |
3 |
+0 |
Total Volume and Open Interest |
4,915 |
62,080 |
+59 |
S & P 500(CME) |
Dec06 |
061129 |
1392.70 |
1403.50 |
1392.30 |
1402.20 |
+13.60 |
47,906 |
559,707 |
-10,917 |
Mar07 |
061129 |
1404.80 |
1415.30 |
1404.80 |
1414.10 |
+13.70 |
16,400 |
89,233 |
+12,768 |
Jun07 |
061129 |
1426.30 |
1426.30 |
1426.30 |
1426.30 |
+13.90 |
32 |
7,242 |
+142 |
Sep07 |
061129 |
1438.90 |
1438.90 |
1438.90 |
1438.90 |
+14.00 |
5 |
3,887 |
+3 |
Total Volume and Open Interest |
64,343 |
660,383 |
+1,996 |
S & P 500 E-Mini(Globex) |
Dec06 |
061129 |
1388.50 |
1403.50 |
1388.50 |
1402.25 |
+13.75 |
1,467,278 |
1,726,086 |
-42,357 |
Mar07 |
061129 |
1400.25 |
1415.50 |
1400.25 |
1414.00 |
+13.50 |
16,278 |
82,714 |
+13,598 |
Total Volume and Open Interest |
1,483,556 |
1,808,800 |
-28,759 |
NASDAQ 100(CME) |
Dec06 |
061129 |
1793.00 |
1800.00 |
1779.00 |
1795.80 |
+13.50 |
5,320 |
71,250 |
-1,016 |
Mar07 |
061129 |
1815.50 |
1819.50 |
1808.00 |
1817.50 |
+13.70 |
125 |
201 |
+113 |
Jun07 |
061129 |
1835.50 |
1835.50 |
1835.50 |
1835.50 |
+13.70 |
0 |
10 |
+0 |
Total Volume and Open Interest |
5,445 |
71,461 |
-903 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
061129 |
1782.50 |
1800.00 |
1778.50 |
1795.80 |
+13.50 |
310,944 |
508,697 |
-7,571 |
Mar07 |
061129 |
1809.00 |
1821.30 |
1801.00 |
1817.50 |
+13.70 |
1,088 |
2,307 |
+404 |
Total Volume and Open Interest |
312,032 |
511,004 |
-7,167 |
S & P Midcap 400(CME) |
Dec06 |
061129 |
802.25 |
808.70 |
802.25 |
808.70 |
+10.30 |
131 |
10,331 |
+13 |
Mar07 |
061129 |
816.30 |
816.30 |
816.30 |
816.30 |
+10.30 |
0 |
8 |
+0 |
Jun07 |
061129 |
823.90 |
823.90 |
823.90 |
823.90 |
+10.30 |
|
|
|
Total Volume and Open Interest |
131 |
10,339 |
+13 |
Russell 2000(CME) |
Dec06 |
061129 |
780.25 |
786.90 |
779.00 |
786.10 |
+10.40 |
2,422 |
41,693 |
+862 |
Mar07 |
061129 |
787.50 |
792.85 |
787.50 |
792.85 |
+10.65 |
42 |
89 |
+10 |
Jun07 |
061129 |
799.60 |
799.60 |
799.60 |
799.60 |
+10.90 |
|
|
|
Total Volume and Open Interest |
2,464 |
41,790 |
+872 |
Russell 2000 E-Mini(Globex) |
Dec06 |
061129 |
776.00 |
787.10 |
776.00 |
786.10 |
+10.40 |
200,428 |
395,425 |
+28 |
Mar07 |
061129 |
783.10 |
793.60 |
783.00 |
792.90 |
+10.70 |
736 |
2,523 |
+79 |
Total Volume and Open Interest |
201,164 |
397,948 |
+107 |
Value Line(KCBT) |
Dec06 |
061129 |
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 |
061129 |
15870 |
16135 |
15870 |
16080 |
+215 |
50,095 |
260,467 |
-1,580 |
Mar07 |
061129 |
15885 |
16135 |
15885 |
16085 |
+225 |
68 |
495 |
+50 |
Jun07 |
061129 |
16025 |
16025 |
16025 |
16025 |
+225 |
0 |
41 |
+0 |
Total Volume and Open Interest |
50,164 |
261,403 |
-1,330 |
CAC 40(EURONEXT) |
Nov06 |
061117 |
5483.5 |
5489.5 |
5421.0 |
5434.5 |
-61.5 |
143,545 |
377,594 |
-108,395 |
Dec06 |
061129 |
5346.5 |
5389.5 |
5323.5 |
5389.5 |
+74.0 |
135,009 |
480,319 |
+18,489 |
Jan07 |
061129 |
5354.0 |
5406.5 |
5342.0 |
5406.5 |
+74.0 |
996 |
1,641 |
-198 |
Total Volume and Open Interest |
136,073 |
483,945 |
+18,354 |
Hang Seng Index(HKFE) |
Nov06 |
061129 |
18728 |
18799 |
18695 |
18769 |
+122 |
75,666 |
77,139 |
-24,847 |
Dec06 |
061129 |
18760 |
18859 |
18692 |
18766 |
+86 |
47,657 |
92,801 |
+35,230 |
Total Volume and Open Interest |
123,558 |
171,339 |
+10,523 |
DAX(EUREX) |
Dec06 |
061129 |
6315.0 |
6379.0 |
6307.5 |
6374.0 |
+83.5 |
250,186 |
263,604 |
-5,062 |
Mar07 |
061129 |
6375.5 |
6436.5 |
6370.5 |
6433.0 |
+84.0 |
2,326 |
15,467 |
-846 |
Jun07 |
061129 |
6433.5 |
6497.5 |
6433.5 |
6494.5 |
+85.0 |
1,228 |
6,472 |
+409 |
Total Volume and Open Interest |
253,740 |
285,543 |
-5,499 |
FT-SE 100(EURONEXT) |
Dec06 |
061129 |
6066.00 |
6110.00 |
6055.50 |
6094.50 |
+55.00 |
116,938 |
516,013 |
+3,856 |
Mar07 |
061129 |
6085.00 |
6128.00 |
6080.00 |
6113.00 |
+55.00 |
1,140 |
10,863 |
+756 |
Jun07 |
061129 |
6103.50 |
6139.00 |
6102.50 |
6132.50 |
+55.50 |
10 |
6,591 |
+10 |
Total Volume and Open Interest |
118,093 |
533,990 |
+4,626 |
SPI 200(SFE) |
Dec06 |
061129 |
5367.0 |
5460.0 |
5365.0 |
5450.0 |
+89.0 |
23,750 |
293,396 |
+3,538 |
Mar07 |
061129 |
5390.0 |
5465.0 |
5390.0 |
5456.0 |
+89.0 |
902 |
5,884 |
+841 |
Jun07 |
061129 |
5492.0 |
5492.0 |
5492.0 |
5492.0 |
+89.0 |
0 |
4,354 |
+0 |
Total Volume and Open Interest |
24,658 |
307,631 |
+4,379 |
GSCI(CME) |
Dec06 |
061129 |
450.50 |
458.90 |
450.00 |
458.80 |
+8.50 |
97 |
21,909 |
-35 |
Jan07 |
061129 |
456.00 |
463.50 |
456.00 |
463.50 |
+8.00 |
|
|
|
Feb07 |
061129 |
464.75 |
464.75 |
464.75 |
464.75 |
+7.25 |
|
|
|
Total Volume and Open Interest |
97 |
21,909 |
-35 |
Reuters CRB Index(NYBOT) |
Jan07 |
061129 |
403.50 |
406.00 |
403.50 |
405.75 |
+1.75 |
19 |
542 |
-1 |
Feb07 |
061129 |
405.75 |
405.75 |
405.75 |
405.75 |
+1.75 |
4 |
6 |
+0 |
Apr07 |
061129 |
407.75 |
407.75 |
407.75 |
407.75 |
+1.75 |
0 |
412 |
+0 |
Total Volume and Open Interest |
23 |
960 |
-1 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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