 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon December 11, 2006 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan07 |
061211 |
657.50 |
669.00 |
652.25 |
666.75 |
+10.75 |
40,281 |
150,748 |
-20,365 |
Mar07 |
061211 |
672.00 |
683.50 |
667.00 |
682.75 |
+10.50 |
26,892 |
113,931 |
+10,188 |
May07 |
061211 |
682.00 |
694.00 |
678.00 |
692.75 |
+11.50 |
1,660 |
37,222 |
-73 |
Jul07 |
061211 |
693.00 |
703.50 |
688.00 |
702.50 |
+12.00 |
1,495 |
32,946 |
+254 |
Aug07 |
061211 |
707.50 |
707.50 |
707.50 |
707.50 |
+11.50 |
74 |
1,521 |
+125 |
Sep07 |
061211 |
708.50 |
708.50 |
708.50 |
708.50 |
+10.50 |
3 |
470 |
+0 |
Nov07 |
061211 |
709.50 |
721.50 |
705.00 |
720.00 |
+12.25 |
3,173 |
57,127 |
+1,084 |
Total Volume and Open Interest |
74,439 |
406,066 |
-8,348 |
Soybean Meal(CBOT) |
Dec06 |
061211 |
185.70 |
189.00 |
184.30 |
187.70 |
+2.30 |
2,818 |
2,535 |
-293 |
Jan07 |
061211 |
188.60 |
192.20 |
186.50 |
190.30 |
+2.20 |
13,504 |
53,781 |
+524 |
Mar07 |
061211 |
191.00 |
195.80 |
190.00 |
194.10 |
+2.90 |
3,963 |
54,062 |
+665 |
May07 |
061211 |
193.50 |
198.30 |
192.80 |
196.30 |
+2.60 |
1,444 |
33,267 |
+959 |
Jul07 |
061211 |
196.50 |
200.70 |
195.50 |
199.50 |
+2.90 |
3,079 |
37,417 |
+516 |
Aug07 |
061211 |
198.00 |
201.50 |
198.00 |
200.40 |
+2.10 |
1,598 |
10,119 |
+41 |
Sep07 |
061211 |
199.00 |
203.00 |
199.00 |
201.20 |
+1.90 |
172 |
6,832 |
+5 |
Oct07 |
061211 |
200.50 |
203.50 |
200.50 |
202.20 |
+2.00 |
79 |
2,735 |
+25 |
Total Volume and Open Interest |
28,520 |
212,229 |
+2,041 |
Soybean Oil(CBOT) |
Dec06 |
061211 |
28.33 |
28.73 |
28.15 |
28.73 |
+0.45 |
641 |
1,439 |
-420 |
Jan07 |
061211 |
28.72 |
29.07 |
28.47 |
29.03 |
+0.40 |
22,004 |
92,861 |
-9,190 |
Mar07 |
061211 |
29.06 |
29.55 |
28.90 |
29.51 |
+0.43 |
13,397 |
83,361 |
+9,881 |
May07 |
061211 |
29.48 |
29.87 |
29.35 |
29.87 |
+0.44 |
786 |
39,719 |
-44 |
Jul07 |
061211 |
29.76 |
30.25 |
29.58 |
30.23 |
+0.42 |
1,270 |
26,415 |
+33 |
Aug07 |
061211 |
29.82 |
30.32 |
29.82 |
30.32 |
+0.43 |
226 |
5,408 |
-24 |
Sep07 |
061211 |
30.42 |
30.42 |
30.42 |
30.42 |
+0.43 |
102 |
2,705 |
+73 |
Oct07 |
061211 |
30.52 |
30.52 |
30.52 |
30.52 |
+0.44 |
0 |
3,147 |
+0 |
Total Volume and Open Interest |
40,771 |
276,912 |
+667 |
Canola(WCE) |
Jan07 |
061211 |
365.2 |
369.5 |
363.0 |
368.0 |
+2.3 |
4,544 |
41,210 |
-1,976 |
Mar07 |
061211 |
377.0 |
378.8 |
372.7 |
377.6 |
+1.8 |
7,824 |
35,858 |
+2,481 |
May07 |
061211 |
385.9 |
385.9 |
382.4 |
383.7 |
-0.1 |
2,363 |
5,627 |
+858 |
Jul07 |
061211 |
392.6 |
392.6 |
384.8 |
387.6 |
+2.2 |
2,006 |
9,392 |
+387 |
Total Volume and Open Interest |
18,121 |
108,748 |
+2,533 |
Corn(CBOT) |
Dec06 |
061211 |
356.00 |
359.25 |
349.50 |
355.50 |
+1.25 |
9,906 |
9,249 |
-1,950 |
Mar07 |
061211 |
370.50 |
374.50 |
363.50 |
370.75 |
+2.25 |
30,444 |
608,982 |
-282 |
May07 |
061211 |
376.00 |
380.25 |
370.00 |
376.50 |
+2.00 |
4,214 |
99,500 |
+406 |
Jul07 |
061211 |
380.00 |
384.00 |
374.00 |
381.00 |
+2.25 |
7,034 |
204,950 |
+1,259 |
Sep07 |
061211 |
360.00 |
363.50 |
356.50 |
360.50 |
+1.75 |
635 |
40,861 |
-103 |
Dec07 |
061211 |
351.50 |
354.75 |
346.00 |
351.25 |
+1.00 |
5,970 |
293,364 |
-59 |
Total Volume and Open Interest |
59,247 |
1,376,674 |
-241 |
Wheat(CBOT) |
Dec06 |
061211 |
471.00 |
475.00 |
467.00 |
475.00 |
+6.00 |
66 |
439 |
-468 |
Mar07 |
061211 |
486.00 |
492.50 |
481.00 |
490.00 |
+4.25 |
14,172 |
234,782 |
-2,532 |
May07 |
061211 |
492.00 |
499.50 |
489.00 |
498.00 |
+4.00 |
1,667 |
20,191 |
+1,202 |
Jul07 |
061211 |
479.00 |
485.00 |
474.50 |
483.50 |
+5.00 |
5,646 |
75,220 |
+706 |
Sep07 |
061211 |
484.00 |
487.00 |
483.50 |
484.50 |
+4.50 |
410 |
4,245 |
+108 |
Total Volume and Open Interest |
22,999 |
416,144 |
-1,030 |
Wheat(KCBT) |
Dec06 |
061211 |
494.00 |
501.00 |
494.00 |
501.00 |
+6.00 |
150 |
105 |
-9 |
Mar07 |
061211 |
504.00 |
511.50 |
502.00 |
511.00 |
+4.50 |
6,649 |
69,530 |
-557 |
May07 |
061211 |
509.00 |
516.00 |
506.00 |
516.00 |
+5.50 |
1,067 |
5,297 |
+711 |
Jul07 |
061211 |
492.50 |
499.00 |
490.00 |
498.50 |
+4.75 |
1,689 |
28,466 |
-353 |
Sep07 |
061211 |
494.50 |
501.00 |
494.00 |
500.50 |
+4.00 |
501 |
3,516 |
-31 |
Total Volume and Open Interest |
10,355 |
115,985 |
-347 |
Wheat(MGE) |
Dec06 |
061211 |
488.00 |
491.50 |
488.00 |
491.50 |
+3.00 |
42 |
26 |
-23 |
Mar07 |
061211 |
500.00 |
504.00 |
495.50 |
502.25 |
+3.25 |
2,925 |
32,002 |
+100 |
May07 |
061211 |
505.00 |
511.00 |
503.00 |
509.00 |
+3.00 |
400 |
2,817 |
+46 |
Jul07 |
061211 |
507.00 |
510.00 |
507.00 |
508.50 |
+6.50 |
26 |
1,356 |
-2 |
Sep07 |
061211 |
497.00 |
508.50 |
496.00 |
507.75 |
+3.00 |
66 |
3,833 |
+14 |
Total Volume and Open Interest |
3,607 |
48,773 |
+68 |
Oats(CBOT) |
Dec06 |
061211 |
250.00 |
253.50 |
250.00 |
252.50 |
+0.50 |
13 |
51 |
-8 |
Mar07 |
061211 |
261.50 |
264.75 |
260.00 |
262.25 |
+1.75 |
299 |
9,489 |
-234 |
May07 |
061211 |
268.00 |
269.50 |
267.00 |
268.50 |
+1.50 |
68 |
804 |
+23 |
Jul07 |
061211 |
270.00 |
271.00 |
270.00 |
271.00 |
+1.50 |
53 |
465 |
+27 |
Total Volume and Open Interest |
474 |
13,581 |
-189 |
Rough Rice(CBOT) |
Jan07 |
061211 |
9.92 |
9.95 |
9.86 |
9.90 |
+0.09 |
43 |
5,562 |
-31 |
Mar07 |
061211 |
10.20 |
10.21 |
10.16 |
10.20 |
+0.09 |
45 |
5,669 |
-6 |
May07 |
061211 |
10.45 |
10.45 |
10.45 |
10.45 |
+0.07 |
19 |
1,117 |
-15 |
Jul07 |
061211 |
10.55 |
10.55 |
10.55 |
10.55 |
+0.08 |
0 |
705 |
-3 |
Total Volume and Open Interest |
114 |
14,273 |
-40 |
Live Cattle(CME) |
Dec06 |
061211 |
86.800 |
86.850 |
86.050 |
86.300 |
-0.650 |
3,059 |
14,254 |
-763 |
Feb07 |
061211 |
89.550 |
89.625 |
88.875 |
89.100 |
-0.625 |
12,824 |
132,831 |
+2,954 |
Apr07 |
061211 |
91.125 |
91.150 |
90.625 |
90.925 |
-0.200 |
4,755 |
41,392 |
+729 |
Jun07 |
061211 |
87.650 |
87.650 |
87.300 |
87.325 |
-0.400 |
1,311 |
18,021 |
+211 |
Aug07 |
061211 |
86.700 |
86.750 |
86.450 |
86.650 |
-0.125 |
1,249 |
11,073 |
-18 |
Oct07 |
061211 |
90.150 |
90.150 |
89.900 |
90.075 |
-0.275 |
610 |
5,350 |
+301 |
Total Volume and Open Interest |
24,138 |
226,663 |
+3,591 |
Feeder Cattle(CME) |
Jan07 |
061211 |
100.000 |
100.650 |
99.400 |
99.625 |
-0.800 |
2,475 |
11,359 |
-728 |
Mar07 |
061211 |
99.350 |
99.650 |
98.325 |
98.625 |
-0.950 |
2,464 |
8,665 |
+485 |
Apr07 |
061211 |
100.300 |
100.500 |
99.100 |
99.500 |
-0.900 |
794 |
2,237 |
-68 |
May07 |
061211 |
100.500 |
100.600 |
99.750 |
100.125 |
-0.525 |
165 |
3,432 |
+50 |
Aug07 |
061211 |
103.400 |
103.550 |
102.750 |
103.150 |
-0.725 |
155 |
1,460 |
+132 |
Sep07 |
061211 |
103.275 |
103.350 |
102.550 |
102.600 |
-0.750 |
14 |
889 |
+4 |
Oct07 |
061211 |
102.000 |
102.200 |
102.000 |
102.200 |
-0.700 |
1 |
65 |
+1 |
Total Volume and Open Interest |
6,068 |
28,107 |
-124 |
Lean Hogs(CME) |
Dec06 |
061211 |
61.850 |
62.050 |
61.575 |
61.775 |
-0.550 |
3,376 |
9,753 |
-766 |
Feb07 |
061211 |
63.800 |
64.000 |
63.250 |
63.500 |
-0.775 |
12,450 |
98,012 |
+194 |
Apr07 |
061211 |
66.950 |
66.950 |
66.400 |
66.850 |
-0.600 |
4,374 |
36,919 |
+845 |
May07 |
061211 |
72.450 |
72.450 |
71.500 |
71.975 |
-0.475 |
34 |
2,853 |
+20 |
Jun07 |
061211 |
73.200 |
73.600 |
73.100 |
73.550 |
-0.125 |
2,710 |
20,941 |
+794 |
Jul07 |
061211 |
71.800 |
72.000 |
71.550 |
71.800 |
-0.175 |
1,080 |
5,469 |
-14 |
Aug07 |
061211 |
70.850 |
70.850 |
70.350 |
70.450 |
-0.450 |
192 |
4,500 |
-67 |
Oct07 |
061211 |
64.525 |
64.525 |
64.225 |
64.500 |
-0.275 |
129 |
4,656 |
+24 |
Total Volume and Open Interest |
24,460 |
185,324 |
+1,048 |
Pork Bellies(CME) |
Feb07 |
061211 |
91.000 |
91.500 |
90.075 |
90.550 |
-0.500 |
69 |
796 |
-9 |
Mar07 |
061211 |
90.900 |
90.900 |
90.400 |
90.400 |
-0.500 |
0 |
62 |
+0 |
May07 |
061211 |
90.800 |
90.800 |
90.800 |
90.800 |
unch |
0 |
81 |
+0 |
Jul07 |
061211 |
92.800 |
92.800 |
92.800 |
92.800 |
unch |
0 |
88 |
+0 |
Aug07 |
061211 |
93.300 |
93.300 |
93.300 |
93.300 |
unch |
1 |
6 |
+1 |
Total Volume and Open Interest |
70 |
1,033 |
-8 |
Class III Milk(CME) |
Dec06 |
061211 |
13.40 |
13.42 |
13.40 |
13.40 |
-0.02 |
65 |
4,129 |
+43 |
Jan07 |
061211 |
13.10 |
13.10 |
13.05 |
13.08 |
+0.03 |
42 |
2,639 |
-13 |
Feb07 |
061211 |
13.20 |
13.20 |
13.20 |
13.20 |
+0.04 |
86 |
2,422 |
+26 |
Mar07 |
061211 |
13.37 |
13.41 |
13.35 |
13.35 |
+0.02 |
50 |
2,254 |
+5 |
Apr07 |
061211 |
13.60 |
13.65 |
13.60 |
13.62 |
+0.04 |
22 |
2,039 |
+6 |
Total Volume and Open Interest |
343 |
26,294 |
+100 |
Cocoa(NYBOT) |
Dec06 |
061211 |
1595 |
1605 |
1595 |
1605 |
+8 |
11 |
12 |
-11 |
Mar07 |
061211 |
1638 |
1655 |
1628 |
1652 |
+14 |
15,029 |
71,427 |
-1,135 |
May07 |
061211 |
1650 |
1672 |
1648 |
1671 |
+13 |
2,936 |
18,930 |
+993 |
Jul07 |
061211 |
1670 |
1695 |
1669 |
1693 |
+15 |
1,018 |
10,844 |
+419 |
Sep07 |
061211 |
1695 |
1713 |
1695 |
1713 |
+15 |
24 |
14,424 |
+14 |
Dec07 |
061211 |
1717 |
1734 |
1710 |
1734 |
+15 |
529 |
11,434 |
+10 |
Mar08 |
061211 |
1763 |
1763 |
1763 |
1763 |
+17 |
523 |
3,859 |
+0 |
Total Volume and Open Interest |
20,070 |
134,880 |
+290 |
Coffee "C"(NYBOT) |
Dec06 |
061211 |
121.95 |
124.70 |
121.25 |
124.70 |
+2.85 |
74 |
397 |
-54 |
Mar07 |
061211 |
125.50 |
129.25 |
124.40 |
128.65 |
+2.80 |
6,333 |
88,440 |
+942 |
May07 |
061211 |
128.10 |
132.00 |
127.60 |
131.60 |
+2.85 |
622 |
13,381 |
+142 |
Jul07 |
061211 |
131.00 |
134.30 |
130.50 |
134.30 |
+2.85 |
383 |
5,125 |
-19 |
Sep07 |
061211 |
136.00 |
136.90 |
136.00 |
136.90 |
+2.95 |
131 |
2,983 |
+362 |
Dec07 |
061211 |
138.05 |
139.90 |
138.05 |
139.80 |
+2.95 |
241 |
2,332 |
+159 |
Total Volume and Open Interest |
8,624 |
120,974 |
+1,750 |
Orange Juice(NYBOT) |
Jan07 |
061211 |
201.75 |
202.75 |
198.15 |
198.40 |
-9.75 |
1,089 |
17,297 |
-94 |
Mar07 |
061211 |
200.40 |
201.25 |
196.65 |
198.25 |
-8.40 |
1,236 |
10,763 |
+377 |
May07 |
061211 |
199.30 |
199.30 |
199.30 |
199.30 |
-5.00 |
50 |
1,869 |
+0 |
Jul07 |
061211 |
198.30 |
198.30 |
198.30 |
198.30 |
-5.00 |
10 |
498 |
+0 |
Sep07 |
061211 |
198.30 |
198.30 |
198.30 |
198.30 |
-5.00 |
0 |
215 |
+0 |
Total Volume and Open Interest |
2,385 |
31,611 |
+283 |
Sugar #11(NYBOT) |
Mar07 |
061211 |
11.30 |
11.47 |
11.21 |
11.42 |
+0.05 |
37,895 |
275,943 |
+4,744 |
May07 |
061211 |
11.45 |
11.46 |
11.22 |
11.44 |
+0.02 |
13,501 |
78,250 |
-2,695 |
Jul07 |
061211 |
11.31 |
11.33 |
11.11 |
11.29 |
-0.03 |
3,247 |
74,419 |
-143 |
Oct07 |
061211 |
11.50 |
11.50 |
11.30 |
11.47 |
-0.03 |
1,119 |
53,489 |
+383 |
Mar08 |
061211 |
11.94 |
11.96 |
11.77 |
11.96 |
-0.01 |
651 |
42,853 |
+46 |
Total Volume and Open Interest |
58,358 |
557,836 |
+3,028 |
Sugar #14(NYBOT) |
Jan07 |
061208 |
19.60 |
19.60 |
19.60 |
19.60 |
-0.10 |
181 |
515 |
-44 |
Mar07 |
061211 |
19.60 |
19.60 |
19.45 |
19.56 |
-0.07 |
26 |
3,163 |
+13 |
May07 |
061211 |
19.55 |
19.59 |
19.50 |
19.59 |
-0.11 |
15 |
2,517 |
+4 |
Jul07 |
061211 |
19.75 |
19.76 |
19.68 |
19.76 |
-0.09 |
22 |
2,192 |
+21 |
Sep07 |
061211 |
19.68 |
19.72 |
19.68 |
19.72 |
-0.13 |
25 |
1,779 |
+23 |
Total Volume and Open Interest |
124 |
11,560 |
+20 |
London Cocoa(LCE) |
Dec06 |
061211 |
845 |
853 |
839 |
853 |
+10 |
15,106 |
14,471 |
-14,595 |
Mar07 |
061211 |
884 |
897 |
882 |
896 |
+10 |
25,835 |
76,761 |
+6,819 |
May07 |
061211 |
896 |
906 |
892 |
906 |
+10 |
3,457 |
29,614 |
+292 |
Jul07 |
061211 |
904 |
916 |
902 |
916 |
+10 |
242 |
23,345 |
-1 |
Sep07 |
061211 |
911 |
929 |
911 |
926 |
+11 |
618 |
25,068 |
+163 |
Dec07 |
061211 |
923 |
935 |
923 |
935 |
+12 |
1,285 |
19,478 |
+554 |
Mar08 |
061211 |
932 |
945 |
932 |
945 |
+13 |
99 |
6,536 |
+54 |
Total Volume and Open Interest |
46,663 |
197,052 |
-6,714 |
London Coffee(LCE) |
Jan07 |
061211 |
1451.00 |
1468.00 |
1443.00 |
1465.00 |
+14.00 |
6,264 |
33,620 |
+1,310 |
Mar07 |
061211 |
1460.00 |
1485.00 |
1458.00 |
1481.00 |
+15.00 |
4,051 |
43,605 |
+950 |
May07 |
061211 |
1473.00 |
1492.00 |
1467.00 |
1489.00 |
+15.00 |
722 |
12,872 |
+41 |
Jul07 |
061211 |
1465.00 |
1485.00 |
1465.00 |
1483.00 |
+16.00 |
410 |
4,815 |
-113 |
Sep07 |
061211 |
1454.00 |
1473.00 |
1454.00 |
1473.00 |
+16.00 |
408 |
5,705 |
-8 |
Nov07 |
061211 |
1463.00 |
1463.00 |
1463.00 |
1463.00 |
+18.00 |
88 |
1,737 |
+3 |
Total Volume and Open Interest |
12,013 |
104,754 |
+2,200 |
London Sugar(LCE) |
Dec06 |
061115 |
420.00 |
421.00 |
410.20 |
418.00 |
-1.40 |
5,465 |
7,419 |
-2,217 |
Mar07 |
061211 |
350.00 |
351.30 |
347.50 |
349.80 |
+0.30 |
2,759 |
25,471 |
-591 |
May07 |
061211 |
345.50 |
345.50 |
342.70 |
345.30 |
+0.80 |
1,181 |
13,378 |
+340 |
Aug07 |
061211 |
337.00 |
339.30 |
337.00 |
339.30 |
+1.30 |
138 |
5,687 |
+32 |
Oct07 |
061211 |
332.00 |
334.70 |
330.00 |
334.70 |
+1.20 |
203 |
3,231 |
+100 |
Total Volume and Open Interest |
4,360 |
51,000 |
-139 |
Cotton(NYBOT) |
Mar07 |
061211 |
52.70 |
54.30 |
52.51 |
54.29 |
+1.56 |
8,208 |
112,025 |
+196 |
May07 |
061211 |
54.00 |
55.50 |
53.86 |
55.50 |
+1.39 |
1,559 |
18,962 |
+332 |
Jul07 |
061211 |
55.05 |
56.65 |
55.00 |
56.64 |
+1.44 |
719 |
10,688 |
+56 |
Oct07 |
061211 |
58.45 |
58.45 |
58.45 |
58.45 |
+1.30 |
0 |
185 |
+0 |
Dec07 |
061211 |
58.10 |
59.60 |
58.05 |
59.55 |
+1.21 |
1,380 |
17,507 |
+549 |
Mar08 |
061211 |
60.40 |
61.50 |
60.40 |
61.50 |
+1.15 |
0 |
1,118 |
+0 |
Total Volume and Open Interest |
11,866 |
161,055 |
+1,133 |
Lumber(CME) |
Jan07 |
061211 |
260.0 |
261.9 |
259.1 |
261.8 |
unch |
665 |
4,169 |
+38 |
Mar07 |
061211 |
280.0 |
281.5 |
279.6 |
281.1 |
+2.3 |
364 |
3,031 |
-66 |
May07 |
061211 |
295.9 |
297.4 |
295.9 |
297.4 |
+2.2 |
53 |
220 |
+13 |
Jul07 |
061211 |
304.7 |
306.6 |
304.7 |
306.6 |
+1.8 |
8 |
67 |
+6 |
Total Volume and Open Interest |
1,096 |
7,531 |
-5 |
Crude Oil(NYM) |
Jan07 |
061211 |
61.60 |
62.15 |
61.05 |
61.22 |
-0.81 |
217,504 |
213,011 |
-25,198 |
Feb07 |
061211 |
62.70 |
63.05 |
62.15 |
62.36 |
-0.73 |
151,369 |
210,358 |
+16,404 |
Mar07 |
061211 |
63.30 |
63.90 |
63.10 |
63.29 |
-0.62 |
57,324 |
86,602 |
+1,287 |
Apr07 |
061211 |
64.10 |
64.25 |
64.00 |
64.00 |
-0.58 |
17,979 |
49,880 |
-1,937 |
May07 |
061211 |
64.65 |
65.05 |
64.60 |
64.60 |
-0.56 |
10,451 |
37,489 |
+832 |
Jun07 |
061211 |
65.05 |
65.55 |
65.05 |
65.12 |
-0.56 |
14,881 |
72,352 |
+447 |
Jul07 |
061211 |
66.15 |
66.15 |
65.59 |
65.59 |
-0.55 |
3,796 |
20,753 |
-679 |
Aug07 |
061211 |
66.60 |
66.60 |
66.01 |
66.01 |
-0.54 |
1,087 |
14,878 |
+78 |
Sep07 |
061211 |
66.70 |
66.75 |
66.15 |
66.37 |
-0.53 |
1,349 |
23,327 |
-1,045 |
Oct07 |
061211 |
67.10 |
67.10 |
66.70 |
66.70 |
-0.52 |
976 |
14,404 |
-389 |
Nov07 |
061211 |
67.35 |
67.35 |
66.98 |
66.98 |
-0.51 |
397 |
13,446 |
-100 |
Dec07 |
061211 |
67.10 |
67.70 |
67.10 |
67.23 |
-0.50 |
8,665 |
133,242 |
-2,412 |
Jan08 |
061211 |
67.45 |
67.45 |
67.45 |
67.45 |
-0.50 |
313 |
23,368 |
+34 |
Feb08 |
061211 |
67.64 |
67.64 |
67.64 |
67.64 |
-0.50 |
0 |
10,261 |
+0 |
Mar08 |
061211 |
67.78 |
67.78 |
67.78 |
67.78 |
-0.50 |
150 |
16,762 |
+150 |
Apr08 |
061211 |
67.91 |
67.91 |
67.91 |
67.91 |
-0.49 |
40 |
12,802 |
-40 |
Total Volume and Open Interest |
492,737 |
1,213,357 |
-12,993 |
Heating Oil(NYM) |
Jan07 |
061211 |
174.30 |
175.00 |
172.20 |
172.43 |
-3.30 |
41,452 |
73,967 |
-7,960 |
Feb07 |
061211 |
177.80 |
179.10 |
176.50 |
177.00 |
-2.67 |
24,348 |
41,004 |
+1,649 |
Mar07 |
061211 |
179.50 |
181.20 |
179.20 |
179.55 |
-2.07 |
5,671 |
23,425 |
+1,431 |
Apr07 |
061211 |
180.50 |
181.50 |
179.60 |
179.80 |
-1.67 |
1,367 |
13,043 |
+26 |
May07 |
061211 |
179.75 |
181.25 |
179.45 |
179.45 |
-1.37 |
796 |
6,539 |
-10 |
Jun07 |
061211 |
179.50 |
181.25 |
179.50 |
179.60 |
-1.22 |
2,108 |
19,654 |
+12 |
Jul07 |
061211 |
180.85 |
182.40 |
180.75 |
180.75 |
-1.12 |
434 |
3,559 |
+238 |
Aug07 |
061211 |
183.60 |
184.25 |
182.75 |
182.75 |
-1.02 |
51 |
2,598 |
+3 |
Sep07 |
061211 |
185.95 |
187.00 |
185.05 |
185.05 |
-0.97 |
174 |
4,927 |
+58 |
Oct07 |
061211 |
188.30 |
188.50 |
187.60 |
187.60 |
-0.92 |
21 |
1,594 |
+6 |
Nov07 |
061211 |
190.45 |
190.45 |
190.45 |
190.45 |
-0.82 |
9 |
1,120 |
-3 |
Dec07 |
061211 |
194.00 |
194.00 |
193.35 |
193.35 |
-0.77 |
702 |
10,143 |
-91 |
Total Volume and Open Interest |
77,264 |
206,919 |
-4,544 |
Unleaded Gas(NYM) |
Jan07 |
061211 |
162.00 |
163.00 |
159.50 |
159.88 |
-2.25 |
776 |
3,742 |
-50 |
Total Volume and Open Interest |
776 |
3,742 |
-50 |
RBOB Gasoline(NYMEX) |
Jan07 |
061211 |
161.71 |
163.10 |
159.25 |
159.58 |
-2.13 |
24,997 |
53,483 |
-2,621 |
Feb07 |
061211 |
164.40 |
165.70 |
162.50 |
162.65 |
-1.94 |
13,412 |
20,183 |
+1,017 |
Mar07 |
061211 |
167.48 |
169.13 |
165.75 |
166.58 |
-1.81 |
5,836 |
14,764 |
+628 |
Apr07 |
061211 |
183.50 |
184.00 |
181.23 |
181.23 |
-1.86 |
1,608 |
9,982 |
+364 |
May07 |
061211 |
184.88 |
186.00 |
184.08 |
184.08 |
-1.81 |
826 |
9,449 |
-66 |
Jun07 |
061211 |
187.10 |
189.14 |
186.25 |
186.38 |
-1.76 |
209 |
4,881 |
+30 |
Jul07 |
061211 |
188.39 |
188.39 |
187.63 |
187.63 |
-1.76 |
131 |
3,447 |
+0 |
Aug07 |
061211 |
189.60 |
189.60 |
187.68 |
187.68 |
-1.81 |
149 |
2,089 |
+7 |
Sep07 |
061211 |
187.29 |
187.29 |
186.38 |
186.38 |
-1.91 |
375 |
5,727 |
+264 |
Oct07 |
061211 |
178.04 |
178.04 |
175.13 |
175.13 |
-1.91 |
50 |
1,073 |
-35 |
Total Volume and Open Interest |
47,593 |
125,593 |
-412 |
e-MiNY RBOB Gasoline(NYMEX) |
Jan07 |
061211 |
159.58 |
159.58 |
159.58 |
159.58 |
-7.92 |
0 |
1 |
+0 |
Feb07 |
061211 |
162.65 |
162.65 |
162.65 |
162.65 |
-1.94 |
|
|
|
Mar07 |
061211 |
166.58 |
166.58 |
166.58 |
166.58 |
-1.81 |
|
|
|
Apr07 |
061211 |
181.23 |
181.23 |
181.23 |
181.23 |
-1.86 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Jan07 |
061211 |
7.270 |
7.440 |
7.220 |
7.427 |
-0.134 |
46,096 |
82,845 |
-4,990 |
Feb07 |
061211 |
7.380 |
7.567 |
7.370 |
7.567 |
-0.117 |
27,021 |
51,505 |
+3,019 |
Mar07 |
061211 |
7.400 |
7.600 |
7.350 |
7.584 |
-0.100 |
13,632 |
114,430 |
+2,267 |
Apr07 |
061211 |
7.320 |
7.494 |
7.290 |
7.494 |
-0.065 |
7,829 |
99,717 |
+512 |
May07 |
061211 |
7.400 |
7.542 |
7.390 |
7.542 |
-0.056 |
1,096 |
40,969 |
+158 |
Jun07 |
061211 |
7.510 |
7.630 |
7.510 |
7.630 |
-0.053 |
388 |
13,582 |
+10 |
Jul07 |
061211 |
7.610 |
7.735 |
7.610 |
7.735 |
-0.052 |
145 |
12,738 |
-21 |
Aug07 |
061211 |
7.680 |
7.820 |
7.680 |
7.820 |
-0.052 |
261 |
14,988 |
+25 |
Sep07 |
061211 |
7.710 |
7.888 |
7.710 |
7.888 |
-0.049 |
294 |
15,035 |
+121 |
Oct07 |
061211 |
7.900 |
8.000 |
7.900 |
8.000 |
-0.049 |
1,760 |
37,686 |
-318 |
Nov07 |
061211 |
8.600 |
8.615 |
8.500 |
8.615 |
-0.039 |
530 |
22,646 |
+73 |
Dec07 |
061211 |
9.100 |
9.175 |
9.100 |
9.175 |
-0.029 |
139 |
34,076 |
-16 |
Jan08 |
061211 |
9.370 |
9.520 |
9.350 |
9.520 |
-0.024 |
919 |
29,510 |
+208 |
Feb08 |
061211 |
9.350 |
9.525 |
9.350 |
9.525 |
-0.019 |
71 |
15,574 |
+52 |
Mar08 |
061211 |
9.300 |
9.300 |
9.300 |
9.300 |
-0.019 |
431 |
38,673 |
+17 |
Apr08 |
061211 |
7.890 |
7.950 |
7.890 |
7.950 |
+0.011 |
210 |
27,808 |
-40 |
Total Volume and Open Interest |
101,638 |
891,577 |
+1,166 |
Brent Crude Oil(ICE) |
Jan07 |
061211 |
62.16 |
62.64 |
61.71 |
61.84 |
-0.36 |
65,173 |
57,069 |
-6,185 |
Feb07 |
061211 |
62.56 |
62.94 |
61.99 |
62.10 |
-0.50 |
98,509 |
171,540 |
-4,019 |
Mar07 |
061211 |
63.20 |
63.58 |
62.72 |
62.85 |
-0.44 |
60,394 |
72,347 |
+12,278 |
Apr07 |
061211 |
64.00 |
64.50 |
63.25 |
63.62 |
-0.40 |
16,064 |
28,985 |
-45 |
May07 |
061211 |
64.82 |
64.82 |
64.21 |
64.29 |
-0.37 |
9,353 |
21,903 |
-799 |
Jun07 |
061211 |
65.36 |
65.36 |
64.64 |
64.87 |
-0.33 |
11,318 |
42,051 |
+842 |
Jul07 |
061211 |
65.70 |
65.80 |
65.35 |
65.35 |
-0.29 |
3,444 |
14,030 |
+1,212 |
Aug07 |
061211 |
66.14 |
66.14 |
65.75 |
65.75 |
-0.29 |
0 |
5,882 |
+29 |
Sep07 |
061211 |
66.09 |
66.09 |
66.09 |
66.09 |
-0.29 |
0 |
12,623 |
+62 |
Oct07 |
061211 |
66.39 |
66.39 |
66.39 |
66.39 |
-0.32 |
0 |
9,064 |
+69 |
Nov07 |
061211 |
66.65 |
66.65 |
66.65 |
66.65 |
-0.34 |
0 |
15,110 |
+165 |
Dec07 |
061211 |
66.83 |
67.26 |
66.73 |
66.87 |
-0.38 |
5,960 |
48,123 |
+2,286 |
Jan08 |
061211 |
67.08 |
67.08 |
67.08 |
67.08 |
-0.37 |
0 |
6,858 |
-25 |
Feb08 |
061211 |
67.27 |
67.27 |
67.27 |
67.27 |
-0.35 |
0 |
976 |
-50 |
Total Volume and Open Interest |
272,343 |
578,397 |
+8,504 |
Gas Oil(ICE) |
Dec06 |
061211 |
542.25 |
546.00 |
535.00 |
540.00 |
-16.50 |
19,170 |
17,185 |
-5,614 |
Jan07 |
061211 |
544.75 |
549.00 |
537.75 |
543.00 |
-16.50 |
36,362 |
89,396 |
+3,240 |
Feb07 |
061211 |
551.50 |
554.75 |
544.00 |
549.00 |
-16.00 |
12,966 |
59,132 |
+5,636 |
Mar07 |
061211 |
558.75 |
558.75 |
550.00 |
555.00 |
-15.25 |
3,528 |
23,938 |
+1,057 |
Apr07 |
061211 |
560.50 |
562.25 |
559.00 |
560.50 |
-14.75 |
1,291 |
14,059 |
+75 |
May07 |
061211 |
564.50 |
568.00 |
564.50 |
566.00 |
-14.25 |
905 |
10,442 |
+104 |
Jun07 |
061211 |
570.50 |
573.50 |
569.00 |
571.50 |
-13.50 |
1,235 |
34,964 |
-313 |
Jul07 |
061211 |
577.00 |
578.25 |
575.50 |
578.25 |
-13.00 |
0 |
6,341 |
-15 |
Aug07 |
061211 |
584.75 |
584.75 |
584.75 |
584.75 |
-12.00 |
0 |
1,310 |
+41 |
Sep07 |
061211 |
590.50 |
590.50 |
590.50 |
590.50 |
-11.75 |
0 |
7,504 |
-273 |
Total Volume and Open Interest |
76,656 |
312,077 |
+4,567 |
US Dollar Index(NYBOT) |
Dec06 |
061211 |
83.34 |
83.60 |
83.02 |
83.09 |
-0.21 |
7,992 |
26,692 |
-4,516 |
Mar07 |
061211 |
83.03 |
83.33 |
82.71 |
82.78 |
-0.22 |
8,327 |
15,488 |
+5,999 |
Jun07 |
061211 |
82.52 |
82.54 |
82.52 |
82.54 |
-0.17 |
7 |
71 |
+2 |
Total Volume and Open Interest |
16,326 |
42,277 |
+1,485 |
Australian Dollar(CME) |
Dec06 |
061211 |
78.21 |
78.50 |
78.21 |
78.50 |
-0.01 |
12,990 |
113,424 |
-9,051 |
Mar07 |
061211 |
78.07 |
78.31 |
78.05 |
78.31 |
-0.01 |
12,711 |
28,695 |
+16,870 |
Jun07 |
061211 |
78.08 |
78.08 |
78.08 |
78.08 |
-0.01 |
0 |
103 |
+0 |
Total Volume and Open Interest |
25,701 |
142,493 |
+7,819 |
British Pound(CME) |
Dec06 |
061211 |
194.85 |
195.85 |
194.85 |
195.85 |
+0.62 |
24,289 |
107,858 |
-18,084 |
Mar07 |
061211 |
194.93 |
195.95 |
194.93 |
195.92 |
+0.62 |
20,313 |
54,646 |
+24,666 |
Jun07 |
061211 |
195.84 |
195.84 |
195.84 |
195.84 |
+0.62 |
0 |
42 |
+8 |
Total Volume and Open Interest |
44,602 |
162,550 |
+6,590 |
Canadian Dollar(CME) |
Dec06 |
061211 |
87.07 |
87.24 |
86.99 |
87.12 |
+0.13 |
5,503 |
117,280 |
-5,910 |
Mar07 |
061211 |
87.28 |
87.46 |
87.28 |
87.35 |
+0.13 |
5,279 |
30,103 |
+6,046 |
Jun07 |
061211 |
87.62 |
87.62 |
87.62 |
87.62 |
+0.13 |
5 |
748 |
+54 |
Sep07 |
061211 |
87.89 |
87.89 |
87.89 |
87.89 |
+0.13 |
40 |
368 |
+14 |
Total Volume and Open Interest |
10,837 |
148,586 |
+206 |
Japanese Yen(CME) |
Dec06 |
061211 |
85.40 |
85.70 |
85.37 |
85.64 |
-0.32 |
28,292 |
167,042 |
-16,265 |
Mar07 |
061211 |
86.48 |
86.78 |
86.38 |
86.68 |
-0.31 |
19,555 |
101,662 |
+16,523 |
Jun07 |
061211 |
87.68 |
87.68 |
87.68 |
87.68 |
-0.31 |
0 |
167 |
+84 |
Total Volume and Open Interest |
47,847 |
269,030 |
+340 |
Swiss Franc(CME) |
Dec06 |
061211 |
82.84 |
83.31 |
82.84 |
83.30 |
+0.24 |
15,363 |
70,070 |
-3,862 |
Mar07 |
061211 |
83.56 |
84.08 |
83.54 |
84.00 |
+0.24 |
10,479 |
17,802 |
+7,702 |
Jun07 |
061211 |
84.63 |
84.63 |
84.63 |
84.63 |
+0.24 |
0 |
85 |
+0 |
Total Volume and Open Interest |
25,842 |
88,047 |
+3,840 |
EuroFX(CME) |
Dec06 |
061211 |
131.81 |
132.60 |
131.81 |
132.55 |
+0.51 |
7,520 |
181,712 |
-16,670 |
Mar07 |
061211 |
132.35 |
133.18 |
132.35 |
133.10 |
+0.51 |
7,190 |
43,774 |
+11,186 |
Jun07 |
061211 |
133.59 |
133.59 |
133.54 |
133.54 |
+0.52 |
0 |
895 |
+12 |
Total Volume and Open Interest |
14,710 |
226,792 |
-5,472 |
Mexican Peso(CME) |
Dec06 |
061211 |
9247.0 |
9247.0 |
9215.0 |
9225.0 |
-2.0 |
8,874 |
60,850 |
-316 |
Jan07 |
061211 |
9212.0 |
9212.0 |
9212.0 |
9212.0 |
-3.0 |
|
|
|
Total Volume and Open Interest |
18,551 |
98,411 |
+8,241 |
30-Year T-Bonds(CBOT) |
Dec06 |
061211 |
113~08 |
113~26 |
113~08 |
113~23 |
+0~13 |
13,777 |
44,050 |
-12,681 |
Mar07 |
061211 |
113~09 |
113~28 |
113~08 |
113~23 |
+0~13 |
509,440 |
784,487 |
-1,760 |
Jun07 |
061211 |
113~15 |
113~21 |
113~15 |
113~21 |
+0~13 |
144 |
790 |
-115 |
Total Volume and Open Interest |
523,362 |
829,348 |
-14,556 |
10-Year T-Notes(CBOT) |
Dec06 |
061211 |
108~190 |
108~270 |
108~175 |
108~250 |
+0~070 |
38,467 |
85,396 |
-13,072 |
Mar07 |
061211 |
108~195 |
108~290 |
108~180 |
108~265 |
+0~070 |
1,480,856 |
2,133,696 |
-36,801 |
Total Volume and Open Interest |
1,519,783 |
2,223,041 |
-50,133 |
5-Year T-Notes(CBOT) |
Dec06 |
061211 |
105~260 |
105~260 |
105~255 |
105~260 |
+0~040 |
12,741 |
0 |
+0 |
Mar07 |
061211 |
105~260 |
105~315 |
105~255 |
105~305 |
+0~045 |
632,655 |
0 |
+0 |
Jun07 |
061211 |
106~040 |
106~040 |
106~040 |
106~040 |
+0~055 |
0 |
35 |
+25 |
Total Volume and Open Interest |
645,396 |
35 |
+25 |
2 Year T-Notes(CBOT) |
Dec06 |
061211 |
102~025 |
102~025 |
102~025 |
102~025 |
+0~001 |
2,299 |
22,938 |
-2,550 |
Mar07 |
061211 |
102~042 |
102~050 |
102~041 |
102~048 |
+0~003 |
3,198 |
701,406 |
+5,173 |
Total Volume and Open Interest |
5,497 |
724,344 |
+2,623 |
Eurodollars(CME) |
Dec06 |
061211 |
94.635 |
94.637 |
94.632 |
94.635 |
unch |
17,000 |
1,332,681 |
-98,891 |
Mar07 |
061211 |
94.720 |
94.725 |
94.715 |
94.715 |
-0.015 |
34,970 |
1,397,487 |
-1,296 |
Jun07 |
061211 |
94.925 |
94.950 |
94.925 |
94.930 |
-0.015 |
50,507 |
1,354,141 |
-10,132 |
Sep07 |
061211 |
95.125 |
95.160 |
95.125 |
95.140 |
unch |
38,518 |
1,272,401 |
-15,478 |
Dec07 |
061211 |
95.245 |
95.280 |
95.245 |
95.280 |
+0.020 |
36,757 |
1,361,172 |
-17,545 |
Mar08 |
061211 |
95.310 |
95.350 |
95.310 |
95.350 |
+0.030 |
44,245 |
878,174 |
-27,904 |
Jun08 |
061211 |
95.335 |
95.375 |
95.335 |
95.375 |
+0.030 |
30,859 |
691,388 |
+22,324 |
Sep08 |
061211 |
95.340 |
95.380 |
95.340 |
95.380 |
+0.035 |
25,047 |
476,045 |
-1,255 |
Dec08 |
061211 |
95.330 |
95.365 |
95.330 |
95.365 |
+0.040 |
15,210 |
340,240 |
-6,218 |
Mar09 |
061211 |
95.325 |
95.340 |
95.320 |
95.340 |
+0.040 |
17,597 |
360,334 |
-6,284 |
Jun09 |
061211 |
95.290 |
95.305 |
95.290 |
95.305 |
+0.040 |
12,270 |
279,928 |
-3,707 |
Sep09 |
061211 |
95.260 |
95.280 |
95.260 |
95.280 |
+0.045 |
11,784 |
185,658 |
+1,942 |
Dec09 |
061211 |
95.220 |
95.235 |
95.220 |
95.235 |
+0.045 |
5,734 |
133,215 |
+809 |
Mar10 |
061211 |
95.195 |
95.210 |
95.195 |
95.210 |
+0.045 |
4,579 |
126,453 |
-1,160 |
Jun10 |
061211 |
95.155 |
95.175 |
95.155 |
95.175 |
+0.050 |
3,529 |
106,785 |
+432 |
Sep10 |
061211 |
95.120 |
95.145 |
95.120 |
95.145 |
+0.055 |
6,868 |
79,055 |
+1,015 |
Dec10 |
061211 |
95.080 |
95.105 |
95.080 |
95.105 |
+0.055 |
3,490 |
102,777 |
-87 |
Mar11 |
061211 |
95.070 |
95.080 |
95.055 |
95.080 |
+0.055 |
6,188 |
70,379 |
+733 |
Total Volume and Open Interest |
370,445 |
10,794,227 |
-162,059 |
3-Mth Euro-Yen(CME) |
Dec06 |
061211 |
99.43 |
99.44 |
99.43 |
99.44 |
+0.03 |
4,665 |
18,786 |
+1,050 |
Mar07 |
061211 |
99.31 |
99.33 |
99.31 |
99.32 |
+0.03 |
1,457 |
13,575 |
-325 |
Jun07 |
061211 |
99.20 |
99.21 |
99.20 |
99.20 |
+0.03 |
120 |
8,402 |
+120 |
Sep07 |
061211 |
99.08 |
99.09 |
99.08 |
99.08 |
+0.04 |
0 |
3,526 |
+300 |
Dec07 |
061211 |
98.98 |
98.98 |
98.98 |
98.98 |
+0.04 |
0 |
7,457 |
-181 |
Mar08 |
061211 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.05 |
106 |
3,736 |
+111 |
Jun08 |
061211 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.03 |
0 |
423 |
+0 |
Sep08 |
061211 |
98.70 |
98.70 |
98.70 |
98.70 |
+0.02 |
0 |
11 |
+0 |
Dec08 |
061211 |
98.65 |
98.65 |
98.65 |
98.65 |
+0.04 |
0 |
6 |
+0 |
Mar09 |
061211 |
98.54 |
98.54 |
98.54 |
98.54 |
+0.03 |
|
|
|
Total Volume and Open Interest |
6,348 |
55,942 |
+1,075 |
3-Mth Euro-Yen(SIMEX) |
Dec06 |
061211 |
99.39 |
99.42 |
99.39 |
99.42 |
+0.02 |
1,757 |
75,418 |
-1,382 |
Mar07 |
061211 |
99.29 |
99.31 |
99.29 |
99.31 |
+0.02 |
2,058 |
79,984 |
-419 |
Jun07 |
061211 |
99.19 |
99.20 |
99.19 |
99.19 |
+0.02 |
1,327 |
48,048 |
+151 |
Sep07 |
061211 |
99.05 |
99.09 |
99.05 |
99.08 |
+0.03 |
1,756 |
34,626 |
+1,356 |
Dec07 |
061211 |
98.96 |
98.99 |
98.96 |
98.98 |
+0.03 |
1,279 |
45,720 |
+340 |
Mar08 |
061211 |
98.89 |
98.89 |
98.89 |
98.89 |
+0.04 |
451 |
31,742 |
+236 |
Jun08 |
061211 |
98.81 |
98.81 |
98.81 |
98.81 |
+0.03 |
152 |
7,918 |
+56 |
Sep08 |
061211 |
98.72 |
98.73 |
98.72 |
98.73 |
+0.04 |
0 |
1,885 |
+0 |
Total Volume and Open Interest |
8,780 |
327,179 |
+338 |
German Euro-Bund(EUREX) |
Dec06 |
061207 |
118.43 |
118.61 |
118.38 |
118.57 |
+0.07 |
1,767,005 |
655,824 |
-388,263 |
Mar07 |
061211 |
118.11 |
118.24 |
117.99 |
118.10 |
-0.22 |
1,164,233 |
1,409,244 |
+15,101 |
Jun07 |
061211 |
117.64 |
117.64 |
117.55 |
117.64 |
-0.22 |
5 |
2,736 |
+2 |
Total Volume and Open Interest |
1,284,083 |
1,411,980 |
-34,103 |
German Euro-Bobl(EUREX) |
Dec06 |
061207 |
109.87 |
109.95 |
109.84 |
109.94 |
+0.01 |
1,066,394 |
473,933 |
-334,077 |
Mar07 |
061211 |
109.86 |
109.89 |
109.76 |
109.81 |
-0.14 |
724,144 |
827,613 |
+14,721 |
Jun07 |
061211 |
109.46 |
109.46 |
109.46 |
109.46 |
-0.14 |
0 |
1,304 |
+0 |
Total Volume and Open Interest |
810,897 |
828,917 |
-57,853 |
Long Gilt(LIFFE) |
Dec06 |
061211 |
109~19 |
109~20 |
109~11 |
109~13 |
-0~10 |
2,906 |
28,274 |
-430 |
Mar07 |
061211 |
109~16 |
109~17 |
109~06 |
109~10 |
-0~10 |
96,308 |
251,765 |
-4,194 |
Total Volume and Open Interest |
99,214 |
280,067 |
-4,624 |
3-Mth Short Sterling(LIFFE) |
Dec06 |
061211 |
94.72 |
94.72 |
94.72 |
94.72 |
+0.01 |
26,053 |
392,390 |
-6,977 |
Mar07 |
061211 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.01 |
56,643 |
438,487 |
-4,332 |
Jun07 |
061211 |
94.63 |
94.63 |
94.63 |
94.63 |
-0.02 |
63,301 |
428,179 |
-594 |
Total Volume and Open Interest |
268,425 |
2,386,087 |
-9,442 |
3-Mth Euribor(LIFFE) |
Dec06 |
061211 |
96.305 |
96.315 |
96.305 |
96.310 |
unch |
229,731 |
572,861 |
-22,841 |
Mar07 |
061211 |
96.165 |
96.175 |
96.160 |
96.165 |
-0.010 |
452,836 |
747,376 |
+5,950 |
Jun07 |
061211 |
96.095 |
96.110 |
96.085 |
96.095 |
-0.020 |
304,192 |
631,223 |
+2,098 |
Total Volume and Open Interest |
1,598,658 |
3,719,540 |
-26,020 |
3-Mth Aus T-Bills(SFE) |
Dec06 |
061207 |
93.61 |
93.62 |
93.59 |
93.60 |
-0.03 |
24,428 |
77,441 |
-8,006 |
Mar07 |
061211 |
93.54 |
93.55 |
93.53 |
93.55 |
-0.02 |
12,786 |
297,742 |
-54,718 |
Jun07 |
061211 |
93.54 |
93.56 |
93.53 |
93.55 |
-0.04 |
9,747 |
167,428 |
-39,762 |
Sep07 |
061211 |
93.59 |
93.59 |
93.56 |
93.59 |
-0.04 |
2,665 |
60,381 |
-6,357 |
Dec07 |
061211 |
93.63 |
93.63 |
93.60 |
93.62 |
-0.05 |
2,804 |
47,754 |
-2,212 |
Mar08 |
061211 |
93.66 |
93.66 |
93.64 |
93.65 |
-0.07 |
279 |
27,981 |
-252 |
Jun08 |
061211 |
93.70 |
93.70 |
93.68 |
93.68 |
-0.07 |
1,293 |
21,061 |
+114 |
Sep08 |
061211 |
93.73 |
93.73 |
93.70 |
93.71 |
-0.07 |
725 |
12,938 |
-236 |
Dec08 |
061211 |
93.74 |
93.74 |
93.72 |
93.73 |
-0.07 |
775 |
5,908 |
-129 |
Mar09 |
061211 |
93.74 |
93.74 |
93.74 |
93.74 |
-0.07 |
4 |
1,743 |
-496 |
Total Volume and Open Interest |
31,078 |
645,454 |
-105,868 |
10-Year Aus T-Bonds(SFE) |
Dec06 |
061211 |
94.34 |
94.36 |
94.32 |
94.35 |
-0.06 |
26,776 |
497,606 |
-94,588 |
Mar07 |
061211 |
94.36 |
94.37 |
94.34 |
94.36 |
-0.05 |
11,644 |
17,810 |
+11,623 |
Total Volume and Open Interest |
38,420 |
515,416 |
-82,965 |
3-Year Aus T-Bonds(SFE) |
Dec06 |
061211 |
94.10 |
94.11 |
94.09 |
94.10 |
-0.07 |
50,613 |
641,602 |
-247,484 |
Mar07 |
061211 |
94.12 |
94.13 |
94.10 |
94.12 |
-0.07 |
3,366 |
30,961 |
-409 |
Total Volume and Open Interest |
53,979 |
672,563 |
-247,893 |
Gold(CMX) |
Dec06 |
061211 |
625.0 |
630.0 |
625.0 |
630.0 |
+3.9 |
104 |
652 |
-396 |
Feb07 |
061211 |
628.5 |
635.2 |
628.1 |
634.8 |
+3.8 |
55,279 |
196,577 |
+672 |
Apr07 |
061211 |
637.0 |
641.0 |
636.5 |
641.0 |
+3.7 |
1,731 |
25,719 |
+703 |
Jun07 |
061211 |
642.0 |
647.5 |
642.0 |
647.0 |
+3.7 |
830 |
24,585 |
+484 |
Aug07 |
061211 |
649.0 |
652.8 |
649.0 |
652.8 |
+3.8 |
25 |
3,894 |
+10 |
Oct07 |
061211 |
658.5 |
658.5 |
658.5 |
658.5 |
+3.8 |
24 |
16,167 |
+0 |
Dec07 |
061211 |
662.4 |
664.2 |
662.0 |
664.2 |
+3.8 |
170 |
36,672 |
-220 |
Feb08 |
061211 |
669.7 |
669.7 |
669.7 |
669.7 |
+3.8 |
0 |
2,186 |
+0 |
Apr08 |
061211 |
675.2 |
675.2 |
675.2 |
675.2 |
+3.8 |
0 |
1,689 |
+0 |
Jun08 |
061211 |
680.8 |
680.8 |
680.8 |
680.8 |
+3.8 |
0 |
3,771 |
+0 |
Aug08 |
061211 |
686.3 |
686.3 |
686.3 |
686.3 |
+3.8 |
0 |
220 |
+0 |
Oct08 |
061211 |
691.9 |
691.9 |
691.9 |
691.9 |
+3.8 |
0 |
500 |
+0 |
Total Volume and Open Interest |
58,183 |
331,188 |
+1,277 |
Silver(CMX) |
Dec06 |
061211 |
1368.0 |
1385.0 |
1366.0 |
1385.0 |
+13.1 |
164 |
1,011 |
+108 |
Mar07 |
061211 |
1384.0 |
1404.0 |
1382.0 |
1402.5 |
+13.0 |
15,510 |
72,634 |
-477 |
May07 |
061211 |
1397.0 |
1413.7 |
1397.0 |
1413.7 |
+13.0 |
390 |
4,595 |
+55 |
Jul07 |
061211 |
1404.0 |
1428.0 |
1404.0 |
1423.2 |
+13.2 |
643 |
10,198 |
+395 |
Sep07 |
061211 |
1432.5 |
1432.5 |
1432.5 |
1432.5 |
+13.0 |
9 |
3,237 |
+1 |
Dec07 |
061211 |
1444.5 |
1444.5 |
1444.5 |
1444.5 |
+13.0 |
1,470 |
11,817 |
+260 |
Mar08 |
061211 |
1456.0 |
1456.0 |
1456.0 |
1456.0 |
+13.0 |
0 |
115 |
+0 |
Total Volume and Open Interest |
18,359 |
109,221 |
+401 |
Platinum(NYM) |
Jan07 |
061211 |
1102.0 |
1116.5 |
1102.0 |
1109.2 |
+1.4 |
1,118 |
5,341 |
-85 |
Apr07 |
061211 |
1116.0 |
1128.0 |
1116.0 |
1118.2 |
+1.4 |
133 |
2,584 |
-38 |
Jul07 |
061211 |
1123.2 |
1123.2 |
1123.2 |
1123.2 |
+1.4 |
0 |
21 |
+0 |
Oct07 |
061211 |
1128.2 |
1128.2 |
1128.2 |
1128.2 |
+1.4 |
|
|
|
Total Volume and Open Interest |
1,251 |
7,946 |
-123 |
Palladium(NYME) |
Dec06 |
061211 |
329.45 |
329.45 |
329.45 |
329.45 |
-0.10 |
0 |
53 |
-111 |
Mar07 |
061211 |
331.00 |
334.80 |
330.50 |
333.75 |
-0.20 |
525 |
10,889 |
+112 |
Jun07 |
061211 |
338.75 |
338.75 |
338.75 |
338.75 |
-0.20 |
0 |
47 |
+0 |
Total Volume and Open Interest |
526 |
11,083 |
+2 |
Copper(CMX) |
Dec06 |
061211 |
311.00 |
314.50 |
310.50 |
312.00 |
+1.30 |
750 |
3,359 |
-255 |
Mar07 |
061211 |
310.50 |
315.60 |
310.50 |
313.35 |
+2.15 |
4,068 |
48,212 |
-670 |
May07 |
061211 |
313.75 |
315.50 |
313.60 |
314.35 |
+2.40 |
223 |
4,293 |
+10 |
Jul07 |
061211 |
314.35 |
314.35 |
314.35 |
314.35 |
+2.70 |
67 |
1,559 |
+17 |
Sep07 |
061211 |
313.50 |
313.50 |
313.50 |
313.50 |
+2.65 |
9 |
1,099 |
-2 |
Total Volume and Open Interest |
5,415 |
68,046 |
-796 |
Aluminum(CMX) |
Dec06 |
061211 |
126.00 |
126.00 |
126.00 |
126.00 |
-1.00 |
1 |
454 |
-29 |
Jan07 |
061211 |
127.00 |
127.00 |
127.00 |
127.00 |
-1.00 |
2 |
111 |
+3 |
Feb07 |
061211 |
126.00 |
126.00 |
126.00 |
126.00 |
-1.00 |
0 |
40 |
+0 |
Mar07 |
061211 |
125.10 |
125.10 |
125.10 |
125.10 |
-1.00 |
0 |
40 |
+0 |
Apr07 |
061211 |
124.20 |
124.20 |
124.20 |
124.20 |
-1.00 |
0 |
40 |
+0 |
May07 |
061211 |
123.30 |
123.30 |
123.30 |
123.30 |
-1.00 |
0 |
40 |
+0 |
Total Volume and Open Interest |
4 |
1,080 |
-24 |
DJIA Index(CBOT) |
Dec06 |
061211 |
12325 |
12355 |
12310 |
12340 |
+33 |
8,336 |
46,194 |
-6,855 |
Mar07 |
061211 |
12410 |
12449 |
12400 |
12430 |
+34 |
13,817 |
22,560 |
+5,991 |
Jun07 |
061211 |
12512 |
12512 |
12512 |
12512 |
+34 |
0 |
53 |
+0 |
Sep07 |
061211 |
12600 |
12600 |
12597 |
12597 |
+34 |
0 |
3 |
+0 |
Total Volume and Open Interest |
22,153 |
68,810 |
-864 |
S & P 500(CME) |
Dec06 |
061211 |
1410.00 |
1416.50 |
1409.80 |
1414.60 |
+4.50 |
65,744 |
292,146 |
-37,395 |
Mar07 |
061211 |
1422.50 |
1429.10 |
1421.80 |
1426.80 |
+4.60 |
78,334 |
413,642 |
+33,781 |
Jun07 |
061211 |
1439.20 |
1439.20 |
1439.20 |
1439.20 |
+4.70 |
138 |
10,990 |
+73 |
Sep07 |
061211 |
1451.70 |
1451.70 |
1451.70 |
1451.70 |
+5.20 |
0 |
4,963 |
-12 |
Total Volume and Open Interest |
144,216 |
723,723 |
-3,553 |
S & P 500 E-Mini(Globex) |
Dec06 |
061211 |
1409.75 |
1417.00 |
1409.50 |
1414.50 |
+4.50 |
348,034 |
1,335,234 |
-110,834 |
Mar07 |
061211 |
1422.50 |
1429.25 |
1421.50 |
1426.75 |
+4.50 |
1,065,022 |
767,974 |
+112,068 |
Total Volume and Open Interest |
1,413,056 |
2,103,208 |
+1,234 |
NASDAQ 100(CME) |
Dec06 |
061211 |
1783.00 |
1804.50 |
1782.50 |
1795.30 |
+9.30 |
7,234 |
57,466 |
-790 |
Mar07 |
061211 |
1805.00 |
1827.00 |
1801.50 |
1817.30 |
+9.30 |
10,076 |
22,110 |
+3,451 |
Jun07 |
061211 |
1835.30 |
1835.30 |
1835.30 |
1835.30 |
+9.30 |
0 |
10 |
+0 |
Total Volume and Open Interest |
17,310 |
79,586 |
+2,661 |
NASDAQ 100 E-Mini(Globex) |
Dec06 |
061211 |
1784.30 |
1805.00 |
1780.00 |
1795.30 |
+9.30 |
121,103 |
420,482 |
-22,702 |
Mar07 |
061211 |
1807.30 |
1827.30 |
1801.80 |
1817.30 |
+9.30 |
374,770 |
158,648 |
+44,633 |
Total Volume and Open Interest |
495,873 |
579,130 |
+21,931 |
S & P Midcap 400(CME) |
Dec06 |
061211 |
815.25 |
818.00 |
815.25 |
816.25 |
+0.80 |
2,066 |
7,878 |
-1,383 |
Mar07 |
061211 |
824.00 |
826.00 |
823.10 |
824.60 |
+0.70 |
1,760 |
5,374 |
+1,380 |
Jun07 |
061211 |
832.80 |
832.80 |
832.80 |
832.80 |
+0.70 |
|
|
|
Total Volume and Open Interest |
3,826 |
13,252 |
-3 |
Russell 2000(CME) |
Dec06 |
061211 |
792.75 |
796.00 |
792.50 |
794.35 |
+2.25 |
2,239 |
35,085 |
-1,352 |
Mar07 |
061211 |
799.75 |
803.25 |
797.25 |
801.40 |
+2.20 |
2,282 |
8,862 |
+1,767 |
Jun07 |
061211 |
808.40 |
808.40 |
808.40 |
808.40 |
+2.20 |
0 |
1 |
+0 |
Total Volume and Open Interest |
4,521 |
43,956 |
+415 |
Russell 2000 E-Mini(Globex) |
Dec06 |
061211 |
791.60 |
796.30 |
790.00 |
794.40 |
+2.30 |
66,801 |
293,463 |
-27,323 |
Mar07 |
061211 |
799.20 |
803.30 |
796.80 |
801.40 |
+2.20 |
207,867 |
149,035 |
+33,564 |
Jun07 |
061206 |
809.80 |
809.80 |
809.80 |
809.80 |
-2.60 |
|
|
|
Total Volume and Open Interest |
198,950 |
424,809 |
|
Value Line(KCBT) |
Dec06 |
061211 |
1914.50 |
1914.50 |
1914.50 |
1914.50 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar07 |
061211 |
16590 |
16675 |
16590 |
16650 |
+100 |
|
|
|
Jun07 |
061211 |
16650 |
16650 |
16650 |
16650 |
+100 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Dec06 |
061207 |
16375 |
16550 |
16345 |
16475 |
+95 |
150,043 |
247,799 |
-4,103 |
Mar07 |
061211 |
16510 |
16620 |
16470 |
16555 |
+155 |
49,672 |
198,111 |
+49,773 |
Jun07 |
061211 |
16490 |
16560 |
16475 |
16475 |
+110 |
0 |
41 |
+0 |
Total Volume and Open Interest |
49,744 |
198,566 |
+49,772 |
CAC 40(EURONEXT) |
Dec06 |
061211 |
5419.5 |
5438.0 |
5404.5 |
5432.5 |
+47.0 |
111,465 |
513,472 |
-14,839 |
Jan07 |
061211 |
5438.5 |
5455.0 |
5423.5 |
5450.5 |
+48.0 |
2,204 |
3,695 |
-150 |
Feb07 |
061211 |
5455.5 |
5465.0 |
5443.0 |
5465.0 |
+48.5 |
204 |
340 |
+118 |
Total Volume and Open Interest |
120,886 |
524,582 |
-10,142 |
Hang Seng Index(HKFE) |
Dec06 |
061211 |
18887 |
19025 |
18862 |
18933 |
+114 |
46,622 |
124,180 |
-4,629 |
Jan07 |
061211 |
18947 |
19080 |
18933 |
18995 |
+120 |
1,145 |
2,084 |
+512 |
Total Volume and Open Interest |
47,947 |
128,376 |
-4,003 |
DAX(EUREX) |
Dec06 |
061211 |
6442.0 |
6481.5 |
6442.0 |
6473.5 |
+43.5 |
195,298 |
246,621 |
-8,245 |
Mar07 |
061211 |
6510.0 |
6540.0 |
6508.5 |
6533.0 |
+44.0 |
9,192 |
31,410 |
+3,617 |
Jun07 |
061211 |
6571.5 |
6602.5 |
6571.5 |
6596.0 |
+45.0 |
3,029 |
6,210 |
-49 |
Total Volume and Open Interest |
207,519 |
284,241 |
-4,677 |
FT-SE 100(EURONEXT) |
Dec06 |
061211 |
6178.50 |
6189.50 |
6150.00 |
6165.00 |
+13.00 |
92,143 |
472,268 |
-33,130 |
Mar07 |
061211 |
6199.50 |
6207.00 |
6170.00 |
6184.50 |
+13.00 |
24,780 |
74,595 |
+14,800 |
Jun07 |
061211 |
6205.00 |
6205.00 |
6205.00 |
6205.00 |
+13.50 |
0 |
9,360 |
+0 |
Total Volume and Open Interest |
116,923 |
556,746 |
-18,330 |
SPI 200(SFE) |
Dec06 |
061211 |
5444.0 |
5475.0 |
5426.0 |
5466.0 |
+47.0 |
12,893 |
282,180 |
-17,772 |
Mar07 |
061211 |
5455.0 |
5480.0 |
5435.0 |
5471.0 |
+45.0 |
767 |
7,623 |
+568 |
Jun07 |
061211 |
5480.0 |
5508.0 |
5480.0 |
5508.0 |
+46.0 |
335 |
4,622 |
-166 |
Total Volume and Open Interest |
14,025 |
298,902 |
-17,367 |
GSCI(CME) |
Dec06 |
061211 |
442.20 |
444.60 |
441.50 |
442.30 |
-2.70 |
4,991 |
14,373 |
-2,537 |
Jan07 |
061211 |
447.60 |
449.40 |
446.50 |
447.50 |
-2.50 |
4,784 |
9,418 |
+4,533 |
Feb07 |
061211 |
453.60 |
453.60 |
453.60 |
453.60 |
+0.10 |
|
|
|
Total Volume and Open Interest |
9,775 |
23,791 |
+1,996 |
Reuters CRB Index(NYBOT) |
Jan07 |
061211 |
398.25 |
400.50 |
396.75 |
400.50 |
-0.60 |
11 |
545 |
+0 |
Feb07 |
061211 |
401.00 |
401.00 |
401.00 |
401.00 |
-0.50 |
0 |
6 |
+0 |
Apr07 |
061211 |
402.50 |
402.50 |
402.50 |
402.50 |
-0.60 |
0 |
414 |
+0 |
Total Volume and Open Interest |
11 |
965 |
+0 |
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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