 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri January 05, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan07 |
070105 |
664.00 |
668.50 |
658.50 |
668.00 |
+5.25 |
7,578 |
7,570 |
-5,452 |
Mar07 |
070105 |
676.00 |
682.00 |
670.50 |
681.50 |
+6.00 |
29,074 |
221,343 |
+1,798 |
May07 |
070105 |
690.50 |
695.00 |
685.00 |
694.75 |
+5.25 |
6,053 |
49,999 |
+964 |
Jul07 |
070105 |
701.00 |
707.00 |
697.00 |
706.75 |
+6.00 |
4,466 |
33,093 |
+951 |
Aug07 |
070105 |
708.00 |
712.00 |
704.50 |
712.00 |
+6.50 |
31 |
1,801 |
+103 |
Sep07 |
070105 |
715.00 |
715.00 |
710.00 |
715.00 |
+6.00 |
3 |
438 |
-2 |
Nov07 |
070105 |
726.00 |
728.00 |
718.00 |
727.00 |
+5.50 |
3,907 |
70,251 |
+2,971 |
Total Volume and Open Interest |
51,679 |
399,840 |
+2,094 |
Soybean Meal(CBOT) |
Jan07 |
070105 |
188.50 |
191.00 |
187.00 |
191.00 |
+2.40 |
1,157 |
3,474 |
-1,976 |
Mar07 |
070105 |
193.70 |
196.20 |
191.80 |
195.90 |
+2.60 |
11,692 |
76,025 |
-2,307 |
May07 |
070105 |
196.50 |
199.50 |
195.40 |
199.20 |
+2.60 |
2,543 |
36,582 |
+388 |
Jul07 |
070105 |
199.80 |
202.20 |
198.50 |
202.20 |
+2.70 |
3,189 |
40,322 |
+1,039 |
Aug07 |
070105 |
200.80 |
203.50 |
200.00 |
203.50 |
+2.50 |
366 |
11,243 |
+132 |
Sep07 |
070105 |
202.50 |
205.50 |
201.50 |
205.50 |
+3.30 |
34 |
7,560 |
+34 |
Oct07 |
070105 |
204.00 |
206.00 |
203.20 |
206.00 |
+2.70 |
3 |
2,889 |
+29 |
Dec07 |
070105 |
205.80 |
208.50 |
205.00 |
208.50 |
+2.70 |
781 |
13,270 |
+533 |
Total Volume and Open Interest |
19,765 |
192,260 |
-2,126 |
Soybean Oil(CBOT) |
Jan07 |
070105 |
28.35 |
28.45 |
28.05 |
28.40 |
+0.10 |
2,705 |
2,590 |
-2,414 |
Mar07 |
070105 |
28.80 |
28.82 |
28.40 |
28.80 |
+0.15 |
20,058 |
146,943 |
+554 |
May07 |
070105 |
29.24 |
29.29 |
28.90 |
29.27 |
+0.10 |
2,551 |
45,422 |
+2,024 |
Jul07 |
070105 |
29.72 |
29.75 |
29.40 |
29.74 |
+0.12 |
3,734 |
30,798 |
+430 |
Aug07 |
070105 |
29.82 |
29.90 |
29.70 |
29.90 |
+0.07 |
50 |
5,816 |
+5 |
Sep07 |
070105 |
29.75 |
30.05 |
29.75 |
30.05 |
+0.05 |
35 |
2,933 |
+2 |
Oct07 |
070105 |
30.10 |
30.25 |
30.05 |
30.20 |
+0.07 |
216 |
3,680 |
+153 |
Dec07 |
070105 |
30.50 |
30.62 |
30.32 |
30.62 |
+0.12 |
2,489 |
24,676 |
+1,912 |
Total Volume and Open Interest |
31,838 |
262,990 |
+2,683 |
Canola(WCE) |
Jan07 |
070105 |
358.8 |
359.4 |
358.8 |
359.4 |
+1.0 |
146 |
208 |
-689 |
Mar07 |
070105 |
368.4 |
373.0 |
364.8 |
368.4 |
unch |
7,841 |
61,823 |
+307 |
May07 |
070105 |
379.9 |
379.9 |
374.0 |
376.8 |
unch |
301 |
7,116 |
-59 |
Jul07 |
070105 |
384.0 |
385.7 |
380.0 |
384.2 |
+0.5 |
110 |
11,604 |
-17 |
Total Volume and Open Interest |
9,290 |
99,263 |
-390 |
Corn(CBOT) |
Mar07 |
070105 |
363.75 |
368.75 |
359.00 |
368.25 |
+6.00 |
57,335 |
576,160 |
-21,313 |
May07 |
070105 |
373.00 |
378.25 |
369.00 |
377.75 |
+6.00 |
10,050 |
131,691 |
+13,135 |
Jul07 |
070105 |
379.00 |
384.25 |
375.00 |
383.75 |
+6.50 |
21,478 |
207,139 |
+5,817 |
Sep07 |
070105 |
367.00 |
372.00 |
365.00 |
371.50 |
+5.50 |
1,417 |
46,104 |
+1,244 |
Dec07 |
070105 |
360.50 |
365.50 |
358.75 |
365.25 |
+6.25 |
14,531 |
313,713 |
+3,954 |
Mar08 |
070105 |
365.00 |
372.50 |
364.50 |
372.00 |
+7.25 |
388 |
20,763 |
+538 |
Total Volume and Open Interest |
106,702 |
1,406,792 |
+4,359 |
Wheat(CBOT) |
Mar07 |
070105 |
466.50 |
471.00 |
462.50 |
470.25 |
+2.75 |
19,918 |
239,611 |
-2,100 |
May07 |
070105 |
477.00 |
481.00 |
472.50 |
480.00 |
+3.00 |
3,924 |
38,389 |
+5,079 |
Jul07 |
070105 |
472.00 |
477.50 |
470.50 |
477.00 |
+4.00 |
4,560 |
83,411 |
+1,234 |
Sep07 |
070105 |
476.00 |
482.00 |
476.00 |
481.50 |
+4.00 |
127 |
4,774 |
-9 |
Dec07 |
070105 |
486.00 |
492.00 |
486.00 |
491.00 |
+3.50 |
1,732 |
64,385 |
+420 |
Total Volume and Open Interest |
30,762 |
451,537 |
+4,926 |
Wheat(KCBT) |
Mar07 |
070105 |
476.00 |
482.50 |
474.00 |
481.25 |
+4.00 |
9,540 |
61,667 |
-3,783 |
May07 |
070105 |
486.00 |
492.00 |
483.00 |
491.50 |
+4.50 |
2,528 |
9,155 |
+1,914 |
Jul07 |
070105 |
480.00 |
487.00 |
478.00 |
486.25 |
+3.75 |
2,935 |
32,597 |
+927 |
Sep07 |
070105 |
484.00 |
492.00 |
482.00 |
492.00 |
+4.75 |
574 |
4,110 |
+275 |
Dec07 |
070105 |
497.00 |
499.50 |
494.00 |
499.50 |
+2.50 |
290 |
6,291 |
+101 |
Total Volume and Open Interest |
15,897 |
116,898 |
-523 |
Wheat(MGE) |
Mar07 |
070105 |
484.00 |
488.00 |
482.00 |
487.00 |
+0.75 |
5,905 |
23,787 |
-1,064 |
May07 |
070105 |
492.50 |
497.00 |
492.00 |
495.00 |
unch |
1,062 |
4,549 |
+286 |
Jul07 |
070105 |
500.00 |
500.00 |
497.00 |
500.00 |
unch |
380 |
1,790 |
+6 |
Sep07 |
070105 |
496.00 |
503.00 |
496.00 |
503.00 |
unch |
279 |
5,253 |
+63 |
Dec07 |
070105 |
503.00 |
508.00 |
501.50 |
506.50 |
+3.25 |
312 |
8,498 |
+170 |
Total Volume and Open Interest |
7,943 |
44,533 |
-524 |
Oats(CBOT) |
Mar07 |
070105 |
261.50 |
263.00 |
260.00 |
261.75 |
+0.50 |
442 |
8,690 |
-526 |
May07 |
070105 |
268.50 |
270.50 |
268.25 |
269.50 |
+1.00 |
300 |
1,653 |
+409 |
Jul07 |
070105 |
272.25 |
272.50 |
272.00 |
272.50 |
-0.50 |
97 |
619 |
+6 |
Sep07 |
070105 |
250.00 |
250.00 |
250.00 |
250.00 |
-1.50 |
7 |
82 |
+22 |
Total Volume and Open Interest |
1,030 |
15,026 |
+62 |
Rough Rice(CBOT) |
Jan07 |
070105 |
10.15 |
10.21 |
10.15 |
10.21 |
+0.03 |
9 |
248 |
-116 |
Mar07 |
070105 |
10.46 |
10.47 |
10.41 |
10.47 |
-0.01 |
250 |
10,583 |
+206 |
May07 |
070105 |
10.69 |
10.73 |
10.69 |
10.73 |
+0.01 |
101 |
1,661 |
+78 |
Jul07 |
070105 |
10.83 |
10.86 |
10.83 |
10.86 |
+0.01 |
79 |
776 |
+42 |
Total Volume and Open Interest |
566 |
14,978 |
+306 |
Live Cattle(CME) |
Feb07 |
070105 |
92.250 |
93.150 |
92.225 |
92.575 |
+0.350 |
19,041 |
125,226 |
-3,584 |
Apr07 |
070105 |
93.500 |
94.375 |
93.500 |
94.125 |
+0.525 |
13,618 |
67,401 |
+5,349 |
Jun07 |
070105 |
88.850 |
89.150 |
88.450 |
88.925 |
+0.075 |
4,419 |
28,223 |
+1,826 |
Aug07 |
070105 |
87.900 |
88.125 |
87.550 |
87.800 |
-0.100 |
2,643 |
14,498 |
+1,854 |
Oct07 |
070105 |
90.000 |
90.300 |
89.925 |
90.025 |
-0.050 |
1,024 |
7,770 |
+429 |
Dec07 |
070105 |
91.000 |
91.175 |
90.825 |
90.825 |
-0.125 |
747 |
4,009 |
+793 |
Total Volume and Open Interest |
41,635 |
249,696 |
+6,651 |
Feeder Cattle(CME) |
Jan07 |
070105 |
99.475 |
99.850 |
98.500 |
98.650 |
-0.825 |
1,193 |
4,780 |
-356 |
Mar07 |
070105 |
98.550 |
99.200 |
97.600 |
97.650 |
-0.950 |
2,721 |
14,366 |
+969 |
Apr07 |
070105 |
99.400 |
99.950 |
98.600 |
98.750 |
-0.575 |
321 |
2,451 |
+35 |
May07 |
070105 |
100.250 |
100.700 |
99.450 |
99.475 |
-0.650 |
408 |
3,703 |
+20 |
Aug07 |
070105 |
103.050 |
103.550 |
102.400 |
102.800 |
-0.500 |
116 |
2,109 |
+41 |
Sep07 |
070105 |
102.300 |
102.300 |
101.600 |
101.600 |
-0.600 |
43 |
985 |
+25 |
Oct07 |
070105 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
1 |
82 |
+2 |
Total Volume and Open Interest |
4,803 |
28,476 |
+685 |
Lean Hogs(CME) |
Feb07 |
070105 |
61.000 |
61.000 |
60.150 |
60.400 |
+0.100 |
14,796 |
83,976 |
-3,284 |
Apr07 |
070105 |
64.350 |
64.350 |
63.700 |
64.250 |
+0.475 |
7,671 |
43,911 |
+1,954 |
May07 |
070105 |
70.250 |
70.600 |
70.000 |
70.550 |
+0.325 |
85 |
3,021 |
+17 |
Jun07 |
070105 |
72.700 |
72.750 |
71.825 |
72.400 |
+0.075 |
2,488 |
24,191 |
+1,214 |
Jul07 |
070105 |
71.000 |
71.250 |
70.400 |
70.500 |
-0.425 |
911 |
7,606 |
+232 |
Aug07 |
070105 |
69.750 |
70.000 |
69.400 |
69.600 |
-0.150 |
547 |
4,448 |
+366 |
Oct07 |
070105 |
63.700 |
63.850 |
63.300 |
63.550 |
-0.125 |
163 |
5,763 |
+177 |
Dec07 |
070105 |
62.400 |
62.400 |
61.950 |
62.100 |
-0.200 |
95 |
3,875 |
+98 |
Total Volume and Open Interest |
26,770 |
176,898 |
+804 |
Pork Bellies(CME) |
Feb07 |
070105 |
89.500 |
90.500 |
89.500 |
89.825 |
-0.375 |
453 |
797 |
-44 |
Mar07 |
070105 |
90.300 |
90.300 |
90.300 |
90.300 |
-0.850 |
34 |
96 |
+20 |
May07 |
070105 |
91.300 |
91.300 |
91.300 |
91.300 |
unch |
1 |
81 |
-1 |
Jul07 |
070105 |
92.475 |
92.475 |
92.475 |
92.475 |
-0.100 |
31 |
98 |
+7 |
Aug07 |
070105 |
92.625 |
92.625 |
92.625 |
92.625 |
-0.175 |
31 |
36 |
+27 |
Total Volume and Open Interest |
550 |
1,108 |
+12 |
Class III Milk(CME) |
Jan07 |
070105 |
13.30 |
13.34 |
13.26 |
13.33 |
-0.01 |
222 |
2,746 |
+1 |
Feb07 |
070105 |
13.42 |
13.42 |
13.33 |
13.41 |
-0.02 |
131 |
2,633 |
+76 |
Mar07 |
070105 |
13.52 |
13.53 |
13.49 |
13.53 |
-0.04 |
124 |
2,536 |
+45 |
Apr07 |
070105 |
13.75 |
13.75 |
13.70 |
13.74 |
-0.05 |
126 |
2,225 |
+46 |
May07 |
070105 |
14.00 |
14.09 |
14.00 |
14.05 |
-0.02 |
50 |
2,163 |
+17 |
Total Volume and Open Interest |
937 |
24,647 |
+349 |
Cocoa(ICE) |
Mar07 |
070105 |
1680 |
1680 |
1585 |
1607 |
-52 |
6,436 |
76,060 |
+1,489 |
May07 |
070105 |
1698 |
1698 |
1615 |
1634 |
-50 |
2,430 |
24,208 |
+1,334 |
Jul07 |
070105 |
1692 |
1707 |
1653 |
1653 |
-49 |
148 |
11,838 |
+142 |
Sep07 |
070105 |
1737 |
1737 |
1650 |
1673 |
-48 |
128 |
14,878 |
+71 |
Dec07 |
070105 |
1739 |
1739 |
1677 |
1690 |
-51 |
174 |
13,915 |
+171 |
Mar08 |
070105 |
1765 |
1766 |
1690 |
1709 |
-50 |
130 |
4,600 |
+258 |
May08 |
070105 |
1771 |
1775 |
1734 |
1734 |
-50 |
72 |
2,349 |
+115 |
Total Volume and Open Interest |
9,579 |
150,544 |
+3,661 |
Coffee "C"(ICE) |
Mar07 |
070105 |
123.50 |
124.00 |
119.60 |
120.45 |
-4.55 |
9,997 |
85,491 |
-846 |
May07 |
070105 |
126.30 |
126.40 |
122.60 |
123.50 |
-4.55 |
1,846 |
19,941 |
+1,963 |
Jul07 |
070105 |
128.75 |
128.90 |
125.70 |
126.35 |
-4.55 |
178 |
7,108 |
+204 |
Sep07 |
070105 |
131.80 |
131.80 |
129.00 |
129.05 |
-4.50 |
111 |
3,480 |
+59 |
Dec07 |
070105 |
134.50 |
134.50 |
132.00 |
132.15 |
-4.55 |
132 |
3,232 |
+7 |
Mar08 |
070105 |
137.20 |
137.20 |
134.90 |
135.15 |
-4.65 |
540 |
2,752 |
-204 |
Total Volume and Open Interest |
13,416 |
128,600 |
+1,396 |
Orange Juice(ICE) |
Jan07 |
070105 |
202.65 |
202.65 |
199.50 |
201.95 |
-1.30 |
195 |
546 |
-319 |
Mar07 |
070105 |
198.50 |
198.60 |
195.00 |
195.95 |
-3.75 |
1,302 |
21,600 |
+1,427 |
May07 |
070105 |
196.20 |
196.20 |
192.50 |
193.00 |
-4.00 |
251 |
2,096 |
+154 |
Jul07 |
070105 |
192.50 |
192.50 |
190.00 |
190.50 |
-3.50 |
5 |
653 |
+8 |
Sep07 |
070105 |
189.00 |
189.00 |
186.75 |
186.75 |
-2.50 |
81 |
274 |
+33 |
Nov07 |
070105 |
181.00 |
182.00 |
180.50 |
180.50 |
-2.75 |
160 |
1,903 |
+180 |
Total Volume and Open Interest |
1,994 |
27,201 |
+1,483 |
Sugar #11(ICE) |
Mar07 |
070105 |
11.27 |
11.41 |
11.00 |
11.09 |
-0.18 |
34,642 |
265,360 |
+3,207 |
May07 |
070105 |
11.35 |
11.40 |
11.05 |
11.11 |
-0.19 |
13,346 |
89,976 |
-2,418 |
Jul07 |
070105 |
11.18 |
11.25 |
10.94 |
10.97 |
-0.17 |
10,530 |
86,326 |
+4,001 |
Oct07 |
070105 |
11.36 |
11.40 |
11.10 |
11.14 |
-0.18 |
3,777 |
58,078 |
+279 |
Mar08 |
070105 |
11.72 |
11.76 |
11.52 |
11.56 |
-0.16 |
806 |
49,078 |
+375 |
Total Volume and Open Interest |
64,562 |
588,265 |
+6,138 |
Sugar #14(ICE) |
Mar07 |
070105 |
20.00 |
20.00 |
19.95 |
19.99 |
-0.02 |
696 |
3,509 |
-224 |
May07 |
070105 |
19.97 |
19.97 |
19.90 |
19.90 |
-0.07 |
54 |
2,603 |
+5 |
Jul07 |
070105 |
19.97 |
19.97 |
19.97 |
19.97 |
-0.09 |
25 |
2,366 |
+30 |
Sep07 |
070105 |
19.96 |
19.96 |
19.96 |
19.96 |
-0.10 |
33 |
1,807 |
-1 |
Nov07 |
070105 |
19.75 |
19.75 |
19.75 |
19.75 |
unch |
7 |
1,504 |
+15 |
Total Volume and Open Interest |
867 |
11,976 |
-168 |
London Cocoa(LCE) |
Mar07 |
070105 |
909 |
920 |
875 |
894 |
-13 |
3,154 |
69,571 |
+1,105 |
May07 |
070105 |
921 |
936 |
892 |
908 |
-12 |
1,383 |
30,119 |
+926 |
Jul07 |
070105 |
929 |
945 |
908 |
920 |
-9 |
1,042 |
25,262 |
+499 |
Sep07 |
070105 |
942 |
956 |
918 |
932 |
-10 |
907 |
26,413 |
+844 |
Dec07 |
070105 |
945 |
960 |
921 |
932 |
-13 |
441 |
22,807 |
+1,384 |
Mar08 |
070105 |
959 |
962 |
920 |
936 |
-17 |
183 |
7,293 |
+285 |
May08 |
070105 |
968 |
971 |
937 |
946 |
-15 |
7 |
1,093 |
-33 |
Total Volume and Open Interest |
7,128 |
183,744 |
+5,011 |
London Coffee(LCE) |
Jan07 |
070105 |
1680.00 |
1680.00 |
1616.00 |
1635.00 |
-41.00 |
839 |
9,745 |
-160 |
Mar07 |
070105 |
1640.00 |
1640.00 |
1567.00 |
1589.00 |
-42.00 |
9,353 |
86,134 |
+2,936 |
May07 |
070105 |
1610.00 |
1614.00 |
1554.00 |
1573.00 |
-31.00 |
3,818 |
26,564 |
+2,534 |
Jul07 |
070105 |
1585.00 |
1588.00 |
1557.00 |
1557.00 |
-32.00 |
443 |
6,812 |
-149 |
Sep07 |
070105 |
1574.00 |
1574.00 |
1539.00 |
1542.00 |
-32.00 |
687 |
5,101 |
+534 |
Nov07 |
070105 |
1541.00 |
1541.00 |
1511.00 |
1511.00 |
-30.00 |
589 |
2,172 |
-44 |
Total Volume and Open Interest |
15,849 |
139,618 |
+5,733 |
London Sugar(LCE) |
Mar07 |
070105 |
330.10 |
334.00 |
328.50 |
333.30 |
+1.30 |
3,924 |
23,535 |
+62 |
May07 |
070105 |
329.00 |
332.10 |
327.00 |
331.50 |
+1.40 |
1,852 |
16,443 |
+492 |
Aug07 |
070105 |
324.20 |
324.90 |
320.40 |
324.60 |
+1.60 |
271 |
6,426 |
+211 |
Oct07 |
070105 |
317.00 |
318.40 |
315.90 |
317.60 |
+1.50 |
261 |
4,112 |
+288 |
Dec07 |
070105 |
318.10 |
320.20 |
318.10 |
319.00 |
+0.20 |
0 |
1,054 |
+25 |
Total Volume and Open Interest |
6,953 |
55,362 |
+1,723 |
Cotton(ICE) |
Mar07 |
070105 |
54.25 |
54.70 |
53.82 |
54.42 |
-0.14 |
8,629 |
110,499 |
-934 |
May07 |
070105 |
55.20 |
55.40 |
54.83 |
55.11 |
-0.47 |
2,412 |
24,506 |
+346 |
Jul07 |
070105 |
56.20 |
56.20 |
55.80 |
56.10 |
-0.43 |
735 |
12,907 |
+59 |
Oct07 |
070105 |
58.00 |
58.00 |
57.60 |
57.90 |
-0.45 |
0 |
157 |
+3 |
Dec07 |
070105 |
59.35 |
59.35 |
58.55 |
59.00 |
-0.45 |
455 |
20,362 |
+594 |
Mar08 |
070105 |
61.00 |
61.00 |
60.75 |
60.95 |
-0.50 |
0 |
1,556 |
-3 |
Total Volume and Open Interest |
12,231 |
170,576 |
+65 |
Lumber(CME) |
Jan07 |
070105 |
270.0 |
277.0 |
270.0 |
275.6 |
+8.6 |
208 |
616 |
-270 |
Mar07 |
070105 |
288.6 |
295.3 |
287.5 |
295.0 |
+9.7 |
457 |
4,482 |
+116 |
May07 |
070105 |
304.5 |
312.2 |
304.5 |
310.5 |
+8.3 |
56 |
538 |
+16 |
Jul07 |
070105 |
312.0 |
321.0 |
312.0 |
317.8 |
+6.8 |
12 |
92 |
+0 |
Total Volume and Open Interest |
735 |
5,777 |
-324 |
Crude Oil(NYM) |
Feb07 |
070105 |
55.82 |
56.40 |
55.10 |
56.31 |
+0.72 |
324,010 |
299,585 |
+9,047 |
Mar07 |
070105 |
56.80 |
57.40 |
56.20 |
57.39 |
+0.75 |
127,274 |
178,115 |
+29,638 |
Apr07 |
070105 |
57.80 |
58.40 |
57.45 |
58.35 |
+0.75 |
30,955 |
63,310 |
+5,870 |
May07 |
070105 |
58.65 |
59.18 |
58.57 |
59.18 |
+0.80 |
11,792 |
43,247 |
+1,400 |
Jun07 |
070105 |
59.30 |
59.91 |
59.10 |
59.91 |
+0.87 |
15,085 |
75,623 |
+354 |
Jul07 |
070105 |
60.54 |
60.54 |
60.54 |
60.54 |
+0.92 |
4,612 |
23,486 |
+417 |
Aug07 |
070105 |
61.08 |
61.08 |
61.08 |
61.08 |
+0.96 |
3,759 |
15,749 |
-124 |
Sep07 |
070105 |
61.75 |
61.75 |
61.56 |
61.56 |
+0.98 |
4,685 |
26,441 |
-300 |
Oct07 |
070105 |
61.98 |
61.98 |
61.98 |
61.98 |
+1.00 |
2,100 |
17,421 |
+1,408 |
Nov07 |
070105 |
61.65 |
62.35 |
61.65 |
62.35 |
+1.03 |
493 |
12,846 |
-43 |
Dec07 |
070105 |
61.70 |
62.66 |
61.65 |
62.66 |
+1.05 |
16,138 |
140,389 |
+5,070 |
Jan08 |
070105 |
61.95 |
62.93 |
61.95 |
62.93 |
+1.08 |
1,169 |
24,724 |
+578 |
Feb08 |
070105 |
63.14 |
63.14 |
63.14 |
63.14 |
+1.10 |
510 |
10,916 |
+575 |
Mar08 |
070105 |
63.31 |
63.31 |
63.31 |
63.31 |
+1.12 |
200 |
16,624 |
-103 |
Apr08 |
070105 |
63.47 |
63.47 |
63.47 |
63.47 |
+1.14 |
200 |
14,318 |
-200 |
May08 |
070105 |
63.61 |
63.61 |
63.61 |
63.61 |
+1.16 |
0 |
6,419 |
+0 |
Total Volume and Open Interest |
562,547 |
1,251,577 |
+61,034 |
Heating Oil(NYM) |
Feb07 |
070105 |
156.20 |
157.00 |
154.30 |
156.58 |
+2.27 |
43,581 |
88,752 |
-2,415 |
Mar07 |
070105 |
160.00 |
160.60 |
158.50 |
160.33 |
+2.22 |
18,407 |
48,351 |
+1,164 |
Apr07 |
070105 |
162.30 |
162.83 |
160.25 |
162.83 |
+1.97 |
7,091 |
20,251 |
+3,190 |
May07 |
070105 |
164.00 |
164.50 |
162.90 |
164.38 |
+1.77 |
2,246 |
8,979 |
+823 |
Jun07 |
070105 |
165.50 |
166.25 |
164.25 |
165.93 |
+1.57 |
3,739 |
17,711 |
-119 |
Jul07 |
070105 |
167.25 |
167.83 |
166.30 |
167.83 |
+1.47 |
1,219 |
6,681 |
+1,083 |
Aug07 |
070105 |
168.90 |
170.50 |
168.90 |
170.13 |
+1.32 |
171 |
2,623 |
+227 |
Sep07 |
070105 |
172.25 |
172.75 |
172.25 |
172.68 |
+1.22 |
391 |
5,499 |
-425 |
Oct07 |
070105 |
174.30 |
175.50 |
174.30 |
175.48 |
+1.17 |
111 |
1,940 |
+107 |
Nov07 |
070105 |
178.00 |
178.53 |
177.50 |
178.53 |
+1.17 |
100 |
1,359 |
+180 |
Dec07 |
070105 |
181.25 |
181.68 |
180.00 |
181.68 |
+1.17 |
1,435 |
10,050 |
+270 |
Jan08 |
070105 |
183.65 |
183.78 |
183.65 |
183.78 |
+1.12 |
509 |
4,021 |
+548 |
Total Volume and Open Interest |
79,073 |
220,906 |
+5,494 |
Gasoline(NYMEX) |
Feb07 |
070105 |
148.41 |
149.71 |
146.00 |
149.31 |
-5.68 |
2,509 |
55,314 |
-466 |
Mar07 |
070105 |
152.75 |
153.85 |
150.52 |
153.45 |
+0.90 |
13,087 |
33,329 |
+2,193 |
Apr07 |
070105 |
166.90 |
168.25 |
165.90 |
167.84 |
+0.26 |
4,341 |
16,273 |
+972 |
May07 |
070105 |
170.64 |
172.00 |
169.47 |
172.00 |
+1.70 |
1,740 |
12,730 |
+166 |
Jun07 |
070105 |
172.75 |
173.00 |
172.20 |
173.00 |
unch |
1,248 |
7,008 |
+60 |
Jul07 |
070105 |
174.50 |
174.50 |
174.00 |
174.50 |
-1.50 |
813 |
6,301 |
+527 |
Aug07 |
070105 |
174.50 |
177.00 |
174.50 |
177.00 |
unch |
584 |
3,202 |
+306 |
Sep07 |
070105 |
173.20 |
173.50 |
173.20 |
173.50 |
-0.35 |
258 |
8,469 |
-11 |
Oct07 |
070105 |
163.00 |
163.30 |
163.00 |
163.30 |
-3.70 |
224 |
1,389 |
+177 |
Nov07 |
070105 |
161.91 |
161.91 |
161.91 |
161.91 |
+2.01 |
110 |
963 |
+86 |
Total Volume and Open Interest |
51,937 |
147,462 |
+6,831 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb07 |
061228 |
159.83 |
159.83 |
159.83 |
159.83 |
+0.42 |
0 |
1 |
+0 |
Mar07 |
070105 |
153.61 |
153.61 |
153.61 |
153.61 |
+0.66 |
|
|
|
Apr07 |
070105 |
168.91 |
168.91 |
168.91 |
168.91 |
+1.16 |
|
|
|
May07 |
070105 |
172.01 |
172.01 |
172.01 |
172.01 |
+1.26 |
|
|
|
Total Volume and Open Interest |
0 |
1 |
+0 |
Natural Gas(NYM) |
Feb07 |
070105 |
6.170 |
6.220 |
6.030 |
6.184 |
+0.022 |
48,532 |
77,955 |
+380 |
Mar07 |
070105 |
6.320 |
6.355 |
6.190 |
6.347 |
+0.017 |
23,685 |
137,056 |
+2,292 |
Apr07 |
070105 |
6.440 |
6.450 |
6.375 |
6.447 |
+0.017 |
13,486 |
101,244 |
+1,347 |
May07 |
070105 |
6.540 |
6.560 |
6.485 |
6.557 |
+0.017 |
8,784 |
44,492 |
-4,291 |
Jun07 |
070105 |
6.640 |
6.670 |
6.570 |
6.660 |
+0.015 |
1,487 |
15,056 |
+241 |
Jul07 |
070105 |
6.740 |
6.775 |
6.740 |
6.768 |
+0.013 |
861 |
14,601 |
+190 |
Aug07 |
070105 |
6.850 |
6.880 |
6.850 |
6.870 |
+0.010 |
276 |
15,610 |
+17 |
Sep07 |
070105 |
6.930 |
6.960 |
6.900 |
6.942 |
+0.007 |
320 |
15,634 |
+86 |
Oct07 |
070105 |
7.070 |
7.100 |
6.960 |
7.087 |
+0.007 |
1,531 |
39,181 |
+397 |
Nov07 |
070105 |
7.790 |
7.800 |
7.750 |
7.782 |
+0.002 |
116 |
22,195 |
-145 |
Dec07 |
070105 |
8.430 |
8.450 |
8.340 |
8.427 |
+0.002 |
241 |
34,203 |
-44 |
Jan08 |
070105 |
8.760 |
8.780 |
8.757 |
8.757 |
+0.002 |
438 |
31,197 |
-60 |
Feb08 |
070105 |
8.775 |
8.800 |
8.730 |
8.772 |
+0.002 |
794 |
16,594 |
+357 |
Mar08 |
070105 |
8.530 |
8.600 |
8.530 |
8.572 |
+0.002 |
131 |
39,142 |
-172 |
Apr08 |
070105 |
7.450 |
7.470 |
7.390 |
7.452 |
+0.002 |
133 |
27,049 |
-114 |
May08 |
070105 |
7.345 |
7.347 |
7.300 |
7.347 |
+0.002 |
329 |
12,582 |
-150 |
Total Volume and Open Interest |
103,711 |
875,849 |
+1,097 |
Brent Crude Oil(ICE) |
Feb07 |
070105 |
54.97 |
55.76 |
54.50 |
55.64 |
+0.53 |
118,022 |
95,723 |
-15,188 |
Mar07 |
070105 |
55.94 |
57.02 |
55.60 |
56.89 |
+0.65 |
82,988 |
162,509 |
+12,401 |
Apr07 |
070105 |
56.85 |
57.95 |
56.57 |
57.89 |
+0.69 |
24,144 |
50,211 |
+5,712 |
May07 |
070105 |
57.89 |
58.72 |
57.36 |
58.72 |
+0.75 |
8,774 |
23,716 |
+3,064 |
Jun07 |
070105 |
58.63 |
59.46 |
58.05 |
59.46 |
+0.83 |
8,468 |
45,045 |
+1,669 |
Jul07 |
070105 |
59.22 |
60.07 |
58.95 |
60.07 |
+0.85 |
0 |
14,020 |
+729 |
Aug07 |
070105 |
60.60 |
60.60 |
60.60 |
60.60 |
+0.86 |
0 |
7,073 |
+391 |
Sep07 |
070105 |
60.00 |
61.04 |
60.00 |
61.04 |
+0.87 |
1,479 |
14,869 |
+676 |
Oct07 |
070105 |
61.43 |
61.43 |
61.43 |
61.43 |
+0.89 |
0 |
9,301 |
+141 |
Nov07 |
070105 |
61.77 |
61.77 |
61.77 |
61.77 |
+0.92 |
0 |
11,153 |
+88 |
Dec07 |
070105 |
61.30 |
62.16 |
60.63 |
62.08 |
+0.93 |
5,440 |
47,630 |
+1,656 |
Jan08 |
070105 |
62.35 |
62.35 |
62.35 |
62.35 |
+0.97 |
0 |
7,145 |
+0 |
Feb08 |
070105 |
62.56 |
62.56 |
62.56 |
62.56 |
+1.01 |
0 |
1,593 |
+100 |
Mar08 |
070105 |
62.72 |
62.72 |
62.72 |
62.72 |
+1.04 |
0 |
2,279 |
+0 |
Total Volume and Open Interest |
253,047 |
569,223 |
+18,492 |
Gas Oil(ICE) |
Jan07 |
070105 |
489.00 |
495.00 |
485.25 |
486.75 |
-7.75 |
39,077 |
44,628 |
-8,308 |
Feb07 |
070105 |
493.00 |
499.00 |
489.00 |
490.50 |
-8.25 |
41,352 |
88,804 |
+6,129 |
Mar07 |
070105 |
500.50 |
504.50 |
495.25 |
496.25 |
-8.25 |
10,690 |
37,360 |
-101 |
Apr07 |
070105 |
507.00 |
509.25 |
501.75 |
502.25 |
-8.75 |
4,895 |
18,622 |
+1,241 |
May07 |
070105 |
514.50 |
516.25 |
508.25 |
508.50 |
-9.50 |
2,905 |
16,248 |
+305 |
Jun07 |
070105 |
522.00 |
523.50 |
515.50 |
515.50 |
-9.50 |
3,256 |
40,779 |
+669 |
Jul07 |
070105 |
525.50 |
526.50 |
523.00 |
523.00 |
-10.00 |
707 |
10,633 |
+331 |
Aug07 |
070105 |
533.75 |
533.75 |
530.25 |
530.25 |
-10.50 |
410 |
3,323 |
+210 |
Sep07 |
070105 |
541.00 |
541.00 |
537.50 |
537.50 |
-10.25 |
1,700 |
9,377 |
+1,263 |
Oct07 |
070105 |
546.50 |
546.50 |
542.25 |
542.25 |
-10.25 |
685 |
3,050 |
+313 |
Total Volume and Open Interest |
109,115 |
323,237 |
+1,669 |
US Dollar Index(ICE) |
Mar07 |
070105 |
84.080 |
84.590 |
83.950 |
84.400 |
+0.310 |
3,791 |
26,479 |
-1,255 |
Jun07 |
070105 |
83.790 |
84.280 |
83.790 |
84.150 |
+0.310 |
1 |
2,026 |
+1 |
Sep07 |
070105 |
83.900 |
83.900 |
83.900 |
83.900 |
+0.310 |
0 |
37 |
+0 |
Total Volume and Open Interest |
3,792 |
28,542 |
-1,254 |
Australian Dollar(CME) |
Mar07 |
070105 |
78.24 |
78.24 |
77.65 |
77.71 |
-0.59 |
9,267 |
123,897 |
-7,979 |
Jun07 |
070105 |
77.50 |
77.50 |
77.50 |
77.50 |
-0.59 |
0 |
251 |
+20 |
Sep07 |
070105 |
77.24 |
77.24 |
77.24 |
77.24 |
-0.59 |
0 |
61 |
+0 |
Total Volume and Open Interest |
9,267 |
124,477 |
-7,960 |
British Pound(CME) |
Mar07 |
070105 |
194.00 |
194.02 |
192.70 |
193.08 |
-1.40 |
2,739 |
139,161 |
-6,047 |
Jun07 |
070105 |
193.03 |
193.03 |
193.03 |
193.03 |
-1.40 |
0 |
80 |
-128 |
Sep07 |
070105 |
192.98 |
192.98 |
192.98 |
192.98 |
-1.40 |
0 |
27 |
+14 |
Total Volume and Open Interest |
2,739 |
139,271 |
-6,161 |
Canadian Dollar(CME) |
Mar07 |
070105 |
85.30 |
85.46 |
85.03 |
85.43 |
+0.32 |
2,341 |
152,818 |
+13,442 |
Jun07 |
070105 |
85.44 |
85.67 |
85.44 |
85.67 |
+0.32 |
5 |
2,789 |
+92 |
Sep07 |
070105 |
85.74 |
85.91 |
85.69 |
85.91 |
+0.32 |
6 |
672 |
+24 |
Dec07 |
070105 |
86.15 |
86.15 |
86.15 |
86.15 |
+0.32 |
66 |
244 |
+68 |
Total Volume and Open Interest |
2,418 |
156,527 |
+13,626 |
Japanese Yen(CME) |
Mar07 |
070105 |
85.50 |
85.51 |
84.84 |
85.11 |
+0.32 |
3,960 |
268,850 |
+6,321 |
Jun07 |
070105 |
86.09 |
86.09 |
86.09 |
86.09 |
+0.32 |
0 |
5,344 |
+199 |
Sep07 |
070105 |
87.02 |
87.02 |
87.02 |
87.02 |
+0.32 |
0 |
5 |
+0 |
Total Volume and Open Interest |
3,960 |
274,344 |
+6,540 |
Swiss Franc(CME) |
Mar07 |
070105 |
81.79 |
81.79 |
81.20 |
81.45 |
-0.19 |
4,493 |
63,863 |
-5,010 |
Jun07 |
070105 |
82.07 |
82.07 |
82.07 |
82.07 |
-0.19 |
0 |
138 |
+5 |
Sep07 |
070105 |
82.64 |
82.64 |
82.64 |
82.64 |
-0.19 |
0 |
48 |
+0 |
Total Volume and Open Interest |
4,493 |
64,093 |
-5,006 |
EuroFX(CME) |
Mar07 |
070105 |
131.29 |
131.30 |
130.23 |
130.52 |
-0.79 |
8,553 |
176,370 |
-12,843 |
Jun07 |
070105 |
130.97 |
130.97 |
130.97 |
130.97 |
-0.79 |
32 |
1,479 |
-4 |
Sep07 |
070105 |
131.34 |
131.34 |
131.34 |
131.34 |
-0.79 |
0 |
299 |
-5 |
Total Volume and Open Interest |
8,585 |
178,348 |
-12,852 |
Mexican Peso(CME) |
Jan07 |
070105 |
913.5 |
913.5 |
913.5 |
913.5 |
-3.8 |
|
|
|
Feb07 |
070105 |
912.0 |
912.0 |
912.0 |
912.0 |
-3.8 |
|
|
|
Total Volume and Open Interest |
|
|
|
30-Year T-Bonds(CBOT) |
Mar07 |
070105 |
112~17 |
112~28 |
111~16 |
112~05 |
-0~08 |
313,335 |
767,586 |
+12,781 |
Jun07 |
070105 |
112~16 |
112~23 |
111~08 |
112~03 |
-0~08 |
274 |
7,323 |
+213 |
Sep07 |
070105 |
111~18 |
112~03 |
111~18 |
112~03 |
-0~08 |
2 |
2 |
+0 |
Total Volume and Open Interest |
313,611 |
774,943 |
+12,994 |
10-Year T-Notes(CBOT) |
Mar07 |
070105 |
108~045 |
108~105 |
107~150 |
107~280 |
-0~060 |
1,011,666 |
2,251,975 |
+57,410 |
Jun07 |
070105 |
108~065 |
108~120 |
107~175 |
107~290 |
-0~065 |
5,552 |
28,119 |
+5,057 |
Total Volume and Open Interest |
1,017,218 |
2,280,094 |
+62,467 |
5-Year T-Notes(CBOT) |
Mar07 |
070105 |
105~200 |
105~200 |
105~010 |
105~095 |
-0~050 |
421,060 |
0 |
+0 |
Jun07 |
070105 |
105~135 |
105~135 |
105~135 |
105~135 |
-0~050 |
8 |
623 |
+20 |
Total Volume and Open Interest |
421,068 |
623 |
-1,332,437 |
2 Year T-Notes(CBOT) |
Mar07 |
070105 |
102~032 |
102~033 |
102~000 |
102~016 |
-0~009 |
2,515 |
747,560 |
+32,856 |
Total Volume and Open Interest |
2,515 |
747,560 |
+32,856 |
Eurodollars(CME) |
Mar07 |
070105 |
94.710 |
94.715 |
94.665 |
94.675 |
-0.020 |
26,689 |
1,311,532 |
-9,307 |
Jun07 |
070105 |
94.915 |
94.915 |
94.785 |
94.830 |
-0.055 |
17,673 |
1,405,390 |
+40,805 |
Sep07 |
070105 |
95.080 |
95.090 |
94.925 |
95.005 |
-0.050 |
20,436 |
1,335,333 |
+13,211 |
Dec07 |
070105 |
95.210 |
95.220 |
95.045 |
95.135 |
-0.050 |
14,183 |
1,285,240 |
+11,240 |
Mar08 |
070105 |
95.150 |
95.200 |
95.125 |
95.200 |
-0.050 |
29,071 |
912,896 |
-824 |
Jun08 |
070105 |
95.315 |
95.315 |
95.160 |
95.235 |
-0.045 |
19,251 |
709,308 |
+2,242 |
Sep08 |
070105 |
95.180 |
95.255 |
95.175 |
95.250 |
-0.040 |
12,320 |
543,390 |
+17,965 |
Dec08 |
070105 |
95.170 |
95.250 |
95.170 |
95.240 |
-0.035 |
11,193 |
369,722 |
+4,642 |
Mar09 |
070105 |
95.180 |
95.240 |
95.165 |
95.235 |
-0.030 |
13,809 |
349,883 |
-1,810 |
Jun09 |
070105 |
95.265 |
95.265 |
95.140 |
95.205 |
-0.025 |
8,282 |
259,981 |
-3,798 |
Sep09 |
070105 |
95.235 |
95.235 |
95.105 |
95.170 |
-0.025 |
7,252 |
193,456 |
-1,332 |
Dec09 |
070105 |
95.065 |
95.120 |
95.065 |
95.120 |
-0.025 |
8,236 |
144,302 |
+1,777 |
Mar10 |
070105 |
95.045 |
95.095 |
95.045 |
95.095 |
-0.025 |
8,769 |
118,108 |
+377 |
Jun10 |
070105 |
95.125 |
95.125 |
95.010 |
95.065 |
-0.025 |
11,998 |
91,931 |
+109 |
Sep10 |
070105 |
94.975 |
95.035 |
94.975 |
95.030 |
-0.025 |
6,672 |
90,258 |
+1,669 |
Dec10 |
070105 |
94.945 |
94.995 |
94.940 |
94.995 |
-0.025 |
6,798 |
96,563 |
+1,632 |
Mar11 |
070105 |
95.035 |
95.035 |
94.925 |
94.975 |
-0.025 |
7,489 |
69,188 |
+168 |
Jun11 |
070105 |
94.910 |
94.950 |
94.910 |
94.950 |
-0.025 |
5,645 |
63,643 |
+381 |
Total Volume and Open Interest |
248,029 |
9,581,431 |
+81,726 |
30 Day Federal Funds(CBOT) |
Jan07 |
070105 |
3.000 |
3.005 |
3.000 |
3.005 |
unch |
174 |
86,375 |
-189 |
Feb07 |
070105 |
3.010 |
3.010 |
3.005 |
3.010 |
unch |
3,788 |
119,440 |
+1,853 |
Mar07 |
070105 |
3.005 |
3.010 |
3.005 |
3.010 |
-0.005 |
332 |
57,490 |
+11,043 |
Apr07 |
070105 |
94.770 |
94.770 |
94.770 |
94.770 |
-0.020 |
112 |
52,711 |
+8,387 |
May07 |
070105 |
94.810 |
94.810 |
94.810 |
94.810 |
-0.030 |
4 |
18,596 |
+4,870 |
Jun07 |
070105 |
94.830 |
94.840 |
94.830 |
94.840 |
-0.030 |
30 |
2,740 |
+561 |
Total Volume and Open Interest |
4,440 |
341,739 |
+26,563 |
30 Day Fed Funds(e-CBOT) |
Jan07 |
070105 |
94.750 |
94.755 |
94.750 |
94.755 |
unch |
1,336 |
0 |
+0 |
Feb07 |
070105 |
94.760 |
94.765 |
94.755 |
94.755 |
-0.005 |
2,612 |
0 |
+0 |
Mar07 |
070105 |
94.765 |
94.770 |
94.750 |
94.760 |
-0.005 |
9,308 |
0 |
+0 |
Apr07 |
070105 |
94.790 |
94.800 |
94.765 |
94.770 |
-0.020 |
12,466 |
0 |
+0 |
May07 |
070105 |
94.840 |
94.850 |
94.800 |
94.805 |
-0.035 |
4,439 |
0 |
+0 |
Jun07 |
070105 |
94.870 |
94.875 |
94.825 |
94.830 |
-0.040 |
830 |
0 |
+0 |
Total Volume and Open Interest |
31,016 |
|
|
3-Mth Euro-Yen(CME) |
Mar07 |
070105 |
99.32 |
99.32 |
99.30 |
99.31 |
unch |
97 |
16,083 |
+16,083 |
Jun07 |
070105 |
99.20 |
99.20 |
99.18 |
99.18 |
-0.01 |
37 |
8,523 |
+8,523 |
Sep07 |
070105 |
99.06 |
99.07 |
99.06 |
99.07 |
-0.01 |
124 |
3,814 |
+3,814 |
Dec07 |
070105 |
98.98 |
98.98 |
98.98 |
98.98 |
unch |
85 |
7,575 |
+7,575 |
Mar08 |
070105 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.01 |
0 |
3,659 |
+3,659 |
Jun08 |
070105 |
98.80 |
98.81 |
98.80 |
98.81 |
-0.03 |
0 |
657 |
+657 |
Sep08 |
070105 |
98.73 |
98.73 |
98.73 |
98.73 |
-0.02 |
0 |
223 |
+223 |
Dec08 |
070105 |
98.66 |
98.66 |
98.66 |
98.66 |
-0.01 |
0 |
4 |
+4 |
Mar09 |
070105 |
98.56 |
98.56 |
98.56 |
98.56 |
+0.01 |
0 |
27 |
+27 |
Jun09 |
070105 |
98.49 |
98.49 |
98.49 |
98.49 |
+0.02 |
0 |
20 |
+20 |
Total Volume and Open Interest |
343 |
40,645 |
+40,645 |
3-Mth Euro-Yen(SGX) |
Mar07 |
070105 |
99.31 |
99.32 |
99.31 |
99.32 |
+0.01 |
3,062 |
84,700 |
-112 |
Jun07 |
070105 |
99.18 |
99.21 |
99.18 |
99.21 |
+0.02 |
1,422 |
47,559 |
+30 |
Sep07 |
070105 |
99.07 |
99.10 |
99.06 |
99.09 |
+0.02 |
3,519 |
36,255 |
+111 |
Dec07 |
070105 |
98.97 |
99.01 |
98.97 |
99.00 |
+0.02 |
1,578 |
43,530 |
+14 |
Mar08 |
070105 |
98.89 |
98.91 |
98.89 |
98.91 |
+0.02 |
699 |
31,601 |
+0 |
Jun08 |
070105 |
98.83 |
98.83 |
98.83 |
98.83 |
+0.02 |
650 |
7,714 |
+0 |
Sep08 |
070105 |
98.75 |
98.75 |
98.75 |
98.75 |
+0.02 |
210 |
2,024 |
+0 |
Dec08 |
070105 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.02 |
0 |
269 |
+0 |
Total Volume and Open Interest |
11,140 |
255,229 |
+43 |
Japanese Gov't Bonds(SGX) |
Mar07 |
070105 |
133.76 |
133.93 |
133.70 |
133.82 |
+0.21 |
6,678 |
38,544 |
-2,124 |
Jun07 |
070105 |
133.82 |
133.82 |
133.82 |
133.82 |
+0.21 |
|
|
|
Sep07 |
070105 |
133.82 |
133.82 |
133.82 |
133.82 |
+0.21 |
|
|
|
Total Volume and Open Interest |
6,678 |
38,544 |
-2,124 |
Euro-Bund(EUREX) |
Mar07 |
070105 |
116.38 |
116.55 |
115.75 |
115.90 |
-0.45 |
1,023,902 |
1,432,334 |
+34,689 |
Jun07 |
070105 |
115.90 |
116.05 |
115.33 |
115.41 |
-0.46 |
230 |
11,686 |
+88 |
Sep07 |
070105 |
115.56 |
115.56 |
115.56 |
115.56 |
-0.45 |
239 |
0 |
+0 |
Total Volume and Open Interest |
1,024,371 |
1,444,020 |
+34,777 |
Euro-Bobl(EUREX) |
Mar07 |
070105 |
109.03 |
109.12 |
108.71 |
108.78 |
-0.23 |
414,923 |
984,901 |
+29,651 |
Jun07 |
070105 |
108.47 |
108.47 |
108.47 |
108.47 |
-0.24 |
0 |
304 |
+0 |
Sep07 |
070105 |
109.67 |
109.67 |
109.67 |
109.67 |
-0.23 |
|
|
|
Total Volume and Open Interest |
414,923 |
985,205 |
+29,651 |
3-Mth Euribor(EUREX) |
Mar07 |
070105 |
96.090 |
96.090 |
96.075 |
96.080 |
-0.010 |
815 |
20,266 |
-409 |
Jun07 |
070105 |
95.965 |
95.965 |
95.930 |
95.935 |
-0.025 |
533 |
9,719 |
+370 |
Sep07 |
070105 |
95.930 |
95.930 |
95.875 |
95.885 |
-0.035 |
1,254 |
6,493 |
-105 |
Total Volume and Open Interest |
3,188 |
48,391 |
-148 |
Long Gilt(LIFFE) |
Mar07 |
070105 |
107~31 |
108~00 |
107~15 |
107~21 |
-0~07 |
63,601 |
313,309 |
+23,184 |
Jun07 |
070105 |
109~16 |
109~16 |
109~16 |
109~16 |
-0~07 |
0 |
28 |
+0 |
Total Volume and Open Interest |
63,601 |
313,337 |
+8,898 |
3-Mth Short Sterling(LIFFE) |
Mar07 |
070105 |
94.52 |
94.54 |
94.51 |
94.52 |
-0.01 |
34,473 |
472,112 |
-5,017 |
Jun07 |
070105 |
94.46 |
94.48 |
94.42 |
94.43 |
-0.03 |
65,009 |
451,963 |
+10,369 |
Sep07 |
070105 |
94.45 |
94.48 |
94.42 |
94.42 |
-0.04 |
64,199 |
422,336 |
+8,661 |
Dec07 |
070105 |
94.47 |
94.50 |
94.43 |
94.44 |
-0.04 |
43,788 |
339,717 |
-5,399 |
Mar08 |
070105 |
94.48 |
94.52 |
94.45 |
94.46 |
-0.03 |
29,574 |
221,476 |
+1,739 |
Jun08 |
070105 |
94.50 |
94.53 |
94.47 |
94.48 |
-0.02 |
34,217 |
149,707 |
+324 |
Total Volume and Open Interest |
288,342 |
2,275,708 |
+13,734 |
3-Mth Euribor(LIFFE) |
Mar07 |
070105 |
96.090 |
96.095 |
96.070 |
96.080 |
-0.010 |
98,393 |
827,829 |
+6,972 |
Jun07 |
070105 |
95.965 |
95.975 |
95.925 |
95.935 |
-0.025 |
113,888 |
663,628 |
+8,151 |
Sep07 |
070105 |
95.920 |
95.935 |
95.875 |
95.890 |
-0.030 |
99,591 |
601,283 |
+10,968 |
Total Volume and Open Interest |
|
|
|
3-Mth Aus T-Bills(SFE) |
Mar07 |
070105 |
93.50 |
93.52 |
93.49 |
93.51 |
+0.01 |
14,250 |
203,078 |
+5,299 |
Jun07 |
070105 |
93.45 |
93.48 |
93.45 |
93.47 |
+0.01 |
21,963 |
246,309 |
+11,850 |
Sep07 |
070105 |
93.47 |
93.51 |
93.47 |
93.50 |
+0.02 |
6,353 |
64,602 |
+3,128 |
Dec07 |
070105 |
93.48 |
93.52 |
93.48 |
93.51 |
+0.02 |
1,696 |
50,942 |
-636 |
Mar08 |
070105 |
93.50 |
93.54 |
93.49 |
93.53 |
+0.03 |
373 |
26,148 |
+373 |
Jun08 |
070105 |
93.51 |
93.54 |
93.51 |
93.54 |
+0.03 |
920 |
23,889 |
-927 |
Sep08 |
070105 |
93.53 |
93.58 |
93.53 |
93.55 |
+0.02 |
182 |
18,732 |
-451 |
Dec08 |
070105 |
93.56 |
93.57 |
93.56 |
93.57 |
+0.03 |
103 |
7,117 |
-50 |
Mar09 |
070105 |
93.56 |
93.57 |
93.56 |
93.57 |
+0.03 |
0 |
1,265 |
-6 |
Jun09 |
070105 |
93.57 |
93.57 |
93.57 |
93.57 |
+0.02 |
0 |
1,915 |
-175 |
Total Volume and Open Interest |
45,840 |
644,275 |
+18,255 |
10-Year Aus T-Bonds(SFE) |
Mar07 |
070105 |
94.16 |
94.21 |
94.16 |
94.20 |
+0.03 |
26,703 |
413,473 |
+6,097 |
Jun07 |
070105 |
94.20 |
94.20 |
94.20 |
94.20 |
+0.03 |
|
|
|
Total Volume and Open Interest |
26,703 |
413,473 |
+6,097 |
3-Year Aus T-Bonds(SFE) |
Mar07 |
070105 |
93.96 |
94.00 |
93.96 |
93.99 |
+0.02 |
46,017 |
473,808 |
+20,321 |
Jun07 |
070105 |
93.99 |
93.99 |
93.99 |
93.99 |
+0.02 |
|
|
|
Total Volume and Open Interest |
46,017 |
473,808 |
+20,321 |
Gold(CMX) |
Feb07 |
070105 |
623.5 |
624.8 |
603.0 |
606.9 |
-19.3 |
58,927 |
185,850 |
-2,376 |
Apr07 |
070105 |
630.0 |
630.5 |
607.2 |
612.9 |
-19.4 |
4,201 |
37,036 |
+3,499 |
Jun07 |
070105 |
636.0 |
637.0 |
615.8 |
618.7 |
-19.6 |
1,599 |
31,221 |
+1,847 |
Aug07 |
070105 |
638.5 |
639.5 |
590.0 |
624.5 |
-19.7 |
367 |
4,165 |
+369 |
Oct07 |
070105 |
638.0 |
638.0 |
620.0 |
630.2 |
-19.8 |
146 |
19,436 |
+669 |
Dec07 |
070105 |
651.0 |
651.0 |
634.0 |
635.8 |
-19.9 |
907 |
42,026 |
+1,687 |
Feb08 |
070105 |
639.5 |
641.2 |
639.5 |
641.2 |
-20.0 |
2 |
2,243 |
+57 |
Apr08 |
070105 |
646.7 |
646.7 |
646.7 |
646.7 |
-20.1 |
0 |
1,883 |
+0 |
Jun08 |
070105 |
672.0 |
672.0 |
652.2 |
652.2 |
-20.2 |
0 |
3,920 |
+1 |
Aug08 |
070105 |
657.7 |
657.7 |
657.7 |
657.7 |
-20.3 |
0 |
251 |
+0 |
Oct08 |
070105 |
663.1 |
663.1 |
663.1 |
663.1 |
-20.4 |
0 |
600 |
+0 |
Dec08 |
070105 |
681.0 |
681.0 |
668.6 |
668.6 |
-20.5 |
168 |
9,495 |
+134 |
Total Volume and Open Interest |
66,421 |
351,370 |
+6,042 |
Silver(CMX) |
Mar07 |
070105 |
1280.0 |
1280.0 |
1212.0 |
1223.0 |
-60.5 |
16,756 |
61,668 |
+693 |
May07 |
070105 |
1279.5 |
1279.5 |
1232.0 |
1234.3 |
-61.0 |
100 |
6,319 |
+155 |
Jul07 |
070105 |
1300.0 |
1300.0 |
1236.0 |
1245.7 |
-61.3 |
152 |
10,779 |
-32 |
Sep07 |
070105 |
1270.0 |
1270.0 |
1257.1 |
1257.1 |
-61.3 |
18 |
4,287 |
+35 |
Dec07 |
070105 |
1323.0 |
1323.0 |
1258.0 |
1270.5 |
-62.0 |
177 |
13,411 |
+534 |
Mar08 |
070105 |
1283.2 |
1283.2 |
1283.2 |
1283.2 |
-62.3 |
0 |
210 |
+0 |
May08 |
070105 |
1290.2 |
1290.2 |
1290.2 |
1290.2 |
-62.6 |
|
|
|
Total Volume and Open Interest |
17,283 |
102,871 |
+1,459 |
Platinum(NYMEX) |
Jan07 |
070105 |
1128.0 |
1128.0 |
1109.0 |
1109.0 |
-23.5 |
14 |
28 |
-134 |
Apr07 |
070105 |
1134.5 |
1137.0 |
1112.0 |
1112.0 |
-23.5 |
434 |
8,222 |
+517 |
Jul07 |
070105 |
1130.0 |
1130.0 |
1117.0 |
1117.0 |
-23.5 |
0 |
36 |
+10 |
Oct07 |
070105 |
1122.0 |
1122.0 |
1122.0 |
1122.0 |
-23.5 |
|
|
|
Total Volume and Open Interest |
448 |
8,286 |
+308 |
Palladium(NYMEX) |
Mar07 |
070105 |
348.80 |
348.80 |
333.00 |
335.10 |
-10.45 |
1,249 |
12,628 |
+840 |
Jun07 |
070105 |
346.00 |
346.00 |
340.10 |
340.10 |
-10.45 |
35 |
66 |
+18 |
Sep07 |
070105 |
345.10 |
345.10 |
345.10 |
345.10 |
-10.45 |
0 |
54 |
+0 |
Total Volume and Open Interest |
1,285 |
12,789 |
+922 |
Copper(CMX) |
Mar07 |
070105 |
260.50 |
261.00 |
252.00 |
253.50 |
-6.70 |
11,451 |
51,172 |
+2,758 |
May07 |
070105 |
260.50 |
260.60 |
253.10 |
254.30 |
-6.90 |
675 |
5,944 |
+584 |
Jul07 |
070105 |
262.00 |
262.00 |
254.55 |
254.55 |
-6.90 |
365 |
2,076 |
+306 |
Sep07 |
070105 |
261.25 |
261.25 |
254.25 |
254.25 |
-6.95 |
39 |
1,117 |
+12 |
Dec07 |
070105 |
257.50 |
257.50 |
250.00 |
251.70 |
-7.00 |
120 |
1,595 |
+68 |
Total Volume and Open Interest |
13,867 |
70,917 |
+3,576 |
Aluminum(CMX) |
Jan07 |
070105 |
116.00 |
116.00 |
116.00 |
116.00 |
-4.50 |
11 |
126 |
-31 |
Feb07 |
070105 |
117.00 |
117.00 |
117.00 |
117.00 |
-4.50 |
11 |
50 |
+9 |
Mar07 |
070105 |
116.00 |
116.00 |
116.00 |
116.00 |
-4.50 |
0 |
41 |
+0 |
Apr07 |
070105 |
115.00 |
115.00 |
115.00 |
115.00 |
-4.50 |
0 |
40 |
+0 |
May07 |
070105 |
114.00 |
114.00 |
114.00 |
114.00 |
-4.50 |
0 |
40 |
+0 |
Jun07 |
070105 |
113.00 |
113.00 |
113.00 |
113.00 |
-4.50 |
0 |
40 |
+0 |
Total Volume and Open Interest |
23 |
668 |
-19 |
DJIA Index(CBOT) |
Mar07 |
070105 |
12498 |
12535 |
12430 |
12450 |
-99 |
4,411 |
64,834 |
+661 |
Jun07 |
070105 |
12555 |
12555 |
12549 |
12549 |
-98 |
3 |
46 |
+2 |
Sep07 |
070105 |
12617 |
12617 |
12617 |
12617 |
-99 |
0 |
9 |
+3 |
Dec07 |
070105 |
12699 |
12699 |
12699 |
12699 |
-99 |
|
|
|
Total Volume and Open Interest |
4,414 |
64,889 |
+594 |
S & P 500(CME) |
Mar07 |
070105 |
1424.00 |
1424.20 |
1414.20 |
1416.40 |
-11.10 |
26,119 |
604,025 |
+5,013 |
Jun07 |
070105 |
1432.00 |
1432.00 |
1427.50 |
1429.10 |
-11.00 |
283 |
13,094 |
-255 |
Sep07 |
070105 |
1442.30 |
1442.30 |
1442.30 |
1442.30 |
-10.90 |
290 |
11,254 |
-132 |
Dec07 |
070105 |
1453.70 |
1453.70 |
1453.70 |
1453.70 |
-10.90 |
2 |
1,812 |
+0 |
Total Volume and Open Interest |
26,694 |
630,560 |
+4,665 |
S & P 500 E-Mini(Globex) |
Mar07 |
070105 |
1427.75 |
1428.50 |
1414.25 |
1416.50 |
-11.00 |
1,032,569 |
1,541,515 |
+58,088 |
Jun07 |
070105 |
1438.50 |
1438.50 |
1427.00 |
1429.00 |
-11.00 |
333 |
13,222 |
+384 |
Total Volume and Open Interest |
1,032,902 |
1,554,737 |
+60,206 |
NASDAQ 100(CME) |
Mar07 |
070105 |
1805.00 |
1805.30 |
1785.00 |
1797.30 |
-15.00 |
5,241 |
43,913 |
-487 |
Jun07 |
070105 |
1818.80 |
1818.80 |
1818.80 |
1818.80 |
-15.00 |
0 |
20 |
+0 |
Sep07 |
070105 |
1840.30 |
1840.30 |
1840.30 |
1840.30 |
-15.00 |
|
|
|
Total Volume and Open Interest |
5,241 |
43,933 |
-420 |
NASDAQ 100 E-Mini(Globex) |
Mar07 |
070105 |
1812.80 |
1816.00 |
1785.80 |
1797.30 |
-15.00 |
367,214 |
342,879 |
+342,879 |
Jun07 |
070105 |
1820.00 |
1822.30 |
1807.00 |
1818.80 |
-15.00 |
49 |
89 |
+39 |
Total Volume and Open Interest |
367,263 |
342,968 |
+24,132 |
S & P Midcap 400(CME) |
Mar07 |
070105 |
812.00 |
812.00 |
804.00 |
804.20 |
-10.50 |
136 |
7,490 |
+51 |
Jun07 |
070105 |
812.40 |
812.40 |
812.40 |
812.40 |
-10.50 |
|
|
|
Sep07 |
070105 |
820.60 |
820.60 |
820.60 |
820.60 |
-10.50 |
|
|
|
Total Volume and Open Interest |
136 |
7,490 |
+48 |
Russell 2000(CME) |
Mar07 |
070105 |
792.00 |
792.25 |
778.75 |
779.20 |
-16.70 |
992 |
24,367 |
+270 |
Jun07 |
070105 |
786.20 |
786.20 |
786.20 |
786.20 |
-16.70 |
0 |
2 |
+1 |
Sep07 |
070105 |
793.20 |
793.20 |
793.20 |
793.20 |
-16.70 |
0 |
8 |
+0 |
Total Volume and Open Interest |
992 |
24,377 |
+256 |
Russell 2000 E-Mini(Globex) |
Mar07 |
070105 |
795.70 |
796.10 |
778.60 |
779.20 |
-16.70 |
194,558 |
354,233 |
+4,996 |
Jun07 |
070105 |
797.60 |
797.60 |
786.20 |
786.20 |
-16.70 |
492 |
333 |
+220 |
Total Volume and Open Interest |
195,050 |
354,566 |
+4,372 |
Value Line(KCBT) |
Mar07 |
070105 |
1930.00 |
1930.00 |
1930.00 |
1930.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar07 |
070105 |
17405 |
17410 |
17015 |
17100 |
-255 |
33,066 |
230,862 |
-2,689 |
Jun07 |
070105 |
17260 |
17260 |
16965 |
17045 |
-260 |
0 |
43 |
+0 |
Total Volume and Open Interest |
33,066 |
231,330 |
-2,690 |
Nikkei 225(SGX) |
Mar07 |
070105 |
17405 |
17410 |
17015 |
17100 |
-255 |
33,066 |
230,862 |
-2,689 |
Jun07 |
070105 |
17260 |
17260 |
16965 |
17045 |
-260 |
0 |
43 |
+0 |
Sep07 |
070105 |
17070 |
17070 |
17045 |
17070 |
-260 |
|
|
|
Total Volume and Open Interest |
33,066 |
231,330 |
-2,690 |
CAC 40(EURONEXT) |
Jan07 |
070105 |
5559.5 |
5575.0 |
5515.0 |
5523.0 |
-60.0 |
100,416 |
419,619 |
+36,733 |
Feb07 |
070105 |
5568.5 |
5589.0 |
5537.0 |
5538.0 |
-60.0 |
284 |
15,062 |
-250 |
Mar07 |
070105 |
5592.0 |
5599.5 |
5550.0 |
5552.5 |
-60.0 |
2,198 |
49,117 |
-606 |
Total Volume and Open Interest |
102,898 |
485,878 |
+35,877 |
Hang Seng Index(HKFE) |
Jan07 |
070105 |
20030 |
20275 |
19820 |
20275 |
+223 |
47,167 |
119,848 |
+2,410 |
Feb07 |
070105 |
20046 |
20330 |
19890 |
20330 |
+217 |
759 |
708 |
+153 |
Mar07 |
070105 |
20070 |
20293 |
19865 |
20293 |
+223 |
422 |
3,245 |
+191 |
Total Volume and Open Interest |
48,444 |
124,848 |
+2,765 |
DAX(EUREX) |
Mar07 |
070105 |
6709.0 |
6711.5 |
6631.5 |
6636.0 |
-86.5 |
142,197 |
221,954 |
+4,241 |
Jun07 |
070105 |
6768.5 |
6770.5 |
6696.0 |
6699.5 |
-87.0 |
409 |
7,788 |
-460 |
Sep07 |
070105 |
6842.0 |
6843.5 |
6772.0 |
6773.0 |
-87.0 |
295 |
1,929 |
+56 |
Total Volume and Open Interest |
142,901 |
231,671 |
+3,837 |
FT-SE 100(EURONEXT) |
Mar07 |
070105 |
6258.00 |
6288.50 |
6211.50 |
6222.50 |
-65.00 |
97,314 |
494,308 |
+4,143 |
Jun07 |
070105 |
6282.00 |
6304.00 |
6236.50 |
6245.50 |
-65.50 |
13,821 |
20,792 |
+11,413 |
Sep07 |
070105 |
6279.50 |
6279.50 |
6279.50 |
6279.50 |
-65.50 |
0 |
535 |
+0 |
Total Volume and Open Interest |
111,136 |
515,636 |
+15,557 |
SPI 200(SFE) |
Mar07 |
070105 |
5552.0 |
5612.0 |
5546.0 |
5560.0 |
-16.0 |
15,320 |
257,825 |
+7,410 |
Jun07 |
070105 |
5630.0 |
5639.0 |
5593.0 |
5595.0 |
-16.0 |
6 |
4,732 |
-128 |
Sep07 |
070105 |
5641.0 |
5641.0 |
5597.0 |
5597.0 |
-15.0 |
125 |
3,021 |
+10 |
Total Volume and Open Interest |
15,458 |
267,571 |
+7,288 |
GSCI(CME) |
Jan07 |
070105 |
405.60 |
406.60 |
400.70 |
406.40 |
+0.50 |
1,903 |
21,982 |
-143 |
Feb07 |
070105 |
412.30 |
412.30 |
412.30 |
412.30 |
+0.60 |
689 |
540 |
+540 |
Mar07 |
070105 |
417.00 |
417.00 |
417.00 |
417.00 |
-7.00 |
|
|
|
Total Volume and Open Interest |
2,592 |
22,522 |
+397 |
RJ/CRB Index(ICE) |
Feb07 |
070105 |
381.75 |
381.75 |
381.75 |
381.75 |
-3.75 |
0 |
7 |
+1 |
Apr07 |
070105 |
382.50 |
384.75 |
382.50 |
384.75 |
-3.25 |
3 |
418 |
+1 |
Jun07 |
070105 |
388.75 |
388.75 |
388.75 |
388.75 |
-3.25 |
76 |
325 |
+325 |
Total Volume and Open Interest |
170 |
947 |
+947 |
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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