 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed January 10, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Jan07 |
070110 |
653.00 |
656.00 |
647.00 |
653.75 |
+0.25 |
3,490 |
2,491 |
-1,494 |
Mar07 |
070110 |
665.00 |
670.00 |
657.00 |
664.75 |
+0.25 |
36,017 |
216,334 |
-3,008 |
May07 |
070110 |
679.00 |
683.50 |
671.50 |
679.25 |
+0.50 |
8,250 |
49,540 |
+44 |
Jul07 |
070110 |
692.00 |
697.00 |
685.00 |
692.50 |
+0.50 |
5,059 |
34,292 |
+448 |
Aug07 |
070110 |
698.00 |
702.00 |
692.00 |
698.50 |
+1.00 |
18 |
2,095 |
+21 |
Sep07 |
070110 |
703.00 |
704.00 |
698.00 |
700.50 |
-0.50 |
129 |
525 |
+76 |
Nov07 |
070110 |
714.00 |
719.00 |
708.00 |
712.75 |
-1.50 |
3,903 |
70,484 |
+16 |
Total Volume and Open Interest |
57,560 |
392,189 |
-3,329 |
Soybean Meal(CBOT) |
Jan07 |
070110 |
186.30 |
188.30 |
184.70 |
187.60 |
+1.00 |
1,391 |
1,420 |
-372 |
Mar07 |
070110 |
190.90 |
193.00 |
189.00 |
191.70 |
+1.00 |
19,216 |
71,146 |
-2,907 |
May07 |
070110 |
195.00 |
196.80 |
193.00 |
195.70 |
+0.80 |
6,024 |
38,012 |
+1,300 |
Jul07 |
070110 |
198.30 |
200.30 |
197.00 |
199.20 |
+0.80 |
6,064 |
42,100 |
+443 |
Aug07 |
070110 |
200.20 |
201.50 |
198.50 |
200.80 |
+1.10 |
558 |
11,535 |
+295 |
Sep07 |
070110 |
201.50 |
203.00 |
200.20 |
202.10 |
+0.70 |
247 |
7,623 |
+51 |
Oct07 |
070110 |
202.90 |
204.20 |
201.20 |
203.20 |
+0.50 |
303 |
3,057 |
+190 |
Dec07 |
070110 |
204.90 |
206.80 |
203.50 |
205.50 |
+0.60 |
1,532 |
14,142 |
+770 |
Total Volume and Open Interest |
35,335 |
189,930 |
-355 |
Soybean Oil(CBOT) |
Jan07 |
070110 |
27.83 |
27.88 |
27.58 |
27.70 |
-0.15 |
1,136 |
1,704 |
+75 |
Mar07 |
070110 |
28.15 |
28.23 |
27.90 |
28.04 |
-0.13 |
17,223 |
139,591 |
-3,908 |
May07 |
070110 |
28.63 |
28.63 |
28.35 |
28.51 |
-0.15 |
3,513 |
45,407 |
+1,085 |
Jul07 |
070110 |
29.05 |
29.13 |
28.85 |
28.93 |
-0.21 |
3,334 |
31,446 |
+734 |
Aug07 |
070110 |
29.20 |
29.20 |
29.08 |
29.10 |
-0.22 |
241 |
5,797 |
+44 |
Sep07 |
070110 |
29.35 |
29.42 |
29.28 |
29.30 |
-0.20 |
199 |
3,017 |
+69 |
Oct07 |
070110 |
29.45 |
29.45 |
29.45 |
29.45 |
-0.18 |
61 |
3,711 |
-3 |
Dec07 |
070110 |
29.85 |
30.08 |
29.85 |
29.87 |
-0.18 |
693 |
24,704 |
+28 |
Total Volume and Open Interest |
26,400 |
255,509 |
-1,524 |
Canola(WCE) |
Jan07 |
070110 |
356.0 |
356.6 |
356.0 |
356.5 |
+0.5 |
10 |
90 |
-205 |
Mar07 |
070110 |
363.4 |
367.0 |
363.1 |
365.1 |
+0.6 |
5,573 |
62,401 |
+528 |
May07 |
070110 |
371.1 |
375.3 |
371.1 |
373.9 |
+0.9 |
257 |
7,309 |
+36 |
Jul07 |
070110 |
380.1 |
382.0 |
378.2 |
381.4 |
+2.1 |
881 |
11,064 |
-460 |
Total Volume and Open Interest |
7,574 |
98,953 |
-653 |
Corn(CBOT) |
Mar07 |
070110 |
354.25 |
363.50 |
352.50 |
360.25 |
+5.75 |
70,963 |
549,978 |
-14,889 |
May07 |
070110 |
364.75 |
373.00 |
362.50 |
370.25 |
+5.75 |
19,528 |
141,101 |
+6,772 |
Jul07 |
070110 |
371.00 |
379.00 |
369.50 |
377.00 |
+6.00 |
22,465 |
210,310 |
+2,137 |
Sep07 |
070110 |
362.00 |
368.00 |
360.50 |
366.00 |
+3.25 |
1,800 |
47,410 |
+501 |
Dec07 |
070110 |
358.50 |
362.50 |
354.50 |
360.00 |
+2.00 |
18,630 |
322,161 |
+1,438 |
Mar08 |
070110 |
364.50 |
368.00 |
361.75 |
368.00 |
+2.50 |
598 |
21,162 |
+129 |
Total Volume and Open Interest |
135,369 |
1,404,774 |
-4,248 |
Wheat(CBOT) |
Mar07 |
070110 |
453.00 |
457.50 |
447.50 |
449.50 |
-3.50 |
18,041 |
236,435 |
-1,674 |
May07 |
070110 |
465.00 |
468.00 |
458.50 |
459.25 |
-6.00 |
4,362 |
45,232 |
+2,136 |
Jul07 |
070110 |
466.50 |
469.50 |
460.50 |
463.00 |
-3.25 |
6,586 |
84,432 |
+136 |
Sep07 |
070110 |
471.50 |
473.50 |
467.00 |
467.75 |
-3.75 |
281 |
5,026 |
+100 |
Dec07 |
070110 |
481.50 |
484.50 |
476.00 |
479.00 |
-2.50 |
849 |
64,247 |
+319 |
Total Volume and Open Interest |
30,424 |
456,494 |
+3,166 |
Wheat(KCBT) |
Mar07 |
070110 |
470.00 |
474.00 |
467.00 |
472.25 |
+0.75 |
8,360 |
60,068 |
+18 |
May07 |
070110 |
480.00 |
482.00 |
475.50 |
479.25 |
-2.00 |
1,778 |
10,338 |
+549 |
Jul07 |
070110 |
477.00 |
478.50 |
472.00 |
476.25 |
-1.50 |
1,510 |
32,224 |
-41 |
Sep07 |
070110 |
481.00 |
483.00 |
477.00 |
482.00 |
-1.00 |
179 |
4,188 |
+67 |
Dec07 |
070110 |
492.00 |
493.50 |
487.00 |
490.00 |
-3.00 |
765 |
6,464 |
-242 |
Total Volume and Open Interest |
12,616 |
116,398 |
+279 |
Wheat(MGE) |
Mar07 |
070110 |
475.50 |
476.00 |
469.00 |
470.25 |
-3.25 |
4,108 |
20,658 |
-1,009 |
May07 |
070110 |
484.00 |
485.00 |
478.25 |
480.25 |
-3.00 |
2,073 |
5,060 |
+88 |
Jul07 |
070110 |
488.00 |
489.25 |
485.00 |
485.00 |
-3.00 |
283 |
2,032 |
-15 |
Sep07 |
070110 |
491.00 |
493.00 |
487.00 |
489.00 |
-6.00 |
365 |
5,408 |
+50 |
Dec07 |
070110 |
499.00 |
499.00 |
494.00 |
495.75 |
-0.75 |
358 |
8,801 |
+175 |
Total Volume and Open Interest |
7,197 |
42,623 |
-1,004 |
Oats(CBOT) |
Mar07 |
070110 |
250.50 |
253.00 |
246.00 |
250.00 |
-2.25 |
1,279 |
7,880 |
-517 |
May07 |
070110 |
259.50 |
259.50 |
254.50 |
257.00 |
-2.50 |
188 |
1,873 |
+64 |
Jul07 |
070110 |
266.00 |
266.50 |
262.00 |
265.00 |
-0.50 |
30 |
675 |
+7 |
Sep07 |
070110 |
251.50 |
251.50 |
251.50 |
251.50 |
-3.00 |
0 |
100 |
+0 |
Total Volume and Open Interest |
1,770 |
14,718 |
-281 |
Rough Rice(CBOT) |
Jan07 |
070110 |
10.37 |
10.39 |
10.37 |
10.37 |
-0.02 |
7 |
91 |
-88 |
Mar07 |
070110 |
10.65 |
10.67 |
10.60 |
10.61 |
-0.06 |
769 |
10,598 |
+18 |
May07 |
070110 |
10.87 |
10.89 |
10.82 |
10.82 |
-0.08 |
242 |
1,841 |
+89 |
Jul07 |
070110 |
10.96 |
10.96 |
10.94 |
10.94 |
-0.09 |
288 |
996 |
+210 |
Total Volume and Open Interest |
1,561 |
15,446 |
+608 |
Live Cattle(CME) |
Feb07 |
070110 |
92.550 |
94.250 |
92.475 |
93.950 |
+1.650 |
25,671 |
113,073 |
-7,381 |
Apr07 |
070110 |
93.900 |
94.800 |
93.650 |
94.775 |
+1.000 |
26,769 |
84,240 |
+5,960 |
Jun07 |
070110 |
88.850 |
89.900 |
88.825 |
89.800 |
+0.925 |
4,776 |
28,693 |
+370 |
Aug07 |
070110 |
87.250 |
87.850 |
87.050 |
87.725 |
+0.475 |
3,327 |
14,814 |
-1,036 |
Oct07 |
070110 |
89.450 |
90.025 |
89.350 |
89.975 |
+0.400 |
1,023 |
7,704 |
-147 |
Dec07 |
070110 |
90.300 |
90.850 |
90.300 |
90.575 |
+0.300 |
160 |
4,046 |
+1 |
Total Volume and Open Interest |
61,785 |
255,284 |
+1,696 |
Feeder Cattle(CME) |
Jan07 |
070110 |
98.250 |
98.650 |
97.800 |
98.175 |
-0.025 |
1,297 |
3,879 |
-492 |
Mar07 |
070110 |
97.100 |
97.650 |
96.650 |
96.850 |
-0.200 |
2,191 |
14,624 |
-84 |
Apr07 |
070110 |
98.850 |
99.250 |
98.275 |
98.700 |
+0.025 |
188 |
2,425 |
+41 |
May07 |
070110 |
99.300 |
99.850 |
99.100 |
99.375 |
+0.200 |
193 |
3,810 |
+44 |
Aug07 |
070110 |
102.400 |
102.675 |
102.100 |
102.550 |
+0.150 |
55 |
2,272 |
-5 |
Sep07 |
070110 |
101.500 |
101.500 |
101.400 |
101.450 |
-0.250 |
20 |
1,000 |
+12 |
Oct07 |
070110 |
101.500 |
102.100 |
101.500 |
102.100 |
+0.100 |
4 |
83 |
-3 |
Total Volume and Open Interest |
3,948 |
28,093 |
-402 |
Lean Hogs(CME) |
Feb07 |
070110 |
59.650 |
61.225 |
59.350 |
60.550 |
+0.800 |
23,947 |
66,929 |
-11,360 |
Apr07 |
070110 |
63.000 |
64.200 |
62.525 |
64.050 |
+1.000 |
20,279 |
49,222 |
+3,337 |
May07 |
070110 |
69.700 |
70.550 |
69.300 |
70.500 |
+0.525 |
80 |
3,033 |
+0 |
Jun07 |
070110 |
71.200 |
72.400 |
71.050 |
72.350 |
+0.550 |
3,448 |
26,864 |
+693 |
Jul07 |
070110 |
70.000 |
70.900 |
69.600 |
70.825 |
+0.725 |
1,200 |
8,315 |
+88 |
Aug07 |
070110 |
68.300 |
69.400 |
68.200 |
69.250 |
+0.750 |
1,275 |
5,549 |
+518 |
Oct07 |
070110 |
62.050 |
62.700 |
61.900 |
62.675 |
+0.425 |
261 |
6,001 |
+103 |
Dec07 |
070110 |
61.400 |
61.800 |
61.000 |
61.750 |
+0.350 |
133 |
4,548 |
+51 |
Total Volume and Open Interest |
50,626 |
170,646 |
-8,458 |
Pork Bellies(CME) |
Feb07 |
070110 |
88.300 |
90.500 |
87.900 |
89.900 |
+1.500 |
259 |
835 |
+10 |
Mar07 |
070110 |
89.000 |
90.400 |
89.000 |
90.400 |
+1.400 |
32 |
100 |
+2 |
May07 |
070110 |
90.200 |
91.475 |
90.200 |
90.750 |
+0.750 |
2 |
86 |
+0 |
Jul07 |
070110 |
92.000 |
92.650 |
92.000 |
92.650 |
+0.800 |
1 |
100 |
+0 |
Aug07 |
070110 |
91.700 |
91.700 |
91.700 |
91.700 |
unch |
0 |
39 |
+0 |
Total Volume and Open Interest |
294 |
1,160 |
+35 |
Class III Milk(CME) |
Jan07 |
070110 |
13.40 |
13.44 |
13.35 |
13.37 |
-0.03 |
35 |
2,738 |
+9 |
Feb07 |
070110 |
13.52 |
13.55 |
13.43 |
13.43 |
-0.09 |
62 |
2,666 |
-2 |
Mar07 |
070110 |
13.58 |
13.65 |
13.50 |
13.50 |
-0.11 |
59 |
2,538 |
-6 |
Apr07 |
070110 |
13.80 |
13.80 |
13.75 |
13.75 |
-0.05 |
40 |
2,260 |
-2 |
May07 |
070110 |
14.08 |
14.15 |
14.00 |
14.06 |
-0.06 |
93 |
2,214 |
+8 |
Total Volume and Open Interest |
415 |
24,894 |
+261 |
Cocoa(ICE) |
Mar07 |
070110 |
1609 |
1624 |
1605 |
1617 |
+29 |
8,112 |
71,572 |
+111 |
May07 |
070110 |
1647 |
1650 |
1634 |
1645 |
+29 |
2,383 |
26,045 |
+965 |
Jul07 |
070110 |
1672 |
1672 |
1657 |
1666 |
+29 |
1,247 |
12,186 |
+310 |
Sep07 |
070110 |
1685 |
1685 |
1681 |
1685 |
+29 |
509 |
15,699 |
+269 |
Dec07 |
070110 |
1710 |
1710 |
1704 |
1704 |
+29 |
206 |
14,309 |
+105 |
Mar08 |
070110 |
1720 |
1720 |
1720 |
1720 |
+29 |
80 |
5,080 |
+10 |
May08 |
070110 |
1743 |
1743 |
1743 |
1743 |
+29 |
0 |
2,431 |
+0 |
Total Volume and Open Interest |
12,693 |
150,161 |
+689 |
Coffee "C"(ICE) |
Mar07 |
070110 |
118.30 |
121.40 |
118.10 |
120.75 |
+2.35 |
14,688 |
79,411 |
-2,079 |
May07 |
070110 |
121.50 |
124.00 |
121.50 |
123.85 |
+2.35 |
3,295 |
22,922 |
+1,817 |
Jul07 |
070110 |
124.50 |
126.70 |
124.50 |
126.70 |
+2.35 |
535 |
7,113 |
+80 |
Sep07 |
070110 |
127.25 |
129.45 |
127.25 |
129.45 |
+2.40 |
177 |
3,652 |
+54 |
Dec07 |
070110 |
131.00 |
132.75 |
131.00 |
132.75 |
+2.40 |
61 |
3,244 |
-88 |
Mar08 |
070110 |
136.00 |
136.00 |
136.00 |
136.00 |
+2.55 |
64 |
2,709 |
-8 |
Total Volume and Open Interest |
18,853 |
125,640 |
-801 |
Orange Juice(ICE) |
Jan07 |
070110 |
204.95 |
204.95 |
197.90 |
197.90 |
-4.70 |
106 |
223 |
-46 |
Mar07 |
070110 |
196.80 |
197.50 |
196.00 |
196.50 |
-0.05 |
1,471 |
21,634 |
+140 |
May07 |
070110 |
194.60 |
195.25 |
194.00 |
194.15 |
-0.45 |
494 |
2,151 |
-23 |
Jul07 |
070110 |
192.50 |
192.50 |
191.50 |
191.90 |
-0.10 |
72 |
683 |
+18 |
Sep07 |
070110 |
188.90 |
188.90 |
188.90 |
188.90 |
-0.10 |
0 |
275 |
+0 |
Nov07 |
070110 |
182.90 |
183.00 |
182.90 |
182.90 |
-0.10 |
10 |
2,141 |
+10 |
Total Volume and Open Interest |
2,153 |
27,292 |
+269 |
Sugar #11(ICE) |
Mar07 |
070110 |
10.98 |
11.14 |
10.90 |
11.12 |
+0.02 |
54,596 |
265,544 |
-2,440 |
May07 |
070110 |
11.12 |
11.26 |
11.02 |
11.23 |
+0.04 |
22,252 |
90,389 |
-1,287 |
Jul07 |
070110 |
11.03 |
11.14 |
10.93 |
11.12 |
+0.04 |
9,937 |
89,489 |
+1,774 |
Oct07 |
070110 |
11.20 |
11.29 |
11.12 |
11.29 |
+0.03 |
3,645 |
57,906 |
-311 |
Mar08 |
070110 |
11.54 |
11.63 |
11.45 |
11.63 |
+0.01 |
6,412 |
52,464 |
+1,280 |
Total Volume and Open Interest |
99,717 |
597,980 |
+9,819 |
Sugar #14(ICE) |
Mar07 |
070110 |
19.95 |
20.05 |
19.95 |
20.00 |
+0.05 |
286 |
3,331 |
-172 |
May07 |
070110 |
19.90 |
19.95 |
19.85 |
19.87 |
unch |
83 |
2,593 |
-18 |
Jul07 |
070110 |
19.98 |
19.98 |
19.88 |
19.90 |
-0.09 |
0 |
2,366 |
+0 |
Sep07 |
070110 |
19.95 |
19.95 |
19.95 |
19.95 |
-0.05 |
27 |
1,814 |
+1 |
Nov07 |
070110 |
19.68 |
19.71 |
19.68 |
19.71 |
+0.03 |
14 |
1,514 |
+2 |
Total Volume and Open Interest |
430 |
11,827 |
-187 |
London Cocoa(LCE) |
Mar07 |
070110 |
883 |
909 |
876 |
904 |
+24 |
8,194 |
67,430 |
+1,323 |
May07 |
070110 |
899 |
923 |
893 |
919 |
+24 |
1,134 |
31,975 |
+566 |
Jul07 |
070110 |
912 |
932 |
912 |
931 |
+24 |
598 |
25,824 |
+21 |
Sep07 |
070110 |
924 |
944 |
919 |
944 |
+23 |
342 |
29,366 |
+19 |
Dec07 |
070110 |
920 |
940 |
915 |
939 |
+21 |
4,740 |
29,052 |
+4,491 |
Mar08 |
070110 |
923 |
944 |
923 |
944 |
+21 |
304 |
8,089 |
+291 |
May08 |
070110 |
952 |
952 |
952 |
952 |
+20 |
2 |
1,153 |
+0 |
Total Volume and Open Interest |
15,314 |
194,115 |
+6,413 |
London Coffee(LCE) |
Jan07 |
070110 |
1551.00 |
1574.00 |
1515.00 |
1549.00 |
-7.00 |
1,440 |
6,103 |
-47 |
Mar07 |
070110 |
1534.00 |
1541.00 |
1493.00 |
1521.00 |
-19.00 |
11,809 |
88,130 |
+1,496 |
May07 |
070110 |
1522.00 |
1532.00 |
1487.00 |
1513.00 |
-15.00 |
4,859 |
31,681 |
+2,105 |
Jul07 |
070110 |
1499.00 |
1524.00 |
1475.00 |
1503.00 |
-14.00 |
870 |
7,559 |
+567 |
Sep07 |
070110 |
1481.00 |
1515.00 |
1463.00 |
1491.00 |
-13.00 |
1,258 |
5,863 |
+1,077 |
Nov07 |
070110 |
1470.00 |
1490.00 |
1435.00 |
1463.00 |
-6.00 |
48 |
2,198 |
+8 |
Total Volume and Open Interest |
20,332 |
144,672 |
+6,875 |
London Sugar(LCE) |
Mar07 |
070110 |
335.00 |
336.00 |
330.10 |
331.50 |
-3.50 |
4,955 |
23,843 |
-138 |
May07 |
070110 |
329.40 |
331.30 |
325.00 |
325.70 |
-3.70 |
2,958 |
16,520 |
-594 |
Aug07 |
070110 |
324.20 |
324.20 |
318.70 |
319.00 |
-3.00 |
311 |
6,700 |
+239 |
Oct07 |
070110 |
315.10 |
315.10 |
312.00 |
313.20 |
-1.80 |
62 |
4,027 |
-31 |
Dec07 |
070110 |
315.10 |
317.50 |
314.50 |
315.20 |
-1.80 |
10 |
1,084 |
+10 |
Total Volume and Open Interest |
8,481 |
56,591 |
+708 |
Cotton(ICE) |
Mar07 |
070110 |
54.25 |
54.40 |
53.35 |
53.93 |
-0.17 |
9,907 |
108,678 |
-228 |
May07 |
070110 |
54.97 |
55.00 |
54.01 |
54.75 |
-0.22 |
1,462 |
25,264 |
+311 |
Jul07 |
070110 |
55.74 |
55.80 |
54.90 |
55.40 |
-0.34 |
922 |
13,256 |
+269 |
Oct07 |
070110 |
57.55 |
57.55 |
57.55 |
57.55 |
-0.05 |
0 |
144 |
+0 |
Dec07 |
070110 |
58.50 |
58.70 |
58.00 |
58.55 |
-0.04 |
1,022 |
20,968 |
+414 |
Mar08 |
070110 |
60.50 |
60.55 |
60.25 |
60.55 |
-0.05 |
0 |
1,564 |
+0 |
Total Volume and Open Interest |
13,323 |
170,473 |
+2,018 |
Lumber(CME) |
Jan07 |
070110 |
272.5 |
272.5 |
267.3 |
268.6 |
-3.5 |
337 |
222 |
-146 |
Mar07 |
070110 |
287.5 |
287.5 |
279.0 |
282.9 |
-4.6 |
720 |
4,782 |
+45 |
May07 |
070110 |
304.0 |
304.0 |
300.0 |
301.6 |
-3.9 |
105 |
671 |
-4 |
Jul07 |
070110 |
313.0 |
313.0 |
309.7 |
309.7 |
-4.7 |
33 |
212 |
+8 |
Total Volume and Open Interest |
1,220 |
5,972 |
-71 |
Crude Oil(NYM) |
Feb07 |
070110 |
55.00 |
55.05 |
53.80 |
54.02 |
-1.62 |
333,330 |
251,465 |
-42,310 |
Mar07 |
070110 |
55.90 |
55.95 |
54.80 |
54.96 |
-1.78 |
190,608 |
238,684 |
+15,703 |
Apr07 |
070110 |
56.90 |
56.95 |
55.88 |
55.88 |
-1.91 |
40,304 |
66,753 |
+930 |
May07 |
070110 |
57.50 |
57.50 |
56.72 |
56.72 |
-1.97 |
17,447 |
44,310 |
+595 |
Jun07 |
070110 |
58.35 |
58.35 |
57.48 |
57.48 |
-2.01 |
22,919 |
81,163 |
+2,113 |
Jul07 |
070110 |
58.92 |
58.92 |
58.17 |
58.17 |
-2.02 |
3,347 |
24,189 |
+19 |
Aug07 |
070110 |
59.52 |
59.52 |
58.78 |
58.78 |
-2.02 |
4,083 |
19,073 |
+790 |
Sep07 |
070110 |
59.32 |
59.32 |
59.32 |
59.32 |
-2.01 |
2,664 |
26,576 |
+25 |
Oct07 |
070110 |
59.78 |
59.78 |
59.78 |
59.78 |
-2.00 |
1,408 |
17,580 |
+156 |
Nov07 |
070110 |
60.19 |
60.19 |
60.19 |
60.19 |
-1.99 |
756 |
12,610 |
-177 |
Dec07 |
070110 |
61.50 |
61.50 |
60.40 |
60.54 |
-1.97 |
16,332 |
143,212 |
+295 |
Jan08 |
070110 |
60.85 |
60.85 |
60.85 |
60.85 |
-1.95 |
544 |
23,207 |
+80 |
Feb08 |
070110 |
61.08 |
61.08 |
61.08 |
61.08 |
-1.95 |
25 |
11,198 |
+0 |
Mar08 |
070110 |
61.30 |
61.30 |
61.30 |
61.30 |
-1.95 |
969 |
18,683 |
-681 |
Apr08 |
070110 |
61.49 |
61.49 |
61.49 |
61.49 |
-1.93 |
1,344 |
14,983 |
+764 |
May08 |
070110 |
61.67 |
61.67 |
61.67 |
61.67 |
-1.90 |
250 |
6,419 |
+0 |
Total Volume and Open Interest |
657,549 |
1,280,292 |
+5,949 |
Heating Oil(NYM) |
Feb07 |
070110 |
155.25 |
155.30 |
151.75 |
152.55 |
-3.10 |
45,792 |
78,364 |
-5,951 |
Mar07 |
070110 |
158.30 |
158.50 |
155.25 |
155.75 |
-3.35 |
24,235 |
54,495 |
+2,488 |
Apr07 |
070110 |
160.25 |
160.25 |
157.85 |
157.95 |
-3.60 |
5,967 |
22,224 |
+651 |
May07 |
070110 |
159.20 |
161.00 |
159.10 |
159.40 |
-3.65 |
1,716 |
8,613 |
-74 |
Jun07 |
070110 |
161.50 |
162.25 |
160.90 |
160.90 |
-3.60 |
3,637 |
18,808 |
+249 |
Jul07 |
070110 |
163.75 |
164.50 |
163.00 |
163.00 |
-3.55 |
632 |
7,218 |
+117 |
Aug07 |
070110 |
167.20 |
167.50 |
165.35 |
165.35 |
-3.55 |
68 |
2,865 |
+59 |
Sep07 |
070110 |
169.25 |
170.10 |
167.95 |
167.95 |
-3.50 |
568 |
5,289 |
-245 |
Oct07 |
070110 |
171.85 |
172.50 |
171.00 |
171.00 |
-3.40 |
610 |
1,996 |
-51 |
Nov07 |
070110 |
176.00 |
176.00 |
174.15 |
174.15 |
-3.35 |
15 |
1,454 |
+14 |
Dec07 |
070110 |
180.25 |
180.25 |
177.35 |
177.35 |
-3.30 |
1,476 |
10,448 |
-87 |
Jan08 |
070110 |
181.10 |
181.10 |
179.50 |
179.50 |
-3.25 |
319 |
4,307 |
+42 |
Total Volume and Open Interest |
85,171 |
221,033 |
-1,833 |
Gasoline(NYMEX) |
Feb07 |
070110 |
147.04 |
147.18 |
142.15 |
142.40 |
-4.85 |
31,490 |
57,571 |
-1,287 |
Mar07 |
070110 |
150.97 |
151.18 |
145.99 |
146.25 |
-5.29 |
13,805 |
37,279 |
+1,377 |
Apr07 |
070110 |
166.50 |
166.50 |
161.92 |
162.29 |
-4.96 |
5,572 |
18,294 |
-238 |
May07 |
070110 |
170.16 |
170.16 |
165.50 |
166.25 |
-4.25 |
1,435 |
13,509 |
+230 |
Jun07 |
070110 |
169.64 |
169.64 |
167.80 |
168.00 |
-4.80 |
939 |
7,675 |
+55 |
Jul07 |
070110 |
171.90 |
171.90 |
170.00 |
170.00 |
-5.00 |
768 |
6,904 |
+285 |
Aug07 |
070110 |
172.00 |
172.00 |
171.00 |
171.00 |
-3.50 |
279 |
3,554 |
+36 |
Sep07 |
070110 |
169.22 |
169.22 |
169.22 |
169.22 |
-3.94 |
533 |
8,884 |
+86 |
Oct07 |
070110 |
159.47 |
159.47 |
159.47 |
159.47 |
-3.53 |
206 |
1,648 |
+27 |
Nov07 |
070110 |
156.32 |
156.32 |
156.32 |
156.32 |
-3.18 |
79 |
950 |
+1 |
Total Volume and Open Interest |
55,547 |
157,887 |
+907 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb07 |
061228 |
159.83 |
159.83 |
159.83 |
159.83 |
+0.42 |
0 |
1 |
+0 |
Mar07 |
070110 |
147.00 |
147.00 |
146.87 |
146.87 |
-3.99 |
|
|
|
Apr07 |
070110 |
162.32 |
162.32 |
162.32 |
162.32 |
-4.44 |
|
|
|
May07 |
070110 |
165.67 |
165.67 |
165.67 |
165.67 |
-4.34 |
|
|
|
Total Volume and Open Interest |
0 |
2 |
+0 |
Natural Gas(NYM) |
Feb07 |
070110 |
6.695 |
6.800 |
6.580 |
6.755 |
+0.124 |
61,093 |
70,904 |
-6,228 |
Mar07 |
070110 |
6.750 |
6.860 |
6.673 |
6.831 |
+0.087 |
35,123 |
148,996 |
+4,941 |
Apr07 |
070110 |
6.810 |
6.886 |
6.775 |
6.886 |
+0.067 |
11,237 |
104,016 |
-761 |
May07 |
070110 |
6.890 |
6.975 |
6.890 |
6.966 |
+0.052 |
5,033 |
45,202 |
+394 |
Jun07 |
070110 |
6.990 |
7.060 |
6.990 |
7.051 |
+0.042 |
2,500 |
14,945 |
-116 |
Jul07 |
070110 |
7.090 |
7.136 |
7.090 |
7.136 |
+0.032 |
1,333 |
14,832 |
+9 |
Aug07 |
070110 |
7.190 |
7.250 |
7.190 |
7.221 |
+0.027 |
610 |
16,125 |
+4 |
Sep07 |
070110 |
7.220 |
7.286 |
7.220 |
7.286 |
+0.027 |
363 |
15,602 |
-62 |
Oct07 |
070110 |
7.370 |
7.450 |
7.370 |
7.421 |
+0.032 |
1,836 |
39,813 |
-57 |
Nov07 |
070110 |
8.070 |
8.086 |
8.070 |
8.086 |
+0.022 |
188 |
22,246 |
-12 |
Dec07 |
070110 |
8.726 |
8.726 |
8.726 |
8.726 |
+0.022 |
407 |
34,881 |
+118 |
Jan08 |
070110 |
9.030 |
9.041 |
8.990 |
9.041 |
+0.017 |
1,515 |
31,889 |
+232 |
Feb08 |
070110 |
9.010 |
9.056 |
9.010 |
9.056 |
+0.022 |
62 |
16,679 |
+31 |
Mar08 |
070110 |
8.770 |
8.851 |
8.770 |
8.851 |
+0.022 |
686 |
38,868 |
-122 |
Apr08 |
070110 |
7.650 |
7.661 |
7.580 |
7.661 |
+0.002 |
440 |
26,951 |
-37 |
May08 |
070110 |
7.520 |
7.546 |
7.520 |
7.546 |
-0.003 |
42 |
12,669 |
+6 |
Total Volume and Open Interest |
124,294 |
887,510 |
+4,360 |
Brent Crude Oil(ICE) |
Feb07 |
070110 |
55.18 |
55.31 |
53.09 |
53.69 |
-1.49 |
100,681 |
61,507 |
+61,507 |
Mar07 |
070110 |
56.22 |
56.38 |
54.09 |
54.63 |
-1.75 |
106,110 |
144,419 |
+144,419 |
Apr07 |
070110 |
57.19 |
57.26 |
55.22 |
55.56 |
-1.86 |
46,428 |
75,709 |
+75,709 |
May07 |
070110 |
58.05 |
58.05 |
56.31 |
56.37 |
-1.89 |
18,228 |
26,924 |
+26,924 |
Jun07 |
070110 |
58.73 |
58.73 |
57.06 |
57.10 |
-1.89 |
17,564 |
46,248 |
+46,248 |
Jul07 |
070110 |
59.40 |
59.40 |
57.74 |
57.74 |
-1.91 |
3,178 |
16,156 |
+16,156 |
Aug07 |
070110 |
58.34 |
58.34 |
58.34 |
58.34 |
-1.89 |
613 |
7,518 |
+7,518 |
Sep07 |
070110 |
58.86 |
58.86 |
58.86 |
58.86 |
-1.87 |
561 |
14,180 |
+14,180 |
Oct07 |
070110 |
59.32 |
59.32 |
59.32 |
59.32 |
-1.85 |
505 |
10,102 |
+10,102 |
Nov07 |
070110 |
59.72 |
59.72 |
59.72 |
59.72 |
-1.84 |
473 |
10,944 |
+10,944 |
Dec07 |
070110 |
61.35 |
61.35 |
60.01 |
60.05 |
-1.83 |
10,485 |
47,793 |
+47,793 |
Jan08 |
070110 |
60.38 |
60.38 |
60.38 |
60.38 |
-1.80 |
50 |
7,180 |
+7,180 |
Feb08 |
070110 |
60.65 |
60.65 |
60.65 |
60.65 |
-1.81 |
25 |
1,618 |
+1,618 |
Mar08 |
070110 |
60.88 |
60.88 |
60.88 |
60.88 |
-1.79 |
0 |
2,279 |
+2,279 |
Total Volume and Open Interest |
310,855 |
551,077 |
-8,159 |
Gas Oil(ICE) |
Jan07 |
070110 |
491.00 |
496.50 |
482.25 |
484.50 |
-0.25 |
27,675 |
29,991 |
-4,080 |
Feb07 |
070110 |
493.25 |
499.75 |
485.00 |
487.50 |
-0.50 |
43,388 |
92,432 |
+2,715 |
Mar07 |
070110 |
498.50 |
504.25 |
490.75 |
493.00 |
-0.50 |
21,649 |
44,302 |
+4,040 |
Apr07 |
070110 |
504.00 |
507.50 |
497.00 |
498.50 |
-0.50 |
7,420 |
18,906 |
-59 |
May07 |
070110 |
512.00 |
512.00 |
503.00 |
504.50 |
-1.00 |
3,402 |
16,436 |
-520 |
Jun07 |
070110 |
518.75 |
519.50 |
509.50 |
511.25 |
-1.00 |
4,891 |
41,410 |
+1,049 |
Jul07 |
070110 |
526.75 |
526.75 |
518.25 |
518.25 |
-1.25 |
1,711 |
13,155 |
+957 |
Aug07 |
070110 |
531.75 |
533.75 |
525.00 |
525.00 |
-1.50 |
497 |
4,901 |
+25 |
Sep07 |
070110 |
538.75 |
542.00 |
531.75 |
531.75 |
-1.50 |
1,251 |
11,989 |
+1,044 |
Oct07 |
070110 |
537.00 |
537.00 |
537.00 |
537.00 |
-1.25 |
69 |
3,111 |
+58 |
Total Volume and Open Interest |
113,981 |
329,284 |
+5,567 |
US Dollar Index(ICE) |
Mar07 |
070110 |
84.560 |
84.910 |
84.510 |
84.850 |
+0.330 |
2,719 |
23,864 |
-317 |
Jun07 |
070110 |
84.600 |
84.600 |
84.600 |
84.600 |
+0.330 |
12 |
2,036 |
+8 |
Sep07 |
070110 |
84.350 |
84.350 |
84.350 |
84.350 |
+0.330 |
0 |
37 |
+0 |
Total Volume and Open Interest |
2,731 |
25,937 |
-309 |
Australian Dollar(CME) |
Mar07 |
070110 |
77.74 |
77.74 |
77.35 |
77.54 |
-0.45 |
7,723 |
115,674 |
-3,746 |
Jun07 |
070110 |
77.33 |
77.33 |
77.33 |
77.33 |
-0.45 |
8 |
265 |
+33 |
Sep07 |
070110 |
77.07 |
77.07 |
77.07 |
77.07 |
-0.45 |
0 |
61 |
+0 |
Total Volume and Open Interest |
7,731 |
116,268 |
-1,005 |
British Pound(CME) |
Mar07 |
070110 |
193.76 |
193.90 |
193.35 |
193.36 |
-0.66 |
1,762 |
132,396 |
-102 |
Jun07 |
070110 |
193.31 |
193.31 |
193.31 |
193.31 |
-0.66 |
0 |
298 |
-25 |
Sep07 |
070110 |
193.26 |
193.26 |
193.26 |
193.26 |
-0.66 |
0 |
32 |
+0 |
Total Volume and Open Interest |
1,763 |
132,731 |
-2,066 |
Canadian Dollar(CME) |
Mar07 |
070110 |
85.07 |
85.22 |
84.99 |
85.21 |
unch |
4,554 |
152,066 |
-1,069 |
Jun07 |
070110 |
85.30 |
85.46 |
85.30 |
85.44 |
-0.01 |
7 |
2,869 |
+35 |
Sep07 |
070110 |
85.58 |
85.68 |
85.58 |
85.68 |
-0.01 |
1 |
695 |
+3 |
Dec07 |
070110 |
85.90 |
85.92 |
85.90 |
85.92 |
-0.01 |
36 |
289 |
+39 |
Total Volume and Open Interest |
4,598 |
155,922 |
-3,239 |
Japanese Yen(CME) |
Mar07 |
070110 |
84.53 |
84.55 |
84.24 |
84.37 |
-0.19 |
7,383 |
282,114 |
+8,079 |
Jun07 |
070110 |
85.35 |
85.35 |
85.35 |
85.35 |
-0.19 |
0 |
5,655 |
+56 |
Sep07 |
070110 |
86.28 |
86.28 |
86.28 |
86.28 |
-0.19 |
0 |
5 |
+0 |
Total Volume and Open Interest |
7,383 |
287,999 |
+6,330 |
Swiss Franc(CME) |
Mar07 |
070110 |
80.95 |
80.97 |
80.64 |
80.73 |
-0.31 |
1,275 |
80,658 |
+4,197 |
Jun07 |
070110 |
81.35 |
81.35 |
81.35 |
81.35 |
-0.31 |
0 |
175 |
+0 |
Sep07 |
070110 |
81.92 |
81.92 |
81.92 |
81.92 |
-0.31 |
0 |
48 |
+0 |
Total Volume and Open Interest |
1,275 |
80,925 |
+9,891 |
EuroFX(CME) |
Mar07 |
070110 |
130.26 |
130.30 |
129.70 |
129.78 |
-0.64 |
2,289 |
181,333 |
-2,352 |
Jun07 |
070110 |
130.23 |
130.23 |
130.23 |
130.23 |
-0.64 |
6 |
1,462 |
+26 |
Sep07 |
070110 |
130.60 |
130.60 |
130.60 |
130.60 |
-0.64 |
0 |
300 |
+0 |
Total Volume and Open Interest |
2,295 |
183,293 |
+6,461 |
Mexican Peso(CME) |
Jan07 |
070110 |
909.5 |
909.5 |
909.5 |
909.5 |
+1.5 |
|
|
|
Feb07 |
070110 |
908.0 |
908.0 |
908.0 |
908.0 |
+1.5 |
|
|
|
Total Volume and Open Interest |
|
|
|
30-Year T-Bonds(CBOT) |
Mar07 |
070110 |
112~04 |
112~08 |
111~18 |
111~26 |
-0~10 |
252,310 |
775,070 |
+4,936 |
Jun07 |
070110 |
111~20 |
111~25 |
111~20 |
111~24 |
-0~10 |
193 |
8,477 |
-20 |
Sep07 |
070110 |
111~24 |
111~24 |
111~24 |
111~24 |
-0~10 |
0 |
1 |
-1 |
Total Volume and Open Interest |
252,503 |
783,578 |
-1,869 |
10-Year T-Notes(CBOT) |
Mar07 |
070110 |
107~255 |
107~285 |
107~165 |
107~220 |
-0~040 |
722,287 |
2,258,036 |
-7,702 |
Jun07 |
070110 |
107~235 |
107~235 |
107~195 |
107~230 |
-0~040 |
9,134 |
46,240 |
+4,939 |
Total Volume and Open Interest |
731,421 |
2,304,276 |
-30,529 |
5-Year T-Notes(CBOT) |
Mar07 |
070110 |
105~065 |
105~075 |
105~015 |
105~055 |
-0~020 |
335,567 |
0 |
+0 |
Jun07 |
070110 |
105~110 |
105~110 |
105~095 |
105~095 |
-0~020 |
32 |
641 |
+18 |
Total Volume and Open Interest |
335,599 |
641 |
-1,425,899 |
2 Year T-Notes(CBOT) |
Mar07 |
070110 |
102~004 |
102~005 |
101~126 |
102~002 |
-0~004 |
2,556 |
778,938 |
+8,892 |
Total Volume and Open Interest |
2,556 |
778,938 |
+8,905 |
Eurodollars(CME) |
Mar07 |
070110 |
94.660 |
94.665 |
94.655 |
94.665 |
unch |
17,879 |
1,293,667 |
+448 |
Jun07 |
070110 |
94.775 |
94.775 |
94.750 |
94.765 |
-0.015 |
23,487 |
1,363,670 |
-6,462 |
Sep07 |
070110 |
94.925 |
94.930 |
94.890 |
94.910 |
-0.025 |
34,082 |
1,343,916 |
-15,541 |
Dec07 |
070110 |
95.060 |
95.070 |
95.015 |
95.040 |
-0.030 |
14,161 |
1,300,481 |
-34,276 |
Mar08 |
070110 |
95.140 |
95.140 |
95.095 |
95.120 |
-0.035 |
28,012 |
904,511 |
-12,226 |
Jun08 |
070110 |
95.175 |
95.180 |
95.130 |
95.155 |
-0.040 |
20,369 |
702,283 |
+5,468 |
Sep08 |
070110 |
95.200 |
95.200 |
95.155 |
95.175 |
-0.045 |
18,626 |
586,776 |
+11,372 |
Dec08 |
070110 |
95.195 |
95.200 |
95.145 |
95.170 |
-0.045 |
12,284 |
379,851 |
+5,225 |
Mar09 |
070110 |
95.200 |
95.200 |
95.155 |
95.170 |
-0.045 |
13,307 |
325,163 |
-2,514 |
Jun09 |
070110 |
95.180 |
95.180 |
95.130 |
95.145 |
-0.045 |
7,087 |
258,647 |
+5,556 |
Sep09 |
070110 |
95.145 |
95.145 |
95.095 |
95.115 |
-0.040 |
11,215 |
204,048 |
+5,160 |
Dec09 |
070110 |
95.105 |
95.105 |
95.055 |
95.075 |
-0.040 |
5,703 |
141,700 |
-1,515 |
Mar10 |
070110 |
95.080 |
95.085 |
95.035 |
95.050 |
-0.040 |
3,329 |
115,817 |
-507 |
Jun10 |
070110 |
95.045 |
95.055 |
95.005 |
95.020 |
-0.040 |
4,110 |
91,908 |
+501 |
Sep10 |
070110 |
95.020 |
95.025 |
94.980 |
94.990 |
-0.040 |
5,860 |
92,470 |
+1,468 |
Dec10 |
070110 |
94.985 |
94.985 |
94.945 |
94.950 |
-0.040 |
2,959 |
98,847 |
+667 |
Mar11 |
070110 |
94.955 |
94.965 |
94.920 |
94.930 |
-0.040 |
2,754 |
71,408 |
+777 |
Jun11 |
070110 |
94.935 |
94.945 |
94.900 |
94.910 |
-0.040 |
3,501 |
62,880 |
-73 |
Total Volume and Open Interest |
242,213 |
9,575,931 |
-27,413 |
30 Day Federal Funds(CBOT) |
Jan07 |
070110 |
3.005 |
3.010 |
3.005 |
3.005 |
unch |
10 |
83,724 |
+672 |
Feb07 |
070110 |
3.005 |
3.010 |
3.005 |
3.010 |
unch |
0 |
119,500 |
+151 |
Mar07 |
070110 |
3.005 |
3.010 |
3.005 |
3.010 |
unch |
0 |
59,920 |
+70 |
Apr07 |
070110 |
94.760 |
94.770 |
94.760 |
94.770 |
unch |
1,138 |
57,205 |
+1,655 |
May07 |
070110 |
94.790 |
94.790 |
94.790 |
94.790 |
-0.010 |
135 |
22,219 |
+1,230 |
Jun07 |
070110 |
94.800 |
94.810 |
94.800 |
94.810 |
unch |
0 |
4,049 |
+332 |
Total Volume and Open Interest |
1,283 |
351,769 |
+2,890 |
30 Day Fed Funds(e-CBOT) |
Jan07 |
070110 |
94.755 |
94.760 |
94.755 |
94.760 |
+0.005 |
9,814 |
0 |
+0 |
Feb07 |
070110 |
94.755 |
94.760 |
94.755 |
94.755 |
-0.005 |
2,339 |
0 |
+0 |
Mar07 |
070110 |
94.755 |
94.760 |
94.755 |
94.755 |
-0.005 |
8,061 |
0 |
+0 |
Apr07 |
070110 |
94.765 |
94.765 |
94.760 |
94.760 |
-0.005 |
11,042 |
0 |
+0 |
May07 |
070110 |
94.795 |
94.800 |
94.785 |
94.790 |
-0.005 |
2,975 |
0 |
+0 |
Jun07 |
070110 |
94.815 |
94.815 |
94.795 |
94.800 |
-0.010 |
492 |
0 |
+0 |
Total Volume and Open Interest |
35,371 |
|
|
3-Mth Euro-Yen(CME) |
Mar07 |
070110 |
99.33 |
99.33 |
99.32 |
99.32 |
-0.01 |
2,328 |
18,144 |
+2,053 |
Jun07 |
070110 |
99.20 |
99.20 |
99.20 |
99.20 |
-0.01 |
568 |
8,205 |
-273 |
Sep07 |
070110 |
99.09 |
99.09 |
99.09 |
99.09 |
+0.01 |
608 |
3,759 |
-2 |
Dec07 |
070110 |
99.00 |
99.00 |
98.99 |
98.99 |
unch |
250 |
7,450 |
+50 |
Mar08 |
070110 |
98.90 |
98.90 |
98.90 |
98.90 |
-0.01 |
0 |
3,659 |
+0 |
Jun08 |
070110 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
0 |
795 |
+66 |
Sep08 |
070110 |
98.74 |
98.74 |
98.74 |
98.74 |
unch |
2 |
223 |
+0 |
Dec08 |
070110 |
98.67 |
98.67 |
98.67 |
98.67 |
unch |
8 |
2 |
-2 |
Mar09 |
070110 |
98.56 |
98.56 |
98.56 |
98.56 |
+0.02 |
0 |
20 |
+10 |
Jun09 |
070110 |
98.49 |
98.49 |
98.49 |
98.49 |
+0.02 |
0 |
20 |
+0 |
Total Volume and Open Interest |
3,764 |
42,287 |
+1,902 |
3-Mth Euro-Yen(SGX) |
Mar07 |
070110 |
99.32 |
99.34 |
99.32 |
99.32 |
+0.01 |
1,193 |
87,226 |
+172 |
Jun07 |
070110 |
99.19 |
99.21 |
99.19 |
99.20 |
+0.01 |
1,625 |
47,203 |
-184 |
Sep07 |
070110 |
99.07 |
99.11 |
99.07 |
99.09 |
+0.02 |
2,511 |
36,801 |
-104 |
Dec07 |
070110 |
98.98 |
99.01 |
98.98 |
99.00 |
+0.02 |
1,660 |
43,877 |
-299 |
Mar08 |
070110 |
98.91 |
98.92 |
98.90 |
98.90 |
+0.02 |
375 |
31,949 |
-4 |
Jun08 |
070110 |
98.83 |
98.84 |
98.83 |
98.83 |
+0.02 |
185 |
7,473 |
+0 |
Sep08 |
070110 |
98.75 |
98.75 |
98.75 |
98.75 |
+0.02 |
0 |
1,764 |
+0 |
Dec08 |
070110 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.02 |
4 |
269 |
+0 |
Total Volume and Open Interest |
7,563 |
258,206 |
-419 |
Japanese Gov't Bonds(SGX) |
Mar07 |
070110 |
133.64 |
133.87 |
133.50 |
133.62 |
-0.03 |
9,726 |
36,093 |
-2,894 |
Jun07 |
070110 |
133.62 |
133.62 |
133.62 |
133.62 |
-0.03 |
|
|
|
Sep07 |
070110 |
133.62 |
133.62 |
133.62 |
133.62 |
-0.03 |
|
|
|
Total Volume and Open Interest |
9,726 |
36,093 |
-2,894 |
Euro-Bund(EUREX) |
Mar07 |
070110 |
115.65 |
115.84 |
115.52 |
115.62 |
-0.08 |
761,674 |
1,446,734 |
-23,688 |
Jun07 |
070110 |
115.22 |
115.31 |
115.07 |
115.14 |
-0.08 |
6 |
11,779 |
+1 |
Sep07 |
070110 |
115.27 |
115.27 |
115.27 |
115.27 |
-0.13 |
5 |
4 |
+4 |
Total Volume and Open Interest |
761,685 |
1,458,517 |
-23,683 |
Euro-Bobl(EUREX) |
Mar07 |
070110 |
108.70 |
108.81 |
108.62 |
108.67 |
-0.05 |
408,452 |
1,048,856 |
+17,994 |
Jun07 |
070110 |
108.36 |
108.36 |
108.36 |
108.36 |
-0.05 |
13 |
1,540 |
+0 |
Sep07 |
070110 |
109.56 |
109.56 |
109.56 |
109.56 |
-0.05 |
|
|
|
Total Volume and Open Interest |
408,465 |
1,050,396 |
+17,994 |
3-Mth Euribor(EUREX) |
Mar07 |
070110 |
96.065 |
96.065 |
96.060 |
96.060 |
-0.005 |
368 |
20,259 |
-198 |
Jun07 |
070110 |
95.915 |
95.925 |
95.905 |
95.905 |
-0.010 |
230 |
9,955 |
+35 |
Sep07 |
070110 |
95.875 |
95.885 |
95.850 |
95.850 |
-0.015 |
255 |
6,843 |
-22 |
Total Volume and Open Interest |
1,478 |
49,164 |
-152 |
Long Gilt(LIFFE) |
Mar07 |
070110 |
107~21 |
107~26 |
107~15 |
107~18 |
-0~02 |
108,100 |
329,678 |
+8,120 |
Jun07 |
070110 |
109~13 |
109~13 |
109~13 |
109~13 |
-0~02 |
0 |
28 |
+0 |
Total Volume and Open Interest |
108,100 |
329,706 |
+5,730 |
3-Mth Short Sterling(LIFFE) |
Mar07 |
070110 |
94.49 |
94.51 |
94.48 |
94.49 |
unch |
39,673 |
484,426 |
+4,245 |
Jun07 |
070110 |
94.42 |
94.43 |
94.39 |
94.41 |
unch |
61,000 |
464,551 |
+4,044 |
Sep07 |
070110 |
94.41 |
94.43 |
94.38 |
94.40 |
unch |
57,140 |
448,504 |
+9,002 |
Dec07 |
070110 |
94.42 |
94.46 |
94.40 |
94.42 |
unch |
43,995 |
346,320 |
+9,110 |
Mar08 |
070110 |
94.46 |
94.49 |
94.43 |
94.45 |
unch |
30,329 |
223,189 |
+3,377 |
Jun08 |
070110 |
94.49 |
94.52 |
94.47 |
94.48 |
unch |
18,753 |
146,617 |
-21 |
Total Volume and Open Interest |
269,852 |
2,342,108 |
+32,704 |
3-Mth Euribor(LIFFE) |
Mar07 |
070110 |
96.065 |
96.070 |
96.060 |
96.060 |
-0.005 |
46,178 |
863,123 |
+6,158 |
Jun07 |
070110 |
95.910 |
95.930 |
95.895 |
95.900 |
-0.015 |
81,592 |
706,473 |
+17,449 |
Sep07 |
070110 |
95.865 |
95.890 |
95.845 |
95.850 |
-0.015 |
72,168 |
630,105 |
+1,983 |
Total Volume and Open Interest |
|
|
|
3-Mth Aus T-Bills(SFE) |
Mar07 |
070110 |
93.48 |
93.49 |
93.47 |
93.49 |
unch |
10,629 |
179,150 |
-9,863 |
Jun07 |
070110 |
93.42 |
93.44 |
93.42 |
93.44 |
+0.01 |
19,048 |
257,530 |
-4,587 |
Sep07 |
070110 |
93.44 |
93.45 |
93.43 |
93.45 |
unch |
6,375 |
63,678 |
-6,090 |
Dec07 |
070110 |
93.45 |
93.46 |
93.45 |
93.46 |
unch |
2,642 |
53,436 |
-263 |
Mar08 |
070110 |
93.47 |
93.48 |
93.47 |
93.48 |
unch |
795 |
27,036 |
+191 |
Jun08 |
070110 |
93.49 |
93.49 |
93.48 |
93.49 |
-0.01 |
400 |
23,925 |
+238 |
Sep08 |
070110 |
93.49 |
93.51 |
93.49 |
93.51 |
unch |
1,495 |
19,144 |
+637 |
Dec08 |
070110 |
93.50 |
93.52 |
93.50 |
93.52 |
-0.01 |
1,047 |
7,769 |
+642 |
Mar09 |
070110 |
93.53 |
93.53 |
93.53 |
93.53 |
unch |
300 |
1,295 |
+80 |
Jun09 |
070110 |
93.53 |
93.53 |
93.53 |
93.53 |
-0.01 |
50 |
1,915 |
+0 |
Total Volume and Open Interest |
42,831 |
635,156 |
-19,015 |
10-Year Aus T-Bonds(SFE) |
Mar07 |
070110 |
94.15 |
94.16 |
94.12 |
94.15 |
unch |
33,789 |
412,946 |
-16,011 |
Jun07 |
070110 |
94.15 |
94.15 |
94.15 |
94.15 |
unch |
|
|
|
Total Volume and Open Interest |
33,789 |
412,946 |
-16,011 |
3-Year Aus T-Bonds(SFE) |
Mar07 |
070110 |
93.92 |
93.93 |
93.90 |
93.92 |
-0.01 |
62,811 |
482,271 |
-37,128 |
Jun07 |
070110 |
93.92 |
93.92 |
93.92 |
93.92 |
-0.01 |
|
|
|
Total Volume and Open Interest |
62,811 |
482,271 |
-37,128 |
Gold(CMX) |
Feb07 |
070110 |
613.0 |
613.8 |
607.0 |
613.4 |
-1.6 |
59,246 |
172,104 |
-4,124 |
Apr07 |
070110 |
619.5 |
619.8 |
613.5 |
619.4 |
-1.6 |
11,192 |
44,358 |
+4,494 |
Jun07 |
070110 |
623.0 |
625.5 |
619.7 |
625.3 |
-1.6 |
831 |
31,555 |
+8 |
Aug07 |
070110 |
630.0 |
631.1 |
627.5 |
631.1 |
-1.6 |
17 |
4,166 |
-7 |
Oct07 |
070110 |
636.8 |
636.8 |
636.8 |
636.8 |
-1.6 |
134 |
19,508 |
+32 |
Dec07 |
070110 |
641.3 |
642.5 |
640.0 |
642.4 |
-1.6 |
2,434 |
43,561 |
+691 |
Feb08 |
070110 |
647.8 |
647.8 |
647.8 |
647.8 |
-1.6 |
10 |
2,164 |
-34 |
Apr08 |
070110 |
653.3 |
653.3 |
653.3 |
653.3 |
-1.6 |
0 |
1,883 |
+0 |
Jun08 |
070110 |
658.8 |
658.8 |
658.8 |
658.8 |
-1.6 |
33 |
3,920 |
+0 |
Aug08 |
070110 |
664.3 |
664.3 |
664.3 |
664.3 |
-1.6 |
0 |
691 |
+50 |
Oct08 |
070110 |
669.8 |
669.8 |
669.8 |
669.8 |
-1.6 |
0 |
600 |
+0 |
Dec08 |
070110 |
677.0 |
677.0 |
675.3 |
675.3 |
-1.6 |
0 |
9,517 |
+0 |
Total Volume and Open Interest |
73,899 |
347,491 |
+2,161 |
Silver(CMX) |
Mar07 |
070110 |
1250.0 |
1255.0 |
1227.5 |
1244.5 |
-15.0 |
13,248 |
59,627 |
-235 |
May07 |
070110 |
1265.0 |
1266.0 |
1243.5 |
1256.0 |
-14.9 |
213 |
6,778 |
+34 |
Jul07 |
070110 |
1260.0 |
1267.3 |
1260.0 |
1267.3 |
-14.9 |
52 |
10,997 |
-15 |
Sep07 |
070110 |
1278.7 |
1278.7 |
1278.7 |
1278.7 |
-14.9 |
2 |
4,280 |
+2 |
Dec07 |
070110 |
1298.0 |
1298.0 |
1275.0 |
1291.0 |
-15.0 |
345 |
13,405 |
+22 |
Mar08 |
070110 |
1304.2 |
1304.2 |
1304.2 |
1304.2 |
-15.0 |
51 |
227 |
+14 |
May08 |
070110 |
1311.2 |
1311.2 |
1311.2 |
1311.2 |
-15.0 |
|
|
|
Total Volume and Open Interest |
13,919 |
101,420 |
-1,043 |
Platinum(NYMEX) |
Jan07 |
070110 |
1150.8 |
1150.8 |
1150.8 |
1150.8 |
+23.1 |
14 |
9 |
-1 |
Apr07 |
070110 |
1149.8 |
1161.8 |
1146.0 |
1156.8 |
+23.1 |
777 |
8,025 |
+138 |
Jul07 |
070110 |
1161.8 |
1161.8 |
1161.8 |
1161.8 |
+23.1 |
1 |
22 |
-2 |
Oct07 |
070110 |
1166.8 |
1166.8 |
1166.8 |
1166.8 |
+23.1 |
|
|
|
Total Volume and Open Interest |
792 |
8,058 |
-35 |
Palladium(NYMEX) |
Mar07 |
070110 |
331.00 |
334.00 |
330.00 |
330.90 |
-0.65 |
1,227 |
12,499 |
-267 |
Jun07 |
070110 |
335.90 |
335.90 |
335.90 |
335.90 |
-0.65 |
324 |
279 |
+172 |
Sep07 |
070110 |
340.90 |
340.90 |
340.90 |
340.90 |
-0.65 |
0 |
54 |
+0 |
Total Volume and Open Interest |
1,551 |
12,873 |
-2 |
Copper(CMX) |
Mar07 |
070110 |
258.50 |
268.55 |
258.00 |
266.40 |
+10.80 |
8,357 |
50,011 |
+711 |
May07 |
070110 |
260.50 |
268.50 |
260.50 |
266.50 |
+10.30 |
695 |
6,366 |
+164 |
Jul07 |
070110 |
260.00 |
265.90 |
260.00 |
265.90 |
+9.80 |
69 |
2,124 |
+23 |
Sep07 |
070110 |
259.50 |
264.90 |
259.50 |
264.90 |
+9.25 |
112 |
1,202 |
+9 |
Dec07 |
070110 |
257.50 |
261.40 |
256.75 |
261.40 |
+8.45 |
100 |
1,584 |
-26 |
Total Volume and Open Interest |
10,179 |
69,879 |
+1,149 |
Aluminum(CMX) |
Jan07 |
070110 |
121.00 |
121.00 |
121.00 |
121.00 |
+2.00 |
1 |
37 |
-34 |
Feb07 |
070110 |
122.00 |
122.00 |
122.00 |
122.00 |
+2.00 |
1 |
63 |
+1 |
Mar07 |
070110 |
121.00 |
121.00 |
121.00 |
121.00 |
+2.00 |
0 |
41 |
+0 |
Apr07 |
070110 |
120.00 |
120.00 |
120.00 |
120.00 |
+2.00 |
0 |
40 |
+0 |
May07 |
070110 |
119.00 |
119.00 |
119.00 |
119.00 |
+2.00 |
0 |
40 |
+0 |
Jun07 |
070110 |
118.00 |
118.00 |
118.00 |
118.00 |
+2.00 |
0 |
40 |
+0 |
Total Volume and Open Interest |
2 |
593 |
-33 |
DJIA Index(CBOT) |
Mar07 |
070110 |
12436 |
12515 |
12417 |
12508 |
+25 |
3,338 |
65,296 |
-1,488 |
Jun07 |
070110 |
12606 |
12606 |
12606 |
12606 |
+25 |
5 |
45 |
+2 |
Sep07 |
070110 |
12675 |
12675 |
12675 |
12675 |
+25 |
0 |
7 |
+0 |
Dec07 |
070110 |
12757 |
12757 |
12757 |
12757 |
+25 |
0 |
2 |
+0 |
Total Volume and Open Interest |
3,343 |
65,350 |
+525 |
S & P 500(CME) |
Mar07 |
070110 |
1415.00 |
1424.70 |
1412.30 |
1424.40 |
+3.90 |
29,227 |
608,999 |
+3,257 |
Jun07 |
070110 |
1428.00 |
1437.20 |
1427.70 |
1437.20 |
+3.90 |
434 |
13,329 |
+278 |
Sep07 |
070110 |
1443.00 |
1450.60 |
1443.00 |
1450.60 |
+3.90 |
0 |
11,223 |
+0 |
Dec07 |
070110 |
1462.00 |
1462.00 |
1462.00 |
1462.00 |
+3.90 |
0 |
1,812 |
+0 |
Total Volume and Open Interest |
29,661 |
635,738 |
+7,369 |
S & P 500 E-Mini(Globex) |
Mar07 |
070110 |
1420.75 |
1424.75 |
1412.25 |
1424.50 |
+4.00 |
1,264,582 |
1,570,287 |
+13,409 |
Jun07 |
070110 |
1430.75 |
1437.50 |
1425.75 |
1437.25 |
+4.00 |
192 |
14,280 |
+62 |
Total Volume and Open Interest |
1,264,774 |
1,584,567 |
+44,878 |
NASDAQ 100(CME) |
Mar07 |
070110 |
1804.00 |
1835.00 |
1798.50 |
1834.50 |
+24.00 |
4,387 |
45,081 |
-438 |
Jun07 |
070110 |
1856.00 |
1856.00 |
1856.00 |
1856.00 |
+24.00 |
0 |
20 |
+0 |
Sep07 |
070110 |
1877.50 |
1877.50 |
1877.50 |
1877.50 |
+24.00 |
|
|
|
Total Volume and Open Interest |
4,387 |
45,101 |
-469 |
NASDAQ 100 E-Mini(Globex) |
Mar07 |
070110 |
1810.80 |
1835.50 |
1798.00 |
1834.50 |
+24.00 |
355,926 |
338,015 |
+5,472 |
Jun07 |
070110 |
1819.80 |
1856.00 |
1819.00 |
1856.00 |
+24.00 |
138 |
140 |
+36 |
Total Volume and Open Interest |
356,064 |
338,155 |
+9,073 |
S & P Midcap 400(CME) |
Mar07 |
070110 |
804.50 |
814.60 |
803.70 |
814.60 |
+5.40 |
93 |
7,693 |
-37 |
Jun07 |
070110 |
822.80 |
822.80 |
822.80 |
822.80 |
+5.40 |
|
|
|
Sep07 |
070110 |
831.00 |
831.00 |
831.00 |
831.00 |
+5.40 |
|
|
|
Total Volume and Open Interest |
93 |
7,693 |
+198 |
Russell 2000(CME) |
Mar07 |
070110 |
778.50 |
785.30 |
777.00 |
785.30 |
+2.00 |
3,517 |
26,950 |
+1,396 |
Jun07 |
070110 |
792.30 |
792.30 |
792.30 |
792.30 |
+2.00 |
0 |
1 |
+0 |
Sep07 |
070110 |
799.30 |
799.30 |
799.30 |
799.30 |
+2.00 |
0 |
8 |
+0 |
Total Volume and Open Interest |
3,517 |
26,959 |
+1,705 |
Russell 2000 E-Mini(Globex) |
Mar07 |
070110 |
783.30 |
785.80 |
776.80 |
785.30 |
+2.00 |
196,341 |
353,200 |
-1,359 |
Jun07 |
070110 |
786.00 |
792.30 |
784.30 |
792.30 |
+2.00 |
390 |
194 |
-10 |
Total Volume and Open Interest |
196,731 |
353,394 |
-670 |
Value Line(KCBT) |
Mar07 |
070110 |
1930.00 |
1930.00 |
1930.00 |
1930.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar07 |
070110 |
17225 |
17265 |
16860 |
16950 |
-305 |
70,251 |
236,126 |
-3,294 |
Jun07 |
070110 |
16930 |
17205 |
16825 |
16890 |
-300 |
4 |
1,085 |
+1,042 |
Total Volume and Open Interest |
70,434 |
237,636 |
-2,252 |
Nikkei 225(SGX) |
Mar07 |
070110 |
17225 |
17265 |
16860 |
16950 |
-305 |
70,251 |
236,126 |
-3,294 |
Jun07 |
070110 |
16930 |
17205 |
16825 |
16890 |
-300 |
4 |
1,085 |
+1,042 |
Sep07 |
070110 |
16915 |
16915 |
16855 |
16915 |
-300 |
|
|
|
Total Volume and Open Interest |
70,434 |
237,636 |
-2,252 |
CAC 40(EURONEXT) |
Jan07 |
070110 |
5509.0 |
5529.0 |
5477.0 |
5507.0 |
-34.0 |
86,194 |
417,273 |
-9,980 |
Feb07 |
070110 |
5524.5 |
5543.0 |
5493.5 |
5522.5 |
-34.0 |
556 |
15,481 |
+376 |
Mar07 |
070110 |
5538.0 |
5558.0 |
5512.0 |
5536.5 |
-34.0 |
828 |
49,079 |
+225 |
Total Volume and Open Interest |
87,732 |
484,009 |
-6,563 |
Hang Seng Index(HKFE) |
Jan07 |
070110 |
19700 |
19751 |
19563 |
19577 |
-352 |
45,174 |
117,058 |
-6,934 |
Feb07 |
070110 |
19723 |
19810 |
19625 |
19631 |
-358 |
1,515 |
2,600 |
+842 |
Mar07 |
070110 |
19753 |
19762 |
19590 |
19590 |
-357 |
200 |
3,300 |
-41 |
Total Volume and Open Interest |
46,930 |
123,992 |
-6,141 |
DAX(EUREX) |
Mar07 |
070110 |
6593.0 |
6642.5 |
6588.5 |
6612.5 |
-41.5 |
169,034 |
227,106 |
+2,092 |
Jun07 |
070110 |
6693.5 |
6702.0 |
6640.0 |
6676.5 |
-41.5 |
592 |
7,360 |
+128 |
Sep07 |
070110 |
6738.5 |
6771.0 |
6713.0 |
6750.0 |
-41.5 |
316 |
2,304 |
+35 |
Total Volume and Open Interest |
169,942 |
236,770 |
+5,180 |
FT-SE 100(EURONEXT) |
Mar07 |
070110 |
6164.00 |
6179.00 |
6138.50 |
6158.50 |
-40.00 |
72,350 |
492,781 |
-6,794 |
Jun07 |
070110 |
6183.50 |
6197.50 |
6176.50 |
6180.00 |
-40.50 |
52 |
21,276 |
+14 |
Sep07 |
070110 |
6214.00 |
6214.00 |
6214.00 |
6214.00 |
-40.50 |
15 |
545 |
+15 |
Total Volume and Open Interest |
72,417 |
514,613 |
-2,281 |
SPI 200(SFE) |
Mar07 |
070110 |
5557.0 |
5570.0 |
5504.0 |
5517.0 |
-65.0 |
17,251 |
264,703 |
-3,355 |
Jun07 |
070110 |
5578.0 |
5578.0 |
5553.0 |
5553.0 |
-64.0 |
80 |
4,754 |
+55 |
Sep07 |
070110 |
5554.0 |
5554.0 |
5554.0 |
5554.0 |
-65.0 |
0 |
3,021 |
-4 |
Total Volume and Open Interest |
17,388 |
274,555 |
-3,249 |
GSCI(CME) |
Jan07 |
070110 |
402.20 |
403.00 |
400.50 |
401.00 |
-3.00 |
5,079 |
15,378 |
-3,474 |
Feb07 |
070110 |
407.25 |
407.25 |
405.80 |
405.80 |
-3.90 |
4,075 |
7,129 |
+3,737 |
Mar07 |
070110 |
415.50 |
415.50 |
415.50 |
415.50 |
-2.00 |
|
|
|
Total Volume and Open Interest |
9,154 |
22,507 |
-35 |
RJ/CRB Index(ICE) |
Feb07 |
070110 |
382.50 |
382.50 |
382.50 |
382.50 |
+2.50 |
1 |
7 |
+0 |
Apr07 |
070110 |
384.00 |
386.00 |
383.00 |
386.00 |
+1.75 |
57 |
462 |
+16 |
Jun07 |
070110 |
390.00 |
390.00 |
390.00 |
390.00 |
+1.75 |
0 |
400 |
+0 |
Total Volume and Open Interest |
155 |
949 |
+949 |
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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