 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Fri January 19, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar07 |
070119 |
719.50 |
723.00 |
716.50 |
717.75 |
+1.50 |
32,378 |
226,161 |
+2,429 |
May07 |
070119 |
733.50 |
738.00 |
731.00 |
732.50 |
+1.25 |
6,128 |
58,228 |
+2,071 |
Jul07 |
070119 |
748.50 |
752.00 |
745.50 |
746.50 |
+1.25 |
5,174 |
39,534 |
+341 |
Aug07 |
070119 |
752.00 |
756.00 |
750.00 |
751.50 |
-1.50 |
292 |
2,771 |
+138 |
Sep07 |
070119 |
757.00 |
761.00 |
756.00 |
758.00 |
-1.00 |
28 |
801 |
+23 |
Nov07 |
070119 |
770.00 |
774.00 |
768.00 |
769.25 |
+1.75 |
7,716 |
78,678 |
+2,635 |
Jan08 |
070119 |
774.00 |
776.00 |
772.00 |
773.00 |
+1.00 |
101 |
1,678 |
+39 |
Total Volume and Open Interest |
52,483 |
425,291 |
+7,969 |
Soybean Meal(CBOT) |
Mar07 |
070119 |
213.30 |
213.30 |
209.20 |
209.30 |
-2.00 |
17,981 |
74,202 |
-356 |
May07 |
070119 |
217.10 |
217.10 |
213.30 |
213.40 |
-1.90 |
7,046 |
42,082 |
+339 |
Jul07 |
070119 |
221.50 |
225.50 |
217.70 |
218.00 |
-2.00 |
5,304 |
41,791 |
+561 |
Aug07 |
070119 |
223.00 |
223.00 |
219.70 |
219.70 |
-2.30 |
203 |
12,118 |
+30 |
Sep07 |
070119 |
224.00 |
224.50 |
221.00 |
221.00 |
-2.10 |
269 |
8,092 |
+74 |
Oct07 |
070119 |
224.30 |
225.00 |
221.90 |
221.90 |
-2.70 |
403 |
3,679 |
+144 |
Dec07 |
070119 |
228.50 |
229.00 |
225.30 |
225.30 |
-2.20 |
6,871 |
18,765 |
+1,779 |
Jan08 |
070119 |
228.00 |
229.00 |
226.00 |
226.00 |
-2.30 |
35 |
536 |
+16 |
Total Volume and Open Interest |
38,193 |
202,046 |
+2,636 |
Soybean Oil(CBOT) |
Mar07 |
070119 |
28.80 |
29.35 |
28.69 |
29.30 |
+0.48 |
14,020 |
130,558 |
-2,435 |
May07 |
070119 |
29.27 |
29.83 |
29.19 |
29.81 |
+0.50 |
3,207 |
48,334 |
+367 |
Jul07 |
070119 |
29.73 |
30.25 |
29.60 |
30.24 |
+0.49 |
3,597 |
33,259 |
-225 |
Aug07 |
070119 |
29.83 |
30.38 |
29.83 |
30.38 |
+0.47 |
641 |
6,384 |
+231 |
Sep07 |
070119 |
30.05 |
30.55 |
30.05 |
30.55 |
+0.48 |
114 |
3,690 |
+68 |
Oct07 |
070119 |
30.25 |
30.70 |
30.25 |
30.70 |
+0.46 |
127 |
3,649 |
-121 |
Dec07 |
070119 |
30.55 |
31.20 |
30.55 |
31.20 |
+0.58 |
7,554 |
25,947 |
-16 |
Jan08 |
070119 |
30.90 |
31.50 |
30.90 |
31.50 |
+0.75 |
0 |
53 |
+0 |
Total Volume and Open Interest |
29,360 |
252,124 |
-2,103 |
Canola(WCE) |
Jan07 |
070112 |
364.0 |
379.5 |
364.0 |
379.5 |
+17.2 |
0 |
59 |
+0 |
Mar07 |
070119 |
372.3 |
377.1 |
372.3 |
376.3 |
+1.4 |
5,741 |
64,801 |
+409 |
May07 |
070119 |
383.5 |
386.1 |
382.0 |
384.9 |
+3.4 |
750 |
10,037 |
+570 |
Jul07 |
070119 |
387.1 |
392.0 |
387.1 |
391.2 |
-0.5 |
82 |
9,779 |
-44 |
Total Volume and Open Interest |
7,575 |
104,684 |
+674 |
Corn(CBOT) |
Mar07 |
070119 |
409.00 |
414.50 |
405.75 |
406.75 |
-5.50 |
42,846 |
511,438 |
+3,228 |
May07 |
070119 |
419.50 |
423.75 |
415.50 |
418.00 |
-4.00 |
11,118 |
180,271 |
+6,344 |
Jul07 |
070119 |
424.75 |
429.25 |
421.50 |
424.25 |
-3.75 |
28,579 |
227,742 |
-2,255 |
Sep07 |
070119 |
404.00 |
408.50 |
400.50 |
404.00 |
-2.00 |
1,741 |
51,126 |
+129 |
Dec07 |
070119 |
390.00 |
395.00 |
388.00 |
390.75 |
-0.75 |
25,548 |
344,709 |
+1,741 |
Mar08 |
070119 |
393.50 |
399.50 |
393.50 |
396.00 |
-1.50 |
873 |
24,653 |
+376 |
Total Volume and Open Interest |
114,090 |
1,462,071 |
+11,221 |
Wheat(CBOT) |
Mar07 |
070119 |
471.50 |
473.00 |
464.50 |
467.00 |
-4.00 |
13,043 |
215,049 |
-1,130 |
May07 |
070119 |
484.00 |
484.00 |
477.00 |
480.00 |
-4.00 |
4,023 |
54,314 |
+1,898 |
Jul07 |
070119 |
490.00 |
490.50 |
483.00 |
486.25 |
-3.25 |
5,829 |
92,221 |
+2,168 |
Sep07 |
070119 |
489.00 |
494.00 |
489.00 |
490.00 |
-3.50 |
147 |
5,338 |
-13 |
Dec07 |
070119 |
504.00 |
505.50 |
500.00 |
501.00 |
-3.00 |
1,151 |
62,885 |
-265 |
Total Volume and Open Interest |
24,776 |
452,389 |
+3,024 |
Wheat(KCBT) |
Mar07 |
070119 |
493.00 |
494.00 |
486.50 |
489.25 |
-5.75 |
5,048 |
53,766 |
-1,136 |
May07 |
070119 |
502.00 |
502.00 |
496.00 |
499.00 |
-3.50 |
2,059 |
11,729 |
+387 |
Jul07 |
070119 |
500.00 |
502.00 |
496.00 |
500.50 |
-1.75 |
2,479 |
33,730 |
+678 |
Sep07 |
070119 |
505.50 |
508.00 |
501.00 |
508.00 |
+0.75 |
630 |
4,764 |
-7 |
Dec07 |
070119 |
513.50 |
516.00 |
509.00 |
515.25 |
+0.50 |
708 |
6,844 |
+204 |
Total Volume and Open Interest |
11,031 |
114,274 |
+110 |
Wheat(MGE) |
Mar07 |
070119 |
499.00 |
500.50 |
495.50 |
498.00 |
-3.50 |
2,356 |
18,767 |
-459 |
May07 |
070119 |
509.50 |
509.50 |
504.00 |
507.00 |
-3.00 |
902 |
6,223 |
+21 |
Jul07 |
070119 |
515.00 |
515.00 |
510.50 |
511.00 |
-4.00 |
284 |
2,361 |
+75 |
Sep07 |
070119 |
518.00 |
520.00 |
514.00 |
519.75 |
-0.25 |
715 |
5,858 |
+44 |
Dec07 |
070119 |
524.00 |
526.50 |
521.50 |
522.00 |
-3.00 |
958 |
10,204 |
+616 |
Total Volume and Open Interest |
5,249 |
44,257 |
+309 |
Oats(CBOT) |
Mar07 |
070119 |
270.75 |
272.00 |
269.00 |
269.25 |
-3.00 |
391 |
7,613 |
+90 |
May07 |
070119 |
276.00 |
277.00 |
274.50 |
274.75 |
-2.75 |
150 |
1,931 |
+20 |
Jul07 |
070119 |
283.00 |
283.00 |
281.00 |
281.00 |
-2.00 |
144 |
896 |
+56 |
Sep07 |
070119 |
262.50 |
262.50 |
262.50 |
262.50 |
+0.50 |
3 |
104 |
+0 |
Total Volume and Open Interest |
1,079 |
16,316 |
+348 |
Rough Rice(CBOT) |
Jan07 |
070119 |
10.36 |
10.36 |
10.36 |
10.36 |
-0.01 |
129 |
187 |
+136 |
Mar07 |
070119 |
10.56 |
10.56 |
10.48 |
10.49 |
-0.07 |
342 |
11,369 |
+115 |
May07 |
070119 |
10.76 |
10.78 |
10.76 |
10.76 |
-0.04 |
123 |
2,388 |
+84 |
Jul07 |
070119 |
10.91 |
10.91 |
10.91 |
10.91 |
-0.02 |
8 |
1,042 |
-1 |
Total Volume and Open Interest |
762 |
17,796 |
+383 |
Live Cattle(CME) |
Feb07 |
070119 |
92.300 |
92.400 |
90.750 |
91.050 |
-1.350 |
14,531 |
63,622 |
-11,027 |
Apr07 |
070119 |
93.600 |
93.650 |
92.650 |
93.075 |
-0.475 |
18,055 |
124,347 |
+2,945 |
Jun07 |
070119 |
89.750 |
89.750 |
88.875 |
89.075 |
-0.775 |
5,707 |
35,874 |
+1,955 |
Aug07 |
070119 |
88.000 |
88.050 |
87.300 |
87.725 |
-0.475 |
1,031 |
16,543 |
+163 |
Oct07 |
070119 |
90.700 |
90.800 |
90.350 |
90.800 |
-0.050 |
709 |
9,546 |
+135 |
Dec07 |
070119 |
91.500 |
91.600 |
91.450 |
91.500 |
-0.125 |
289 |
4,379 |
-2 |
Total Volume and Open Interest |
40,335 |
257,230 |
-5,829 |
Feeder Cattle(CME) |
Jan07 |
070119 |
95.250 |
95.450 |
94.600 |
95.000 |
-0.275 |
961 |
2,524 |
-154 |
Mar07 |
070119 |
93.350 |
93.950 |
92.750 |
93.575 |
+0.025 |
2,438 |
15,552 |
+155 |
Apr07 |
070119 |
95.000 |
95.650 |
94.500 |
95.575 |
+0.250 |
498 |
2,571 |
+77 |
May07 |
070119 |
96.300 |
96.600 |
95.550 |
96.525 |
+0.200 |
748 |
4,972 |
+26 |
Aug07 |
070119 |
99.400 |
99.475 |
98.700 |
99.300 |
-0.100 |
461 |
2,784 |
+200 |
Sep07 |
070119 |
98.400 |
98.400 |
98.100 |
98.150 |
+0.350 |
13 |
1,025 |
+2 |
Oct07 |
070119 |
98.400 |
98.400 |
98.000 |
98.000 |
-0.200 |
39 |
125 |
+8 |
Total Volume and Open Interest |
5,167 |
29,574 |
+317 |
Lean Hogs(CME) |
Feb07 |
070119 |
62.000 |
62.200 |
61.350 |
61.575 |
-0.225 |
8,134 |
28,155 |
-1,956 |
Apr07 |
070119 |
65.575 |
66.175 |
65.100 |
65.600 |
-0.050 |
10,233 |
81,874 |
+1,645 |
May07 |
070119 |
73.100 |
73.300 |
72.800 |
73.200 |
+0.025 |
61 |
3,079 |
+17 |
Jun07 |
070119 |
74.900 |
75.250 |
74.450 |
74.825 |
-0.300 |
2,601 |
32,053 |
+951 |
Jul07 |
070119 |
73.650 |
74.000 |
73.300 |
73.850 |
+0.100 |
1,076 |
10,065 |
+213 |
Aug07 |
070119 |
72.600 |
72.950 |
72.400 |
72.750 |
+0.050 |
532 |
6,114 |
-18 |
Oct07 |
070119 |
65.100 |
65.275 |
64.700 |
65.250 |
+0.225 |
318 |
6,497 |
-27 |
Dec07 |
070119 |
63.700 |
64.000 |
63.600 |
63.975 |
+0.250 |
278 |
5,672 |
-66 |
Total Volume and Open Interest |
23,239 |
173,783 |
+762 |
Pork Bellies(CME) |
Feb07 |
070119 |
96.000 |
96.650 |
95.150 |
96.200 |
+0.200 |
480 |
814 |
-12 |
Mar07 |
070119 |
96.350 |
97.200 |
95.500 |
96.200 |
-0.100 |
84 |
161 |
+25 |
May07 |
070119 |
96.850 |
97.500 |
95.700 |
95.700 |
+0.700 |
7 |
87 |
-2 |
Jul07 |
070119 |
96.950 |
96.950 |
96.950 |
96.950 |
-0.050 |
4 |
104 |
+1 |
Aug07 |
070119 |
95.500 |
95.500 |
95.500 |
95.500 |
+0.400 |
1 |
40 |
+0 |
Total Volume and Open Interest |
576 |
1,206 |
+12 |
Class III Milk(CME) |
Jan07 |
070119 |
13.45 |
13.50 |
13.45 |
13.49 |
+0.13 |
4 |
2,594 |
-32 |
Feb07 |
070119 |
13.65 |
13.72 |
13.60 |
13.70 |
+0.07 |
200 |
2,900 |
+36 |
Mar07 |
070119 |
13.80 |
13.85 |
13.70 |
13.85 |
+0.05 |
112 |
2,652 |
+39 |
Apr07 |
070119 |
13.97 |
14.05 |
13.90 |
14.05 |
+0.05 |
144 |
2,356 |
-5 |
May07 |
070119 |
14.43 |
14.50 |
14.40 |
14.46 |
unch |
98 |
2,353 |
+7 |
Total Volume and Open Interest |
1,077 |
26,214 |
+144 |
Cocoa(NYBOT) |
Mar07 |
070119 |
1605 |
1612 |
1585 |
1594 |
-9 |
5,591 |
57,814 |
-1,490 |
May07 |
070119 |
1637 |
1640 |
1618 |
1626 |
-9 |
2,199 |
30,302 |
+294 |
Jul07 |
070119 |
1650 |
1652 |
1641 |
1648 |
-9 |
504 |
12,868 |
+78 |
Sep07 |
070119 |
1666 |
1668 |
1666 |
1668 |
-9 |
1,276 |
15,878 |
+92 |
Dec07 |
070119 |
1684 |
1688 |
1684 |
1688 |
-7 |
114 |
15,819 |
+107 |
Mar08 |
070119 |
1708 |
1708 |
1708 |
1708 |
-5 |
51 |
5,624 |
-19 |
May08 |
070119 |
1728 |
1728 |
1728 |
1728 |
-9 |
6 |
2,443 |
+5 |
Total Volume and Open Interest |
9,741 |
143,919 |
-933 |
Coffee "C"(NYBOT) |
Mar07 |
070119 |
119.75 |
120.50 |
119.25 |
119.70 |
-0.05 |
7,107 |
75,798 |
-209 |
May07 |
070119 |
122.80 |
123.70 |
122.30 |
122.90 |
-0.05 |
1,940 |
27,693 |
+756 |
Jul07 |
070119 |
125.80 |
126.40 |
125.50 |
125.80 |
-0.10 |
134 |
7,352 |
-6 |
Sep07 |
070119 |
128.50 |
128.60 |
128.50 |
128.60 |
-0.10 |
244 |
4,457 |
+143 |
Dec07 |
070119 |
132.00 |
132.70 |
132.00 |
132.05 |
-0.15 |
149 |
3,700 |
+25 |
Mar08 |
070119 |
135.50 |
136.20 |
135.35 |
135.35 |
-0.15 |
93 |
2,707 |
+6 |
Total Volume and Open Interest |
9,866 |
129,078 |
+739 |
Orange Juice(NYBOT) |
Mar07 |
070119 |
206.30 |
208.80 |
205.60 |
207.20 |
+2.10 |
2,645 |
23,907 |
+840 |
May07 |
070119 |
202.90 |
204.90 |
202.75 |
203.80 |
+2.25 |
254 |
2,766 |
+81 |
Jul07 |
070119 |
199.50 |
203.00 |
199.50 |
201.00 |
+2.25 |
10 |
846 |
+9 |
Sep07 |
070119 |
196.00 |
197.50 |
195.50 |
195.50 |
unch |
52 |
285 |
+0 |
Nov07 |
070119 |
184.50 |
186.75 |
184.50 |
186.10 |
+2.10 |
207 |
2,606 |
+151 |
Jan08 |
070119 |
184.10 |
184.10 |
184.10 |
184.10 |
+2.10 |
26 |
213 |
+10 |
Total Volume and Open Interest |
3,194 |
30,656 |
+1,091 |
Sugar #11(NYBOT) |
Mar07 |
070119 |
10.80 |
10.87 |
10.73 |
10.86 |
+0.15 |
34,731 |
276,088 |
+693 |
May07 |
070119 |
10.90 |
10.98 |
10.85 |
10.96 |
+0.14 |
17,884 |
101,165 |
+2,610 |
Jul07 |
070119 |
10.85 |
10.88 |
10.78 |
10.86 |
+0.09 |
14,221 |
104,010 |
+5,950 |
Oct07 |
070119 |
10.97 |
11.03 |
10.92 |
11.00 |
+0.08 |
2,771 |
59,895 |
+527 |
Mar08 |
070119 |
11.35 |
11.37 |
11.30 |
11.37 |
+0.07 |
2,048 |
53,797 |
-578 |
Total Volume and Open Interest |
74,640 |
640,517 |
+9,508 |
Sugar #14(NYBOT) |
Jan07 |
061208 |
19.60 |
19.60 |
19.60 |
19.60 |
-0.10 |
181 |
515 |
-44 |
Mar07 |
070119 |
19.90 |
19.98 |
19.90 |
19.98 |
+0.13 |
728 |
3,527 |
-322 |
May07 |
070119 |
19.80 |
19.80 |
19.80 |
19.80 |
unch |
24 |
2,694 |
+13 |
Jul07 |
070119 |
19.73 |
19.75 |
19.73 |
19.75 |
+0.02 |
3 |
2,380 |
+0 |
Sep07 |
070119 |
19.68 |
19.68 |
19.65 |
19.65 |
unch |
3 |
1,844 |
+3 |
Total Volume and Open Interest |
763 |
12,278 |
-301 |
London Cocoa(LCE) |
Mar07 |
070119 |
874 |
882 |
868 |
872 |
-5 |
6,026 |
60,366 |
-1,355 |
May07 |
070119 |
893 |
897 |
885 |
889 |
-5 |
3,055 |
37,291 |
+538 |
Jul07 |
070119 |
902 |
906 |
897 |
901 |
-5 |
284 |
25,756 |
-192 |
Sep07 |
070119 |
918 |
920 |
912 |
915 |
-5 |
805 |
31,252 |
+115 |
Dec07 |
070119 |
915 |
921 |
910 |
913 |
-5 |
1,312 |
31,783 |
+815 |
Mar08 |
070119 |
920 |
920 |
917 |
920 |
-6 |
693 |
8,746 |
+186 |
May08 |
070119 |
929 |
929 |
929 |
929 |
-6 |
250 |
1,548 |
+250 |
Total Volume and Open Interest |
12,425 |
198,122 |
+357 |
London Coffee(LCE) |
Jan07 |
070119 |
1585.00 |
1604.00 |
1585.00 |
1599.00 |
+12.00 |
108 |
2,645 |
-236 |
Mar07 |
070119 |
1568.00 |
1584.00 |
1565.00 |
1572.00 |
+2.00 |
5,794 |
83,192 |
+234 |
May07 |
070119 |
1549.00 |
1570.00 |
1549.00 |
1559.00 |
unch |
4,153 |
34,120 |
+901 |
Jul07 |
070119 |
1556.00 |
1557.00 |
1548.00 |
1551.00 |
+1.00 |
775 |
7,774 |
+242 |
Sep07 |
070119 |
1541.00 |
1547.00 |
1540.00 |
1542.00 |
+2.00 |
1,067 |
8,111 |
+434 |
Nov07 |
070119 |
1520.00 |
1525.00 |
1518.00 |
1518.00 |
+3.00 |
49 |
2,159 |
+24 |
Total Volume and Open Interest |
11,982 |
141,184 |
+1,618 |
London Sugar(LCE) |
Mar07 |
070119 |
330.30 |
332.00 |
327.60 |
332.00 |
+1.70 |
3,868 |
26,542 |
+1,048 |
May07 |
070119 |
319.30 |
322.00 |
318.00 |
322.00 |
+1.70 |
1,664 |
16,137 |
-367 |
Aug07 |
070119 |
315.30 |
317.10 |
314.00 |
317.10 |
+1.70 |
325 |
7,174 |
+66 |
Oct07 |
070119 |
311.10 |
313.00 |
310.00 |
312.80 |
+1.90 |
29 |
3,935 |
+1 |
Dec07 |
070119 |
314.10 |
315.40 |
312.90 |
315.40 |
+1.70 |
5 |
1,139 |
+2 |
Total Volume and Open Interest |
5,918 |
60,501 |
+768 |
Cotton(NYBOT) |
Mar07 |
070119 |
54.53 |
54.80 |
54.35 |
54.55 |
+0.02 |
9,741 |
105,525 |
-850 |
May07 |
070119 |
55.40 |
55.65 |
55.35 |
55.48 |
-0.04 |
3,599 |
30,608 |
+514 |
Jul07 |
070119 |
56.35 |
56.65 |
56.35 |
56.47 |
-0.13 |
1,144 |
15,133 |
+130 |
Oct07 |
070119 |
58.80 |
58.80 |
58.75 |
58.75 |
-0.10 |
8 |
161 |
+8 |
Dec07 |
070119 |
59.95 |
60.10 |
59.85 |
60.02 |
+0.02 |
2,036 |
25,728 |
+916 |
Mar08 |
070119 |
61.65 |
61.65 |
61.65 |
61.65 |
unch |
2 |
1,759 |
+2 |
Total Volume and Open Interest |
16,553 |
179,533 |
+739 |
Lumber(CME) |
Mar07 |
070119 |
268.4 |
270.0 |
262.7 |
263.9 |
-8.4 |
307 |
4,625 |
+24 |
May07 |
070119 |
285.0 |
289.5 |
283.1 |
285.8 |
-6.9 |
75 |
1,040 |
+29 |
Jul07 |
070119 |
304.5 |
304.5 |
296.0 |
298.9 |
-6.1 |
12 |
244 |
-2 |
Sep07 |
070119 |
306.6 |
306.6 |
303.1 |
305.8 |
-3.0 |
5 |
88 |
+5 |
Total Volume and Open Interest |
399 |
6,003 |
+56 |
Crude Oil(NYM) |
Feb07 |
070119 |
50.75 |
52.05 |
50.75 |
51.99 |
+1.51 |
167,275 |
65,264 |
-19,661 |
Mar07 |
070119 |
52.25 |
53.45 |
52.20 |
53.40 |
+1.59 |
232,583 |
387,359 |
+14,192 |
Apr07 |
070119 |
53.20 |
54.35 |
53.10 |
54.30 |
+1.64 |
46,776 |
87,404 |
+1,660 |
May07 |
070119 |
54.02 |
55.04 |
53.95 |
55.04 |
+1.68 |
17,117 |
50,725 |
+767 |
Jun07 |
070119 |
54.40 |
55.68 |
54.40 |
55.68 |
+1.72 |
21,626 |
92,414 |
-534 |
Jul07 |
070119 |
55.20 |
56.23 |
55.20 |
56.23 |
+1.76 |
7,268 |
30,391 |
-1,776 |
Aug07 |
070119 |
55.80 |
56.72 |
55.70 |
56.72 |
+1.78 |
3,752 |
21,399 |
+164 |
Sep07 |
070119 |
56.10 |
57.20 |
56.10 |
57.17 |
+1.80 |
1,921 |
31,026 |
+171 |
Oct07 |
070119 |
57.35 |
57.60 |
57.35 |
57.57 |
+1.81 |
1,140 |
20,007 |
-17 |
Nov07 |
070119 |
58.05 |
58.05 |
57.95 |
57.95 |
+1.81 |
1,952 |
14,121 |
-143 |
Dec07 |
070119 |
57.20 |
58.28 |
57.20 |
58.28 |
+1.82 |
16,189 |
142,607 |
-713 |
Jan08 |
070119 |
58.55 |
58.55 |
58.55 |
58.55 |
+1.81 |
903 |
21,256 |
-29 |
Feb08 |
070119 |
58.75 |
58.75 |
58.75 |
58.75 |
+1.80 |
340 |
11,253 |
-212 |
Mar08 |
070119 |
58.93 |
58.93 |
58.93 |
58.93 |
+1.79 |
1,375 |
13,348 |
+715 |
Apr08 |
070119 |
59.08 |
59.08 |
59.08 |
59.08 |
+1.77 |
200 |
11,932 |
+100 |
May08 |
070119 |
59.23 |
59.23 |
59.23 |
59.23 |
+1.75 |
0 |
5,589 |
+0 |
Total Volume and Open Interest |
545,513 |
1,300,570 |
-3,028 |
Heating Oil(NYM) |
Feb07 |
070119 |
149.25 |
151.70 |
149.00 |
151.35 |
+4.28 |
33,291 |
46,731 |
-6,031 |
Mar07 |
070119 |
151.00 |
153.40 |
151.00 |
153.25 |
+3.83 |
24,799 |
71,004 |
+1,862 |
Apr07 |
070119 |
152.25 |
154.85 |
152.25 |
154.85 |
+3.73 |
9,272 |
27,361 |
+29 |
May07 |
070119 |
154.50 |
155.90 |
153.90 |
155.90 |
+3.73 |
3,194 |
11,079 |
+730 |
Jun07 |
070119 |
155.75 |
157.05 |
155.75 |
157.05 |
+3.73 |
3,303 |
19,898 |
+177 |
Jul07 |
070119 |
157.50 |
158.70 |
157.50 |
158.70 |
+3.73 |
326 |
8,088 |
+17 |
Aug07 |
070119 |
159.70 |
161.25 |
158.80 |
160.85 |
+3.78 |
558 |
3,628 |
+90 |
Sep07 |
070119 |
161.10 |
163.15 |
161.10 |
163.15 |
+3.78 |
671 |
5,776 |
-33 |
Oct07 |
070119 |
164.50 |
166.20 |
164.50 |
166.20 |
+3.78 |
171 |
2,927 |
+41 |
Nov07 |
070119 |
169.50 |
169.75 |
169.25 |
169.25 |
+3.78 |
188 |
1,801 |
+90 |
Dec07 |
070119 |
170.00 |
172.30 |
170.00 |
172.30 |
+3.78 |
1,841 |
12,344 |
-54 |
Jan08 |
070119 |
173.00 |
174.20 |
172.75 |
174.20 |
+3.73 |
354 |
5,389 |
-35 |
Total Volume and Open Interest |
78,087 |
221,738 |
-3,095 |
Unleaded Gas(NYM) |
RBOB Gasoline(NYMEX) |
Feb07 |
070119 |
135.25 |
140.05 |
135.00 |
140.05 |
+4.70 |
31,484 |
36,469 |
-4,839 |
Mar07 |
070119 |
139.10 |
144.00 |
138.97 |
143.70 |
+4.40 |
19,749 |
51,014 |
+938 |
Apr07 |
070119 |
153.91 |
158.65 |
153.91 |
158.00 |
+3.82 |
6,078 |
25,712 |
+666 |
May07 |
070119 |
158.42 |
161.50 |
158.42 |
161.50 |
+4.31 |
1,590 |
14,717 |
-15 |
Jun07 |
070119 |
161.48 |
163.80 |
161.48 |
163.80 |
+4.30 |
2,258 |
9,279 |
+113 |
Jul07 |
070119 |
162.90 |
164.75 |
162.90 |
164.75 |
+4.36 |
980 |
8,161 |
-199 |
Aug07 |
070119 |
165.00 |
165.00 |
165.00 |
165.00 |
+4.00 |
133 |
4,281 |
-118 |
Sep07 |
070119 |
163.46 |
163.46 |
163.46 |
163.46 |
+1.96 |
1,404 |
9,234 |
+439 |
Oct07 |
070119 |
153.71 |
153.71 |
153.71 |
153.71 |
+3.81 |
945 |
2,291 |
+275 |
Nov07 |
070119 |
150.68 |
150.68 |
150.68 |
150.68 |
+3.68 |
656 |
1,192 |
+211 |
Total Volume and Open Interest |
66,369 |
165,088 |
-1,691 |
e-MiNY RBOB Gasoline(NYMEX) |
Feb07 |
070111 |
139.05 |
139.05 |
139.05 |
139.05 |
-20.78 |
0 |
1 |
+0 |
Mar07 |
070119 |
142.00 |
142.00 |
142.00 |
142.00 |
+2.62 |
1 |
2 |
-1 |
Apr07 |
070119 |
158.06 |
158.06 |
158.06 |
158.06 |
+3.81 |
0 |
1 |
+0 |
May07 |
070119 |
161.06 |
161.06 |
161.06 |
161.06 |
+3.86 |
|
|
|
Total Volume and Open Interest |
1 |
6 |
-1 |
Natural Gas(NYM) |
Feb07 |
070119 |
6.570 |
6.940 |
6.560 |
6.886 |
+0.562 |
45,648 |
47,747 |
-5,476 |
Mar07 |
070119 |
6.620 |
6.950 |
6.620 |
6.920 |
+0.559 |
18,479 |
178,687 |
+171 |
Apr07 |
070119 |
6.730 |
7.020 |
6.730 |
6.985 |
+0.499 |
11,410 |
108,225 |
+56 |
May07 |
070119 |
6.950 |
7.055 |
6.910 |
7.055 |
+0.474 |
8,709 |
49,433 |
+147 |
Jun07 |
070119 |
6.990 |
7.135 |
6.990 |
7.135 |
+0.454 |
2,135 |
16,375 |
+392 |
Jul07 |
070119 |
7.040 |
7.220 |
7.040 |
7.220 |
+0.441 |
1,109 |
16,513 |
+208 |
Aug07 |
070119 |
7.205 |
7.305 |
7.170 |
7.305 |
+0.434 |
3,247 |
20,026 |
+532 |
Sep07 |
070119 |
7.280 |
7.370 |
7.240 |
7.370 |
+0.426 |
554 |
17,617 |
+171 |
Oct07 |
070119 |
7.415 |
7.500 |
7.405 |
7.500 |
+0.414 |
1,457 |
41,871 |
+229 |
Nov07 |
070119 |
7.900 |
8.080 |
7.900 |
8.080 |
+0.334 |
411 |
21,729 |
+101 |
Dec07 |
070119 |
8.580 |
8.690 |
8.570 |
8.690 |
+0.274 |
1,866 |
35,709 |
-73 |
Jan08 |
070119 |
8.860 |
8.980 |
8.850 |
8.980 |
+0.259 |
1,390 |
31,774 |
-612 |
Feb08 |
070119 |
8.870 |
8.990 |
8.870 |
8.990 |
+0.254 |
107 |
16,831 |
-18 |
Mar08 |
070119 |
8.700 |
8.795 |
8.670 |
8.795 |
+0.249 |
450 |
39,463 |
+111 |
Apr08 |
070119 |
7.600 |
7.635 |
7.490 |
7.635 |
+0.204 |
253 |
27,243 |
-60 |
May08 |
070119 |
7.470 |
7.535 |
7.390 |
7.535 |
+0.204 |
460 |
12,745 |
-139 |
Total Volume and Open Interest |
99,470 |
918,804 |
-3,918 |
Brent Crude Oil(ICE) |
Mar07 |
070119 |
51.58 |
53.55 |
51.53 |
53.44 |
+1.69 |
112,739 |
159,228 |
+1,924 |
Apr07 |
070119 |
52.22 |
54.25 |
52.22 |
54.13 |
+1.69 |
44,614 |
140,654 |
+8,853 |
May07 |
070119 |
53.17 |
54.81 |
53.17 |
54.81 |
+1.71 |
16,581 |
35,737 |
+3,009 |
Jun07 |
070119 |
53.82 |
55.43 |
53.81 |
55.43 |
+1.71 |
14,338 |
43,689 |
+132 |
Jul07 |
070119 |
54.37 |
55.99 |
54.37 |
55.99 |
+1.72 |
3,779 |
17,398 |
+511 |
Aug07 |
070119 |
54.84 |
56.47 |
54.84 |
56.47 |
+1.73 |
1,590 |
9,881 |
+590 |
Sep07 |
070119 |
56.89 |
56.89 |
56.89 |
56.89 |
+1.76 |
0 |
13,583 |
-448 |
Oct07 |
070119 |
57.27 |
57.27 |
57.27 |
57.27 |
+1.77 |
928 |
10,306 |
-87 |
Nov07 |
070119 |
57.58 |
57.58 |
57.58 |
57.58 |
+1.74 |
0 |
9,462 |
-2 |
Dec07 |
070119 |
56.48 |
57.87 |
56.45 |
57.87 |
+1.73 |
8,899 |
56,972 |
+1,014 |
Jan08 |
070119 |
58.16 |
58.16 |
58.16 |
58.16 |
+1.76 |
0 |
8,232 |
+10 |
Feb08 |
070119 |
58.42 |
58.42 |
58.42 |
58.42 |
+1.80 |
42 |
2,554 |
+39 |
Mar08 |
070119 |
57.55 |
58.61 |
57.55 |
58.61 |
+1.78 |
0 |
2,254 |
+0 |
Apr08 |
070119 |
58.79 |
58.79 |
58.79 |
58.79 |
+1.77 |
0 |
1,132 |
+0 |
Total Volume and Open Interest |
205,665 |
599,411 |
+16,116 |
Gas Oil(ICE) |
Feb07 |
070119 |
467.00 |
481.00 |
467.00 |
475.75 |
+12.00 |
37,149 |
67,119 |
-2,074 |
Mar07 |
070119 |
472.75 |
485.25 |
472.50 |
480.00 |
+11.50 |
26,946 |
75,701 |
+2,282 |
Apr07 |
070119 |
478.00 |
489.25 |
477.25 |
484.50 |
+11.25 |
11,457 |
28,087 |
+1,910 |
May07 |
070119 |
485.25 |
492.50 |
485.25 |
489.00 |
+11.00 |
3,372 |
19,041 |
+1,710 |
Jun07 |
070119 |
492.75 |
497.75 |
491.50 |
494.00 |
+10.75 |
4,144 |
40,813 |
+1,313 |
Jul07 |
070119 |
498.50 |
500.25 |
498.50 |
500.25 |
+10.75 |
387 |
13,082 |
-86 |
Aug07 |
070119 |
502.75 |
506.50 |
502.75 |
506.50 |
+10.75 |
318 |
6,441 |
-129 |
Sep07 |
070119 |
508.00 |
511.75 |
508.00 |
511.50 |
+10.25 |
484 |
13,337 |
-104 |
Oct07 |
070119 |
516.00 |
516.00 |
516.00 |
516.00 |
+10.50 |
0 |
3,879 |
+50 |
Nov07 |
070119 |
519.50 |
519.50 |
519.50 |
519.50 |
+10.75 |
0 |
3,988 |
+101 |
Total Volume and Open Interest |
86,410 |
329,313 |
+5,473 |
US Dollar Index(NYBOT) |
Mar07 |
070119 |
84.75 |
84.97 |
84.58 |
84.68 |
-0.05 |
853 |
18,790 |
-131 |
Jun07 |
070119 |
84.58 |
84.58 |
84.38 |
84.43 |
-0.05 |
0 |
2,046 |
+0 |
Sep07 |
070119 |
84.18 |
84.18 |
84.18 |
84.18 |
-0.05 |
0 |
39 |
+0 |
Total Volume and Open Interest |
853 |
20,875 |
-131 |
Australian Dollar(CME) |
Mar07 |
070119 |
78.65 |
78.86 |
78.65 |
78.84 |
+0.11 |
3,458 |
123,978 |
+1,840 |
Jun07 |
070119 |
78.40 |
78.62 |
78.40 |
78.62 |
+0.11 |
20 |
454 |
+38 |
Sep07 |
070119 |
78.36 |
78.36 |
78.36 |
78.36 |
+0.11 |
0 |
54 |
+0 |
Total Volume and Open Interest |
3,478 |
124,756 |
+1,880 |
British Pound(CME) |
Mar07 |
070119 |
197.40 |
197.56 |
197.03 |
197.34 |
+0.05 |
2,575 |
154,835 |
+1,718 |
Jun07 |
070119 |
197.18 |
197.18 |
197.18 |
197.18 |
+0.05 |
0 |
658 |
+21 |
Sep07 |
070119 |
197.04 |
197.04 |
197.04 |
197.04 |
+0.05 |
0 |
28 |
-3 |
Total Volume and Open Interest |
2,575 |
155,525 |
+1,736 |
Canadian Dollar(CME) |
Mar07 |
070119 |
85.51 |
85.57 |
85.34 |
85.52 |
+0.11 |
4,380 |
143,347 |
-3,709 |
Jun07 |
070119 |
85.60 |
85.78 |
85.60 |
85.75 |
+0.11 |
58 |
3,071 |
-8 |
Sep07 |
070119 |
85.99 |
85.99 |
85.99 |
85.99 |
+0.11 |
37 |
734 |
+11 |
Dec07 |
070119 |
86.08 |
86.23 |
86.08 |
86.23 |
+0.11 |
4 |
404 |
+2 |
Total Volume and Open Interest |
4,479 |
147,561 |
-3,704 |
Japanese Yen(CME) |
Mar07 |
070119 |
83.13 |
83.13 |
83.00 |
83.12 |
-0.02 |
4,768 |
309,842 |
+4,515 |
Jun07 |
070119 |
84.10 |
84.10 |
84.10 |
84.10 |
-0.02 |
136 |
5,960 |
+148 |
Sep07 |
070119 |
85.03 |
85.03 |
85.03 |
85.03 |
-0.02 |
0 |
6 |
+1 |
Total Volume and Open Interest |
4,904 |
316,047 |
+4,659 |
Swiss Franc(CME) |
Mar07 |
070119 |
80.50 |
80.56 |
80.25 |
80.55 |
+0.01 |
1,978 |
81,829 |
+858 |
Jun07 |
070119 |
81.17 |
81.17 |
81.17 |
81.17 |
+0.01 |
0 |
197 |
+22 |
Sep07 |
070119 |
81.74 |
81.74 |
81.74 |
81.74 |
+0.01 |
0 |
48 |
+0 |
Total Volume and Open Interest |
1,978 |
82,118 |
+880 |
EuroFX(CME) |
Mar07 |
070119 |
129.92 |
130.06 |
129.50 |
129.99 |
+0.06 |
9,284 |
163,978 |
+4,649 |
Jun07 |
070119 |
130.45 |
130.45 |
130.45 |
130.45 |
+0.06 |
0 |
1,554 |
+66 |
Sep07 |
070119 |
130.84 |
130.84 |
130.84 |
130.84 |
+0.06 |
0 |
249 |
+1 |
Total Volume and Open Interest |
9,284 |
165,999 |
+4,717 |
Mexican Peso(CME) |
Feb07 |
070119 |
9165.0 |
9165.0 |
9165.0 |
9165.0 |
+45.0 |
|
|
|
Mar07 |
070119 |
9140.0 |
9175.0 |
9140.0 |
9157.0 |
+45.0 |
4,769 |
68,452 |
-1,387 |
Total Volume and Open Interest |
4,861 |
90,435 |
-1,450 |
30-Year T-Bonds(CBOT) |
Mar07 |
070119 |
111~00 |
111~04 |
110~16 |
110~25 |
-0~05 |
455,391 |
801,019 |
+15,075 |
Jun07 |
070119 |
111~00 |
111~00 |
110~19 |
110~22 |
-0~05 |
2,237 |
11,538 |
+971 |
Sep07 |
070119 |
110~22 |
110~22 |
110~22 |
110~22 |
-0~05 |
0 |
3 |
+0 |
Total Volume and Open Interest |
457,628 |
812,583 |
+16,046 |
10-Year T-Notes(CBOT) |
Mar07 |
070119 |
107~070 |
107~090 |
106~300 |
107~015 |
-0~045 |
1,418,992 |
2,259,237 |
+24,346 |
Jun07 |
070119 |
107~065 |
107~070 |
107~000 |
107~015 |
-0~045 |
4,879 |
90,241 |
+1,629 |
Total Volume and Open Interest |
1,423,871 |
2,349,478 |
+25,975 |
5-Year T-Notes(CBOT) |
Mar07 |
070119 |
104~260 |
104~265 |
104~215 |
104~230 |
-0~030 |
629,145 |
0 |
+0 |
Jun07 |
070119 |
104~300 |
104~300 |
104~260 |
104~260 |
-0~035 |
876 |
16,547 |
+5,006 |
Total Volume and Open Interest |
630,021 |
16,547 |
+5,006 |
2 Year T-Notes(CBOT) |
Mar07 |
070119 |
101~112 |
101~112 |
101~104 |
101~104 |
-0~006 |
539 |
764,612 |
+16,119 |
Total Volume and Open Interest |
539 |
764,612 |
+16,119 |
Eurodollars(CME) |
Mar07 |
070119 |
94.640 |
94.645 |
94.635 |
94.640 |
-0.005 |
17,627 |
1,272,169 |
-1,612 |
Jun07 |
070119 |
94.700 |
94.700 |
94.670 |
94.675 |
-0.030 |
41,857 |
1,364,517 |
+3,889 |
Sep07 |
070119 |
94.810 |
94.815 |
94.770 |
94.775 |
-0.035 |
28,240 |
1,392,044 |
-5,726 |
Dec07 |
070119 |
94.925 |
94.935 |
94.880 |
94.890 |
-0.030 |
38,303 |
1,350,624 |
-17,162 |
Mar08 |
070119 |
95.005 |
95.005 |
94.965 |
94.965 |
-0.030 |
33,410 |
886,508 |
-7,997 |
Jun08 |
070119 |
95.040 |
95.040 |
95.005 |
95.005 |
-0.025 |
27,070 |
708,472 |
-1,888 |
Sep08 |
070119 |
95.065 |
95.065 |
95.030 |
95.030 |
-0.025 |
21,930 |
625,288 |
+15,119 |
Dec08 |
070119 |
95.070 |
95.070 |
95.035 |
95.040 |
-0.020 |
14,862 |
421,084 |
+1,775 |
Mar09 |
070119 |
95.080 |
95.080 |
95.040 |
95.050 |
-0.020 |
13,536 |
331,674 |
+278 |
Jun09 |
070119 |
95.065 |
95.065 |
95.030 |
95.035 |
-0.020 |
9,461 |
241,107 |
-3,148 |
Sep09 |
070119 |
95.045 |
95.045 |
95.015 |
95.015 |
-0.020 |
9,068 |
201,462 |
+2,760 |
Dec09 |
070119 |
95.010 |
95.010 |
94.985 |
94.985 |
-0.015 |
10,192 |
141,916 |
+2,619 |
Mar10 |
070119 |
94.995 |
94.995 |
94.970 |
94.970 |
-0.015 |
5,606 |
119,440 |
+4,809 |
Jun10 |
070119 |
94.965 |
94.965 |
94.935 |
94.940 |
-0.015 |
8,404 |
86,432 |
-4,408 |
Sep10 |
070119 |
94.945 |
94.945 |
94.915 |
94.915 |
-0.015 |
8,074 |
93,469 |
+688 |
Dec10 |
070119 |
94.880 |
94.885 |
94.875 |
94.875 |
-0.015 |
11,533 |
92,619 |
-3,917 |
Mar11 |
070119 |
94.865 |
94.870 |
94.855 |
94.860 |
-0.015 |
12,358 |
74,533 |
+2,810 |
Jun11 |
070119 |
94.845 |
94.850 |
94.840 |
94.840 |
-0.015 |
5,132 |
59,809 |
+370 |
Total Volume and Open Interest |
326,050 |
9,665,941 |
-7,387 |
3-Mth Euro-Yen(CME) |
Mar07 |
070119 |
99.39 |
99.40 |
99.39 |
99.40 |
+0.02 |
1,302 |
21,576 |
-774 |
Jun07 |
070119 |
99.30 |
99.30 |
99.29 |
99.30 |
+0.02 |
1,754 |
10,388 |
+989 |
Sep07 |
070119 |
99.19 |
99.19 |
99.19 |
99.19 |
+0.01 |
597 |
4,476 |
+114 |
Dec07 |
070119 |
99.11 |
99.11 |
99.10 |
99.10 |
+0.01 |
424 |
7,386 |
-217 |
Mar08 |
070119 |
99.00 |
99.00 |
99.00 |
99.00 |
+0.01 |
42 |
4,157 |
+16 |
Jun08 |
070119 |
98.91 |
98.91 |
98.91 |
98.91 |
+0.01 |
0 |
727 |
-83 |
Sep08 |
070119 |
98.83 |
98.83 |
98.83 |
98.83 |
+0.02 |
15 |
231 |
+15 |
Dec08 |
070119 |
98.74 |
98.74 |
98.74 |
98.74 |
+0.02 |
|
|
|
Mar09 |
070119 |
98.67 |
98.67 |
98.67 |
98.67 |
+0.03 |
0 |
17 |
-3 |
Jun09 |
070119 |
98.58 |
98.58 |
98.58 |
98.58 |
unch |
0 |
20 |
+0 |
Total Volume and Open Interest |
4,134 |
48,988 |
+57 |
3-Mth Euro-Yen(SIMEX) |
Mar07 |
070119 |
99.37 |
99.39 |
99.37 |
99.39 |
+0.02 |
11,809 |
98,817 |
+3,318 |
Jun07 |
070119 |
99.28 |
99.30 |
99.28 |
99.30 |
+0.03 |
6,592 |
51,567 |
+1,411 |
Sep07 |
070119 |
99.18 |
99.20 |
99.17 |
99.20 |
+0.03 |
2,609 |
41,602 |
+1,621 |
Dec07 |
070119 |
99.08 |
99.11 |
99.08 |
99.10 |
+0.02 |
2,196 |
50,218 |
-4,002 |
Mar08 |
070119 |
98.99 |
99.01 |
98.99 |
99.01 |
+0.03 |
1,408 |
33,765 |
+793 |
Jun08 |
070119 |
98.92 |
98.94 |
98.92 |
98.94 |
+0.03 |
875 |
7,845 |
+100 |
Sep08 |
070119 |
98.84 |
98.85 |
98.84 |
98.85 |
+0.03 |
954 |
2,766 |
+902 |
Dec08 |
070119 |
98.77 |
98.77 |
98.77 |
98.77 |
+0.03 |
0 |
285 |
+0 |
Total Volume and Open Interest |
26,446 |
288,516 |
+4,140 |
German Euro-Bund(EUREX) |
Mar07 |
070119 |
115.38 |
115.58 |
115.23 |
115.25 |
+0.09 |
1,255,344 |
1,626,616 |
+58,405 |
Jun07 |
070119 |
114.85 |
115.07 |
114.76 |
114.76 |
+0.09 |
5,879 |
32,469 |
+3,775 |
Sep07 |
070119 |
115.13 |
115.13 |
114.94 |
114.94 |
+0.15 |
1,016 |
0 |
+0 |
Total Volume and Open Interest |
1,262,239 |
1,659,085 |
+62,180 |
German Euro-Bobl(EUREX) |
Mar07 |
070119 |
108.61 |
108.68 |
108.45 |
108.49 |
+0.01 |
540,394 |
1,123,471 |
-8,028 |
Jun07 |
070119 |
108.16 |
108.16 |
108.16 |
108.16 |
+0.01 |
4 |
3,044 |
+0 |
Sep07 |
070119 |
109.39 |
109.39 |
109.39 |
109.39 |
+0.01 |
861 |
0 |
+0 |
Total Volume and Open Interest |
541,259 |
1,126,515 |
-8,028 |
Long Gilt(LIFFE) |
Mar07 |
070119 |
106~28 |
107~01 |
106~23 |
106~24 |
unch |
119,590 |
332,911 |
-9,823 |
Jun07 |
070119 |
108~19 |
108~19 |
108~19 |
108~19 |
unch |
0 |
28 |
+0 |
Total Volume and Open Interest |
119,590 |
332,939 |
-9,823 |
3-Mth Short Sterling(LIFFE) |
Mar07 |
070119 |
94.21 |
94.21 |
94.21 |
94.21 |
-0.02 |
98,808 |
575,650 |
+16,547 |
Jun07 |
070119 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.03 |
110,275 |
469,241 |
-8,100 |
Sep07 |
070119 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.03 |
128,560 |
510,613 |
+8,112 |
Total Volume and Open Interest |
594,518 |
2,585,191 |
+15,949 |
3-Mth Euribor(LIFFE) |
Mar07 |
070119 |
96.080 |
96.085 |
96.070 |
96.075 |
-0.005 |
128,036 |
969,158 |
-21,600 |
Jun07 |
070119 |
95.915 |
95.920 |
95.895 |
95.900 |
-0.005 |
122,192 |
751,400 |
+19,337 |
Sep07 |
070119 |
95.860 |
95.875 |
95.835 |
95.840 |
-0.005 |
99,185 |
655,936 |
+7,238 |
Total Volume and Open Interest |
636,522 |
3,922,333 |
+20,193 |
3-Mth Aus T-Bills(SFE) |
Mar07 |
070119 |
93.43 |
93.44 |
93.42 |
93.43 |
-0.01 |
18,149 |
174,835 |
+3,689 |
Jun07 |
070119 |
93.36 |
93.37 |
93.35 |
93.36 |
unch |
30,453 |
320,508 |
+18,623 |
Sep07 |
070119 |
93.36 |
93.37 |
93.35 |
93.36 |
unch |
8,575 |
70,033 |
+2,612 |
Dec07 |
070119 |
93.38 |
93.40 |
93.37 |
93.38 |
-0.01 |
3,486 |
62,615 |
+1,263 |
Mar08 |
070119 |
93.43 |
93.43 |
93.41 |
93.41 |
-0.01 |
3,001 |
28,325 |
+1,983 |
Jun08 |
070119 |
93.45 |
93.45 |
93.44 |
93.45 |
unch |
2,501 |
26,071 |
-1,272 |
Sep08 |
070119 |
93.48 |
93.48 |
93.47 |
93.47 |
-0.01 |
2,410 |
19,237 |
+899 |
Dec08 |
070119 |
93.50 |
93.50 |
93.48 |
93.50 |
+0.01 |
593 |
8,057 |
+349 |
Mar09 |
070119 |
93.50 |
93.50 |
93.50 |
93.50 |
unch |
0 |
1,096 |
+0 |
Jun09 |
070119 |
93.51 |
93.51 |
93.51 |
93.51 |
-0.01 |
127 |
1,990 |
+125 |
Total Volume and Open Interest |
69,298 |
712,894 |
+28,274 |
10-Year Aus T-Bonds(SFE) |
Mar07 |
070119 |
94.13 |
94.14 |
94.11 |
94.11 |
-0.01 |
47,307 |
451,369 |
+15,522 |
Jun07 |
070119 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.01 |
|
|
|
Total Volume and Open Interest |
47,307 |
451,369 |
+15,522 |
3-Year Aus T-Bonds(SFE) |
Mar07 |
070119 |
93.88 |
93.90 |
93.88 |
93.88 |
unch |
91,891 |
550,246 |
+9,504 |
Jun07 |
070119 |
93.89 |
93.89 |
93.89 |
93.89 |
unch |
0 |
6,458 |
+0 |
Total Volume and Open Interest |
91,891 |
556,704 |
+9,504 |
Gold(CMX) |
Feb07 |
070119 |
629.5 |
637.0 |
628.2 |
636.4 |
+8.3 |
63,535 |
141,565 |
-2,060 |
Apr07 |
070119 |
636.0 |
643.0 |
634.8 |
642.6 |
+8.4 |
7,650 |
72,514 |
+2,607 |
Jun07 |
070119 |
641.5 |
650.0 |
641.0 |
648.8 |
+8.4 |
705 |
33,662 |
+163 |
Aug07 |
070119 |
647.0 |
654.8 |
646.0 |
654.8 |
+8.4 |
19 |
4,368 |
-1 |
Oct07 |
070119 |
660.8 |
660.8 |
660.8 |
660.8 |
+8.5 |
125 |
19,630 |
+25 |
Dec07 |
070119 |
660.5 |
667.5 |
658.8 |
666.8 |
+8.5 |
265 |
44,360 |
+37 |
Feb08 |
070119 |
672.7 |
672.7 |
672.7 |
672.7 |
+8.6 |
0 |
2,183 |
+0 |
Apr08 |
070119 |
678.5 |
678.5 |
678.5 |
678.5 |
+8.7 |
0 |
1,987 |
+0 |
Jun08 |
070119 |
684.3 |
684.3 |
684.3 |
684.3 |
+8.7 |
0 |
3,928 |
+0 |
Aug08 |
070119 |
690.2 |
690.2 |
690.2 |
690.2 |
+8.8 |
0 |
691 |
+0 |
Oct08 |
070119 |
696.1 |
696.1 |
696.1 |
696.1 |
+8.9 |
0 |
600 |
+0 |
Dec08 |
070119 |
702.0 |
702.0 |
702.0 |
702.0 |
+9.0 |
0 |
9,694 |
+0 |
Total Volume and Open Interest |
72,302 |
349,475 |
+772 |
Silver(CMX) |
Mar07 |
070119 |
1279.0 |
1294.0 |
1270.0 |
1292.0 |
+23.5 |
14,050 |
58,551 |
+258 |
May07 |
070119 |
1289.0 |
1306.0 |
1285.0 |
1303.7 |
+23.6 |
91 |
9,346 |
-33 |
Jul07 |
070119 |
1299.0 |
1314.6 |
1299.0 |
1314.6 |
+23.6 |
145 |
11,088 |
-30 |
Sep07 |
070119 |
1325.6 |
1325.6 |
1325.6 |
1325.6 |
+23.6 |
73 |
4,338 |
+73 |
Dec07 |
070119 |
1340.0 |
1342.0 |
1337.0 |
1337.8 |
+23.8 |
203 |
13,433 |
+1 |
Mar08 |
070119 |
1349.8 |
1349.8 |
1349.8 |
1349.8 |
+23.8 |
1 |
201 |
-1 |
May08 |
070119 |
1356.8 |
1356.8 |
1356.8 |
1356.8 |
+23.8 |
|
|
|
Total Volume and Open Interest |
15,218 |
104,136 |
+621 |
Platinum(NYM) |
Jan07 |
070119 |
1178.5 |
1178.5 |
1178.5 |
1178.5 |
+16.0 |
4 |
6 |
-2 |
Apr07 |
070119 |
1163.8 |
1168.8 |
1160.0 |
1168.5 |
unch |
1,354 |
8,482 |
+97 |
Jul07 |
070119 |
1173.5 |
1173.5 |
1173.5 |
1173.5 |
unch |
20 |
42 |
+11 |
Oct07 |
070119 |
1178.5 |
1178.5 |
1178.5 |
1178.5 |
unch |
|
|
|
Total Volume and Open Interest |
1,378 |
8,532 |
+106 |
Palladium(NYME) |
Mar07 |
070119 |
342.00 |
345.50 |
341.20 |
344.90 |
+1.50 |
1,015 |
13,190 |
+500 |
Jun07 |
070119 |
349.90 |
349.90 |
349.90 |
349.90 |
+1.50 |
18 |
303 |
+18 |
Sep07 |
070119 |
354.90 |
354.90 |
354.90 |
354.90 |
+1.50 |
0 |
54 |
+0 |
Total Volume and Open Interest |
1,033 |
13,588 |
+518 |
Copper(CMX) |
Mar07 |
070119 |
249.55 |
254.30 |
248.25 |
251.70 |
+2.50 |
11,516 |
48,325 |
+453 |
May07 |
070119 |
250.75 |
255.00 |
250.00 |
252.60 |
+2.40 |
1,093 |
8,171 |
+445 |
Jul07 |
070119 |
250.00 |
254.50 |
250.00 |
252.20 |
+2.90 |
287 |
2,505 |
+151 |
Sep07 |
070119 |
250.60 |
250.60 |
250.60 |
250.60 |
+3.30 |
94 |
1,196 |
+6 |
Dec07 |
070119 |
248.50 |
248.50 |
247.00 |
247.00 |
+3.50 |
12 |
1,658 |
+2 |
Total Volume and Open Interest |
13,386 |
69,968 |
+873 |
Aluminum(CMX) |
Jan07 |
070119 |
122.50 |
122.50 |
122.50 |
122.50 |
+1.50 |
1 |
38 |
+0 |
Feb07 |
070119 |
123.50 |
123.50 |
123.50 |
123.50 |
+1.50 |
2 |
69 |
+2 |
Mar07 |
070119 |
122.80 |
122.80 |
122.80 |
122.80 |
+2.00 |
0 |
41 |
+0 |
Apr07 |
070119 |
121.60 |
121.60 |
121.60 |
121.60 |
+2.00 |
0 |
40 |
+0 |
May07 |
070119 |
120.40 |
120.40 |
120.40 |
120.40 |
+2.00 |
0 |
40 |
+0 |
Jun07 |
070119 |
119.20 |
119.20 |
119.20 |
119.20 |
+2.00 |
0 |
40 |
+0 |
Total Volume and Open Interest |
5 |
600 |
+2 |
DJIA Index(CBOT) |
Mar07 |
070119 |
12582 |
12634 |
12575 |
12610 |
+7 |
5,407 |
69,177 |
+1,195 |
Jun07 |
070119 |
12715 |
12715 |
12712 |
12712 |
+7 |
0 |
62 |
+0 |
Sep07 |
070119 |
12805 |
12805 |
12805 |
12805 |
+7 |
0 |
6 |
+0 |
Dec07 |
070119 |
12900 |
12900 |
12900 |
12900 |
+7 |
0 |
2 |
+0 |
Total Volume and Open Interest |
5,407 |
69,247 |
+1,195 |
S & P 500(CME) |
Mar07 |
070119 |
1433.30 |
1438.70 |
1432.20 |
1436.70 |
+3.50 |
26,671 |
614,088 |
+1,379 |
Jun07 |
070119 |
1451.00 |
1451.00 |
1449.90 |
1449.90 |
+3.60 |
3,486 |
13,828 |
-180 |
Sep07 |
070119 |
1463.90 |
1463.90 |
1463.90 |
1463.90 |
+3.90 |
1,005 |
11,027 |
-528 |
Dec07 |
070119 |
1475.90 |
1475.90 |
1475.90 |
1475.90 |
+3.90 |
3 |
1,810 |
+0 |
Total Volume and Open Interest |
31,165 |
641,131 |
+671 |
S & P 500 E-Mini(Globex) |
Mar07 |
070119 |
1432.25 |
1439.00 |
1431.25 |
1436.75 |
+3.50 |
1,117,211 |
1,650,893 |
+20,080 |
Jun07 |
070119 |
1444.75 |
1450.75 |
1444.75 |
1450.00 |
+3.75 |
6,758 |
16,781 |
+1,203 |
Total Volume and Open Interest |
1,123,969 |
1,667,674 |
+21,283 |
NASDAQ 100(CME) |
Mar07 |
070119 |
1803.50 |
1816.00 |
1801.00 |
1806.50 |
+0.50 |
9,661 |
47,684 |
+552 |
Jun07 |
070119 |
1828.50 |
1828.50 |
1828.50 |
1828.50 |
+0.50 |
0 |
24 |
+0 |
Sep07 |
070119 |
1850.50 |
1850.50 |
1850.50 |
1850.50 |
+0.50 |
|
|
|
Total Volume and Open Interest |
9,661 |
47,708 |
+552 |
NASDAQ 100 E-Mini(Globex) |
Mar07 |
070119 |
1805.50 |
1815.50 |
1800.80 |
1806.50 |
+0.50 |
575,550 |
374,948 |
-9,288 |
Jun07 |
070119 |
1826.00 |
1837.30 |
1825.30 |
1828.50 |
+0.50 |
49 |
464 |
+2 |
Total Volume and Open Interest |
575,599 |
375,412 |
-9,286 |
S & P Midcap 400(CME) |
Mar07 |
070119 |
814.50 |
820.70 |
813.25 |
820.60 |
+3.80 |
33 |
7,778 |
+2 |
Jun07 |
070119 |
828.80 |
828.80 |
828.80 |
828.80 |
+3.80 |
|
|
|
Sep07 |
070119 |
837.00 |
837.00 |
837.00 |
837.00 |
+3.80 |
|
|
|
Total Volume and Open Interest |
33 |
7,778 |
+2 |
Russell 2000(CME) |
Mar07 |
070119 |
780.50 |
790.00 |
779.50 |
788.00 |
+5.20 |
1,109 |
29,541 |
+423 |
Jun07 |
070119 |
795.00 |
795.00 |
795.00 |
795.00 |
+5.20 |
0 |
1 |
+0 |
Sep07 |
070119 |
802.00 |
802.00 |
802.00 |
802.00 |
+5.20 |
0 |
8 |
+0 |
Total Volume and Open Interest |
1,109 |
29,550 |
+423 |
Russell 2000 E-Mini(Globex) |
Mar07 |
070119 |
782.50 |
790.20 |
778.70 |
788.00 |
+5.20 |
194,700 |
366,275 |
+8,018 |
Jun07 |
070119 |
787.70 |
796.40 |
786.90 |
795.00 |
+5.20 |
246 |
294 |
-3 |
Total Volume and Open Interest |
194,946 |
366,569 |
+8,015 |
Value Line(KCBT) |
Mar07 |
070119 |
1930.00 |
1930.00 |
1930.00 |
1930.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar07 |
070119 |
17390 |
17465 |
17390 |
17430 |
+90 |
|
|
|
Jun07 |
070119 |
17430 |
17430 |
17430 |
17430 |
+90 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Mar07 |
070119 |
17330 |
17400 |
17250 |
17325 |
-65 |
69,173 |
243,592 |
+538 |
Jun07 |
070119 |
17260 |
17335 |
17220 |
17260 |
-60 |
62 |
1,142 |
-4 |
Sep07 |
070119 |
17285 |
17285 |
17285 |
17285 |
-60 |
0 |
10 |
+0 |
Total Volume and Open Interest |
69,235 |
245,047 |
+534 |
CAC 40(EURONEXT) |
Jan07 |
070119 |
5546.0 |
5584.5 |
5528.0 |
5584.0 |
+31.5 |
216,560 |
479,691 |
-45,672 |
Feb07 |
070119 |
5561.0 |
5640.5 |
5542.0 |
5630.0 |
+62.0 |
130,825 |
335,792 |
+107,968 |
Mar07 |
070119 |
5576.0 |
5651.5 |
5564.5 |
5644.5 |
+62.5 |
2,503 |
50,241 |
-425 |
Total Volume and Open Interest |
349,897 |
869,316 |
+61,869 |
Hang Seng Index(HKFE) |
Jan07 |
070119 |
20260 |
20364 |
20211 |
20356 |
+37 |
49,035 |
114,897 |
-446 |
Feb07 |
070119 |
20330 |
20426 |
20274 |
20418 |
+35 |
2,052 |
7,191 |
+823 |
Mar07 |
070119 |
20252 |
20387 |
20252 |
20385 |
+37 |
523 |
3,567 |
+268 |
Total Volume and Open Interest |
51,816 |
126,990 |
+793 |
DAX(EUREX) |
Mar07 |
070119 |
6708.0 |
6791.5 |
6687.5 |
6784.5 |
+56.0 |
192,124 |
222,164 |
-2,395 |
Jun07 |
070119 |
6778.0 |
6855.0 |
6756.0 |
6850.0 |
+57.0 |
1,284 |
9,894 |
+356 |
Sep07 |
070119 |
6862.5 |
6931.0 |
6830.0 |
6925.0 |
+57.0 |
605 |
2,468 |
+123 |
Total Volume and Open Interest |
194,013 |
234,526 |
-1,916 |
FT-SE 100(EURONEXT) |
Mar07 |
070119 |
6201.50 |
6240.00 |
6169.50 |
6227.50 |
+24.00 |
106,451 |
511,007 |
+7,705 |
Jun07 |
070119 |
6226.50 |
6262.50 |
6201.00 |
6253.00 |
+24.50 |
47 |
21,733 |
+40 |
Sep07 |
070119 |
6300.00 |
6300.00 |
6290.50 |
6290.50 |
+24.50 |
8 |
574 |
-4 |
Total Volume and Open Interest |
106,506 |
533,329 |
+7,741 |
SPI 200(SFE) |
Mar07 |
070119 |
5626.0 |
5661.0 |
5620.0 |
5654.0 |
+11.0 |
15,438 |
269,591 |
+971 |
Jun07 |
070119 |
5672.0 |
5694.0 |
5672.0 |
5690.0 |
+11.0 |
104 |
5,610 |
+46 |
Sep07 |
070119 |
5691.0 |
5691.0 |
5691.0 |
5691.0 |
+10.0 |
7 |
3,025 |
+3 |
Total Volume and Open Interest |
15,575 |
280,867 |
+1,031 |
GSCI(CME) |
Feb07 |
070119 |
395.95 |
403.10 |
395.20 |
402.70 |
+10.20 |
526 |
19,619 |
-60 |
Mar07 |
070119 |
406.00 |
406.00 |
406.00 |
406.00 |
+8.00 |
|
|
|
Apr07 |
070119 |
411.00 |
411.00 |
411.00 |
411.00 |
+11.00 |
|
|
|
Total Volume and Open Interest |
526 |
21,910 |
|
Reuters CRB Index(NYBOT) |
Feb07 |
070119 |
388.00 |
388.00 |
388.00 |
388.00 |
+3.75 |
8 |
12 |
+3 |
Apr07 |
070119 |
388.00 |
391.25 |
388.00 |
391.00 |
+3.75 |
10 |
493 |
+2 |
Jun07 |
070119 |
395.00 |
395.00 |
395.00 |
395.00 |
+3.75 |
0 |
401 |
+0 |
Total Volume and Open Interest |
18 |
906 |
+5 |
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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