|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue January 23, 2007 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Mar07 |
070123 |
726.00 |
728.00 |
721.50 |
727.25 |
+10.00 |
19,440 |
225,774 |
+143 |
| May07 |
070123 |
740.50 |
742.50 |
736.75 |
742.00 |
+9.25 |
2,558 |
58,975 |
+1,427 |
| Jul07 |
070123 |
754.00 |
755.00 |
750.00 |
754.75 |
+9.00 |
3,665 |
39,009 |
-333 |
| Aug07 |
070123 |
756.00 |
761.00 |
756.00 |
760.50 |
+8.00 |
112 |
2,978 |
-109 |
| Sep07 |
070123 |
764.00 |
764.00 |
762.00 |
764.00 |
+7.00 |
6 |
615 |
-97 |
| Nov07 |
070123 |
776.00 |
779.50 |
773.00 |
778.50 |
+9.75 |
2,910 |
79,562 |
-315 |
| Jan08 |
070123 |
778.50 |
782.00 |
776.50 |
782.00 |
+7.00 |
466 |
2,032 |
+231 |
| Total Volume and Open Interest |
29,921 |
427,275 |
+1,318 |
| Soybean Meal(CBOT) |
| Mar07 |
070123 |
211.80 |
212.00 |
209.20 |
210.30 |
+1.10 |
9,690 |
76,089 |
+479 |
| May07 |
070123 |
215.70 |
215.70 |
213.40 |
214.50 |
+1.40 |
1,730 |
41,966 |
+90 |
| Jul07 |
070123 |
219.00 |
219.80 |
217.60 |
218.90 |
+1.30 |
4,437 |
42,120 |
-87 |
| Aug07 |
070123 |
220.50 |
221.30 |
219.30 |
220.50 |
+1.70 |
226 |
12,353 |
-8 |
| Sep07 |
070123 |
223.50 |
223.50 |
221.00 |
221.80 |
+1.30 |
176 |
8,482 |
-143 |
| Oct07 |
070123 |
225.00 |
225.00 |
222.50 |
223.20 |
+1.40 |
67 |
4,491 |
+34 |
| Dec07 |
070123 |
228.30 |
228.30 |
225.30 |
226.40 |
+1.50 |
1,832 |
19,842 |
+83 |
| Jan08 |
070123 |
228.00 |
228.00 |
226.50 |
227.00 |
+1.50 |
5 |
542 |
+1 |
| Total Volume and Open Interest |
18,399 |
206,829 |
+605 |
| Soybean Oil(CBOT) |
| Mar07 |
070123 |
29.62 |
29.97 |
29.57 |
29.93 |
+0.62 |
6,434 |
131,594 |
+382 |
| May07 |
070123 |
30.19 |
30.40 |
30.05 |
30.38 |
+0.57 |
2,334 |
50,070 |
-292 |
| Jul07 |
070123 |
30.70 |
30.82 |
30.50 |
30.82 |
+0.58 |
2,535 |
32,263 |
+100 |
| Aug07 |
070123 |
30.65 |
30.98 |
30.65 |
30.98 |
+0.57 |
207 |
6,426 |
-4 |
| Sep07 |
070123 |
31.05 |
31.25 |
30.90 |
31.16 |
+0.59 |
76 |
3,555 |
-125 |
| Oct07 |
070123 |
31.20 |
31.35 |
31.05 |
31.35 |
+0.56 |
43 |
3,624 |
-6 |
| Dec07 |
070123 |
31.60 |
31.75 |
31.43 |
31.73 |
+0.54 |
1,141 |
25,907 |
-350 |
| Jan08 |
070123 |
31.70 |
31.90 |
31.70 |
31.90 |
+0.55 |
17 |
85 |
+15 |
| Total Volume and Open Interest |
12,994 |
253,961 |
-137 |
| Canola(WCE) |
| Jan07 |
070112 |
364.0 |
379.5 |
364.0 |
379.5 |
+17.2 |
0 |
59 |
+0 |
| Mar07 |
070123 |
378.9 |
382.0 |
378.9 |
381.7 |
+4.1 |
4,474 |
64,146 |
+132 |
| May07 |
070123 |
386.3 |
390.2 |
386.3 |
390.2 |
+3.6 |
845 |
10,295 |
+247 |
| Jul07 |
070123 |
395.0 |
398.3 |
395.0 |
397.2 |
+0.7 |
19 |
9,720 |
-3 |
| Total Volume and Open Interest |
6,235 |
104,727 |
+706 |
| Corn(CBOT) |
| Mar07 |
070123 |
410.00 |
410.50 |
405.00 |
409.00 |
+4.75 |
25,675 |
507,167 |
-1,335 |
| May07 |
070123 |
421.50 |
422.00 |
416.25 |
420.25 |
+4.25 |
9,419 |
183,118 |
+909 |
| Jul07 |
070123 |
428.00 |
428.50 |
422.00 |
425.50 |
+3.25 |
16,562 |
230,934 |
+979 |
| Sep07 |
070123 |
409.50 |
411.50 |
408.00 |
411.25 |
+5.75 |
2,027 |
52,767 |
+528 |
| Dec07 |
070123 |
399.50 |
403.00 |
399.00 |
402.75 |
+6.25 |
18,504 |
348,960 |
+3,125 |
| Mar08 |
070123 |
405.25 |
408.50 |
405.25 |
408.25 |
+7.00 |
916 |
24,828 |
+223 |
| Total Volume and Open Interest |
75,058 |
1,470,628 |
+4,109 |
| Wheat(CBOT) |
| Mar07 |
070123 |
470.00 |
481.00 |
468.50 |
480.25 |
+15.25 |
12,795 |
211,609 |
-2,406 |
| May07 |
070123 |
482.00 |
494.00 |
481.50 |
493.00 |
+14.25 |
7,403 |
60,864 |
+4,358 |
| Jul07 |
070123 |
491.00 |
500.50 |
489.50 |
500.25 |
+13.25 |
6,609 |
91,461 |
-851 |
| Sep07 |
070123 |
497.00 |
506.50 |
495.00 |
506.00 |
+13.00 |
331 |
5,247 |
-33 |
| Dec07 |
070123 |
508.00 |
519.00 |
507.00 |
518.00 |
+13.00 |
2,495 |
62,772 |
-490 |
| Total Volume and Open Interest |
29,743 |
454,628 |
+584 |
| Wheat(KCBT) |
| Mar07 |
070123 |
492.50 |
501.00 |
490.50 |
500.75 |
+13.75 |
4,607 |
52,356 |
-643 |
| May07 |
070123 |
503.00 |
508.50 |
499.00 |
506.50 |
+6.50 |
2,213 |
12,733 |
+825 |
| Jul07 |
070123 |
502.00 |
510.00 |
501.50 |
510.00 |
+9.50 |
1,467 |
34,234 |
+386 |
| Sep07 |
070123 |
510.00 |
518.00 |
507.50 |
517.00 |
+9.50 |
212 |
4,821 |
-33 |
| Dec07 |
070123 |
517.00 |
526.50 |
516.00 |
526.50 |
+10.75 |
214 |
6,916 |
+50 |
| Total Volume and Open Interest |
8,746 |
114,538 |
+579 |
| Wheat(MGE) |
| Mar07 |
070123 |
500.00 |
506.00 |
498.00 |
505.75 |
+9.75 |
2,168 |
18,059 |
-598 |
| May07 |
070123 |
508.00 |
515.00 |
507.00 |
515.00 |
+11.00 |
1,137 |
5,866 |
-179 |
| Jul07 |
070123 |
517.00 |
523.00 |
516.00 |
522.75 |
+9.00 |
696 |
2,583 |
+183 |
| Sep07 |
070123 |
520.00 |
530.00 |
519.00 |
528.75 |
+8.50 |
513 |
5,983 |
+90 |
| Dec07 |
070123 |
528.00 |
536.50 |
528.00 |
535.00 |
+10.00 |
829 |
10,572 |
-25 |
| Total Volume and Open Interest |
5,364 |
43,916 |
-521 |
| Oats(CBOT) |
| Mar07 |
070123 |
269.25 |
269.50 |
265.00 |
268.00 |
+1.00 |
236 |
7,609 |
+10 |
| May07 |
070123 |
275.50 |
275.50 |
272.50 |
274.50 |
+0.50 |
143 |
2,031 |
+82 |
| Jul07 |
070123 |
280.00 |
280.00 |
279.00 |
279.00 |
unch |
10 |
893 |
-1 |
| Sep07 |
070123 |
264.00 |
264.75 |
264.00 |
264.25 |
+2.25 |
8 |
104 |
+0 |
| Total Volume and Open Interest |
450 |
16,425 |
+140 |
| Rough Rice(CBOT) |
| Mar07 |
070123 |
10.20 |
10.30 |
10.20 |
10.27 |
+0.04 |
1,779 |
10,968 |
-468 |
| May07 |
070123 |
10.51 |
10.58 |
10.51 |
10.58 |
+0.05 |
235 |
2,535 |
+67 |
| Jul07 |
070123 |
10.76 |
10.78 |
10.76 |
10.76 |
+0.04 |
16 |
1,033 |
-8 |
| Sep07 |
070123 |
10.63 |
10.74 |
10.63 |
10.74 |
+0.11 |
45 |
1,477 |
+9 |
| Total Volume and Open Interest |
2,110 |
17,597 |
-570 |
| Live Cattle(CME) |
| Feb07 |
070123 |
90.000 |
90.475 |
89.500 |
89.575 |
-0.675 |
13,848 |
59,251 |
-4,533 |
| Apr07 |
070123 |
92.700 |
93.100 |
92.300 |
92.525 |
-0.175 |
17,957 |
128,237 |
+2,213 |
| Jun07 |
070123 |
89.075 |
89.350 |
88.675 |
88.950 |
-0.125 |
6,129 |
39,562 |
+2,662 |
| Aug07 |
070123 |
87.225 |
87.400 |
86.900 |
87.175 |
-0.225 |
1,627 |
17,047 |
+468 |
| Oct07 |
070123 |
90.300 |
90.500 |
90.050 |
90.250 |
-0.200 |
979 |
10,130 |
+375 |
| Dec07 |
070123 |
91.000 |
91.175 |
90.700 |
90.900 |
-0.200 |
479 |
4,701 |
+125 |
| Total Volume and Open Interest |
41,121 |
261,985 |
+1,350 |
| Feeder Cattle(CME) |
| Jan07 |
070123 |
94.200 |
94.600 |
94.050 |
94.450 |
+0.025 |
584 |
2,107 |
-153 |
| Mar07 |
070123 |
92.500 |
93.100 |
92.025 |
92.525 |
+0.150 |
2,559 |
16,306 |
+71 |
| Apr07 |
070123 |
94.250 |
95.000 |
94.000 |
94.500 |
-0.300 |
510 |
3,089 |
+209 |
| May07 |
070123 |
95.000 |
96.000 |
95.000 |
95.550 |
-0.250 |
840 |
5,127 |
+145 |
| Aug07 |
070123 |
98.200 |
99.000 |
98.000 |
98.350 |
-0.450 |
110 |
2,816 |
-1 |
| Sep07 |
070123 |
97.600 |
98.000 |
97.400 |
97.500 |
-0.250 |
21 |
1,029 |
+4 |
| Oct07 |
070123 |
97.500 |
98.050 |
97.000 |
98.050 |
-0.150 |
12 |
127 |
+1 |
| Total Volume and Open Interest |
4,637 |
30,625 |
+277 |
| Lean Hogs(CME) |
| Feb07 |
070123 |
61.150 |
61.850 |
60.750 |
61.800 |
+0.850 |
9,206 |
22,240 |
-2,307 |
| Apr07 |
070123 |
64.800 |
65.550 |
64.350 |
65.300 |
+0.750 |
12,939 |
83,609 |
+571 |
| May07 |
070123 |
72.700 |
73.300 |
72.500 |
73.275 |
+0.350 |
80 |
3,127 |
+24 |
| Jun07 |
070123 |
74.500 |
75.150 |
74.025 |
75.025 |
+0.625 |
2,414 |
32,690 |
+677 |
| Jul07 |
070123 |
73.800 |
74.200 |
73.350 |
74.025 |
+0.400 |
1,036 |
10,553 |
+441 |
| Aug07 |
070123 |
72.600 |
73.250 |
72.400 |
73.000 |
+0.475 |
338 |
6,293 |
+84 |
| Oct07 |
070123 |
65.325 |
65.650 |
65.000 |
65.625 |
+0.350 |
163 |
6,551 |
+12 |
| Dec07 |
070123 |
63.500 |
64.150 |
63.500 |
64.100 |
+0.600 |
304 |
5,800 |
+19 |
| Total Volume and Open Interest |
26,523 |
171,158 |
-470 |
| Pork Bellies(CME) |
| Feb07 |
070123 |
97.900 |
97.900 |
94.900 |
96.050 |
+0.175 |
180 |
735 |
-23 |
| Mar07 |
070123 |
97.600 |
97.700 |
95.800 |
96.600 |
+0.800 |
155 |
284 |
+64 |
| May07 |
070123 |
97.500 |
97.500 |
96.025 |
96.025 |
+0.525 |
6 |
99 |
+4 |
| Jul07 |
070123 |
98.500 |
98.500 |
98.000 |
98.050 |
+1.100 |
2 |
105 |
+1 |
| Aug07 |
070123 |
96.600 |
96.600 |
96.600 |
96.600 |
unch |
1 |
41 |
+1 |
| Total Volume and Open Interest |
344 |
1,264 |
+47 |
| Class III Milk(CME) |
| Jan07 |
070123 |
13.50 |
13.54 |
13.49 |
13.54 |
+0.04 |
2 |
2,676 |
+0 |
| Feb07 |
070123 |
13.66 |
13.75 |
13.64 |
13.73 |
+0.07 |
70 |
2,907 |
-3 |
| Mar07 |
070123 |
13.82 |
13.95 |
13.77 |
13.95 |
+0.14 |
67 |
2,651 |
-8 |
| Apr07 |
070123 |
14.00 |
14.30 |
13.99 |
14.21 |
+0.19 |
59 |
2,387 |
-12 |
| May07 |
070123 |
14.40 |
14.58 |
14.39 |
14.57 |
+0.14 |
35 |
2,348 |
-14 |
| Total Volume and Open Interest |
681 |
26,811 |
+139 |
| Cocoa(NYBOT) |
| Mar07 |
070123 |
1599 |
1617 |
1599 |
1615 |
+26 |
4,599 |
55,877 |
-1,550 |
| May07 |
070123 |
1633 |
1650 |
1631 |
1647 |
+25 |
1,405 |
31,412 |
+606 |
| Jul07 |
070123 |
1657 |
1673 |
1657 |
1671 |
+25 |
843 |
13,481 |
+310 |
| Sep07 |
070123 |
1692 |
1693 |
1691 |
1691 |
+25 |
22 |
15,988 |
+10 |
| Dec07 |
070123 |
1697 |
1711 |
1697 |
1711 |
+26 |
330 |
15,674 |
-260 |
| Mar08 |
070123 |
1731 |
1731 |
1731 |
1731 |
+26 |
200 |
5,674 |
+50 |
| May08 |
070123 |
1749 |
1749 |
1749 |
1749 |
+25 |
0 |
2,443 |
+0 |
| Total Volume and Open Interest |
7,399 |
143,792 |
-834 |
| Coffee "C"(NYBOT) |
| Mar07 |
070123 |
117.25 |
117.25 |
115.35 |
115.65 |
-1.70 |
16,688 |
73,686 |
-1,603 |
| May07 |
070123 |
120.30 |
120.30 |
118.50 |
118.85 |
-1.70 |
4,228 |
29,284 |
+979 |
| Jul07 |
070123 |
123.00 |
123.25 |
121.70 |
121.80 |
-1.70 |
1,536 |
7,868 |
+416 |
| Sep07 |
070123 |
125.50 |
125.60 |
124.50 |
124.60 |
-1.70 |
599 |
4,761 |
+135 |
| Dec07 |
070123 |
129.30 |
130.00 |
128.00 |
128.30 |
-1.55 |
83 |
3,880 |
+25 |
| Mar08 |
070123 |
133.00 |
133.00 |
131.80 |
131.80 |
-1.35 |
255 |
2,517 |
-69 |
| Total Volume and Open Interest |
23,716 |
129,316 |
-201 |
| Orange Juice(NYBOT) |
| Mar07 |
070123 |
203.80 |
204.00 |
200.20 |
200.75 |
-3.90 |
1,463 |
24,545 |
+353 |
| May07 |
070123 |
200.30 |
200.50 |
197.00 |
197.80 |
-3.70 |
278 |
3,027 |
+131 |
| Jul07 |
070123 |
197.00 |
197.00 |
194.75 |
195.00 |
-3.70 |
18 |
858 |
+55 |
| Sep07 |
070123 |
190.50 |
190.50 |
188.00 |
188.00 |
-3.50 |
16 |
283 |
+0 |
| Nov07 |
070123 |
182.25 |
182.25 |
180.00 |
180.25 |
-2.50 |
253 |
2,906 |
+164 |
| Jan08 |
070123 |
180.50 |
180.50 |
179.80 |
180.00 |
-2.50 |
15 |
213 |
+0 |
| Total Volume and Open Interest |
2,043 |
31,865 |
+703 |
| Sugar #11(NYBOT) |
| Mar07 |
070123 |
10.95 |
10.95 |
10.76 |
10.79 |
-0.14 |
29,044 |
277,448 |
+242 |
| May07 |
070123 |
11.05 |
11.06 |
10.92 |
10.94 |
-0.12 |
11,427 |
103,799 |
+1,651 |
| Jul07 |
070123 |
10.95 |
10.96 |
10.82 |
10.84 |
-0.10 |
7,946 |
106,993 |
+1,248 |
| Oct07 |
070123 |
11.12 |
11.15 |
11.02 |
11.03 |
-0.09 |
3,915 |
61,581 |
+1,279 |
| Mar08 |
070123 |
11.52 |
11.55 |
11.48 |
11.53 |
+0.02 |
2,724 |
54,045 |
+422 |
| Total Volume and Open Interest |
57,226 |
650,942 |
+5,811 |
| Sugar #14(NYBOT) |
| Jan07 |
061208 |
19.60 |
19.60 |
19.60 |
19.60 |
-0.10 |
181 |
515 |
-44 |
| Mar07 |
070123 |
20.10 |
20.10 |
20.10 |
20.10 |
+0.04 |
981 |
3,464 |
+30 |
| May07 |
070123 |
19.90 |
19.98 |
19.90 |
19.97 |
+0.06 |
53 |
2,741 |
+37 |
| Jul07 |
070123 |
19.94 |
20.03 |
19.94 |
20.03 |
+0.12 |
21 |
2,385 |
+1 |
| Sep07 |
070123 |
19.93 |
20.01 |
19.93 |
20.01 |
+0.10 |
12 |
1,850 |
+3 |
| Total Volume and Open Interest |
1,078 |
12,275 |
+72 |
| London Cocoa(LCE) |
| Mar07 |
070123 |
865 |
880 |
865 |
877 |
+5 |
3,856 |
60,147 |
+411 |
| May07 |
070123 |
887 |
897 |
884 |
895 |
+5 |
2,755 |
38,350 |
+254 |
| Jul07 |
070123 |
899 |
911 |
897 |
908 |
+5 |
705 |
26,189 |
+345 |
| Sep07 |
070123 |
913 |
924 |
912 |
922 |
+4 |
1,457 |
32,803 |
+1,172 |
| Dec07 |
070123 |
912 |
918 |
911 |
918 |
+4 |
364 |
32,226 |
+81 |
| Mar08 |
070123 |
920 |
929 |
919 |
927 |
+6 |
283 |
9,188 |
+256 |
| May08 |
070123 |
938 |
938 |
936 |
936 |
+6 |
0 |
1,548 |
+0 |
| Total Volume and Open Interest |
9,430 |
201,826 |
+2,514 |
| London Coffee(LCE) |
| Jan07 |
070123 |
1572.00 |
1585.00 |
1548.00 |
1558.00 |
-22.00 |
458 |
2,498 |
-117 |
| Mar07 |
070123 |
1566.00 |
1567.00 |
1530.00 |
1538.00 |
-30.00 |
7,460 |
82,024 |
-1,255 |
| May07 |
070123 |
1555.00 |
1558.00 |
1527.00 |
1534.00 |
-24.00 |
3,859 |
35,676 |
+683 |
| Jul07 |
070123 |
1543.00 |
1549.00 |
1523.00 |
1526.00 |
-22.00 |
621 |
7,848 |
-15 |
| Sep07 |
070123 |
1537.00 |
1540.00 |
1515.00 |
1518.00 |
-21.00 |
380 |
8,320 |
+107 |
| Nov07 |
070123 |
1512.00 |
1520.00 |
1496.00 |
1498.00 |
-17.00 |
205 |
2,244 |
+73 |
| Total Volume and Open Interest |
13,148 |
141,793 |
-535 |
| London Sugar(LCE) |
| Mar07 |
070123 |
335.00 |
335.50 |
332.00 |
332.30 |
-2.60 |
2,956 |
25,691 |
-708 |
| May07 |
070123 |
324.20 |
324.90 |
321.20 |
322.20 |
-2.70 |
1,468 |
15,984 |
-203 |
| Aug07 |
070123 |
319.00 |
319.00 |
315.00 |
315.20 |
-3.20 |
394 |
7,109 |
+4 |
| Oct07 |
070123 |
315.40 |
315.40 |
312.00 |
312.00 |
-2.40 |
422 |
4,192 |
+181 |
| Dec07 |
070123 |
316.70 |
316.70 |
314.00 |
314.00 |
-2.90 |
13 |
1,125 |
-9 |
| Total Volume and Open Interest |
5,309 |
59,981 |
-732 |
| Cotton(NYBOT) |
| Mar07 |
070123 |
54.30 |
55.00 |
54.25 |
54.82 |
+0.73 |
8,752 |
102,533 |
-2,086 |
| May07 |
070123 |
55.45 |
56.00 |
55.40 |
55.77 |
+0.60 |
3,032 |
32,166 |
+1,232 |
| Jul07 |
070123 |
56.50 |
57.00 |
56.50 |
56.95 |
+0.65 |
1,430 |
15,178 |
-134 |
| Oct07 |
070123 |
59.10 |
59.35 |
59.10 |
59.35 |
+0.76 |
29 |
190 |
+11 |
| Dec07 |
070123 |
60.20 |
60.70 |
60.15 |
60.67 |
+0.72 |
1,620 |
27,361 |
+586 |
| Mar08 |
070123 |
62.45 |
62.45 |
62.45 |
62.45 |
+0.73 |
0 |
1,759 |
+0 |
| Total Volume and Open Interest |
14,872 |
179,809 |
-388 |
| Lumber(CME) |
| Mar07 |
070123 |
261.2 |
263.3 |
260.0 |
260.4 |
-1.2 |
647 |
5,011 |
+12 |
| May07 |
070123 |
280.0 |
282.0 |
279.5 |
279.9 |
-2.1 |
181 |
1,062 |
+12 |
| Jul07 |
070123 |
295.9 |
295.9 |
292.9 |
293.9 |
-3.6 |
18 |
226 |
-2 |
| Sep07 |
070123 |
304.0 |
304.0 |
298.1 |
298.1 |
-2.2 |
10 |
93 |
-1 |
| Total Volume and Open Interest |
858 |
6,399 |
+21 |
| Crude Oil(NYM) |
| Mar07 |
070123 |
53.40 |
55.15 |
53.05 |
55.04 |
+2.46 |
268,288 |
401,619 |
+8,266 |
| Apr07 |
070123 |
54.25 |
55.91 |
54.20 |
55.91 |
+2.38 |
63,574 |
94,813 |
+1,913 |
| May07 |
070123 |
55.20 |
56.70 |
55.20 |
56.61 |
+2.28 |
20,373 |
53,139 |
+1,371 |
| Jun07 |
070123 |
55.85 |
57.30 |
55.80 |
57.25 |
+2.21 |
16,795 |
96,099 |
+2,105 |
| Jul07 |
070123 |
56.45 |
57.80 |
56.45 |
57.80 |
+2.15 |
3,976 |
30,369 |
+30 |
| Aug07 |
070123 |
56.85 |
58.30 |
56.85 |
58.30 |
+2.11 |
3,904 |
21,141 |
-538 |
| Sep07 |
070123 |
58.74 |
58.74 |
58.74 |
58.74 |
+2.07 |
3,678 |
30,873 |
-151 |
| Oct07 |
070123 |
59.13 |
59.13 |
59.13 |
59.13 |
+2.03 |
1,541 |
19,448 |
+347 |
| Nov07 |
070123 |
59.49 |
59.49 |
59.49 |
59.49 |
+1.98 |
619 |
14,830 |
+349 |
| Dec07 |
070123 |
58.45 |
59.82 |
58.45 |
59.82 |
+1.95 |
8,205 |
144,025 |
+1,024 |
| Jan08 |
070123 |
60.09 |
60.09 |
60.09 |
60.09 |
+1.92 |
1,097 |
21,166 |
-42 |
| Feb08 |
070123 |
60.29 |
60.29 |
60.29 |
60.29 |
+1.90 |
256 |
11,500 |
+153 |
| Mar08 |
070123 |
60.46 |
60.46 |
60.46 |
60.46 |
+1.88 |
35 |
13,497 |
+4 |
| Apr08 |
070123 |
60.60 |
60.60 |
60.60 |
60.60 |
+1.86 |
200 |
12,707 |
+0 |
| May08 |
070123 |
60.70 |
60.70 |
60.70 |
60.70 |
+1.80 |
400 |
5,684 |
+95 |
| Jun08 |
070123 |
59.65 |
60.80 |
59.65 |
60.80 |
+1.78 |
1,912 |
23,497 |
+236 |
| Total Volume and Open Interest |
459,453 |
1,272,135 |
-28,435 |
| Heating Oil(NYM) |
| Feb07 |
070123 |
153.60 |
158.30 |
153.00 |
157.63 |
+6.79 |
32,134 |
36,524 |
-4,210 |
| Mar07 |
070123 |
154.80 |
159.50 |
154.50 |
159.25 |
+6.80 |
29,692 |
76,053 |
+1,876 |
| Apr07 |
070123 |
155.80 |
160.35 |
155.80 |
160.35 |
+6.45 |
6,068 |
28,449 |
+893 |
| May07 |
070123 |
157.00 |
161.05 |
157.00 |
161.05 |
+6.20 |
2,020 |
12,076 |
+291 |
| Jun07 |
070123 |
158.50 |
161.85 |
158.00 |
161.85 |
+6.00 |
2,625 |
19,921 |
+599 |
| Jul07 |
070123 |
159.90 |
163.30 |
159.90 |
163.30 |
+5.90 |
923 |
8,032 |
+55 |
| Aug07 |
070123 |
162.15 |
165.35 |
162.15 |
165.35 |
+5.80 |
379 |
3,917 |
+166 |
| Sep07 |
070123 |
164.85 |
167.60 |
164.35 |
167.60 |
+5.75 |
465 |
5,531 |
-213 |
| Oct07 |
070123 |
167.85 |
170.55 |
167.35 |
170.55 |
+5.70 |
161 |
2,925 |
-23 |
| Nov07 |
070123 |
170.90 |
173.50 |
169.70 |
173.50 |
+5.60 |
46 |
1,836 |
+14 |
| Dec07 |
070123 |
172.80 |
176.45 |
172.80 |
176.45 |
+5.55 |
1,480 |
12,596 |
+11 |
| Jan08 |
070123 |
174.50 |
178.25 |
174.50 |
178.25 |
+5.50 |
265 |
5,917 |
+179 |
| Total Volume and Open Interest |
76,331 |
219,552 |
-343 |
| Unleaded Gas(NYM) |
| RBOB Gasoline(NYMEX) |
| Feb07 |
070123 |
138.36 |
144.93 |
137.55 |
144.50 |
+6.35 |
23,588 |
28,413 |
-4,901 |
| Mar07 |
070123 |
142.10 |
148.38 |
141.97 |
147.88 |
+6.03 |
16,378 |
55,887 |
+2,786 |
| Apr07 |
070123 |
157.50 |
162.89 |
157.41 |
162.50 |
+5.89 |
5,531 |
26,829 |
+364 |
| May07 |
070123 |
161.55 |
165.34 |
161.45 |
165.31 |
+5.35 |
1,948 |
15,842 |
+716 |
| Jun07 |
070123 |
164.00 |
168.00 |
163.90 |
167.75 |
+6.10 |
560 |
8,891 |
-155 |
| Jul07 |
070123 |
166.19 |
166.19 |
165.79 |
165.79 |
+2.54 |
78 |
8,171 |
+23 |
| Aug07 |
070123 |
166.00 |
168.52 |
166.00 |
168.45 |
+5.20 |
54 |
4,256 |
+0 |
| Sep07 |
070123 |
164.60 |
164.60 |
164.60 |
164.60 |
+2.85 |
275 |
9,263 |
-1 |
| Oct07 |
070123 |
157.99 |
157.99 |
157.99 |
157.99 |
+5.49 |
112 |
2,452 |
-6 |
| Nov07 |
070123 |
154.94 |
154.94 |
154.94 |
154.94 |
+6.02 |
77 |
1,283 |
+5 |
| Total Volume and Open Interest |
48,627 |
164,097 |
-1,149 |
| e-MiNY RBOB Gasoline(NYMEX) |
| Feb07 |
070111 |
139.05 |
139.05 |
139.05 |
139.05 |
-20.78 |
0 |
1 |
+0 |
| Mar07 |
070123 |
145.00 |
145.00 |
145.00 |
145.00 |
+3.50 |
2 |
2 |
+0 |
| Apr07 |
070123 |
162.64 |
162.64 |
162.64 |
162.64 |
+4.64 |
0 |
1 |
+0 |
| May07 |
070123 |
165.54 |
165.54 |
165.54 |
165.54 |
+1.04 |
|
|
|
| Total Volume and Open Interest |
2 |
6 |
+0 |
| Natural Gas(NYM) |
| Feb07 |
070123 |
7.495 |
7.615 |
7.360 |
7.597 |
+0.278 |
68,864 |
40,548 |
-216 |
| Mar07 |
070123 |
7.460 |
7.570 |
7.350 |
7.562 |
+0.251 |
31,235 |
177,086 |
-576 |
| Apr07 |
070123 |
7.470 |
7.500 |
7.320 |
7.492 |
+0.156 |
14,187 |
110,721 |
+724 |
| May07 |
070123 |
7.505 |
7.560 |
7.350 |
7.512 |
+0.131 |
8,453 |
50,459 |
-151 |
| Jun07 |
070123 |
7.560 |
7.620 |
7.435 |
7.562 |
+0.109 |
2,772 |
17,653 |
+19 |
| Jul07 |
070123 |
7.630 |
7.630 |
7.460 |
7.630 |
+0.095 |
2,378 |
16,930 |
+195 |
| Aug07 |
070123 |
7.720 |
7.720 |
7.680 |
7.695 |
+0.085 |
2,619 |
22,739 |
+110 |
| Sep07 |
070123 |
7.770 |
7.770 |
7.730 |
7.750 |
+0.080 |
875 |
18,080 |
+222 |
| Oct07 |
070123 |
7.890 |
7.890 |
7.770 |
7.872 |
+0.077 |
2,801 |
42,985 |
+179 |
| Nov07 |
070123 |
8.390 |
8.390 |
8.250 |
8.382 |
+0.037 |
292 |
22,288 |
+71 |
| Dec07 |
070123 |
8.910 |
8.910 |
8.820 |
8.907 |
+0.002 |
727 |
36,560 |
+229 |
| Jan08 |
070123 |
9.200 |
9.220 |
9.100 |
9.172 |
-0.008 |
1,451 |
32,982 |
+112 |
| Feb08 |
070123 |
9.150 |
9.180 |
9.100 |
9.172 |
-0.008 |
54 |
16,847 |
-11 |
| Mar08 |
070123 |
8.950 |
8.962 |
8.930 |
8.962 |
-0.013 |
1,393 |
40,252 |
+281 |
| Apr08 |
070123 |
7.730 |
7.730 |
7.600 |
7.712 |
-0.053 |
1,518 |
27,244 |
-174 |
| May08 |
070123 |
7.700 |
7.700 |
7.500 |
7.597 |
-0.058 |
9 |
12,763 |
+3 |
| Total Volume and Open Interest |
140,493 |
923,684 |
+1,193 |
| Brent Crude Oil(ICE) |
| Mar07 |
070123 |
52.81 |
55.18 |
52.59 |
55.10 |
+2.40 |
106,263 |
161,274 |
+9,879 |
| Apr07 |
070123 |
53.55 |
55.78 |
53.50 |
55.68 |
+2.18 |
54,885 |
143,186 |
+4,871 |
| May07 |
070123 |
54.31 |
56.41 |
54.31 |
56.39 |
+2.09 |
16,363 |
40,616 |
+31 |
| Jun07 |
070123 |
55.10 |
57.02 |
55.10 |
57.02 |
+2.03 |
9,345 |
45,260 |
+537 |
| Jul07 |
070123 |
55.72 |
57.55 |
55.72 |
57.55 |
+1.95 |
2,476 |
17,875 |
+121 |
| Aug07 |
070123 |
56.26 |
58.03 |
56.26 |
58.03 |
+1.88 |
1,824 |
10,110 |
+231 |
| Sep07 |
070123 |
58.44 |
58.44 |
58.44 |
58.44 |
+1.84 |
0 |
13,822 |
+66 |
| Oct07 |
070123 |
57.58 |
58.83 |
57.58 |
58.83 |
+1.84 |
0 |
10,750 |
+20 |
| Nov07 |
070123 |
59.17 |
59.17 |
59.17 |
59.17 |
+1.82 |
0 |
9,580 |
+187 |
| Dec07 |
070123 |
57.99 |
59.48 |
57.92 |
59.48 |
+1.80 |
7,413 |
55,959 |
+879 |
| Jan08 |
070123 |
59.78 |
59.78 |
59.78 |
59.78 |
+1.81 |
0 |
8,436 |
+300 |
| Feb08 |
070123 |
60.04 |
60.04 |
60.04 |
60.04 |
+1.79 |
0 |
2,604 |
+0 |
| Mar08 |
070123 |
58.89 |
60.24 |
58.89 |
60.24 |
+1.77 |
0 |
2,259 |
+0 |
| Apr08 |
070123 |
59.27 |
60.40 |
59.27 |
60.40 |
+1.72 |
0 |
1,132 |
+0 |
| Total Volume and Open Interest |
199,877 |
611,275 |
+17,878 |
| Gas Oil(ICE) |
| Feb07 |
070123 |
479.00 |
497.00 |
477.25 |
485.00 |
-5.50 |
39,724 |
65,386 |
+2,151 |
| Mar07 |
070123 |
483.00 |
500.75 |
481.00 |
488.50 |
-6.00 |
28,783 |
78,917 |
+3,423 |
| Apr07 |
070123 |
488.00 |
504.00 |
488.00 |
492.25 |
-6.50 |
12,318 |
30,117 |
+2,077 |
| May07 |
070123 |
494.50 |
508.00 |
494.00 |
496.75 |
-6.50 |
4,434 |
19,971 |
+682 |
| Jun07 |
070123 |
499.00 |
512.50 |
499.00 |
501.50 |
-6.50 |
3,377 |
41,395 |
-481 |
| Jul07 |
070123 |
507.75 |
507.75 |
507.75 |
507.75 |
-6.50 |
889 |
13,608 |
+495 |
| Aug07 |
070123 |
513.75 |
513.75 |
513.75 |
513.75 |
-7.00 |
299 |
6,857 |
+160 |
| Sep07 |
070123 |
518.75 |
518.75 |
518.75 |
518.75 |
-7.25 |
0 |
13,337 |
-10 |
| Oct07 |
070123 |
523.25 |
523.25 |
523.25 |
523.25 |
-7.25 |
0 |
3,879 |
+0 |
| Nov07 |
070123 |
527.00 |
527.00 |
527.00 |
527.00 |
-6.50 |
0 |
3,986 |
+0 |
| Total Volume and Open Interest |
91,622 |
336,207 |
+8,954 |
| US Dollar Index(NYBOT) |
| Mar07 |
070123 |
84.86 |
84.90 |
84.28 |
84.48 |
-0.36 |
681 |
18,815 |
+106 |
| Jun07 |
070123 |
84.06 |
84.24 |
84.06 |
84.23 |
-0.36 |
9 |
2,051 |
+5 |
| Sep07 |
070123 |
83.98 |
83.98 |
83.98 |
83.98 |
-0.36 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
690 |
20,905 |
+111 |
| Australian Dollar(CME) |
| Mar07 |
070123 |
79.25 |
79.25 |
79.09 |
79.13 |
+0.42 |
920 |
123,461 |
-2,143 |
| Jun07 |
070123 |
78.91 |
78.91 |
78.91 |
78.91 |
+0.42 |
0 |
491 |
+23 |
| Sep07 |
070123 |
78.65 |
78.65 |
78.65 |
78.65 |
+0.42 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
920 |
124,274 |
-2,120 |
| British Pound(CME) |
| Mar07 |
070123 |
199.01 |
199.01 |
198.18 |
198.21 |
+0.63 |
1,849 |
162,142 |
+5,443 |
| Jun07 |
070123 |
198.04 |
198.04 |
198.04 |
198.04 |
+0.62 |
0 |
532 |
-19 |
| Sep07 |
070123 |
197.90 |
197.90 |
197.90 |
197.90 |
+0.62 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
1,849 |
162,713 |
+5,424 |
| Canadian Dollar(CME) |
| Mar07 |
070123 |
84.79 |
84.98 |
84.58 |
84.87 |
+0.14 |
2,092 |
148,269 |
+7,174 |
| Jun07 |
070123 |
85.10 |
85.10 |
85.10 |
85.10 |
+0.14 |
6 |
3,074 |
-14 |
| Sep07 |
070123 |
85.25 |
85.34 |
85.25 |
85.34 |
+0.14 |
3 |
742 |
+3 |
| Dec07 |
070123 |
85.47 |
85.59 |
85.47 |
85.58 |
+0.14 |
4 |
400 |
-14 |
| Total Volume and Open Interest |
2,105 |
152,490 |
+7,149 |
| Japanese Yen(CME) |
| Mar07 |
070123 |
83.11 |
83.11 |
82.80 |
82.83 |
-0.03 |
3,135 |
319,854 |
-1,373 |
| Jun07 |
070123 |
83.81 |
83.81 |
83.81 |
83.81 |
-0.03 |
0 |
5,877 |
-176 |
| Sep07 |
070123 |
84.74 |
84.74 |
84.74 |
84.74 |
-0.03 |
0 |
13 |
+0 |
| Total Volume and Open Interest |
3,135 |
325,988 |
-1,547 |
| Swiss Franc(CME) |
| Mar07 |
070123 |
81.03 |
81.20 |
80.85 |
80.96 |
+0.49 |
1,085 |
86,856 |
+1,035 |
| Jun07 |
070123 |
81.58 |
81.58 |
81.58 |
81.58 |
+0.49 |
0 |
207 |
+0 |
| Sep07 |
070123 |
82.15 |
82.15 |
82.15 |
82.15 |
+0.49 |
0 |
48 |
+0 |
| Total Volume and Open Interest |
1,085 |
87,155 |
+1,035 |
| EuroFX(CME) |
| Mar07 |
070123 |
130.70 |
130.72 |
130.39 |
130.55 |
+0.68 |
1,487 |
161,891 |
-3,892 |
| Jun07 |
070123 |
131.02 |
131.02 |
131.01 |
131.01 |
+0.68 |
8 |
1,596 |
+24 |
| Sep07 |
070123 |
131.40 |
131.40 |
131.40 |
131.40 |
+0.68 |
0 |
248 |
-1 |
| Total Volume and Open Interest |
1,495 |
163,958 |
-3,870 |
| Mexican Peso(CME) |
| Feb07 |
070123 |
9115.0 |
9115.0 |
9115.0 |
9115.0 |
-17.0 |
|
|
|
| Mar07 |
070123 |
9112.0 |
9120.0 |
9065.0 |
9107.0 |
-18.0 |
14,062 |
68,984 |
+2,216 |
| Total Volume and Open Interest |
14,062 |
90,968 |
+2,216 |
| 30-Year T-Bonds(CBOT) |
| Mar07 |
070123 |
110~28 |
111~00 |
110~09 |
110~13 |
-0~17 |
195,729 |
805,050 |
+467 |
| Jun07 |
070123 |
110~18 |
110~24 |
110~08 |
110~10 |
-0~17 |
243 |
11,811 |
+110 |
| Sep07 |
070123 |
110~10 |
110~10 |
110~10 |
110~10 |
-0~17 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
195,972 |
816,887 |
+577 |
| 10-Year T-Notes(CBOT) |
| Mar07 |
070123 |
107~035 |
107~065 |
106~265 |
106~285 |
-0~080 |
538,631 |
2,234,139 |
-22,049 |
| Jun07 |
070123 |
107~025 |
107~055 |
106~270 |
106~280 |
-0~085 |
3,652 |
96,456 |
+2,737 |
| Total Volume and Open Interest |
542,283 |
2,330,595 |
-19,312 |
| 5-Year T-Notes(CBOT) |
| Mar07 |
070123 |
104~255 |
104~260 |
104~190 |
104~195 |
-0~050 |
260,803 |
0 |
+0 |
| Jun07 |
070123 |
104~285 |
104~285 |
104~225 |
104~225 |
-0~050 |
152 |
25,394 |
+298 |
| Total Volume and Open Interest |
260,955 |
25,394 |
+298 |
| 2 Year T-Notes(CBOT) |
| Mar07 |
070123 |
101~108 |
101~108 |
101~098 |
101~100 |
-0~005 |
4,803 |
746,615 |
-20,128 |
| Total Volume and Open Interest |
4,803 |
746,615 |
-20,128 |
| Eurodollars(CME) |
| Mar07 |
070123 |
94.640 |
94.640 |
94.630 |
94.635 |
-0.005 |
24,709 |
1,271,166 |
-2,184 |
| Jun07 |
070123 |
94.680 |
94.680 |
94.650 |
94.655 |
-0.020 |
21,398 |
1,366,572 |
-15,713 |
| Sep07 |
070123 |
94.780 |
94.785 |
94.740 |
94.750 |
-0.030 |
22,107 |
1,376,427 |
-1,308 |
| Dec07 |
070123 |
94.900 |
94.900 |
94.855 |
94.865 |
-0.030 |
15,076 |
1,387,677 |
+11,065 |
| Mar08 |
070123 |
94.985 |
94.990 |
94.945 |
94.950 |
-0.030 |
12,623 |
875,541 |
+1,821 |
| Jun08 |
070123 |
95.030 |
95.030 |
94.995 |
95.000 |
-0.025 |
13,568 |
695,703 |
-14,440 |
| Sep08 |
070123 |
95.060 |
95.065 |
95.025 |
95.030 |
-0.025 |
11,323 |
620,422 |
-5,763 |
| Dec08 |
070123 |
95.070 |
95.070 |
95.035 |
95.035 |
-0.030 |
7,963 |
425,563 |
+2,928 |
| Mar09 |
070123 |
95.080 |
95.080 |
95.040 |
95.040 |
-0.035 |
4,430 |
334,545 |
+3,738 |
| Jun09 |
070123 |
95.065 |
95.065 |
95.020 |
95.025 |
-0.035 |
2,445 |
242,716 |
+960 |
| Sep09 |
070123 |
95.045 |
95.045 |
95.000 |
95.005 |
-0.035 |
4,111 |
201,566 |
-726 |
| Dec09 |
070123 |
95.015 |
95.015 |
94.970 |
94.970 |
-0.040 |
3,918 |
144,003 |
+1,978 |
| Mar10 |
070123 |
95.000 |
95.000 |
94.950 |
94.950 |
-0.045 |
1,737 |
120,171 |
+393 |
| Jun10 |
070123 |
94.970 |
94.970 |
94.920 |
94.920 |
-0.045 |
6,640 |
83,664 |
-1,470 |
| Sep10 |
070123 |
94.945 |
94.945 |
94.890 |
94.890 |
-0.050 |
4,608 |
91,299 |
-1,703 |
| Dec10 |
070123 |
94.905 |
94.905 |
94.850 |
94.850 |
-0.050 |
1,684 |
88,362 |
-1,112 |
| Mar11 |
070123 |
94.890 |
94.890 |
94.835 |
94.835 |
-0.050 |
2,154 |
70,988 |
-322 |
| Jun11 |
070123 |
94.870 |
94.870 |
94.810 |
94.810 |
-0.055 |
2,149 |
55,406 |
-1,480 |
| Total Volume and Open Interest |
169,395 |
9,651,948 |
-25,891 |
| 3-Mth Euro-Yen(CME) |
| Mar07 |
070123 |
99.38 |
99.40 |
99.38 |
99.40 |
unch |
267 |
20,337 |
-1,126 |
| Jun07 |
070123 |
99.30 |
99.32 |
99.30 |
99.32 |
unch |
60 |
9,337 |
+65 |
| Sep07 |
070123 |
99.20 |
99.23 |
99.20 |
99.23 |
+0.01 |
21 |
4,351 |
+22 |
| Dec07 |
070123 |
99.12 |
99.13 |
99.11 |
99.13 |
+0.01 |
53 |
7,410 |
-61 |
| Mar08 |
070123 |
99.03 |
99.05 |
99.03 |
99.05 |
+0.02 |
0 |
3,991 |
-166 |
| Jun08 |
070123 |
98.95 |
98.96 |
98.95 |
98.96 |
+0.01 |
0 |
727 |
+0 |
| Sep08 |
070123 |
98.88 |
98.88 |
98.88 |
98.88 |
+0.01 |
0 |
231 |
+0 |
| Dec08 |
070123 |
98.79 |
98.79 |
98.79 |
98.79 |
+0.05 |
|
|
|
| Mar09 |
070123 |
98.70 |
98.70 |
98.70 |
98.70 |
-0.01 |
0 |
12 |
-5 |
| Jun09 |
070123 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
0 |
20 |
+0 |
| Total Volume and Open Interest |
401 |
46,426 |
-1,271 |
| 3-Mth Euro-Yen(SIMEX) |
| Mar07 |
070123 |
99.40 |
99.41 |
99.38 |
99.38 |
-0.02 |
6,015 |
99,035 |
+2,420 |
| Jun07 |
070123 |
99.32 |
99.33 |
99.30 |
99.30 |
-0.01 |
5,899 |
54,064 |
+1,359 |
| Sep07 |
070123 |
99.22 |
99.24 |
99.20 |
99.20 |
-0.01 |
3,070 |
41,433 |
+111 |
| Dec07 |
070123 |
99.12 |
99.15 |
99.12 |
99.12 |
unch |
2,596 |
52,008 |
+30 |
| Mar08 |
070123 |
99.06 |
99.06 |
99.03 |
99.03 |
unch |
25 |
33,480 |
-50 |
| Jun08 |
070123 |
98.95 |
98.96 |
98.95 |
98.95 |
-0.01 |
250 |
7,923 |
-54 |
| Sep08 |
070123 |
98.87 |
98.87 |
98.87 |
98.87 |
unch |
5 |
2,593 |
+5 |
| Dec08 |
070123 |
98.79 |
98.79 |
98.79 |
98.79 |
unch |
2 |
283 |
-2 |
| Total Volume and Open Interest |
17,872 |
292,475 |
+3,824 |
| German Euro-Bund(EUREX) |
| Mar07 |
070123 |
115.48 |
115.75 |
115.38 |
115.57 |
unch |
1,369,106 |
1,623,524 |
-73,628 |
| Jun07 |
070123 |
115.01 |
115.22 |
114.90 |
115.07 |
unch |
1,642 |
37,168 |
+1,342 |
| Sep07 |
070123 |
115.13 |
115.13 |
115.09 |
115.09 |
-0.12 |
578 |
4 |
+2 |
| Total Volume and Open Interest |
1,371,326 |
1,660,696 |
-72,284 |
| German Euro-Bobl(EUREX) |
| Mar07 |
070123 |
108.59 |
108.72 |
108.53 |
108.61 |
-0.05 |
637,350 |
1,130,936 |
-31,881 |
| Jun07 |
070123 |
108.28 |
108.28 |
108.28 |
108.28 |
-0.05 |
5 |
3,051 |
+5 |
| Sep07 |
070123 |
109.51 |
109.51 |
109.51 |
109.51 |
-0.05 |
|
|
|
| Total Volume and Open Interest |
637,355 |
1,133,987 |
-31,876 |
| Long Gilt(LIFFE) |
| Mar07 |
070123 |
106~27 |
107~01 |
106~21 |
106~26 |
-0~02 |
39,074 |
336,847 |
+1,280 |
| Jun07 |
070123 |
108~21 |
108~21 |
108~21 |
108~21 |
-0~02 |
0 |
28 |
+0 |
| Total Volume and Open Interest |
39,074 |
336,875 |
+1,280 |
| 3-Mth Short Sterling(LIFFE) |
| Mar07 |
070123 |
94.21 |
94.21 |
94.21 |
94.21 |
unch |
72,256 |
591,734 |
+2,749 |
| Jun07 |
070123 |
94.10 |
94.10 |
94.10 |
94.10 |
+0.01 |
91,509 |
493,667 |
+30,719 |
| Sep07 |
070123 |
94.10 |
94.10 |
94.10 |
94.10 |
unch |
55,418 |
538,105 |
+6,210 |
| Total Volume and Open Interest |
310,135 |
2,659,800 |
+42,439 |
| 3-Mth Euribor(LIFFE) |
| Mar07 |
070123 |
96.080 |
96.080 |
96.070 |
96.075 |
unch |
70,074 |
950,780 |
-7,479 |
| Jun07 |
070123 |
95.910 |
95.920 |
95.890 |
95.905 |
-0.010 |
134,695 |
763,047 |
+2,885 |
| Sep07 |
070123 |
95.860 |
95.880 |
95.845 |
95.860 |
-0.010 |
127,345 |
673,202 |
+16,328 |
| Total Volume and Open Interest |
714,488 |
4,002,361 |
+35,239 |
| 3-Mth Aus T-Bills(SFE) |
| Mar07 |
070123 |
93.46 |
93.47 |
93.45 |
93.46 |
+0.01 |
19,892 |
187,164 |
+9,096 |
| Jun07 |
070123 |
93.41 |
93.41 |
93.38 |
93.40 |
+0.01 |
34,163 |
352,955 |
+21,806 |
| Sep07 |
070123 |
93.41 |
93.41 |
93.37 |
93.39 |
+0.01 |
7,553 |
75,048 |
+7,523 |
| Dec07 |
070123 |
93.43 |
93.43 |
93.39 |
93.40 |
unch |
3,130 |
67,362 |
+630 |
| Mar08 |
070123 |
93.43 |
93.44 |
93.43 |
93.44 |
+0.01 |
807 |
29,181 |
+557 |
| Jun08 |
070123 |
93.49 |
93.49 |
93.47 |
93.47 |
unch |
1,672 |
26,599 |
+100 |
| Sep08 |
070123 |
93.50 |
93.50 |
93.49 |
93.49 |
unch |
459 |
18,857 |
+226 |
| Dec08 |
070123 |
93.53 |
93.53 |
93.51 |
93.51 |
unch |
0 |
7,979 |
-160 |
| Mar09 |
070123 |
93.52 |
93.52 |
93.52 |
93.52 |
unch |
0 |
1,196 |
+0 |
| Jun09 |
070123 |
93.52 |
93.52 |
93.52 |
93.52 |
unch |
0 |
1,890 |
+0 |
| Total Volume and Open Interest |
67,676 |
768,357 |
+39,778 |
| 10-Year Aus T-Bonds(SFE) |
| Mar07 |
070123 |
94.10 |
94.10 |
94.07 |
94.08 |
unch |
27,936 |
461,791 |
+15,581 |
| Jun07 |
070123 |
94.08 |
94.08 |
94.08 |
94.08 |
unch |
|
|
|
| Total Volume and Open Interest |
27,936 |
461,791 |
+15,581 |
| 3-Year Aus T-Bonds(SFE) |
| Mar07 |
070123 |
93.90 |
93.90 |
93.87 |
93.88 |
+0.01 |
48,810 |
563,120 |
-5,057 |
| Jun07 |
070123 |
93.88 |
93.88 |
93.88 |
93.88 |
unch |
0 |
6,458 |
+0 |
| Total Volume and Open Interest |
48,810 |
569,578 |
-5,057 |
| Gold(CMX) |
| Feb07 |
070123 |
639.5 |
646.9 |
639.0 |
645.9 |
+11.8 |
62,237 |
123,834 |
-6,994 |
| Apr07 |
070123 |
645.2 |
653.2 |
645.2 |
652.2 |
+11.9 |
19,375 |
84,743 |
+9,701 |
| Jun07 |
070123 |
652.5 |
659.0 |
652.5 |
658.5 |
+12.0 |
1,391 |
30,215 |
-365 |
| Aug07 |
070123 |
660.0 |
664.7 |
660.0 |
664.7 |
+12.1 |
164 |
4,519 |
+32 |
| Oct07 |
070123 |
672.5 |
672.5 |
670.9 |
670.9 |
+12.3 |
775 |
20,231 |
+595 |
| Dec07 |
070123 |
675.0 |
678.0 |
675.0 |
677.1 |
+12.5 |
1,088 |
45,316 |
+459 |
| Feb08 |
070123 |
681.5 |
683.2 |
681.5 |
683.2 |
+12.7 |
0 |
2,184 |
+0 |
| Apr08 |
070123 |
689.1 |
689.1 |
689.1 |
689.1 |
+12.8 |
0 |
1,987 |
+0 |
| Jun08 |
070123 |
695.0 |
695.0 |
695.0 |
695.0 |
+12.9 |
101 |
4,068 |
+50 |
| Aug08 |
070123 |
701.0 |
701.0 |
701.0 |
701.0 |
+13.0 |
0 |
691 |
+0 |
| Oct08 |
070123 |
706.9 |
706.9 |
706.9 |
706.9 |
+13.1 |
0 |
600 |
+0 |
| Dec08 |
070123 |
712.8 |
712.8 |
712.8 |
712.8 |
+13.2 |
165 |
10,227 |
+3 |
| Total Volume and Open Interest |
85,303 |
344,102 |
+3,476 |
| Silver(CMX) |
| Mar07 |
070123 |
1320.0 |
1331.5 |
1314.0 |
1326.0 |
+26.0 |
20,194 |
60,077 |
+1,144 |
| May07 |
070123 |
1336.0 |
1343.0 |
1334.0 |
1338.0 |
+26.1 |
643 |
10,024 |
+277 |
| Jul07 |
070123 |
1350.0 |
1354.0 |
1340.0 |
1349.1 |
+26.1 |
164 |
11,142 |
-5 |
| Sep07 |
070123 |
1360.3 |
1360.3 |
1360.3 |
1360.3 |
+26.1 |
18 |
4,394 |
+11 |
| Dec07 |
070123 |
1371.0 |
1378.0 |
1371.0 |
1372.6 |
+26.1 |
31 |
13,537 |
-5 |
| Mar08 |
070123 |
1384.6 |
1384.6 |
1384.6 |
1384.6 |
+26.1 |
47 |
223 |
+22 |
| May08 |
070123 |
1391.5 |
1391.5 |
1391.5 |
1391.5 |
+26.0 |
|
|
|
| Total Volume and Open Interest |
21,337 |
106,663 |
+1,433 |
| Platinum(NYM) |
| Jan07 |
070123 |
1193.2 |
1193.2 |
1193.2 |
1193.2 |
+18.1 |
0 |
6 |
+0 |
| Apr07 |
070123 |
1175.0 |
1183.8 |
1175.0 |
1183.2 |
+18.1 |
814 |
8,536 |
-24 |
| Jul07 |
070123 |
1189.2 |
1189.2 |
1189.2 |
1189.2 |
+17.8 |
63 |
81 |
+39 |
| Oct07 |
070123 |
1194.2 |
1194.2 |
1194.2 |
1194.2 |
+17.8 |
|
|
|
| Total Volume and Open Interest |
877 |
8,625 |
+15 |
| Palladium(NYME) |
| Mar07 |
070123 |
350.00 |
353.50 |
348.00 |
350.35 |
+3.65 |
945 |
13,653 |
+202 |
| Jun07 |
070123 |
358.00 |
358.00 |
355.35 |
355.35 |
+3.65 |
38 |
310 |
+7 |
| Sep07 |
070123 |
360.35 |
360.35 |
360.35 |
360.35 |
+3.65 |
0 |
54 |
+0 |
| Total Volume and Open Interest |
983 |
14,058 |
+209 |
| Copper(CMX) |
| Mar07 |
070123 |
253.75 |
261.25 |
253.60 |
257.95 |
+5.00 |
5,891 |
48,187 |
-416 |
| May07 |
070123 |
254.50 |
261.00 |
254.50 |
258.45 |
+4.85 |
984 |
8,788 |
+300 |
| Jul07 |
070123 |
258.70 |
258.70 |
257.85 |
257.85 |
+4.75 |
157 |
2,530 |
+35 |
| Sep07 |
070123 |
257.50 |
257.50 |
255.35 |
255.35 |
+4.15 |
26 |
1,209 |
+13 |
| Dec07 |
070123 |
251.50 |
251.50 |
250.80 |
250.80 |
+3.50 |
13 |
1,662 |
+2 |
| Total Volume and Open Interest |
7,473 |
70,376 |
-133 |
| Aluminum(CMX) |
| Jan07 |
070123 |
128.50 |
128.50 |
128.50 |
128.50 |
+3.50 |
1 |
46 |
+8 |
| Feb07 |
070123 |
129.00 |
129.00 |
129.00 |
129.00 |
+3.00 |
6 |
75 |
+5 |
| Mar07 |
070123 |
128.30 |
128.30 |
128.30 |
128.30 |
+3.00 |
0 |
41 |
+0 |
| Apr07 |
070123 |
127.10 |
127.10 |
127.10 |
127.10 |
+3.00 |
0 |
40 |
+0 |
| May07 |
070123 |
125.90 |
125.90 |
125.90 |
125.90 |
+3.00 |
0 |
40 |
+0 |
| Jun07 |
070123 |
124.70 |
124.70 |
124.70 |
124.70 |
+3.00 |
0 |
40 |
+0 |
| Total Volume and Open Interest |
7 |
614 |
+13 |
| DJIA Index(CBOT) |
| Mar07 |
070123 |
12518 |
12600 |
12513 |
12592 |
+58 |
7,572 |
68,449 |
-648 |
| Jun07 |
070123 |
12650 |
12700 |
12650 |
12693 |
+58 |
3 |
51 |
+0 |
| Sep07 |
070123 |
12787 |
12787 |
12787 |
12787 |
+58 |
0 |
6 |
+0 |
| Dec07 |
070123 |
12882 |
12882 |
12882 |
12882 |
+58 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
7,575 |
68,508 |
-648 |
| S & P 500(CME) |
| Mar07 |
070123 |
1429.80 |
1437.90 |
1428.00 |
1435.40 |
+4.50 |
24,888 |
609,767 |
-1,443 |
| Jun07 |
070123 |
1448.50 |
1448.50 |
1448.50 |
1448.50 |
+4.60 |
166 |
14,349 |
-501 |
| Sep07 |
070123 |
1462.50 |
1462.50 |
1462.50 |
1462.50 |
+4.60 |
0 |
11,397 |
-330 |
| Dec07 |
070123 |
1474.50 |
1474.50 |
1474.50 |
1474.50 |
+4.60 |
0 |
1,811 |
+0 |
| Total Volume and Open Interest |
25,055 |
637,702 |
-2,274 |
| S & P 500 E-Mini(Globex) |
| Mar07 |
070123 |
1431.25 |
1438.00 |
1427.75 |
1435.50 |
+4.50 |
1,036,460 |
1,636,017 |
-11,065 |
| Jun07 |
070123 |
1444.50 |
1451.00 |
1442.00 |
1448.50 |
+4.50 |
1,259 |
15,911 |
+70 |
| Total Volume and Open Interest |
1,037,719 |
1,651,928 |
-10,995 |
| NASDAQ 100(CME) |
| Mar07 |
070123 |
1789.50 |
1803.00 |
1783.00 |
1787.00 |
-5.30 |
5,625 |
49,790 |
+389 |
| Jun07 |
070123 |
1809.00 |
1809.00 |
1809.00 |
1809.00 |
-5.30 |
0 |
24 |
+0 |
| Sep07 |
070123 |
1831.00 |
1831.00 |
1831.00 |
1831.00 |
-5.30 |
|
|
|
| Total Volume and Open Interest |
5,625 |
49,814 |
+389 |
| NASDAQ 100 E-Mini(Globex) |
| Mar07 |
070123 |
1792.50 |
1803.30 |
1783.30 |
1787.00 |
-5.30 |
308,366 |
384,838 |
+448 |
| Jun07 |
070123 |
1814.30 |
1818.80 |
1807.30 |
1809.00 |
-5.30 |
68 |
446 |
+2 |
| Total Volume and Open Interest |
308,434 |
385,284 |
+450 |
| S & P Midcap 400(CME) |
| Mar07 |
070123 |
816.80 |
825.60 |
816.80 |
822.50 |
+4.50 |
134 |
7,868 |
+48 |
| Jun07 |
070123 |
830.70 |
830.70 |
830.70 |
830.70 |
+4.50 |
|
|
|
| Sep07 |
070123 |
838.90 |
838.90 |
838.90 |
838.90 |
+4.50 |
|
|
|
| Total Volume and Open Interest |
134 |
7,868 |
+48 |
| Russell 2000(CME) |
| Mar07 |
070123 |
781.25 |
792.80 |
780.00 |
788.80 |
+6.80 |
1,652 |
31,748 |
+771 |
| Jun07 |
070123 |
795.80 |
795.80 |
795.80 |
795.80 |
+6.80 |
0 |
3 |
+0 |
| Sep07 |
070123 |
802.80 |
802.80 |
802.80 |
802.80 |
+6.80 |
10 |
22 |
+10 |
| Total Volume and Open Interest |
1,662 |
31,773 |
+781 |
| Russell 2000 E-Mini(Globex) |
| Mar07 |
070123 |
782.30 |
793.40 |
779.30 |
788.80 |
+6.80 |
152,869 |
365,821 |
+3,275 |
| Jun07 |
070123 |
787.80 |
800.20 |
787.10 |
795.80 |
+6.80 |
150 |
297 |
+9 |
| Total Volume and Open Interest |
153,019 |
366,118 |
+3,284 |
| Value Line(KCBT) |
| Mar07 |
070123 |
1930.00 |
1930.00 |
1930.00 |
1930.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(CME) |
| Mar07 |
070123 |
17430 |
17540 |
17400 |
17505 |
+125 |
|
|
|
| Jun07 |
070123 |
17505 |
17505 |
17505 |
17505 |
+125 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SGX) |
| Mar07 |
070123 |
17355 |
17450 |
17330 |
17425 |
+5 |
35,540 |
244,067 |
+1,851 |
| Jun07 |
070123 |
17355 |
17380 |
17295 |
17355 |
-15 |
0 |
1,136 |
+0 |
| Sep07 |
070123 |
17380 |
17380 |
17380 |
17380 |
-15 |
0 |
10 |
+0 |
| Total Volume and Open Interest |
35,540 |
245,516 |
+1,851 |
| CAC 40(EURONEXT) |
| Jan07 |
070119 |
5546.0 |
5584.5 |
5528.0 |
5584.0 |
+31.5 |
216,560 |
479,691 |
-45,672 |
| Feb07 |
070123 |
5597.5 |
5614.0 |
5551.5 |
5581.5 |
-10.5 |
98,076 |
403,464 |
+13,647 |
| Mar07 |
070123 |
5611.5 |
5620.5 |
5569.0 |
5596.0 |
-10.5 |
1,054 |
49,517 |
+396 |
| Total Volume and Open Interest |
99,130 |
456,588 |
+14,043 |
| Hang Seng Index(HKFE) |
| Jan07 |
070123 |
20709 |
20799 |
20592 |
20769 |
-23 |
37,614 |
116,913 |
+1,052 |
| Feb07 |
070123 |
20791 |
20863 |
20658 |
20831 |
-21 |
1,739 |
9,065 |
+697 |
| Mar07 |
070123 |
20765 |
20820 |
20645 |
20810 |
-20 |
119 |
3,794 |
+31 |
| Total Volume and Open Interest |
39,494 |
131,124 |
+1,795 |
| DAX(EUREX) |
| Mar07 |
070123 |
6724.5 |
6746.5 |
6661.0 |
6713.5 |
-13.5 |
169,705 |
218,498 |
-5,163 |
| Jun07 |
070123 |
6790.0 |
6808.0 |
6729.0 |
6778.0 |
-14.0 |
769 |
10,175 |
+307 |
| Sep07 |
070123 |
6875.5 |
6885.0 |
6807.0 |
6853.0 |
-13.5 |
219 |
2,632 |
-52 |
| Total Volume and Open Interest |
170,693 |
231,305 |
-4,908 |
| FT-SE 100(EURONEXT) |
| Mar07 |
070123 |
6223.00 |
6234.50 |
6179.00 |
6213.50 |
-0.50 |
71,966 |
521,295 |
+1,654 |
| Jun07 |
070123 |
6237.00 |
6260.00 |
6236.50 |
6239.50 |
-0.50 |
498 |
21,955 |
+212 |
| Sep07 |
070123 |
6277.50 |
6277.50 |
6277.50 |
6277.50 |
-0.50 |
1 |
573 |
+0 |
| Total Volume and Open Interest |
72,465 |
543,834 |
+1,862 |
| SPI 200(SFE) |
| Mar07 |
070123 |
5686.0 |
5722.0 |
5681.0 |
5717.0 |
+9.0 |
16,435 |
275,315 |
+6,057 |
| Jun07 |
070123 |
5724.0 |
5754.0 |
5724.0 |
5754.0 |
+8.0 |
337 |
5,696 |
+120 |
| Sep07 |
070123 |
5755.0 |
5755.0 |
5755.0 |
5755.0 |
+8.0 |
5 |
3,030 |
+5 |
| Total Volume and Open Interest |
16,978 |
286,548 |
+6,023 |
| GSCI(CME) |
| Feb07 |
070123 |
407.60 |
415.40 |
407.00 |
415.40 |
+13.10 |
1,098 |
20,325 |
+728 |
| Mar07 |
070123 |
419.80 |
419.80 |
419.80 |
419.80 |
+10.80 |
|
|
|
| Apr07 |
070123 |
423.00 |
423.00 |
423.00 |
423.00 |
+11.00 |
|
|
|
| Total Volume and Open Interest |
1,098 |
20,325 |
+728 |
| Reuters CRB Index(NYBOT) |
| Feb07 |
070123 |
391.50 |
391.50 |
391.50 |
391.50 |
+3.00 |
0 |
11 |
+0 |
| Apr07 |
070123 |
394.50 |
394.50 |
393.50 |
394.50 |
+3.00 |
19 |
501 |
+8 |
| Jun07 |
070123 |
398.50 |
398.50 |
398.50 |
398.50 |
+3.00 |
0 |
401 |
+0 |
| Total Volume and Open Interest |
19 |
913 |
+8 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|
