 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon February 05, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar07 |
070205 |
743.50 |
744.50 |
735.00 |
740.00 |
+3.25 |
32,516 |
212,223 |
-2,488 |
May07 |
070205 |
760.00 |
760.00 |
750.25 |
756.50 |
+4.00 |
10,779 |
83,320 |
+5,740 |
Jul07 |
070205 |
773.50 |
773.50 |
764.50 |
769.50 |
+4.00 |
3,747 |
45,942 |
+1,086 |
Aug07 |
070205 |
775.50 |
778.00 |
771.00 |
775.50 |
+4.00 |
87 |
3,629 |
+83 |
Sep07 |
070205 |
782.00 |
782.00 |
778.00 |
781.00 |
+5.00 |
226 |
1,316 |
+79 |
Nov07 |
070205 |
795.00 |
795.50 |
787.50 |
793.00 |
+3.25 |
7,589 |
83,941 |
+1,384 |
Jan08 |
070205 |
796.00 |
799.00 |
793.00 |
797.00 |
+4.50 |
190 |
2,508 |
+116 |
Total Volume and Open Interest |
57,245 |
455,167 |
+6,905 |
Soybean Meal(CBOT) |
Mar07 |
070205 |
214.30 |
214.50 |
211.00 |
212.40 |
-0.30 |
10,681 |
76,493 |
+850 |
May07 |
070205 |
218.20 |
218.50 |
215.80 |
216.80 |
-0.10 |
4,793 |
47,454 |
+1,135 |
Jul07 |
070205 |
224.00 |
224.00 |
220.00 |
221.30 |
+0.50 |
2,074 |
41,859 |
-50 |
Aug07 |
070205 |
225.00 |
225.00 |
222.00 |
223.20 |
+0.90 |
341 |
12,252 |
-218 |
Sep07 |
070205 |
225.20 |
225.50 |
223.50 |
224.80 |
+0.80 |
66 |
8,725 |
-69 |
Oct07 |
070205 |
228.00 |
228.00 |
225.00 |
226.20 |
+1.20 |
126 |
4,938 |
+2 |
Dec07 |
070205 |
230.00 |
230.50 |
227.90 |
229.40 |
+1.10 |
2,331 |
23,898 |
+9 |
Jan08 |
070205 |
231.00 |
231.50 |
229.00 |
230.20 |
+1.50 |
1 |
693 |
+1 |
Total Volume and Open Interest |
20,419 |
217,535 |
+1,664 |
Soybean Oil(CBOT) |
Mar07 |
070205 |
30.62 |
30.65 |
30.26 |
30.62 |
+0.25 |
17,017 |
128,217 |
+2,786 |
May07 |
070205 |
31.08 |
31.17 |
30.75 |
31.14 |
+0.31 |
6,258 |
64,674 |
+3,507 |
Jul07 |
070205 |
31.55 |
31.62 |
31.24 |
31.61 |
+0.28 |
3,284 |
30,732 |
+1,367 |
Aug07 |
070205 |
31.70 |
31.80 |
31.43 |
31.80 |
+0.30 |
111 |
5,314 |
-9 |
Sep07 |
070205 |
31.95 |
31.98 |
31.65 |
31.98 |
+0.28 |
64 |
3,813 |
+40 |
Oct07 |
070205 |
32.17 |
32.17 |
31.95 |
32.10 |
+0.24 |
29 |
5,392 |
+36 |
Dec07 |
070205 |
32.50 |
32.58 |
32.20 |
32.55 |
+0.30 |
2,176 |
29,973 |
+847 |
Jan08 |
070205 |
32.45 |
32.75 |
32.45 |
32.75 |
+0.30 |
4 |
1,062 |
+0 |
Total Volume and Open Interest |
28,970 |
269,894 |
+8,601 |
Canola(WCE) |
Mar07 |
070205 |
383.9 |
387.9 |
381.0 |
382.7 |
-1.7 |
9,418 |
47,884 |
-1,649 |
May07 |
070205 |
394.9 |
397.1 |
391.1 |
393.0 |
-0.6 |
7,560 |
25,592 |
+1,622 |
Jul07 |
070205 |
402.2 |
404.7 |
399.7 |
401.6 |
unch |
4,479 |
10,152 |
+577 |
Total Volume and Open Interest |
23,443 |
106,996 |
+1,402 |
Corn(CBOT) |
Mar07 |
070205 |
404.00 |
404.50 |
397.75 |
402.00 |
unch |
29,076 |
430,843 |
-6,043 |
May07 |
070205 |
416.25 |
416.25 |
409.75 |
414.50 |
-0.25 |
11,820 |
258,155 |
+4,491 |
Jul07 |
070205 |
423.00 |
423.00 |
416.75 |
421.00 |
-0.25 |
9,390 |
232,865 |
+1,458 |
Sep07 |
070205 |
407.25 |
407.25 |
403.50 |
405.50 |
-2.00 |
1,516 |
58,997 |
+984 |
Dec07 |
070205 |
398.00 |
398.50 |
393.50 |
395.00 |
-2.25 |
12,594 |
354,054 |
+2,879 |
Mar08 |
070205 |
402.50 |
403.50 |
400.50 |
401.50 |
-2.00 |
485 |
26,969 |
+28 |
Total Volume and Open Interest |
65,711 |
1,487,622 |
+4,124 |
Wheat(CBOT) |
Mar07 |
070205 |
466.00 |
466.00 |
458.00 |
458.50 |
-2.75 |
7,620 |
171,624 |
-2,983 |
May07 |
070205 |
478.50 |
479.50 |
472.00 |
472.50 |
-3.25 |
5,870 |
102,823 |
+613 |
Jul07 |
070205 |
487.50 |
488.00 |
480.00 |
480.50 |
-2.75 |
3,473 |
90,451 |
+307 |
Sep07 |
070205 |
491.00 |
492.00 |
487.50 |
487.50 |
-3.00 |
594 |
6,468 |
+267 |
Dec07 |
070205 |
507.00 |
507.00 |
500.00 |
500.50 |
-4.25 |
933 |
62,637 |
+419 |
Total Volume and Open Interest |
18,727 |
457,943 |
-1,248 |
Wheat(KCBT) |
Mar07 |
070205 |
489.00 |
491.00 |
483.50 |
485.25 |
-1.75 |
5,265 |
47,249 |
-319 |
May07 |
070205 |
499.00 |
500.00 |
494.00 |
496.00 |
-1.50 |
2,266 |
20,408 |
+1,062 |
Jul07 |
070205 |
501.00 |
502.00 |
496.00 |
498.50 |
unch |
1,751 |
35,095 |
+10 |
Sep07 |
070205 |
507.00 |
507.00 |
503.00 |
506.50 |
+0.50 |
228 |
5,320 |
+123 |
Dec07 |
070205 |
516.50 |
516.50 |
513.25 |
514.00 |
-1.50 |
389 |
7,733 |
+133 |
Total Volume and Open Interest |
9,936 |
119,658 |
+1,135 |
Wheat(MGE) |
Mar07 |
070205 |
496.00 |
497.00 |
491.00 |
492.25 |
-1.25 |
1,785 |
14,097 |
+38 |
May07 |
070205 |
506.00 |
506.00 |
500.50 |
503.00 |
-1.00 |
806 |
7,330 |
-95 |
Jul07 |
070205 |
513.50 |
513.50 |
509.00 |
509.00 |
-1.50 |
300 |
3,944 |
-35 |
Sep07 |
070205 |
520.00 |
520.00 |
516.00 |
517.25 |
-3.50 |
311 |
6,848 |
+86 |
Dec07 |
070205 |
528.00 |
528.00 |
525.00 |
525.00 |
-2.00 |
754 |
12,202 |
+296 |
Total Volume and Open Interest |
3,962 |
45,291 |
+294 |
Oats(CBOT) |
Mar07 |
070205 |
259.50 |
259.50 |
255.50 |
257.75 |
-0.25 |
474 |
4,385 |
-227 |
May07 |
070205 |
267.00 |
267.00 |
263.50 |
266.50 |
+1.50 |
178 |
4,903 |
+89 |
Jul07 |
070205 |
271.00 |
271.00 |
269.00 |
269.00 |
-2.00 |
111 |
997 |
+60 |
Sep07 |
070205 |
261.00 |
261.00 |
261.00 |
261.00 |
unch |
3 |
323 |
-4 |
Total Volume and Open Interest |
985 |
18,425 |
+20 |
Rough Rice(CBOT) |
Mar07 |
070205 |
10.13 |
10.15 |
10.10 |
10.12 |
-0.01 |
456 |
7,620 |
-156 |
May07 |
070205 |
10.44 |
10.47 |
10.41 |
10.41 |
-0.02 |
162 |
4,335 |
+77 |
Jul07 |
070205 |
10.69 |
10.69 |
10.67 |
10.67 |
-0.04 |
182 |
1,133 |
+56 |
Sep07 |
070205 |
10.69 |
10.69 |
10.66 |
10.66 |
-0.04 |
131 |
1,581 |
+68 |
Total Volume and Open Interest |
992 |
16,859 |
+100 |
Live Cattle(CME) |
Feb07 |
070205 |
91.450 |
92.500 |
91.400 |
91.650 |
+0.600 |
20,668 |
28,155 |
-6,362 |
Apr07 |
070205 |
94.850 |
95.900 |
94.800 |
95.325 |
+0.850 |
21,269 |
143,169 |
+6,355 |
Jun07 |
070205 |
90.950 |
92.200 |
90.950 |
91.850 |
+0.900 |
8,825 |
45,792 |
+2,159 |
Aug07 |
070205 |
89.250 |
89.900 |
89.200 |
89.750 |
+0.500 |
2,854 |
20,476 |
+722 |
Oct07 |
070205 |
92.375 |
93.200 |
92.375 |
92.625 |
+0.225 |
1,835 |
12,831 |
+865 |
Dec07 |
070205 |
92.300 |
93.050 |
92.300 |
92.700 |
+0.350 |
283 |
5,735 |
+178 |
Total Volume and Open Interest |
56,340 |
260,067 |
+4,384 |
Feeder Cattle(CME) |
Mar07 |
070205 |
95.850 |
97.900 |
95.850 |
97.200 |
+1.575 |
2,650 |
16,758 |
+295 |
Apr07 |
070205 |
97.950 |
99.750 |
97.950 |
99.425 |
+1.675 |
952 |
5,078 |
+241 |
May07 |
070205 |
99.350 |
101.200 |
99.300 |
100.775 |
+1.575 |
1,194 |
6,882 |
+239 |
Aug07 |
070205 |
100.900 |
102.500 |
100.900 |
102.300 |
+1.350 |
265 |
3,248 |
+59 |
Sep07 |
070205 |
100.900 |
101.600 |
100.900 |
101.500 |
+1.700 |
93 |
1,121 |
+89 |
Oct07 |
070205 |
100.300 |
101.450 |
100.300 |
101.450 |
+1.250 |
33 |
160 |
+10 |
Nov07 |
070205 |
99.700 |
100.850 |
99.700 |
100.850 |
+1.150 |
5 |
37 |
+3 |
Total Volume and Open Interest |
5,194 |
33,290 |
+938 |
Lean Hogs(CME) |
Feb07 |
070205 |
65.500 |
65.500 |
64.600 |
64.675 |
-0.675 |
4,008 |
9,016 |
-1,030 |
Apr07 |
070205 |
68.700 |
69.050 |
67.550 |
67.575 |
-0.725 |
12,157 |
93,292 |
+995 |
May07 |
070205 |
75.600 |
75.975 |
75.100 |
75.475 |
-0.275 |
260 |
3,717 |
+181 |
Jun07 |
070205 |
78.000 |
78.350 |
77.225 |
77.425 |
-0.550 |
3,705 |
37,188 |
-435 |
Jul07 |
070205 |
76.950 |
77.400 |
76.600 |
76.850 |
-0.150 |
2,458 |
15,476 |
+632 |
Aug07 |
070205 |
75.400 |
75.800 |
75.000 |
75.125 |
-0.275 |
843 |
7,518 |
-303 |
Oct07 |
070205 |
67.800 |
68.000 |
67.500 |
67.500 |
-0.400 |
443 |
6,342 |
-68 |
Dec07 |
070205 |
65.750 |
65.900 |
65.550 |
65.650 |
-0.225 |
516 |
6,909 |
-44 |
Total Volume and Open Interest |
24,457 |
179,929 |
-44 |
Pork Bellies(CME) |
Feb07 |
070205 |
104.700 |
104.700 |
100.925 |
101.200 |
-2.725 |
279 |
405 |
-83 |
Mar07 |
070205 |
104.950 |
105.000 |
101.850 |
101.950 |
-2.725 |
384 |
784 |
+123 |
May07 |
070205 |
105.600 |
105.600 |
103.400 |
103.400 |
-1.800 |
48 |
168 |
+21 |
Jul07 |
070205 |
105.000 |
105.000 |
103.700 |
103.700 |
-1.300 |
6 |
122 |
-3 |
Aug07 |
070205 |
102.000 |
102.000 |
102.000 |
102.000 |
unch |
0 |
46 |
+0 |
Total Volume and Open Interest |
717 |
1,525 |
+58 |
Class III Milk(CME) |
Feb07 |
070205 |
14.10 |
14.14 |
14.04 |
14.13 |
-0.01 |
115 |
2,928 |
+3 |
Mar07 |
070205 |
14.20 |
14.26 |
14.10 |
14.26 |
unch |
114 |
2,950 |
+39 |
Apr07 |
070205 |
14.47 |
14.65 |
14.35 |
14.65 |
+0.05 |
230 |
2,633 |
+15 |
May07 |
070205 |
14.80 |
14.99 |
14.67 |
14.90 |
+0.05 |
51 |
2,524 |
+21 |
Jun07 |
070205 |
14.84 |
15.00 |
14.75 |
15.00 |
+0.06 |
47 |
2,441 |
+16 |
Total Volume and Open Interest |
970 |
28,075 |
+252 |
Cocoa(NYBOT) |
Mar07 |
070205 |
1610 |
1640 |
1610 |
1634 |
+3 |
8,722 |
40,467 |
-550 |
May07 |
070205 |
1652 |
1675 |
1650 |
1671 |
+5 |
4,764 |
41,932 |
+1,567 |
Jul07 |
070205 |
1675 |
1734 |
1674 |
1694 |
+5 |
923 |
15,401 |
+149 |
Sep07 |
070205 |
1701 |
1714 |
1701 |
1714 |
+5 |
442 |
17,888 |
-154 |
Dec07 |
070205 |
1718 |
1739 |
1718 |
1734 |
+5 |
316 |
15,800 |
+108 |
Mar08 |
070205 |
1754 |
1754 |
1754 |
1754 |
+6 |
100 |
5,763 |
+0 |
May08 |
070205 |
1773 |
1773 |
1773 |
1773 |
+6 |
48 |
2,448 |
+1 |
Total Volume and Open Interest |
15,356 |
142,953 |
+1,127 |
Coffee "C"(NYBOT) |
Mar07 |
070205 |
118.30 |
118.35 |
116.10 |
116.60 |
-1.75 |
9,795 |
61,300 |
-497 |
May07 |
070205 |
121.10 |
121.30 |
119.25 |
119.75 |
-1.65 |
5,977 |
41,017 |
+2,845 |
Jul07 |
070205 |
124.00 |
124.00 |
122.25 |
122.60 |
-1.65 |
1,204 |
9,074 |
+276 |
Sep07 |
070205 |
126.00 |
126.00 |
125.00 |
125.20 |
-1.70 |
772 |
9,496 |
+120 |
Dec07 |
070205 |
129.40 |
129.40 |
128.70 |
128.70 |
-1.70 |
142 |
3,793 |
+57 |
Mar08 |
070205 |
132.75 |
132.75 |
132.10 |
132.10 |
-1.70 |
169 |
3,160 |
+83 |
Total Volume and Open Interest |
18,302 |
136,232 |
+2,988 |
Orange Juice(NYBOT) |
Mar07 |
070205 |
188.10 |
192.50 |
187.80 |
191.05 |
+1.25 |
1,484 |
16,075 |
-473 |
May07 |
070205 |
185.90 |
190.00 |
185.50 |
188.05 |
+1.15 |
839 |
6,641 |
+461 |
Jul07 |
070205 |
183.40 |
187.25 |
183.40 |
185.25 |
+1.15 |
34 |
1,276 |
+9 |
Sep07 |
070205 |
181.25 |
181.25 |
181.25 |
181.25 |
+1.25 |
82 |
895 |
+12 |
Nov07 |
070205 |
174.00 |
177.25 |
174.00 |
177.25 |
+1.30 |
22 |
3,843 |
+0 |
Jan08 |
070205 |
176.75 |
176.75 |
176.75 |
176.75 |
+1.25 |
26 |
430 |
+26 |
Total Volume and Open Interest |
2,487 |
29,205 |
+35 |
Sugar #11(NYBOT) |
Mar07 |
070205 |
10.50 |
10.57 |
10.45 |
10.48 |
-0.02 |
34,254 |
259,008 |
-3,965 |
May07 |
070205 |
10.73 |
10.76 |
10.63 |
10.68 |
+0.01 |
21,154 |
147,333 |
+6,707 |
Jul07 |
070205 |
10.65 |
10.70 |
10.60 |
10.64 |
+0.04 |
6,706 |
123,794 |
+1,997 |
Oct07 |
070205 |
10.90 |
10.92 |
10.81 |
10.86 |
+0.05 |
1,078 |
63,830 |
-252 |
Mar08 |
070205 |
11.40 |
11.40 |
11.30 |
11.33 |
+0.06 |
1,093 |
54,243 |
-92 |
Total Volume and Open Interest |
65,919 |
698,458 |
+4,735 |
Sugar #14(NYBOT) |
Mar07 |
070205 |
20.50 |
20.58 |
20.50 |
20.58 |
-0.02 |
898 |
1,723 |
-423 |
May07 |
070205 |
20.25 |
20.30 |
20.25 |
20.25 |
unch |
130 |
2,978 |
+44 |
Jul07 |
070205 |
20.46 |
20.46 |
20.46 |
20.46 |
+0.01 |
16 |
2,796 |
+0 |
Sep07 |
070205 |
20.43 |
20.43 |
20.43 |
20.43 |
unch |
13 |
1,888 |
+3 |
Nov07 |
070205 |
20.24 |
20.24 |
20.24 |
20.24 |
unch |
10 |
1,526 |
-6 |
Total Volume and Open Interest |
1,068 |
11,216 |
-382 |
London Cocoa(LCE) |
Mar07 |
070205 |
886 |
899 |
869 |
896 |
+4 |
3,790 |
55,198 |
-279 |
May07 |
070205 |
905 |
916 |
887 |
914 |
+5 |
1,167 |
41,447 |
-17 |
Jul07 |
070205 |
910 |
930 |
904 |
928 |
+5 |
309 |
28,068 |
+78 |
Sep07 |
070205 |
915 |
943 |
915 |
941 |
+7 |
114 |
33,235 |
-28 |
Dec07 |
070205 |
919 |
943 |
913 |
940 |
+8 |
207 |
34,238 |
+8 |
Mar08 |
070205 |
918 |
948 |
918 |
946 |
+7 |
336 |
9,724 |
+61 |
May08 |
070205 |
955 |
955 |
955 |
955 |
+7 |
157 |
1,588 |
+38 |
Total Volume and Open Interest |
6,111 |
204,957 |
-110 |
London Coffee(LCE) |
Mar07 |
070205 |
1590.00 |
1603.00 |
1588.00 |
1600.00 |
+5.00 |
6,186 |
73,148 |
-1,551 |
May07 |
070205 |
1583.00 |
1602.00 |
1583.00 |
1599.00 |
+10.00 |
5,194 |
47,903 |
+329 |
Jul07 |
070205 |
1574.00 |
1595.00 |
1572.00 |
1589.00 |
+13.00 |
1,288 |
9,785 |
+603 |
Sep07 |
070205 |
1567.00 |
1580.00 |
1565.00 |
1578.00 |
+11.00 |
271 |
8,749 |
+156 |
Nov07 |
070205 |
1558.00 |
1560.00 |
1548.00 |
1557.00 |
+11.00 |
122 |
3,466 |
+59 |
Jan08 |
070205 |
1540.00 |
1542.00 |
1537.00 |
1537.00 |
+10.00 |
67 |
2,048 |
+9 |
Total Volume and Open Interest |
13,134 |
146,625 |
-399 |
London Sugar(LCE) |
Mar07 |
070205 |
339.90 |
343.00 |
339.90 |
341.00 |
unch |
4,442 |
20,617 |
-1,760 |
May07 |
070205 |
328.50 |
332.00 |
328.50 |
330.60 |
+0.90 |
2,653 |
21,938 |
+1,228 |
Aug07 |
070205 |
322.00 |
322.20 |
320.70 |
320.80 |
+1.00 |
442 |
9,903 |
+341 |
Oct07 |
070205 |
315.60 |
315.80 |
315.50 |
315.80 |
+1.00 |
188 |
4,731 |
+90 |
Dec07 |
070205 |
319.30 |
319.30 |
319.30 |
319.30 |
+1.00 |
129 |
1,302 |
+0 |
Total Volume and Open Interest |
7,906 |
64,971 |
-113 |
Cotton(NYBOT) |
Mar07 |
070205 |
54.20 |
54.95 |
54.20 |
54.64 |
+0.75 |
9,133 |
91,270 |
-1,609 |
May07 |
070205 |
55.40 |
55.50 |
55.20 |
55.33 |
+0.46 |
5,589 |
48,021 |
+1,721 |
Jul07 |
070205 |
56.30 |
56.50 |
56.00 |
56.25 |
+0.45 |
930 |
18,619 |
+372 |
Oct07 |
070205 |
58.75 |
58.75 |
58.75 |
58.75 |
+0.60 |
0 |
240 |
+0 |
Dec07 |
070205 |
60.15 |
60.30 |
60.00 |
60.05 |
+0.56 |
1,788 |
31,384 |
+811 |
Mar08 |
070205 |
61.90 |
61.90 |
61.90 |
61.90 |
+0.55 |
12 |
1,986 |
+12 |
Total Volume and Open Interest |
17,452 |
192,548 |
+1,307 |
Lumber(CME) |
Mar07 |
070205 |
254.0 |
258.0 |
251.6 |
257.2 |
+2.5 |
314 |
5,970 |
+29 |
May07 |
070205 |
270.8 |
273.4 |
269.5 |
271.9 |
+2.1 |
197 |
2,844 |
+13 |
Jul07 |
070205 |
286.3 |
289.5 |
285.5 |
289.5 |
+3.2 |
12 |
289 |
+3 |
Sep07 |
070205 |
293.8 |
294.5 |
293.8 |
294.1 |
+1.1 |
6 |
90 |
+4 |
Total Volume and Open Interest |
529 |
9,200 |
+49 |
Crude Oil(NYM) |
Mar07 |
070205 |
59.25 |
59.95 |
58.50 |
58.74 |
-0.28 |
213,512 |
346,152 |
-7,265 |
Apr07 |
070205 |
59.75 |
60.55 |
59.15 |
59.39 |
-0.34 |
90,852 |
140,484 |
+4,622 |
May07 |
070205 |
60.40 |
61.35 |
60.10 |
60.19 |
-0.29 |
24,143 |
60,039 |
+778 |
Jun07 |
070205 |
61.10 |
61.95 |
60.86 |
60.86 |
-0.25 |
14,749 |
99,016 |
+1,553 |
Jul07 |
070205 |
62.35 |
62.35 |
61.42 |
61.42 |
-0.24 |
10,106 |
34,354 |
+4,489 |
Aug07 |
070205 |
62.57 |
62.90 |
61.92 |
61.92 |
-0.24 |
4,395 |
20,565 |
-1,705 |
Sep07 |
070205 |
62.38 |
62.38 |
62.38 |
62.38 |
-0.23 |
1,479 |
31,062 |
-374 |
Oct07 |
070205 |
62.79 |
62.79 |
62.79 |
62.79 |
-0.23 |
595 |
28,662 |
-72 |
Nov07 |
070205 |
63.15 |
63.15 |
63.15 |
63.15 |
-0.23 |
278 |
16,781 |
+81 |
Dec07 |
070205 |
63.70 |
64.40 |
63.45 |
63.47 |
-0.22 |
9,820 |
145,082 |
+2,513 |
Jan08 |
070205 |
64.65 |
64.65 |
63.74 |
63.74 |
-0.22 |
4,537 |
21,725 |
-333 |
Feb08 |
070205 |
63.96 |
63.96 |
63.96 |
63.96 |
-0.22 |
552 |
11,233 |
-152 |
Mar08 |
070205 |
64.90 |
65.00 |
64.10 |
64.13 |
-0.22 |
325 |
12,992 |
+37 |
Apr08 |
070205 |
64.24 |
64.24 |
64.24 |
64.24 |
-0.22 |
200 |
12,939 |
+150 |
May08 |
070205 |
64.33 |
64.33 |
64.33 |
64.33 |
-0.22 |
0 |
5,694 |
+0 |
Jun08 |
070205 |
64.42 |
64.42 |
64.42 |
64.42 |
-0.22 |
1,854 |
30,085 |
+261 |
Total Volume and Open Interest |
384,584 |
1,295,930 |
+3,907 |
Heating Oil(NYM) |
Mar07 |
070205 |
169.50 |
171.80 |
167.20 |
167.56 |
-0.84 |
36,521 |
89,453 |
-1,503 |
Apr07 |
070205 |
169.50 |
171.20 |
167.66 |
167.66 |
-1.04 |
11,618 |
32,576 |
+408 |
May07 |
070205 |
169.80 |
170.80 |
167.81 |
167.81 |
-1.24 |
8,089 |
15,996 |
+1,473 |
Jun07 |
070205 |
171.40 |
172.00 |
168.51 |
168.51 |
-1.39 |
3,468 |
24,082 |
+472 |
Jul07 |
070205 |
173.50 |
173.50 |
170.36 |
170.36 |
-1.44 |
1,449 |
9,083 |
-151 |
Aug07 |
070205 |
175.75 |
175.75 |
172.86 |
172.86 |
-1.39 |
324 |
4,409 |
-35 |
Sep07 |
070205 |
175.46 |
175.46 |
175.46 |
175.46 |
-1.34 |
1,177 |
5,841 |
+144 |
Oct07 |
070205 |
178.46 |
178.46 |
178.46 |
178.46 |
-1.34 |
265 |
3,146 |
+40 |
Nov07 |
070205 |
184.25 |
184.25 |
181.41 |
181.41 |
-1.34 |
244 |
2,064 |
+180 |
Dec07 |
070205 |
184.26 |
184.26 |
184.26 |
184.26 |
-1.34 |
1,918 |
14,905 |
+421 |
Jan08 |
070205 |
185.91 |
185.91 |
185.91 |
185.91 |
-1.34 |
858 |
5,549 |
-404 |
Feb08 |
070205 |
187.50 |
187.50 |
186.51 |
186.51 |
-1.39 |
438 |
1,750 |
+310 |
Total Volume and Open Interest |
66,466 |
213,757 |
+1,406 |
Unleaded Gas(NYM) |
RBOB Gasoline(NYMEX) |
Mar07 |
070205 |
157.46 |
159.24 |
155.08 |
156.10 |
-1.20 |
25,238 |
63,695 |
+944 |
Apr07 |
070205 |
171.57 |
172.56 |
169.00 |
169.85 |
-1.40 |
10,034 |
33,364 |
-495 |
May07 |
070205 |
174.10 |
175.48 |
172.14 |
172.72 |
-1.18 |
3,093 |
18,333 |
+902 |
Jun07 |
070205 |
177.19 |
177.85 |
174.75 |
174.75 |
-1.35 |
1,619 |
10,209 |
+402 |
Jul07 |
070205 |
179.00 |
179.49 |
176.50 |
176.50 |
-1.50 |
1,068 |
9,380 |
+232 |
Aug07 |
070205 |
178.83 |
178.85 |
178.50 |
178.50 |
+3.53 |
591 |
4,321 |
-103 |
Sep07 |
070205 |
175.74 |
175.74 |
175.74 |
175.74 |
+1.18 |
1,391 |
11,565 |
+279 |
Oct07 |
070205 |
167.75 |
167.75 |
167.50 |
167.50 |
+0.25 |
753 |
2,759 |
-157 |
Nov07 |
070205 |
163.39 |
163.39 |
163.39 |
163.39 |
-1.80 |
5 |
1,624 |
-4 |
Dec07 |
070205 |
163.00 |
163.00 |
163.00 |
163.00 |
+2.25 |
42 |
2,484 |
+4 |
Total Volume and Open Interest |
44,023 |
158,408 |
+2,158 |
e-MiNY RBOB Gasoline(NYMEX) |
Mar07 |
070205 |
156.20 |
156.20 |
156.20 |
156.20 |
-1.09 |
1 |
5 |
+1 |
Apr07 |
070205 |
169.54 |
169.54 |
169.54 |
169.54 |
-1.75 |
1 |
2 |
-1 |
May07 |
070205 |
172.59 |
172.59 |
172.59 |
172.59 |
-1.75 |
0 |
1 |
+0 |
Jun07 |
070205 |
175.04 |
175.04 |
175.04 |
175.04 |
-1.75 |
|
|
|
Total Volume and Open Interest |
2 |
8 |
+0 |
Natural Gas(NYM) |
Mar07 |
070205 |
7.930 |
7.930 |
7.580 |
7.634 |
+0.158 |
55,902 |
171,584 |
+1,234 |
Apr07 |
070205 |
7.850 |
7.860 |
7.580 |
7.638 |
+0.117 |
15,956 |
115,060 |
+933 |
May07 |
070205 |
7.860 |
7.860 |
7.630 |
7.683 |
+0.109 |
8,102 |
53,898 |
+804 |
Jun07 |
070205 |
7.910 |
7.910 |
7.753 |
7.753 |
+0.099 |
2,161 |
18,193 |
-281 |
Jul07 |
070205 |
7.990 |
7.990 |
7.843 |
7.843 |
+0.094 |
1,481 |
17,244 |
-191 |
Aug07 |
070205 |
8.080 |
8.080 |
7.931 |
7.931 |
+0.092 |
1,087 |
24,778 |
+27 |
Sep07 |
070205 |
8.120 |
8.120 |
7.978 |
7.978 |
+0.092 |
772 |
18,262 |
+89 |
Oct07 |
070205 |
8.240 |
8.240 |
8.096 |
8.096 |
+0.080 |
1,462 |
45,075 |
+298 |
Nov07 |
070205 |
8.690 |
8.690 |
8.550 |
8.551 |
+0.065 |
421 |
21,608 |
-154 |
Dec07 |
070205 |
9.040 |
9.040 |
8.991 |
8.991 |
+0.060 |
82 |
37,434 |
+28 |
Jan08 |
070205 |
9.200 |
9.261 |
9.200 |
9.261 |
+0.055 |
2,849 |
34,222 |
+940 |
Feb08 |
070205 |
9.251 |
9.251 |
9.251 |
9.251 |
+0.052 |
978 |
17,160 |
+521 |
Mar08 |
070205 |
9.031 |
9.031 |
9.031 |
9.031 |
+0.052 |
3,495 |
41,525 |
+674 |
Apr08 |
070205 |
7.560 |
7.560 |
7.551 |
7.551 |
+0.022 |
916 |
29,770 |
+457 |
May08 |
070205 |
7.426 |
7.426 |
7.426 |
7.426 |
+0.022 |
1,344 |
13,523 |
-152 |
Jun08 |
070205 |
7.550 |
7.550 |
7.476 |
7.476 |
+0.022 |
0 |
8,351 |
+28 |
Total Volume and Open Interest |
99,269 |
899,656 |
+6,143 |
Brent Crude Oil(ICE) |
Mar07 |
070205 |
58.56 |
59.39 |
57.85 |
58.10 |
-0.31 |
73,380 |
96,135 |
-5,505 |
Apr07 |
070205 |
59.14 |
60.17 |
58.70 |
58.96 |
-0.35 |
48,457 |
163,470 |
+4,184 |
May07 |
070205 |
59.97 |
60.91 |
59.51 |
59.74 |
-0.35 |
14,571 |
66,260 |
+1,433 |
Jun07 |
070205 |
60.50 |
61.54 |
60.34 |
60.45 |
-0.33 |
6,548 |
47,960 |
-119 |
Jul07 |
070205 |
61.09 |
61.71 |
60.73 |
61.03 |
-0.31 |
1,707 |
19,317 |
-426 |
Aug07 |
070205 |
61.60 |
61.60 |
61.26 |
61.54 |
-0.29 |
1,534 |
12,557 |
+238 |
Sep07 |
070205 |
61.98 |
61.98 |
61.98 |
61.98 |
-0.29 |
0 |
15,102 |
-92 |
Oct07 |
070205 |
62.36 |
62.36 |
62.36 |
62.36 |
-0.26 |
0 |
12,034 |
-23 |
Nov07 |
070205 |
62.68 |
62.68 |
62.68 |
62.68 |
-0.23 |
0 |
11,518 |
+281 |
Dec07 |
070205 |
62.89 |
63.94 |
62.79 |
62.97 |
-0.21 |
3,618 |
60,319 |
-75 |
Jan08 |
070205 |
63.40 |
64.10 |
63.25 |
63.25 |
-0.21 |
0 |
8,517 |
+364 |
Feb08 |
070205 |
63.49 |
63.49 |
63.49 |
63.49 |
-0.19 |
0 |
3,891 |
+0 |
Mar08 |
070205 |
63.66 |
63.66 |
63.66 |
63.66 |
-0.19 |
0 |
2,619 |
+0 |
Apr08 |
070205 |
63.80 |
63.80 |
63.80 |
63.80 |
-0.19 |
0 |
904 |
+0 |
Total Volume and Open Interest |
152,262 |
628,645 |
+1,344 |
Gas Oil(ICE) |
Feb07 |
070205 |
519.25 |
529.25 |
516.25 |
524.50 |
+15.00 |
27,034 |
46,720 |
-198 |
Mar07 |
070205 |
523.25 |
533.00 |
520.00 |
528.50 |
+15.00 |
39,726 |
95,382 |
+3,342 |
Apr07 |
070205 |
526.25 |
536.75 |
524.00 |
532.75 |
+15.25 |
21,169 |
42,029 |
+5,335 |
May07 |
070205 |
532.00 |
540.25 |
532.00 |
537.00 |
+15.50 |
5,034 |
23,055 |
+699 |
Jun07 |
070205 |
534.00 |
544.00 |
534.00 |
542.00 |
+15.75 |
3,364 |
39,966 |
-605 |
Jul07 |
070205 |
548.00 |
548.00 |
548.00 |
548.00 |
+15.75 |
645 |
13,259 |
+111 |
Aug07 |
070205 |
554.00 |
554.00 |
554.00 |
554.00 |
+15.75 |
134 |
7,588 |
+114 |
Sep07 |
070205 |
559.00 |
559.00 |
559.00 |
559.00 |
+15.75 |
0 |
13,032 |
-53 |
Oct07 |
070205 |
563.75 |
563.75 |
563.75 |
563.75 |
+15.50 |
0 |
4,467 |
-9 |
Nov07 |
070205 |
567.25 |
567.25 |
567.25 |
567.25 |
+15.50 |
0 |
4,252 |
+0 |
Total Volume and Open Interest |
98,918 |
355,285 |
+9,065 |
US Dollar Index(NYBOT) |
Mar07 |
070205 |
84.85 |
85.05 |
84.78 |
84.92 |
+0.13 |
3,913 |
21,982 |
-1,034 |
Jun07 |
070205 |
84.65 |
84.70 |
84.63 |
84.65 |
+0.13 |
45 |
2,059 |
-24 |
Sep07 |
070205 |
84.39 |
84.39 |
84.39 |
84.39 |
+0.13 |
0 |
39 |
+0 |
Total Volume and Open Interest |
3,958 |
24,080 |
-1,058 |
Australian Dollar(CME) |
Mar07 |
070205 |
77.41 |
77.60 |
77.41 |
77.54 |
+0.16 |
920 |
116,364 |
+1,806 |
Jun07 |
070205 |
77.38 |
77.38 |
77.35 |
77.35 |
+0.16 |
0 |
488 |
+19 |
Sep07 |
070205 |
77.09 |
77.09 |
77.09 |
77.09 |
+0.16 |
0 |
53 |
-1 |
Total Volume and Open Interest |
920 |
117,172 |
+1,824 |
British Pound(CME) |
Mar07 |
070205 |
195.55 |
196.03 |
195.42 |
195.95 |
-0.74 |
4,407 |
158,821 |
+2,332 |
Jun07 |
070205 |
195.82 |
195.82 |
195.82 |
195.82 |
-0.74 |
0 |
587 |
+191 |
Sep07 |
070205 |
195.73 |
195.73 |
195.73 |
195.73 |
-0.74 |
0 |
30 |
+0 |
Total Volume and Open Interest |
4,407 |
159,449 |
+2,523 |
Canadian Dollar(CME) |
Mar07 |
070205 |
84.49 |
84.78 |
84.46 |
84.73 |
+0.29 |
7,499 |
147,284 |
+7,812 |
Jun07 |
070205 |
84.64 |
84.97 |
84.64 |
84.96 |
+0.29 |
15 |
3,750 |
+31 |
Sep07 |
070205 |
85.09 |
85.20 |
85.09 |
85.20 |
+0.29 |
8 |
829 |
+2 |
Dec07 |
070205 |
85.31 |
85.50 |
85.30 |
85.44 |
+0.29 |
37 |
536 |
+31 |
Total Volume and Open Interest |
7,559 |
152,408 |
+7,878 |
Japanese Yen(CME) |
Mar07 |
070205 |
83.40 |
83.64 |
83.37 |
83.59 |
+0.51 |
2,325 |
303,711 |
+2,895 |
Jun07 |
070205 |
84.40 |
84.63 |
84.40 |
84.58 |
+0.51 |
1 |
22,511 |
+7 |
Sep07 |
070205 |
85.53 |
85.53 |
85.53 |
85.53 |
+0.51 |
0 |
17 |
+0 |
Total Volume and Open Interest |
2,326 |
326,485 |
+2,903 |
Swiss Franc(CME) |
Mar07 |
070205 |
80.28 |
80.44 |
80.27 |
80.39 |
-0.08 |
2,781 |
104,603 |
+5,650 |
Jun07 |
070205 |
81.01 |
81.01 |
81.01 |
81.01 |
-0.08 |
0 |
269 |
+47 |
Sep07 |
070205 |
81.58 |
81.58 |
81.58 |
81.58 |
-0.08 |
0 |
56 |
+0 |
Total Volume and Open Interest |
2,781 |
104,972 |
+5,697 |
EuroFX(CME) |
Mar07 |
070205 |
129.52 |
129.60 |
129.43 |
129.54 |
-0.37 |
5,173 |
182,042 |
+9,134 |
Jun07 |
070205 |
130.01 |
130.01 |
130.01 |
130.01 |
-0.37 |
1 |
1,914 |
-135 |
Sep07 |
070205 |
130.42 |
130.42 |
130.42 |
130.42 |
-0.37 |
0 |
245 |
-1 |
Total Volume and Open Interest |
5,174 |
184,429 |
+8,997 |
Mexican Peso(CME) |
Feb07 |
070205 |
9147.0 |
9147.0 |
9147.0 |
9147.0 |
+10.0 |
|
|
|
Mar07 |
070205 |
9117.0 |
9150.0 |
9115.0 |
9140.0 |
+10.0 |
20,205 |
65,289 |
-5,940 |
Total Volume and Open Interest |
20,273 |
88,594 |
-5,935 |
30-Year T-Bonds(CBOT) |
Mar07 |
070205 |
110~04 |
110~14 |
110~02 |
110~10 |
+0~07 |
419,198 |
877,735 |
-14,080 |
Jun07 |
070205 |
110~01 |
110~11 |
110~00 |
110~07 |
+0~07 |
709 |
22,584 |
+336 |
Sep07 |
070205 |
110~07 |
110~07 |
110~07 |
110~07 |
+0~07 |
0 |
3 |
+0 |
Total Volume and Open Interest |
419,907 |
900,345 |
-13,744 |
10-Year T-Notes(CBOT) |
Mar07 |
070205 |
106~230 |
106~300 |
106~225 |
106~270 |
+0~040 |
1,407,231 |
2,270,829 |
-12,878 |
Jun07 |
070205 |
106~240 |
106~280 |
106~240 |
106~260 |
+0~040 |
14,539 |
147,656 |
+6,932 |
Total Volume and Open Interest |
1,421,771 |
2,418,486 |
-5,946 |
5-Year T-Notes(CBOT) |
Mar07 |
070205 |
104~180 |
104~205 |
104~175 |
104~195 |
+0~030 |
550,814 |
0 |
+0 |
Jun07 |
070205 |
104~220 |
104~220 |
104~220 |
104~220 |
+0~030 |
317 |
0 |
+0 |
Total Volume and Open Interest |
551,131 |
|
|
2 Year T-Notes(CBOT) |
Mar07 |
070205 |
101~104 |
101~105 |
101~101 |
101~104 |
+0~004 |
3,795 |
808,439 |
+8,870 |
Jun07 |
070205 |
101~117 |
101~117 |
101~117 |
101~117 |
+0~003 |
0 |
2,345 |
+700 |
Total Volume and Open Interest |
3,795 |
810,784 |
+9,570 |
Eurodollars(CME) |
Mar07 |
070205 |
94.630 |
94.635 |
94.630 |
94.630 |
unch |
21,872 |
1,291,323 |
+16,868 |
Jun07 |
070205 |
94.655 |
94.655 |
94.650 |
94.650 |
+0.005 |
21,492 |
1,346,339 |
+24,061 |
Sep07 |
070205 |
94.765 |
94.770 |
94.755 |
94.755 |
+0.010 |
21,993 |
1,393,761 |
+2,866 |
Dec07 |
070205 |
94.870 |
94.895 |
94.865 |
94.875 |
+0.025 |
27,560 |
1,493,692 |
+28,875 |
Mar08 |
070205 |
94.935 |
94.965 |
94.925 |
94.955 |
+0.040 |
25,682 |
1,011,376 |
+7,788 |
Jun08 |
070205 |
94.970 |
95.000 |
94.970 |
94.995 |
+0.045 |
17,380 |
761,859 |
+8,499 |
Sep08 |
070205 |
95.000 |
95.030 |
95.000 |
95.020 |
+0.040 |
16,771 |
626,538 |
+10,014 |
Dec08 |
070205 |
95.010 |
95.035 |
95.010 |
95.030 |
+0.040 |
27,871 |
524,415 |
+17,018 |
Mar09 |
070205 |
95.010 |
95.030 |
95.010 |
95.030 |
+0.040 |
6,607 |
320,887 |
-2,284 |
Jun09 |
070205 |
94.985 |
95.020 |
94.985 |
95.010 |
+0.035 |
5,368 |
249,710 |
+1,727 |
Sep09 |
070205 |
94.970 |
94.995 |
94.970 |
94.985 |
+0.035 |
5,569 |
196,600 |
+2,882 |
Dec09 |
070205 |
94.940 |
94.960 |
94.940 |
94.955 |
+0.035 |
11,653 |
150,428 |
+3,421 |
Mar10 |
070205 |
94.915 |
94.945 |
94.915 |
94.935 |
+0.035 |
3,811 |
119,819 |
-996 |
Jun10 |
070205 |
94.895 |
94.915 |
94.895 |
94.905 |
+0.035 |
3,165 |
84,719 |
+331 |
Sep10 |
070205 |
94.870 |
94.885 |
94.870 |
94.880 |
+0.035 |
3,310 |
88,469 |
-151 |
Dec10 |
070205 |
94.835 |
94.850 |
94.835 |
94.845 |
+0.035 |
5,004 |
86,379 |
-1,661 |
Mar11 |
070205 |
94.820 |
94.840 |
94.820 |
94.830 |
+0.035 |
4,154 |
73,962 |
+1,002 |
Jun11 |
070205 |
94.810 |
94.810 |
94.810 |
94.810 |
+0.035 |
2,908 |
60,884 |
+414 |
Total Volume and Open Interest |
242,304 |
10,099,376 |
+122,977 |
3-Mth Euro-Yen(CME) |
Mar07 |
070205 |
99.40 |
99.40 |
99.39 |
99.39 |
unch |
91 |
17,227 |
-1,645 |
Jun07 |
070205 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
73 |
10,669 |
-86 |
Sep07 |
070205 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
57 |
4,994 |
-81 |
Dec07 |
070205 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
127 |
8,402 |
+57 |
Mar08 |
070205 |
99.01 |
99.01 |
99.01 |
99.01 |
unch |
0 |
2,931 |
+0 |
Jun08 |
070205 |
98.92 |
98.92 |
98.92 |
98.92 |
unch |
0 |
862 |
+0 |
Sep08 |
070205 |
98.84 |
98.84 |
98.84 |
98.84 |
unch |
0 |
231 |
+0 |
Dec08 |
070205 |
98.76 |
98.76 |
98.76 |
98.76 |
unch |
0 |
1 |
+1 |
Mar09 |
070205 |
98.67 |
98.67 |
98.67 |
98.67 |
unch |
0 |
11 |
-1 |
Jun09 |
070205 |
98.60 |
98.60 |
98.60 |
98.60 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
348 |
45,343 |
-1,755 |
3-Mth Euro-Yen(SIMEX) |
Mar07 |
070205 |
99.39 |
99.40 |
99.39 |
99.39 |
unch |
2,537 |
95,293 |
-1,181 |
Jun07 |
070205 |
99.31 |
99.32 |
99.31 |
99.32 |
+0.01 |
3,339 |
58,223 |
+1,889 |
Sep07 |
070205 |
99.21 |
99.22 |
99.21 |
99.21 |
unch |
213 |
38,962 |
-209 |
Dec07 |
070205 |
99.11 |
99.12 |
99.11 |
99.12 |
+0.01 |
912 |
52,115 |
-844 |
Mar08 |
070205 |
99.01 |
99.02 |
99.01 |
99.02 |
+0.01 |
343 |
31,927 |
-377 |
Jun08 |
070205 |
98.93 |
98.93 |
98.93 |
98.93 |
+0.01 |
5 |
7,886 |
-5 |
Sep08 |
070205 |
98.84 |
98.84 |
98.84 |
98.84 |
unch |
0 |
1,934 |
+0 |
Dec08 |
070205 |
98.76 |
98.76 |
98.76 |
98.76 |
unch |
1 |
283 |
+0 |
Total Volume and Open Interest |
7,351 |
288,773 |
-728 |
German Euro-Bund(EUREX) |
Mar07 |
070205 |
115.25 |
115.58 |
115.25 |
115.53 |
+0.27 |
1,637,811 |
1,796,764 |
-73,323 |
Jun07 |
070205 |
114.83 |
115.04 |
114.83 |
115.00 |
+0.26 |
1,604 |
50,487 |
-1,153 |
Sep07 |
070205 |
114.98 |
114.98 |
114.96 |
114.96 |
+0.24 |
2,613 |
1 |
+0 |
Total Volume and Open Interest |
1,642,028 |
1,847,252 |
-74,476 |
German Euro-Bobl(EUREX) |
Mar07 |
070205 |
108.66 |
108.84 |
108.66 |
108.82 |
+0.14 |
709,044 |
1,248,429 |
-40,366 |
Jun07 |
070205 |
108.45 |
108.45 |
108.45 |
108.45 |
+0.13 |
2,183 |
13,994 |
+2,065 |
Sep07 |
070205 |
109.72 |
109.72 |
109.72 |
109.72 |
+0.14 |
1,650 |
0 |
+0 |
Total Volume and Open Interest |
712,877 |
1,262,423 |
-38,301 |
Long Gilt(LIFFE) |
Mar07 |
070205 |
106~04 |
106~08 |
106~00 |
106~05 |
+0~03 |
95,684 |
352,622 |
-3,143 |
Jun07 |
070205 |
107~25 |
107~25 |
107~25 |
107~25 |
+0~03 |
150 |
78 |
+0 |
Total Volume and Open Interest |
95,834 |
352,700 |
-3,143 |
3-Mth Short Sterling(LIFFE) |
Mar07 |
070205 |
94.26 |
94.26 |
94.26 |
94.26 |
unch |
50,666 |
587,586 |
+5,314 |
Jun07 |
070205 |
94.12 |
94.12 |
94.12 |
94.12 |
-0.01 |
76,251 |
543,772 |
+3,154 |
Sep07 |
070205 |
94.11 |
94.11 |
94.11 |
94.11 |
-0.02 |
92,692 |
602,559 |
+27,673 |
Total Volume and Open Interest |
437,648 |
2,862,955 |
+54,360 |
3-Mth Euribor(LIFFE) |
Mar07 |
070205 |
96.090 |
96.100 |
96.090 |
96.095 |
-0.005 |
47,104 |
941,372 |
-3,188 |
Jun07 |
070205 |
95.955 |
95.970 |
95.950 |
95.965 |
+0.010 |
164,339 |
903,627 |
-9,802 |
Sep07 |
070205 |
95.910 |
95.930 |
95.905 |
95.925 |
+0.015 |
236,090 |
646,604 |
-28,969 |
Total Volume and Open Interest |
920,289 |
4,285,359 |
-44,732 |
3-Mth Aus T-Bills(SFE) |
Mar07 |
070205 |
93.57 |
93.59 |
93.57 |
93.59 |
unch |
10,130 |
166,586 |
-373 |
Jun07 |
070205 |
93.52 |
93.54 |
93.50 |
93.54 |
+0.02 |
17,063 |
333,524 |
-12,109 |
Sep07 |
070205 |
93.48 |
93.52 |
93.46 |
93.52 |
+0.03 |
9,593 |
95,474 |
+2,710 |
Dec07 |
070205 |
93.49 |
93.53 |
93.47 |
93.53 |
+0.04 |
6,111 |
73,154 |
+1,769 |
Mar08 |
070205 |
93.49 |
93.54 |
93.48 |
93.54 |
+0.05 |
3,229 |
32,323 |
-918 |
Jun08 |
070205 |
93.49 |
93.55 |
93.49 |
93.55 |
+0.05 |
2,183 |
33,377 |
+901 |
Sep08 |
070205 |
93.50 |
93.55 |
93.50 |
93.55 |
+0.05 |
3,534 |
17,950 |
-979 |
Dec08 |
070205 |
93.50 |
93.55 |
93.50 |
93.55 |
+0.04 |
1,104 |
8,118 |
-597 |
Mar09 |
070205 |
93.55 |
93.55 |
93.55 |
93.55 |
+0.04 |
299 |
1,024 |
-274 |
Jun09 |
070205 |
93.55 |
93.55 |
93.55 |
93.55 |
+0.04 |
25 |
1,289 |
-25 |
Total Volume and Open Interest |
53,271 |
762,882 |
-9,895 |
10-Year Aus T-Bonds(SFE) |
Mar07 |
070205 |
94.07 |
94.11 |
94.06 |
94.11 |
+0.06 |
47,607 |
505,386 |
+16,295 |
Jun07 |
070205 |
94.11 |
94.11 |
94.11 |
94.11 |
+0.06 |
|
|
|
Total Volume and Open Interest |
47,607 |
505,386 |
+16,295 |
3-Year Aus T-Bonds(SFE) |
Mar07 |
070205 |
93.92 |
93.96 |
93.89 |
93.96 |
+0.05 |
106,353 |
602,382 |
+14,501 |
Jun07 |
070205 |
93.98 |
93.98 |
93.98 |
93.98 |
+0.05 |
0 |
6,458 |
+0 |
Total Volume and Open Interest |
106,353 |
608,840 |
+14,501 |
Gold(CMX) |
Feb07 |
070205 |
650.0 |
650.9 |
649.0 |
650.9 |
+4.7 |
449 |
1,847 |
-979 |
Apr07 |
070205 |
653.8 |
657.5 |
653.5 |
656.1 |
+4.6 |
82,680 |
209,863 |
-63 |
Jun07 |
070205 |
661.2 |
663.8 |
660.0 |
662.4 |
+4.7 |
3,080 |
30,522 |
+1,034 |
Aug07 |
070205 |
668.5 |
668.6 |
667.0 |
668.6 |
+4.7 |
79 |
6,404 |
+50 |
Oct07 |
070205 |
674.8 |
674.8 |
674.8 |
674.8 |
+4.8 |
338 |
23,006 |
-9 |
Dec07 |
070205 |
680.0 |
682.0 |
680.0 |
680.9 |
+4.8 |
399 |
49,370 |
+201 |
Feb08 |
070205 |
686.9 |
686.9 |
686.9 |
686.9 |
+4.8 |
15 |
2,182 |
-15 |
Apr08 |
070205 |
692.9 |
692.9 |
692.9 |
692.9 |
+4.8 |
0 |
2,428 |
+0 |
Jun08 |
070205 |
698.9 |
698.9 |
698.9 |
698.9 |
+4.8 |
10 |
4,083 |
+7 |
Aug08 |
070205 |
704.8 |
704.8 |
704.8 |
704.8 |
+4.8 |
0 |
690 |
+0 |
Oct08 |
070205 |
710.8 |
710.8 |
710.8 |
710.8 |
+4.8 |
0 |
600 |
+0 |
Dec08 |
070205 |
715.0 |
716.7 |
715.0 |
716.7 |
+4.8 |
27 |
10,331 |
+1 |
Total Volume and Open Interest |
87,203 |
357,432 |
+303 |
Silver(CMX) |
Mar07 |
070205 |
1348.0 |
1359.0 |
1346.0 |
1356.0 |
+18.5 |
23,006 |
63,028 |
-1,646 |
May07 |
070205 |
1363.0 |
1370.0 |
1363.0 |
1368.8 |
+18.6 |
1,974 |
14,967 |
+1,091 |
Jul07 |
070205 |
1378.0 |
1381.0 |
1370.0 |
1381.0 |
+19.0 |
370 |
11,287 |
+20 |
Sep07 |
070205 |
1389.0 |
1393.1 |
1389.0 |
1393.1 |
+19.4 |
50 |
4,490 |
-6 |
Dec07 |
070205 |
1400.0 |
1410.0 |
1400.0 |
1406.6 |
+19.8 |
111 |
13,629 |
+21 |
Mar08 |
070205 |
1425.0 |
1425.0 |
1420.5 |
1420.5 |
+21.5 |
6 |
230 |
+3 |
May08 |
070205 |
1427.4 |
1427.4 |
1427.4 |
1427.4 |
+21.5 |
|
|
|
Total Volume and Open Interest |
25,679 |
114,957 |
-556 |
Platinum(NYM) |
Apr07 |
070205 |
1171.0 |
1176.5 |
1169.0 |
1171.7 |
+8.2 |
1,852 |
9,872 |
-241 |
Jul07 |
070205 |
1177.7 |
1177.7 |
1177.7 |
1177.7 |
+8.2 |
14 |
105 |
+9 |
Oct07 |
070205 |
1182.7 |
1182.7 |
1182.7 |
1182.7 |
+8.2 |
0 |
15 |
+0 |
Jan08 |
070205 |
1187.7 |
1187.7 |
1187.7 |
1187.7 |
+8.2 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,866 |
9,994 |
-232 |
Palladium(NYME) |
Mar07 |
070205 |
336.00 |
342.80 |
336.00 |
342.35 |
+4.10 |
779 |
14,279 |
-57 |
Jun07 |
070205 |
346.00 |
347.50 |
346.00 |
346.35 |
+4.10 |
62 |
1,308 |
+36 |
Sep07 |
070205 |
351.35 |
351.35 |
351.35 |
351.35 |
+4.10 |
0 |
85 |
+1 |
Total Volume and Open Interest |
842 |
15,713 |
-20 |
Copper(CMX) |
Mar07 |
070205 |
244.00 |
244.70 |
241.50 |
241.65 |
-0.65 |
14,721 |
47,526 |
+1,876 |
May07 |
070205 |
245.20 |
245.50 |
242.50 |
242.50 |
-0.95 |
2,701 |
13,769 |
+749 |
Jul07 |
070205 |
245.50 |
245.75 |
242.50 |
242.90 |
-0.95 |
408 |
3,029 |
+95 |
Sep07 |
070205 |
244.50 |
244.50 |
242.20 |
242.20 |
-0.75 |
110 |
1,489 |
+31 |
Dec07 |
070205 |
241.00 |
242.00 |
239.40 |
239.40 |
-0.45 |
38 |
1,958 |
+3 |
Total Volume and Open Interest |
18,863 |
74,680 |
+2,850 |
Aluminum(CMX) |
Feb07 |
070205 |
127.75 |
127.75 |
121.00 |
123.00 |
-4.50 |
1 |
54 |
+0 |
Mar07 |
070205 |
122.00 |
123.00 |
122.00 |
123.00 |
-1.00 |
2 |
44 |
+0 |
Apr07 |
070205 |
122.40 |
122.40 |
122.40 |
122.40 |
-0.20 |
0 |
40 |
+0 |
May07 |
070205 |
121.85 |
121.85 |
121.85 |
121.85 |
-0.05 |
0 |
40 |
+0 |
Jun07 |
070205 |
121.30 |
121.30 |
121.30 |
121.30 |
+0.10 |
0 |
40 |
+0 |
Jul07 |
070205 |
120.75 |
120.75 |
120.75 |
120.75 |
+0.25 |
0 |
40 |
+0 |
Total Volume and Open Interest |
4 |
550 |
+0 |
DJIA Index(CBOT) |
Mar07 |
070205 |
12675 |
12710 |
12660 |
12703 |
+14 |
4,812 |
71,627 |
+668 |
Jun07 |
070205 |
12804 |
12804 |
12804 |
12804 |
+14 |
3 |
60 |
+2 |
Sep07 |
070205 |
12898 |
12898 |
12898 |
12898 |
+14 |
0 |
6 |
+0 |
Dec07 |
070205 |
12993 |
12993 |
12993 |
12993 |
+14 |
0 |
2 |
+0 |
Total Volume and Open Interest |
4,815 |
71,695 |
+670 |
S & P 500(CME) |
Mar07 |
070205 |
1451.50 |
1454.00 |
1448.10 |
1453.70 |
+0.60 |
22,690 |
590,610 |
-1,352 |
Jun07 |
070205 |
1467.00 |
1467.00 |
1467.00 |
1467.00 |
+0.60 |
846 |
28,077 |
-359 |
Sep07 |
070205 |
1478.50 |
1481.20 |
1478.50 |
1481.20 |
+0.60 |
480 |
8,334 |
+320 |
Dec07 |
070205 |
1493.60 |
1493.60 |
1493.60 |
1493.60 |
+0.70 |
0 |
1,911 |
+0 |
Total Volume and Open Interest |
24,016 |
629,310 |
-1,391 |
S & P 500 E-Mini(Globex) |
Mar07 |
070205 |
1452.50 |
1454.25 |
1448.00 |
1453.75 |
+0.75 |
820,588 |
1,702,395 |
+15,804 |
Jun07 |
070205 |
1463.25 |
1467.25 |
1461.25 |
1467.00 |
+0.50 |
2,958 |
20,673 |
-884 |
Total Volume and Open Interest |
823,546 |
1,723,068 |
+14,920 |
NASDAQ 100(CME) |
Mar07 |
070205 |
1806.00 |
1814.00 |
1798.00 |
1805.50 |
-1.80 |
2,727 |
50,785 |
-301 |
Jun07 |
070205 |
1827.50 |
1827.50 |
1827.50 |
1827.50 |
-1.80 |
0 |
24 |
+0 |
Sep07 |
070205 |
1849.50 |
1849.50 |
1849.50 |
1849.50 |
-1.80 |
|
|
|
Total Volume and Open Interest |
2,727 |
50,809 |
-301 |
NASDAQ 100 E-Mini(Globex) |
Mar07 |
070205 |
1807.00 |
1814.50 |
1798.30 |
1805.50 |
-1.80 |
235,952 |
321,891 |
-3,434 |
Jun07 |
070205 |
1824.50 |
1834.00 |
1824.50 |
1827.50 |
-1.80 |
61 |
567 |
+28 |
Total Volume and Open Interest |
236,013 |
322,458 |
-3,406 |
S & P Midcap 400(CME) |
Mar07 |
070205 |
845.50 |
848.30 |
845.00 |
848.30 |
+3.00 |
293 |
8,093 |
+138 |
Jun07 |
070205 |
856.50 |
856.50 |
856.50 |
856.50 |
+3.00 |
|
|
|
Sep07 |
070205 |
864.70 |
864.70 |
864.70 |
864.70 |
+3.00 |
|
|
|
Total Volume and Open Interest |
293 |
8,093 |
+138 |
Russell 2000(CME) |
Mar07 |
070205 |
811.25 |
813.50 |
808.50 |
811.50 |
-1.10 |
742 |
32,604 |
-106 |
Jun07 |
070205 |
818.70 |
818.70 |
818.70 |
818.70 |
-1.10 |
0 |
17 |
+13 |
Sep07 |
070205 |
825.10 |
825.10 |
825.10 |
825.10 |
-1.10 |
0 |
28 |
+0 |
Total Volume and Open Interest |
742 |
32,649 |
-93 |
Russell 2000 E-Mini(Globex) |
Mar07 |
070205 |
812.10 |
814.10 |
808.00 |
811.50 |
-1.10 |
128,057 |
374,769 |
+592 |
Jun07 |
070205 |
818.80 |
820.90 |
815.50 |
818.70 |
-1.10 |
150 |
515 |
+12 |
Total Volume and Open Interest |
128,207 |
375,284 |
+604 |
Value Line(KCBT) |
Mar07 |
070205 |
1930.00 |
1930.00 |
1930.00 |
1930.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar07 |
070205 |
17350 |
17410 |
17350 |
17385 |
-175 |
|
|
|
Jun07 |
070205 |
17365 |
17365 |
17365 |
17365 |
-175 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Mar07 |
070205 |
17415 |
17430 |
17295 |
17360 |
-225 |
54,597 |
271,725 |
+10,757 |
Jun07 |
070205 |
17285 |
17310 |
17260 |
17285 |
-205 |
47 |
1,175 |
+0 |
Sep07 |
070205 |
17305 |
17305 |
17305 |
17305 |
-205 |
0 |
10 |
+0 |
Total Volume and Open Interest |
54,645 |
273,298 |
+10,757 |
CAC 40(EURONEXT) |
Feb07 |
070205 |
5677.0 |
5700.0 |
5663.5 |
5690.0 |
+3.5 |
81,430 |
465,812 |
+13,468 |
Mar07 |
070205 |
5691.5 |
5711.5 |
5679.5 |
5704.5 |
+3.5 |
1,189 |
62,810 |
-8 |
Apr07 |
070205 |
5723.5 |
5723.5 |
5723.5 |
5723.5 |
+3.5 |
9 |
136 |
+9 |
Total Volume and Open Interest |
82,749 |
532,503 |
+13,588 |
Hang Seng Index(HKFE) |
Feb07 |
070205 |
20600 |
20709 |
20425 |
20491 |
-162 |
53,560 |
116,385 |
+760 |
Mar07 |
070205 |
20570 |
20788 |
20410 |
20468 |
-160 |
1,567 |
5,036 |
+638 |
Total Volume and Open Interest |
55,258 |
123,102 |
+1,435 |
DAX(EUREX) |
Mar07 |
070205 |
6905.0 |
6918.5 |
6890.5 |
6904.0 |
-15.0 |
135,915 |
267,472 |
+4,214 |
Jun07 |
070205 |
6972.0 |
6984.5 |
6957.5 |
6971.0 |
-14.5 |
489 |
11,009 |
+82 |
Sep07 |
070205 |
7038.5 |
7055.0 |
7032.5 |
7046.5 |
-15.0 |
143 |
3,122 |
+49 |
Total Volume and Open Interest |
136,547 |
281,603 |
+4,345 |
FT-SE 100(EURONEXT) |
Mar07 |
070205 |
6283.00 |
6311.00 |
6271.50 |
6295.00 |
+4.00 |
69,787 |
552,194 |
+15,788 |
Jun07 |
070205 |
6300.00 |
6334.00 |
6300.00 |
6321.00 |
+4.00 |
399 |
22,078 |
+162 |
Sep07 |
070205 |
6360.50 |
6360.50 |
6360.50 |
6360.50 |
+4.50 |
0 |
1,761 |
+0 |
Total Volume and Open Interest |
70,186 |
576,294 |
+15,950 |
SPI 200(SFE) |
Mar07 |
070205 |
5799.0 |
5804.0 |
5769.0 |
5788.0 |
-5.0 |
14,533 |
288,049 |
+3,088 |
Jun07 |
070205 |
5821.0 |
5835.0 |
5817.0 |
5826.0 |
-7.0 |
21 |
6,296 |
+10 |
Sep07 |
070205 |
5822.0 |
5839.0 |
5820.0 |
5830.0 |
-6.0 |
20 |
3,048 |
+13 |
Total Volume and Open Interest |
14,622 |
299,935 |
+3,125 |
GSCI(CME) |
Feb07 |
070205 |
432.90 |
434.60 |
426.80 |
426.80 |
-1.80 |
592 |
20,999 |
+80 |
Mar07 |
070205 |
436.20 |
436.20 |
431.00 |
431.00 |
-1.00 |
25 |
614 |
+15 |
Apr07 |
070205 |
435.00 |
435.00 |
435.00 |
435.00 |
-1.00 |
|
|
|
Total Volume and Open Interest |
617 |
21,613 |
+95 |
Reuters CRB Index(NYBOT) |
Apr07 |
070205 |
399.50 |
399.50 |
397.50 |
397.50 |
+1.50 |
9 |
504 |
-2 |
Jun07 |
070205 |
403.50 |
403.50 |
401.50 |
401.50 |
+1.50 |
0 |
402 |
+0 |
Aug07 |
070205 |
405.50 |
405.50 |
405.50 |
405.50 |
+1.50 |
|
|
|
Total Volume and Open Interest |
9 |
915 |
-2 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|