 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Wed March 07, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
Mar07 |
070307 |
732.00 |
747.00 |
732.00 |
742.75 |
+9.75 |
5,415 |
4,267 |
-1,532 |
May07 |
070307 |
747.00 |
763.00 |
746.50 |
757.25 |
+9.50 |
23,636 |
235,815 |
-2,697 |
Jul07 |
070307 |
762.00 |
777.50 |
762.00 |
772.75 |
+9.75 |
4,805 |
78,386 |
+1,327 |
Aug07 |
070307 |
768.00 |
782.00 |
768.00 |
777.00 |
+9.00 |
153 |
5,244 |
-38 |
Sep07 |
070307 |
782.50 |
787.00 |
782.50 |
783.75 |
+9.00 |
206 |
2,417 |
+8 |
Nov07 |
070307 |
786.00 |
800.50 |
785.50 |
795.25 |
+8.75 |
4,769 |
100,966 |
+1,702 |
Jan08 |
070307 |
793.00 |
804.50 |
792.50 |
801.25 |
+8.75 |
61 |
4,548 |
+9 |
Total Volume and Open Interest |
39,268 |
465,431 |
-1,094 |
Soybean Meal(CBOT) |
Mar07 |
070307 |
214.80 |
218.70 |
214.80 |
217.50 |
+4.00 |
1,937 |
1,925 |
-515 |
May07 |
070307 |
220.00 |
224.50 |
219.70 |
222.60 |
+2.90 |
11,977 |
90,663 |
-3,393 |
Jul07 |
070307 |
225.00 |
229.50 |
225.00 |
227.70 |
+3.00 |
6,339 |
48,781 |
-492 |
Aug07 |
070307 |
227.50 |
231.50 |
227.20 |
230.00 |
+3.20 |
929 |
14,497 |
+79 |
Sep07 |
070307 |
229.50 |
233.00 |
229.00 |
231.70 |
+3.30 |
457 |
10,769 |
-48 |
Oct07 |
070307 |
230.50 |
233.20 |
230.00 |
232.00 |
+2.90 |
122 |
6,969 |
+26 |
Dec07 |
070307 |
232.50 |
235.70 |
232.20 |
234.60 |
+2.80 |
2,979 |
36,263 |
+934 |
Jan08 |
070307 |
233.50 |
236.50 |
233.50 |
235.50 |
+2.70 |
26 |
1,794 |
-11 |
Total Volume and Open Interest |
24,917 |
215,751 |
-3,398 |
Soybean Oil(CBOT) |
Mar07 |
070307 |
29.40 |
29.86 |
29.37 |
29.85 |
+0.40 |
3,061 |
1,865 |
-1,336 |
May07 |
070307 |
29.80 |
30.35 |
29.76 |
30.21 |
+0.36 |
12,593 |
154,180 |
+146 |
Jul07 |
070307 |
30.30 |
30.83 |
30.25 |
30.66 |
+0.34 |
3,997 |
47,104 |
+710 |
Aug07 |
070307 |
30.50 |
31.03 |
30.50 |
30.86 |
+0.31 |
161 |
6,644 |
+62 |
Sep07 |
070307 |
31.07 |
31.25 |
31.05 |
31.05 |
+0.28 |
290 |
4,303 |
+35 |
Oct07 |
070307 |
31.40 |
31.40 |
31.22 |
31.22 |
+0.29 |
228 |
8,910 |
+129 |
Dec07 |
070307 |
31.42 |
31.85 |
31.42 |
31.67 |
+0.34 |
1,997 |
39,088 |
+430 |
Jan08 |
070307 |
31.89 |
31.89 |
31.89 |
31.89 |
+0.29 |
1 |
2,761 |
+1 |
Total Volume and Open Interest |
22,421 |
269,134 |
+255 |
Canola(WCE) |
Mar07 |
070307 |
369.6 |
370.2 |
368.6 |
368.6 |
-4.0 |
78 |
57 |
-78 |
May07 |
070307 |
372.0 |
378.5 |
370.5 |
376.6 |
+2.2 |
3,237 |
44,153 |
+833 |
Jul07 |
070307 |
381.0 |
387.4 |
379.5 |
384.9 |
+1.9 |
695 |
16,020 |
+2 |
Total Volume and Open Interest |
5,396 |
89,846 |
+1,254 |
Corn(CBOT) |
Mar07 |
070307 |
411.00 |
417.50 |
409.25 |
415.75 |
+3.25 |
7,886 |
10,465 |
-3,620 |
May07 |
070307 |
420.00 |
428.00 |
419.00 |
424.50 |
+2.50 |
28,000 |
521,595 |
-5,074 |
Jul07 |
070307 |
428.50 |
436.50 |
428.25 |
432.75 |
+2.00 |
12,720 |
279,503 |
-1,978 |
Sep07 |
070307 |
416.50 |
422.00 |
416.00 |
420.00 |
+2.75 |
619 |
64,775 |
-170 |
Dec07 |
070307 |
404.50 |
412.50 |
404.50 |
409.25 |
+2.75 |
7,876 |
394,195 |
-43 |
Mar08 |
070307 |
419.00 |
420.00 |
417.00 |
419.00 |
+4.50 |
770 |
34,188 |
+110 |
Total Volume and Open Interest |
58,957 |
1,442,028 |
-10,413 |
Wheat(CBOT) |
Mar07 |
070307 |
462.00 |
466.50 |
462.00 |
466.50 |
+7.00 |
1,240 |
1,765 |
-526 |
May07 |
070307 |
476.00 |
479.50 |
474.00 |
478.00 |
+5.00 |
8,487 |
201,809 |
-2,204 |
Jul07 |
070307 |
487.00 |
491.50 |
485.50 |
489.50 |
+4.00 |
2,534 |
97,830 |
+299 |
Sep07 |
070307 |
496.00 |
499.50 |
495.50 |
498.75 |
+5.75 |
43 |
9,118 |
+39 |
Dec07 |
070307 |
506.50 |
510.00 |
505.50 |
509.00 |
+4.50 |
458 |
63,761 |
-185 |
Total Volume and Open Interest |
12,954 |
401,895 |
-2,524 |
Wheat(KCBT) |
Mar07 |
070307 |
503.00 |
507.00 |
502.00 |
506.00 |
+5.00 |
307 |
340 |
-294 |
May07 |
070307 |
500.00 |
506.00 |
499.50 |
502.50 |
+1.25 |
4,937 |
48,221 |
-517 |
Jul07 |
070307 |
502.00 |
508.00 |
502.00 |
506.50 |
+2.75 |
2,127 |
43,052 |
+54 |
Sep07 |
070307 |
510.50 |
514.00 |
510.50 |
514.00 |
+3.50 |
16 |
7,388 |
-2 |
Dec07 |
070307 |
519.00 |
523.50 |
519.00 |
521.00 |
+2.00 |
164 |
9,463 |
+4 |
Total Volume and Open Interest |
7,558 |
113,339 |
-757 |
Wheat(MGE) |
Mar07 |
070307 |
503.00 |
503.00 |
503.00 |
503.00 |
+6.00 |
50 |
32 |
-41 |
May07 |
070307 |
512.50 |
513.50 |
509.00 |
513.25 |
+5.00 |
1,791 |
17,219 |
-757 |
Jul07 |
070307 |
521.00 |
521.50 |
518.00 |
521.50 |
+5.50 |
569 |
10,725 |
-33 |
Sep07 |
070307 |
526.50 |
527.00 |
524.00 |
527.00 |
+3.00 |
286 |
8,163 |
+31 |
Dec07 |
070307 |
535.00 |
535.00 |
532.25 |
534.75 |
+3.75 |
185 |
15,502 |
+13 |
Total Volume and Open Interest |
2,896 |
52,844 |
-784 |
Oats(CBOT) |
Mar07 |
070307 |
261.00 |
275.00 |
261.00 |
274.00 |
+14.00 |
4 |
73 |
-5 |
May07 |
070307 |
251.00 |
263.50 |
251.00 |
261.25 |
+11.00 |
234 |
6,883 |
-40 |
Jul07 |
070307 |
257.00 |
267.00 |
257.00 |
266.00 |
+10.00 |
121 |
1,850 |
+51 |
Sep07 |
070307 |
255.00 |
255.00 |
255.00 |
255.00 |
+7.50 |
0 |
585 |
+0 |
Total Volume and Open Interest |
429 |
18,029 |
+5 |
Rough Rice(CBOT) |
Mar07 |
070307 |
10.40 |
10.40 |
10.40 |
10.40 |
-0.05 |
20 |
62 |
-52 |
May07 |
070307 |
10.74 |
10.78 |
10.69 |
10.71 |
-0.03 |
240 |
9,458 |
+51 |
Jul07 |
070307 |
10.97 |
10.97 |
10.97 |
10.97 |
-0.03 |
27 |
1,528 |
+3 |
Sep07 |
070307 |
11.28 |
11.28 |
11.18 |
11.24 |
-0.04 |
26 |
2,071 |
+47 |
Total Volume and Open Interest |
424 |
17,409 |
+123 |
Live Cattle(CME) |
Apr07 |
070307 |
97.800 |
98.650 |
96.950 |
98.550 |
+0.950 |
14,230 |
139,414 |
-3,341 |
Jun07 |
070307 |
95.800 |
96.850 |
95.075 |
96.825 |
+1.100 |
11,806 |
73,466 |
+4,309 |
Aug07 |
070307 |
92.625 |
93.600 |
92.250 |
93.550 |
+0.775 |
3,008 |
31,694 |
+510 |
Oct07 |
070307 |
96.275 |
97.250 |
95.850 |
97.225 |
+0.825 |
1,530 |
24,174 |
+606 |
Dec07 |
070307 |
96.300 |
96.900 |
95.850 |
96.900 |
+0.600 |
411 |
8,985 |
+127 |
Feb08 |
070307 |
97.250 |
98.000 |
96.950 |
98.000 |
+0.600 |
114 |
5,970 |
+25 |
Total Volume and Open Interest |
31,148 |
285,021 |
+2,250 |
Feeder Cattle(CME) |
Mar07 |
070307 |
103.400 |
103.750 |
102.825 |
103.375 |
unch |
1,100 |
6,020 |
-660 |
Apr07 |
070307 |
104.900 |
105.550 |
104.300 |
104.900 |
-0.125 |
1,753 |
10,697 |
-327 |
May07 |
070307 |
106.800 |
107.400 |
106.100 |
107.125 |
+0.300 |
1,832 |
12,213 |
+340 |
Aug07 |
070307 |
107.600 |
108.400 |
107.250 |
108.300 |
+0.550 |
526 |
5,173 |
+57 |
Sep07 |
070307 |
106.500 |
107.450 |
106.500 |
107.175 |
+0.625 |
45 |
1,336 |
-39 |
Oct07 |
070307 |
106.500 |
107.150 |
106.000 |
107.000 |
+0.550 |
18 |
291 |
-3 |
Nov07 |
070307 |
105.400 |
106.400 |
105.400 |
106.400 |
+0.550 |
13 |
66 |
+0 |
Total Volume and Open Interest |
5,288 |
35,846 |
-631 |
Lean Hogs(CME) |
Apr07 |
070307 |
64.850 |
65.900 |
64.750 |
65.675 |
+0.675 |
14,303 |
81,181 |
-2,866 |
May07 |
070307 |
74.325 |
75.250 |
74.150 |
75.250 |
+0.375 |
86 |
4,477 |
+21 |
Jun07 |
070307 |
75.300 |
76.450 |
75.150 |
76.125 |
+0.550 |
10,016 |
43,971 |
+1,707 |
Jul07 |
070307 |
75.650 |
76.950 |
75.625 |
76.675 |
+0.800 |
2,147 |
19,311 |
+242 |
Aug07 |
070307 |
75.150 |
76.400 |
75.000 |
76.300 |
+1.075 |
821 |
10,693 |
-44 |
Oct07 |
070307 |
68.050 |
69.450 |
68.050 |
69.375 |
+0.750 |
239 |
9,026 |
+60 |
Dec07 |
070307 |
66.725 |
68.150 |
66.500 |
68.075 |
+1.175 |
230 |
10,012 |
-33 |
Total Volume and Open Interest |
27,965 |
180,816 |
-798 |
Pork Bellies(CME) |
Mar07 |
070307 |
101.000 |
102.700 |
100.600 |
102.700 |
+1.200 |
84 |
202 |
-53 |
May07 |
070307 |
103.650 |
104.900 |
103.600 |
104.700 |
+1.050 |
173 |
977 |
+13 |
Jul07 |
070307 |
105.000 |
106.000 |
105.000 |
106.000 |
+0.700 |
8 |
201 |
+3 |
Aug07 |
070307 |
102.000 |
102.100 |
102.000 |
102.100 |
unch |
1 |
44 |
+0 |
Total Volume and Open Interest |
266 |
1,424 |
-37 |
Class III Milk(CME) |
Mar07 |
070307 |
14.80 |
14.81 |
14.80 |
14.80 |
-0.02 |
93 |
3,006 |
-3 |
Apr07 |
070307 |
14.75 |
14.75 |
14.50 |
14.60 |
-0.05 |
93 |
2,896 |
-15 |
May07 |
070307 |
14.80 |
14.83 |
14.65 |
14.65 |
-0.15 |
85 |
2,762 |
+10 |
Jun07 |
070307 |
14.80 |
14.84 |
14.65 |
14.68 |
-0.07 |
99 |
2,729 |
+14 |
Jul07 |
070307 |
15.24 |
15.24 |
15.11 |
15.11 |
-0.10 |
56 |
2,383 |
+31 |
Total Volume and Open Interest |
899 |
30,390 |
+155 |
Cocoa(NYBOT) |
Mar07 |
070307 |
1701 |
1740 |
1696 |
1740 |
+30 |
268 |
323 |
-70 |
May07 |
070307 |
1717 |
1758 |
1697 |
1755 |
+40 |
14,557 |
78,715 |
-1,130 |
Jul07 |
070307 |
1742 |
1783 |
1728 |
1782 |
+40 |
2,609 |
23,791 |
+112 |
Sep07 |
070307 |
1763 |
1807 |
1753 |
1806 |
+40 |
2,537 |
22,868 |
-334 |
Dec07 |
070307 |
1796 |
1826 |
1775 |
1826 |
+40 |
733 |
21,348 |
+172 |
Mar08 |
070307 |
1842 |
1842 |
1842 |
1842 |
+40 |
493 |
9,105 |
+347 |
May08 |
070307 |
1857 |
1857 |
1857 |
1857 |
+41 |
30 |
2,948 |
+0 |
Total Volume and Open Interest |
21,480 |
169,153 |
-750 |
Coffee "C"(NYBOT) |
Mar07 |
070307 |
111.25 |
111.25 |
111.00 |
111.10 |
-0.90 |
81 |
315 |
-145 |
May07 |
070307 |
112.85 |
113.00 |
111.25 |
112.20 |
-0.80 |
13,801 |
84,530 |
-1,492 |
Jul07 |
070307 |
115.60 |
115.60 |
114.30 |
115.10 |
-0.85 |
3,089 |
18,559 |
+862 |
Sep07 |
070307 |
118.20 |
118.30 |
117.10 |
117.90 |
-0.80 |
1,518 |
10,331 |
+227 |
Dec07 |
070307 |
122.10 |
122.10 |
121.10 |
121.35 |
-0.75 |
1,260 |
5,438 |
-311 |
Mar08 |
070307 |
124.65 |
124.65 |
124.65 |
124.65 |
-0.75 |
442 |
2,899 |
-80 |
Total Volume and Open Interest |
20,603 |
132,106 |
-958 |
Orange Juice(NYBOT) |
Mar07 |
070307 |
208.80 |
208.80 |
206.30 |
206.30 |
-2.30 |
37 |
447 |
-11 |
May07 |
070307 |
204.20 |
204.40 |
201.50 |
202.10 |
-1.50 |
1,235 |
22,085 |
-116 |
Jul07 |
070307 |
198.00 |
198.00 |
195.75 |
196.20 |
-1.45 |
245 |
2,605 |
+117 |
Sep07 |
070307 |
189.20 |
189.20 |
189.20 |
189.20 |
-2.05 |
0 |
1,142 |
+0 |
Nov07 |
070307 |
182.00 |
182.00 |
182.00 |
182.00 |
-0.75 |
72 |
5,319 |
+7 |
Jan08 |
070307 |
181.00 |
181.00 |
181.00 |
181.00 |
-0.55 |
0 |
539 |
+0 |
Total Volume and Open Interest |
1,589 |
32,204 |
-3 |
Sugar #11(NYBOT) |
May07 |
070307 |
10.71 |
10.91 |
10.66 |
10.68 |
-0.08 |
29,119 |
286,933 |
-213 |
Jul07 |
070307 |
10.64 |
10.77 |
10.56 |
10.58 |
-0.06 |
9,059 |
163,578 |
+1,050 |
Oct07 |
070307 |
10.84 |
10.98 |
10.78 |
10.78 |
-0.06 |
3,086 |
75,233 |
+688 |
Mar08 |
070307 |
11.32 |
11.43 |
11.30 |
11.30 |
-0.06 |
1,891 |
62,307 |
+292 |
May08 |
070307 |
11.35 |
11.35 |
11.33 |
11.33 |
-0.05 |
123 |
22,436 |
-10 |
Total Volume and Open Interest |
43,459 |
650,161 |
+1,899 |
Sugar #14(NYBOT) |
Mar07 |
070208 |
20.20 |
20.28 |
20.20 |
20.28 |
-0.02 |
155 |
524 |
-65 |
May07 |
070307 |
20.85 |
20.85 |
20.85 |
20.85 |
-0.02 |
146 |
2,394 |
-73 |
Jul07 |
070307 |
20.81 |
20.81 |
20.81 |
20.81 |
-0.05 |
81 |
2,975 |
-12 |
Sep07 |
070307 |
20.88 |
20.88 |
20.88 |
20.88 |
-0.03 |
8 |
1,763 |
-5 |
Nov07 |
070307 |
21.27 |
21.27 |
21.27 |
21.27 |
unch |
9 |
1,528 |
+0 |
Total Volume and Open Interest |
244 |
9,829 |
-90 |
London Cocoa(LCE) |
Mar07 |
070307 |
946 |
966 |
936 |
966 |
+22 |
5,670 |
39,774 |
-3,414 |
May07 |
070307 |
959 |
988 |
949 |
979 |
+22 |
10,355 |
54,834 |
+577 |
Jul07 |
070307 |
970 |
1001 |
963 |
993 |
+22 |
2,199 |
30,990 |
+265 |
Sep07 |
070307 |
984 |
1006 |
978 |
1006 |
+22 |
702 |
37,353 |
+187 |
Dec07 |
070307 |
982 |
1005 |
975 |
1005 |
+23 |
687 |
39,770 |
+354 |
Mar08 |
070307 |
987 |
1010 |
981 |
1010 |
+23 |
3 |
15,137 |
+2 |
May08 |
070307 |
991 |
1018 |
991 |
1018 |
+24 |
83 |
2,561 |
+28 |
Total Volume and Open Interest |
19,906 |
227,459 |
-1,840 |
London Coffee(LCE) |
Mar07 |
070307 |
1470.00 |
1470.00 |
1450.00 |
1458.00 |
-14.00 |
4,454 |
1,473 |
-2,728 |
May07 |
070307 |
1490.00 |
1491.00 |
1470.00 |
1483.00 |
-9.00 |
12,992 |
77,337 |
+237 |
Jul07 |
070307 |
1497.00 |
1497.00 |
1478.00 |
1491.00 |
-8.00 |
2,822 |
23,675 |
+499 |
Sep07 |
070307 |
1499.00 |
1499.00 |
1477.00 |
1491.00 |
-7.00 |
775 |
15,014 |
-137 |
Nov07 |
070307 |
1472.00 |
1482.00 |
1472.00 |
1481.00 |
-6.00 |
64 |
7,350 |
+29 |
Jan08 |
070307 |
1478.00 |
1478.00 |
1463.00 |
1471.00 |
-6.00 |
11 |
2,118 |
+0 |
Total Volume and Open Interest |
21,120 |
129,200 |
-2,101 |
London Sugar(LCE) |
Mar07 |
070213 |
327.00 |
327.10 |
320.50 |
323.70 |
-4.50 |
8,923 |
7,733 |
-4,140 |
May07 |
070307 |
343.90 |
347.10 |
343.00 |
344.10 |
+0.60 |
2,084 |
34,806 |
-21 |
Aug07 |
070307 |
331.00 |
333.50 |
330.00 |
331.10 |
+0.60 |
1,044 |
12,533 |
+34 |
Oct07 |
070307 |
323.20 |
327.00 |
322.70 |
324.00 |
unch |
424 |
5,594 |
+38 |
Dec07 |
070307 |
324.80 |
327.50 |
324.50 |
325.00 |
-1.00 |
54 |
2,728 |
-3 |
Total Volume and Open Interest |
3,920 |
63,295 |
+13 |
Cotton(NYBOT) |
Mar07 |
070307 |
54.38 |
54.90 |
54.38 |
54.45 |
-0.05 |
77 |
1,948 |
-82 |
May07 |
070307 |
53.30 |
54.75 |
53.25 |
54.48 |
+0.89 |
5,334 |
116,480 |
-570 |
Jul07 |
070307 |
53.95 |
55.05 |
53.95 |
54.98 |
+0.73 |
1,238 |
38,378 |
+394 |
Oct07 |
070307 |
56.60 |
57.50 |
56.60 |
57.42 |
+0.62 |
25 |
1,020 |
+14 |
Dec07 |
070307 |
58.00 |
58.90 |
57.95 |
58.86 |
+0.78 |
829 |
42,614 |
+36 |
Mar08 |
070307 |
60.75 |
60.75 |
60.60 |
60.70 |
+0.77 |
39 |
3,405 |
+20 |
Total Volume and Open Interest |
7,666 |
205,721 |
-81 |
Lumber(CME) |
Mar07 |
070307 |
245.0 |
246.5 |
241.8 |
246.1 |
+0.9 |
336 |
599 |
-148 |
May07 |
070307 |
252.8 |
253.5 |
250.7 |
252.8 |
unch |
811 |
5,508 |
+131 |
Jul07 |
070307 |
267.9 |
269.0 |
266.0 |
268.8 |
+0.5 |
115 |
781 |
+8 |
Sep07 |
070307 |
271.7 |
276.7 |
271.6 |
276.7 |
+0.7 |
11 |
116 |
+9 |
Total Volume and Open Interest |
1,285 |
7,042 |
+10 |
Crude Oil(NYM) |
Apr07 |
070307 |
60.90 |
62.10 |
60.75 |
61.82 |
+1.13 |
223,855 |
259,141 |
-24,515 |
May07 |
070307 |
62.35 |
63.50 |
62.20 |
63.28 |
+1.22 |
108,860 |
195,011 |
+10,890 |
Jun07 |
070307 |
63.30 |
64.40 |
63.30 |
64.21 |
+1.22 |
27,095 |
114,851 |
+757 |
Jul07 |
070307 |
64.97 |
64.97 |
64.50 |
64.91 |
+1.20 |
8,775 |
43,732 |
+382 |
Aug07 |
070307 |
65.44 |
65.44 |
65.44 |
65.44 |
+1.16 |
3,465 |
25,206 |
-1,021 |
Sep07 |
070307 |
65.90 |
65.95 |
65.86 |
65.87 |
+1.13 |
4,449 |
32,109 |
-12 |
Oct07 |
070307 |
66.02 |
66.22 |
66.02 |
66.22 |
+1.10 |
1,084 |
26,888 |
-103 |
Nov07 |
070307 |
66.53 |
66.53 |
66.53 |
66.53 |
+1.07 |
301 |
21,289 |
+85 |
Dec07 |
070307 |
66.15 |
66.90 |
65.95 |
66.79 |
+1.04 |
8,609 |
148,340 |
+1,752 |
Jan08 |
070307 |
67.02 |
67.02 |
67.02 |
67.02 |
+1.01 |
922 |
20,603 |
-179 |
Feb08 |
070307 |
67.19 |
67.19 |
67.19 |
67.19 |
+0.99 |
343 |
11,786 |
+239 |
Mar08 |
070307 |
67.33 |
67.33 |
67.33 |
67.33 |
+0.97 |
959 |
12,599 |
+80 |
Apr08 |
070307 |
67.45 |
67.45 |
67.45 |
67.45 |
+0.96 |
225 |
11,758 |
+200 |
May08 |
070307 |
67.56 |
67.56 |
67.56 |
67.56 |
+0.95 |
15 |
7,840 |
+10 |
Jun08 |
070307 |
67.60 |
67.66 |
67.50 |
67.66 |
+0.94 |
1,486 |
31,161 |
-234 |
Jul08 |
070307 |
67.74 |
67.74 |
67.74 |
67.74 |
+0.93 |
100 |
4,745 |
+0 |
Total Volume and Open Interest |
398,028 |
1,275,194 |
-9,744 |
Heating Oil(NYM) |
Apr07 |
070307 |
175.90 |
177.50 |
175.10 |
176.74 |
+2.01 |
29,452 |
72,430 |
-1,885 |
May07 |
070307 |
175.50 |
176.90 |
175.25 |
176.65 |
+2.12 |
12,224 |
41,074 |
+1,037 |
Jun07 |
070307 |
177.40 |
177.40 |
177.40 |
177.40 |
+2.32 |
5,380 |
28,509 |
+434 |
Jul07 |
070307 |
178.10 |
179.20 |
178.10 |
179.20 |
+2.42 |
1,083 |
12,549 |
+309 |
Aug07 |
070307 |
181.35 |
181.35 |
181.35 |
181.35 |
+2.47 |
295 |
5,905 |
+156 |
Sep07 |
070307 |
184.05 |
184.05 |
184.05 |
184.05 |
+2.52 |
238 |
8,628 |
+60 |
Oct07 |
070307 |
187.00 |
187.00 |
187.00 |
187.00 |
+2.52 |
16 |
3,521 |
+3 |
Nov07 |
070307 |
190.10 |
190.10 |
190.10 |
190.10 |
+2.57 |
15 |
2,586 |
+2 |
Dec07 |
070307 |
192.80 |
192.80 |
192.80 |
192.80 |
+2.57 |
1,622 |
16,554 |
+559 |
Jan08 |
070307 |
194.75 |
194.75 |
194.75 |
194.75 |
+2.57 |
649 |
8,057 |
+335 |
Feb08 |
070307 |
195.20 |
195.20 |
195.20 |
195.20 |
+2.57 |
217 |
2,943 |
+213 |
Mar08 |
070307 |
194.00 |
194.00 |
194.00 |
194.00 |
+2.57 |
2 |
1,022 |
+2 |
Total Volume and Open Interest |
51,568 |
209,898 |
+1,382 |
Unleaded Gas(NYM) |
RBOB Gasoline(NYMEX) |
Apr07 |
070307 |
185.40 |
190.00 |
185.39 |
189.60 |
+4.40 |
42,637 |
53,121 |
-3,277 |
May07 |
070307 |
186.15 |
189.86 |
185.71 |
189.49 |
+3.64 |
20,032 |
44,391 |
+2,798 |
Jun07 |
070307 |
186.76 |
190.27 |
186.25 |
189.85 |
+4.41 |
6,820 |
17,984 |
+175 |
Jul07 |
070307 |
187.50 |
190.48 |
187.19 |
190.25 |
+3.55 |
3,111 |
14,290 |
+194 |
Aug07 |
070307 |
188.05 |
190.56 |
187.59 |
189.57 |
+2.45 |
1,163 |
7,257 |
-62 |
Sep07 |
070307 |
186.25 |
188.41 |
185.54 |
188.05 |
+4.33 |
1,203 |
16,687 |
+105 |
Oct07 |
070307 |
176.75 |
176.75 |
176.75 |
176.75 |
+2.75 |
235 |
3,888 |
-51 |
Nov07 |
070307 |
174.05 |
174.05 |
174.05 |
174.05 |
+4.35 |
11 |
2,056 |
+1 |
Dec07 |
070307 |
171.50 |
171.72 |
170.78 |
171.72 |
+3.19 |
31 |
3,392 |
+1 |
Jan08 |
070307 |
172.05 |
172.05 |
172.05 |
172.05 |
+3.02 |
105 |
1,050 |
+100 |
Total Volume and Open Interest |
75,348 |
165,211 |
+9 |
e-MiNY RBOB Gasoline(NYMEX) |
Apr07 |
070307 |
189.30 |
189.30 |
189.30 |
189.30 |
+3.97 |
0 |
5 |
+0 |
May07 |
070307 |
189.65 |
189.65 |
189.65 |
189.65 |
+3.92 |
0 |
1 |
+0 |
Jun07 |
070307 |
190.05 |
190.05 |
190.05 |
190.05 |
+3.77 |
|
|
|
Jul07 |
070307 |
190.40 |
190.40 |
190.40 |
190.40 |
+3.57 |
|
|
|
Total Volume and Open Interest |
0 |
6 |
+0 |
Natural Gas(NYM) |
Apr07 |
070307 |
7.450 |
7.525 |
7.330 |
7.366 |
-0.106 |
44,012 |
86,703 |
-1,344 |
May07 |
070307 |
7.560 |
7.600 |
7.470 |
7.491 |
-0.097 |
12,162 |
90,507 |
+482 |
Jun07 |
070307 |
7.700 |
7.700 |
7.608 |
7.608 |
-0.093 |
4,182 |
22,965 |
-345 |
Jul07 |
070307 |
7.790 |
7.790 |
7.727 |
7.727 |
-0.088 |
2,492 |
20,028 |
-23 |
Aug07 |
070307 |
7.875 |
7.935 |
7.810 |
7.817 |
-0.088 |
1,289 |
27,271 |
-11 |
Sep07 |
070307 |
7.910 |
7.930 |
7.864 |
7.864 |
-0.089 |
1,475 |
17,676 |
-187 |
Oct07 |
070307 |
8.010 |
8.020 |
7.964 |
7.964 |
-0.089 |
1,427 |
44,543 |
-82 |
Nov07 |
070307 |
8.600 |
8.600 |
8.560 |
8.574 |
-0.049 |
281 |
21,617 |
-29 |
Dec07 |
070307 |
9.110 |
9.185 |
9.110 |
9.159 |
-0.024 |
497 |
37,650 |
+22 |
Jan08 |
070307 |
9.475 |
9.480 |
9.430 |
9.449 |
-0.019 |
1,504 |
33,530 |
-16 |
Feb08 |
070307 |
9.460 |
9.460 |
9.442 |
9.442 |
-0.021 |
93 |
19,655 |
+5 |
Mar08 |
070307 |
9.218 |
9.218 |
9.214 |
9.214 |
-0.024 |
1,602 |
45,694 |
+851 |
Apr08 |
070307 |
7.850 |
7.890 |
7.829 |
7.829 |
-0.029 |
270 |
29,155 |
-95 |
May08 |
070307 |
7.770 |
7.770 |
7.704 |
7.704 |
-0.031 |
243 |
13,316 |
+75 |
Jun08 |
070307 |
7.830 |
7.830 |
7.751 |
7.751 |
-0.031 |
124 |
9,340 |
-95 |
Jul08 |
070307 |
7.890 |
7.890 |
7.814 |
7.814 |
-0.031 |
51 |
5,229 |
+2 |
Total Volume and Open Interest |
73,503 |
755,533 |
-327 |
Brent Crude Oil(ICE) |
Apr07 |
070307 |
61.55 |
62.81 |
61.37 |
62.50 |
+1.11 |
71,405 |
71,800 |
-3,407 |
May07 |
070307 |
62.20 |
63.45 |
62.12 |
63.18 |
+1.06 |
51,446 |
144,998 |
+4,329 |
Jun07 |
070307 |
62.91 |
64.15 |
62.81 |
63.90 |
+1.08 |
25,652 |
80,762 |
+4,381 |
Jul07 |
070307 |
63.44 |
64.60 |
63.40 |
64.46 |
+1.09 |
8,038 |
31,542 |
+1,505 |
Aug07 |
070307 |
63.97 |
64.97 |
63.97 |
64.94 |
+1.06 |
2,575 |
21,139 |
+413 |
Sep07 |
070307 |
64.36 |
65.36 |
64.30 |
65.34 |
+1.04 |
1,769 |
17,527 |
+1,566 |
Oct07 |
070307 |
65.70 |
65.70 |
65.70 |
65.70 |
+1.03 |
2,138 |
15,221 |
+386 |
Nov07 |
070307 |
65.97 |
65.97 |
65.97 |
65.97 |
+0.98 |
0 |
13,884 |
+388 |
Dec07 |
070307 |
65.33 |
66.35 |
65.30 |
66.21 |
+0.95 |
3,242 |
64,458 |
-147 |
Jan08 |
070307 |
66.47 |
66.47 |
66.47 |
66.47 |
+0.97 |
0 |
8,300 |
-337 |
Feb08 |
070307 |
66.71 |
66.71 |
66.71 |
66.71 |
+0.97 |
70 |
4,011 |
+2 |
Mar08 |
070307 |
66.88 |
66.88 |
66.88 |
66.88 |
+0.95 |
5 |
3,345 |
+5 |
Apr08 |
070307 |
67.03 |
67.03 |
67.03 |
67.03 |
+0.92 |
0 |
945 |
+0 |
May08 |
070307 |
67.15 |
67.15 |
67.15 |
67.15 |
+0.87 |
0 |
789 |
+0 |
Total Volume and Open Interest |
166,712 |
596,732 |
+8,745 |
Gas Oil(ICE) |
Mar07 |
070307 |
538.25 |
546.75 |
538.00 |
543.25 |
+10.50 |
15,807 |
29,070 |
-5,669 |
Apr07 |
070307 |
541.75 |
550.50 |
541.50 |
547.00 |
+10.75 |
21,726 |
76,920 |
-704 |
May07 |
070307 |
546.25 |
555.25 |
546.25 |
551.75 |
+11.00 |
9,921 |
32,901 |
+1,167 |
Jun07 |
070307 |
553.00 |
559.00 |
553.00 |
557.50 |
+11.25 |
3,900 |
45,536 |
+192 |
Jul07 |
070307 |
561.25 |
565.00 |
561.25 |
564.00 |
+10.50 |
540 |
15,735 |
-115 |
Aug07 |
070307 |
569.00 |
570.75 |
568.75 |
570.75 |
+11.25 |
279 |
9,588 |
+52 |
Sep07 |
070307 |
575.50 |
577.25 |
575.00 |
577.25 |
+11.00 |
340 |
12,904 |
+217 |
Oct07 |
070307 |
580.25 |
582.50 |
580.25 |
582.50 |
+11.25 |
36 |
5,526 |
+29 |
Nov07 |
070307 |
585.00 |
586.25 |
585.00 |
586.25 |
+11.00 |
60 |
5,970 |
+14 |
Dec07 |
070307 |
586.00 |
591.25 |
586.00 |
590.00 |
+10.75 |
2,069 |
34,862 |
+177 |
Total Volume and Open Interest |
54,686 |
309,496 |
-4,104 |
US Dollar Index(NYBOT) |
Mar07 |
070307 |
83.96 |
84.04 |
83.69 |
83.73 |
-0.28 |
3,305 |
25,148 |
-2,338 |
Jun07 |
070307 |
83.68 |
83.69 |
83.40 |
83.42 |
-0.28 |
2,574 |
4,108 |
+1,687 |
Sep07 |
070307 |
83.39 |
83.39 |
83.12 |
83.13 |
-0.28 |
7 |
69 |
-3 |
Total Volume and Open Interest |
5,886 |
29,328 |
-654 |
Australian Dollar(CME) |
Mar07 |
070307 |
77.73 |
77.90 |
77.73 |
77.90 |
+0.48 |
7,796 |
115,187 |
-2,687 |
Jun07 |
070307 |
77.38 |
77.71 |
77.38 |
77.71 |
+0.48 |
109 |
5,396 |
+1,279 |
Sep07 |
070307 |
77.48 |
77.48 |
77.48 |
77.48 |
+0.48 |
0 |
52 |
+0 |
Total Volume and Open Interest |
7,965 |
120,959 |
-1,343 |
British Pound(CME) |
Mar07 |
070307 |
192.88 |
193.37 |
192.88 |
193.37 |
+0.44 |
2,994 |
134,341 |
-8,437 |
Jun07 |
070307 |
193.09 |
193.29 |
192.96 |
193.29 |
+0.44 |
2,444 |
18,125 |
+4,248 |
Sep07 |
070307 |
193.12 |
193.12 |
193.12 |
193.12 |
+0.44 |
0 |
44 |
+0 |
Total Volume and Open Interest |
5,438 |
152,524 |
-4,189 |
Canadian Dollar(CME) |
Mar07 |
070307 |
85.08 |
85.08 |
84.81 |
84.91 |
-0.11 |
9,480 |
137,630 |
-3,115 |
Jun07 |
070307 |
85.20 |
85.20 |
85.06 |
85.13 |
-0.11 |
3,580 |
17,215 |
+5,423 |
Sep07 |
070307 |
85.35 |
85.35 |
85.35 |
85.35 |
-0.11 |
2 |
1,080 |
+13 |
Dec07 |
070307 |
85.50 |
85.57 |
85.47 |
85.56 |
-0.11 |
9 |
923 |
+7 |
Total Volume and Open Interest |
13,072 |
156,871 |
+2,328 |
Japanese Yen(CME) |
Mar07 |
070307 |
86.14 |
86.15 |
85.91 |
86.07 |
+0.19 |
10,772 |
217,982 |
-8,016 |
Jun07 |
070307 |
87.12 |
87.16 |
86.94 |
87.06 |
+0.19 |
1,262 |
52,568 |
+1,963 |
Sep07 |
070307 |
88.04 |
88.04 |
88.04 |
88.04 |
+0.19 |
0 |
7,688 |
+1 |
Total Volume and Open Interest |
12,034 |
278,491 |
-6,052 |
Swiss Franc(CME) |
Mar07 |
070307 |
81.94 |
82.25 |
81.90 |
82.25 |
+0.51 |
1,631 |
78,440 |
-2,833 |
Jun07 |
070307 |
82.62 |
82.89 |
82.62 |
82.89 |
+0.51 |
29 |
4,768 |
+618 |
Sep07 |
070307 |
83.46 |
83.46 |
83.46 |
83.46 |
+0.51 |
0 |
63 |
+0 |
Total Volume and Open Interest |
1,660 |
83,320 |
-2,215 |
EuroFX(CME) |
Mar07 |
070307 |
131.44 |
131.90 |
131.38 |
131.88 |
+0.60 |
6,894 |
187,386 |
-7,391 |
Jun07 |
070307 |
131.92 |
132.35 |
131.92 |
132.35 |
+0.61 |
1,159 |
13,374 |
+4,821 |
Sep07 |
070307 |
132.73 |
132.73 |
132.73 |
132.73 |
+0.60 |
7 |
282 |
-7 |
Total Volume and Open Interest |
8,060 |
201,319 |
-2,559 |
Mexican Peso(CME) |
Mar07 |
070307 |
8955.0 |
8957.0 |
8950.0 |
8955.0 |
-17.0 |
11,225 |
66,891 |
-986 |
Apr07 |
070307 |
8940.0 |
8940.0 |
8940.0 |
8940.0 |
-17.0 |
|
|
|
Total Volume and Open Interest |
14,985 |
102,082 |
+2,113 |
30-Year T-Bonds(CBOT) |
Mar07 |
070307 |
113~04 |
113~20 |
113~03 |
113~16 |
+0~09 |
20,797 |
99,109 |
-5,488 |
Jun07 |
070307 |
113~04 |
113~20 |
113~00 |
113~14 |
+0~09 |
508,322 |
806,145 |
+4,086 |
Sep07 |
070307 |
113~06 |
113~14 |
113~06 |
113~14 |
+0~09 |
101 |
719 |
+72 |
Total Volume and Open Interest |
529,220 |
906,012 |
-1,330 |
10-Year T-Notes(CBOT) |
Mar07 |
070307 |
108~220 |
109~015 |
108~215 |
108~300 |
+0~060 |
92,902 |
133,724 |
-39,067 |
Jun07 |
070307 |
108~235 |
109~020 |
108~215 |
108~305 |
+0~065 |
1,491,253 |
2,025,806 |
+12,880 |
Total Volume and Open Interest |
1,584,844 |
2,162,636 |
-25,907 |
5-Year T-Notes(CBOT) |
Mar07 |
070307 |
106~000 |
106~000 |
106~000 |
106~000 |
+0~045 |
53,875 |
0 |
+0 |
Jun07 |
070307 |
106~040 |
106~065 |
106~005 |
106~060 |
+0~050 |
662,188 |
0 |
+0 |
Sep07 |
070307 |
106~115 |
106~115 |
106~115 |
106~115 |
+0~050 |
|
|
|
Total Volume and Open Interest |
716,063 |
|
|
2 Year T-Notes(CBOT) |
Mar07 |
070307 |
102~046 |
102~050 |
102~044 |
102~050 |
+0~008 |
6,587 |
40,599 |
-6,156 |
Jun07 |
070307 |
102~076 |
102~078 |
102~068 |
102~077 |
+0~009 |
10,854 |
797,175 |
-12,173 |
Total Volume and Open Interest |
17,441 |
837,774 |
-18,329 |
Eurodollars(CME) |
Mar07 |
070307 |
94.665 |
94.665 |
94.660 |
94.662 |
unch |
15,856 |
1,278,655 |
-28,499 |
Jun07 |
070307 |
94.870 |
94.885 |
94.850 |
94.880 |
+0.020 |
30,740 |
1,672,118 |
+65,096 |
Sep07 |
070307 |
95.090 |
95.115 |
95.060 |
95.105 |
+0.040 |
28,971 |
1,446,096 |
+37,169 |
Dec07 |
070307 |
95.230 |
95.255 |
95.200 |
95.250 |
+0.050 |
23,239 |
1,553,993 |
-32,854 |
Mar08 |
070307 |
95.310 |
95.335 |
95.285 |
95.330 |
+0.050 |
33,647 |
1,150,999 |
+6,813 |
Jun08 |
070307 |
95.340 |
95.365 |
95.320 |
95.365 |
+0.050 |
19,148 |
951,957 |
+19,736 |
Sep08 |
070307 |
95.360 |
95.385 |
95.340 |
95.385 |
+0.050 |
15,583 |
700,195 |
+591 |
Dec08 |
070307 |
95.345 |
95.385 |
95.335 |
95.380 |
+0.050 |
9,195 |
594,697 |
+8,878 |
Mar09 |
070307 |
95.340 |
95.365 |
95.315 |
95.365 |
+0.050 |
10,502 |
351,217 |
-742 |
Jun09 |
070307 |
95.290 |
95.330 |
95.290 |
95.330 |
+0.050 |
16,354 |
284,358 |
+772 |
Sep09 |
070307 |
95.265 |
95.290 |
95.255 |
95.290 |
+0.045 |
8,585 |
238,034 |
+2,040 |
Dec09 |
070307 |
95.215 |
95.245 |
95.215 |
95.245 |
+0.045 |
7,456 |
164,116 |
+29 |
Mar10 |
070307 |
95.185 |
95.215 |
95.180 |
95.215 |
+0.045 |
4,628 |
137,870 |
+1,078 |
Jun10 |
070307 |
95.145 |
95.175 |
95.135 |
95.175 |
+0.045 |
2,982 |
87,772 |
+42 |
Sep10 |
070307 |
95.105 |
95.140 |
95.105 |
95.140 |
+0.045 |
4,424 |
92,330 |
-136 |
Dec10 |
070307 |
95.065 |
95.095 |
95.060 |
95.095 |
+0.045 |
3,333 |
93,694 |
-516 |
Mar11 |
070307 |
95.040 |
95.070 |
95.035 |
95.070 |
+0.045 |
3,086 |
76,055 |
+619 |
Jun11 |
070307 |
95.005 |
95.035 |
95.000 |
95.035 |
+0.045 |
5,814 |
65,435 |
+1,623 |
Total Volume and Open Interest |
256,036 |
11,156,583 |
+86,366 |
3-Mth Euro-Yen(CME) |
Mar07 |
070307 |
99.33 |
99.33 |
99.33 |
99.33 |
+0.01 |
490 |
20,222 |
-788 |
Jun07 |
070307 |
99.31 |
99.31 |
99.30 |
99.30 |
unch |
128 |
20,277 |
+1,041 |
Sep07 |
070307 |
99.22 |
99.22 |
99.22 |
99.22 |
unch |
995 |
9,815 |
+815 |
Dec07 |
070307 |
99.13 |
99.13 |
99.13 |
99.13 |
unch |
367 |
10,524 |
-772 |
Mar08 |
070307 |
99.03 |
99.04 |
99.03 |
99.04 |
+0.01 |
85 |
3,979 |
-377 |
Jun08 |
070307 |
98.94 |
98.95 |
98.94 |
98.95 |
unch |
0 |
1,129 |
-1 |
Sep08 |
070307 |
98.86 |
98.87 |
98.86 |
98.87 |
+0.01 |
0 |
1,668 |
+0 |
Dec08 |
070307 |
98.78 |
98.79 |
98.78 |
98.79 |
+0.02 |
0 |
105 |
+0 |
Mar09 |
070307 |
98.70 |
98.70 |
98.70 |
98.70 |
unch |
|
|
|
Jun09 |
070307 |
98.63 |
98.63 |
98.63 |
98.63 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,065 |
67,734 |
-82 |
3-Mth Euro-Yen(SIMEX) |
Mar07 |
070307 |
99.33 |
99.33 |
99.32 |
99.33 |
unch |
5,626 |
98,456 |
-463 |
Jun07 |
070307 |
99.30 |
99.31 |
99.30 |
99.31 |
+0.01 |
3,405 |
61,339 |
+163 |
Sep07 |
070307 |
99.22 |
99.22 |
99.21 |
99.22 |
unch |
1,301 |
48,712 |
+238 |
Dec07 |
070307 |
99.13 |
99.14 |
99.12 |
99.13 |
unch |
2,030 |
53,395 |
+71 |
Mar08 |
070307 |
99.03 |
99.04 |
99.03 |
99.04 |
unch |
1,973 |
36,621 |
+585 |
Jun08 |
070307 |
98.95 |
98.95 |
98.95 |
98.95 |
unch |
1,375 |
8,679 |
+233 |
Sep08 |
070307 |
98.87 |
98.87 |
98.87 |
98.87 |
unch |
0 |
3,025 |
+0 |
Dec08 |
070307 |
98.79 |
98.79 |
98.79 |
98.79 |
unch |
0 |
671 |
+0 |
Total Volume and Open Interest |
15,710 |
313,137 |
+827 |
German Euro-Bund(EUREX) |
Mar07 |
070307 |
116.62 |
116.79 |
116.51 |
116.70 |
+0.04 |
1,869,994 |
1,240,066 |
-98,194 |
Jun07 |
070307 |
116.11 |
116.25 |
115.99 |
116.17 |
+0.02 |
563,853 |
691,032 |
+246,608 |
Sep07 |
070307 |
116.18 |
116.18 |
116.00 |
116.18 |
+0.03 |
30 |
570 |
+25 |
Total Volume and Open Interest |
2,433,877 |
1,931,668 |
+148,439 |
German Euro-Bobl(EUREX) |
Mar07 |
070307 |
109.30 |
109.30 |
109.22 |
109.28 |
-0.01 |
1,033,873 |
764,952 |
-126,343 |
Jun07 |
070307 |
109.00 |
109.00 |
108.91 |
108.98 |
-0.01 |
391,992 |
499,347 |
+98,500 |
Sep07 |
070307 |
110.18 |
110.18 |
110.18 |
110.18 |
-0.01 |
|
|
|
Total Volume and Open Interest |
1,425,865 |
1,264,299 |
-27,843 |
Long Gilt(LIFFE) |
Mar07 |
070307 |
107~25 |
107~27 |
107~21 |
107~26 |
0~00 |
5,870 |
46,612 |
-5,457 |
Jun07 |
070307 |
109~16 |
109~18 |
109~11 |
109~17 |
0~00 |
107,859 |
305,820 |
-7,384 |
Total Volume and Open Interest |
113,729 |
352,437 |
-12,841 |
3-Mth Short Sterling(LIFFE) |
Mar07 |
070307 |
94.43 |
94.43 |
94.43 |
94.43 |
unch |
45,433 |
519,054 |
-2,588 |
Jun07 |
070307 |
94.34 |
94.34 |
94.34 |
94.34 |
-0.01 |
76,779 |
515,391 |
-11,441 |
Sep07 |
070307 |
94.36 |
94.36 |
94.36 |
94.36 |
unch |
61,239 |
451,639 |
-9,847 |
Total Volume and Open Interest |
379,798 |
2,724,522 |
-22,134 |
3-Mth Euribor(LIFFE) |
Mar07 |
070307 |
96.095 |
96.100 |
96.095 |
96.095 |
-0.005 |
252,349 |
714,686 |
-26,217 |
Jun07 |
070307 |
96.010 |
96.010 |
95.995 |
96.000 |
-0.010 |
356,340 |
770,322 |
-22,694 |
Sep07 |
070307 |
95.980 |
95.980 |
95.960 |
95.970 |
-0.010 |
293,954 |
730,735 |
-6,693 |
Total Volume and Open Interest |
1,487,089 |
4,206,504 |
-43,331 |
3-Mth Aus T-Bills(SFE) |
Mar07 |
070307 |
93.64 |
93.65 |
93.64 |
93.65 |
unch |
14,452 |
161,924 |
-9,786 |
Jun07 |
070307 |
93.60 |
93.62 |
93.59 |
93.61 |
-0.01 |
18,747 |
365,286 |
-12,840 |
Sep07 |
070307 |
93.60 |
93.61 |
93.58 |
93.60 |
-0.03 |
15,131 |
139,711 |
-9,645 |
Dec07 |
070307 |
93.62 |
93.63 |
93.60 |
93.62 |
-0.03 |
5,391 |
108,540 |
-4,286 |
Mar08 |
070307 |
93.64 |
93.65 |
93.62 |
93.65 |
-0.02 |
1,641 |
48,126 |
-1,165 |
Jun08 |
070307 |
93.68 |
93.68 |
93.65 |
93.67 |
-0.03 |
1,475 |
36,358 |
-1,260 |
Sep08 |
070307 |
93.69 |
93.69 |
93.68 |
93.69 |
-0.03 |
52 |
19,134 |
-244 |
Dec08 |
070307 |
93.70 |
93.70 |
93.70 |
93.70 |
-0.03 |
17 |
10,014 |
-433 |
Mar09 |
070307 |
93.71 |
93.71 |
93.71 |
93.71 |
-0.02 |
10 |
1,038 |
-1 |
Jun09 |
070307 |
93.71 |
93.71 |
93.71 |
93.71 |
-0.03 |
0 |
1,548 |
+0 |
Total Volume and Open Interest |
56,916 |
892,099 |
-39,660 |
10-Year Aus T-Bonds(SFE) |
Mar07 |
070307 |
94.33 |
94.35 |
94.31 |
94.34 |
-0.02 |
43,409 |
473,725 |
-44,765 |
Jun07 |
070307 |
94.36 |
94.36 |
94.33 |
94.36 |
-0.02 |
710 |
9,323 |
+7,718 |
Total Volume and Open Interest |
44,119 |
483,048 |
-37,047 |
3-Year Aus T-Bonds(SFE) |
Mar07 |
070307 |
94.12 |
94.13 |
94.09 |
94.12 |
-0.02 |
87,074 |
739,425 |
-42,189 |
Jun07 |
070307 |
94.14 |
94.14 |
94.14 |
94.14 |
-0.03 |
19,064 |
49,670 |
+17,137 |
Total Volume and Open Interest |
106,138 |
789,095 |
-25,052 |
Gold(CMX) |
Apr07 |
070307 |
648.0 |
653.5 |
645.8 |
652.9 |
+6.7 |
79,078 |
195,640 |
-9,035 |
Jun07 |
070307 |
654.8 |
659.8 |
652.8 |
659.2 |
+6.8 |
9,388 |
53,351 |
+2,230 |
Aug07 |
070307 |
664.0 |
666.0 |
664.0 |
665.3 |
+6.9 |
407 |
8,600 |
-126 |
Oct07 |
070307 |
671.1 |
671.1 |
671.1 |
671.1 |
+6.9 |
241 |
28,377 |
+156 |
Dec07 |
070307 |
672.0 |
677.0 |
670.0 |
676.8 |
+6.9 |
1,478 |
56,944 |
+198 |
Feb08 |
070307 |
682.4 |
682.4 |
682.4 |
682.4 |
+7.0 |
174 |
3,121 |
+100 |
Apr08 |
070307 |
687.8 |
687.8 |
687.8 |
687.8 |
+7.0 |
232 |
3,046 |
+177 |
Jun08 |
070307 |
693.3 |
693.3 |
693.3 |
693.3 |
+7.0 |
3 |
4,715 |
+1 |
Aug08 |
070307 |
698.8 |
698.8 |
698.8 |
698.8 |
+7.0 |
0 |
740 |
+0 |
Oct08 |
070307 |
704.3 |
704.3 |
704.3 |
704.3 |
+7.0 |
0 |
600 |
+0 |
Dec08 |
070307 |
709.8 |
709.8 |
709.8 |
709.8 |
+7.0 |
10 |
11,039 |
+1 |
Total Volume and Open Interest |
91,038 |
382,550 |
-6,291 |
Silver(CMX) |
Mar07 |
070307 |
1295.0 |
1300.0 |
1295.0 |
1300.0 |
+12.3 |
237 |
841 |
-181 |
May07 |
070307 |
1305.0 |
1313.0 |
1290.0 |
1310.5 |
+12.0 |
21,875 |
67,225 |
-1,972 |
Jul07 |
070307 |
1315.0 |
1327.0 |
1308.0 |
1322.5 |
+12.1 |
995 |
16,403 |
+170 |
Sep07 |
070307 |
1340.0 |
1340.0 |
1328.0 |
1333.8 |
+12.3 |
51 |
5,954 |
+10 |
Dec07 |
070307 |
1344.0 |
1348.0 |
1338.0 |
1347.9 |
+12.4 |
328 |
14,778 |
-28 |
Mar08 |
070307 |
1360.5 |
1360.5 |
1360.5 |
1360.5 |
+12.0 |
13 |
1,293 |
+9 |
May08 |
070307 |
1368.5 |
1368.5 |
1368.5 |
1368.5 |
+12.2 |
2 |
43 |
+0 |
Total Volume and Open Interest |
23,742 |
115,412 |
-1,858 |
Platinum(NYM) |
Apr07 |
070307 |
1193.8 |
1195.2 |
1187.0 |
1192.5 |
-6.3 |
1,354 |
8,832 |
-258 |
Jul07 |
070307 |
1208.0 |
1208.0 |
1193.5 |
1193.5 |
-15.5 |
404 |
2,114 |
+253 |
Oct07 |
070307 |
1194.0 |
1194.0 |
1194.0 |
1194.0 |
-20.0 |
0 |
30 |
+0 |
Jan08 |
070307 |
1194.5 |
1194.5 |
1194.5 |
1194.5 |
-24.5 |
0 |
2 |
+0 |
Total Volume and Open Interest |
1,758 |
10,978 |
-5 |
Palladium(NYME) |
Mar07 |
070307 |
349.25 |
349.25 |
349.25 |
349.25 |
+2.15 |
44 |
119 |
-10 |
Jun07 |
070307 |
351.50 |
353.75 |
350.00 |
353.75 |
+1.85 |
659 |
14,329 |
-58 |
Sep07 |
070307 |
359.25 |
359.25 |
359.25 |
359.25 |
+1.85 |
0 |
1,033 |
+0 |
Total Volume and Open Interest |
713 |
15,612 |
-71 |
Copper(CMX) |
Mar07 |
070307 |
273.80 |
277.80 |
273.80 |
277.20 |
+7.10 |
454 |
4,593 |
-90 |
May07 |
070307 |
275.00 |
279.20 |
274.00 |
278.20 |
+6.85 |
5,821 |
43,280 |
+70 |
Jul07 |
070307 |
274.50 |
278.60 |
274.50 |
278.30 |
+6.70 |
666 |
6,898 |
+370 |
Sep07 |
070307 |
278.00 |
278.00 |
277.30 |
277.30 |
+6.50 |
20 |
1,647 |
-1 |
Dec07 |
070307 |
273.45 |
273.45 |
273.45 |
273.45 |
+5.85 |
87 |
2,225 |
+36 |
Total Volume and Open Interest |
7,203 |
65,495 |
+391 |
Aluminum(CMX) |
Mar07 |
070307 |
119.25 |
119.25 |
119.25 |
119.25 |
+1.25 |
6 |
5 |
-3 |
Apr07 |
070307 |
119.25 |
119.25 |
119.25 |
119.25 |
+1.25 |
5 |
59 |
+5 |
May07 |
070307 |
118.70 |
118.70 |
118.70 |
118.70 |
+1.25 |
0 |
41 |
+0 |
Jun07 |
070307 |
118.10 |
118.10 |
118.10 |
118.10 |
+1.25 |
0 |
40 |
+0 |
Jul07 |
070307 |
117.50 |
117.50 |
117.50 |
117.50 |
+1.25 |
0 |
40 |
+0 |
Aug07 |
070307 |
116.90 |
116.90 |
116.90 |
116.90 |
+1.25 |
0 |
40 |
+0 |
Total Volume and Open Interest |
11 |
489 |
+2 |
DJIA Index(CBOT) |
Mar07 |
070307 |
12180 |
12258 |
12177 |
12201 |
-14 |
7,245 |
69,954 |
-1,093 |
Jun07 |
070307 |
12275 |
12355 |
12275 |
12297 |
-14 |
2,697 |
2,794 |
+2,085 |
Sep07 |
070307 |
12396 |
12396 |
12396 |
12396 |
-14 |
1 |
9 |
+1 |
Dec07 |
070307 |
12491 |
12491 |
12491 |
12491 |
-14 |
0 |
3 |
+0 |
Total Volume and Open Interest |
9,943 |
72,760 |
+993 |
S & P 500(CME) |
Mar07 |
070307 |
1394.70 |
1402.30 |
1391.50 |
1393.20 |
-2.20 |
92,029 |
440,598 |
-38,395 |
Jun07 |
070307 |
1407.50 |
1414.80 |
1404.00 |
1405.50 |
-2.30 |
56,855 |
214,504 |
+43,264 |
Sep07 |
070307 |
1418.10 |
1418.10 |
1418.10 |
1418.10 |
-2.60 |
2 |
11,058 |
+0 |
Dec07 |
070307 |
1431.80 |
1431.80 |
1429.80 |
1429.80 |
-2.60 |
1 |
2,200 |
+1 |
Total Volume and Open Interest |
148,887 |
668,743 |
+4,870 |
S & P 500 E-Mini(Globex) |
Mar07 |
070307 |
1395.25 |
1402.50 |
1391.00 |
1393.25 |
-2.25 |
1,666,841 |
1,817,691 |
-33,480 |
Jun07 |
070307 |
1407.75 |
1414.50 |
1403.50 |
1405.50 |
-2.25 |
54,325 |
283,667 |
+42,262 |
Total Volume and Open Interest |
1,721,166 |
2,101,358 |
+8,782 |
NASDAQ 100(CME) |
Mar07 |
070307 |
1743.00 |
1749.50 |
1735.00 |
1737.50 |
-7.50 |
8,107 |
52,830 |
-2,756 |
Jun07 |
070307 |
1763.50 |
1767.00 |
1756.00 |
1758.00 |
-7.50 |
2,628 |
4,742 |
+3,538 |
Sep07 |
070307 |
1781.30 |
1781.30 |
1781.30 |
1781.30 |
-7.50 |
0 |
35 |
+0 |
Total Volume and Open Interest |
10,735 |
57,607 |
+782 |
NASDAQ 100 E-Mini(Globex) |
Mar07 |
070307 |
1744.80 |
1749.30 |
1735.50 |
1737.50 |
-7.50 |
422,567 |
424,916 |
+5,905 |
Jun07 |
070307 |
1765.50 |
1769.80 |
1756.30 |
1758.00 |
-7.50 |
11,206 |
13,676 |
+7,874 |
Total Volume and Open Interest |
433,773 |
438,592 |
+13,779 |
S & P Midcap 400(CME) |
Mar07 |
070307 |
822.00 |
828.00 |
821.50 |
824.20 |
+2.40 |
868 |
7,570 |
-189 |
Jun07 |
070307 |
835.00 |
835.00 |
832.25 |
832.25 |
+2.40 |
277 |
309 |
+192 |
Sep07 |
070307 |
840.30 |
840.30 |
840.30 |
840.30 |
+2.40 |
|
|
|
Total Volume and Open Interest |
1,145 |
7,879 |
+3 |
Russell 2000(CME) |
Mar07 |
070307 |
778.50 |
781.25 |
774.00 |
775.10 |
-3.10 |
4,952 |
39,932 |
-311 |
Jun07 |
070307 |
786.90 |
787.75 |
781.90 |
781.90 |
-3.05 |
3,454 |
4,116 |
+2,715 |
Sep07 |
070307 |
788.70 |
788.70 |
788.70 |
788.70 |
-3.00 |
0 |
28 |
+0 |
Total Volume and Open Interest |
8,406 |
44,076 |
+2,404 |
Russell 2000 E-Mini(Globex) |
Mar07 |
070307 |
778.10 |
781.90 |
773.50 |
775.10 |
-3.10 |
264,230 |
448,585 |
-6,275 |
Jun07 |
070307 |
784.80 |
788.50 |
780.30 |
781.90 |
-3.10 |
20,600 |
38,270 |
+14,268 |
Sep07 |
070302 |
794.80 |
794.80 |
794.80 |
794.80 |
-13.90 |
|
|
|
Total Volume and Open Interest |
295,081 |
447,328 |
+1,670 |
Value Line(KCBT) |
Mar07 |
070307 |
1930.00 |
1930.00 |
1930.00 |
1930.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Mar07 |
070307 |
16700 |
16815 |
16700 |
16735 |
-190 |
|
|
|
Jun07 |
070307 |
16720 |
16790 |
16670 |
16710 |
-185 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Mar07 |
070307 |
16915 |
17015 |
16725 |
16770 |
-75 |
157,995 |
281,756 |
+281,756 |
Jun07 |
070307 |
16855 |
16965 |
16675 |
16730 |
-65 |
58,106 |
10,159 |
+10,159 |
Sep07 |
070307 |
16725 |
16885 |
16725 |
16725 |
-85 |
0 |
110 |
+110 |
Total Volume and Open Interest |
216,111 |
292,306 |
-1,269 |
CAC 40(EURONEXT) |
Mar07 |
070307 |
5460.0 |
5477.0 |
5433.5 |
5459.0 |
+14.0 |
146,516 |
521,746 |
-136,796 |
Apr07 |
070307 |
5469.5 |
5490.5 |
5455.0 |
5478.5 |
+14.0 |
737 |
14,821 |
-222 |
May07 |
070307 |
5434.0 |
5434.0 |
5434.0 |
5434.0 |
+14.0 |
100 |
122 |
+100 |
Total Volume and Open Interest |
147,427 |
541,100 |
-136,873 |
Hang Seng Index(HKFE) |
Mar07 |
070307 |
19000 |
19168 |
18762 |
18804 |
-199 |
78,849 |
123,587 |
+8,506 |
Apr07 |
070307 |
19055 |
19207 |
18810 |
18848 |
-197 |
1,735 |
1,315 |
+724 |
Total Volume and Open Interest |
80,857 |
126,951 |
+9,318 |
DAX(EUREX) |
Mar07 |
070307 |
6621.0 |
6652.0 |
6590.0 |
6627.5 |
+29.0 |
254,418 |
295,634 |
+4,560 |
Jun07 |
070307 |
6688.0 |
6714.0 |
6655.0 |
6691.5 |
+30.0 |
2,084 |
24,384 |
+351 |
Sep07 |
070307 |
6753.0 |
6785.0 |
6725.5 |
6762.0 |
+29.5 |
702 |
4,354 |
-26 |
Total Volume and Open Interest |
257,204 |
324,372 |
+4,885 |
FT-SE 100(EURONEXT) |
Mar07 |
070307 |
6121.50 |
6169.50 |
6106.50 |
6160.00 |
+45.00 |
140,495 |
532,968 |
-12,015 |
Jun07 |
070307 |
6142.50 |
6189.50 |
6129.50 |
6180.50 |
+45.50 |
8,730 |
37,783 |
+2,881 |
Sep07 |
070307 |
6172.50 |
6221.00 |
6172.50 |
6214.00 |
+46.00 |
110 |
2,737 |
-60 |
Total Volume and Open Interest |
149,335 |
574,015 |
-9,194 |
SPI 200(SFE) |
Mar07 |
070307 |
5810.0 |
5833.0 |
5788.0 |
5808.0 |
+40.0 |
33,281 |
322,821 |
-7,215 |
Jun07 |
070307 |
5847.0 |
5867.0 |
5826.0 |
5846.0 |
+40.0 |
3,130 |
14,193 |
+2,458 |
Sep07 |
070307 |
5860.0 |
5860.0 |
5848.0 |
5848.0 |
+40.0 |
0 |
3,381 |
-5 |
Total Volume and Open Interest |
36,416 |
344,437 |
-4,769 |
GSCI(CME) |
Mar07 |
070307 |
443.20 |
448.80 |
443.20 |
447.30 |
+5.50 |
686 |
7,605 |
-13,477 |
Apr07 |
070307 |
452.00 |
453.45 |
452.00 |
453.45 |
+5.95 |
|
|
|
May07 |
070307 |
458.40 |
458.40 |
458.40 |
458.40 |
+6.15 |
|
|
|
Total Volume and Open Interest |
686 |
7,605 |
-13,725 |
Reuters CRB Index(NYBOT) |
Apr07 |
070307 |
401.00 |
404.00 |
401.00 |
404.00 |
+3.00 |
92 |
414 |
-51 |
Jun07 |
070307 |
409.00 |
409.00 |
409.00 |
409.00 |
+3.00 |
2 |
425 |
+1 |
Aug07 |
070307 |
414.50 |
414.50 |
414.50 |
414.50 |
+5.00 |
50 |
103 |
+50 |
Total Volume and Open Interest |
144 |
942 |
+0 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|