 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Mon March 19, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May07 |
070319 |
758.00 |
760.00 |
749.50 |
759.50 |
+6.00 |
17,839 |
228,451 |
+2,351 |
Jul07 |
070319 |
773.00 |
776.00 |
765.50 |
775.25 |
+6.25 |
9,047 |
93,031 |
+5,845 |
Aug07 |
070319 |
780.00 |
781.50 |
773.00 |
780.25 |
+4.75 |
419 |
5,562 |
+250 |
Sep07 |
070319 |
781.00 |
790.00 |
781.00 |
789.00 |
+8.00 |
243 |
2,893 |
+170 |
Nov07 |
070319 |
798.00 |
804.00 |
792.00 |
803.00 |
+9.50 |
7,099 |
101,495 |
+778 |
Jan08 |
070319 |
801.00 |
810.50 |
801.00 |
809.50 |
+7.75 |
163 |
5,210 |
+68 |
Mar08 |
070319 |
811.00 |
817.00 |
810.00 |
817.00 |
+9.00 |
514 |
7,045 |
+38 |
Total Volume and Open Interest |
36,651 |
473,091 |
+9,590 |
Soybean Meal(CBOT) |
May07 |
070319 |
219.20 |
219.90 |
216.30 |
219.50 |
+1.50 |
7,515 |
79,646 |
-256 |
Jul07 |
070319 |
224.00 |
224.90 |
221.50 |
224.60 |
+1.50 |
5,032 |
53,926 |
+2,117 |
Aug07 |
070319 |
225.00 |
227.50 |
224.00 |
227.20 |
+1.90 |
214 |
14,853 |
+90 |
Sep07 |
070319 |
228.00 |
229.50 |
226.00 |
228.70 |
+1.30 |
46 |
10,977 |
+46 |
Oct07 |
070319 |
229.50 |
230.80 |
227.20 |
230.60 |
+2.40 |
161 |
7,505 |
+151 |
Dec07 |
070319 |
232.00 |
233.70 |
230.00 |
233.60 |
+2.60 |
2,284 |
38,194 |
-618 |
Jan08 |
070319 |
235.20 |
235.20 |
233.00 |
234.40 |
+2.50 |
82 |
1,695 |
+38 |
Mar08 |
070319 |
234.00 |
236.00 |
234.00 |
235.00 |
+2.30 |
23 |
1,587 |
+8 |
Total Volume and Open Interest |
15,440 |
212,468 |
+1,593 |
Soybean Oil(CBOT) |
May07 |
070319 |
30.83 |
31.05 |
30.65 |
30.99 |
+0.22 |
8,094 |
151,210 |
+3,000 |
Jul07 |
070319 |
31.30 |
31.50 |
31.12 |
31.47 |
+0.23 |
2,817 |
54,273 |
+1,418 |
Aug07 |
070319 |
31.38 |
31.72 |
31.38 |
31.71 |
+0.24 |
227 |
6,782 |
-80 |
Sep07 |
070319 |
31.78 |
31.93 |
31.78 |
31.92 |
+0.22 |
33 |
4,449 |
+15 |
Oct07 |
070319 |
32.15 |
32.15 |
32.12 |
32.12 |
+0.25 |
82 |
9,512 |
+0 |
Dec07 |
070319 |
32.35 |
32.54 |
32.15 |
32.53 |
+0.33 |
522 |
43,626 |
+483 |
Jan08 |
070319 |
32.82 |
32.82 |
32.82 |
32.82 |
+0.37 |
164 |
2,768 |
+9 |
Mar08 |
070319 |
32.70 |
33.05 |
32.65 |
33.05 |
+0.50 |
0 |
794 |
+0 |
Total Volume and Open Interest |
11,993 |
278,248 |
+4,899 |
Canola(WCE) |
Mar07 |
070314 |
356.7 |
356.7 |
356.7 |
356.7 |
-5.0 |
0 |
35 |
+0 |
May07 |
070319 |
359.4 |
362.7 |
357.2 |
360.5 |
+1.1 |
6,378 |
43,043 |
-1,271 |
Jul07 |
070319 |
372.0 |
372.0 |
367.0 |
370.9 |
+1.7 |
4,602 |
21,694 |
+1,499 |
Total Volume and Open Interest |
12,204 |
94,859 |
+289 |
Corn(CBOT) |
May07 |
070319 |
401.00 |
401.50 |
393.25 |
398.00 |
-1.50 |
25,362 |
476,923 |
-3,589 |
Jul07 |
070319 |
413.25 |
413.25 |
405.25 |
410.00 |
-0.75 |
27,723 |
281,614 |
-3,913 |
Sep07 |
070319 |
407.00 |
407.50 |
401.50 |
407.00 |
+3.25 |
3,282 |
73,314 |
+1,806 |
Dec07 |
070319 |
406.00 |
406.50 |
400.00 |
406.00 |
+3.00 |
35,717 |
407,091 |
+7,517 |
Mar08 |
070319 |
412.50 |
414.50 |
409.25 |
414.25 |
+2.75 |
1,340 |
36,851 |
+264 |
May08 |
070319 |
417.00 |
419.00 |
415.00 |
417.50 |
+1.50 |
628 |
7,115 |
+444 |
Total Volume and Open Interest |
98,608 |
1,420,669 |
+3,869 |
Wheat(CBOT) |
May07 |
070319 |
461.00 |
461.00 |
452.00 |
455.00 |
-5.75 |
10,315 |
193,547 |
-684 |
Jul07 |
070319 |
474.00 |
474.00 |
465.00 |
470.00 |
-4.00 |
5,356 |
104,961 |
+1,572 |
Sep07 |
070319 |
483.00 |
483.50 |
476.00 |
480.50 |
-3.50 |
447 |
11,288 |
+144 |
Dec07 |
070319 |
495.00 |
496.00 |
489.00 |
492.50 |
-3.50 |
2,248 |
67,115 |
+201 |
Mar08 |
070319 |
502.50 |
504.00 |
499.00 |
502.00 |
-4.00 |
111 |
2,035 |
+169 |
Total Volume and Open Interest |
19,272 |
404,930 |
+1,354 |
Wheat(KCBT) |
May07 |
070319 |
485.50 |
485.50 |
476.00 |
479.00 |
-7.50 |
5,648 |
48,891 |
+1,189 |
Jul07 |
070319 |
488.00 |
489.00 |
480.00 |
483.00 |
-7.00 |
3,803 |
44,457 |
+164 |
Sep07 |
070319 |
499.00 |
499.00 |
489.00 |
493.25 |
-5.75 |
431 |
8,239 |
-192 |
Dec07 |
070319 |
508.50 |
508.50 |
501.50 |
504.50 |
-4.00 |
804 |
10,136 |
+209 |
Mar08 |
070319 |
520.00 |
520.00 |
511.00 |
514.00 |
-6.00 |
33 |
1,218 |
+0 |
Total Volume and Open Interest |
10,869 |
116,987 |
+5,262 |
Wheat(MGE) |
Mar07 |
070314 |
500.00 |
500.00 |
500.00 |
500.00 |
-4.50 |
3 |
3 |
+0 |
May07 |
070319 |
505.00 |
505.00 |
494.00 |
498.00 |
-5.50 |
3,532 |
16,219 |
-1,135 |
Jul07 |
070319 |
514.00 |
514.00 |
503.00 |
507.00 |
-5.75 |
1,297 |
11,189 |
-122 |
Sep07 |
070319 |
515.00 |
515.00 |
509.50 |
513.25 |
-4.75 |
353 |
8,405 |
+3 |
Dec07 |
070319 |
526.00 |
526.00 |
517.00 |
519.00 |
-4.25 |
456 |
15,357 |
+47 |
Total Volume and Open Interest |
5,695 |
52,439 |
-1,195 |
Oats(CBOT) |
May07 |
070319 |
276.75 |
279.00 |
274.50 |
277.00 |
+2.50 |
373 |
7,425 |
-33 |
Jul07 |
070319 |
277.50 |
280.50 |
277.00 |
279.25 |
+1.75 |
152 |
1,985 |
-51 |
Sep07 |
070319 |
253.00 |
253.00 |
253.00 |
253.00 |
unch |
27 |
636 |
+20 |
Dec07 |
070319 |
249.50 |
249.75 |
249.00 |
249.50 |
-0.25 |
151 |
8,619 |
+17 |
Total Volume and Open Interest |
703 |
18,802 |
-47 |
Rough Rice(CBOT) |
Mar07 |
070319 |
9.99 |
10.07 |
9.99 |
10.07 |
+0.04 |
0 |
9 |
-6 |
May07 |
070319 |
10.28 |
10.40 |
10.26 |
10.35 |
+0.02 |
979 |
7,789 |
-952 |
Jul07 |
070319 |
10.62 |
10.73 |
10.54 |
10.69 |
+0.05 |
745 |
1,771 |
-6 |
Sep07 |
070319 |
10.88 |
10.96 |
10.88 |
10.96 |
+0.04 |
24 |
1,957 |
-6 |
Total Volume and Open Interest |
1,832 |
16,358 |
-942 |
Live Cattle(CME) |
Apr07 |
070319 |
97.100 |
98.000 |
96.975 |
97.800 |
+0.700 |
12,538 |
69,069 |
-6,392 |
Jun07 |
070319 |
94.600 |
95.175 |
94.300 |
94.850 |
+0.575 |
14,692 |
134,773 |
+2,822 |
Aug07 |
070319 |
91.700 |
92.425 |
91.600 |
92.225 |
+0.525 |
3,237 |
44,136 |
+422 |
Oct07 |
070319 |
95.500 |
96.350 |
95.500 |
96.100 |
+0.375 |
1,505 |
29,532 |
+8 |
Dec07 |
070319 |
95.800 |
96.350 |
95.700 |
96.350 |
+0.550 |
359 |
11,453 |
+117 |
Feb08 |
070319 |
95.700 |
96.400 |
95.700 |
96.275 |
+0.475 |
54 |
8,274 |
+18 |
Total Volume and Open Interest |
32,408 |
298,932 |
-2,996 |
Feeder Cattle(CME) |
Mar07 |
070319 |
105.200 |
105.250 |
104.750 |
105.125 |
+0.300 |
481 |
3,018 |
-244 |
Apr07 |
070319 |
106.400 |
106.750 |
105.850 |
106.525 |
+0.475 |
1,021 |
7,515 |
-83 |
May07 |
070319 |
107.300 |
108.100 |
107.000 |
107.925 |
+0.700 |
2,016 |
15,760 |
+198 |
Aug07 |
070319 |
108.075 |
108.800 |
107.850 |
108.800 |
+0.725 |
592 |
6,254 |
+130 |
Sep07 |
070319 |
106.400 |
106.850 |
106.350 |
106.700 |
+0.600 |
24 |
1,367 |
+6 |
Oct07 |
070319 |
106.500 |
107.150 |
106.500 |
107.150 |
+0.500 |
28 |
390 |
+2 |
Nov07 |
070319 |
106.350 |
106.700 |
106.350 |
106.700 |
+0.300 |
6 |
79 |
+0 |
Total Volume and Open Interest |
4,186 |
34,484 |
+9 |
Lean Hogs(CME) |
Apr07 |
070319 |
64.225 |
65.100 |
64.050 |
64.375 |
-0.025 |
14,271 |
33,313 |
-3,057 |
May07 |
070319 |
74.000 |
74.150 |
73.700 |
74.100 |
-0.250 |
304 |
4,519 |
-105 |
Jun07 |
070319 |
74.300 |
75.200 |
74.250 |
74.625 |
+0.050 |
12,140 |
78,556 |
+1,940 |
Jul07 |
070319 |
74.850 |
75.800 |
74.850 |
75.600 |
+0.425 |
2,454 |
22,409 |
-268 |
Aug07 |
070319 |
74.700 |
75.250 |
74.200 |
75.175 |
+0.225 |
1,756 |
14,277 |
+274 |
Oct07 |
070319 |
67.775 |
68.100 |
67.600 |
67.875 |
+0.100 |
311 |
10,209 |
+374 |
Dec07 |
070319 |
66.700 |
67.275 |
66.650 |
67.000 |
+0.250 |
317 |
10,031 |
+153 |
Feb08 |
070319 |
69.850 |
70.000 |
69.850 |
70.000 |
+0.150 |
19 |
2,295 |
+45 |
Total Volume and Open Interest |
31,577 |
175,787 |
-641 |
Pork Bellies(CME) |
Mar07 |
070319 |
102.500 |
103.300 |
102.500 |
102.500 |
+0.500 |
12 |
60 |
-37 |
May07 |
070319 |
102.750 |
104.300 |
102.500 |
103.200 |
+0.350 |
116 |
1,037 |
-38 |
Jul07 |
070319 |
104.875 |
105.475 |
104.875 |
105.000 |
+0.400 |
10 |
233 |
-6 |
Aug07 |
070319 |
103.000 |
103.000 |
102.400 |
102.400 |
+0.400 |
1 |
40 |
-1 |
Feb08 |
070319 |
100.475 |
100.475 |
100.475 |
100.475 |
+0.225 |
0 |
2 |
+0 |
Total Volume and Open Interest |
139 |
1,372 |
-82 |
Class III Milk(CME) |
Mar07 |
070319 |
14.91 |
14.91 |
14.91 |
14.91 |
-0.02 |
22 |
2,928 |
-18 |
Apr07 |
070319 |
15.30 |
15.62 |
15.30 |
15.62 |
+0.32 |
340 |
3,157 |
+12 |
May07 |
070319 |
15.15 |
15.42 |
15.15 |
15.42 |
+0.27 |
135 |
2,848 |
+19 |
Jun07 |
070319 |
15.15 |
15.50 |
15.15 |
15.41 |
+0.26 |
339 |
2,942 |
+34 |
Jul07 |
070319 |
15.52 |
15.70 |
15.52 |
15.65 |
+0.13 |
59 |
2,624 |
+15 |
Total Volume and Open Interest |
1,744 |
32,536 |
+422 |
Cocoa(NYBOT) |
May07 |
070319 |
1783 |
1786 |
1771 |
1778 |
-12 |
6,406 |
73,295 |
-256 |
Jul07 |
070319 |
1814 |
1814 |
1801 |
1805 |
-12 |
1,155 |
26,809 |
+772 |
Sep07 |
070319 |
1830 |
1830 |
1830 |
1830 |
-9 |
639 |
23,234 |
+470 |
Dec07 |
070319 |
1850 |
1850 |
1850 |
1850 |
-10 |
113 |
23,475 |
-72 |
Mar08 |
070319 |
1867 |
1867 |
1867 |
1867 |
-10 |
52 |
9,298 |
+27 |
May08 |
070319 |
1883 |
1883 |
1883 |
1883 |
-10 |
6 |
2,948 |
+0 |
Jul08 |
070319 |
1885 |
1895 |
1885 |
1895 |
-10 |
0 |
2,142 |
+0 |
Total Volume and Open Interest |
8,371 |
170,532 |
+879 |
Coffee "C"(NYBOT) |
Mar07 |
070319 |
107.45 |
107.60 |
107.45 |
107.60 |
-1.85 |
19 |
79 |
-44 |
May07 |
070319 |
110.50 |
111.20 |
109.25 |
110.25 |
-0.10 |
8,388 |
83,673 |
-792 |
Jul07 |
070319 |
113.60 |
114.00 |
112.25 |
113.15 |
-0.05 |
3,045 |
24,623 |
+1,110 |
Sep07 |
070319 |
116.40 |
116.50 |
115.20 |
115.95 |
-0.05 |
1,006 |
12,723 |
+373 |
Dec07 |
070319 |
120.20 |
120.20 |
119.20 |
119.50 |
-0.10 |
380 |
6,039 |
+38 |
Mar08 |
070319 |
122.50 |
122.85 |
122.50 |
122.85 |
-0.10 |
183 |
3,024 |
-25 |
Total Volume and Open Interest |
13,984 |
140,569 |
+782 |
Orange Juice(NYBOT) |
May07 |
070319 |
199.95 |
202.00 |
199.20 |
202.00 |
+2.05 |
1,342 |
21,528 |
-69 |
Jul07 |
070319 |
195.25 |
197.30 |
194.05 |
197.30 |
+2.30 |
346 |
3,378 |
+72 |
Sep07 |
070319 |
189.25 |
191.80 |
189.25 |
191.80 |
+2.30 |
0 |
1,490 |
+0 |
Nov07 |
070319 |
183.50 |
186.50 |
183.50 |
186.50 |
+3.00 |
59 |
5,481 |
-7 |
Jan08 |
070319 |
186.50 |
186.50 |
186.50 |
186.50 |
+3.10 |
49 |
575 |
+0 |
Mar08 |
070319 |
186.50 |
186.50 |
186.50 |
186.50 |
+3.10 |
0 |
85 |
+0 |
Total Volume and Open Interest |
1,796 |
32,544 |
-4 |
Sugar #11(NYBOT) |
May07 |
070319 |
10.25 |
10.32 |
10.11 |
10.22 |
-0.04 |
63,566 |
270,863 |
-725 |
Jul07 |
070319 |
10.18 |
10.21 |
10.05 |
10.15 |
-0.02 |
34,221 |
168,995 |
+368 |
Oct07 |
070319 |
10.55 |
10.55 |
10.39 |
10.48 |
-0.01 |
6,905 |
81,824 |
+1,312 |
Mar08 |
070319 |
11.00 |
11.08 |
10.96 |
11.06 |
-0.01 |
7,150 |
69,098 |
+1,678 |
May08 |
070319 |
11.10 |
11.11 |
11.08 |
11.11 |
+0.01 |
1,811 |
22,721 |
+67 |
Total Volume and Open Interest |
116,162 |
654,969 |
+3,444 |
Sugar #14(NYBOT) |
Mar07 |
070208 |
20.20 |
20.28 |
20.20 |
20.28 |
-0.02 |
155 |
524 |
-65 |
May07 |
070319 |
20.75 |
20.75 |
20.75 |
20.75 |
+0.05 |
183 |
1,945 |
-72 |
Jul07 |
070319 |
20.68 |
20.68 |
20.68 |
20.68 |
+0.01 |
118 |
3,423 |
+62 |
Sep07 |
070319 |
20.60 |
20.60 |
20.60 |
20.60 |
-0.12 |
57 |
1,739 |
+15 |
Nov07 |
070319 |
21.01 |
21.01 |
21.01 |
21.01 |
-0.06 |
60 |
1,553 |
+25 |
Total Volume and Open Interest |
486 |
10,049 |
+98 |
London Cocoa(LCE) |
Mar07 |
070315 |
979 |
986 |
974 |
978 |
-12 |
14,291 |
916 |
-14,036 |
May07 |
070319 |
982 |
1001 |
978 |
994 |
+9 |
3,645 |
66,239 |
-103 |
Jul07 |
070319 |
996 |
1010 |
991 |
1006 |
+9 |
957 |
36,350 |
+396 |
Sep07 |
070319 |
1007 |
1019 |
1007 |
1019 |
+9 |
756 |
39,704 |
+28 |
Dec07 |
070319 |
1013 |
1024 |
1008 |
1023 |
+9 |
898 |
40,302 |
+247 |
Mar08 |
070319 |
1018 |
1030 |
1011 |
1025 |
+7 |
75 |
18,842 |
+23 |
May08 |
070319 |
1032 |
1032 |
1032 |
1032 |
+8 |
75 |
2,638 |
+5 |
Total Volume and Open Interest |
6,416 |
211,168 |
-323 |
London Coffee(LCE) |
Mar07 |
070319 |
1495.00 |
1500.00 |
1480.00 |
1494.00 |
+9.00 |
72 |
604 |
-40 |
May07 |
070319 |
1513.00 |
1523.00 |
1501.00 |
1519.00 |
+10.00 |
4,347 |
72,286 |
-392 |
Jul07 |
070319 |
1520.00 |
1529.00 |
1509.00 |
1527.00 |
+11.00 |
1,273 |
27,861 |
+29 |
Sep07 |
070319 |
1520.00 |
1527.00 |
1510.00 |
1525.00 |
+11.00 |
200 |
16,780 |
+63 |
Nov07 |
070319 |
1518.00 |
1518.00 |
1500.00 |
1516.00 |
+9.00 |
45 |
8,523 |
+30 |
Jan08 |
070319 |
1508.00 |
1508.00 |
1508.00 |
1508.00 |
+9.00 |
0 |
2,110 |
+0 |
Total Volume and Open Interest |
5,937 |
130,406 |
-310 |
London Sugar(LCE) |
Mar07 |
070213 |
327.00 |
327.10 |
320.50 |
323.70 |
-4.50 |
8,923 |
7,733 |
-4,140 |
May07 |
070319 |
345.00 |
346.20 |
342.30 |
345.20 |
+0.40 |
4,347 |
35,087 |
+242 |
Aug07 |
070319 |
329.20 |
330.00 |
326.00 |
328.70 |
-0.10 |
3,020 |
16,449 |
+390 |
Oct07 |
070319 |
321.00 |
321.60 |
318.80 |
320.50 |
+0.20 |
432 |
6,202 |
+54 |
Dec07 |
070319 |
319.50 |
320.40 |
317.60 |
318.40 |
-0.70 |
163 |
2,665 |
+19 |
Total Volume and Open Interest |
9,048 |
68,575 |
+993 |
Cotton(NYBOT) |
May07 |
070319 |
53.60 |
54.30 |
53.60 |
53.71 |
-0.20 |
9,039 |
112,790 |
-715 |
Jul07 |
070319 |
54.35 |
55.05 |
54.30 |
54.64 |
unch |
3,929 |
45,262 |
-98 |
Oct07 |
070319 |
56.90 |
57.60 |
56.90 |
57.60 |
+0.55 |
277 |
1,542 |
+166 |
Dec07 |
070319 |
58.50 |
59.25 |
58.35 |
58.94 |
+0.39 |
2,235 |
46,353 |
+25 |
Mar08 |
070319 |
60.75 |
61.00 |
60.75 |
61.00 |
+0.35 |
290 |
4,142 |
+244 |
May08 |
070319 |
61.88 |
61.88 |
61.88 |
61.88 |
+0.63 |
6 |
128 |
+6 |
Total Volume and Open Interest |
15,810 |
212,125 |
-338 |
Lumber(CME) |
May07 |
070319 |
249.0 |
249.0 |
242.8 |
243.6 |
-5.2 |
362 |
6,052 |
+3 |
Jul07 |
070319 |
266.1 |
266.1 |
259.2 |
260.5 |
-5.5 |
96 |
1,288 |
-3 |
Sep07 |
070319 |
275.4 |
275.4 |
271.0 |
272.2 |
-3.7 |
40 |
184 |
+23 |
Nov07 |
070319 |
271.0 |
271.0 |
269.1 |
269.1 |
-1.9 |
2 |
52 |
+0 |
Total Volume and Open Interest |
500 |
7,590 |
-128 |
Crude Oil(NYM) |
Apr07 |
070319 |
56.95 |
57.55 |
56.35 |
56.59 |
-0.52 |
149,055 |
66,313 |
-17,913 |
May07 |
070319 |
59.50 |
60.35 |
59.30 |
59.70 |
+0.12 |
167,514 |
362,196 |
+17,378 |
Jun07 |
070319 |
60.80 |
61.55 |
60.80 |
61.05 |
+0.11 |
52,651 |
139,368 |
+2,323 |
Jul07 |
070319 |
61.80 |
62.40 |
61.80 |
62.02 |
+0.12 |
17,523 |
63,607 |
+2,220 |
Aug07 |
070319 |
62.55 |
63.15 |
62.55 |
62.72 |
+0.13 |
5,543 |
29,552 |
+170 |
Sep07 |
070319 |
63.75 |
63.75 |
63.26 |
63.26 |
+0.14 |
3,603 |
36,025 |
+711 |
Oct07 |
070319 |
64.20 |
64.20 |
63.72 |
63.72 |
+0.15 |
1,807 |
26,424 |
-463 |
Nov07 |
070319 |
64.15 |
64.15 |
64.11 |
64.11 |
+0.16 |
3,230 |
22,395 |
+158 |
Dec07 |
070319 |
64.45 |
64.75 |
64.44 |
64.44 |
+0.17 |
14,228 |
150,098 |
+904 |
Jan08 |
070319 |
64.70 |
64.70 |
64.70 |
64.70 |
+0.17 |
980 |
32,837 |
-116 |
Feb08 |
070319 |
64.93 |
64.93 |
64.93 |
64.93 |
+0.17 |
755 |
12,384 |
-462 |
Mar08 |
070319 |
65.12 |
65.12 |
65.12 |
65.12 |
+0.17 |
59 |
14,456 |
+0 |
Apr08 |
070319 |
65.29 |
65.29 |
65.29 |
65.29 |
+0.17 |
28 |
12,004 |
+0 |
May08 |
070319 |
65.45 |
65.45 |
65.45 |
65.45 |
+0.18 |
0 |
7,926 |
+0 |
Jun08 |
070319 |
65.60 |
65.60 |
65.60 |
65.60 |
+0.18 |
1,348 |
36,037 |
+179 |
Jul08 |
070319 |
65.73 |
65.73 |
65.73 |
65.73 |
+0.18 |
0 |
4,966 |
+0 |
Total Volume and Open Interest |
425,289 |
1,333,900 |
+5,727 |
Heating Oil(NYM) |
Apr07 |
070319 |
169.10 |
170.70 |
168.50 |
168.84 |
-0.04 |
30,535 |
45,885 |
-3,114 |
May07 |
070319 |
168.25 |
170.00 |
168.25 |
168.54 |
-0.04 |
25,176 |
59,820 |
+1,184 |
Jun07 |
070319 |
169.40 |
169.64 |
169.40 |
169.64 |
+0.11 |
9,009 |
30,832 |
+1,261 |
Jul07 |
070319 |
171.84 |
171.84 |
171.84 |
171.84 |
+0.31 |
1,919 |
13,849 |
+350 |
Aug07 |
070319 |
174.50 |
174.50 |
174.39 |
174.39 |
+0.31 |
644 |
6,205 |
+19 |
Sep07 |
070319 |
177.44 |
177.44 |
177.44 |
177.44 |
+0.31 |
447 |
8,448 |
+36 |
Oct07 |
070319 |
181.90 |
181.90 |
180.74 |
180.74 |
+0.36 |
184 |
3,770 |
+6 |
Nov07 |
070319 |
183.89 |
183.89 |
183.89 |
183.89 |
+0.36 |
83 |
2,667 |
+32 |
Dec07 |
070319 |
186.90 |
186.90 |
186.59 |
186.59 |
+0.36 |
1,403 |
19,265 |
+218 |
Jan08 |
070319 |
189.50 |
189.50 |
188.59 |
188.59 |
+0.36 |
240 |
9,062 |
+113 |
Feb08 |
070319 |
190.50 |
190.50 |
189.19 |
189.19 |
+0.36 |
98 |
3,005 |
+12 |
Mar08 |
070319 |
189.50 |
189.50 |
188.09 |
188.09 |
+0.36 |
77 |
1,463 |
+68 |
Total Volume and Open Interest |
69,954 |
212,850 |
+260 |
RBOB Gasoline(NYMEX) |
Apr07 |
070319 |
190.50 |
197.40 |
190.30 |
196.50 |
+8.60 |
41,202 |
42,704 |
-706 |
May07 |
070319 |
186.61 |
191.76 |
186.61 |
190.70 |
+4.18 |
20,604 |
54,153 |
+3,130 |
Jun07 |
070319 |
186.85 |
189.77 |
185.89 |
188.26 |
+2.26 |
9,585 |
25,338 |
+297 |
Jul07 |
070319 |
185.75 |
188.71 |
184.97 |
187.47 |
+2.09 |
5,561 |
12,248 |
-53 |
Aug07 |
070319 |
186.00 |
188.00 |
184.50 |
186.65 |
+1.31 |
2,640 |
9,111 |
+166 |
Sep07 |
070319 |
182.52 |
185.80 |
182.34 |
183.67 |
+0.76 |
1,542 |
16,376 |
+188 |
Oct07 |
070319 |
174.38 |
174.38 |
172.96 |
172.96 |
+3.07 |
602 |
4,051 |
-1 |
Nov07 |
070319 |
169.91 |
169.91 |
169.91 |
169.91 |
+0.80 |
418 |
2,082 |
+46 |
Dec07 |
070319 |
167.86 |
167.86 |
167.86 |
167.86 |
+3.48 |
259 |
4,128 |
+13 |
Jan08 |
070319 |
168.31 |
168.31 |
168.31 |
168.31 |
+0.80 |
14 |
1,228 |
+2 |
Total Volume and Open Interest |
80,898 |
172,873 |
+2,930 |
e-MiNY RBOB Gasoline(NYMEX) |
Apr07 |
070319 |
195.81 |
195.81 |
195.81 |
195.81 |
+3.01 |
1 |
8 |
+0 |
May07 |
070319 |
189.91 |
189.91 |
189.91 |
189.91 |
+2.90 |
0 |
1 |
+0 |
Jun07 |
070319 |
188.21 |
188.21 |
188.21 |
188.21 |
+1.87 |
0 |
2 |
+0 |
Jul07 |
070319 |
187.16 |
187.16 |
187.16 |
187.16 |
+1.35 |
|
|
|
Total Volume and Open Interest |
1 |
11 |
+0 |
Natural Gas(NYM) |
Apr07 |
070319 |
6.835 |
6.880 |
6.820 |
6.847 |
-0.077 |
26,656 |
52,183 |
-3,776 |
May07 |
070319 |
6.970 |
6.990 |
6.950 |
6.975 |
-0.071 |
13,258 |
127,220 |
+2,178 |
Jun07 |
070319 |
7.130 |
7.130 |
7.110 |
7.122 |
-0.070 |
6,187 |
30,155 |
+1,001 |
Jul07 |
070319 |
7.300 |
7.300 |
7.250 |
7.270 |
-0.066 |
4,709 |
26,097 |
+2,118 |
Aug07 |
070319 |
7.420 |
7.420 |
7.360 |
7.377 |
-0.059 |
1,349 |
27,610 |
-165 |
Sep07 |
070319 |
7.450 |
7.450 |
7.420 |
7.432 |
-0.057 |
834 |
18,301 |
+190 |
Oct07 |
070319 |
7.560 |
7.580 |
7.545 |
7.564 |
-0.057 |
1,302 |
41,957 |
+7 |
Nov07 |
070319 |
8.210 |
8.229 |
8.210 |
8.229 |
-0.042 |
200 |
20,868 |
+14 |
Dec07 |
070319 |
8.900 |
8.900 |
8.880 |
8.889 |
-0.027 |
226 |
37,578 |
+17 |
Jan08 |
070319 |
9.205 |
9.210 |
9.204 |
9.204 |
-0.027 |
1,014 |
33,912 |
-347 |
Feb08 |
070319 |
9.200 |
9.200 |
9.199 |
9.199 |
-0.022 |
764 |
20,081 |
+335 |
Mar08 |
070319 |
8.900 |
8.990 |
8.900 |
8.974 |
-0.022 |
560 |
47,715 |
+111 |
Apr08 |
070319 |
7.679 |
7.679 |
7.679 |
7.679 |
-0.002 |
646 |
31,745 |
+74 |
May08 |
070319 |
7.554 |
7.554 |
7.554 |
7.554 |
-0.002 |
60 |
13,618 |
+49 |
Jun08 |
070319 |
7.609 |
7.609 |
7.609 |
7.609 |
+0.003 |
27 |
9,468 |
+18 |
Jul08 |
070319 |
7.690 |
7.690 |
7.674 |
7.674 |
+0.003 |
4 |
5,213 |
+1 |
Total Volume and Open Interest |
58,186 |
775,230 |
+2,017 |
Brent Crude Oil(ICE) |
May07 |
070319 |
60.48 |
61.08 |
60.11 |
60.52 |
+0.22 |
86,623 |
141,146 |
-7,869 |
Jun07 |
070319 |
61.27 |
61.85 |
60.91 |
61.37 |
+0.29 |
41,568 |
165,907 |
+169 |
Jul07 |
070319 |
62.03 |
62.47 |
61.54 |
62.02 |
+0.31 |
9,235 |
47,297 |
+2,069 |
Aug07 |
070319 |
62.66 |
62.92 |
62.19 |
62.59 |
+0.31 |
3,697 |
26,247 |
+1,026 |
Sep07 |
070319 |
63.05 |
63.40 |
62.63 |
63.07 |
+0.30 |
1,802 |
27,095 |
+2,963 |
Oct07 |
070319 |
63.74 |
63.75 |
63.44 |
63.44 |
+0.30 |
557 |
23,633 |
+2,243 |
Nov07 |
070319 |
63.77 |
63.77 |
63.77 |
63.77 |
+0.31 |
0 |
19,751 |
+1,971 |
Dec07 |
070319 |
63.70 |
64.50 |
63.55 |
64.06 |
+0.30 |
7,664 |
68,310 |
-22 |
Jan08 |
070319 |
64.33 |
64.33 |
64.33 |
64.33 |
+0.30 |
0 |
11,213 |
+68 |
Feb08 |
070319 |
65.35 |
65.35 |
64.58 |
64.58 |
+0.31 |
0 |
3,892 |
+15 |
Mar08 |
070319 |
64.80 |
64.80 |
64.80 |
64.80 |
+0.31 |
43 |
3,408 |
+29 |
Apr08 |
070319 |
64.96 |
64.96 |
64.96 |
64.96 |
+0.30 |
37 |
1,270 |
+25 |
May08 |
070319 |
65.10 |
65.10 |
65.10 |
65.10 |
+0.31 |
0 |
1,093 |
+25 |
Jun08 |
070319 |
65.22 |
65.22 |
65.22 |
65.22 |
+0.32 |
0 |
10,387 |
+80 |
Total Volume and Open Interest |
153,078 |
675,691 |
+3,689 |
Gas Oil(ICE) |
Apr07 |
070319 |
530.00 |
533.75 |
524.75 |
532.25 |
-4.50 |
39,133 |
58,696 |
-711 |
May07 |
070319 |
534.25 |
537.50 |
529.00 |
536.25 |
-4.50 |
26,734 |
69,580 |
+2,657 |
Jun07 |
070319 |
540.25 |
542.50 |
534.00 |
541.25 |
-4.50 |
12,174 |
49,505 |
+508 |
Jul07 |
070319 |
542.00 |
548.00 |
541.00 |
548.00 |
-4.25 |
1,942 |
20,370 |
+284 |
Aug07 |
070319 |
549.00 |
555.00 |
548.00 |
555.00 |
-4.25 |
570 |
13,271 |
+85 |
Sep07 |
070319 |
556.00 |
562.00 |
555.00 |
562.00 |
-4.00 |
408 |
15,241 |
-110 |
Oct07 |
070319 |
562.00 |
568.00 |
561.00 |
568.00 |
-3.75 |
114 |
6,317 |
+3 |
Nov07 |
070319 |
566.75 |
572.75 |
566.75 |
572.75 |
-3.75 |
45 |
6,826 |
-31 |
Dec07 |
070319 |
571.25 |
577.25 |
570.25 |
577.25 |
-3.50 |
1,650 |
36,870 |
+527 |
Jan08 |
070319 |
583.75 |
583.75 |
583.75 |
583.75 |
-3.50 |
400 |
7,883 |
+190 |
Total Volume and Open Interest |
83,536 |
321,841 |
+3,514 |
US Dollar Index(NYBOT) |
Mar07 |
070319 |
83.35 |
83.40 |
83.30 |
83.34 |
+0.11 |
871 |
11,263 |
-478 |
Jun07 |
070319 |
82.87 |
83.17 |
82.87 |
83.08 |
+0.14 |
3,683 |
24,450 |
+1,644 |
Sep07 |
070319 |
82.84 |
82.84 |
82.84 |
82.84 |
+0.14 |
21 |
2,076 |
+1 |
Total Volume and Open Interest |
4,575 |
37,792 |
+1,167 |
Australian Dollar(CME) |
Mar07 |
070319 |
79.89 |
79.89 |
79.89 |
79.89 |
+0.25 |
1,645 |
59,916 |
-1,522 |
Jun07 |
070319 |
79.70 |
79.85 |
79.70 |
79.72 |
+0.28 |
10,301 |
88,051 |
+15,166 |
Sep07 |
070319 |
79.53 |
79.53 |
79.49 |
79.49 |
+0.28 |
0 |
322 |
+2 |
Total Volume and Open Interest |
11,946 |
148,713 |
+13,646 |
British Pound(CME) |
Mar07 |
070319 |
194.55 |
194.64 |
194.55 |
194.64 |
+0.45 |
856 |
59,601 |
-3,740 |
Jun07 |
070319 |
194.45 |
194.62 |
194.34 |
194.37 |
+0.23 |
8,963 |
95,843 |
+5,352 |
Sep07 |
070319 |
194.21 |
194.21 |
194.21 |
194.21 |
+0.23 |
0 |
196 |
+5 |
Total Volume and Open Interest |
9,819 |
155,654 |
+1,617 |
Canadian Dollar(CME) |
Mar07 |
070319 |
85.11 |
85.11 |
84.90 |
84.90 |
-0.15 |
1,132 |
41,027 |
-2,774 |
Jun07 |
070319 |
85.30 |
85.36 |
85.09 |
85.12 |
-0.15 |
5,930 |
120,487 |
-825 |
Sep07 |
070319 |
85.52 |
85.52 |
85.34 |
85.34 |
-0.15 |
17 |
1,622 |
+20 |
Dec07 |
070319 |
85.80 |
85.80 |
85.55 |
85.55 |
-0.15 |
13 |
1,241 |
+17 |
Total Volume and Open Interest |
7,092 |
164,401 |
-3,562 |
Japanese Yen(CME) |
Mar07 |
070319 |
85.27 |
85.27 |
85.20 |
85.20 |
-0.48 |
1,153 |
106,718 |
-5,801 |
Jun07 |
070319 |
86.17 |
86.26 |
85.88 |
86.02 |
-0.64 |
3,159 |
205,262 |
-37,125 |
Sep07 |
070319 |
87.00 |
87.00 |
87.00 |
87.00 |
-0.64 |
58 |
8,060 |
-36 |
Total Volume and Open Interest |
4,370 |
325,148 |
-38,165 |
Swiss Franc(CME) |
Mar07 |
070319 |
82.57 |
82.57 |
82.57 |
82.57 |
-0.24 |
476 |
39,836 |
-1,856 |
Jun07 |
070319 |
83.13 |
83.18 |
83.03 |
83.12 |
-0.33 |
2,074 |
47,400 |
-809 |
Sep07 |
070319 |
83.69 |
83.69 |
83.69 |
83.69 |
-0.33 |
0 |
70 |
+0 |
Total Volume and Open Interest |
2,550 |
87,355 |
-2,665 |
EuroFX(CME) |
Mar07 |
070319 |
133.06 |
133.06 |
133.06 |
133.06 |
-0.03 |
2,711 |
68,646 |
-4,645 |
Jun07 |
070319 |
133.45 |
133.57 |
133.33 |
133.48 |
-0.09 |
10,114 |
178,262 |
+8,492 |
Sep07 |
070319 |
133.86 |
133.86 |
133.86 |
133.86 |
-0.09 |
114 |
1,160 |
-47 |
Total Volume and Open Interest |
12,939 |
248,375 |
+3,803 |
Mexican Peso(CME) |
Mar07 |
070319 |
8965.0 |
8965.0 |
8965.0 |
8965.0 |
+28.0 |
3,744 |
38,231 |
-434 |
Apr07 |
070319 |
8965.0 |
8965.0 |
8965.0 |
8965.0 |
+40.0 |
|
|
|
Total Volume and Open Interest |
7,780 |
110,834 |
+4,486 |
30-Year T-Bonds(CBOT) |
Mar07 |
070319 |
112~30 |
112~30 |
112~15 |
112~18 |
-0~10 |
4,246 |
26,392 |
-3,188 |
Jun07 |
070319 |
112~26 |
112~30 |
112~12 |
112~16 |
-0~10 |
329,046 |
799,535 |
-7,393 |
Sep07 |
070319 |
112~19 |
112~19 |
112~15 |
112~16 |
-0~10 |
176 |
2,678 |
+119 |
Total Volume and Open Interest |
333,478 |
828,669 |
-10,463 |
10-Year T-Notes(CBOT) |
Mar07 |
070319 |
108~240 |
108~245 |
108~180 |
108~200 |
-0~050 |
14,141 |
18,402 |
-8,330 |
Jun07 |
070319 |
108~255 |
108~275 |
108~160 |
108~190 |
-0~055 |
1,110,291 |
2,261,791 |
+8,780 |
Total Volume and Open Interest |
1,124,550 |
2,297,203 |
+498 |
5-Year T-Notes(CBOT) |
Mar07 |
070319 |
105~245 |
105~245 |
105~245 |
105~245 |
-0~040 |
6,110 |
0 |
+0 |
Jun07 |
070319 |
105~310 |
105~315 |
105~290 |
105~305 |
-0~040 |
483,765 |
0 |
+0 |
Sep07 |
070319 |
106~045 |
106~045 |
106~045 |
106~045 |
-0~040 |
|
|
|
Total Volume and Open Interest |
489,875 |
|
|
2 Year T-Notes(CBOT) |
Mar07 |
070319 |
102~029 |
102~029 |
102~029 |
102~029 |
-0~009 |
840 |
19,540 |
-1,104 |
Jun07 |
070319 |
102~054 |
102~056 |
102~052 |
102~053 |
-0~009 |
3,260 |
873,383 |
+17,076 |
Total Volume and Open Interest |
4,100 |
892,923 |
+15,972 |
Eurodollars(CME) |
Mar07 |
070319 |
94.647 |
94.650 |
94.345 |
94.650 |
unch |
16,400 |
1,168,782 |
-38,590 |
Jun07 |
070319 |
94.740 |
94.750 |
94.735 |
94.740 |
-0.020 |
27,514 |
1,702,708 |
-25,515 |
Sep07 |
070319 |
94.915 |
94.925 |
94.915 |
94.920 |
-0.030 |
44,243 |
1,467,692 |
-69,513 |
Dec07 |
070319 |
95.095 |
95.115 |
95.095 |
95.105 |
-0.035 |
25,877 |
1,692,377 |
+20,217 |
Mar08 |
070319 |
95.250 |
95.265 |
95.230 |
95.255 |
-0.035 |
27,648 |
1,205,203 |
-23,029 |
Jun08 |
070319 |
95.310 |
95.335 |
95.305 |
95.330 |
-0.030 |
21,760 |
978,704 |
-930 |
Sep08 |
070319 |
95.330 |
95.355 |
95.330 |
95.350 |
-0.035 |
21,697 |
729,307 |
+1,813 |
Dec08 |
070319 |
95.330 |
95.350 |
95.325 |
95.345 |
-0.030 |
23,949 |
599,897 |
-14,114 |
Mar09 |
070319 |
95.310 |
95.330 |
95.310 |
95.325 |
-0.030 |
17,299 |
349,521 |
-20,510 |
Jun09 |
070319 |
95.285 |
95.290 |
95.275 |
95.290 |
-0.025 |
9,991 |
274,795 |
-2,697 |
Sep09 |
070319 |
95.250 |
95.260 |
95.240 |
95.255 |
-0.025 |
8,874 |
221,682 |
-1,179 |
Dec09 |
070319 |
95.200 |
95.210 |
95.190 |
95.210 |
-0.020 |
5,735 |
150,852 |
+587 |
Mar10 |
070319 |
95.165 |
95.180 |
95.160 |
95.180 |
-0.020 |
12,599 |
134,767 |
+1,859 |
Jun10 |
070319 |
95.130 |
95.145 |
95.125 |
95.140 |
-0.020 |
4,549 |
80,104 |
-403 |
Sep10 |
070319 |
95.090 |
95.100 |
95.090 |
95.100 |
-0.020 |
4,239 |
88,197 |
-243 |
Dec10 |
070319 |
95.045 |
95.060 |
95.045 |
95.060 |
-0.020 |
3,626 |
82,457 |
-335 |
Mar11 |
070319 |
95.025 |
95.035 |
95.025 |
95.035 |
-0.020 |
12,103 |
70,026 |
-5,690 |
Jun11 |
070319 |
94.995 |
95.005 |
94.995 |
95.000 |
-0.020 |
2,638 |
63,120 |
-705 |
Total Volume and Open Interest |
302,244 |
11,290,149 |
-172,678 |
3-Mth Euro-Yen(CME) |
Mar07 |
070319 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
435 |
19,791 |
+72 |
Jun07 |
070319 |
99.31 |
99.31 |
99.30 |
99.30 |
-0.01 |
373 |
17,561 |
-710 |
Sep07 |
070319 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
401 |
8,442 |
-150 |
Dec07 |
070319 |
99.14 |
99.14 |
99.13 |
99.13 |
-0.01 |
124 |
11,628 |
+261 |
Mar08 |
070319 |
99.05 |
99.05 |
99.04 |
99.04 |
-0.01 |
1 |
5,599 |
-60 |
Jun08 |
070319 |
98.96 |
98.96 |
98.96 |
98.96 |
-0.01 |
0 |
1,298 |
-20 |
Sep08 |
070319 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
0 |
1,683 |
+0 |
Dec08 |
070319 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
0 |
120 |
+0 |
Mar09 |
070319 |
98.73 |
98.73 |
98.73 |
98.73 |
unch |
|
|
|
Jun09 |
070319 |
98.66 |
98.66 |
98.66 |
98.66 |
unch |
0 |
5 |
+0 |
Total Volume and Open Interest |
1,334 |
66,137 |
-607 |
3-Mth Euro-Yen(SIMEX) |
Jun07 |
070319 |
99.31 |
99.31 |
99.30 |
99.31 |
unch |
10,793 |
69,668 |
+6,862 |
Sep07 |
070319 |
99.25 |
99.25 |
99.23 |
99.24 |
unch |
3,314 |
52,673 |
+1,010 |
Dec07 |
070319 |
99.15 |
99.15 |
99.14 |
99.15 |
unch |
3,424 |
57,248 |
+1,639 |
Mar08 |
070319 |
99.06 |
99.06 |
99.05 |
99.06 |
unch |
1,024 |
38,840 |
+178 |
Jun08 |
070319 |
98.97 |
98.98 |
98.97 |
98.97 |
unch |
0 |
10,307 |
-100 |
Sep08 |
070319 |
98.89 |
98.90 |
98.89 |
98.89 |
unch |
500 |
3,084 |
+6 |
Dec08 |
070319 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
3 |
673 |
+0 |
Mar09 |
070319 |
98.73 |
98.73 |
98.73 |
98.73 |
unch |
0 |
520 |
+0 |
Total Volume and Open Interest |
28,669 |
332,197 |
+13,015 |
German Euro-Bund(EUREX) |
Jun07 |
070319 |
116.19 |
116.22 |
116.06 |
116.13 |
+0.26 |
1,435,619 |
1,523,351 |
+88,280 |
Sep07 |
070319 |
116.19 |
116.25 |
116.15 |
116.18 |
+0.25 |
1,898 |
780 |
+180 |
Dec07 |
070319 |
115.96 |
115.96 |
115.96 |
115.96 |
+0.23 |
|
|
|
Total Volume and Open Interest |
1,707,602 |
1,524,131 |
|
German Euro-Bobl(EUREX) |
Jun07 |
070319 |
108.83 |
108.83 |
108.73 |
108.75 |
-0.04 |
791,862 |
1,043,973 |
+80,699 |
Sep07 |
070319 |
108.79 |
108.79 |
108.79 |
108.79 |
-1.20 |
90 |
0 |
+0 |
Dec07 |
070319 |
108.93 |
108.93 |
108.93 |
108.93 |
-0.03 |
|
|
|
Total Volume and Open Interest |
918,376 |
1,043,973 |
|
Long Gilt(LIFFE) |
Mar07 |
070319 |
107~20 |
107~20 |
107~14 |
107~17 |
-0~07 |
1,923 |
27,948 |
+994 |
Jun07 |
070319 |
109~07 |
109~09 |
109~00 |
109~05 |
-0~08 |
59,075 |
316,467 |
-3,041 |
Total Volume and Open Interest |
60,998 |
344,420 |
-2,047 |
3-Mth Short Sterling(LIFFE) |
Mar07 |
070319 |
94.46 |
94.46 |
94.46 |
94.46 |
unch |
15,273 |
513,870 |
+1,740 |
Jun07 |
070319 |
94.33 |
94.33 |
94.33 |
94.33 |
-0.03 |
31,146 |
548,931 |
+2,689 |
Sep07 |
070319 |
94.32 |
94.32 |
94.32 |
94.32 |
-0.04 |
25,298 |
470,602 |
+2,412 |
Total Volume and Open Interest |
165,043 |
2,885,221 |
+10,249 |
3-Mth Euribor(LIFFE) |
Mar07 |
070316 |
96.100 |
96.105 |
96.095 |
96.100 |
+0.005 |
53,460 |
667,179 |
-20,223 |
Jun07 |
070319 |
95.945 |
95.945 |
95.930 |
95.930 |
-0.015 |
200,891 |
733,383 |
+10,934 |
Sep07 |
070319 |
95.890 |
95.890 |
95.860 |
95.865 |
-0.025 |
186,043 |
720,573 |
-16,165 |
Total Volume and Open Interest |
862,306 |
4,162,899 |
-20,732 |
3-Mth Aus T-Bills(SFE) |
Jun07 |
070319 |
93.46 |
93.46 |
93.42 |
93.44 |
-0.05 |
97,438 |
445,128 |
+27,007 |
Sep07 |
070319 |
93.41 |
93.42 |
93.37 |
93.39 |
-0.06 |
73,910 |
226,952 |
+55,133 |
Dec07 |
070319 |
93.42 |
93.42 |
93.37 |
93.39 |
-0.06 |
34,734 |
142,917 |
+22,492 |
Mar08 |
070319 |
93.42 |
93.44 |
93.41 |
93.43 |
-0.04 |
5,413 |
54,765 |
+3,476 |
Jun08 |
070319 |
93.44 |
93.48 |
93.44 |
93.46 |
-0.03 |
2,318 |
41,788 |
+2,352 |
Sep08 |
070319 |
93.48 |
93.50 |
93.47 |
93.49 |
-0.03 |
1,575 |
23,502 |
+669 |
Dec08 |
070319 |
93.50 |
93.52 |
93.50 |
93.52 |
-0.02 |
1,438 |
13,806 |
+1,848 |
Mar09 |
070319 |
93.50 |
93.54 |
93.50 |
93.53 |
-0.01 |
1,006 |
6,251 |
+1,015 |
Jun09 |
070319 |
93.53 |
93.53 |
93.53 |
93.53 |
-0.01 |
0 |
2,029 |
+0 |
Sep09 |
070319 |
93.54 |
93.54 |
93.54 |
93.54 |
-0.01 |
0 |
362 |
+0 |
Total Volume and Open Interest |
217,834 |
957,683 |
+113,990 |
10-Year Aus T-Bonds(SFE) |
Jun07 |
070319 |
94.24 |
94.27 |
94.22 |
94.24 |
unch |
76,557 |
454,610 |
+28,500 |
Sep07 |
070319 |
94.24 |
94.24 |
94.24 |
94.24 |
unch |
|
|
|
Total Volume and Open Interest |
76,557 |
454,610 |
|
3-Year Aus T-Bonds(SFE) |
Jun07 |
070319 |
93.93 |
93.95 |
93.92 |
93.94 |
-0.02 |
208,508 |
692,278 |
+170,543 |
Sep07 |
070319 |
93.96 |
93.96 |
93.94 |
93.94 |
-0.02 |
|
|
|
Total Volume and Open Interest |
208,508 |
692,278 |
|
Gold(CMX) |
Apr07 |
070319 |
655.5 |
656.0 |
652.8 |
654.3 |
+0.4 |
57,857 |
157,124 |
-352 |
Jun07 |
070319 |
660.0 |
662.0 |
659.2 |
660.5 |
+0.3 |
5,121 |
87,681 |
+1,394 |
Aug07 |
070319 |
668.5 |
668.5 |
666.8 |
666.8 |
+0.3 |
237 |
8,298 |
-2 |
Oct07 |
070319 |
674.0 |
674.0 |
672.9 |
672.9 |
+0.4 |
20 |
26,729 |
+3 |
Dec07 |
070319 |
679.9 |
679.9 |
678.9 |
678.9 |
+0.5 |
147 |
53,614 |
-57 |
Feb08 |
070319 |
684.7 |
684.7 |
684.7 |
684.7 |
+0.6 |
8 |
3,872 |
+1 |
Apr08 |
070319 |
690.3 |
690.3 |
690.3 |
690.3 |
+0.7 |
206 |
5,974 |
+126 |
Jun08 |
070319 |
695.9 |
695.9 |
695.9 |
695.9 |
+0.7 |
0 |
3,210 |
+0 |
Aug08 |
070319 |
701.5 |
701.5 |
701.5 |
701.5 |
+0.7 |
0 |
740 |
+0 |
Oct08 |
070319 |
707.0 |
707.0 |
707.0 |
707.0 |
+0.7 |
0 |
500 |
+0 |
Dec08 |
070319 |
712.5 |
712.5 |
712.5 |
712.5 |
+0.7 |
101 |
6,415 |
+50 |
Total Volume and Open Interest |
63,740 |
366,841 |
+1,188 |
Silver(CMX) |
Mar07 |
070319 |
1314.7 |
1314.7 |
1314.7 |
1314.7 |
+2.0 |
10 |
454 |
-5 |
May07 |
070319 |
1321.5 |
1329.0 |
1312.0 |
1323.3 |
+1.8 |
14,536 |
62,617 |
+650 |
Jul07 |
070319 |
1333.0 |
1335.6 |
1333.0 |
1335.6 |
+2.1 |
1,729 |
17,317 |
+89 |
Sep07 |
070319 |
1347.3 |
1347.3 |
1347.3 |
1347.3 |
+2.1 |
30 |
6,334 |
+6 |
Dec07 |
070319 |
1362.0 |
1366.0 |
1360.0 |
1362.1 |
+2.5 |
100 |
14,651 |
+44 |
Mar08 |
070319 |
1375.3 |
1375.3 |
1375.3 |
1375.3 |
+2.8 |
3 |
1,707 |
+2 |
May08 |
070319 |
1383.6 |
1383.6 |
1383.6 |
1383.6 |
+2.8 |
6 |
60 |
+3 |
Total Volume and Open Interest |
16,521 |
112,366 |
+850 |
Platinum(NYM) |
Apr07 |
070319 |
1225.0 |
1234.7 |
1225.0 |
1234.7 |
+13.5 |
830 |
7,821 |
-162 |
Jul07 |
070319 |
1235.0 |
1241.2 |
1235.0 |
1241.2 |
+13.0 |
107 |
2,768 |
+58 |
Oct07 |
070319 |
1246.2 |
1246.2 |
1246.2 |
1246.2 |
+13.0 |
0 |
30 |
+0 |
Jan08 |
070319 |
1251.2 |
1251.2 |
1251.2 |
1251.2 |
+13.0 |
0 |
2 |
+0 |
Total Volume and Open Interest |
937 |
10,621 |
-104 |
Palladium(NYME) |
Mar07 |
070319 |
349.80 |
349.80 |
349.80 |
349.80 |
+1.70 |
0 |
7 |
+0 |
Jun07 |
070319 |
356.00 |
356.00 |
354.00 |
354.10 |
+1.70 |
404 |
14,096 |
-5 |
Sep07 |
070319 |
359.60 |
359.60 |
359.60 |
359.60 |
+1.70 |
0 |
1,043 |
+0 |
Total Volume and Open Interest |
404 |
15,277 |
-5 |
Copper(CMX) |
Mar07 |
070319 |
299.70 |
303.30 |
299.70 |
301.75 |
+0.90 |
628 |
1,621 |
-480 |
May07 |
070319 |
297.50 |
303.50 |
297.50 |
302.15 |
+1.05 |
11,097 |
43,170 |
-254 |
Jul07 |
070319 |
297.00 |
301.80 |
296.75 |
300.85 |
+0.85 |
3,625 |
12,481 |
+1,438 |
Sep07 |
070319 |
299.20 |
299.50 |
298.35 |
298.35 |
+0.60 |
493 |
2,403 |
+304 |
Dec07 |
070319 |
293.35 |
293.35 |
293.35 |
293.35 |
+0.85 |
387 |
2,434 |
+132 |
Total Volume and Open Interest |
16,644 |
69,419 |
+1,230 |
Aluminum(CMX) |
Mar07 |
070319 |
125.50 |
125.50 |
125.50 |
125.50 |
+2.50 |
1 |
3 |
-1 |
Apr07 |
070319 |
125.50 |
125.50 |
125.50 |
125.50 |
+2.50 |
0 |
59 |
+0 |
May07 |
070319 |
125.10 |
125.10 |
125.10 |
125.10 |
+2.50 |
0 |
41 |
+0 |
Jun07 |
070319 |
124.75 |
124.75 |
124.75 |
124.75 |
+2.50 |
0 |
40 |
+0 |
Jul07 |
070319 |
124.35 |
124.35 |
124.35 |
124.35 |
+2.50 |
0 |
40 |
+0 |
Aug07 |
070319 |
124.00 |
124.00 |
124.00 |
124.00 |
+2.50 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1 |
487 |
-1 |
DJIA Index(CBOT) |
Mar07 |
070315 |
12160 |
12176 |
12111 |
12171 |
+19 |
7,661 |
46,766 |
-2,517 |
Jun07 |
070319 |
12263 |
12330 |
12257 |
12329 |
+118 |
5,935 |
38,217 |
+173 |
Sep07 |
070319 |
12424 |
12424 |
12424 |
12424 |
+119 |
0 |
17 |
+0 |
Dec07 |
070319 |
12490 |
12523 |
12490 |
12523 |
+118 |
0 |
8 |
+0 |
Total Volume and Open Interest |
5,935 |
38,242 |
-34,169 |
S & P 500(CME) |
Jun07 |
070319 |
1406.00 |
1416.00 |
1404.80 |
1415.80 |
+16.80 |
32,628 |
588,262 |
+1,291 |
Sep07 |
070319 |
1428.90 |
1428.90 |
1428.90 |
1428.90 |
+17.30 |
1 |
11,213 |
+1 |
Dec07 |
070319 |
1440.60 |
1440.60 |
1440.60 |
1440.60 |
+17.50 |
0 |
2,298 |
+0 |
Mar08 |
070319 |
1451.60 |
1451.60 |
1451.60 |
1451.60 |
+17.50 |
0 |
1,348 |
+0 |
Total Volume and Open Interest |
32,629 |
603,184 |
-153,865 |
S & P 500 E-Mini(Globex) |
Jun07 |
070319 |
1397.75 |
1416.00 |
1394.75 |
1415.75 |
+16.75 |
1,252,036 |
1,682,293 |
+36,479 |
Sep07 |
070319 |
1401.00 |
1429.25 |
1401.00 |
1429.00 |
+17.50 |
|
|
|
Total Volume and Open Interest |
1,274,890 |
2,522,574 |
+506,445 |
NASDAQ 100(CME) |
Jun07 |
070319 |
1771.00 |
1785.00 |
1767.00 |
1781.30 |
+17.30 |
3,656 |
45,004 |
+224 |
Sep07 |
070319 |
1803.30 |
1803.30 |
1803.30 |
1803.30 |
+17.30 |
0 |
36 |
+0 |
Dec07 |
070319 |
1824.30 |
1824.30 |
1824.30 |
1824.30 |
+17.30 |
|
|
|
Total Volume and Open Interest |
3,656 |
45,040 |
|
NASDAQ 100 E-Mini(Globex) |
Jun07 |
070319 |
1761.00 |
1785.50 |
1757.50 |
1781.30 |
+17.30 |
281,328 |
335,050 |
+4,867 |
Sep07 |
070319 |
1800.00 |
1803.30 |
1800.00 |
1803.30 |
+17.30 |
|
|
|
Total Volume and Open Interest |
282,297 |
335,050 |
-75,874 |
S & P Midcap 400(CME) |
Jun07 |
070319 |
837.00 |
842.00 |
837.00 |
840.20 |
+8.20 |
223 |
7,352 |
-80 |
Sep07 |
070319 |
847.80 |
847.80 |
847.80 |
847.80 |
+8.20 |
|
|
|
Dec07 |
070319 |
855.40 |
855.40 |
855.40 |
855.40 |
+8.20 |
|
|
|
Total Volume and Open Interest |
223 |
7,352 |
-2,570 |
Russell 2000(CME) |
Jun07 |
070319 |
790.00 |
796.15 |
790.00 |
793.90 |
+9.50 |
568 |
32,080 |
+252 |
Sep07 |
070319 |
800.20 |
800.20 |
800.20 |
800.20 |
+9.50 |
0 |
42 |
+0 |
Dec07 |
070319 |
806.50 |
806.50 |
806.50 |
806.50 |
+9.50 |
|
|
|
Total Volume and Open Interest |
568 |
32,122 |
-26,151 |
Russell 2000 E-Mini(Globex) |
Mar07 |
070316 |
782.00 |
783.70 |
779.70 |
783.70 |
+0.70 |
34,338 |
174,584 |
-43,864 |
Jun07 |
070319 |
783.50 |
796.30 |
781.10 |
793.90 |
+9.50 |
180,479 |
395,390 |
+3,401 |
Sep07 |
070319 |
786.20 |
802.30 |
786.20 |
800.20 |
+9.50 |
|
|
|
Total Volume and Open Interest |
181,591 |
563,892 |
+102,347 |
Value Line(KCBT) |
Jun07 |
070319 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
|
|
|
|
Nikkei 225(CME) |
Jun07 |
070319 |
17000 |
17125 |
17000 |
17115 |
+385 |
|
|
|
Sep07 |
070319 |
17140 |
17140 |
17140 |
17140 |
+385 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Jun07 |
070319 |
16685 |
17000 |
16630 |
16980 |
+295 |
92,326 |
223,298 |
+5,412 |
Sep07 |
070319 |
16970 |
17010 |
16695 |
16970 |
+265 |
0 |
110 |
+0 |
Dec07 |
070319 |
16940 |
16940 |
16940 |
16940 |
+265 |
0 |
200 |
+0 |
Total Volume and Open Interest |
92,326 |
223,666 |
+5,412 |
CAC 40(EURONEXT) |
Mar07 |
070316 |
5379.0 |
5414.0 |
5346.0 |
5386.0 |
-2.5 |
244,077 |
496,079 |
-84,383 |
Apr07 |
070319 |
5459.5 |
5478.0 |
5429.0 |
5474.5 |
+71.5 |
177,277 |
376,088 |
+44,559 |
May07 |
070319 |
5398.0 |
5432.0 |
5390.0 |
5429.5 |
+69.5 |
71 |
612 |
+57 |
Total Volume and Open Interest |
227,317 |
422,211 |
-451,235 |
Hang Seng Index(HKFE) |
Mar07 |
070319 |
18853 |
19228 |
18841 |
19219 |
+385 |
31,561 |
112,087 |
-2,406 |
Apr07 |
070319 |
18900 |
19264 |
18900 |
19261 |
+388 |
1,649 |
5,984 |
+391 |
Total Volume and Open Interest |
33,528 |
120,411 |
-2,036 |
DAX(EUREX) |
Jun07 |
070319 |
6706.0 |
6738.5 |
6688.5 |
6728.5 |
+90.5 |
236,541 |
240,735 |
+16,108 |
Sep07 |
070319 |
6773.0 |
6805.0 |
6762.5 |
6800.5 |
+91.0 |
7,427 |
4,367 |
+13 |
Dec07 |
070319 |
6850.0 |
6874.0 |
6835.5 |
6872.5 |
|
|
|
|
FT-SE 100(EURONEXT) |
Jun07 |
070319 |
6192.50 |
6219.00 |
6155.00 |
6202.50 |
+57.50 |
127,799 |
481,944 |
+8,211 |
Sep07 |
070319 |
6217.50 |
6246.00 |
6189.50 |
6236.50 |
+58.00 |
14 |
3,979 |
+2 |
Dec07 |
070319 |
6283.00 |
6283.00 |
6283.00 |
6283.00 |
+59.50 |
0 |
2,776 |
+0 |
Total Volume and Open Interest |
151,434 |
488,699 |
-166,762 |
SPI 200(SFE) |
Mar07 |
070315 |
5810.0 |
5852.0 |
5800.0 |
5846.0 |
+96.0 |
80,044 |
264,799 |
+23,899 |
Jun07 |
070319 |
5860.0 |
5923.0 |
5853.0 |
5911.0 |
+35.0 |
17,557 |
321,761 |
+5,855 |
Sep07 |
070319 |
5902.0 |
5915.0 |
5902.0 |
5915.0 |
+36.0 |
62 |
3,526 |
+54 |
Total Volume and Open Interest |
17,661 |
329,262 |
-97,983 |
GSCI(CME) |
Apr07 |
070319 |
438.00 |
439.60 |
437.00 |
438.10 |
unch |
571 |
19,730 |
-183 |
May07 |
070319 |
444.60 |
444.60 |
444.60 |
444.60 |
+1.10 |
2 |
0 |
+0 |
Jun07 |
070319 |
448.70 |
448.70 |
448.70 |
448.70 |
+1.20 |
2 |
0 |
+0 |
Total Volume and Open Interest |
575 |
19,730 |
-2,663 |
Reuters CRB Index(NYBOT) |
Apr07 |
070319 |
399.75 |
400.00 |
399.50 |
400.00 |
+0.75 |
5 |
269 |
-2 |
Jun07 |
070319 |
405.00 |
405.00 |
405.00 |
405.00 |
+0.75 |
5 |
446 |
-2 |
Aug07 |
070319 |
410.50 |
410.50 |
410.50 |
410.50 |
+0.75 |
0 |
210 |
+0 |
Total Volume and Open Interest |
10 |
925 |
-4 |
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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