 |
MRCI's Free Historical Futures Prices |
Daily Futures Price Listing Tue March 20, 2007 |
Most Recent Information |
Previous Day |
Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
Soybeans(CBOT) |
May07 |
070320 |
760.00 |
765.50 |
756.50 |
764.75 |
+5.25 |
14,240 |
225,022 |
-3,429 |
Jul07 |
070320 |
775.50 |
781.00 |
772.50 |
780.50 |
+5.25 |
7,089 |
94,518 |
+1,487 |
Aug07 |
070320 |
781.50 |
786.00 |
780.50 |
785.75 |
+5.50 |
84 |
5,645 |
+83 |
Sep07 |
070320 |
791.00 |
796.00 |
789.00 |
795.00 |
+6.00 |
113 |
3,030 |
+137 |
Nov07 |
070320 |
803.00 |
808.50 |
800.00 |
808.00 |
+5.00 |
7,568 |
100,985 |
-510 |
Jan08 |
070320 |
810.00 |
816.00 |
809.00 |
816.00 |
+6.50 |
168 |
5,229 |
+19 |
Mar08 |
070320 |
819.50 |
825.00 |
817.00 |
824.50 |
+7.50 |
736 |
7,017 |
-28 |
Total Volume and Open Interest |
32,389 |
471,993 |
-1,098 |
Soybean Meal(CBOT) |
May07 |
070320 |
219.80 |
221.30 |
218.60 |
221.20 |
+1.70 |
6,210 |
78,215 |
-1,431 |
Jul07 |
070320 |
224.30 |
226.20 |
223.60 |
226.10 |
+1.50 |
4,609 |
55,114 |
+1,188 |
Aug07 |
070320 |
226.80 |
228.80 |
226.50 |
228.80 |
+1.60 |
483 |
14,833 |
-20 |
Sep07 |
070320 |
229.00 |
231.00 |
228.50 |
231.00 |
+2.30 |
289 |
11,158 |
+181 |
Oct07 |
070320 |
230.50 |
232.50 |
230.00 |
232.30 |
+1.70 |
139 |
7,629 |
+124 |
Dec07 |
070320 |
233.30 |
235.20 |
232.80 |
235.10 |
+1.50 |
2,431 |
37,438 |
-756 |
Jan08 |
070320 |
234.00 |
236.00 |
234.00 |
236.00 |
+1.60 |
7 |
1,764 |
+69 |
Mar08 |
070320 |
236.00 |
237.50 |
235.50 |
237.30 |
+2.30 |
348 |
1,631 |
+44 |
Total Volume and Open Interest |
14,986 |
211,887 |
-581 |
Soybean Oil(CBOT) |
May07 |
070320 |
31.05 |
31.29 |
30.86 |
31.24 |
+0.25 |
5,064 |
151,958 |
+748 |
Jul07 |
070320 |
31.50 |
31.75 |
31.37 |
31.72 |
+0.25 |
1,979 |
55,177 |
+904 |
Aug07 |
070320 |
31.75 |
31.97 |
31.68 |
31.97 |
+0.26 |
142 |
6,845 |
+63 |
Sep07 |
070320 |
31.98 |
32.20 |
31.90 |
32.20 |
+0.28 |
117 |
4,542 |
+93 |
Oct07 |
070320 |
32.30 |
32.40 |
32.10 |
32.40 |
+0.28 |
61 |
9,475 |
-37 |
Dec07 |
070320 |
32.60 |
32.80 |
32.42 |
32.78 |
+0.25 |
806 |
43,650 |
+24 |
Jan08 |
070320 |
32.80 |
33.00 |
32.80 |
33.00 |
+0.18 |
0 |
2,768 |
+0 |
Mar08 |
070320 |
33.05 |
33.25 |
33.05 |
33.25 |
+0.20 |
83 |
877 |
+83 |
Total Volume and Open Interest |
8,598 |
279,995 |
+1,747 |
Canola(WCE) |
Mar07 |
070314 |
356.7 |
356.7 |
356.7 |
356.7 |
-5.0 |
0 |
35 |
+0 |
May07 |
070320 |
360.5 |
363.6 |
360.0 |
363.0 |
+2.5 |
3,465 |
42,443 |
-600 |
Jul07 |
070320 |
369.7 |
372.9 |
369.7 |
372.5 |
+1.6 |
3,019 |
22,104 |
+410 |
Total Volume and Open Interest |
8,125 |
94,828 |
-31 |
Corn(CBOT) |
May07 |
070320 |
397.50 |
405.75 |
395.00 |
405.25 |
+7.25 |
26,263 |
466,611 |
-10,312 |
Jul07 |
070320 |
409.00 |
417.50 |
407.00 |
417.00 |
+7.00 |
20,667 |
284,500 |
+2,886 |
Sep07 |
070320 |
406.25 |
412.50 |
404.25 |
411.75 |
+4.75 |
2,687 |
74,783 |
+1,469 |
Dec07 |
070320 |
405.50 |
409.75 |
403.50 |
409.25 |
+3.25 |
20,199 |
409,119 |
+2,028 |
Mar08 |
070320 |
414.25 |
418.50 |
413.25 |
418.25 |
+4.00 |
904 |
37,287 |
+436 |
May08 |
070320 |
420.00 |
423.50 |
418.75 |
422.50 |
+5.00 |
165 |
7,148 |
+33 |
Total Volume and Open Interest |
74,242 |
1,418,305 |
-2,364 |
Wheat(CBOT) |
May07 |
070320 |
455.00 |
464.00 |
453.50 |
462.75 |
+7.75 |
11,880 |
190,240 |
-3,307 |
Jul07 |
070320 |
467.50 |
477.00 |
467.00 |
476.25 |
+6.25 |
9,480 |
107,507 |
+2,546 |
Sep07 |
070320 |
478.00 |
487.00 |
477.50 |
486.50 |
+6.00 |
351 |
11,495 |
+207 |
Dec07 |
070320 |
493.00 |
499.50 |
491.00 |
499.00 |
+6.50 |
3,970 |
65,416 |
-1,699 |
Mar08 |
070320 |
502.50 |
508.00 |
502.50 |
508.00 |
+6.00 |
494 |
2,172 |
+137 |
Total Volume and Open Interest |
26,656 |
402,808 |
-2,122 |
Wheat(KCBT) |
May07 |
070320 |
480.00 |
485.00 |
477.00 |
483.50 |
+4.50 |
4,908 |
48,731 |
-160 |
Jul07 |
070320 |
481.50 |
488.00 |
481.00 |
487.25 |
+4.25 |
3,613 |
43,896 |
-561 |
Sep07 |
070320 |
493.00 |
496.50 |
490.00 |
496.50 |
+3.25 |
241 |
8,294 |
+55 |
Dec07 |
070320 |
502.00 |
509.50 |
502.00 |
509.50 |
+5.00 |
487 |
10,150 |
+14 |
Mar08 |
070320 |
512.00 |
517.50 |
511.50 |
517.50 |
+3.50 |
51 |
1,242 |
+24 |
Total Volume and Open Interest |
9,311 |
116,274 |
-713 |
Wheat(MGE) |
Mar07 |
070314 |
500.00 |
500.00 |
500.00 |
500.00 |
-4.50 |
3 |
3 |
+0 |
May07 |
070320 |
496.00 |
502.50 |
494.75 |
501.50 |
+3.50 |
3,175 |
16,318 |
+99 |
Jul07 |
070320 |
506.50 |
510.75 |
503.50 |
510.50 |
+3.50 |
560 |
11,301 |
+112 |
Sep07 |
070320 |
510.00 |
518.00 |
509.00 |
516.00 |
+2.75 |
407 |
8,419 |
+14 |
Dec07 |
070320 |
518.00 |
523.50 |
517.50 |
523.50 |
+4.50 |
538 |
15,489 |
+132 |
Total Volume and Open Interest |
4,680 |
52,796 |
+357 |
Oats(CBOT) |
May07 |
070320 |
278.50 |
284.50 |
277.75 |
283.50 |
+6.50 |
335 |
7,359 |
-66 |
Jul07 |
070320 |
280.75 |
286.00 |
280.00 |
284.75 |
+5.50 |
95 |
2,008 |
+23 |
Sep07 |
070320 |
256.00 |
256.00 |
254.00 |
254.00 |
+1.00 |
0 |
636 |
+0 |
Dec07 |
070320 |
249.50 |
251.00 |
249.25 |
250.25 |
+0.75 |
107 |
8,666 |
+47 |
Total Volume and Open Interest |
537 |
18,806 |
+4 |
Rough Rice(CBOT) |
Mar07 |
070320 |
10.10 |
10.10 |
10.10 |
10.10 |
+0.03 |
10 |
9 |
+0 |
May07 |
070320 |
10.38 |
10.38 |
10.36 |
10.36 |
+0.01 |
66 |
7,631 |
-158 |
Jul07 |
070320 |
10.69 |
10.69 |
10.67 |
10.67 |
-0.02 |
96 |
1,709 |
-62 |
Sep07 |
070320 |
10.95 |
10.95 |
10.95 |
10.95 |
-0.01 |
42 |
1,957 |
+0 |
Total Volume and Open Interest |
238 |
16,131 |
-227 |
Live Cattle(CME) |
Apr07 |
070320 |
97.600 |
97.900 |
97.250 |
97.600 |
-0.200 |
12,158 |
65,344 |
-3,725 |
Jun07 |
070320 |
94.850 |
95.275 |
94.600 |
94.950 |
+0.100 |
15,044 |
135,721 |
+948 |
Aug07 |
070320 |
92.200 |
92.525 |
91.850 |
92.225 |
unch |
3,384 |
44,388 |
+252 |
Oct07 |
070320 |
95.850 |
96.150 |
95.750 |
96.000 |
-0.100 |
2,140 |
29,801 |
+269 |
Dec07 |
070320 |
96.150 |
96.400 |
95.850 |
96.400 |
+0.050 |
724 |
11,674 |
+221 |
Feb08 |
070320 |
96.100 |
96.450 |
96.100 |
96.375 |
+0.100 |
130 |
8,343 |
+69 |
Total Volume and Open Interest |
33,622 |
296,964 |
-1,968 |
Feeder Cattle(CME) |
Mar07 |
070320 |
104.750 |
105.000 |
104.150 |
104.200 |
-0.925 |
344 |
2,891 |
-127 |
Apr07 |
070320 |
106.400 |
106.700 |
105.500 |
105.550 |
-0.975 |
982 |
7,357 |
-158 |
May07 |
070320 |
107.800 |
108.050 |
107.500 |
107.600 |
-0.325 |
1,697 |
15,943 |
+183 |
Aug07 |
070320 |
108.500 |
108.900 |
108.300 |
108.625 |
-0.175 |
634 |
6,354 |
+100 |
Sep07 |
070320 |
107.000 |
107.000 |
106.700 |
106.700 |
unch |
9 |
1,375 |
+8 |
Oct07 |
070320 |
107.100 |
107.100 |
106.725 |
107.000 |
-0.150 |
27 |
402 |
+12 |
Nov07 |
070320 |
106.850 |
106.850 |
106.600 |
106.600 |
-0.100 |
6 |
78 |
-1 |
Total Volume and Open Interest |
3,722 |
34,518 |
+34 |
Lean Hogs(CME) |
Apr07 |
070320 |
64.250 |
64.750 |
64.000 |
64.075 |
-0.300 |
11,135 |
31,013 |
-2,300 |
May07 |
070320 |
73.900 |
74.150 |
73.800 |
74.025 |
-0.075 |
595 |
4,692 |
+173 |
Jun07 |
070320 |
74.650 |
75.050 |
74.300 |
74.350 |
-0.275 |
10,209 |
80,402 |
+1,846 |
Jul07 |
070320 |
75.550 |
75.850 |
75.200 |
75.300 |
-0.300 |
2,560 |
22,887 |
+478 |
Aug07 |
070320 |
74.975 |
75.175 |
74.550 |
74.725 |
-0.450 |
2,316 |
15,058 |
+781 |
Oct07 |
070320 |
67.850 |
68.050 |
67.800 |
67.900 |
+0.025 |
311 |
10,198 |
-11 |
Dec07 |
070320 |
67.000 |
67.200 |
66.900 |
66.950 |
-0.050 |
322 |
10,057 |
+26 |
Feb08 |
070320 |
70.000 |
70.200 |
69.900 |
70.175 |
+0.175 |
20 |
2,307 |
+12 |
Total Volume and Open Interest |
27,469 |
176,793 |
+1,006 |
Pork Bellies(CME) |
Mar07 |
070320 |
103.000 |
103.500 |
102.050 |
102.050 |
-0.450 |
20 |
54 |
-6 |
May07 |
070320 |
102.900 |
105.000 |
102.750 |
103.550 |
+0.350 |
225 |
1,027 |
-10 |
Jul07 |
070320 |
105.000 |
106.175 |
105.000 |
105.750 |
+0.750 |
20 |
242 |
+9 |
Aug07 |
070320 |
103.400 |
103.400 |
103.200 |
103.200 |
+0.800 |
1 |
40 |
+0 |
Feb08 |
070320 |
100.700 |
100.700 |
100.700 |
100.700 |
+0.225 |
0 |
2 |
+0 |
Total Volume and Open Interest |
266 |
1,365 |
-7 |
Class III Milk(CME) |
Mar07 |
070320 |
14.91 |
14.91 |
14.87 |
14.87 |
-0.04 |
20 |
2,910 |
-18 |
Apr07 |
070320 |
15.58 |
15.62 |
15.50 |
15.62 |
unch |
255 |
3,102 |
-55 |
May07 |
070320 |
15.45 |
15.50 |
15.39 |
15.50 |
+0.08 |
193 |
2,894 |
+46 |
Jun07 |
070320 |
15.45 |
15.55 |
15.35 |
15.50 |
+0.09 |
247 |
3,007 |
+65 |
Jul07 |
070320 |
15.70 |
15.75 |
15.60 |
15.73 |
+0.08 |
144 |
2,663 |
+39 |
Total Volume and Open Interest |
1,898 |
33,108 |
+572 |
Cocoa(NYBOT) |
May07 |
070320 |
1805 |
1870 |
1803 |
1864 |
+86 |
4,159 |
73,226 |
-69 |
Jul07 |
070320 |
1836 |
1890 |
1836 |
1890 |
+85 |
764 |
27,094 |
+285 |
Sep07 |
070320 |
1890 |
1915 |
1890 |
1915 |
+85 |
375 |
23,164 |
-70 |
Dec07 |
070320 |
1885 |
1935 |
1885 |
1935 |
+85 |
425 |
23,458 |
-17 |
Mar08 |
070320 |
1950 |
1950 |
1950 |
1950 |
+83 |
5 |
9,328 |
+30 |
May08 |
070320 |
1905 |
1966 |
1905 |
1966 |
+83 |
0 |
2,948 |
+0 |
Jul08 |
070320 |
1967 |
1978 |
1962 |
1978 |
+83 |
5 |
2,147 |
+5 |
Total Volume and Open Interest |
5,733 |
170,696 |
+164 |
Coffee "C"(NYBOT) |
Mar07 |
070320 |
108.90 |
108.90 |
108.90 |
108.90 |
+1.30 |
18 |
72 |
-7 |
May07 |
070320 |
109.80 |
110.50 |
108.80 |
109.30 |
-0.95 |
8,086 |
83,721 |
+48 |
Jul07 |
070320 |
112.50 |
113.30 |
111.80 |
112.15 |
-1.00 |
2,266 |
25,355 |
+732 |
Sep07 |
070320 |
115.10 |
115.50 |
114.80 |
114.95 |
-1.00 |
1,142 |
13,194 |
+471 |
Dec07 |
070320 |
118.40 |
118.50 |
118.40 |
118.50 |
-1.00 |
389 |
6,061 |
+22 |
Mar08 |
070320 |
123.00 |
123.00 |
121.85 |
121.85 |
-1.00 |
392 |
2,987 |
-37 |
Total Volume and Open Interest |
13,115 |
142,031 |
+1,462 |
Orange Juice(NYBOT) |
May07 |
070320 |
201.00 |
203.00 |
200.50 |
201.85 |
-0.15 |
698 |
21,649 |
+121 |
Jul07 |
070320 |
196.50 |
197.25 |
196.00 |
197.20 |
-0.10 |
81 |
3,371 |
-7 |
Sep07 |
070320 |
190.50 |
192.50 |
190.50 |
192.50 |
+0.70 |
1 |
1,490 |
+0 |
Nov07 |
070320 |
186.50 |
187.50 |
186.50 |
187.50 |
+1.00 |
213 |
5,355 |
-126 |
Jan08 |
070320 |
187.00 |
187.50 |
187.00 |
187.50 |
+1.00 |
5 |
575 |
+0 |
Mar08 |
070320 |
187.50 |
187.50 |
187.50 |
187.50 |
+1.00 |
0 |
85 |
+0 |
Total Volume and Open Interest |
998 |
32,532 |
-12 |
Sugar #11(NYBOT) |
May07 |
070320 |
10.20 |
10.31 |
10.17 |
10.23 |
+0.01 |
41,960 |
267,896 |
-2,967 |
Jul07 |
070320 |
10.15 |
10.20 |
10.12 |
10.18 |
+0.03 |
23,506 |
167,332 |
-1,663 |
Oct07 |
070320 |
10.50 |
10.56 |
10.46 |
10.50 |
+0.02 |
5,063 |
81,524 |
-300 |
Mar08 |
070320 |
11.08 |
11.10 |
11.04 |
11.07 |
+0.01 |
3,093 |
68,834 |
-264 |
May08 |
070320 |
11.12 |
11.12 |
11.11 |
11.12 |
+0.01 |
1,478 |
22,794 |
+73 |
Total Volume and Open Interest |
76,833 |
650,555 |
-4,414 |
Sugar #14(NYBOT) |
Mar07 |
070208 |
20.20 |
20.28 |
20.20 |
20.28 |
-0.02 |
155 |
524 |
-65 |
May07 |
070320 |
20.68 |
20.68 |
20.68 |
20.68 |
-0.07 |
676 |
1,754 |
-191 |
Jul07 |
070320 |
20.85 |
20.85 |
20.85 |
20.85 |
+0.17 |
155 |
3,488 |
+65 |
Sep07 |
070320 |
20.65 |
20.65 |
20.65 |
20.65 |
+0.05 |
88 |
1,714 |
-25 |
Nov07 |
070320 |
20.99 |
20.99 |
20.99 |
20.99 |
-0.02 |
0 |
1,553 |
+0 |
Total Volume and Open Interest |
922 |
9,899 |
-150 |
London Cocoa(LCE) |
Mar07 |
070315 |
979 |
986 |
974 |
978 |
-12 |
14,291 |
916 |
-14,036 |
May07 |
070320 |
992 |
1025 |
992 |
1020 |
+26 |
3,028 |
65,736 |
-503 |
Jul07 |
070320 |
1003 |
1034 |
1003 |
1030 |
+24 |
479 |
36,342 |
-8 |
Sep07 |
070320 |
1024 |
1047 |
1020 |
1043 |
+24 |
202 |
39,633 |
-71 |
Dec07 |
070320 |
1025 |
1050 |
1024 |
1047 |
+24 |
635 |
40,271 |
-31 |
Mar08 |
070320 |
1028 |
1050 |
1025 |
1047 |
+22 |
207 |
18,841 |
-1 |
May08 |
070320 |
1045 |
1058 |
1045 |
1054 |
+22 |
0 |
2,638 |
+0 |
Total Volume and Open Interest |
4,553 |
210,553 |
-615 |
London Coffee(LCE) |
Mar07 |
070320 |
1490.00 |
1495.00 |
1481.00 |
1481.00 |
-13.00 |
39 |
370 |
-234 |
May07 |
070320 |
1517.00 |
1524.00 |
1505.00 |
1506.00 |
-13.00 |
3,926 |
73,137 |
+851 |
Jul07 |
070320 |
1527.00 |
1530.00 |
1516.00 |
1517.00 |
-10.00 |
1,518 |
28,019 |
+158 |
Sep07 |
070320 |
1527.00 |
1527.00 |
1517.00 |
1517.00 |
-8.00 |
173 |
16,717 |
-63 |
Nov07 |
070320 |
1514.00 |
1518.00 |
1508.00 |
1508.00 |
-8.00 |
135 |
8,474 |
-49 |
Jan08 |
070320 |
1503.00 |
1503.00 |
1500.00 |
1500.00 |
-8.00 |
0 |
2,110 |
+0 |
Total Volume and Open Interest |
5,791 |
131,069 |
+663 |
London Sugar(LCE) |
Mar07 |
070213 |
327.00 |
327.10 |
320.50 |
323.70 |
-4.50 |
8,923 |
7,733 |
-4,140 |
May07 |
070320 |
345.10 |
345.90 |
343.30 |
344.80 |
-0.40 |
4,011 |
35,358 |
+271 |
Aug07 |
070320 |
329.10 |
331.00 |
328.70 |
330.60 |
+1.90 |
3,000 |
17,632 |
+1,183 |
Oct07 |
070320 |
322.50 |
323.00 |
321.50 |
323.00 |
+2.50 |
209 |
6,253 |
+51 |
Dec07 |
070320 |
321.00 |
321.00 |
319.50 |
321.00 |
+2.60 |
67 |
2,660 |
-5 |
Total Volume and Open Interest |
7,480 |
70,093 |
+1,518 |
Cotton(NYBOT) |
May07 |
070320 |
54.00 |
54.45 |
53.25 |
53.30 |
-0.41 |
7,973 |
112,815 |
+25 |
Jul07 |
070320 |
54.80 |
55.05 |
54.11 |
54.20 |
-0.44 |
3,478 |
45,443 |
+181 |
Oct07 |
070320 |
57.40 |
57.50 |
57.20 |
57.20 |
-0.40 |
193 |
1,732 |
+190 |
Dec07 |
070320 |
59.15 |
59.20 |
58.45 |
58.65 |
-0.29 |
3,082 |
46,475 |
+122 |
Mar08 |
070320 |
61.00 |
61.00 |
60.70 |
60.85 |
-0.15 |
514 |
4,372 |
+230 |
May08 |
070320 |
61.50 |
61.70 |
61.50 |
61.70 |
-0.18 |
0 |
128 |
+0 |
Total Volume and Open Interest |
15,591 |
213,050 |
+925 |
Lumber(CME) |
May07 |
070320 |
244.5 |
247.0 |
243.1 |
243.1 |
-0.5 |
525 |
6,171 |
+119 |
Jul07 |
070320 |
260.5 |
262.9 |
260.5 |
260.6 |
+0.1 |
134 |
1,277 |
-11 |
Sep07 |
070320 |
271.6 |
273.4 |
271.6 |
273.4 |
+1.2 |
11 |
186 |
+2 |
Nov07 |
070320 |
269.1 |
270.3 |
266.2 |
266.2 |
-2.9 |
3 |
54 |
+2 |
Total Volume and Open Interest |
675 |
7,704 |
+114 |
Crude Oil(NYM) |
Apr07 |
070320 |
56.80 |
57.55 |
56.10 |
56.73 |
+0.14 |
114,242 |
24,187 |
-42,126 |
May07 |
070320 |
59.90 |
60.15 |
59.15 |
59.25 |
-0.45 |
224,527 |
382,037 |
+19,841 |
Jun07 |
070320 |
61.25 |
61.35 |
60.60 |
60.63 |
-0.42 |
42,800 |
142,706 |
+3,338 |
Jul07 |
070320 |
62.20 |
62.25 |
61.52 |
61.59 |
-0.43 |
13,222 |
66,502 |
+2,895 |
Aug07 |
070320 |
62.88 |
63.00 |
62.29 |
62.29 |
-0.43 |
4,097 |
30,076 |
+524 |
Sep07 |
070320 |
62.84 |
62.84 |
62.84 |
62.84 |
-0.42 |
3,925 |
36,818 |
+793 |
Oct07 |
070320 |
63.31 |
63.31 |
63.31 |
63.31 |
-0.41 |
2,181 |
26,296 |
-128 |
Nov07 |
070320 |
63.70 |
63.70 |
63.70 |
63.70 |
-0.41 |
763 |
22,525 |
+130 |
Dec07 |
070320 |
64.63 |
64.63 |
64.02 |
64.02 |
-0.42 |
7,476 |
149,859 |
-239 |
Jan08 |
070320 |
64.29 |
64.29 |
64.29 |
64.29 |
-0.41 |
718 |
33,336 |
+499 |
Feb08 |
070320 |
64.52 |
64.52 |
64.52 |
64.52 |
-0.41 |
35 |
12,349 |
-35 |
Mar08 |
070320 |
64.71 |
64.71 |
64.71 |
64.71 |
-0.41 |
595 |
14,666 |
+210 |
Apr08 |
070320 |
64.88 |
64.88 |
64.88 |
64.88 |
-0.41 |
200 |
12,204 |
+200 |
May08 |
070320 |
65.04 |
65.04 |
65.04 |
65.04 |
-0.41 |
200 |
7,926 |
+0 |
Jun08 |
070320 |
65.19 |
65.19 |
65.19 |
65.19 |
-0.41 |
914 |
36,366 |
+329 |
Jul08 |
070320 |
65.33 |
65.33 |
65.33 |
65.33 |
-0.40 |
32 |
4,997 |
+31 |
Total Volume and Open Interest |
422,992 |
1,322,175 |
-11,725 |
Heating Oil(NYM) |
Apr07 |
070320 |
170.10 |
170.50 |
166.80 |
166.87 |
-1.97 |
24,649 |
43,477 |
-2,408 |
May07 |
070320 |
169.30 |
169.30 |
166.52 |
166.52 |
-2.02 |
17,232 |
60,886 |
+1,066 |
Jun07 |
070320 |
170.60 |
170.80 |
167.52 |
167.52 |
-2.12 |
6,038 |
30,664 |
-168 |
Jul07 |
070320 |
169.77 |
169.77 |
169.77 |
169.77 |
-2.07 |
1,231 |
14,080 |
+231 |
Aug07 |
070320 |
172.37 |
172.37 |
172.37 |
172.37 |
-2.02 |
638 |
6,411 |
+206 |
Sep07 |
070320 |
175.52 |
175.52 |
175.52 |
175.52 |
-1.92 |
379 |
8,566 |
+118 |
Oct07 |
070320 |
178.92 |
178.92 |
178.92 |
178.92 |
-1.82 |
152 |
3,816 |
+46 |
Nov07 |
070320 |
182.22 |
182.22 |
182.22 |
182.22 |
-1.67 |
133 |
2,614 |
-53 |
Dec07 |
070320 |
188.00 |
188.00 |
184.97 |
184.97 |
-1.62 |
715 |
19,198 |
-67 |
Jan08 |
070320 |
189.75 |
189.75 |
186.87 |
186.87 |
-1.72 |
204 |
9,093 |
+31 |
Feb08 |
070320 |
187.52 |
187.52 |
187.52 |
187.52 |
-1.67 |
9 |
3,010 |
+5 |
Mar08 |
070320 |
186.47 |
186.47 |
186.47 |
186.47 |
-1.62 |
7 |
1,469 |
+6 |
Total Volume and Open Interest |
51,668 |
211,901 |
-949 |
RBOB Gasoline(NYMEX) |
Apr07 |
070320 |
196.15 |
198.33 |
193.75 |
195.20 |
-1.30 |
|
|
|
May07 |
070320 |
189.80 |
191.90 |
188.50 |
190.00 |
-0.70 |
|
|
|
Jun07 |
070320 |
188.25 |
189.57 |
186.85 |
188.35 |
+0.09 |
|
|
|
Jul07 |
070320 |
187.58 |
188.39 |
186.00 |
186.81 |
-0.66 |
|
|
|
Aug07 |
070320 |
186.20 |
187.67 |
185.40 |
185.41 |
-1.24 |
|
|
|
Sep07 |
070320 |
184.20 |
185.45 |
182.95 |
183.53 |
-0.14 |
|
|
|
Oct07 |
070320 |
172.50 |
172.50 |
172.50 |
172.50 |
-0.46 |
|
|
|
Nov07 |
070320 |
168.57 |
168.57 |
168.57 |
168.57 |
-1.34 |
|
|
|
Dec07 |
070320 |
168.31 |
168.60 |
167.33 |
167.65 |
-0.21 |
|
|
|
Jan08 |
070320 |
167.02 |
167.02 |
167.02 |
167.02 |
-1.29 |
|
|
|
Total Volume and Open Interest |
77,430 |
171,532 |
-1,341 |
e-MiNY RBOB Gasoline(NYMEX) |
Apr07 |
070320 |
194.21 |
194.21 |
194.21 |
194.21 |
-1.60 |
|
|
|
May07 |
070320 |
189.12 |
189.12 |
189.12 |
189.12 |
-0.79 |
|
|
|
Jun07 |
070320 |
187.27 |
187.27 |
187.27 |
187.27 |
-0.94 |
|
|
|
Jul07 |
070320 |
186.07 |
186.07 |
186.07 |
186.07 |
-1.09 |
|
|
|
Total Volume and Open Interest |
1 |
11 |
+0 |
Natural Gas(NYM) |
Apr07 |
070320 |
6.880 |
6.960 |
6.880 |
6.910 |
+0.063 |
25,113 |
50,194 |
-1,989 |
May07 |
070320 |
7.000 |
7.070 |
7.000 |
7.020 |
+0.045 |
12,671 |
128,742 |
+1,522 |
Jun07 |
070320 |
7.205 |
7.210 |
7.140 |
7.157 |
+0.035 |
4,837 |
30,728 |
+573 |
Jul07 |
070320 |
7.350 |
7.350 |
7.300 |
7.304 |
+0.034 |
2,662 |
26,561 |
+464 |
Aug07 |
070320 |
7.460 |
7.460 |
7.416 |
7.416 |
+0.039 |
1,294 |
27,568 |
-42 |
Sep07 |
070320 |
7.515 |
7.515 |
7.475 |
7.475 |
+0.043 |
678 |
18,474 |
+173 |
Oct07 |
070320 |
7.645 |
7.645 |
7.585 |
7.610 |
+0.046 |
1,939 |
41,983 |
+26 |
Nov07 |
070320 |
8.260 |
8.285 |
8.260 |
8.270 |
+0.041 |
78 |
20,887 |
+19 |
Dec07 |
070320 |
8.930 |
8.950 |
8.925 |
8.925 |
+0.036 |
293 |
37,648 |
+70 |
Jan08 |
070320 |
9.250 |
9.260 |
9.240 |
9.240 |
+0.036 |
708 |
33,896 |
-16 |
Feb08 |
070320 |
9.240 |
9.260 |
9.220 |
9.235 |
+0.036 |
480 |
20,120 |
+39 |
Mar08 |
070320 |
8.970 |
9.040 |
8.970 |
9.010 |
+0.036 |
435 |
47,858 |
+143 |
Apr08 |
070320 |
7.710 |
7.710 |
7.690 |
7.690 |
+0.011 |
318 |
31,752 |
+7 |
May08 |
070320 |
7.560 |
7.570 |
7.560 |
7.570 |
+0.016 |
636 |
14,124 |
+506 |
Jun08 |
070320 |
7.650 |
7.650 |
7.610 |
7.625 |
+0.016 |
550 |
9,719 |
+251 |
Jul08 |
070320 |
7.700 |
7.700 |
7.690 |
7.690 |
+0.016 |
20 |
5,208 |
-5 |
Total Volume and Open Interest |
53,388 |
776,902 |
+1,672 |
Brent Crude Oil(ICE) |
May07 |
070320 |
60.95 |
61.06 |
60.00 |
60.20 |
-0.32 |
82,295 |
143,377 |
+2,231 |
Jun07 |
070320 |
61.77 |
61.86 |
60.90 |
61.07 |
-0.30 |
39,469 |
168,316 |
+2,409 |
Jul07 |
070320 |
62.38 |
62.51 |
61.58 |
61.74 |
-0.28 |
10,347 |
47,583 |
+286 |
Aug07 |
070320 |
62.82 |
63.09 |
62.17 |
62.33 |
-0.26 |
2,665 |
26,171 |
-76 |
Sep07 |
070320 |
63.31 |
63.57 |
62.67 |
62.82 |
-0.25 |
2,472 |
27,072 |
-23 |
Oct07 |
070320 |
63.70 |
63.93 |
63.18 |
63.18 |
-0.26 |
1,004 |
23,880 |
+247 |
Nov07 |
070320 |
63.50 |
63.50 |
63.50 |
63.50 |
-0.27 |
0 |
19,471 |
-280 |
Dec07 |
070320 |
64.38 |
64.55 |
63.80 |
63.80 |
-0.26 |
6,923 |
69,634 |
+1,324 |
Jan08 |
070320 |
64.07 |
64.07 |
64.07 |
64.07 |
-0.26 |
0 |
11,303 |
+90 |
Feb08 |
070320 |
64.32 |
64.32 |
64.32 |
64.32 |
-0.26 |
0 |
3,909 |
+17 |
Mar08 |
070320 |
64.65 |
64.65 |
64.56 |
64.56 |
-0.24 |
0 |
3,408 |
+0 |
Apr08 |
070320 |
64.74 |
64.74 |
64.74 |
64.74 |
-0.22 |
0 |
1,285 |
+15 |
May08 |
070320 |
64.89 |
64.89 |
64.89 |
64.89 |
-0.21 |
0 |
1,093 |
+0 |
Jun08 |
070320 |
65.01 |
65.01 |
65.01 |
65.01 |
-0.21 |
0 |
10,327 |
-60 |
Total Volume and Open Interest |
146,168 |
681,844 |
+6,153 |
Gas Oil(ICE) |
Apr07 |
070320 |
532.00 |
535.50 |
525.25 |
529.50 |
-2.75 |
24,776 |
60,255 |
+1,559 |
May07 |
070320 |
536.75 |
539.25 |
529.00 |
533.00 |
-3.25 |
10,864 |
68,169 |
-1,411 |
Jun07 |
070320 |
540.25 |
544.00 |
534.00 |
537.75 |
-3.50 |
5,640 |
49,678 |
+173 |
Jul07 |
070320 |
547.50 |
548.25 |
542.50 |
544.25 |
-3.75 |
1,101 |
20,419 |
+49 |
Aug07 |
070320 |
554.50 |
556.00 |
549.50 |
551.25 |
-3.75 |
888 |
13,219 |
-52 |
Sep07 |
070320 |
561.50 |
562.25 |
556.75 |
558.25 |
-3.75 |
665 |
15,370 |
+129 |
Oct07 |
070320 |
568.25 |
568.25 |
562.75 |
564.50 |
-3.50 |
234 |
6,338 |
+21 |
Nov07 |
070320 |
571.25 |
571.50 |
567.50 |
569.50 |
-3.25 |
118 |
6,836 |
+10 |
Dec07 |
070320 |
578.00 |
578.50 |
571.00 |
573.75 |
-3.50 |
1,305 |
37,217 |
+347 |
Jan08 |
070320 |
580.25 |
580.25 |
580.25 |
580.25 |
-3.50 |
0 |
8,183 |
+300 |
Total Volume and Open Interest |
45,591 |
323,515 |
+1,674 |
US Dollar Index(NYBOT) |
Jun07 |
070320 |
83.05 |
83.16 |
82.74 |
82.81 |
-0.27 |
2,143 |
26,121 |
+1,671 |
Sep07 |
070320 |
82.57 |
82.57 |
82.57 |
82.57 |
-0.27 |
0 |
2,076 |
+0 |
Dec07 |
070320 |
82.33 |
82.33 |
82.33 |
82.33 |
-0.27 |
0 |
3 |
+0 |
Total Volume and Open Interest |
2,383 |
39,389 |
+1,597 |
Australian Dollar(CME) |
Mar07 |
070319 |
79.89 |
79.89 |
79.89 |
79.89 |
+0.25 |
1,645 |
59,916 |
-1,522 |
Jun07 |
070320 |
79.74 |
80.06 |
79.74 |
80.06 |
+0.34 |
6,837 |
97,372 |
+9,321 |
Sep07 |
070320 |
79.82 |
79.82 |
79.82 |
79.82 |
+0.33 |
1 |
322 |
+0 |
Total Volume and Open Interest |
6,844 |
98,118 |
-50,595 |
British Pound(CME) |
Mar07 |
070319 |
194.55 |
194.64 |
194.55 |
194.64 |
+0.45 |
856 |
59,601 |
-3,740 |
Jun07 |
070320 |
195.80 |
196.15 |
195.79 |
196.01 |
+1.64 |
4,095 |
97,088 |
+1,245 |
Sep07 |
070320 |
195.84 |
195.84 |
195.84 |
195.84 |
+1.63 |
0 |
196 |
+0 |
Total Volume and Open Interest |
4,777 |
156,465 |
+811 |
Canadian Dollar(CME) |
Mar07 |
070320 |
85.50 |
85.93 |
85.50 |
85.93 |
+1.03 |
751 |
39,626 |
-1,401 |
Jun07 |
070320 |
85.77 |
86.40 |
85.77 |
86.39 |
+1.27 |
1,237 |
122,094 |
+1,607 |
Sep07 |
070320 |
86.43 |
86.61 |
86.43 |
86.61 |
+1.27 |
153 |
1,671 |
+49 |
Dec07 |
070320 |
86.65 |
86.82 |
86.65 |
86.82 |
+1.27 |
2 |
1,248 |
+7 |
Total Volume and Open Interest |
2,143 |
164,664 |
+263 |
Japanese Yen(CME) |
Mar07 |
070319 |
85.27 |
85.27 |
85.20 |
85.20 |
-0.48 |
1,153 |
106,718 |
-5,801 |
Jun07 |
070320 |
85.89 |
86.37 |
85.80 |
86.26 |
+0.24 |
2,534 |
161,655 |
-43,607 |
Sep07 |
070320 |
87.24 |
87.24 |
87.24 |
87.24 |
+0.24 |
0 |
8,064 |
+4 |
Total Volume and Open Interest |
2,792 |
280,332 |
-44,816 |
Swiss Franc(CME) |
Mar07 |
070319 |
82.57 |
82.57 |
82.57 |
82.57 |
-0.24 |
476 |
39,836 |
-1,856 |
Jun07 |
070320 |
83.02 |
83.18 |
82.99 |
83.13 |
+0.01 |
872 |
48,696 |
+1,296 |
Sep07 |
070320 |
83.71 |
83.71 |
83.71 |
83.71 |
+0.02 |
0 |
71 |
+1 |
Total Volume and Open Interest |
1,144 |
88,355 |
+1,000 |
EuroFX(CME) |
Mar07 |
070319 |
133.06 |
133.06 |
133.06 |
133.06 |
-0.03 |
2,711 |
68,646 |
-4,645 |
Jun07 |
070320 |
133.35 |
133.64 |
133.30 |
133.55 |
+0.07 |
6,434 |
181,095 |
+2,833 |
Sep07 |
070320 |
133.93 |
133.93 |
133.93 |
133.93 |
+0.07 |
2 |
1,205 |
+45 |
Total Volume and Open Interest |
6,650 |
249,613 |
+1,238 |
Mexican Peso(CME) |
Mar07 |
070319 |
8965.0 |
8965.0 |
8965.0 |
8965.0 |
+28.0 |
3,744 |
38,231 |
-434 |
Apr07 |
070320 |
8980.0 |
8980.0 |
8980.0 |
8980.0 |
+15.0 |
|
|
|
Total Volume and Open Interest |
5,467 |
111,548 |
+714 |
30-Year T-Bonds(CBOT) |
Mar07 |
070320 |
112~17 |
112~30 |
112~17 |
112~25 |
+0~07 |
1,645 |
25,312 |
-1,080 |
Jun07 |
070320 |
112~17 |
112~29 |
112~13 |
112~23 |
+0~07 |
213,147 |
794,004 |
-5,531 |
Sep07 |
070320 |
112~23 |
112~27 |
112~23 |
112~23 |
+0~07 |
205 |
2,637 |
-41 |
Total Volume and Open Interest |
214,997 |
822,017 |
-6,652 |
10-Year T-Notes(CBOT) |
Mar07 |
070320 |
108~285 |
108~285 |
108~205 |
108~245 |
+0~045 |
7,619 |
8,204 |
-10,198 |
Jun07 |
070320 |
108~190 |
108~270 |
108~170 |
108~235 |
+0~045 |
632,502 |
2,261,003 |
-788 |
Total Volume and Open Interest |
641,660 |
2,286,773 |
-10,430 |
5-Year T-Notes(CBOT) |
Mar07 |
070320 |
105~275 |
105~275 |
105~275 |
105~275 |
+0~030 |
277 |
0 |
+0 |
Jun07 |
070320 |
106~010 |
106~040 |
105~310 |
106~020 |
+0~035 |
301,924 |
0 |
+0 |
Sep07 |
070320 |
106~080 |
106~080 |
106~080 |
106~080 |
+0~035 |
|
|
|
Total Volume and Open Interest |
302,201 |
|
|
2 Year T-Notes(CBOT) |
Mar07 |
070320 |
102~036 |
102~036 |
102~036 |
102~036 |
+0~007 |
0 |
19,040 |
-500 |
Jun07 |
070320 |
102~058 |
102~064 |
102~056 |
102~060 |
+0~007 |
4,076 |
875,730 |
+2,347 |
Total Volume and Open Interest |
4,076 |
894,770 |
+1,847 |
Eurodollars(CME) |
Jun07 |
070320 |
94.745 |
94.755 |
94.735 |
94.740 |
unch |
22,001 |
1,708,943 |
+6,235 |
Sep07 |
070320 |
94.935 |
94.950 |
94.920 |
94.935 |
+0.015 |
21,229 |
1,430,900 |
-36,792 |
Dec07 |
070320 |
95.125 |
95.150 |
95.100 |
95.130 |
+0.025 |
10,801 |
1,697,781 |
+5,404 |
Mar08 |
070320 |
95.275 |
95.295 |
95.255 |
95.285 |
+0.030 |
10,356 |
1,245,237 |
+40,034 |
Jun08 |
070320 |
95.345 |
95.375 |
95.345 |
95.360 |
+0.030 |
7,835 |
997,965 |
+19,261 |
Sep08 |
070320 |
95.375 |
95.400 |
95.375 |
95.385 |
+0.035 |
5,997 |
731,951 |
+2,644 |
Dec08 |
070320 |
95.365 |
95.390 |
95.365 |
95.380 |
+0.035 |
6,052 |
603,012 |
+3,115 |
Mar09 |
070320 |
95.345 |
95.375 |
95.345 |
95.365 |
+0.040 |
9,294 |
355,633 |
+6,112 |
Jun09 |
070320 |
95.315 |
95.345 |
95.315 |
95.330 |
+0.040 |
4,615 |
272,628 |
-2,167 |
Sep09 |
070320 |
95.285 |
95.300 |
95.285 |
95.290 |
+0.035 |
5,209 |
221,473 |
-209 |
Dec09 |
070320 |
95.230 |
95.255 |
95.230 |
95.240 |
+0.030 |
4,480 |
149,287 |
-1,565 |
Mar10 |
070320 |
95.190 |
95.220 |
95.190 |
95.210 |
+0.030 |
6,833 |
137,515 |
+2,748 |
Jun10 |
070320 |
95.160 |
95.180 |
95.150 |
95.170 |
+0.030 |
2,522 |
80,890 |
+786 |
Sep10 |
070320 |
95.125 |
95.140 |
95.120 |
95.130 |
+0.030 |
1,239 |
87,075 |
-1,122 |
Dec10 |
070320 |
95.090 |
95.100 |
95.080 |
95.085 |
+0.025 |
1,813 |
81,846 |
-611 |
Mar11 |
070320 |
95.055 |
95.070 |
95.055 |
95.060 |
+0.025 |
11,016 |
77,701 |
+7,675 |
Jun11 |
070320 |
95.030 |
95.035 |
95.015 |
95.025 |
+0.025 |
10,693 |
68,656 |
+5,536 |
Sep11 |
070320 |
95.000 |
95.005 |
94.985 |
94.995 |
+0.025 |
2,049 |
56,747 |
-343 |
Total Volume and Open Interest |
151,048 |
10,195,667 |
-1,094,482 |
3-Mth Euro-Yen(CME) |
Mar07 |
070319 |
99.33 |
99.33 |
99.33 |
99.33 |
unch |
435 |
19,791 |
+72 |
Jun07 |
070320 |
99.30 |
99.30 |
99.30 |
99.30 |
unch |
1,511 |
19,192 |
+1,631 |
Sep07 |
070320 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
283 |
8,291 |
-151 |
Dec07 |
070320 |
99.14 |
99.14 |
99.14 |
99.14 |
+0.01 |
577 |
11,799 |
+171 |
Mar08 |
070320 |
99.04 |
99.04 |
99.04 |
99.04 |
unch |
72 |
5,652 |
+53 |
Jun08 |
070320 |
98.96 |
98.96 |
98.96 |
98.96 |
unch |
0 |
1,298 |
+0 |
Sep08 |
070320 |
98.89 |
98.89 |
98.89 |
98.89 |
unch |
0 |
1,683 |
+0 |
Dec08 |
070320 |
98.82 |
98.82 |
98.82 |
98.82 |
unch |
0 |
120 |
+0 |
Mar09 |
070320 |
98.73 |
98.73 |
98.73 |
98.73 |
unch |
|
|
|
Jun09 |
070320 |
98.65 |
98.65 |
98.65 |
98.65 |
-0.01 |
0 |
5 |
+0 |
Total Volume and Open Interest |
2,443 |
48,050 |
-18,087 |
3-Mth Euro-Yen(SIMEX) |
Jun07 |
070320 |
99.30 |
99.31 |
99.30 |
99.30 |
-0.01 |
7,160 |
69,000 |
-668 |
Sep07 |
070320 |
99.24 |
99.24 |
99.23 |
99.23 |
-0.01 |
3,038 |
51,987 |
-686 |
Dec07 |
070320 |
99.14 |
99.14 |
99.13 |
99.14 |
-0.01 |
374 |
57,137 |
-111 |
Mar08 |
070320 |
99.04 |
99.05 |
99.04 |
99.05 |
-0.01 |
59 |
38,842 |
+2 |
Jun08 |
070320 |
98.96 |
98.97 |
98.96 |
98.97 |
unch |
32 |
10,328 |
+21 |
Sep08 |
070320 |
98.88 |
98.89 |
98.88 |
98.89 |
unch |
6 |
3,085 |
+1 |
Dec08 |
070320 |
98.81 |
98.81 |
98.81 |
98.81 |
-0.01 |
0 |
673 |
+0 |
Mar09 |
070320 |
98.73 |
98.73 |
98.73 |
98.73 |
unch |
0 |
520 |
+0 |
Total Volume and Open Interest |
10,658 |
234,732 |
-97,465 |
German Euro-Bund(EUREX) |
Jun07 |
070320 |
116.13 |
116.33 |
116.02 |
116.28 |
+0.15 |
1,118,486 |
0 |
-1,523,351 |
Sep07 |
070320 |
116.16 |
116.33 |
116.14 |
116.33 |
+0.15 |
309 |
0 |
-780 |
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 |
070320 |
108.76 |
108.87 |
108.70 |
108.83 |
+0.08 |
567,892 |
0 |
-1,043,973 |
Sep07 |
070320 |
108.86 |
108.86 |
108.86 |
108.86 |
+0.07 |
|
|
|
Dec07 |
070320 |
109.00 |
109.00 |
109.00 |
109.00 |
+0.07 |
|
|
|
Total Volume and Open Interest |
567,892 |
1,047,438 |
+3,465 |
Long Gilt(LIFFE) |
Mar07 |
070320 |
107~13 |
107~15 |
107~09 |
107~12 |
-0~04 |
947 |
27,825 |
-123 |
Jun07 |
070320 |
109~04 |
109~08 |
108~28 |
109~00 |
-0~05 |
59,097 |
315,698 |
-769 |
Total Volume and Open Interest |
60,044 |
343,528 |
-892 |
3-Mth Short Sterling(LIFFE) |
Mar07 |
070320 |
94.43 |
94.43 |
94.43 |
94.43 |
-0.03 |
40,482 |
519,582 |
+5,712 |
Jun07 |
070320 |
94.27 |
94.27 |
94.27 |
94.27 |
-0.06 |
52,574 |
560,350 |
+11,419 |
Sep07 |
070320 |
94.25 |
94.25 |
94.25 |
94.25 |
-0.07 |
48,959 |
474,213 |
+3,611 |
Total Volume and Open Interest |
280,016 |
2,896,574 |
+11,353 |
3-Mth Euribor(LIFFE) |
Jun07 |
070320 |
95.930 |
95.935 |
95.920 |
95.935 |
+0.005 |
|
|
|
Sep07 |
070320 |
95.865 |
95.880 |
95.850 |
95.875 |
+0.010 |
|
|
|
Dec07 |
070320 |
95.860 |
95.880 |
95.845 |
95.870 |
+0.010 |
|
|
|
Total Volume and Open Interest |
885,486 |
4,171,661 |
+8,762 |
3-Mth Aus T-Bills(SFE) |
Jun07 |
070320 |
93.43 |
93.44 |
93.38 |
93.40 |
-0.04 |
69,549 |
425,101 |
-20,027 |
Sep07 |
070320 |
93.39 |
93.39 |
93.34 |
93.36 |
-0.03 |
64,477 |
222,606 |
-4,346 |
Dec07 |
070320 |
93.38 |
93.39 |
93.34 |
93.36 |
-0.03 |
35,284 |
127,044 |
-15,873 |
Mar08 |
070320 |
93.41 |
93.42 |
93.38 |
93.40 |
-0.03 |
6,141 |
53,990 |
-775 |
Jun08 |
070320 |
93.45 |
93.46 |
93.42 |
93.44 |
-0.02 |
3,051 |
42,885 |
+1,097 |
Sep08 |
070320 |
93.49 |
93.49 |
93.45 |
93.47 |
-0.02 |
4,829 |
25,390 |
+1,888 |
Dec08 |
070320 |
93.51 |
93.51 |
93.48 |
93.49 |
-0.03 |
3,238 |
13,779 |
-27 |
Mar09 |
070320 |
93.50 |
93.50 |
93.50 |
93.50 |
-0.03 |
786 |
5,600 |
-651 |
Jun09 |
070320 |
93.51 |
93.51 |
93.51 |
93.51 |
-0.02 |
100 |
2,029 |
+0 |
Sep09 |
070320 |
93.52 |
93.52 |
93.52 |
93.52 |
-0.02 |
0 |
362 |
+0 |
Total Volume and Open Interest |
187,455 |
918,969 |
-38,714 |
10-Year Aus T-Bonds(SFE) |
Jun07 |
070320 |
94.22 |
94.24 |
94.19 |
94.21 |
-0.03 |
40,879 |
402,624 |
-51,986 |
Sep07 |
070320 |
94.21 |
94.21 |
94.21 |
94.21 |
-0.03 |
|
|
|
Total Volume and Open Interest |
40,879 |
402,624 |
-51,986 |
3-Year Aus T-Bonds(SFE) |
Jun07 |
070320 |
93.93 |
93.94 |
93.89 |
93.91 |
-0.03 |
150,350 |
642,436 |
-49,842 |
Sep07 |
070320 |
93.91 |
93.91 |
93.91 |
93.91 |
-0.03 |
|
|
|
Total Volume and Open Interest |
150,350 |
642,436 |
-49,842 |
Gold(CMX) |
Apr07 |
070320 |
655.8 |
662.0 |
655.5 |
659.0 |
+4.7 |
39,796 |
153,682 |
-3,442 |
Jun07 |
070320 |
662.5 |
668.4 |
661.4 |
665.3 |
+4.8 |
8,179 |
90,678 |
+2,997 |
Aug07 |
070320 |
671.5 |
671.5 |
671.5 |
671.5 |
+4.7 |
381 |
8,471 |
+173 |
Oct07 |
070320 |
677.6 |
677.6 |
677.6 |
677.6 |
+4.7 |
375 |
26,833 |
+104 |
Dec07 |
070320 |
686.0 |
686.5 |
683.2 |
683.6 |
+4.7 |
603 |
53,910 |
+296 |
Feb08 |
070320 |
691.0 |
691.0 |
689.4 |
689.4 |
+4.7 |
4 |
3,871 |
-1 |
Apr08 |
070320 |
696.8 |
696.8 |
695.0 |
695.0 |
+4.7 |
75 |
6,011 |
+37 |
Jun08 |
070320 |
700.7 |
700.7 |
700.7 |
700.7 |
+4.8 |
0 |
3,210 |
+0 |
Aug08 |
070320 |
706.3 |
706.3 |
706.3 |
706.3 |
+4.8 |
0 |
740 |
+0 |
Oct08 |
070320 |
711.8 |
711.8 |
711.8 |
711.8 |
+4.8 |
0 |
500 |
+0 |
Dec08 |
070320 |
717.3 |
717.3 |
717.3 |
717.3 |
+4.8 |
0 |
6,415 |
+0 |
Total Volume and Open Interest |
49,417 |
366,994 |
+153 |
Silver(CMX) |
Mar07 |
070320 |
1328.5 |
1328.5 |
1328.5 |
1328.5 |
+13.8 |
128 |
564 |
+110 |
May07 |
070320 |
1331.0 |
1348.0 |
1330.5 |
1337.0 |
+13.7 |
11,153 |
62,644 |
+27 |
Jul07 |
070320 |
1342.0 |
1359.0 |
1342.0 |
1349.4 |
+13.8 |
967 |
17,645 |
+328 |
Sep07 |
070320 |
1361.2 |
1361.2 |
1361.2 |
1361.2 |
+13.9 |
652 |
6,739 |
+405 |
Dec07 |
070320 |
1381.0 |
1381.0 |
1375.0 |
1376.0 |
+13.9 |
131 |
14,624 |
-27 |
Mar08 |
070320 |
1389.2 |
1389.2 |
1389.2 |
1389.2 |
+13.9 |
201 |
1,907 |
+200 |
May08 |
070320 |
1397.5 |
1397.5 |
1397.5 |
1397.5 |
+13.9 |
0 |
60 |
+0 |
Total Volume and Open Interest |
13,277 |
113,459 |
+1,093 |
Platinum(NYM) |
Apr07 |
070320 |
1235.0 |
1237.7 |
1233.0 |
1235.3 |
+0.6 |
2,621 |
8,043 |
+222 |
Jul07 |
070320 |
1252.0 |
1252.0 |
1239.0 |
1243.3 |
+2.1 |
372 |
3,013 |
+245 |
Oct07 |
070320 |
1248.3 |
1248.3 |
1248.3 |
1248.3 |
+2.1 |
0 |
30 |
+0 |
Jan08 |
070320 |
1253.3 |
1253.3 |
1253.3 |
1253.3 |
+2.1 |
0 |
2 |
+0 |
Total Volume and Open Interest |
2,993 |
11,088 |
+467 |
Palladium(NYME) |
Mar07 |
070320 |
351.20 |
351.20 |
351.20 |
351.20 |
+1.40 |
0 |
7 |
+0 |
Jun07 |
070320 |
356.50 |
356.50 |
353.50 |
355.30 |
+1.20 |
233 |
14,133 |
+37 |
Sep07 |
070320 |
360.80 |
360.80 |
360.80 |
360.80 |
+1.20 |
4 |
1,046 |
+3 |
Total Volume and Open Interest |
237 |
15,317 |
+40 |
Copper(CMX) |
Mar07 |
070320 |
304.00 |
305.35 |
303.10 |
303.10 |
+1.35 |
460 |
1,606 |
-15 |
May07 |
070320 |
302.00 |
306.50 |
301.70 |
303.40 |
+1.25 |
7,947 |
42,913 |
-257 |
Jul07 |
070320 |
301.00 |
304.50 |
301.00 |
301.75 |
+0.90 |
1,218 |
13,005 |
+524 |
Sep07 |
070320 |
301.25 |
301.25 |
299.00 |
299.00 |
+0.65 |
38 |
2,419 |
+16 |
Dec07 |
070320 |
295.50 |
295.50 |
294.15 |
294.15 |
+0.80 |
3 |
2,433 |
-1 |
Total Volume and Open Interest |
9,890 |
69,734 |
+315 |
Aluminum(CMX) |
Mar07 |
070320 |
123.50 |
123.50 |
123.50 |
123.50 |
-2.00 |
1 |
4 |
+1 |
Apr07 |
070320 |
123.50 |
123.50 |
123.50 |
123.50 |
-2.00 |
0 |
59 |
+0 |
May07 |
070320 |
123.00 |
123.00 |
123.00 |
123.00 |
-2.10 |
0 |
41 |
+0 |
Jun07 |
070320 |
122.50 |
122.50 |
122.50 |
122.50 |
-2.25 |
0 |
40 |
+0 |
Jul07 |
070320 |
122.00 |
122.00 |
122.00 |
122.00 |
-2.35 |
0 |
40 |
+0 |
Aug07 |
070320 |
121.50 |
121.50 |
121.50 |
121.50 |
-2.50 |
0 |
40 |
+0 |
Total Volume and Open Interest |
1 |
488 |
+1 |
DJIA Index(CBOT) |
Mar07 |
070315 |
12160 |
12176 |
12111 |
12171 |
+19 |
7,661 |
46,766 |
-2,517 |
Jun07 |
070320 |
12310 |
12387 |
12301 |
12385 |
+56 |
2,720 |
38,262 |
+45 |
Sep07 |
070320 |
12480 |
12480 |
12480 |
12480 |
+56 |
0 |
17 |
+0 |
Dec07 |
070320 |
12579 |
12579 |
12579 |
12579 |
+56 |
1 |
9 |
+1 |
Total Volume and Open Interest |
2,721 |
38,288 |
+46 |
S & P 500(CME) |
Jun07 |
070320 |
1414.00 |
1423.80 |
1412.80 |
1423.40 |
+7.60 |
30,139 |
590,219 |
+1,957 |
Sep07 |
070320 |
1436.50 |
1436.50 |
1436.50 |
1436.50 |
+7.60 |
0 |
11,213 |
+0 |
Dec07 |
070320 |
1441.50 |
1448.00 |
1441.50 |
1448.00 |
+7.40 |
0 |
2,298 |
+0 |
Mar08 |
070320 |
1459.00 |
1459.00 |
1459.00 |
1459.00 |
+7.40 |
0 |
1,348 |
+0 |
Total Volume and Open Interest |
30,139 |
605,141 |
+1,957 |
S & P 500 E-Mini(Globex) |
Jun07 |
070320 |
1415.50 |
1424.00 |
1412.50 |
1423.50 |
+7.75 |
1,078,053 |
1,689,045 |
+6,752 |
Sep07 |
070320 |
1428.75 |
1436.50 |
1426.25 |
1436.50 |
+7.50 |
3,059 |
3,015 |
+3,015 |
Total Volume and Open Interest |
1,081,112 |
1,692,060 |
-830,514 |
NASDAQ 100(CME) |
Jun07 |
070320 |
1779.50 |
1794.00 |
1778.00 |
1792.30 |
+11.00 |
3,801 |
45,190 |
+186 |
Sep07 |
070320 |
1814.30 |
1814.30 |
1814.30 |
1814.30 |
+11.00 |
0 |
36 |
+0 |
Dec07 |
070320 |
1835.30 |
1835.30 |
1835.30 |
1835.30 |
+11.00 |
|
|
|
Total Volume and Open Interest |
3,801 |
45,226 |
+186 |
NASDAQ 100 E-Mini(Globex) |
Jun07 |
070320 |
1781.50 |
1793.80 |
1777.80 |
1792.30 |
+11.00 |
253,073 |
333,581 |
-1,469 |
Sep07 |
070320 |
1796.50 |
1814.30 |
1796.50 |
1814.30 |
+11.00 |
2 |
1 |
+1 |
Total Volume and Open Interest |
253,075 |
333,582 |
-1,468 |
S & P Midcap 400(CME) |
Jun07 |
070320 |
839.50 |
848.25 |
839.50 |
847.40 |
+7.20 |
41 |
7,342 |
-10 |
Sep07 |
070320 |
855.00 |
855.00 |
855.00 |
855.00 |
+7.20 |
|
|
|
Dec07 |
070320 |
862.60 |
862.60 |
862.60 |
862.60 |
+7.20 |
|
|
|
Total Volume and Open Interest |
41 |
7,342 |
-10 |
Russell 2000(CME) |
Jun07 |
070320 |
793.00 |
800.50 |
791.75 |
800.50 |
+6.60 |
1,056 |
32,467 |
+387 |
Sep07 |
070320 |
806.80 |
806.80 |
806.80 |
806.80 |
+6.60 |
0 |
42 |
+0 |
Dec07 |
070320 |
813.10 |
813.10 |
813.10 |
813.10 |
+6.60 |
|
|
|
Total Volume and Open Interest |
1,056 |
32,509 |
+387 |
Russell 2000 E-Mini(Globex) |
Mar07 |
070316 |
782.00 |
783.70 |
779.70 |
783.70 |
+0.70 |
34,338 |
174,584 |
-43,864 |
Jun07 |
070320 |
793.90 |
800.80 |
791.00 |
800.50 |
+6.60 |
168,523 |
402,928 |
+7,538 |
Sep07 |
070320 |
802.00 |
807.50 |
798.40 |
806.80 |
+6.60 |
113 |
97 |
+97 |
Total Volume and Open Interest |
168,636 |
403,025 |
-160,867 |
Value Line(KCBT) |
Jun07 |
070320 |
2242.00 |
2242.00 |
2242.00 |
2242.00 |
unch |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(CME) |
Jun07 |
070320 |
17110 |
17260 |
17080 |
17220 |
+105 |
|
|
|
Sep07 |
070320 |
17245 |
17245 |
17245 |
17245 |
+105 |
|
|
|
Total Volume and Open Interest |
|
|
|
Nikkei 225(SGX) |
Jun07 |
070320 |
17115 |
17215 |
17075 |
17150 |
+170 |
|
|
|
Sep07 |
070320 |
17125 |
17220 |
17125 |
17125 |
+155 |
|
|
|
Dec07 |
070320 |
17095 |
17095 |
17095 |
17095 |
+155 |
|
|
|
Total Volume and Open Interest |
69,993 |
221,930 |
-1,736 |
CAC 40(EURONEXT) |
Mar07 |
070316 |
5379.0 |
5414.0 |
5346.0 |
5386.0 |
-2.5 |
244,077 |
496,079 |
-84,383 |
Apr07 |
070320 |
5478.0 |
5525.5 |
5444.0 |
5522.0 |
+47.5 |
88,833 |
351,497 |
-24,591 |
May07 |
070320 |
5413.0 |
5482.0 |
5406.0 |
5478.0 |
+48.5 |
122 |
719 |
+107 |
Total Volume and Open Interest |
89,568 |
397,897 |
-24,314 |
Hang Seng Index(HKFE) |
Mar07 |
070320 |
19345 |
19365 |
19226 |
19266 |
+47 |
55,392 |
0 |
-112,087 |
Apr07 |
070320 |
19430 |
19430 |
19270 |
19308 |
+47 |
4,647 |
0 |
-5,984 |
Total Volume and Open Interest |
60,454 |
121,967 |
+1,556 |
DAX(EUREX) |
Jun07 |
070320 |
6732.5 |
6765.0 |
6692.5 |
6760.5 |
+32.0 |
159,110 |
246,253 |
+5,518 |
Sep07 |
070320 |
6781.5 |
6834.0 |
6766.0 |
6832.5 |
+32.0 |
708 |
4,827 |
+460 |
Dec07 |
070320 |
6870.0 |
6906.5 |
6843.5 |
6904.5 |
+32.0 |
729 |
629 |
|
Total Volume and Open Interest |
160,547 |
251,709 |
|
FT-SE 100(EURONEXT) |
Jun07 |
070320 |
6211.50 |
6239.00 |
6172.00 |
6234.00 |
+31.50 |
77,011 |
482,106 |
+162 |
Sep07 |
070320 |
6250.00 |
6268.50 |
6214.00 |
6268.50 |
+32.00 |
110 |
4,052 |
+73 |
Dec07 |
070320 |
6316.50 |
6316.50 |
6316.50 |
6316.50 |
+33.50 |
0 |
2,776 |
+0 |
Total Volume and Open Interest |
77,121 |
488,934 |
+235 |
SPI 200(SFE) |
Mar07 |
070315 |
5810.0 |
5852.0 |
5800.0 |
5846.0 |
+96.0 |
80,044 |
264,799 |
+23,899 |
Jun07 |
070320 |
5955.0 |
5969.0 |
5906.0 |
5922.0 |
+11.0 |
16,072 |
304,239 |
-17,522 |
Sep07 |
070320 |
5963.0 |
5963.0 |
5926.0 |
5926.0 |
+11.0 |
6 |
3,504 |
-22 |
Total Volume and Open Interest |
16,081 |
311,718 |
-17,544 |
GSCI(CME) |
Apr07 |
070320 |
440.45 |
440.45 |
435.60 |
436.00 |
-2.10 |
123 |
19,729 |
-1 |
May07 |
070320 |
443.50 |
443.50 |
443.50 |
443.50 |
-1.10 |
|
|
|
Jun07 |
070320 |
447.00 |
447.00 |
447.00 |
447.00 |
-1.70 |
|
|
|
Total Volume and Open Interest |
123 |
19,729 |
-1 |
Reuters CRB Index(NYBOT) |
Apr07 |
070320 |
401.50 |
402.00 |
401.00 |
401.50 |
+1.50 |
9 |
273 |
+4 |
Jun07 |
070320 |
408.00 |
408.00 |
407.00 |
407.25 |
+2.25 |
1 |
446 |
+0 |
Aug07 |
070320 |
414.00 |
414.00 |
413.50 |
413.50 |
+3.00 |
0 |
210 |
+0 |
Total Volume and Open Interest |
10 |
929 |
+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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