|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue August 09, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Aug05 |
050809 |
645.00 |
649.00 |
640.00 |
643.00 |
-17.50 |
2,311 |
1,679 |
+0 |
| Sep05 |
050809 |
645.00 |
652.00 |
640.00 |
646.25 |
-18.00 |
12,646 |
22,703 |
+0 |
| Nov05 |
050809 |
650.00 |
660.00 |
642.00 |
652.75 |
-18.00 |
74,197 |
185,636 |
+0 |
| Jan06 |
050809 |
654.00 |
664.00 |
651.00 |
657.50 |
-17.25 |
1,713 |
12,441 |
+0 |
| Mar06 |
050809 |
654.00 |
661.50 |
653.00 |
655.00 |
-16.25 |
1,565 |
11,959 |
+0 |
| May06 |
050809 |
650.00 |
659.00 |
650.00 |
653.00 |
-15.00 |
2,644 |
11,918 |
+0 |
| Jul06 |
050809 |
651.00 |
658.00 |
651.00 |
654.50 |
-13.00 |
1,170 |
6,002 |
+0 |
| Total Volume and Open Interest |
103,775 |
256,854 |
+0 |
| Soybean Meal(CBOT) |
| Aug05 |
050809 |
209.50 |
209.50 |
207.00 |
207.40 |
-4.30 |
5,035 |
4,408 |
+0 |
| Sep05 |
050809 |
205.50 |
207.00 |
203.50 |
205.50 |
-4.10 |
12,202 |
21,705 |
+0 |
| Oct05 |
050809 |
201.50 |
205.70 |
201.50 |
203.70 |
-4.10 |
5,119 |
13,341 |
+0 |
| Dec05 |
050809 |
204.00 |
207.50 |
202.50 |
205.90 |
-3.70 |
18,470 |
48,558 |
+0 |
| Jan06 |
050809 |
205.50 |
207.50 |
205.00 |
206.00 |
-3.50 |
563 |
4,552 |
+0 |
| Mar06 |
050809 |
203.00 |
207.80 |
203.00 |
206.20 |
-3.30 |
1,796 |
4,592 |
+0 |
| May06 |
050809 |
202.00 |
205.00 |
202.00 |
204.30 |
-2.90 |
1,340 |
6,636 |
+0 |
| Jul06 |
050809 |
203.00 |
204.70 |
202.50 |
202.80 |
-3.70 |
175 |
3,785 |
+0 |
| Total Volume and Open Interest |
46,205 |
109,756 |
+0 |
| Soybean Oil(CBOT) |
| Aug05 |
050809 |
23.25 |
23.25 |
22.80 |
22.80 |
-0.64 |
1,167 |
1,045 |
+0 |
| Sep05 |
050809 |
23.30 |
23.30 |
22.83 |
22.89 |
-0.60 |
15,341 |
21,626 |
+0 |
| Oct05 |
050809 |
23.25 |
23.30 |
22.95 |
22.98 |
-0.60 |
5,033 |
11,386 |
+0 |
| Dec05 |
050809 |
23.40 |
23.40 |
23.10 |
23.14 |
-0.59 |
28,939 |
77,350 |
+0 |
| Jan06 |
050809 |
23.45 |
23.45 |
23.23 |
23.23 |
-0.62 |
838 |
2,355 |
+0 |
| Mar06 |
050809 |
23.60 |
23.60 |
23.30 |
23.30 |
-0.61 |
444 |
3,741 |
+0 |
| May06 |
050809 |
23.65 |
23.65 |
23.35 |
23.35 |
-0.61 |
1,070 |
5,351 |
+0 |
| Jul06 |
050809 |
23.70 |
23.70 |
23.47 |
23.47 |
-0.50 |
135 |
1,967 |
+0 |
| Total Volume and Open Interest |
54,813 |
126,760 |
+0 |
| Canola(WCE) |
| Sep05 |
050809 |
279.5 |
279.5 |
279.5 |
279.5 |
-5.1 |
0 |
89 |
+0 |
| Nov05 |
050809 |
287.0 |
287.5 |
283.1 |
284.5 |
-4.1 |
7,764 |
40,952 |
+0 |
| Jan06 |
050809 |
295.0 |
295.0 |
291.5 |
292.7 |
-3.7 |
526 |
7,936 |
+0 |
| Mar06 |
050809 |
299.6 |
299.9 |
298.6 |
299.2 |
-4.5 |
0 |
1,119 |
+0 |
| May06 |
050809 |
306.8 |
306.8 |
306.8 |
306.8 |
-4.4 |
400 |
1,381 |
+0 |
| Total Volume and Open Interest |
8,695 |
54,429 |
+0 |
| Corn(CBOT) |
| Sep05 |
050809 |
219.50 |
221.25 |
217.50 |
218.75 |
-3.25 |
42,157 |
215,642 |
+0 |
| Dec05 |
050809 |
231.50 |
234.50 |
230.50 |
232.75 |
-3.00 |
82,393 |
394,521 |
+0 |
| Mar06 |
050809 |
241.25 |
242.75 |
239.00 |
241.00 |
-2.50 |
7,357 |
61,519 |
+0 |
| May06 |
050809 |
245.00 |
248.00 |
244.75 |
246.25 |
-2.50 |
1,583 |
12,131 |
+0 |
| Jul06 |
050809 |
249.00 |
251.75 |
248.00 |
250.00 |
-2.75 |
2,480 |
19,792 |
+0 |
| Sep06 |
050809 |
250.00 |
251.00 |
249.00 |
249.25 |
-2.25 |
161 |
4,351 |
+64 |
| Total Volume and Open Interest |
151,113 |
735,957 |
+0 |
| Wheat(CBOT) |
| Sep05 |
050809 |
319.50 |
322.50 |
318.50 |
319.50 |
-2.75 |
37,269 |
102,726 |
+0 |
| Dec05 |
050809 |
334.50 |
336.50 |
333.00 |
334.50 |
-3.00 |
34,258 |
110,809 |
+0 |
| Mar06 |
050809 |
345.00 |
348.25 |
345.00 |
346.75 |
-3.75 |
1,949 |
23,484 |
+0 |
| May06 |
050809 |
352.50 |
354.00 |
352.50 |
353.00 |
-4.00 |
9 |
778 |
+0 |
| Jul06 |
050809 |
358.00 |
359.25 |
355.50 |
358.25 |
-2.00 |
809 |
8,758 |
+0 |
| Total Volume and Open Interest |
75,663 |
247,268 |
+0 |
| Wheat(KCBT) |
| Sep05 |
050809 |
335.00 |
335.25 |
333.00 |
334.25 |
-2.00 |
10,375 |
37,706 |
+0 |
| Dec05 |
050809 |
345.00 |
345.50 |
343.00 |
343.75 |
-3.25 |
10,001 |
37,444 |
+0 |
| Mar06 |
050809 |
351.50 |
352.50 |
349.00 |
350.25 |
-2.75 |
1,434 |
13,453 |
+0 |
| May06 |
050809 |
354.00 |
355.50 |
354.00 |
354.00 |
-1.00 |
149 |
1,027 |
+0 |
| Jul06 |
050809 |
356.50 |
359.50 |
356.50 |
357.50 |
-1.75 |
1,364 |
3,256 |
+0 |
| Total Volume and Open Interest |
23,323 |
92,943 |
+0 |
| Wheat(MGE) |
| Sep05 |
050809 |
342.00 |
343.00 |
336.50 |
337.25 |
-7.00 |
2,180 |
10,966 |
+0 |
| Dec05 |
050809 |
350.50 |
350.50 |
346.00 |
346.75 |
-5.00 |
2,148 |
13,134 |
+0 |
| Mar06 |
050809 |
359.00 |
359.00 |
355.50 |
356.00 |
-3.50 |
596 |
3,446 |
+0 |
| May06 |
050809 |
365.00 |
365.00 |
363.00 |
363.00 |
-2.50 |
125 |
476 |
+0 |
| Jul06 |
050809 |
370.00 |
370.25 |
370.00 |
370.00 |
-2.00 |
1 |
10 |
+0 |
| Total Volume and Open Interest |
5,050 |
28,125 |
+0 |
| Oats(CBOT) |
| Sep05 |
050809 |
159.25 |
159.50 |
157.50 |
159.25 |
+0.25 |
469 |
1,342 |
+0 |
| Dec05 |
050809 |
168.00 |
168.50 |
166.50 |
168.00 |
unch |
775 |
5,961 |
+0 |
| Mar06 |
050809 |
171.00 |
171.00 |
171.00 |
171.00 |
-1.50 |
0 |
75 |
+0 |
| May06 |
050809 |
172.50 |
172.50 |
172.50 |
172.50 |
-2.50 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,283 |
7,382 |
+0 |
| Rough Rice(CBOT) |
| Sep05 |
050809 |
6.86 |
6.95 |
6.79 |
6.92 |
+0.06 |
408 |
4,637 |
+0 |
| Nov05 |
050809 |
7.06 |
7.18 |
7.01 |
7.15 |
+0.07 |
114 |
2,012 |
+31 |
| Jan06 |
050809 |
7.35 |
7.35 |
7.32 |
7.32 |
+0.08 |
9 |
627 |
+0 |
| Mar06 |
050809 |
7.50 |
7.51 |
7.49 |
7.49 |
+0.09 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
761 |
7,334 |
+0 |
| Live Cattle(CME) |
| Aug05 |
050809 |
80.000 |
80.225 |
79.750 |
79.925 |
+0.125 |
4,002 |
0 |
-10,478 |
| Oct05 |
050809 |
81.050 |
81.300 |
80.575 |
80.650 |
-0.075 |
7,721 |
0 |
-80,037 |
| Dec05 |
050809 |
83.800 |
84.150 |
83.500 |
83.625 |
-0.125 |
2,892 |
0 |
-21,432 |
| Feb06 |
050809 |
86.000 |
86.350 |
85.850 |
85.975 |
-0.200 |
462 |
0 |
-13,548 |
| Apr06 |
050809 |
84.500 |
84.750 |
84.150 |
84.425 |
-0.125 |
98 |
0 |
-3,591 |
| Jun06 |
050809 |
80.200 |
80.350 |
79.600 |
79.600 |
-0.300 |
79 |
0 |
-1,863 |
| Total Volume and Open Interest |
17,009 |
131,181 |
+0 |
| Feeder Cattle(CME) |
| Aug05 |
050809 |
110.000 |
110.000 |
108.850 |
109.100 |
-0.400 |
915 |
0 |
-6,985 |
| Sep05 |
050809 |
107.250 |
107.700 |
106.850 |
106.975 |
-0.100 |
1,362 |
0 |
-6,472 |
| Oct05 |
050809 |
106.650 |
107.125 |
106.000 |
106.150 |
-0.325 |
1,603 |
0 |
-9,841 |
| Nov05 |
050809 |
105.000 |
105.400 |
104.550 |
104.800 |
-0.200 |
169 |
0 |
-2,569 |
| Jan06 |
050809 |
102.300 |
102.700 |
102.000 |
102.000 |
-0.300 |
118 |
0 |
-1,107 |
| Mar06 |
050809 |
99.350 |
99.500 |
99.350 |
99.400 |
+0.200 |
6 |
0 |
-261 |
| Apr06 |
050809 |
98.500 |
98.500 |
98.500 |
98.500 |
-0.100 |
1 |
0 |
-172 |
| Total Volume and Open Interest |
6,534 |
27,439 |
+0 |
| Lean Hogs(CME) |
| Aug05 |
050809 |
69.500 |
69.800 |
69.275 |
69.675 |
+0.100 |
3,695 |
0 |
-9,160 |
| Oct05 |
050809 |
59.500 |
60.150 |
58.900 |
59.225 |
-0.225 |
7,833 |
0 |
-60,386 |
| Dec05 |
050809 |
57.950 |
58.200 |
57.500 |
57.550 |
-0.375 |
1,462 |
0 |
-15,837 |
| Feb06 |
050809 |
59.450 |
59.700 |
59.250 |
59.600 |
-0.150 |
508 |
0 |
-6,749 |
| Apr06 |
050809 |
59.350 |
59.350 |
58.700 |
58.850 |
-0.900 |
93 |
0 |
-2,211 |
| May06 |
050809 |
60.725 |
60.725 |
60.500 |
60.575 |
-0.425 |
3 |
0 |
-696 |
| Jun06 |
050809 |
62.600 |
62.600 |
62.400 |
62.425 |
-0.575 |
20 |
0 |
-748 |
| Jul06 |
050809 |
59.600 |
59.600 |
59.450 |
59.450 |
-0.550 |
5 |
0 |
-256 |
| Total Volume and Open Interest |
12,614 |
96,143 |
+0 |
| Pork Bellies(CME) |
| Aug05 |
050809 |
66.600 |
69.200 |
66.600 |
67.525 |
-0.425 |
318 |
0 |
-679 |
| Feb06 |
050809 |
83.700 |
85.300 |
82.950 |
82.950 |
-0.650 |
182 |
0 |
-1,189 |
| Mar06 |
050809 |
82.600 |
82.600 |
82.600 |
82.600 |
-0.450 |
|
|
|
| May06 |
050809 |
85.400 |
85.400 |
85.400 |
85.400 |
|
|
|
|
| Class III Milk(CME) |
| Aug05 |
050809 |
13.45 |
13.45 |
13.45 |
13.45 |
-0.05 |
45 |
0 |
-3,101 |
| Sep05 |
050809 |
13.90 |
13.95 |
13.80 |
13.93 |
-0.01 |
215 |
0 |
-3,733 |
| Oct05 |
050809 |
13.95 |
14.03 |
13.95 |
14.00 |
-0.01 |
72 |
0 |
-2,512 |
| Nov05 |
050809 |
13.45 |
13.52 |
13.45 |
13.52 |
+0.05 |
30 |
0 |
-1,732 |
| Dec05 |
050809 |
13.38 |
13.40 |
13.38 |
13.40 |
unch |
24 |
0 |
-1,597 |
| Total Volume and Open Interest |
215 |
19,944 |
+0 |
| Cocoa(NYBOT) |
| Sep05 |
050809 |
1425 |
1425 |
1398 |
1402 |
-28 |
7,653 |
33,411 |
+0 |
| Dec05 |
050809 |
1460 |
1462 |
1435 |
1438 |
-30 |
4,897 |
34,257 |
+0 |
| Mar06 |
050809 |
1493 |
1493 |
1470 |
1470 |
-30 |
242 |
23,202 |
+0 |
| May06 |
050809 |
1489 |
1489 |
1489 |
1489 |
-31 |
139 |
5,894 |
+0 |
| Jul06 |
050809 |
1533 |
1533 |
1507 |
1507 |
-31 |
140 |
8,089 |
+0 |
| Sep06 |
050809 |
1527 |
1527 |
1527 |
1527 |
-28 |
6 |
9,494 |
+0 |
| Dec06 |
050809 |
1570 |
1570 |
1550 |
1550 |
-28 |
311 |
4,740 |
+0 |
| Total Volume and Open Interest |
13,388 |
124,689 |
+0 |
| Coffee "C"(NYBOT) |
| Sep05 |
050809 |
102.50 |
103.60 |
101.55 |
102.60 |
+0.30 |
8,533 |
51,318 |
+0 |
| Dec05 |
050809 |
106.50 |
108.10 |
106.00 |
107.35 |
+0.40 |
6,029 |
28,918 |
+0 |
| Mar06 |
050809 |
110.15 |
111.25 |
109.75 |
111.20 |
+0.35 |
139 |
7,914 |
+0 |
| May06 |
050809 |
112.50 |
113.50 |
112.50 |
113.15 |
+0.40 |
105 |
2,180 |
+0 |
| Jul06 |
050809 |
115.05 |
115.05 |
115.05 |
115.05 |
+0.40 |
17 |
1,975 |
+0 |
| Sep06 |
050809 |
117.00 |
117.00 |
116.95 |
116.95 |
+0.40 |
2 |
758 |
+0 |
| Total Volume and Open Interest |
14,846 |
93,696 |
+0 |
| Orange Juice(NYBOT) |
| Sep05 |
050809 |
97.60 |
97.60 |
91.00 |
91.60 |
-5.90 |
1,630 |
17,940 |
+0 |
| Nov05 |
050809 |
100.40 |
100.40 |
95.40 |
96.45 |
-3.95 |
550 |
11,557 |
+0 |
| Jan06 |
050809 |
100.25 |
100.25 |
98.00 |
98.00 |
-3.90 |
42 |
739 |
+0 |
| Mar06 |
050809 |
101.25 |
101.25 |
101.25 |
101.25 |
-2.15 |
0 |
1,041 |
+0 |
| May06 |
050809 |
101.25 |
101.25 |
101.25 |
101.25 |
-3.65 |
0 |
38 |
+0 |
| Total Volume and Open Interest |
2,222 |
31,348 |
+0 |
| Sugar #11(NYBOT) |
| Oct05 |
050809 |
10.15 |
10.15 |
9.80 |
9.92 |
-0.18 |
28,632 |
310,065 |
+0 |
| Mar06 |
050809 |
10.24 |
10.24 |
9.98 |
10.08 |
-0.13 |
12,855 |
99,722 |
+0 |
| May06 |
050809 |
9.95 |
9.98 |
9.75 |
9.83 |
-0.12 |
2,290 |
35,922 |
+0 |
| Jul06 |
050809 |
9.69 |
9.69 |
9.45 |
9.57 |
-0.12 |
3,772 |
22,132 |
+0 |
| Oct06 |
050809 |
9.54 |
9.55 |
9.38 |
9.44 |
-0.12 |
2,043 |
13,931 |
+0 |
| Total Volume and Open Interest |
50,590 |
488,880 |
+0 |
| Sugar #14(NYBOT) |
| Sep05 |
050808 |
22.25 |
22.25 |
22.25 |
22.25 |
-0.10 |
889 |
385 |
-721 |
| Nov05 |
050809 |
20.60 |
20.60 |
20.56 |
20.56 |
-0.03 |
203 |
4,141 |
+0 |
| Jan06 |
050809 |
20.51 |
20.51 |
20.50 |
20.50 |
+0.01 |
28 |
1,274 |
+0 |
| Mar06 |
050809 |
20.56 |
20.56 |
20.56 |
20.56 |
unch |
20 |
1,361 |
+0 |
| May06 |
050809 |
20.78 |
20.78 |
20.78 |
20.78 |
unch |
2 |
1,313 |
+0 |
| Total Volume and Open Interest |
1,144 |
10,265 |
+0 |
| London Cocoa(LCE) |
| Sep05 |
050809 |
832 |
840 |
826 |
827 |
-11 |
2,186 |
0 |
-44,958 |
| Dec05 |
050809 |
853 |
859 |
847 |
848 |
-8 |
1,832 |
0 |
-67,400 |
| Mar06 |
050809 |
876 |
879 |
869 |
869 |
-7 |
3,129 |
0 |
-27,968 |
| May06 |
050809 |
889 |
892 |
882 |
882 |
-7 |
176 |
0 |
-10,124 |
| Jul06 |
050809 |
900 |
905 |
896 |
896 |
-7 |
410 |
0 |
-18,194 |
| Sep06 |
050809 |
920 |
920 |
910 |
910 |
-7 |
22 |
0 |
-10,461 |
| Dec06 |
050809 |
928 |
930 |
922 |
922 |
-7 |
15 |
0 |
-11,407 |
| Total Volume and Open Interest |
7,752 |
192,489 |
+0 |
| London Coffee(LCE) |
| Sep05 |
050809 |
1090.00 |
1100.00 |
1081.00 |
1085.00 |
-10.00 |
3,454 |
0 |
-65,708 |
| Nov05 |
050809 |
1117.00 |
1128.00 |
1111.00 |
1115.00 |
-10.00 |
2,563 |
0 |
-55,144 |
| Jan06 |
050809 |
1125.00 |
1148.00 |
1125.00 |
1136.00 |
-10.00 |
904 |
0 |
-27,340 |
| Mar06 |
050809 |
1161.00 |
1167.00 |
1153.00 |
1154.00 |
-10.00 |
243 |
0 |
-24,768 |
| May06 |
050809 |
1171.00 |
1183.00 |
1170.00 |
1171.00 |
-10.00 |
161 |
0 |
-3,370 |
| Jul06 |
050809 |
1185.00 |
1185.00 |
1185.00 |
1185.00 |
-10.00 |
4 |
0 |
-2,600 |
| Total Volume and Open Interest |
5,743 |
179,457 |
+0 |
| London Sugar(LCE) |
| Aug05 |
050715 |
311.00 |
317.00 |
309.00 |
317.00 |
+3.00 |
2,637 |
2,310 |
-881 |
| Oct05 |
050809 |
288.80 |
290.50 |
285.00 |
285.50 |
-3.00 |
1,748 |
0 |
-22,603 |
| Dec05 |
050809 |
279.40 |
281.50 |
276.10 |
276.50 |
-2.50 |
490 |
0 |
-7,281 |
| Mar06 |
050809 |
279.90 |
282.00 |
277.00 |
277.50 |
-2.00 |
744 |
0 |
-5,646 |
| May06 |
050809 |
280.00 |
280.50 |
276.00 |
276.50 |
-1.80 |
127 |
0 |
-1,841 |
| Total Volume and Open Interest |
3,194 |
42,776 |
+0 |
| Cotton(NYBOT) |
| Oct05 |
050809 |
49.25 |
49.50 |
49.15 |
49.15 |
-0.27 |
384 |
5,642 |
+0 |
| Dec05 |
050809 |
51.20 |
51.45 |
51.00 |
51.14 |
-0.11 |
6,253 |
73,729 |
+0 |
| Mar06 |
050809 |
53.15 |
53.40 |
52.96 |
53.25 |
-0.03 |
667 |
10,982 |
+0 |
| May06 |
050809 |
54.20 |
54.20 |
54.20 |
54.20 |
unch |
109 |
1,415 |
+0 |
| Jul06 |
050809 |
55.00 |
55.20 |
54.90 |
55.20 |
unch |
0 |
1,818 |
+0 |
| Oct06 |
050809 |
56.45 |
56.45 |
56.45 |
56.45 |
unch |
|
|
|
| Total Volume and Open Interest |
7,413 |
94,052 |
+0 |
| Lumber(CME) |
| Sep05 |
050809 |
292.7 |
300.0 |
291.0 |
298.1 |
+7.4 |
370 |
0 |
-2,712 |
| Nov05 |
050809 |
291.1 |
299.5 |
291.1 |
295.6 |
+5.0 |
157 |
0 |
-1,256 |
| Jan06 |
050809 |
305.9 |
308.9 |
305.9 |
308.9 |
+2.4 |
66 |
0 |
-117 |
| Mar06 |
050809 |
310.7 |
313.0 |
310.5 |
313.0 |
+0.9 |
1 |
0 |
-12 |
| Total Volume and Open Interest |
1,028 |
4,102 |
+0 |
| Crude Oil(NYM) |
| Sep05 |
050809 |
63.60 |
63.90 |
63.00 |
63.07 |
-0.87 |
103,856 |
191,412 |
+0 |
| Oct05 |
050809 |
64.50 |
64.85 |
64.05 |
64.16 |
-0.74 |
73,270 |
146,164 |
+0 |
| Nov05 |
050809 |
65.19 |
65.50 |
64.70 |
64.91 |
-0.59 |
17,125 |
48,751 |
+0 |
| Dec05 |
050809 |
65.55 |
65.85 |
65.10 |
65.29 |
-0.58 |
16,043 |
90,111 |
+0 |
| Jan06 |
050809 |
65.80 |
66.10 |
65.50 |
65.57 |
-0.56 |
3,167 |
36,285 |
+0 |
| Feb06 |
050809 |
65.80 |
66.10 |
65.50 |
65.71 |
-0.55 |
1,382 |
14,004 |
+0 |
| Mar06 |
050809 |
66.10 |
66.10 |
65.65 |
65.71 |
-0.54 |
1,439 |
17,545 |
+0 |
| Apr06 |
050809 |
65.60 |
65.80 |
65.59 |
65.59 |
-0.53 |
920 |
10,453 |
+0 |
| May06 |
050809 |
65.44 |
65.44 |
65.44 |
65.44 |
-0.52 |
233 |
9,585 |
+0 |
| Jun06 |
050809 |
65.30 |
65.50 |
65.20 |
65.27 |
-0.51 |
1,956 |
34,217 |
+0 |
| Jul06 |
050809 |
65.07 |
65.07 |
65.07 |
65.07 |
-0.51 |
47 |
7,366 |
+0 |
| Aug06 |
050809 |
64.87 |
64.87 |
64.87 |
64.87 |
-0.51 |
27 |
3,992 |
+0 |
| Sep06 |
050809 |
64.85 |
64.85 |
64.66 |
64.66 |
-0.51 |
252 |
7,942 |
+0 |
| Oct06 |
050809 |
64.46 |
64.46 |
64.46 |
64.46 |
-0.51 |
95 |
3,716 |
+0 |
| Nov06 |
050809 |
64.25 |
64.25 |
64.25 |
64.25 |
-0.51 |
55 |
4,062 |
+0 |
| Dec06 |
050809 |
64.00 |
64.04 |
63.70 |
64.04 |
-0.51 |
6,931 |
57,542 |
+0 |
| Total Volume and Open Interest |
240,416 |
860,802 |
+0 |
| Heating Oil(NYM) |
| Sep05 |
050809 |
179.00 |
180.50 |
177.20 |
177.66 |
-1.28 |
26,382 |
60,091 |
+0 |
| Oct05 |
050809 |
182.25 |
183.90 |
181.10 |
181.40 |
-1.51 |
17,398 |
31,597 |
+0 |
| Nov05 |
050809 |
185.40 |
186.80 |
184.25 |
184.25 |
-1.66 |
2,595 |
13,758 |
+0 |
| Dec05 |
050809 |
187.50 |
188.75 |
186.50 |
186.50 |
-1.71 |
1,063 |
19,609 |
+0 |
| Jan06 |
050809 |
189.75 |
190.40 |
188.40 |
188.40 |
-1.71 |
394 |
14,912 |
+0 |
| Feb06 |
050809 |
190.60 |
191.50 |
189.20 |
189.20 |
-1.71 |
25 |
11,391 |
+0 |
| Mar06 |
050809 |
189.60 |
190.80 |
188.05 |
188.05 |
-1.71 |
16 |
7,834 |
+0 |
| Apr06 |
050809 |
186.00 |
187.30 |
184.35 |
184.35 |
-1.76 |
75 |
5,159 |
+0 |
| May06 |
050809 |
182.55 |
184.00 |
180.80 |
180.80 |
-1.76 |
4 |
1,902 |
+0 |
| Jun06 |
050809 |
181.00 |
182.00 |
178.45 |
178.45 |
-1.81 |
206 |
4,716 |
+0 |
| Jul06 |
050809 |
181.40 |
181.40 |
178.80 |
178.80 |
-1.81 |
5 |
1,416 |
+0 |
| Aug06 |
050809 |
182.20 |
182.20 |
179.90 |
179.90 |
-1.81 |
0 |
347 |
+0 |
| Total Volume and Open Interest |
48,164 |
175,946 |
-5 |
| Unleaded Gas(NYM) |
| Sep05 |
050809 |
184.70 |
185.00 |
181.60 |
182.24 |
-3.46 |
27,146 |
74,968 |
+0 |
| Oct05 |
050809 |
177.20 |
178.00 |
175.00 |
175.74 |
-2.97 |
17,083 |
28,400 |
+0 |
| Nov05 |
050809 |
174.00 |
174.40 |
172.00 |
173.09 |
-1.82 |
5,000 |
11,678 |
+0 |
| Dec05 |
050809 |
173.00 |
173.50 |
170.50 |
171.49 |
-1.72 |
2,074 |
15,085 |
+0 |
| Jan06 |
050809 |
174.00 |
174.00 |
171.70 |
172.09 |
-1.82 |
539 |
7,460 |
+0 |
| Feb06 |
050809 |
173.39 |
173.39 |
173.39 |
173.39 |
-1.82 |
501 |
4,596 |
+0 |
| Mar06 |
050809 |
176.60 |
176.60 |
174.74 |
174.74 |
-1.87 |
471 |
1,404 |
+0 |
| Apr06 |
050809 |
186.04 |
186.04 |
186.04 |
186.04 |
-1.87 |
250 |
4,057 |
+0 |
| May06 |
050809 |
187.70 |
187.70 |
187.54 |
187.54 |
-1.87 |
190 |
2,948 |
+0 |
| Jun06 |
050809 |
187.94 |
187.94 |
187.94 |
187.94 |
-1.87 |
0 |
779 |
+0 |
| Jul06 |
050809 |
187.54 |
187.54 |
187.54 |
187.54 |
-1.87 |
95 |
456 |
+0 |
| Aug06 |
050809 |
186.54 |
186.54 |
186.54 |
186.54 |
-1.87 |
1 |
151 |
+1 |
| Total Volume and Open Interest |
53,350 |
151,982 |
+0 |
| Natural Gas(NYM) |
| Sep05 |
050809 |
8.590 |
8.680 |
8.530 |
8.649 |
-0.035 |
30,666 |
83,171 |
+0 |
| Oct05 |
050809 |
8.640 |
8.720 |
8.590 |
8.684 |
-0.048 |
24,219 |
66,871 |
+0 |
| Nov05 |
050809 |
9.120 |
9.180 |
9.080 |
9.169 |
-0.023 |
9,685 |
39,962 |
+0 |
| Dec05 |
050809 |
9.550 |
9.599 |
9.500 |
9.599 |
-0.013 |
3,607 |
33,299 |
+0 |
| Jan06 |
050809 |
9.865 |
9.904 |
9.800 |
9.904 |
-0.013 |
2,607 |
32,996 |
+0 |
| Feb06 |
050809 |
9.840 |
9.910 |
9.800 |
9.894 |
-0.013 |
1,687 |
20,108 |
+0 |
| Mar06 |
050809 |
9.660 |
9.720 |
9.590 |
9.704 |
-0.013 |
8,189 |
38,032 |
+0 |
| Apr06 |
050809 |
8.380 |
8.394 |
8.330 |
8.394 |
+0.002 |
4,173 |
20,480 |
+0 |
| May06 |
050809 |
8.152 |
8.199 |
8.140 |
8.199 |
+0.007 |
1,241 |
19,420 |
+0 |
| Jun06 |
050809 |
8.185 |
8.231 |
8.185 |
8.231 |
+0.006 |
368 |
7,234 |
+0 |
| Jul06 |
050809 |
8.260 |
8.277 |
8.232 |
8.277 |
+0.005 |
213 |
11,742 |
+0 |
| Aug06 |
050809 |
8.290 |
8.317 |
8.260 |
8.317 |
+0.005 |
218 |
9,834 |
+0 |
| Sep06 |
050809 |
8.290 |
8.297 |
8.270 |
8.297 |
+0.005 |
179 |
8,837 |
+0 |
| Oct06 |
050809 |
8.320 |
8.327 |
8.300 |
8.327 |
+0.005 |
1,973 |
19,185 |
+0 |
| Nov06 |
050809 |
8.660 |
8.682 |
8.650 |
8.682 |
+0.010 |
1,182 |
8,919 |
+0 |
| Dec06 |
050809 |
8.960 |
9.012 |
8.960 |
9.012 |
+0.020 |
646 |
8,838 |
+0 |
| Total Volume and Open Interest |
93,087 |
523,609 |
+0 |
| Brent Crude Oil(ICE) |
| Sep05 |
050809 |
62.75 |
63.06 |
61.24 |
61.98 |
-0.72 |
61,178 |
0 |
-63,572 |
| Oct05 |
050809 |
63.27 |
63.62 |
61.84 |
62.58 |
-0.69 |
47,879 |
0 |
-118,881 |
| Nov05 |
050809 |
63.98 |
64.02 |
63.17 |
63.27 |
-0.60 |
20,708 |
0 |
-43,088 |
| Dec05 |
050809 |
64.41 |
64.45 |
63.27 |
63.27 |
-0.99 |
14,108 |
0 |
-37,334 |
| Jan06 |
050809 |
64.23 |
64.52 |
63.94 |
63.94 |
-0.61 |
2,643 |
0 |
-23,275 |
| Feb06 |
050809 |
64.87 |
64.87 |
64.09 |
64.09 |
-0.64 |
397 |
0 |
-8,304 |
| Mar06 |
050809 |
64.84 |
64.84 |
64.05 |
64.05 |
-0.72 |
129 |
0 |
-5,938 |
| Apr06 |
050809 |
64.18 |
64.40 |
63.92 |
63.92 |
-0.76 |
10 |
0 |
-3,965 |
| May06 |
050809 |
64.15 |
64.15 |
63.78 |
63.78 |
-0.76 |
|
|
|
| Jun06 |
050809 |
64.23 |
64.23 |
63.64 |
63.64 |
-0.76 |
855 |
0 |
-16,756 |
| Jul06 |
050809 |
63.78 |
63.78 |
63.49 |
63.49 |
-0.73 |
|
|
|
| Aug06 |
050809 |
63.59 |
63.76 |
63.33 |
63.33 |
-0.71 |
100 |
0 |
-203 |
| Sep06 |
050809 |
63.59 |
63.59 |
63.17 |
63.17 |
-0.69 |
100 |
0 |
-2,250 |
| Oct06 |
050809 |
63.01 |
63.01 |
63.01 |
63.01 |
-0.67 |
|
|
|
| Total Volume and Open Interest |
153,160 |
376,524 |
+0 |
| Gas Oil(ICE) |
| Aug05 |
050809 |
560.00 |
561.50 |
553.00 |
558.50 |
unch |
12,549 |
14,913 |
-1,482 |
| Sep05 |
050809 |
567.75 |
570.00 |
562.00 |
566.75 |
+1.00 |
18,012 |
65,921 |
+857 |
| Oct05 |
050809 |
575.25 |
577.25 |
570.25 |
575.00 |
+1.50 |
7,835 |
28,214 |
+2,774 |
| Nov05 |
050809 |
579.00 |
581.00 |
574.50 |
579.00 |
+1.75 |
1,422 |
15,999 |
+706 |
| Dec05 |
050809 |
582.75 |
583.75 |
578.50 |
582.25 |
+1.25 |
2,433 |
28,940 |
+242 |
| Jan06 |
050809 |
584.75 |
584.75 |
579.00 |
584.00 |
+1.25 |
407 |
17,498 |
-18 |
| Feb06 |
050809 |
585.25 |
585.25 |
578.00 |
584.50 |
+1.00 |
105 |
9,415 |
+103 |
| Mar06 |
050809 |
581.75 |
583.25 |
581.75 |
583.25 |
+0.50 |
0 |
8,769 |
+0 |
| Apr06 |
050809 |
582.00 |
582.00 |
582.00 |
582.00 |
unch |
0 |
4,156 |
+0 |
| May06 |
050809 |
580.75 |
580.75 |
580.75 |
580.75 |
-0.50 |
0 |
1,040 |
+0 |
| Total Volume and Open Interest |
44,063 |
231,391 |
+2,746 |
| US Dollar Index(NYBOT) |
| Sep05 |
050809 |
87.87 |
88.07 |
87.54 |
87.80 |
-0.02 |
2,500 |
23,621 |
+0 |
| Dec05 |
050809 |
87.79 |
87.79 |
87.55 |
87.55 |
-0.02 |
35 |
2,263 |
+0 |
| Mar06 |
050809 |
87.35 |
87.35 |
87.35 |
87.35 |
-0.02 |
0 |
11 |
+0 |
| Total Volume and Open Interest |
2,535 |
25,895 |
+0 |
| Australian Dollar(CME) |
| Sep05 |
050809 |
75.97 |
75.97 |
75.66 |
75.88 |
-0.47 |
576 |
0 |
-74,429 |
| Dec05 |
050809 |
75.58 |
75.58 |
75.56 |
75.56 |
-0.47 |
1 |
0 |
-450 |
| Mar06 |
050809 |
75.31 |
75.31 |
75.31 |
75.31 |
-0.47 |
|
|
|
| Total Volume and Open Interest |
14,092 |
74,899 |
+0 |
| British Pound(CME) |
| Sep05 |
050809 |
178.22 |
178.55 |
178.08 |
178.42 |
-0.08 |
275 |
0 |
-72,411 |
| Dec05 |
050809 |
178.00 |
178.27 |
177.95 |
178.27 |
-0.08 |
2 |
0 |
-203 |
| Mar06 |
050809 |
178.12 |
178.12 |
178.12 |
178.12 |
-0.08 |
|
|
|
| Total Volume and Open Interest |
29,036 |
72,619 |
+0 |
| Canadian Dollar(CME) |
| Sep05 |
050809 |
82.43 |
82.58 |
82.29 |
82.47 |
-0.02 |
2,137 |
0 |
-86,446 |
| Dec05 |
050809 |
82.65 |
82.70 |
82.58 |
82.70 |
-0.02 |
36 |
0 |
-3,903 |
| Mar06 |
050809 |
82.91 |
82.93 |
82.91 |
82.93 |
-0.02 |
|
|
|
| Jun06 |
050809 |
83.16 |
83.16 |
83.16 |
83.16 |
-0.02 |
|
|
|
| Total Volume and Open Interest |
29,304 |
90,822 |
+0 |
| Japanese Yen(CME) |
| Sep05 |
050809 |
89.54 |
89.76 |
89.45 |
89.68 |
+0.07 |
1,214 |
0 |
-156,839 |
| Dec05 |
050809 |
90.52 |
90.58 |
90.52 |
90.58 |
+0.07 |
3 |
0 |
-20,495 |
| Mar06 |
050809 |
91.41 |
91.48 |
91.41 |
91.48 |
+0.07 |
2 |
0 |
-80 |
| Total Volume and Open Interest |
56,880 |
177,444 |
+0 |
| Swiss Franc(CME) |
| Sep05 |
050809 |
79.69 |
79.72 |
79.42 |
79.64 |
+0.01 |
402 |
0 |
-68,697 |
| Dec05 |
050809 |
80.25 |
80.25 |
80.25 |
80.25 |
+0.01 |
1 |
0 |
-233 |
| Mar06 |
050809 |
80.90 |
80.90 |
80.90 |
80.90 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
23,693 |
68,968 |
+0 |
| EuroFX(CME) |
| Sep05 |
050809 |
123.83 |
124.03 |
123.51 |
123.88 |
+0.05 |
64,675 |
0 |
-144,610 |
| Dec05 |
050809 |
124.31 |
124.44 |
124.15 |
124.44 |
+0.05 |
266 |
0 |
-2,283 |
| Mar06 |
050809 |
125.03 |
125.03 |
125.03 |
125.03 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
148,922 |
147,631 |
+0 |
| Mexican Peso(CME) |
| Sep05 |
050809 |
9305.0 |
9352.0 |
9295.0 |
9342.0 |
+17.0 |
1,654 |
0 |
-92,226 |
| Dec05 |
050809 |
9195.0 |
9220.0 |
9195.0 |
9212.0 |
+17.0 |
234 |
0 |
-1,134 |
| Total Volume and Open Interest |
5,116 |
93,959 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Sep05 |
050809 |
113~29 |
114~10 |
113~24 |
114~08 |
+0~10 |
313,198 |
539,738 |
+0 |
| Dec05 |
050809 |
113~19 |
113~28 |
113~11 |
113~27 |
+0~10 |
2,782 |
21,025 |
+0 |
| Mar06 |
050809 |
113~13 |
113~17 |
113~06 |
113~16 |
+0~10 |
12 |
101 |
+0 |
| Total Volume and Open Interest |
333,476 |
560,865 |
+0 |
| 10-Year T-Notes(CBOT) |
| Sep05 |
050809 |
109~295 |
110~075 |
109~245 |
110~060 |
+0~075 |
934,109 |
1,758,398 |
+0 |
| Dec05 |
050809 |
109~055 |
109~170 |
109~015 |
109~150 |
+0~075 |
14,518 |
218,924 |
+0 |
| Total Volume and Open Interest |
984,567 |
1,978,752 |
+0 |
| 5-Year T-Notes(CBOT) |
| Sep05 |
050809 |
106~205 |
106~275 |
106~200 |
106~265 |
+0~050 |
16,151 |
1,356,687 |
+1,356,687 |
| Dec05 |
050809 |
106~145 |
106~180 |
106~145 |
106~180 |
+0~050 |
3,078 |
110,127 |
+110,127 |
| Mar06 |
050809 |
106~105 |
106~105 |
106~105 |
106~105 |
+0~050 |
|
|
|
| Total Volume and Open Interest |
604,327 |
1,466,814 |
+1,466,814 |
| 2 Year T-Notes(CBOT) |
| Sep05 |
050809 |
102~125 |
103~008 |
102~125 |
103~008 |
+0~006 |
2,810 |
362,568 |
+0 |
| Dec05 |
050809 |
102~104 |
102~112 |
102~104 |
102~112 |
+0~006 |
0 |
1,171 |
+0 |
| Total Volume and Open Interest |
63,849 |
363,739 |
+0 |
| Eurodollars(CME) |
| Sep05 |
050809 |
95.990 |
96.005 |
95.990 |
96.000 |
unch |
132,000 |
0 |
-1,153,349 |
| Dec05 |
050809 |
95.640 |
95.685 |
95.640 |
95.675 |
+0.025 |
153,000 |
0 |
-1,023,756 |
| Mar06 |
050809 |
95.495 |
95.555 |
95.490 |
95.540 |
+0.030 |
168,000 |
0 |
-1,153,571 |
| Jun06 |
050809 |
95.410 |
95.475 |
95.405 |
95.460 |
+0.035 |
161,000 |
0 |
-874,376 |
| Sep06 |
050809 |
95.350 |
95.420 |
95.340 |
95.400 |
+0.035 |
271,468 |
722,185 |
+18,820 |
| Dec06 |
050809 |
95.305 |
95.360 |
95.300 |
95.355 |
+0.035 |
26,366 |
559,796 |
-359 |
| Mar07 |
050809 |
95.290 |
95.340 |
95.290 |
95.340 |
+0.030 |
47,000 |
0 |
-419,382 |
| Jun07 |
050809 |
95.275 |
95.320 |
95.270 |
95.315 |
+0.025 |
32,000 |
0 |
-309,969 |
| Sep07 |
050809 |
95.265 |
95.300 |
95.255 |
95.300 |
+0.030 |
10,000 |
0 |
-218,776 |
| Dec07 |
050809 |
95.235 |
95.270 |
95.220 |
95.270 |
+0.030 |
11,000 |
0 |
-222,857 |
| Mar08 |
050809 |
95.230 |
95.265 |
95.215 |
95.265 |
+0.030 |
7,949 |
0 |
-185,199 |
| Jun08 |
050809 |
95.210 |
95.255 |
95.200 |
95.250 |
+0.030 |
6,571 |
0 |
-176,186 |
| Sep08 |
050809 |
95.220 |
95.230 |
95.180 |
95.230 |
+0.030 |
3,749 |
0 |
-142,877 |
| Dec08 |
050809 |
95.185 |
95.195 |
95.145 |
95.195 |
+0.030 |
3,863 |
0 |
-120,415 |
| Mar09 |
050809 |
95.180 |
95.180 |
95.130 |
95.180 |
+0.030 |
4,439 |
0 |
-114,192 |
| Jun09 |
050809 |
95.140 |
95.155 |
95.105 |
95.155 |
+0.030 |
3,525 |
0 |
-96,891 |
| Sep09 |
050809 |
95.120 |
95.135 |
95.080 |
95.135 |
+0.035 |
2,438 |
0 |
-80,141 |
| Dec09 |
050809 |
95.085 |
95.100 |
95.045 |
95.100 |
+0.035 |
1,299 |
0 |
-61,239 |
| Total Volume and Open Interest |
1,751,072 |
7,836,676 |
+0 |
| 3-Mth Euro-Yen(CME) |
| Sep05 |
050809 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
|
|
|
| Dec05 |
050809 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
3 |
0 |
-9,059 |
| Mar06 |
050809 |
99.85 |
99.85 |
99.85 |
99.85 |
-0.01 |
270 |
0 |
-5,240 |
| Jun06 |
050809 |
99.81 |
99.81 |
99.80 |
99.80 |
-0.01 |
24 |
0 |
-3,248 |
| Sep06 |
050809 |
99.74 |
99.74 |
99.73 |
99.74 |
-0.01 |
|
|
|
| Dec06 |
050809 |
99.66 |
99.67 |
99.66 |
99.66 |
-0.02 |
|
|
|
| Mar07 |
050809 |
99.58 |
99.58 |
99.58 |
99.58 |
-0.01 |
|
|
|
| Jun07 |
050809 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.01 |
|
|
|
| Sep07 |
050809 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.01 |
|
|
|
| Dec07 |
050809 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.01 |
|
|
|
| Total Volume and Open Interest |
297 |
|
|
| 3-Mth Euro-Yen(SIMEX) |
| Sep05 |
050809 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
200 |
0 |
-78,251 |
| Dec05 |
050809 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,531 |
0 |
-77,912 |
| Mar06 |
050809 |
99.86 |
99.86 |
99.85 |
99.85 |
-0.01 |
545 |
0 |
-57,286 |
| Jun06 |
050809 |
99.81 |
99.81 |
99.80 |
99.81 |
unch |
357 |
0 |
-45,162 |
| Sep06 |
050809 |
99.74 |
99.74 |
99.74 |
99.74 |
unch |
149 |
0 |
-22,359 |
| Dec06 |
050809 |
99.67 |
99.67 |
99.66 |
99.66 |
-0.01 |
173 |
0 |
-55,251 |
| Mar07 |
050809 |
99.58 |
99.58 |
99.57 |
99.58 |
-0.01 |
323 |
0 |
-23,419 |
| Jun07 |
050809 |
99.52 |
99.52 |
99.50 |
99.50 |
-0.01 |
6 |
0 |
-8,138 |
| Total Volume and Open Interest |
3,284 |
422,088 |
+0 |
| German Euro-Bund(EUREX) |
| Sep05 |
050809 |
121.23 |
121.49 |
121.20 |
121.28 |
-0.07 |
423,201 |
1,389,459 |
+16,652 |
| Dec05 |
050809 |
120.35 |
120.56 |
120.34 |
120.37 |
-0.06 |
1,192 |
22,599 |
+591 |
| Mar06 |
050809 |
120.50 |
120.50 |
120.37 |
120.37 |
-0.14 |
2,277 |
22 |
-2 |
| Total Volume and Open Interest |
426,670 |
1,412,080 |
+17,241 |
| German Euro-Bobl(EUREX) |
| Sep05 |
050809 |
114.15 |
114.27 |
114.11 |
114.12 |
-0.10 |
270,888 |
794,457 |
-12,885 |
| Dec05 |
050809 |
113.33 |
113.36 |
113.29 |
113.29 |
-0.09 |
1,652 |
3,121 |
+833 |
| Mar06 |
050809 |
113.50 |
113.50 |
113.50 |
113.50 |
-0.10 |
1,432 |
4 |
+0 |
| Total Volume and Open Interest |
273,972 |
797,582 |
-12,052 |
| Long Gilt(LIFFE) |
| Sep05 |
050809 |
112~02 |
112~09 |
112~02 |
112~05 |
-0~02 |
58,483 |
230,816 |
+7,025 |
| Dec05 |
050809 |
111~27 |
111~29 |
111~27 |
111~28 |
-0~01 |
13 |
27 |
+12 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep05 |
050809 |
95.45 |
95.45 |
95.43 |
95.44 |
-0.01 |
42,632 |
268,169 |
+4,189 |
| Dec05 |
050809 |
95.55 |
95.56 |
95.53 |
95.55 |
unch |
63,752 |
367,065 |
-684 |
| Mar06 |
050809 |
95.59 |
95.60 |
95.56 |
95.59 |
unch |
55,876 |
289,449 |
+1,147 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Sep05 |
050809 |
97.860 |
97.870 |
97.855 |
97.860 |
-0.005 |
173,794 |
556,807 |
+21,754 |
| Dec05 |
050809 |
97.780 |
97.795 |
97.775 |
97.780 |
-0.015 |
95,542 |
619,165 |
+12,591 |
| Mar06 |
050809 |
97.685 |
97.705 |
97.685 |
97.690 |
-0.015 |
106,902 |
446,343 |
+866 |
| Total Volume and Open Interest |
619,023 |
2,944,584 |
+43,875 |
| 3-Mth Aus T-Bills(SFE) |
| Sep05 |
050809 |
94.35 |
94.37 |
94.35 |
94.37 |
+0.01 |
14,698 |
0 |
-83,851 |
| Dec05 |
050809 |
94.36 |
94.40 |
94.36 |
94.39 |
+0.04 |
72,377 |
0 |
-187,992 |
| Mar06 |
050809 |
94.39 |
94.43 |
94.39 |
94.43 |
+0.04 |
27,878 |
0 |
-94,878 |
| Jun06 |
050809 |
94.41 |
94.44 |
94.41 |
94.44 |
+0.04 |
7,100 |
0 |
-73,981 |
| Sep06 |
050809 |
94.40 |
94.43 |
94.40 |
94.42 |
+0.05 |
2,622 |
0 |
-25,031 |
| Dec06 |
050809 |
94.37 |
94.38 |
94.37 |
94.37 |
+0.04 |
2,992 |
0 |
-20,292 |
| Mar07 |
050809 |
94.34 |
94.34 |
94.34 |
94.34 |
+0.04 |
290 |
0 |
-15,934 |
| Jun07 |
050809 |
94.32 |
94.32 |
94.31 |
94.32 |
+0.05 |
675 |
0 |
-14,824 |
| Sep07 |
050809 |
94.31 |
94.31 |
94.29 |
94.29 |
+0.04 |
30 |
0 |
-2,225 |
| Dec07 |
050809 |
94.28 |
94.28 |
94.28 |
94.28 |
+0.04 |
2 |
0 |
-1,482 |
| Total Volume and Open Interest |
128,665 |
|
|
| 10-Year Aus T-Bonds(SFE) |
| Sep05 |
050809 |
94.59 |
94.63 |
94.59 |
94.61 |
+0.02 |
44,639 |
0 |
-299,322 |
| Dec05 |
050809 |
94.61 |
94.61 |
94.61 |
94.61 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
44,639 |
|
|
| 3-Year Aus T-Bonds(SFE) |
| Sep05 |
050809 |
94.69 |
94.74 |
94.69 |
94.73 |
+0.04 |
186,958 |
0 |
-361,878 |
| Dec05 |
050809 |
94.73 |
94.73 |
94.73 |
94.73 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
186,958 |
|
|
| Gold(CMX) |
| Aug05 |
050809 |
433.1 |
434.2 |
433.1 |
434.2 |
-0.5 |
1,672 |
1,576 |
+0 |
| Oct05 |
050809 |
436.5 |
436.8 |
435.2 |
436.6 |
-0.5 |
1,434 |
20,291 |
+0 |
| Dec05 |
050809 |
439.4 |
440.0 |
438.4 |
439.8 |
-0.5 |
53,378 |
221,860 |
+0 |
| Feb06 |
050809 |
443.0 |
443.0 |
443.0 |
443.0 |
-0.5 |
361 |
6,121 |
+0 |
| Apr06 |
050809 |
446.3 |
446.3 |
446.3 |
446.3 |
-0.5 |
22 |
4,226 |
+0 |
| Jun06 |
050809 |
449.0 |
449.6 |
449.0 |
449.6 |
-0.5 |
319 |
9,456 |
+0 |
| Aug06 |
050809 |
453.1 |
453.1 |
453.1 |
453.1 |
-0.4 |
45 |
1,103 |
+0 |
| Oct06 |
050809 |
456.6 |
456.6 |
456.6 |
456.6 |
-0.4 |
26 |
1,603 |
+0 |
| Dec06 |
050809 |
459.5 |
460.1 |
459.5 |
460.1 |
-0.4 |
82 |
5,246 |
+0 |
| Feb07 |
050809 |
463.6 |
463.6 |
463.6 |
463.6 |
-0.4 |
50 |
3,114 |
+50 |
| Apr07 |
050809 |
467.2 |
467.2 |
467.2 |
467.2 |
-0.3 |
|
|
|
| Jun07 |
050809 |
470.7 |
470.7 |
470.7 |
470.7 |
-0.3 |
50 |
3,429 |
+50 |
| Total Volume and Open Interest |
45,670 |
284,157 |
+924 |
| Silver(CMX) |
| Sep05 |
050809 |
699.0 |
704.0 |
696.0 |
703.5 |
+2.0 |
16,890 |
75,211 |
+0 |
| Dec05 |
050809 |
707.5 |
712.0 |
704.0 |
710.9 |
+2.0 |
3,326 |
28,142 |
+0 |
| Mar06 |
050809 |
713.0 |
716.3 |
707.5 |
716.3 |
+2.4 |
524 |
5,056 |
+0 |
| May06 |
050809 |
716.0 |
718.6 |
716.0 |
718.6 |
+2.4 |
0 |
808 |
+0 |
| Jul06 |
050809 |
713.0 |
721.0 |
713.0 |
721.0 |
+2.4 |
300 |
6,475 |
+0 |
| Sep06 |
050809 |
715.0 |
723.2 |
715.0 |
723.2 |
+2.4 |
0 |
1,539 |
+0 |
| Dec06 |
050809 |
716.0 |
726.0 |
716.0 |
726.0 |
+2.4 |
34 |
7,077 |
+0 |
| Total Volume and Open Interest |
21,213 |
126,664 |
+0 |
| Platinum(NYM) |
| Oct05 |
050809 |
905.5 |
909.5 |
904.0 |
909.0 |
+6.8 |
758 |
11,704 |
+0 |
| Jan06 |
050809 |
907.5 |
907.5 |
907.5 |
907.5 |
+6.8 |
0 |
505 |
+0 |
| Apr06 |
050809 |
905.0 |
905.0 |
905.0 |
905.0 |
+6.8 |
0 |
129 |
+0 |
| Total Volume and Open Interest |
758 |
12,338 |
+0 |
| Palladium(NYME) |
| Sep05 |
050809 |
189.10 |
190.00 |
187.50 |
188.15 |
-1.85 |
382 |
12,666 |
+0 |
| Dec05 |
050809 |
192.00 |
192.00 |
190.00 |
190.45 |
-1.95 |
28 |
1,657 |
+0 |
| Mar06 |
050809 |
192.45 |
192.45 |
192.45 |
192.45 |
-1.95 |
0 |
19 |
+0 |
| Total Volume and Open Interest |
410 |
14,342 |
+0 |
| Copper(CMX) |
| Sep05 |
050809 |
161.80 |
162.10 |
159.85 |
160.75 |
-3.90 |
11,597 |
68,618 |
+0 |
| Dec05 |
050809 |
157.60 |
158.00 |
156.00 |
156.85 |
-3.60 |
6,996 |
33,886 |
+0 |
| Mar06 |
050809 |
150.00 |
150.00 |
148.00 |
149.05 |
-3.10 |
704 |
5,870 |
+0 |
| May06 |
050809 |
143.70 |
143.70 |
143.25 |
143.25 |
-2.90 |
117 |
945 |
+0 |
| Jul06 |
050809 |
139.00 |
139.00 |
138.25 |
138.25 |
-2.85 |
74 |
854 |
+0 |
| Total Volume and Open Interest |
20,245 |
119,794 |
+0 |
| Aluminum(CMX) |
| Aug05 |
050809 |
85.45 |
85.45 |
85.45 |
85.45 |
-0.65 |
4 |
28 |
+0 |
| Sep05 |
050809 |
86.10 |
86.10 |
85.65 |
85.65 |
-1.10 |
2 |
736 |
+0 |
| Oct05 |
050809 |
86.30 |
86.30 |
86.30 |
86.30 |
-1.10 |
0 |
474 |
+0 |
| Nov05 |
050809 |
87.15 |
87.15 |
86.75 |
86.75 |
-1.15 |
10 |
516 |
+0 |
| Dec05 |
050809 |
87.35 |
87.35 |
87.35 |
87.35 |
-1.15 |
0 |
1,135 |
+0 |
| Jan06 |
050809 |
86.90 |
86.90 |
86.90 |
86.90 |
-1.15 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
16 |
3,269 |
+0 |
| DJIA Index(CBOT) |
| Sep05 |
050809 |
10575 |
10645 |
10570 |
10632 |
+74 |
3,624 |
30,751 |
+0 |
| Dec05 |
050809 |
10645 |
10676 |
10645 |
10676 |
+74 |
13 |
63 |
+0 |
| Mar06 |
050809 |
10720 |
10720 |
10720 |
10720 |
+78 |
|
|
|
| Total Volume and Open Interest |
3,923 |
30,814 |
+0 |
| S & P 500(CME) |
| Sep05 |
050809 |
1231.00 |
1236.20 |
1229.20 |
1234.30 |
+7.00 |
18,775 |
0 |
-630,871 |
| Dec05 |
050809 |
1239.50 |
1242.00 |
1239.20 |
1241.00 |
+7.10 |
1,814 |
0 |
-13,372 |
| Mar06 |
050809 |
1248.30 |
1248.30 |
1248.30 |
1248.30 |
+7.10 |
17 |
0 |
-2,466 |
| Jun06 |
050809 |
1256.80 |
1256.80 |
1256.80 |
1256.80 |
+7.10 |
17 |
0 |
-640 |
| Total Volume and Open Interest |
31,460 |
647,404 |
+0 |
| S & P 500 E-Mini(Globex) |
| Sep05 |
050809 |
1226.75 |
1236.25 |
1225.50 |
1234.25 |
+7.00 |
652,603 |
0 |
-997,177 |
| Dec05 |
050809 |
1235.75 |
1242.25 |
1235.75 |
1241.00 |
+7.00 |
154 |
0 |
-1,907 |
| Total Volume and Open Interest |
689,033 |
999,084 |
+0 |
| NASDAQ 100(CME) |
| Sep05 |
050809 |
1603.00 |
1612.00 |
1600.00 |
1607.50 |
+9.00 |
3,976 |
0 |
-48,482 |
| Dec05 |
050809 |
1621.50 |
1621.50 |
1621.50 |
1621.50 |
+9.00 |
|
|
|
| Mar06 |
050809 |
1636.50 |
1636.50 |
1636.50 |
1636.50 |
+9.00 |
|
|
|
| Total Volume and Open Interest |
6,363 |
48,513 |
+0 |
| NASDAQ 100 E-Mini(Globex) |
| Sep05 |
050809 |
1598.50 |
1612.50 |
1596.50 |
1607.50 |
+9.00 |
209,480 |
0 |
-309,062 |
| Dec05 |
050809 |
1622.00 |
1622.00 |
1618.50 |
1621.50 |
+9.00 |
73 |
0 |
-157 |
| Total Volume and Open Interest |
203,042 |
309,219 |
+0 |
| S & P Midcap 400(CME) |
| Sep05 |
050809 |
708.25 |
710.50 |
707.50 |
710.50 |
+3.50 |
494 |
12,369 |
+171 |
| Dec05 |
050809 |
714.75 |
714.75 |
714.75 |
714.75 |
+3.50 |
|
|
|
| Mar06 |
050809 |
717.50 |
717.50 |
717.50 |
717.50 |
+3.50 |
|
|
|
| Total Volume and Open Interest |
494 |
12,369 |
+0 |
| Russell 2000(CME) |
| Sep05 |
050809 |
663.90 |
665.00 |
659.00 |
662.85 |
+1.10 |
765 |
0 |
-30,771 |
| Dec05 |
050809 |
665.85 |
665.85 |
665.85 |
665.85 |
+1.10 |
|
|
|
| Mar06 |
050809 |
665.85 |
665.85 |
665.85 |
665.85 |
+1.10 |
|
|
|
| Total Volume and Open Interest |
790 |
30,775 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Sep05 |
050809 |
662.00 |
665.10 |
658.90 |
662.90 |
+1.10 |
79,248 |
0 |
-219,181 |
| Dec05 |
050809 |
662.00 |
666.00 |
662.00 |
665.90 |
+1.10 |
13 |
0 |
-201 |
| Total Volume and Open Interest |
94,732 |
219,382 |
+0 |
| Value Line(KCBT) |
| Sep05 |
050809 |
1876.00 |
1880.00 |
1876.00 |
1880.00 |
+6.50 |
9 |
56 |
+0 |
| Total Volume and Open Interest |
9 |
56 |
+0 |
| Nikkei 225(CME) |
| Sep05 |
050809 |
11770 |
11955 |
11770 |
11905 |
+90 |
48,421 |
224,385 |
+350 |
| Dec05 |
050809 |
11850 |
11900 |
11735 |
11855 |
+90 |
84 |
416 |
+8 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Sep05 |
050809 |
11770 |
11955 |
11770 |
11905 |
+90 |
48,421 |
224,385 |
+350 |
| Dec05 |
050809 |
11850 |
11900 |
11735 |
11855 |
+90 |
84 |
416 |
+8 |
| Mar06 |
050809 |
11845 |
11845 |
11845 |
11845 |
+90 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
48,582 |
225,070 |
+444 |
| CAC 40(MATIF) |
| Aug05 |
050809 |
4441.0 |
4498.5 |
4440.0 |
4494.5 |
+49.5 |
71,545 |
365,968 |
+10,151 |
| Sep05 |
050809 |
4448.5 |
4505.0 |
4446.5 |
4501.0 |
+49.0 |
1,716 |
160,217 |
+278 |
| Oct05 |
050809 |
4510.0 |
4510.0 |
4510.0 |
4510.0 |
+49.5 |
0 |
100 |
+0 |
| Total Volume and Open Interest |
73,308 |
544,345 |
+10,468 |
| Hang Seng Index(HKFE) |
| Aug05 |
050809 |
15138 |
15148 |
15004 |
15018 |
-93 |
23,890 |
123,455 |
-2,370 |
| Sep05 |
050809 |
15134 |
15138 |
15000 |
15010 |
-93 |
816 |
4,566 |
+271 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Sep05 |
050809 |
4845.5 |
4926.0 |
4845.0 |
4925.0 |
+90.0 |
113,886 |
176,426 |
+0 |
| Dec05 |
050809 |
4884.0 |
4951.5 |
4879.5 |
4951.5 |
+90.5 |
1,296 |
10,983 |
+0 |
| Mar06 |
050809 |
4910.0 |
4979.0 |
4909.5 |
4979.0 |
+91.0 |
973 |
3,447 |
+0 |
| Total Volume and Open Interest |
73,820 |
190,856 |
+0 |
| FT-SE 100(LIFFE) |
| Sep05 |
050809 |
5331.00 |
5359.00 |
5325.00 |
5355.50 |
+17.50 |
52,694 |
0 |
-445,274 |
| Dec05 |
050809 |
5371.50 |
5384.50 |
5371.50 |
5384.50 |
+18.00 |
8 |
0 |
-26,675 |
| Mar06 |
050809 |
5391.50 |
5391.50 |
5391.50 |
5391.50 |
+18.50 |
|
|
|
| Total Volume and Open Interest |
71,948 |
478,445 |
+0 |
| SPI 200(SFE) |
| Sep05 |
050809 |
4378.0 |
4404.0 |
4376.0 |
4402.0 |
+23.0 |
11,384 |
0 |
-186,383 |
| Dec05 |
050809 |
4398.0 |
4416.0 |
4397.0 |
4416.0 |
+23.0 |
313 |
0 |
-6,357 |
| Mar06 |
050809 |
4418.0 |
4418.0 |
4418.0 |
4418.0 |
+23.0 |
|
|
|
| Total Volume and Open Interest |
11,697 |
|
|
| GSCI(CME) |
| Aug05 |
050809 |
418.25 |
419.10 |
415.90 |
416.80 |
-4.40 |
3,574 |
0 |
-14,001 |
| Sep05 |
050809 |
422.20 |
422.80 |
420.25 |
420.80 |
-3.70 |
3,456 |
0 |
-3,426 |
| Oct05 |
050809 |
425.00 |
425.00 |
425.00 |
425.00 |
-3.00 |
|
|
|
| Total Volume and Open Interest |
6,660 |
17,430 |
+0 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
050809 |
320.00 |
320.00 |
318.00 |
318.25 |
-2.25 |
44 |
494 |
+0 |
| Jan06 |
050809 |
320.50 |
320.50 |
318.25 |
318.25 |
-2.75 |
50 |
310 |
+0 |
| Feb06 |
050809 |
318.25 |
318.25 |
318.25 |
318.25 |
-2.75 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
0 |
1 |
-1,050 |
|
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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