|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed September 07, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep05 |
050907 |
600.25 |
601.00 |
591.50 |
595.00 |
-9.75 |
884 |
1,993 |
-389 |
| Nov05 |
050907 |
609.00 |
612.50 |
601.50 |
606.25 |
-8.00 |
37,874 |
179,635 |
+543 |
| Jan06 |
050907 |
617.00 |
620.50 |
609.50 |
613.50 |
-9.00 |
3,705 |
19,328 |
+508 |
| Mar06 |
050907 |
625.00 |
627.50 |
617.00 |
620.75 |
-9.00 |
1,388 |
13,606 |
+1 |
| May06 |
050907 |
627.50 |
629.00 |
621.00 |
624.25 |
-6.75 |
877 |
15,068 |
+86 |
| Jul06 |
050907 |
631.00 |
632.50 |
623.00 |
628.75 |
-7.25 |
506 |
9,167 |
+8 |
| Aug06 |
050907 |
626.00 |
626.00 |
626.00 |
626.00 |
-5.00 |
4 |
347 |
-1 |
| Total Volume and Open Interest |
45,693 |
245,446 |
+864 |
| Soybean Meal(CBOT) |
| Sep05 |
050907 |
187.00 |
187.00 |
183.50 |
184.80 |
-3.30 |
2,744 |
3,325 |
-916 |
| Oct05 |
050907 |
187.30 |
187.30 |
184.00 |
185.90 |
-2.30 |
6,906 |
19,531 |
+85 |
| Dec05 |
050907 |
188.20 |
188.60 |
185.80 |
187.80 |
-2.00 |
11,861 |
54,483 |
-255 |
| Jan06 |
050907 |
190.00 |
190.00 |
187.20 |
188.90 |
-2.50 |
1,594 |
7,875 |
+578 |
| Mar06 |
050907 |
191.50 |
192.00 |
189.50 |
191.80 |
-1.40 |
1,202 |
8,220 |
+145 |
| May06 |
050907 |
193.00 |
193.00 |
190.50 |
192.50 |
-1.20 |
915 |
11,079 |
+300 |
| Jul06 |
050907 |
195.00 |
195.00 |
192.20 |
193.80 |
-1.20 |
354 |
5,502 |
-77 |
| Aug06 |
050907 |
193.80 |
193.80 |
192.50 |
193.70 |
-1.30 |
16 |
1,293 |
+9 |
| Total Volume and Open Interest |
25,670 |
114,074 |
-96 |
| Soybean Oil(CBOT) |
| Sep05 |
050907 |
22.90 |
22.90 |
22.62 |
22.62 |
-0.23 |
3,097 |
1,971 |
-593 |
| Oct05 |
050907 |
22.98 |
23.11 |
22.65 |
22.68 |
-0.30 |
3,372 |
19,382 |
+457 |
| Dec05 |
050907 |
23.20 |
23.35 |
22.87 |
22.91 |
-0.31 |
10,068 |
83,077 |
-137 |
| Jan06 |
050907 |
23.38 |
23.38 |
23.07 |
23.07 |
-0.32 |
765 |
8,512 |
+207 |
| Mar06 |
050907 |
23.55 |
23.68 |
23.25 |
23.30 |
-0.28 |
207 |
5,593 |
+5 |
| May06 |
050907 |
23.69 |
23.85 |
23.40 |
23.45 |
-0.25 |
745 |
7,580 |
+432 |
| Jul06 |
050907 |
23.83 |
23.83 |
23.60 |
23.60 |
-0.30 |
479 |
5,303 |
+68 |
| Aug06 |
050907 |
23.70 |
23.70 |
23.55 |
23.55 |
-0.30 |
7 |
791 |
-1 |
| Total Volume and Open Interest |
18,767 |
136,205 |
+429 |
| Canola(WCE) |
| Sep05 |
050907 |
261.4 |
261.4 |
261.4 |
261.4 |
-3.0 |
|
|
|
| Nov05 |
050907 |
270.5 |
271.3 |
266.3 |
268.4 |
-3.0 |
2,320 |
40,696 |
+273 |
| Jan06 |
050907 |
278.5 |
278.5 |
275.0 |
276.7 |
-3.2 |
553 |
17,484 |
+159 |
| Mar06 |
050907 |
285.0 |
285.0 |
282.8 |
283.3 |
-4.3 |
14 |
1,353 |
+0 |
| May06 |
050907 |
289.3 |
289.3 |
289.3 |
289.3 |
-4.6 |
67 |
1,476 |
+26 |
| Total Volume and Open Interest |
3,017 |
64,623 |
+501 |
| Corn(CBOT) |
| Sep05 |
050907 |
206.75 |
206.75 |
203.75 |
204.25 |
-3.25 |
7,880 |
5,688 |
-1,122 |
| Dec05 |
050907 |
219.75 |
220.00 |
216.50 |
217.50 |
-3.75 |
61,078 |
511,025 |
-2,138 |
| Mar06 |
050907 |
230.50 |
230.50 |
227.50 |
229.00 |
-3.00 |
7,096 |
97,599 |
+790 |
| May06 |
050907 |
237.00 |
237.00 |
234.50 |
235.75 |
-2.75 |
1,966 |
21,214 |
+1,040 |
| Jul06 |
050907 |
242.00 |
242.00 |
240.00 |
241.25 |
-2.25 |
2,122 |
32,331 |
+751 |
| Sep06 |
050907 |
247.75 |
248.00 |
246.50 |
247.00 |
-2.50 |
72 |
4,381 |
-10 |
| Total Volume and Open Interest |
82,363 |
708,814 |
-340 |
| Wheat(CBOT) |
| Sep05 |
050907 |
306.00 |
306.25 |
303.50 |
303.50 |
-2.00 |
1,241 |
1,046 |
-611 |
| Dec05 |
050907 |
321.00 |
322.00 |
317.50 |
318.75 |
-2.25 |
21,198 |
210,933 |
+355 |
| Mar06 |
050907 |
335.00 |
335.25 |
331.25 |
333.25 |
-2.00 |
2,585 |
32,881 |
+621 |
| May06 |
050907 |
340.00 |
340.00 |
337.00 |
338.50 |
-2.00 |
33 |
1,100 |
+26 |
| Jul06 |
050907 |
345.00 |
345.50 |
342.00 |
342.75 |
-2.25 |
2,453 |
14,217 |
+682 |
| Total Volume and Open Interest |
27,582 |
261,323 |
+1,026 |
| Wheat(KCBT) |
| Sep05 |
050907 |
335.00 |
338.00 |
335.00 |
336.00 |
-3.00 |
82 |
280 |
-28 |
| Dec05 |
050907 |
344.50 |
345.50 |
342.50 |
343.00 |
-3.00 |
5,753 |
67,136 |
-33 |
| Mar06 |
050907 |
346.50 |
347.00 |
344.00 |
344.25 |
-2.75 |
1,235 |
18,204 |
-64 |
| May06 |
050907 |
347.00 |
348.00 |
344.75 |
344.75 |
-2.25 |
17 |
1,461 |
+8 |
| Jul06 |
050907 |
345.00 |
346.00 |
342.50 |
343.25 |
-2.25 |
1,452 |
7,208 |
+342 |
| Total Volume and Open Interest |
8,540 |
94,432 |
+226 |
| Wheat(MGE) |
| Sep05 |
050907 |
353.50 |
353.50 |
348.50 |
348.50 |
-4.00 |
71 |
535 |
-59 |
| Dec05 |
050907 |
336.50 |
337.25 |
334.50 |
335.50 |
-1.75 |
2,816 |
19,316 |
-97 |
| Mar06 |
050907 |
344.00 |
344.00 |
341.50 |
341.75 |
-1.50 |
353 |
6,696 |
-8 |
| May06 |
050907 |
349.50 |
349.50 |
347.00 |
347.00 |
-1.75 |
21 |
1,230 |
+0 |
| Jul06 |
050907 |
356.50 |
356.50 |
353.50 |
353.50 |
-2.00 |
0 |
133 |
+0 |
| Total Volume and Open Interest |
3,261 |
28,029 |
-164 |
| Oats(CBOT) |
| Sep05 |
050907 |
150.25 |
150.25 |
148.00 |
148.00 |
+1.00 |
5 |
25 |
-7 |
| Dec05 |
050907 |
156.50 |
156.50 |
150.50 |
151.50 |
-2.75 |
1,024 |
5,602 |
-70 |
| Mar06 |
050907 |
160.00 |
160.00 |
157.50 |
157.75 |
-3.25 |
29 |
191 |
+6 |
| May06 |
050907 |
162.00 |
162.00 |
162.00 |
162.00 |
-1.00 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
1,058 |
5,856 |
-71 |
| Rough Rice(CBOT) |
| Sep05 |
050907 |
6.74 |
6.75 |
6.60 |
6.60 |
-0.12 |
19 |
229 |
-124 |
| Nov05 |
050907 |
6.92 |
6.96 |
6.79 |
6.83 |
-0.12 |
340 |
5,285 |
-85 |
| Jan06 |
050907 |
7.10 |
7.10 |
7.00 |
7.01 |
-0.11 |
0 |
889 |
+0 |
| Mar06 |
050907 |
7.30 |
7.30 |
7.23 |
7.24 |
-0.06 |
0 |
137 |
+0 |
| Total Volume and Open Interest |
359 |
6,561 |
-209 |
| Live Cattle(CME) |
| Oct05 |
050907 |
82.600 |
83.150 |
82.500 |
82.925 |
+0.050 |
11,766 |
74,035 |
-3,816 |
| Dec05 |
050907 |
85.700 |
86.000 |
85.500 |
85.900 |
+0.075 |
5,936 |
33,921 |
+1,005 |
| Feb06 |
050907 |
87.600 |
88.000 |
87.200 |
87.975 |
+0.100 |
1,923 |
18,682 |
+718 |
| Apr06 |
050907 |
86.000 |
86.150 |
85.700 |
86.100 |
-0.025 |
259 |
5,823 |
+152 |
| Jun06 |
050907 |
81.900 |
82.000 |
81.550 |
81.825 |
-0.075 |
133 |
2,628 |
-6 |
| Aug06 |
050907 |
81.400 |
81.550 |
81.100 |
81.550 |
unch |
84 |
1,269 |
+19 |
| Total Volume and Open Interest |
20,101 |
136,358 |
-1,928 |
| Feeder Cattle(CME) |
| Sep05 |
050907 |
111.950 |
112.150 |
111.500 |
112.000 |
+0.175 |
959 |
5,497 |
-105 |
| Oct05 |
050907 |
110.400 |
110.625 |
109.825 |
110.425 |
+0.300 |
2,149 |
15,128 |
-101 |
| Nov05 |
050907 |
109.550 |
110.000 |
109.150 |
109.825 |
+0.175 |
898 |
4,043 |
+222 |
| Jan06 |
050907 |
106.000 |
106.350 |
105.800 |
106.350 |
+0.250 |
347 |
1,586 |
+130 |
| Mar06 |
050907 |
101.450 |
101.600 |
101.250 |
101.450 |
unch |
49 |
376 |
-1 |
| Apr06 |
050907 |
100.600 |
100.650 |
100.500 |
100.500 |
-0.300 |
1 |
208 |
+0 |
| May06 |
050907 |
100.250 |
100.250 |
100.250 |
100.250 |
-0.150 |
14 |
78 |
+0 |
| Total Volume and Open Interest |
4,417 |
26,916 |
+145 |
| Lean Hogs(CME) |
| Oct05 |
050907 |
62.300 |
62.650 |
61.725 |
61.875 |
-0.650 |
6,880 |
56,703 |
-523 |
| Dec05 |
050907 |
60.950 |
61.100 |
60.450 |
60.875 |
-0.225 |
4,650 |
28,438 |
+955 |
| Feb06 |
050907 |
61.700 |
62.175 |
61.450 |
62.025 |
+0.125 |
723 |
12,840 |
+177 |
| Apr06 |
050907 |
59.600 |
60.000 |
59.400 |
59.925 |
+0.150 |
226 |
3,962 |
+70 |
| May06 |
050907 |
60.550 |
60.600 |
60.550 |
60.600 |
+0.025 |
16 |
1,045 |
+5 |
| Jun06 |
050907 |
63.000 |
63.150 |
63.000 |
63.150 |
+0.150 |
35 |
1,376 |
+12 |
| Jul06 |
050907 |
60.050 |
60.200 |
60.050 |
60.200 |
+0.200 |
31 |
558 |
+10 |
| Aug06 |
050907 |
57.250 |
57.250 |
56.800 |
56.800 |
-0.150 |
2 |
265 |
+2 |
| Total Volume and Open Interest |
12,568 |
105,279 |
+712 |
| Pork Bellies(CME) |
| Feb06 |
050907 |
80.700 |
81.600 |
79.775 |
79.950 |
-0.625 |
285 |
1,209 |
-24 |
| Mar06 |
050907 |
79.900 |
79.900 |
79.900 |
79.900 |
-0.700 |
0 |
46 |
+0 |
| May06 |
050907 |
82.500 |
82.500 |
82.500 |
82.500 |
unch |
0 |
12 |
+0 |
| Total Volume and Open Interest |
285 |
1,267 |
-24 |
| Class III Milk(CME) |
| Sep05 |
050907 |
14.26 |
14.27 |
14.22 |
14.27 |
+0.01 |
100 |
3,491 |
-13 |
| Oct05 |
050907 |
14.27 |
14.27 |
14.15 |
14.26 |
+0.01 |
64 |
2,618 |
+25 |
| Nov05 |
050907 |
13.61 |
13.63 |
13.60 |
13.61 |
unch |
11 |
1,798 |
-4 |
| Dec05 |
050907 |
13.30 |
13.33 |
13.29 |
13.33 |
unch |
8 |
1,719 |
+7 |
| Jan06 |
050907 |
12.65 |
12.67 |
12.65 |
12.67 |
+0.02 |
7 |
1,092 |
+2 |
| Total Volume and Open Interest |
351 |
18,858 |
+98 |
| Cocoa(NYBOT) |
| Sep05 |
050907 |
1489 |
1489 |
1489 |
1489 |
+9 |
5 |
13 |
-9 |
| Dec05 |
050907 |
1520 |
1552 |
1512 |
1549 |
+9 |
7,457 |
50,659 |
-1,857 |
| Mar06 |
050907 |
1550 |
1581 |
1548 |
1580 |
+7 |
957 |
25,728 |
+24 |
| May06 |
050907 |
1587 |
1599 |
1587 |
1599 |
+6 |
57 |
7,115 |
-40 |
| Jul06 |
050907 |
1595 |
1617 |
1595 |
1617 |
+7 |
137 |
8,241 |
-23 |
| Sep06 |
050907 |
1637 |
1637 |
1637 |
1637 |
+7 |
375 |
9,994 |
+193 |
| Dec06 |
050907 |
1657 |
1665 |
1650 |
1665 |
+8 |
0 |
5,772 |
+0 |
| Total Volume and Open Interest |
8,990 |
115,177 |
-1,712 |
| Coffee "C"(NYBOT) |
| Sep05 |
050907 |
97.00 |
97.00 |
91.50 |
91.50 |
-5.95 |
29 |
296 |
-35 |
| Dec05 |
050907 |
100.00 |
100.00 |
94.50 |
94.75 |
-6.00 |
8,731 |
65,232 |
+72 |
| Mar06 |
050907 |
102.75 |
102.80 |
98.25 |
98.35 |
-5.60 |
812 |
13,136 |
+117 |
| May06 |
050907 |
104.50 |
104.75 |
100.35 |
100.35 |
-5.45 |
358 |
2,775 |
-21 |
| Jul06 |
050907 |
106.50 |
106.50 |
102.25 |
102.35 |
-5.15 |
51 |
2,202 |
-5 |
| Sep06 |
050907 |
108.50 |
108.50 |
104.20 |
104.20 |
-5.00 |
23 |
996 |
-4 |
| Total Volume and Open Interest |
10,080 |
85,493 |
+182 |
| Orange Juice(NYBOT) |
| Sep05 |
050907 |
90.25 |
90.30 |
90.25 |
90.30 |
+0.05 |
29 |
109 |
-24 |
| Nov05 |
050907 |
92.05 |
92.90 |
91.30 |
91.80 |
-0.20 |
1,010 |
18,598 |
-83 |
| Jan06 |
050907 |
94.90 |
95.40 |
94.00 |
94.30 |
-0.30 |
95 |
2,991 |
+19 |
| Mar06 |
050907 |
97.75 |
97.75 |
96.70 |
96.70 |
-0.20 |
17 |
1,660 |
+17 |
| May06 |
050907 |
99.00 |
99.00 |
98.70 |
98.70 |
-0.20 |
20 |
211 |
+10 |
| Total Volume and Open Interest |
1,171 |
23,635 |
-61 |
| Sugar #11(NYBOT) |
| Oct05 |
050907 |
10.15 |
10.18 |
10.05 |
10.13 |
-0.07 |
35,231 |
234,720 |
-10,600 |
| Mar06 |
050907 |
10.70 |
10.75 |
10.62 |
10.66 |
-0.11 |
32,307 |
153,201 |
+12,450 |
| May06 |
050907 |
10.37 |
10.44 |
10.32 |
10.38 |
-0.07 |
3,031 |
43,230 |
-306 |
| Jul06 |
050907 |
10.05 |
10.12 |
10.02 |
10.06 |
-0.08 |
2,241 |
27,922 |
+425 |
| Oct06 |
050907 |
9.93 |
10.01 |
9.93 |
9.98 |
-0.02 |
1,419 |
15,838 |
-72 |
| Total Volume and Open Interest |
74,904 |
485,634 |
+2,227 |
| Sugar #14(NYBOT) |
| Sep05 |
050808 |
22.25 |
22.25 |
22.25 |
22.25 |
-0.10 |
889 |
385 |
-721 |
| Nov05 |
050907 |
20.70 |
20.70 |
20.64 |
20.64 |
-0.06 |
836 |
3,567 |
-207 |
| Jan06 |
050907 |
20.45 |
20.47 |
20.43 |
20.43 |
-0.02 |
78 |
2,223 |
+228 |
| Mar06 |
050907 |
20.55 |
20.55 |
20.52 |
20.52 |
-0.01 |
2 |
1,715 |
+2 |
| May06 |
050907 |
20.70 |
20.70 |
20.68 |
20.68 |
-0.03 |
52 |
1,805 |
+49 |
| Total Volume and Open Interest |
973 |
11,572 |
+75 |
| London Cocoa(LCE) |
| Sep05 |
050907 |
870 |
908 |
868 |
901 |
+26 |
6,713 |
24,745 |
-6,659 |
| Dec05 |
050907 |
871 |
884 |
859 |
882 |
+7 |
10,157 |
76,166 |
+359 |
| Mar06 |
050907 |
885 |
900 |
878 |
899 |
+7 |
1,296 |
38,791 |
-483 |
| May06 |
050907 |
903 |
912 |
896 |
911 |
+5 |
165 |
10,576 |
-146 |
| Jul06 |
050907 |
910 |
924 |
905 |
923 |
+5 |
177 |
19,049 |
+80 |
| Sep06 |
050907 |
926 |
937 |
920 |
937 |
+4 |
27 |
12,047 |
+5 |
| Dec06 |
050907 |
948 |
948 |
948 |
948 |
+4 |
3 |
12,757 |
+0 |
| Total Volume and Open Interest |
18,548 |
196,360 |
-6,844 |
| London Coffee(LCE) |
| Sep05 |
050907 |
955.00 |
955.00 |
945.00 |
945.00 |
-13.00 |
125 |
19,712 |
-91 |
| Nov05 |
050907 |
970.00 |
984.00 |
958.00 |
961.00 |
-27.00 |
4,321 |
77,857 |
+91 |
| Jan06 |
050907 |
995.00 |
1001.00 |
983.00 |
984.00 |
-27.00 |
1,312 |
35,963 |
+189 |
| Mar06 |
050907 |
1010.00 |
1016.00 |
1000.00 |
1001.00 |
-27.00 |
108 |
28,122 |
+125 |
| May06 |
050907 |
1029.00 |
1029.00 |
1017.00 |
1017.00 |
-27.00 |
251 |
6,986 |
+270 |
| Jul06 |
050907 |
1034.00 |
1034.00 |
1034.00 |
1034.00 |
-27.00 |
10 |
3,153 |
+160 |
| Total Volume and Open Interest |
6,133 |
173,165 |
+745 |
| London Sugar(LCE) |
| Oct05 |
050907 |
315.00 |
315.00 |
311.00 |
312.10 |
-2.60 |
6,022 |
15,890 |
-4,673 |
| Dec05 |
050907 |
304.60 |
304.60 |
301.00 |
302.10 |
-2.20 |
5,145 |
19,015 |
+2,975 |
| Mar06 |
050907 |
302.00 |
302.50 |
299.00 |
300.20 |
-1.80 |
4,020 |
11,434 |
+1,060 |
| May06 |
050907 |
298.00 |
298.00 |
296.50 |
296.50 |
-2.20 |
79 |
3,218 |
+74 |
| Aug06 |
050907 |
296.00 |
296.00 |
296.00 |
296.00 |
-2.00 |
68 |
2,415 |
+18 |
| Total Volume and Open Interest |
15,789 |
56,782 |
-95 |
| Cotton(NYBOT) |
| Oct05 |
050907 |
50.60 |
51.27 |
50.25 |
51.25 |
+0.80 |
1,530 |
3,912 |
-321 |
| Dec05 |
050907 |
51.80 |
52.90 |
51.60 |
52.88 |
+1.10 |
14,968 |
79,195 |
-1,701 |
| Mar06 |
050907 |
53.15 |
54.25 |
52.20 |
54.22 |
+1.12 |
3,424 |
19,321 |
+967 |
| May06 |
050907 |
53.95 |
55.03 |
53.80 |
55.03 |
+1.03 |
385 |
1,878 |
+109 |
| Jul06 |
050907 |
55.50 |
55.83 |
55.50 |
55.83 |
+0.93 |
262 |
2,058 |
+106 |
| Oct06 |
050907 |
57.55 |
57.55 |
57.55 |
57.55 |
+0.80 |
|
|
|
| Total Volume and Open Interest |
20,630 |
107,098 |
-804 |
| Lumber(CME) |
| Sep05 |
050907 |
323.0 |
323.0 |
308.0 |
309.6 |
-22.2 |
632 |
943 |
-199 |
| Nov05 |
050907 |
307.6 |
307.6 |
297.6 |
297.6 |
-10.0 |
948 |
2,662 |
+100 |
| Jan06 |
050907 |
315.5 |
317.5 |
304.6 |
306.2 |
-8.4 |
75 |
358 |
+10 |
| Mar06 |
050907 |
319.0 |
319.9 |
313.6 |
315.1 |
-6.1 |
20 |
58 |
-2 |
| Total Volume and Open Interest |
1,677 |
4,038 |
-91 |
| Crude Oil(NYM) |
| Oct05 |
050907 |
65.65 |
66.50 |
63.90 |
64.37 |
-1.59 |
112,845 |
194,126 |
-7,502 |
| Nov05 |
050907 |
66.50 |
67.30 |
64.65 |
65.03 |
-1.68 |
51,943 |
128,872 |
+3,466 |
| Dec05 |
050907 |
67.10 |
67.80 |
65.20 |
65.72 |
-1.65 |
50,188 |
136,935 |
+517 |
| Jan06 |
050907 |
67.60 |
68.20 |
65.90 |
66.23 |
-1.57 |
10,662 |
49,068 |
-979 |
| Feb06 |
050907 |
68.40 |
68.40 |
66.10 |
66.62 |
-1.51 |
1,844 |
22,840 |
-356 |
| Mar06 |
050907 |
68.05 |
68.25 |
66.50 |
66.82 |
-1.47 |
4,681 |
25,857 |
+768 |
| Apr06 |
050907 |
68.15 |
68.15 |
66.87 |
66.87 |
-1.42 |
613 |
11,906 |
-15 |
| May06 |
050907 |
68.50 |
68.50 |
66.80 |
66.80 |
-1.38 |
751 |
11,672 |
+134 |
| Jun06 |
050907 |
68.25 |
68.25 |
66.50 |
66.70 |
-1.34 |
9,052 |
39,143 |
-127 |
| Jul06 |
050907 |
66.55 |
66.55 |
66.55 |
66.55 |
-1.33 |
1,223 |
8,569 |
+825 |
| Aug06 |
050907 |
66.39 |
66.39 |
66.39 |
66.39 |
-1.32 |
247 |
6,278 |
+67 |
| Sep06 |
050907 |
66.23 |
66.23 |
66.23 |
66.23 |
-1.30 |
362 |
8,674 |
-164 |
| Oct06 |
050907 |
65.80 |
66.07 |
65.80 |
66.07 |
-1.27 |
1,254 |
5,176 |
+715 |
| Nov06 |
050907 |
65.90 |
65.90 |
65.90 |
65.90 |
-1.25 |
607 |
5,104 |
-151 |
| Dec06 |
050907 |
66.90 |
67.35 |
65.60 |
65.73 |
-1.23 |
22,256 |
52,187 |
-962 |
| Jan07 |
050907 |
65.49 |
65.49 |
65.49 |
65.49 |
-1.21 |
0 |
8,294 |
+0 |
| Total Volume and Open Interest |
279,545 |
897,560 |
-6,104 |
| Heating Oil(NYM) |
| Oct05 |
050907 |
206.00 |
207.20 |
194.10 |
196.23 |
-9.20 |
22,141 |
69,016 |
+892 |
| Nov05 |
050907 |
207.50 |
209.10 |
197.00 |
198.90 |
-8.86 |
8,972 |
29,575 |
+1,922 |
| Dec05 |
050907 |
209.00 |
210.75 |
200.00 |
200.90 |
-8.36 |
4,825 |
24,535 |
-693 |
| Jan06 |
050907 |
212.00 |
212.50 |
202.00 |
202.80 |
-7.96 |
2,654 |
14,934 |
-111 |
| Feb06 |
050907 |
210.00 |
211.50 |
200.50 |
202.00 |
-7.56 |
917 |
11,450 |
+178 |
| Mar06 |
050907 |
207.50 |
207.50 |
198.00 |
198.90 |
-7.16 |
2,305 |
8,897 |
-32 |
| Apr06 |
050907 |
200.15 |
200.15 |
193.40 |
193.40 |
-6.71 |
74 |
5,497 |
-31 |
| May06 |
050907 |
194.00 |
194.00 |
188.50 |
188.50 |
-6.16 |
70 |
2,286 |
+21 |
| Jun06 |
050907 |
190.75 |
190.75 |
184.80 |
184.80 |
-5.91 |
912 |
5,808 |
-190 |
| Jul06 |
050907 |
184.50 |
184.50 |
184.50 |
184.50 |
-5.86 |
17 |
1,617 |
+2 |
| Aug06 |
050907 |
185.35 |
185.35 |
185.35 |
185.35 |
-5.81 |
2 |
384 |
+1 |
| Sep06 |
050907 |
186.80 |
186.80 |
186.80 |
186.80 |
-5.76 |
1 |
1,222 |
+0 |
| Total Volume and Open Interest |
42,925 |
178,746 |
+1,972 |
| Unleaded Gas(NYM) |
| Oct05 |
050907 |
207.00 |
212.00 |
197.50 |
202.22 |
-3.28 |
29,509 |
65,524 |
-1,135 |
| Nov05 |
050907 |
196.00 |
199.00 |
186.50 |
190.45 |
-3.88 |
10,403 |
26,346 |
+1,708 |
| Dec05 |
050907 |
189.00 |
190.20 |
182.30 |
183.95 |
-3.38 |
4,893 |
16,631 |
-739 |
| Jan06 |
050907 |
187.00 |
189.00 |
182.90 |
182.90 |
-3.23 |
2,661 |
12,664 |
+382 |
| Feb06 |
050907 |
186.00 |
186.00 |
182.00 |
182.15 |
-3.23 |
649 |
4,751 |
-205 |
| Mar06 |
050907 |
181.00 |
182.05 |
181.00 |
182.05 |
-3.08 |
600 |
3,179 |
+182 |
| Apr06 |
050907 |
192.45 |
192.45 |
192.45 |
192.45 |
-3.18 |
226 |
4,253 |
-154 |
| May06 |
050907 |
193.25 |
193.25 |
193.25 |
193.25 |
-3.23 |
0 |
2,733 |
-181 |
| Jun06 |
050907 |
193.30 |
193.30 |
193.30 |
193.30 |
-3.18 |
0 |
1,579 |
+0 |
| Jul06 |
050907 |
195.00 |
195.00 |
192.60 |
192.60 |
-3.13 |
5 |
678 |
+5 |
| Aug06 |
050907 |
194.00 |
194.00 |
191.15 |
191.15 |
-3.08 |
0 |
1,502 |
+0 |
| Sep06 |
050907 |
191.00 |
191.00 |
188.35 |
188.35 |
-2.88 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
49,146 |
139,725 |
-277 |
| Natural Gas(NYM) |
| Oct05 |
050907 |
11.330 |
11.380 |
11.050 |
11.201 |
-0.456 |
20,793 |
81,483 |
-530 |
| Nov05 |
050907 |
11.620 |
11.750 |
11.480 |
11.646 |
-0.311 |
8,964 |
50,511 |
+2 |
| Dec05 |
050907 |
11.940 |
12.030 |
11.770 |
11.996 |
-0.246 |
9,612 |
41,823 |
-1,450 |
| Jan06 |
050907 |
12.220 |
12.330 |
12.100 |
12.286 |
-0.216 |
4,248 |
40,666 |
+499 |
| Feb06 |
050907 |
12.160 |
12.250 |
12.050 |
12.209 |
-0.211 |
2,869 |
22,833 |
+754 |
| Mar06 |
050907 |
11.900 |
11.980 |
11.840 |
11.936 |
-0.209 |
3,353 |
41,526 |
-351 |
| Apr06 |
050907 |
9.485 |
9.550 |
9.420 |
9.506 |
-0.119 |
3,315 |
26,573 |
+1,701 |
| May06 |
050907 |
9.150 |
9.200 |
9.100 |
9.161 |
-0.104 |
3,089 |
23,112 |
+613 |
| Jun06 |
050907 |
9.180 |
9.230 |
9.120 |
9.187 |
-0.103 |
1,507 |
7,793 |
+91 |
| Jul06 |
050907 |
9.220 |
9.250 |
9.160 |
9.228 |
-0.103 |
682 |
12,176 |
+11 |
| Aug06 |
050907 |
9.290 |
9.290 |
9.200 |
9.271 |
-0.102 |
911 |
11,834 |
+594 |
| Sep06 |
050907 |
9.260 |
9.260 |
9.170 |
9.247 |
-0.102 |
328 |
10,230 |
-10 |
| Oct06 |
050907 |
9.250 |
9.300 |
9.200 |
9.276 |
-0.102 |
1,261 |
18,083 |
-135 |
| Nov06 |
050907 |
9.650 |
9.660 |
9.580 |
9.646 |
-0.102 |
275 |
8,421 |
+24 |
| Dec06 |
050907 |
10.000 |
10.006 |
10.000 |
10.006 |
-0.089 |
861 |
9,220 |
+726 |
| Jan07 |
050907 |
10.220 |
10.290 |
10.220 |
10.286 |
-0.079 |
456 |
10,276 |
+41 |
| Total Volume and Open Interest |
67,061 |
519,727 |
+4,677 |
| Brent Crude Oil(ICE) |
| Oct05 |
050907 |
64.15 |
65.00 |
62.58 |
62.89 |
-1.78 |
53,794 |
54,947 |
-13,443 |
| Nov05 |
050907 |
65.13 |
65.56 |
63.20 |
63.57 |
-1.72 |
34,716 |
107,374 |
-837 |
| Dec05 |
050907 |
65.70 |
66.21 |
63.90 |
64.26 |
-1.70 |
29,351 |
43,608 |
+1,439 |
| Jan06 |
050907 |
66.26 |
66.64 |
64.53 |
64.77 |
-1.69 |
6,553 |
22,108 |
-578 |
| Feb06 |
050907 |
66.60 |
66.99 |
64.91 |
65.16 |
-1.64 |
1,600 |
9,910 |
+364 |
| Mar06 |
050907 |
66.51 |
67.11 |
65.40 |
65.40 |
-1.56 |
617 |
7,269 |
+493 |
| Apr06 |
050907 |
66.57 |
67.11 |
65.48 |
65.48 |
-1.53 |
0 |
5,009 |
-30 |
| May06 |
050907 |
67.10 |
67.10 |
65.36 |
65.44 |
-1.46 |
1,000 |
5,612 |
+0 |
| Jun06 |
050907 |
66.60 |
66.98 |
65.27 |
65.36 |
-1.43 |
2,863 |
17,268 |
+287 |
| Jul06 |
050907 |
66.84 |
66.84 |
65.23 |
65.23 |
-1.40 |
0 |
1,419 |
+0 |
| Aug06 |
050907 |
66.70 |
66.70 |
65.09 |
65.09 |
-1.38 |
41 |
691 |
+0 |
| Sep06 |
050907 |
64.95 |
64.95 |
64.95 |
64.95 |
-1.36 |
41 |
2,113 |
+41 |
| Oct06 |
050907 |
64.81 |
64.81 |
64.81 |
64.81 |
-1.34 |
0 |
1,075 |
+0 |
| Nov06 |
050907 |
64.66 |
64.66 |
64.66 |
64.66 |
-1.33 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
141,536 |
335,196 |
-11,328 |
| Gas Oil(ICE) |
| Sep05 |
050907 |
624.00 |
632.50 |
600.00 |
621.75 |
-10.50 |
18,323 |
28,133 |
-8,809 |
| Oct05 |
050907 |
625.00 |
635.00 |
600.00 |
623.00 |
-9.75 |
21,165 |
64,502 |
+6,643 |
| Nov05 |
050907 |
623.00 |
633.50 |
600.50 |
622.50 |
-8.75 |
5,750 |
24,467 |
+230 |
| Dec05 |
050907 |
621.25 |
631.50 |
600.00 |
620.50 |
-8.75 |
3,626 |
31,776 |
+479 |
| Jan06 |
050907 |
622.00 |
629.00 |
606.50 |
619.00 |
-8.75 |
1,383 |
19,006 |
+46 |
| Feb06 |
050907 |
625.50 |
625.50 |
616.25 |
616.75 |
-8.75 |
801 |
9,808 |
-353 |
| Mar06 |
050907 |
622.50 |
623.25 |
613.75 |
613.75 |
-8.75 |
57 |
9,336 |
-104 |
| Apr06 |
050907 |
619.50 |
620.00 |
610.25 |
610.25 |
-8.50 |
85 |
5,477 |
+60 |
| May06 |
050907 |
615.25 |
615.25 |
606.75 |
606.75 |
-7.75 |
25 |
1,033 |
+0 |
| Jun06 |
050907 |
612.00 |
612.00 |
602.25 |
603.75 |
-7.50 |
355 |
13,689 |
+273 |
| Total Volume and Open Interest |
53,305 |
233,547 |
-514 |
| US Dollar Index(NYBOT) |
| Sep05 |
050907 |
86.66 |
87.01 |
86.26 |
86.92 |
+0.38 |
4,868 |
17,374 |
+1,079 |
| Dec05 |
050907 |
86.43 |
86.80 |
86.05 |
86.70 |
+0.37 |
413 |
3,478 |
+280 |
| Mar06 |
050907 |
86.53 |
86.53 |
86.53 |
86.53 |
+0.37 |
0 |
12 |
+1 |
| Total Volume and Open Interest |
5,281 |
20,866 |
+1,360 |
| Australian Dollar(CME) |
| Sep05 |
050907 |
76.78 |
76.90 |
76.57 |
76.66 |
-0.15 |
4,429 |
63,789 |
+2,833 |
| Dec05 |
050907 |
76.46 |
76.56 |
76.18 |
76.33 |
-0.16 |
223 |
1,480 |
+599 |
| Mar06 |
050907 |
76.02 |
76.08 |
76.02 |
76.08 |
-0.16 |
1 |
2 |
+0 |
| Total Volume and Open Interest |
4,653 |
65,292 |
+3,432 |
| British Pound(CME) |
| Sep05 |
050907 |
183.92 |
184.16 |
183.48 |
183.62 |
-0.69 |
7,548 |
76,227 |
-7,612 |
| Dec05 |
050907 |
183.60 |
183.95 |
183.25 |
183.33 |
-0.68 |
514 |
4,260 |
+2,990 |
| Mar06 |
050907 |
182.95 |
182.95 |
182.95 |
182.95 |
-0.68 |
10 |
34 |
+10 |
| Total Volume and Open Interest |
8,072 |
80,522 |
-4,612 |
| Canadian Dollar(CME) |
| Sep05 |
050907 |
84.06 |
84.48 |
83.79 |
84.12 |
unch |
4,479 |
106,764 |
+1,410 |
| Dec05 |
050907 |
84.27 |
84.66 |
84.00 |
84.32 |
unch |
2,007 |
9,565 |
+2,191 |
| Mar06 |
050907 |
84.52 |
84.85 |
84.51 |
84.54 |
unch |
4 |
1,017 |
+1 |
| Jun06 |
050907 |
84.96 |
84.96 |
84.76 |
84.76 |
unch |
0 |
70 |
+0 |
| Total Volume and Open Interest |
6,490 |
117,451 |
+3,607 |
| Japanese Yen(CME) |
| Sep05 |
050907 |
91.03 |
91.11 |
90.75 |
90.84 |
-0.56 |
6,224 |
144,230 |
-767 |
| Dec05 |
050907 |
91.91 |
91.91 |
91.68 |
91.72 |
-0.55 |
647 |
31,590 |
+801 |
| Mar06 |
050907 |
92.60 |
92.60 |
92.60 |
92.60 |
-0.54 |
9 |
119 |
+8 |
| Total Volume and Open Interest |
6,880 |
175,986 |
+42 |
| Swiss Franc(CME) |
| Sep05 |
050907 |
80.78 |
80.87 |
80.42 |
80.54 |
-0.42 |
2,440 |
59,277 |
-1,132 |
| Dec05 |
050907 |
81.40 |
81.47 |
81.10 |
81.17 |
-0.42 |
801 |
2,151 |
+949 |
| Mar06 |
050907 |
81.82 |
81.82 |
81.82 |
81.82 |
-0.42 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
3,241 |
61,472 |
-183 |
| EuroFX(CME) |
| Sep05 |
050907 |
124.63 |
124.77 |
124.12 |
124.25 |
-0.62 |
13,288 |
146,246 |
-1,896 |
| Dec05 |
050907 |
125.15 |
125.27 |
124.70 |
124.79 |
-0.60 |
1,699 |
13,798 |
+2,071 |
| Mar06 |
050907 |
125.30 |
125.34 |
125.30 |
125.34 |
-0.60 |
15 |
615 |
+4 |
| Total Volume and Open Interest |
15,014 |
161,018 |
+181 |
| Mexican Peso(CME) |
| Sep05 |
050907 |
9347.0 |
9360.0 |
9297.0 |
9302.0 |
-43.0 |
5,006 |
67,943 |
+1,254 |
| Dec05 |
050907 |
9170.0 |
9172.0 |
9165.0 |
9172.0 |
-48.0 |
357 |
6,840 |
+629 |
| Total Volume and Open Interest |
5,365 |
75,752 |
+1,883 |
| 30-Year T-Bonds(CBOT) |
| Sep05 |
050907 |
117~11 |
117~16 |
116~10 |
116~21 |
-0~27 |
40,940 |
109,273 |
-31,029 |
| Dec05 |
050907 |
117~02 |
117~04 |
115~29 |
116~09 |
-0~27 |
251,760 |
561,112 |
+20,979 |
| Mar06 |
050907 |
116~24 |
116~24 |
115~29 |
116~00 |
-0~27 |
68 |
1,217 |
+10 |
| Total Volume and Open Interest |
292,769 |
671,609 |
-10,040 |
| 10-Year T-Notes(CBOT) |
| Sep05 |
050907 |
112~275 |
112~295 |
112~120 |
112~185 |
-0~095 |
118,493 |
471,361 |
-21,800 |
| Dec05 |
050907 |
111~265 |
111~280 |
111~095 |
111~165 |
-0~110 |
600,054 |
1,376,415 |
+32,692 |
| Total Volume and Open Interest |
719,147 |
1,851,137 |
+11,181 |
| 5-Year T-Notes(CBOT) |
| Sep05 |
050907 |
108~135 |
108~135 |
108~050 |
108~085 |
-0~065 |
46,641 |
0 |
+0 |
| Dec05 |
050907 |
108~080 |
108~085 |
107~310 |
108~025 |
-0~070 |
387,879 |
0 |
+0 |
| Mar06 |
050907 |
107~300 |
107~300 |
107~300 |
107~300 |
-0~065 |
130 |
1,000 |
+0 |
| Total Volume and Open Interest |
434,650 |
1,000 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep05 |
050907 |
103~092 |
103~092 |
103~080 |
103~082 |
-0~012 |
1,676 |
67,642 |
-7,657 |
| Dec05 |
050907 |
103~073 |
103~073 |
103~060 |
103~062 |
-0~014 |
2,538 |
320,295 |
+3,649 |
| Total Volume and Open Interest |
4,214 |
387,937 |
-4,008 |
| Eurodollars(CME) |
| Sep05 |
050907 |
96.170 |
96.173 |
96.105 |
96.118 |
-0.045 |
45,974 |
1,115,528 |
+1,530 |
| Dec05 |
050907 |
95.980 |
95.980 |
95.910 |
95.925 |
-0.060 |
53,015 |
1,046,689 |
-40,702 |
| Mar06 |
050907 |
95.905 |
95.905 |
95.825 |
95.840 |
-0.070 |
34,975 |
1,177,033 |
-27,470 |
| Jun06 |
050907 |
95.855 |
95.855 |
95.780 |
95.795 |
-0.070 |
35,773 |
994,668 |
-9,089 |
| Sep06 |
050907 |
95.825 |
95.830 |
95.750 |
95.765 |
-0.065 |
509,577 |
734,180 |
-7,557 |
| Dec06 |
050907 |
95.775 |
95.780 |
95.710 |
95.725 |
-0.060 |
32,603 |
629,867 |
-743 |
| Mar07 |
050907 |
95.755 |
95.755 |
95.695 |
95.715 |
-0.055 |
21,324 |
477,158 |
-3,438 |
| Jun07 |
050907 |
95.740 |
95.740 |
95.675 |
95.695 |
-0.050 |
24,973 |
357,000 |
+773 |
| Sep07 |
050907 |
95.715 |
95.715 |
95.665 |
95.680 |
-0.045 |
13,940 |
251,075 |
+251 |
| Dec07 |
050907 |
95.680 |
95.680 |
95.630 |
95.645 |
-0.045 |
12,680 |
231,685 |
+965 |
| Mar08 |
050907 |
95.670 |
95.670 |
95.620 |
95.635 |
-0.045 |
5,740 |
205,530 |
-471 |
| Jun08 |
050907 |
95.645 |
95.645 |
95.605 |
95.610 |
-0.045 |
5,964 |
187,506 |
+1,240 |
| Sep08 |
050907 |
95.620 |
95.620 |
95.570 |
95.585 |
-0.045 |
11,661 |
174,820 |
-4,776 |
| Dec08 |
050907 |
95.580 |
95.580 |
95.530 |
95.545 |
-0.045 |
10,504 |
132,705 |
-494 |
| Mar09 |
050907 |
95.565 |
95.565 |
95.515 |
95.525 |
-0.050 |
7,674 |
120,955 |
-2,623 |
| Jun09 |
050907 |
95.530 |
95.530 |
95.485 |
95.490 |
-0.050 |
7,525 |
106,801 |
-1,548 |
| Sep09 |
050907 |
95.500 |
95.500 |
95.445 |
95.460 |
-0.050 |
5,368 |
87,013 |
-1,232 |
| Dec09 |
050907 |
95.455 |
95.455 |
95.410 |
95.415 |
-0.050 |
3,159 |
70,610 |
-530 |
| Total Volume and Open Interest |
373,961 |
8,296,784 |
-74,942 |
| 3-Mth Euro-Yen(CME) |
| Sep05 |
050907 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
100 |
5,314 |
+5 |
| Dec05 |
050907 |
99.89 |
99.90 |
99.89 |
99.90 |
unch |
0 |
7,178 |
-26 |
| Mar06 |
050907 |
99.86 |
99.86 |
99.86 |
99.86 |
unch |
0 |
5,405 |
-100 |
| Jun06 |
050907 |
99.81 |
99.81 |
99.81 |
99.81 |
unch |
318 |
6,005 |
-40 |
| Sep06 |
050907 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
3,833 |
+141 |
| Dec06 |
050907 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.01 |
0 |
4,328 |
+0 |
| Mar07 |
050907 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
0 |
6,387 |
+0 |
| Jun07 |
050907 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.01 |
7 |
327 |
-4 |
| Sep07 |
050907 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
0 |
370 |
+0 |
| Dec07 |
050907 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
425 |
39,484 |
-24 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep05 |
050907 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
237 |
76,233 |
-10 |
| Dec05 |
050907 |
99.90 |
99.90 |
99.89 |
99.89 |
-0.01 |
812 |
79,772 |
-243 |
| Mar06 |
050907 |
99.86 |
99.86 |
99.85 |
99.85 |
-0.01 |
2,659 |
53,427 |
-1,279 |
| Jun06 |
050907 |
99.81 |
99.81 |
99.80 |
99.81 |
unch |
1,055 |
45,198 |
-3,888 |
| Sep06 |
050907 |
99.74 |
99.75 |
99.74 |
99.75 |
unch |
1,990 |
31,001 |
+339 |
| Dec06 |
050907 |
99.67 |
99.68 |
99.67 |
99.67 |
-0.01 |
1,411 |
60,312 |
+136 |
| Mar07 |
050907 |
99.60 |
99.60 |
99.60 |
99.60 |
unch |
283 |
26,535 |
-61 |
| Jun07 |
050907 |
99.52 |
99.53 |
99.52 |
99.53 |
unch |
377 |
13,165 |
+265 |
| Total Volume and Open Interest |
8,924 |
440,693 |
-4,593 |
| German Euro-Bund(EUREX) |
| Sep05 |
050907 |
124.14 |
124.30 |
123.96 |
124.02 |
-0.19 |
1,713,450 |
933,095 |
-234,682 |
| Dec05 |
050907 |
123.20 |
123.38 |
123.02 |
123.09 |
-0.21 |
736,684 |
440,616 |
+201,836 |
| Mar06 |
050907 |
123.42 |
123.63 |
123.35 |
123.35 |
-0.21 |
1,870 |
215 |
+26 |
| Total Volume and Open Interest |
2,452,004 |
1,373,926 |
-32,820 |
| German Euro-Bobl(EUREX) |
| Sep05 |
050907 |
115.61 |
115.70 |
115.57 |
115.58 |
-0.09 |
883,109 |
588,828 |
-171,616 |
| Dec05 |
050907 |
114.79 |
114.88 |
114.75 |
114.76 |
-0.10 |
484,162 |
368,587 |
+168,057 |
| Mar06 |
050907 |
114.97 |
114.97 |
114.97 |
114.97 |
-0.10 |
665 |
4 |
+0 |
| Total Volume and Open Interest |
1,367,936 |
957,419 |
-3,559 |
| Long Gilt(LIFFE) |
| Sep05 |
050907 |
113~27 |
113~31 |
113~22 |
113~23 |
-0~07 |
11,648 |
30,040 |
-11,638 |
| Dec05 |
050907 |
113~20 |
113~23 |
113~13 |
113~14 |
-0~06 |
33,844 |
198,954 |
+13,230 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep05 |
050907 |
95.43 |
95.43 |
95.42 |
95.43 |
-0.01 |
2,976 |
253,370 |
+433 |
| Dec05 |
050907 |
95.58 |
95.59 |
95.56 |
95.57 |
-0.02 |
27,031 |
337,517 |
+16,188 |
| Mar06 |
050907 |
95.69 |
95.72 |
95.66 |
95.68 |
-0.03 |
33,644 |
393,904 |
+21,364 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Sep05 |
050907 |
97.870 |
97.870 |
97.865 |
97.870 |
unch |
15,657 |
499,576 |
+6,793 |
| Dec05 |
050907 |
97.870 |
97.875 |
97.855 |
97.870 |
unch |
53,574 |
656,826 |
+17,385 |
| Mar06 |
050907 |
97.870 |
97.875 |
97.850 |
97.870 |
unch |
60,182 |
642,128 |
+40,682 |
| Total Volume and Open Interest |
265,182 |
3,355,840 |
+87,486 |
| 3-Mth Aus T-Bills(SFE) |
| Sep05 |
050907 |
94.39 |
94.39 |
94.37 |
94.38 |
-0.02 |
12,709 |
50,882 |
-16,927 |
| Dec05 |
050907 |
94.49 |
94.49 |
94.44 |
94.46 |
-0.06 |
25,791 |
268,812 |
-25,411 |
| Mar06 |
050907 |
94.59 |
94.59 |
94.52 |
94.54 |
-0.10 |
8,932 |
114,862 |
-13,072 |
| Jun06 |
050907 |
94.68 |
94.68 |
94.59 |
94.62 |
-0.10 |
3,332 |
81,259 |
-8,567 |
| Sep06 |
050907 |
94.65 |
94.65 |
94.59 |
94.62 |
-0.10 |
1,322 |
34,201 |
-1,125 |
| Dec06 |
050907 |
94.61 |
94.61 |
94.55 |
94.59 |
-0.09 |
990 |
24,871 |
+177 |
| Mar07 |
050907 |
94.57 |
94.57 |
94.52 |
94.55 |
-0.09 |
576 |
18,669 |
-3,926 |
| Jun07 |
050907 |
94.53 |
94.53 |
94.49 |
94.50 |
-0.10 |
396 |
23,274 |
-1,087 |
| Sep07 |
050907 |
94.49 |
94.49 |
94.48 |
94.48 |
-0.08 |
0 |
2,182 |
-135 |
| Dec07 |
050907 |
94.45 |
94.45 |
94.45 |
94.45 |
-0.08 |
0 |
2,118 |
-84 |
| Total Volume and Open Interest |
54,048 |
623,523 |
-70,207 |
| 10-Year Aus T-Bonds(SFE) |
| Sep05 |
050907 |
94.90 |
94.92 |
94.83 |
94.86 |
-0.08 |
12,999 |
302,422 |
-37,750 |
| Dec05 |
050907 |
94.90 |
94.90 |
94.85 |
94.86 |
-0.09 |
11 |
3,367 |
+224 |
| Total Volume and Open Interest |
13,010 |
305,789 |
-37,526 |
| 3-Year Aus T-Bonds(SFE) |
| Sep05 |
050907 |
94.97 |
94.98 |
94.91 |
94.93 |
-0.09 |
40,961 |
463,521 |
-64,798 |
| Dec05 |
050907 |
94.99 |
94.99 |
94.93 |
94.95 |
-0.08 |
1,029 |
6,539 |
+1,662 |
| Total Volume and Open Interest |
41,990 |
470,060 |
-63,136 |
| Gold(CMX) |
| Oct05 |
050907 |
444.3 |
447.0 |
444.0 |
446.0 |
+0.5 |
1,291 |
20,568 |
-309 |
| Dec05 |
050907 |
447.5 |
450.2 |
447.3 |
449.0 |
+0.4 |
32,062 |
231,327 |
+6,762 |
| Feb06 |
050907 |
452.6 |
453.0 |
451.6 |
452.2 |
+0.4 |
259 |
8,223 |
-2 |
| Apr06 |
050907 |
456.3 |
456.3 |
455.3 |
455.3 |
+0.4 |
79 |
5,060 |
+50 |
| Jun06 |
050907 |
458.5 |
458.5 |
458.5 |
458.5 |
+0.5 |
327 |
10,358 |
+260 |
| Aug06 |
050907 |
461.7 |
461.7 |
461.7 |
461.7 |
+0.5 |
45 |
1,348 |
-9 |
| Oct06 |
050907 |
465.0 |
465.0 |
465.0 |
465.0 |
+0.5 |
112 |
2,118 |
+100 |
| Dec06 |
050907 |
467.2 |
469.5 |
467.2 |
468.2 |
+0.5 |
255 |
5,639 |
+72 |
| Feb07 |
050907 |
471.5 |
471.5 |
471.5 |
471.5 |
+0.5 |
330 |
4,500 |
+319 |
| Apr07 |
050907 |
474.8 |
474.8 |
474.8 |
474.8 |
+0.5 |
|
|
|
| Jun07 |
050907 |
478.1 |
478.1 |
478.1 |
478.1 |
+0.6 |
150 |
4,183 |
+150 |
| Total Volume and Open Interest |
35,012 |
299,192 |
+7,384 |
| Silver(CMX) |
| Sep05 |
050907 |
706.5 |
709.0 |
705.0 |
705.1 |
+2.0 |
140 |
974 |
-67 |
| Dec05 |
050907 |
708.0 |
715.5 |
707.5 |
711.8 |
+2.0 |
13,777 |
86,960 |
+5 |
| Mar06 |
050907 |
717.0 |
721.0 |
717.0 |
717.0 |
+1.3 |
47 |
5,033 |
+25 |
| May06 |
050907 |
719.2 |
719.2 |
719.2 |
719.2 |
+0.4 |
160 |
1,129 |
+141 |
| Jul06 |
050907 |
726.0 |
726.0 |
721.3 |
721.3 |
-0.2 |
116 |
6,641 |
+104 |
| Sep06 |
050907 |
723.7 |
723.7 |
723.7 |
723.7 |
-0.6 |
0 |
1,639 |
+0 |
| Dec06 |
050907 |
734.0 |
734.0 |
726.1 |
726.1 |
-1.4 |
26 |
7,288 |
-3 |
| Total Volume and Open Interest |
14,305 |
112,175 |
+237 |
| Platinum(NYM) |
| Oct05 |
050907 |
907.0 |
910.5 |
905.2 |
908.9 |
-2.5 |
653 |
9,524 |
+92 |
| Jan06 |
050907 |
905.0 |
910.0 |
905.0 |
907.4 |
-2.5 |
63 |
1,661 |
+23 |
| Apr06 |
050907 |
904.9 |
904.9 |
904.9 |
904.9 |
-2.5 |
2 |
134 |
+2 |
| Total Volume and Open Interest |
718 |
11,319 |
+117 |
| Palladium(NYME) |
| Sep05 |
050907 |
183.40 |
183.40 |
182.40 |
182.40 |
-0.40 |
31 |
577 |
-66 |
| Dec05 |
050907 |
185.50 |
186.00 |
184.05 |
184.70 |
-0.50 |
283 |
12,702 |
-19 |
| Mar06 |
050907 |
186.70 |
186.70 |
186.70 |
186.70 |
-0.50 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
314 |
13,315 |
-85 |
| Copper(CMX) |
| Sep05 |
050907 |
174.00 |
174.00 |
171.75 |
172.10 |
-1.50 |
773 |
7,999 |
-567 |
| Dec05 |
050907 |
166.40 |
166.50 |
164.05 |
164.70 |
-1.40 |
6,635 |
76,745 |
+167 |
| Mar06 |
050907 |
159.00 |
159.00 |
157.00 |
157.40 |
-1.20 |
218 |
8,673 |
+3 |
| May06 |
050907 |
153.00 |
153.00 |
152.00 |
152.45 |
-1.15 |
127 |
1,667 |
+121 |
| Jul06 |
050907 |
148.50 |
148.50 |
147.50 |
147.90 |
-1.10 |
4 |
919 |
+4 |
| Total Volume and Open Interest |
8,091 |
105,839 |
-225 |
| Aluminum(CMX) |
| Sep05 |
050907 |
86.00 |
86.00 |
86.00 |
86.00 |
-0.25 |
0 |
6 |
+0 |
| Oct05 |
050907 |
86.50 |
86.50 |
86.50 |
86.50 |
-0.25 |
0 |
516 |
+0 |
| Nov05 |
050907 |
87.00 |
87.00 |
87.00 |
87.00 |
-0.25 |
0 |
561 |
+0 |
| Dec05 |
050907 |
87.50 |
87.50 |
87.50 |
87.50 |
-0.25 |
0 |
1,078 |
+0 |
| Jan06 |
050907 |
87.60 |
87.60 |
87.60 |
87.60 |
-0.15 |
0 |
70 |
+0 |
| Feb06 |
050907 |
87.70 |
87.70 |
87.70 |
87.70 |
-0.05 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
0 |
2,566 |
+0 |
| DJIA Index(CBOT) |
| Sep05 |
050907 |
10588 |
10640 |
10570 |
10623 |
+35 |
6,687 |
29,412 |
+261 |
| Dec05 |
050907 |
10630 |
10680 |
10610 |
10665 |
+37 |
2,600 |
5,231 |
+2,444 |
| Mar06 |
050907 |
10710 |
10710 |
10710 |
10710 |
+37 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
9,287 |
34,651 |
+2,705 |
| S & P 500(CME) |
| Sep05 |
050907 |
1233.30 |
1237.90 |
1231.30 |
1235.50 |
+1.30 |
87,429 |
464,897 |
-33,011 |
| Dec05 |
050907 |
1239.50 |
1243.80 |
1238.00 |
1241.90 |
+1.40 |
52,603 |
217,115 |
+45,615 |
| Mar06 |
050907 |
1248.40 |
1248.40 |
1248.40 |
1248.40 |
+1.60 |
39 |
4,665 |
+24 |
| Jun06 |
050907 |
1255.70 |
1255.70 |
1255.70 |
1255.70 |
+1.40 |
12 |
695 |
+4 |
| Total Volume and Open Interest |
140,099 |
687,444 |
+12,645 |
| S & P 500 E-Mini(Globex) |
| Sep05 |
050907 |
1234.25 |
1238.00 |
1231.25 |
1235.50 |
+1.25 |
802,369 |
1,058,986 |
+16,734 |
| Dec05 |
050907 |
1240.50 |
1244.25 |
1237.75 |
1242.00 |
+1.50 |
34,000 |
142,762 |
+23,525 |
| Total Volume and Open Interest |
836,369 |
1,201,748 |
+40,259 |
| NASDAQ 100(CME) |
| Sep05 |
050907 |
1596.00 |
1603.00 |
1591.50 |
1598.50 |
unch |
8,763 |
54,709 |
+2,012 |
| Dec05 |
050907 |
1610.50 |
1615.00 |
1610.00 |
1611.50 |
unch |
749 |
3,638 |
+513 |
| Mar06 |
050907 |
1620.00 |
1625.00 |
1620.00 |
1625.00 |
unch |
0 |
2 |
+0 |
| Total Volume and Open Interest |
9,512 |
58,349 |
+2,525 |
| NASDAQ 100 E-Mini(Globex) |
| Sep05 |
050907 |
1598.50 |
1603.00 |
1592.00 |
1598.50 |
unch |
230,045 |
328,834 |
-4,819 |
| Dec05 |
050907 |
1610.00 |
1616.00 |
1605.50 |
1611.50 |
unch |
3,898 |
5,979 |
+1,957 |
| Total Volume and Open Interest |
233,943 |
334,813 |
-2,862 |
| S & P Midcap 400(CME) |
| Sep05 |
050907 |
715.50 |
718.80 |
714.50 |
717.80 |
+2.40 |
361 |
12,397 |
+1 |
| Dec05 |
050907 |
719.50 |
723.75 |
719.50 |
722.25 |
+2.40 |
88 |
1,178 |
+85 |
| Mar06 |
050907 |
725.00 |
725.00 |
725.00 |
725.00 |
+2.40 |
|
|
|
| Total Volume and Open Interest |
616 |
13,498 |
-77 |
| Russell 2000(CME) |
| Sep05 |
050907 |
674.75 |
677.50 |
672.00 |
676.40 |
+2.00 |
1,225 |
34,809 |
-445 |
| Dec05 |
050907 |
675.50 |
680.75 |
675.50 |
679.70 |
+2.10 |
771 |
3,332 |
+617 |
| Mar06 |
050907 |
679.80 |
679.80 |
679.80 |
679.80 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
1,996 |
38,141 |
+172 |
| Russell 2000 E-Mini(Globex) |
| Sep05 |
050907 |
674.20 |
677.70 |
671.70 |
676.40 |
+2.00 |
86,854 |
229,138 |
-4,353 |
| Dec05 |
050907 |
678.00 |
681.00 |
675.50 |
679.70 |
+2.10 |
2,853 |
11,667 |
+1,386 |
| Mar06 |
050901 |
671.60 |
671.60 |
671.60 |
671.60 |
|
|
|
|
| Value Line(KCBT) |
| Sep05 |
050907 |
1902.00 |
1903.50 |
1902.00 |
1903.50 |
+3.50 |
22 |
57 |
+5 |
| Total Volume and Open Interest |
22 |
57 |
+5 |
| Nikkei 225(CME) |
| Sep05 |
050907 |
12690 |
12700 |
12575 |
12615 |
+10 |
110,093 |
234,616 |
-4,697 |
| Dec05 |
050907 |
12655 |
12660 |
12540 |
12575 |
+10 |
75,753 |
27,603 |
+22,297 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Sep05 |
050907 |
12690 |
12700 |
12575 |
12615 |
+10 |
110,093 |
234,616 |
-4,697 |
| Dec05 |
050907 |
12655 |
12660 |
12540 |
12575 |
+10 |
75,753 |
27,603 |
+22,297 |
| Mar06 |
050907 |
12565 |
12565 |
12565 |
12565 |
+45 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
45,381 |
244,942 |
+2,068 |
| CAC 40(MATIF) |
| Sep05 |
050907 |
4486.0 |
4501.0 |
4477.5 |
4489.5 |
+14.0 |
32,112 |
466,688 |
+11,986 |
| Oct05 |
050907 |
4495.5 |
4508.0 |
4489.5 |
4498.0 |
+14.0 |
113 |
1,195 |
+17 |
| Nov05 |
050907 |
4504.0 |
4504.0 |
4504.0 |
4504.0 |
+14.0 |
1 |
1 |
+0 |
| Total Volume and Open Interest |
32,226 |
486,872 |
+12,003 |
| Hang Seng Index(HKFE) |
| Sep05 |
050907 |
15257 |
15285 |
15206 |
15228 |
+68 |
37,264 |
114,084 |
-190 |
| Oct05 |
050907 |
15300 |
15313 |
15240 |
15275 |
+80 |
479 |
516 |
+239 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Sep05 |
050907 |
4987.0 |
5008.0 |
4969.5 |
4993.0 |
+14.0 |
132,336 |
197,730 |
-1,731 |
| Dec05 |
050907 |
5013.5 |
5032.0 |
4998.0 |
5019.5 |
+14.0 |
4,272 |
15,439 |
+2,836 |
| Mar06 |
050907 |
5049.5 |
5059.0 |
5027.0 |
5046.5 |
+14.0 |
2,052 |
6,022 |
+626 |
| Total Volume and Open Interest |
138,660 |
219,191 |
+1,731 |
| FT-SE 100(LIFFE) |
| Sep05 |
050907 |
5367.00 |
5377.00 |
5357.50 |
5363.50 |
-1.00 |
82,273 |
426,465 |
-19,863 |
| Dec05 |
050907 |
5398.00 |
5406.00 |
5389.00 |
5393.00 |
-1.00 |
32,612 |
54,353 |
+19,134 |
| Mar06 |
050907 |
5400.00 |
5400.00 |
5400.00 |
5400.00 |
-1.00 |
13 |
5,237 |
+13 |
| Total Volume and Open Interest |
114,898 |
494,830 |
-716 |
| SPI 200(SFE) |
| Sep05 |
050907 |
4484.0 |
4502.0 |
4475.0 |
4494.0 |
+38.0 |
14,655 |
194,218 |
-9,253 |
| Dec05 |
050907 |
4500.0 |
4517.0 |
4492.0 |
4509.0 |
+38.0 |
5,056 |
13,453 |
+5,121 |
| Mar06 |
050907 |
4501.0 |
4510.0 |
4501.0 |
4510.0 |
+38.0 |
274 |
3,369 |
+154 |
| Total Volume and Open Interest |
19,985 |
214,446 |
-3,944 |
| GSCI(CME) |
| Sep05 |
050907 |
452.10 |
454.50 |
441.00 |
444.00 |
-10.30 |
54 |
17,105 |
-26 |
| Oct05 |
050907 |
455.20 |
455.20 |
446.70 |
446.75 |
-9.55 |
43 |
251 |
+40 |
| Nov05 |
050907 |
452.00 |
452.00 |
448.00 |
448.00 |
-10.30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
97 |
17,357 |
+14 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
050907 |
323.50 |
324.00 |
322.00 |
322.25 |
-3.25 |
10 |
385 |
-3 |
| Jan06 |
050907 |
321.75 |
321.75 |
321.75 |
321.75 |
-3.25 |
0 |
417 |
+0 |
| Feb06 |
050907 |
321.25 |
321.25 |
321.25 |
321.25 |
-3.25 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
11 |
1,012 |
-3 |
|
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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|