|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri September 09, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep05 |
050909 |
593.00 |
596.50 |
580.00 |
580.50 |
-10.00 |
1,257 |
1,238 |
-826 |
| Nov05 |
050909 |
602.00 |
607.00 |
589.00 |
590.00 |
-10.50 |
29,071 |
177,042 |
+273 |
| Jan06 |
050909 |
610.00 |
615.00 |
598.00 |
598.75 |
-9.75 |
3,667 |
20,837 |
+734 |
| Mar06 |
050909 |
618.00 |
622.00 |
606.50 |
607.00 |
-9.50 |
1,261 |
14,329 |
+113 |
| May06 |
050909 |
622.00 |
626.00 |
611.00 |
612.00 |
-8.25 |
945 |
15,518 |
+242 |
| Jul06 |
050909 |
626.00 |
630.00 |
615.00 |
616.00 |
-8.25 |
1,352 |
9,775 |
-43 |
| Aug06 |
050909 |
627.50 |
627.50 |
612.00 |
612.00 |
-10.00 |
2 |
350 |
+2 |
| Total Volume and Open Interest |
38,507 |
246,684 |
+1,020 |
| Soybean Meal(CBOT) |
| Sep05 |
050909 |
184.80 |
184.80 |
180.30 |
180.40 |
-4.00 |
2,744 |
1,917 |
-879 |
| Oct05 |
050909 |
185.70 |
185.80 |
181.50 |
181.70 |
-3.20 |
6,938 |
18,563 |
-1,276 |
| Dec05 |
050909 |
187.40 |
187.80 |
183.00 |
184.00 |
-2.80 |
8,076 |
56,184 |
+899 |
| Jan06 |
050909 |
188.50 |
189.20 |
185.00 |
185.30 |
-2.40 |
1,655 |
8,281 |
+134 |
| Mar06 |
050909 |
191.00 |
191.50 |
187.50 |
188.00 |
-2.70 |
830 |
8,500 |
+131 |
| May06 |
050909 |
192.00 |
193.00 |
188.50 |
188.80 |
-2.70 |
810 |
11,094 |
+16 |
| Jul06 |
050909 |
194.00 |
194.50 |
190.00 |
190.20 |
-3.10 |
507 |
6,105 |
+162 |
| Aug06 |
050909 |
194.00 |
194.00 |
190.50 |
190.80 |
-2.70 |
39 |
1,278 |
-33 |
| Total Volume and Open Interest |
21,635 |
114,744 |
-834 |
| Soybean Oil(CBOT) |
| Sep05 |
050909 |
22.48 |
22.59 |
22.17 |
22.17 |
-0.23 |
1,132 |
1,214 |
-183 |
| Oct05 |
050909 |
22.58 |
22.69 |
22.20 |
22.23 |
-0.22 |
4,414 |
18,300 |
+188 |
| Dec05 |
050909 |
22.80 |
22.92 |
22.41 |
22.49 |
-0.18 |
9,884 |
82,586 |
-139 |
| Jan06 |
050909 |
22.98 |
23.11 |
22.66 |
22.67 |
-0.19 |
985 |
8,774 |
-144 |
| Mar06 |
050909 |
23.17 |
23.30 |
22.85 |
22.85 |
-0.20 |
269 |
5,602 |
+49 |
| May06 |
050909 |
23.34 |
23.42 |
23.00 |
23.02 |
-0.17 |
689 |
8,003 |
+293 |
| Jul06 |
050909 |
23.50 |
23.60 |
23.15 |
23.15 |
-0.20 |
945 |
5,667 |
+251 |
| Aug06 |
050909 |
23.60 |
23.60 |
23.15 |
23.15 |
-0.10 |
206 |
951 |
+158 |
| Total Volume and Open Interest |
19,116 |
135,363 |
+708 |
| Canola(WCE) |
| Sep05 |
050909 |
258.9 |
258.9 |
258.9 |
258.9 |
+0.2 |
|
|
|
| Nov05 |
050909 |
266.5 |
267.6 |
264.7 |
265.9 |
+0.2 |
3,460 |
39,435 |
-87 |
| Jan06 |
050909 |
275.0 |
275.5 |
273.5 |
274.0 |
-0.2 |
911 |
17,870 |
+422 |
| Mar06 |
050909 |
281.0 |
281.8 |
281.0 |
281.3 |
-0.1 |
581 |
1,527 |
+175 |
| May06 |
050909 |
288.8 |
289.3 |
286.8 |
288.3 |
+1.4 |
305 |
1,261 |
-215 |
| Total Volume and Open Interest |
5,264 |
63,722 |
+297 |
| Corn(CBOT) |
| Sep05 |
050909 |
203.50 |
204.00 |
203.00 |
203.00 |
+0.25 |
2,611 |
3,936 |
-663 |
| Dec05 |
050909 |
216.75 |
216.75 |
215.75 |
216.00 |
-0.25 |
50,965 |
508,608 |
-2,496 |
| Mar06 |
050909 |
227.25 |
227.75 |
227.00 |
227.25 |
unch |
8,487 |
99,524 |
+2,121 |
| May06 |
050909 |
234.50 |
234.75 |
233.75 |
234.00 |
unch |
1,914 |
23,332 |
+711 |
| Jul06 |
050909 |
239.50 |
239.75 |
238.75 |
239.50 |
unch |
2,016 |
33,240 |
+236 |
| Sep06 |
050909 |
245.00 |
245.50 |
244.25 |
244.50 |
-0.50 |
143 |
4,232 |
+11 |
| Total Volume and Open Interest |
68,051 |
709,624 |
+216 |
| Wheat(CBOT) |
| Sep05 |
050909 |
310.00 |
313.25 |
310.00 |
313.00 |
+4.00 |
20 |
227 |
-1,413 |
| Dec05 |
050909 |
325.00 |
327.50 |
324.00 |
325.75 |
+2.25 |
20,017 |
213,440 |
+1,565 |
| Mar06 |
050909 |
338.00 |
341.00 |
337.75 |
339.75 |
+3.00 |
2,442 |
33,396 |
+332 |
| May06 |
050909 |
346.00 |
346.50 |
344.50 |
345.75 |
+2.75 |
60 |
1,183 |
+56 |
| Jul06 |
050909 |
348.50 |
351.50 |
348.50 |
349.75 |
+2.50 |
3,408 |
15,496 |
+906 |
| Total Volume and Open Interest |
26,122 |
264,952 |
+1,509 |
| Wheat(KCBT) |
| Sep05 |
050909 |
342.00 |
344.00 |
342.00 |
342.50 |
+5.50 |
5 |
71 |
-85 |
| Dec05 |
050909 |
348.50 |
353.00 |
348.25 |
351.00 |
+2.75 |
7,735 |
67,998 |
+97 |
| Mar06 |
050909 |
349.00 |
353.25 |
349.00 |
352.75 |
+4.75 |
2,342 |
19,618 |
+709 |
| May06 |
050909 |
354.00 |
354.00 |
351.00 |
351.00 |
+4.00 |
136 |
1,452 |
+24 |
| Jul06 |
050909 |
348.50 |
352.00 |
348.50 |
350.75 |
+3.50 |
1,911 |
7,886 |
+378 |
| Total Volume and Open Interest |
12,227 |
97,236 |
+1,189 |
| Wheat(MGE) |
| Sep05 |
050909 |
364.00 |
365.75 |
360.00 |
360.00 |
+1.00 |
167 |
432 |
-31 |
| Dec05 |
050909 |
339.50 |
343.00 |
339.50 |
341.50 |
+2.25 |
3,492 |
19,672 |
+368 |
| Mar06 |
050909 |
345.00 |
347.25 |
344.75 |
345.75 |
+2.00 |
1,150 |
7,249 |
+346 |
| May06 |
050909 |
352.00 |
352.00 |
350.50 |
350.50 |
+3.25 |
22 |
1,275 |
+11 |
| Jul06 |
050909 |
355.75 |
355.75 |
355.75 |
355.75 |
+0.75 |
3 |
154 |
+2 |
| Total Volume and Open Interest |
4,834 |
28,916 |
+696 |
| Oats(CBOT) |
| Sep05 |
050909 |
150.50 |
150.50 |
150.50 |
150.50 |
unch |
5 |
7 |
-3 |
| Dec05 |
050909 |
154.25 |
155.25 |
152.75 |
152.75 |
unch |
314 |
5,440 |
+22 |
| Mar06 |
050909 |
160.00 |
160.00 |
159.50 |
159.50 |
-0.50 |
0 |
195 |
+0 |
| May06 |
050909 |
163.00 |
163.00 |
163.00 |
163.00 |
unch |
0 |
36 |
+0 |
| Total Volume and Open Interest |
319 |
5,680 |
+19 |
| Rough Rice(CBOT) |
| Sep05 |
050909 |
6.45 |
6.52 |
6.45 |
6.52 |
+0.01 |
28 |
220 |
+5 |
| Nov05 |
050909 |
6.70 |
6.73 |
6.65 |
6.72 |
-0.01 |
502 |
5,088 |
-65 |
| Jan06 |
050909 |
6.90 |
6.95 |
6.89 |
6.95 |
+0.02 |
79 |
912 |
+1 |
| Mar06 |
050909 |
7.15 |
7.16 |
7.12 |
7.15 |
-0.01 |
126 |
374 |
+48 |
| Total Volume and Open Interest |
735 |
6,615 |
-11 |
| Live Cattle(CME) |
| Oct05 |
050909 |
83.750 |
84.925 |
83.700 |
84.825 |
+1.375 |
19,639 |
70,961 |
-2,338 |
| Dec05 |
050909 |
86.800 |
87.850 |
86.725 |
87.800 |
+1.250 |
15,396 |
41,340 |
+5,585 |
| Feb06 |
050909 |
88.450 |
89.200 |
88.425 |
89.150 |
+0.775 |
2,910 |
20,065 |
+629 |
| Apr06 |
050909 |
86.700 |
87.550 |
86.700 |
87.500 |
+0.800 |
700 |
6,335 |
+340 |
| Jun06 |
050909 |
82.250 |
82.950 |
82.250 |
82.850 |
+0.600 |
283 |
2,845 |
+191 |
| Aug06 |
050909 |
81.900 |
82.525 |
81.800 |
82.500 |
+0.450 |
46 |
1,340 |
+35 |
| Total Volume and Open Interest |
38,974 |
142,886 |
+4,442 |
| Feeder Cattle(CME) |
| Sep05 |
050909 |
113.800 |
114.600 |
113.650 |
114.575 |
+1.125 |
1,363 |
5,135 |
-314 |
| Oct05 |
050909 |
112.500 |
113.400 |
112.350 |
113.175 |
+1.025 |
4,993 |
14,609 |
-417 |
| Nov05 |
050909 |
111.900 |
112.500 |
111.400 |
112.425 |
+1.100 |
2,030 |
5,475 |
+1,148 |
| Jan06 |
050909 |
107.700 |
108.700 |
107.700 |
108.700 |
+1.075 |
691 |
1,844 |
+230 |
| Mar06 |
050909 |
102.800 |
103.650 |
102.800 |
103.650 |
+1.100 |
38 |
395 |
+14 |
| Apr06 |
050909 |
101.700 |
102.500 |
101.700 |
102.500 |
+0.900 |
7 |
212 |
+0 |
| May06 |
050909 |
101.400 |
102.000 |
101.400 |
102.000 |
+0.700 |
10 |
87 |
+9 |
| Total Volume and Open Interest |
9,134 |
27,762 |
+672 |
| Lean Hogs(CME) |
| Oct05 |
050909 |
63.100 |
64.750 |
63.050 |
64.750 |
+2.000 |
11,667 |
51,735 |
-3,385 |
| Dec05 |
050909 |
61.750 |
63.000 |
61.650 |
62.725 |
+1.150 |
9,896 |
34,359 |
+4,579 |
| Feb06 |
050909 |
62.550 |
63.550 |
62.550 |
63.525 |
+0.875 |
2,121 |
13,423 |
+474 |
| Apr06 |
050909 |
60.350 |
61.450 |
60.350 |
61.400 |
+1.025 |
535 |
4,334 |
+271 |
| May06 |
050909 |
61.400 |
61.900 |
61.200 |
61.700 |
+0.500 |
30 |
1,061 |
+9 |
| Jun06 |
050909 |
63.900 |
64.050 |
63.850 |
64.000 |
+0.225 |
104 |
1,397 |
+19 |
| Jul06 |
050909 |
60.750 |
60.950 |
60.750 |
60.950 |
+0.650 |
18 |
566 |
+5 |
| Aug06 |
050909 |
57.250 |
58.000 |
57.250 |
58.000 |
+0.750 |
21 |
276 |
+3 |
| Total Volume and Open Interest |
24,395 |
107,252 |
+1,977 |
| Pork Bellies(CME) |
| Feb06 |
050909 |
81.300 |
83.000 |
81.300 |
82.025 |
+1.000 |
162 |
1,178 |
-24 |
| Mar06 |
050909 |
81.250 |
81.250 |
81.250 |
81.250 |
+0.500 |
0 |
45 |
+0 |
| May06 |
050909 |
83.500 |
83.500 |
83.500 |
83.500 |
+0.600 |
2 |
14 |
+2 |
| Total Volume and Open Interest |
164 |
1,237 |
-22 |
| Class III Milk(CME) |
| Sep05 |
050909 |
14.24 |
14.28 |
14.24 |
14.26 |
-0.04 |
226 |
3,352 |
-142 |
| Oct05 |
050909 |
14.34 |
14.48 |
14.34 |
14.45 |
+0.11 |
96 |
2,620 |
-10 |
| Nov05 |
050909 |
13.67 |
13.82 |
13.67 |
13.81 |
+0.15 |
51 |
1,789 |
-15 |
| Dec05 |
050909 |
13.44 |
13.54 |
13.44 |
13.51 |
+0.07 |
48 |
1,748 |
+24 |
| Jan06 |
050909 |
12.80 |
12.84 |
12.80 |
12.83 |
+0.05 |
49 |
1,136 |
+33 |
| Total Volume and Open Interest |
797 |
19,100 |
+120 |
| Cocoa(NYBOT) |
| Sep05 |
050909 |
1495 |
1495 |
1476 |
1476 |
-43 |
0 |
11 |
+0 |
| Dec05 |
050909 |
1575 |
1575 |
1516 |
1531 |
-38 |
8,143 |
50,135 |
+553 |
| Mar06 |
050909 |
1605 |
1605 |
1550 |
1563 |
-37 |
1,365 |
25,902 |
+101 |
| May06 |
050909 |
1620 |
1620 |
1582 |
1582 |
-38 |
187 |
7,209 |
+138 |
| Jul06 |
050909 |
1600 |
1600 |
1600 |
1600 |
-38 |
0 |
8,223 |
+0 |
| Sep06 |
050909 |
1619 |
1619 |
1619 |
1619 |
-38 |
0 |
9,913 |
+0 |
| Dec06 |
050909 |
1646 |
1646 |
1646 |
1646 |
-37 |
0 |
5,648 |
+0 |
| Total Volume and Open Interest |
9,702 |
114,689 |
+785 |
| Coffee "C"(NYBOT) |
| Sep05 |
050909 |
94.00 |
94.00 |
92.20 |
92.20 |
-0.50 |
48 |
280 |
-14 |
| Dec05 |
050909 |
96.50 |
96.90 |
95.25 |
95.45 |
-0.50 |
8,972 |
64,807 |
-395 |
| Mar06 |
050909 |
99.60 |
100.30 |
98.75 |
98.90 |
-0.55 |
1,523 |
13,167 |
+315 |
| May06 |
050909 |
101.70 |
102.10 |
100.60 |
100.80 |
-0.60 |
159 |
2,973 |
+49 |
| Jul06 |
050909 |
103.90 |
104.00 |
102.45 |
102.70 |
-0.65 |
132 |
2,282 |
+15 |
| Sep06 |
050909 |
105.00 |
105.60 |
104.40 |
104.45 |
-0.65 |
39 |
1,093 |
+4 |
| Total Volume and Open Interest |
10,878 |
85,465 |
-22 |
| Orange Juice(NYBOT) |
| Sep05 |
050909 |
91.00 |
91.00 |
89.00 |
91.00 |
+1.50 |
2 |
59 |
-22 |
| Nov05 |
050909 |
90.50 |
92.50 |
90.50 |
92.30 |
+1.80 |
1,807 |
18,698 |
+57 |
| Jan06 |
050909 |
92.80 |
94.80 |
92.80 |
94.65 |
+1.55 |
93 |
3,070 |
+65 |
| Mar06 |
050909 |
96.25 |
97.05 |
96.25 |
97.05 |
+1.45 |
74 |
1,726 |
+54 |
| May06 |
050909 |
99.05 |
99.05 |
99.05 |
99.05 |
+1.15 |
10 |
231 |
+10 |
| Total Volume and Open Interest |
1,986 |
23,893 |
+164 |
| Sugar #11(NYBOT) |
| Oct05 |
050909 |
10.25 |
10.34 |
10.15 |
10.27 |
+0.09 |
52,435 |
200,817 |
-19,921 |
| Mar06 |
050909 |
10.68 |
10.77 |
10.62 |
10.72 |
+0.04 |
43,071 |
175,573 |
+14,743 |
| May06 |
050909 |
10.35 |
10.49 |
10.35 |
10.45 |
+0.06 |
2,001 |
43,463 |
-207 |
| Jul06 |
050909 |
10.06 |
10.18 |
10.06 |
10.15 |
+0.07 |
1,409 |
27,491 |
-141 |
| Oct06 |
050909 |
9.99 |
10.09 |
9.97 |
10.07 |
+0.07 |
554 |
15,659 |
+30 |
| Total Volume and Open Interest |
100,303 |
474,480 |
-5,276 |
| Sugar #14(NYBOT) |
| Sep05 |
050808 |
22.25 |
22.25 |
22.25 |
22.25 |
-0.10 |
889 |
385 |
-721 |
| Nov05 |
050909 |
20.66 |
20.68 |
20.65 |
20.68 |
+0.02 |
416 |
3,562 |
+37 |
| Jan06 |
050909 |
20.42 |
20.46 |
20.42 |
20.46 |
+0.04 |
53 |
2,130 |
+55 |
| Mar06 |
050909 |
20.52 |
20.52 |
20.52 |
20.52 |
+0.01 |
127 |
1,857 |
+96 |
| May06 |
050909 |
20.70 |
20.70 |
20.70 |
20.70 |
+0.02 |
97 |
2,022 |
+95 |
| Total Volume and Open Interest |
730 |
11,908 |
+317 |
| London Cocoa(LCE) |
| Sep05 |
050909 |
912 |
922 |
894 |
899 |
-14 |
1,048 |
23,483 |
-660 |
| Dec05 |
050909 |
892 |
900 |
868 |
876 |
-16 |
6,718 |
74,199 |
-1,093 |
| Mar06 |
050909 |
908 |
916 |
887 |
893 |
-14 |
902 |
39,835 |
+40 |
| May06 |
050909 |
922 |
927 |
900 |
906 |
-13 |
700 |
11,227 |
+592 |
| Jul06 |
050909 |
936 |
940 |
912 |
918 |
-13 |
792 |
19,435 |
+239 |
| Sep06 |
050909 |
928 |
934 |
926 |
933 |
-12 |
9 |
12,165 |
+4 |
| Dec06 |
050909 |
935 |
943 |
935 |
942 |
-14 |
0 |
12,757 |
+0 |
| Total Volume and Open Interest |
10,173 |
195,340 |
-878 |
| London Coffee(LCE) |
| Sep05 |
050909 |
937.00 |
937.00 |
937.00 |
937.00 |
+6.00 |
393 |
19,345 |
-343 |
| Nov05 |
050909 |
956.00 |
969.00 |
953.00 |
954.00 |
+6.00 |
4,854 |
76,158 |
-799 |
| Jan06 |
050909 |
983.00 |
993.00 |
977.00 |
977.00 |
+6.00 |
1,983 |
37,618 |
+1,117 |
| Mar06 |
050909 |
1005.00 |
1009.00 |
994.00 |
994.00 |
+6.00 |
52 |
28,065 |
-33 |
| May06 |
050909 |
1018.00 |
1021.00 |
1010.00 |
1010.00 |
+6.00 |
12 |
7,126 |
-10 |
| Jul06 |
050909 |
1035.00 |
1039.00 |
1026.00 |
1026.00 |
+5.00 |
4 |
3,157 |
+4 |
| Total Volume and Open Interest |
7,298 |
172,847 |
-64 |
| London Sugar(LCE) |
| Oct05 |
050909 |
313.50 |
314.00 |
309.30 |
311.90 |
+2.30 |
4,621 |
12,071 |
-2,872 |
| Dec05 |
050909 |
299.40 |
302.10 |
299.00 |
301.60 |
+1.20 |
4,974 |
21,137 |
+1,216 |
| Mar06 |
050909 |
298.10 |
301.00 |
298.00 |
300.60 |
+1.20 |
1,321 |
12,363 |
+627 |
| May06 |
050909 |
298.90 |
298.90 |
298.90 |
298.90 |
+2.30 |
0 |
3,222 |
+0 |
| Aug06 |
050909 |
295.50 |
298.30 |
295.50 |
298.30 |
+2.30 |
255 |
2,386 |
-29 |
| Total Volume and Open Interest |
11,171 |
55,934 |
-1,058 |
| Cotton(NYBOT) |
| Oct05 |
050909 |
50.37 |
50.50 |
50.05 |
50.05 |
-0.32 |
962 |
3,412 |
-375 |
| Dec05 |
050909 |
52.05 |
52.32 |
51.50 |
51.95 |
-0.06 |
10,539 |
76,768 |
-313 |
| Mar06 |
050909 |
53.35 |
53.72 |
53.00 |
53.50 |
-0.05 |
3,016 |
20,089 |
+159 |
| May06 |
050909 |
53.85 |
54.10 |
53.85 |
54.10 |
-0.25 |
161 |
2,009 |
+24 |
| Jul06 |
050909 |
55.45 |
55.45 |
55.10 |
55.10 |
-0.10 |
100 |
2,053 |
+10 |
| Oct06 |
050909 |
56.85 |
56.85 |
56.85 |
56.85 |
-0.20 |
2 |
1 |
+1 |
| Total Volume and Open Interest |
14,812 |
105,067 |
-493 |
| Lumber(CME) |
| Sep05 |
050909 |
318.1 |
323.4 |
316.0 |
318.7 |
+4.7 |
345 |
662 |
-154 |
| Nov05 |
050909 |
293.0 |
294.3 |
286.8 |
289.7 |
+0.9 |
811 |
2,659 |
+31 |
| Jan06 |
050909 |
304.8 |
305.9 |
300.7 |
301.1 |
-0.9 |
89 |
352 |
-15 |
| Mar06 |
050909 |
314.0 |
314.0 |
310.0 |
313.0 |
-5.0 |
19 |
107 |
+16 |
| Total Volume and Open Interest |
1,273 |
3,799 |
-121 |
| Crude Oil(NYM) |
| Oct05 |
050909 |
65.05 |
65.10 |
63.55 |
64.08 |
-0.41 |
123,332 |
166,602 |
-17,440 |
| Nov05 |
050909 |
65.70 |
65.80 |
64.35 |
64.90 |
-0.37 |
76,216 |
138,857 |
+7,171 |
| Dec05 |
050909 |
66.20 |
66.30 |
65.00 |
65.55 |
-0.37 |
45,356 |
126,812 |
-1,083 |
| Jan06 |
050909 |
66.60 |
66.65 |
65.50 |
66.02 |
-0.40 |
9,194 |
48,342 |
-635 |
| Feb06 |
050909 |
67.00 |
67.10 |
65.85 |
66.39 |
-0.43 |
3,498 |
22,388 |
+173 |
| Mar06 |
050909 |
66.30 |
66.70 |
66.30 |
66.59 |
-0.44 |
5,436 |
26,947 |
+1,530 |
| Apr06 |
050909 |
66.65 |
66.65 |
66.65 |
66.65 |
-0.45 |
1,546 |
12,728 |
+728 |
| May06 |
050909 |
66.50 |
66.60 |
66.50 |
66.60 |
-0.45 |
177 |
12,141 |
+119 |
| Jun06 |
050909 |
67.20 |
67.20 |
65.90 |
66.51 |
-0.46 |
3,614 |
38,452 |
+865 |
| Jul06 |
050909 |
66.38 |
66.38 |
66.38 |
66.38 |
-0.46 |
1,444 |
8,869 |
+380 |
| Aug06 |
050909 |
66.60 |
66.75 |
66.24 |
66.24 |
-0.46 |
286 |
6,498 |
-5 |
| Sep06 |
050909 |
66.09 |
66.09 |
66.09 |
66.09 |
-0.47 |
103 |
8,617 |
+3 |
| Oct06 |
050909 |
65.94 |
65.94 |
65.94 |
65.94 |
-0.48 |
202 |
5,178 |
+1 |
| Nov06 |
050909 |
65.79 |
65.79 |
65.79 |
65.79 |
-0.48 |
77 |
5,084 |
+9 |
| Dec06 |
050909 |
66.30 |
66.30 |
65.25 |
65.64 |
-0.48 |
8,005 |
51,917 |
+360 |
| Jan07 |
050909 |
65.42 |
65.42 |
65.42 |
65.42 |
-0.48 |
2 |
8,294 |
+0 |
| Total Volume and Open Interest |
288,994 |
871,383 |
-7,752 |
| Heating Oil(NYM) |
| Oct05 |
050909 |
195.10 |
196.00 |
187.60 |
189.65 |
-3.31 |
34,119 |
59,563 |
-5,796 |
| Nov05 |
050909 |
198.80 |
199.10 |
190.00 |
193.98 |
-2.36 |
18,612 |
33,634 |
+3,738 |
| Dec05 |
050909 |
201.50 |
202.00 |
194.50 |
196.88 |
-2.16 |
5,465 |
25,881 |
+692 |
| Jan06 |
050909 |
203.00 |
204.50 |
198.75 |
199.38 |
-1.96 |
2,715 |
15,725 |
+234 |
| Feb06 |
050909 |
203.25 |
203.90 |
197.50 |
199.38 |
-1.56 |
515 |
11,623 |
+130 |
| Mar06 |
050909 |
200.50 |
201.25 |
195.25 |
196.43 |
-1.56 |
1,203 |
9,339 |
-140 |
| Apr06 |
050909 |
195.00 |
195.00 |
191.08 |
191.08 |
-1.56 |
82 |
5,496 |
+0 |
| May06 |
050909 |
190.30 |
190.30 |
186.33 |
186.33 |
-1.56 |
9 |
2,277 |
+4 |
| Jun06 |
050909 |
184.00 |
184.00 |
182.78 |
182.78 |
-1.56 |
319 |
5,780 |
-18 |
| Jul06 |
050909 |
182.00 |
184.00 |
182.00 |
182.53 |
-1.61 |
20 |
1,651 |
-13 |
| Aug06 |
050909 |
185.00 |
185.00 |
183.43 |
183.43 |
-1.66 |
25 |
409 |
+25 |
| Sep06 |
050909 |
186.80 |
186.80 |
184.93 |
184.93 |
-1.71 |
25 |
1,229 |
+7 |
| Total Volume and Open Interest |
63,140 |
176,148 |
-1,135 |
| Unleaded Gas(NYM) |
| Oct05 |
050909 |
204.00 |
204.00 |
193.50 |
195.97 |
-7.58 |
30,707 |
57,287 |
-3,768 |
| Nov05 |
050909 |
194.50 |
195.00 |
186.50 |
190.98 |
-3.54 |
18,582 |
33,077 |
+5,667 |
| Dec05 |
050909 |
187.00 |
188.50 |
182.25 |
186.48 |
-1.39 |
7,200 |
16,465 |
+129 |
| Jan06 |
050909 |
185.60 |
186.50 |
181.00 |
185.33 |
-0.79 |
1,090 |
12,126 |
+37 |
| Feb06 |
050909 |
184.25 |
184.53 |
182.50 |
184.53 |
-0.47 |
294 |
4,787 |
-8 |
| Mar06 |
050909 |
185.00 |
185.00 |
183.00 |
184.28 |
-0.37 |
228 |
3,392 |
+43 |
| Apr06 |
050909 |
194.00 |
194.68 |
192.00 |
194.68 |
-0.27 |
355 |
4,586 |
-220 |
| May06 |
050909 |
195.33 |
195.33 |
195.33 |
195.33 |
-0.32 |
1 |
2,864 |
+1 |
| Jun06 |
050909 |
195.23 |
195.23 |
195.23 |
195.23 |
-0.32 |
281 |
1,665 |
+106 |
| Jul06 |
050909 |
194.48 |
194.48 |
194.48 |
194.48 |
-0.32 |
120 |
785 |
+96 |
| Aug06 |
050909 |
192.98 |
192.98 |
192.98 |
192.98 |
-0.32 |
1 |
1,314 |
-48 |
| Sep06 |
050909 |
190.13 |
190.13 |
190.13 |
190.13 |
-0.32 |
1 |
26 |
+1 |
| Total Volume and Open Interest |
59,116 |
138,380 |
+2,089 |
| Natural Gas(NYM) |
| Oct05 |
050909 |
11.340 |
11.410 |
11.230 |
11.263 |
-0.084 |
28,490 |
81,124 |
-785 |
| Nov05 |
050909 |
11.870 |
11.950 |
11.820 |
11.853 |
-0.014 |
15,770 |
50,353 |
+869 |
| Dec05 |
050909 |
12.260 |
12.350 |
12.250 |
12.318 |
+0.061 |
6,670 |
42,071 |
-540 |
| Jan06 |
050909 |
12.560 |
12.680 |
12.540 |
12.618 |
+0.076 |
4,383 |
41,983 |
+1,046 |
| Feb06 |
050909 |
12.460 |
12.560 |
12.460 |
12.523 |
+0.068 |
2,240 |
24,152 |
+907 |
| Mar06 |
050909 |
12.180 |
12.270 |
12.170 |
12.238 |
+0.061 |
4,774 |
41,702 |
+455 |
| Apr06 |
050909 |
9.670 |
9.750 |
9.650 |
9.728 |
+0.051 |
2,833 |
27,469 |
+471 |
| May06 |
050909 |
9.300 |
9.363 |
9.290 |
9.363 |
+0.041 |
1,633 |
23,241 |
-157 |
| Jun06 |
050909 |
9.380 |
9.388 |
9.350 |
9.388 |
+0.041 |
654 |
8,555 |
+165 |
| Jul06 |
050909 |
9.360 |
9.429 |
9.360 |
9.429 |
+0.041 |
537 |
12,398 |
-31 |
| Aug06 |
050909 |
9.420 |
9.472 |
9.410 |
9.472 |
+0.041 |
404 |
12,887 |
-107 |
| Sep06 |
050909 |
9.410 |
9.448 |
9.400 |
9.448 |
+0.041 |
190 |
10,118 |
+62 |
| Oct06 |
050909 |
9.430 |
9.477 |
9.425 |
9.477 |
+0.041 |
427 |
19,839 |
+21 |
| Nov06 |
050909 |
9.840 |
9.860 |
9.840 |
9.848 |
+0.042 |
267 |
9,051 |
+302 |
| Dec06 |
050909 |
10.170 |
10.210 |
10.170 |
10.208 |
+0.042 |
1,132 |
10,587 |
+663 |
| Jan07 |
050909 |
10.400 |
10.490 |
10.400 |
10.488 |
+0.042 |
361 |
10,694 |
+291 |
| Total Volume and Open Interest |
73,047 |
531,658 |
+4,751 |
| Brent Crude Oil(ICE) |
| Oct05 |
050909 |
63.53 |
64.16 |
62.39 |
62.84 |
-0.24 |
60,861 |
42,375 |
-6,705 |
| Nov05 |
050909 |
64.01 |
64.50 |
62.97 |
63.35 |
-0.32 |
48,172 |
102,391 |
-3,498 |
| Dec05 |
050909 |
64.68 |
65.10 |
63.60 |
64.02 |
-0.37 |
31,564 |
49,642 |
+5,626 |
| Jan06 |
050909 |
65.01 |
65.52 |
64.05 |
64.48 |
-0.39 |
4,150 |
23,237 |
-184 |
| Feb06 |
050909 |
65.60 |
65.84 |
64.77 |
64.84 |
-0.37 |
1,860 |
11,860 |
+78 |
| Mar06 |
050909 |
65.79 |
66.04 |
65.04 |
65.06 |
-0.37 |
1,231 |
7,352 |
+330 |
| Apr06 |
050909 |
66.05 |
66.05 |
65.11 |
65.11 |
-0.39 |
659 |
4,336 |
-102 |
| May06 |
050909 |
65.98 |
66.02 |
65.08 |
65.08 |
-0.39 |
393 |
5,740 |
+43 |
| Jun06 |
050909 |
65.70 |
65.92 |
64.63 |
65.02 |
-0.37 |
2,643 |
17,360 |
-450 |
| Jul06 |
050909 |
64.89 |
64.89 |
64.89 |
64.89 |
-0.37 |
0 |
1,444 |
+0 |
| Aug06 |
050909 |
64.76 |
64.76 |
64.76 |
64.76 |
-0.37 |
0 |
689 |
+0 |
| Sep06 |
050909 |
64.63 |
64.63 |
64.63 |
64.63 |
-0.37 |
0 |
2,113 |
+0 |
| Oct06 |
050909 |
64.50 |
64.50 |
64.50 |
64.50 |
-0.37 |
0 |
1,075 |
+0 |
| Nov06 |
050909 |
64.36 |
64.36 |
64.36 |
64.36 |
-0.38 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
156,664 |
326,649 |
-4,303 |
| Gas Oil(ICE) |
| Sep05 |
050909 |
598.00 |
606.50 |
588.50 |
599.75 |
+6.50 |
17,763 |
15,556 |
-6,803 |
| Oct05 |
050909 |
602.00 |
611.50 |
591.00 |
601.75 |
+5.50 |
26,341 |
63,576 |
-1,852 |
| Nov05 |
050909 |
607.25 |
615.25 |
600.00 |
605.75 |
+5.50 |
11,762 |
28,221 |
+3,271 |
| Dec05 |
050909 |
607.75 |
617.00 |
601.00 |
607.25 |
+5.00 |
3,653 |
31,551 |
-222 |
| Jan06 |
050909 |
606.50 |
612.50 |
597.00 |
607.75 |
+5.50 |
1,422 |
19,871 |
+1,058 |
| Feb06 |
050909 |
611.75 |
611.75 |
606.50 |
606.50 |
+6.00 |
526 |
9,985 |
+143 |
| Mar06 |
050909 |
607.50 |
607.50 |
601.75 |
603.50 |
+5.75 |
316 |
9,470 |
+84 |
| Apr06 |
050909 |
599.50 |
609.75 |
599.50 |
600.00 |
+6.00 |
297 |
5,662 |
+185 |
| May06 |
050909 |
597.00 |
605.75 |
596.25 |
596.25 |
+6.25 |
130 |
1,176 |
+93 |
| Jun06 |
050909 |
597.00 |
603.00 |
585.00 |
593.50 |
+6.25 |
713 |
14,030 |
+183 |
| Total Volume and Open Interest |
63,023 |
225,508 |
-3,860 |
| US Dollar Index(NYBOT) |
| Sep05 |
050909 |
87.05 |
87.20 |
86.56 |
86.89 |
-0.11 |
5,155 |
15,562 |
-903 |
| Dec05 |
050909 |
86.85 |
86.91 |
86.37 |
86.66 |
-0.12 |
1,483 |
5,434 |
+1,044 |
| Mar06 |
050909 |
86.49 |
86.49 |
86.49 |
86.49 |
-0.12 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
6,638 |
21,010 |
+141 |
| Australian Dollar(CME) |
| Sep05 |
050909 |
77.28 |
77.47 |
77.25 |
77.37 |
+0.15 |
10,935 |
70,436 |
+4,337 |
| Dec05 |
050909 |
76.98 |
77.23 |
76.98 |
77.04 |
+0.15 |
5,959 |
8,726 |
+6,699 |
| Mar06 |
050909 |
76.79 |
76.79 |
76.79 |
76.79 |
+0.15 |
0 |
2 |
+0 |
| Total Volume and Open Interest |
16,894 |
79,185 |
+11,036 |
| British Pound(CME) |
| Sep05 |
050909 |
183.77 |
184.13 |
183.75 |
183.85 |
+0.31 |
4,989 |
71,327 |
-3,406 |
| Dec05 |
050909 |
183.48 |
183.95 |
183.48 |
183.57 |
+0.32 |
1,645 |
9,622 |
+1,177 |
| Mar06 |
050909 |
183.19 |
183.19 |
183.19 |
183.19 |
+0.32 |
1 |
33 |
-1 |
| Total Volume and Open Interest |
6,635 |
80,983 |
-2,230 |
| Canadian Dollar(CME) |
| Sep05 |
050909 |
84.96 |
85.29 |
84.93 |
84.96 |
+0.32 |
6,027 |
100,485 |
-5,232 |
| Dec05 |
050909 |
85.17 |
85.48 |
85.14 |
85.16 |
+0.32 |
3,315 |
18,793 |
+2,572 |
| Mar06 |
050909 |
85.45 |
85.72 |
85.38 |
85.38 |
+0.32 |
14 |
1,049 |
+14 |
| Jun06 |
050909 |
85.72 |
85.72 |
85.60 |
85.60 |
+0.32 |
0 |
120 |
-1 |
| Total Volume and Open Interest |
9,356 |
120,482 |
-2,647 |
| Japanese Yen(CME) |
| Sep05 |
050909 |
90.88 |
91.40 |
90.85 |
91.13 |
+0.57 |
6,599 |
142,209 |
-1,147 |
| Dec05 |
050909 |
91.73 |
92.30 |
91.73 |
92.01 |
+0.57 |
4,459 |
42,027 |
+5,038 |
| Mar06 |
050909 |
92.89 |
92.89 |
92.89 |
92.89 |
+0.57 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
11,058 |
184,405 |
+3,891 |
| Swiss Franc(CME) |
| Sep05 |
050909 |
80.44 |
80.78 |
80.30 |
80.40 |
-0.03 |
1,597 |
55,962 |
-1,976 |
| Dec05 |
050909 |
81.05 |
81.41 |
80.95 |
81.03 |
-0.03 |
599 |
4,041 |
+1,289 |
| Mar06 |
050909 |
81.68 |
81.68 |
81.68 |
81.68 |
-0.03 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
2,226 |
60,077 |
-687 |
| EuroFX(CME) |
| Sep05 |
050909 |
124.12 |
124.65 |
123.94 |
124.08 |
+0.02 |
7,768 |
142,996 |
-2,522 |
| Dec05 |
050909 |
124.67 |
125.15 |
124.56 |
124.62 |
+0.02 |
1,905 |
17,507 |
+2,238 |
| Mar06 |
050909 |
125.32 |
125.32 |
125.17 |
125.17 |
+0.02 |
35 |
611 |
+15 |
| Total Volume and Open Interest |
9,756 |
161,477 |
-263 |
| Mexican Peso(CME) |
| Sep05 |
050909 |
9320.0 |
9355.0 |
9305.0 |
9347.0 |
+37.0 |
12,484 |
62,209 |
-4,595 |
| Dec05 |
050909 |
9195.0 |
9230.0 |
9185.0 |
9222.0 |
+42.0 |
5,100 |
11,998 |
+4,852 |
| Total Volume and Open Interest |
17,634 |
75,184 |
+265 |
| 30-Year T-Bonds(CBOT) |
| Sep05 |
050909 |
116~20 |
117~07 |
116~20 |
116~29 |
+0~08 |
14,828 |
79,808 |
-7,874 |
| Dec05 |
050909 |
116~05 |
116~27 |
116~05 |
116~17 |
+0~08 |
256,402 |
564,275 |
-8,039 |
| Mar06 |
050909 |
116~16 |
116~16 |
116~09 |
116~09 |
+0~09 |
26 |
1,241 |
+5 |
| Total Volume and Open Interest |
271,256 |
645,331 |
-15,908 |
| 10-Year T-Notes(CBOT) |
| Sep05 |
050909 |
112~160 |
112~240 |
112~160 |
112~180 |
+0~020 |
96,662 |
401,570 |
-40,142 |
| Dec05 |
050909 |
111~155 |
111~250 |
111~150 |
111~185 |
+0~020 |
615,239 |
1,432,370 |
+30,415 |
| Total Volume and Open Interest |
711,906 |
1,837,660 |
-9,726 |
| 5-Year T-Notes(CBOT) |
| Sep05 |
050909 |
108~090 |
108~090 |
108~070 |
108~070 |
+0~010 |
32,164 |
0 |
+0 |
| Dec05 |
050909 |
108~040 |
108~055 |
108~010 |
108~015 |
+0~010 |
385,178 |
0 |
+0 |
| Mar06 |
050909 |
107~290 |
107~290 |
107~290 |
107~290 |
+0~010 |
0 |
1,000 |
+0 |
| Total Volume and Open Interest |
417,342 |
1,000 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep05 |
050909 |
103~080 |
103~082 |
103~077 |
103~078 |
-0~002 |
1,299 |
49,254 |
-5,588 |
| Dec05 |
050909 |
103~064 |
103~065 |
103~058 |
103~060 |
unch |
4,291 |
339,159 |
+4,896 |
| Total Volume and Open Interest |
5,590 |
388,413 |
-692 |
| Eurodollars(CME) |
| Sep05 |
050909 |
96.125 |
96.128 |
96.120 |
96.122 |
unch |
31,735 |
1,089,807 |
-12,827 |
| Dec05 |
050909 |
95.925 |
95.940 |
95.910 |
95.915 |
+0.005 |
57,306 |
1,099,787 |
+52,860 |
| Mar06 |
050909 |
95.850 |
95.865 |
95.825 |
95.830 |
unch |
43,765 |
1,108,757 |
-9,830 |
| Jun06 |
050909 |
95.805 |
95.820 |
95.785 |
95.785 |
unch |
35,377 |
986,798 |
+14,193 |
| Sep06 |
050909 |
95.750 |
95.795 |
95.740 |
95.755 |
unch |
324,197 |
769,994 |
+20,839 |
| Dec06 |
050909 |
95.735 |
95.745 |
95.720 |
95.720 |
unch |
22,842 |
628,897 |
-1,193 |
| Mar07 |
050909 |
95.730 |
95.740 |
95.715 |
95.715 |
+0.005 |
18,990 |
468,885 |
-1,730 |
| Jun07 |
050909 |
95.720 |
95.730 |
95.700 |
95.700 |
+0.005 |
23,417 |
358,097 |
+3,294 |
| Sep07 |
050909 |
95.710 |
95.715 |
95.690 |
95.695 |
+0.015 |
13,331 |
256,737 |
+6,079 |
| Dec07 |
050909 |
95.675 |
95.685 |
95.665 |
95.665 |
+0.015 |
7,658 |
229,744 |
-108 |
| Mar08 |
050909 |
95.675 |
95.680 |
95.660 |
95.660 |
+0.020 |
8,194 |
206,301 |
+907 |
| Jun08 |
050909 |
95.660 |
95.660 |
95.640 |
95.640 |
+0.020 |
6,511 |
188,323 |
-206 |
| Sep08 |
050909 |
95.640 |
95.640 |
95.615 |
95.615 |
+0.020 |
3,356 |
176,102 |
+197 |
| Dec08 |
050909 |
95.585 |
95.600 |
95.575 |
95.575 |
+0.020 |
2,800 |
132,449 |
-310 |
| Mar09 |
050909 |
95.565 |
95.565 |
95.555 |
95.555 |
+0.020 |
3,616 |
121,994 |
+756 |
| Jun09 |
050909 |
95.535 |
95.545 |
95.525 |
95.525 |
+0.020 |
2,258 |
107,651 |
+182 |
| Sep09 |
050909 |
95.515 |
95.525 |
95.495 |
95.495 |
+0.020 |
6,820 |
86,091 |
-1,250 |
| Dec09 |
050909 |
95.470 |
95.480 |
95.450 |
95.450 |
+0.020 |
7,202 |
69,719 |
-209 |
| Total Volume and Open Interest |
339,014 |
8,280,322 |
+60,013 |
| 3-Mth Euro-Yen(CME) |
| Sep05 |
050909 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
5,260 |
+0 |
| Dec05 |
050909 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
0 |
6,853 |
+0 |
| Mar06 |
050909 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
0 |
5,400 |
-5 |
| Jun06 |
050909 |
99.80 |
99.80 |
99.79 |
99.79 |
-0.01 |
0 |
6,173 |
+43 |
| Sep06 |
050909 |
99.72 |
99.72 |
99.72 |
99.72 |
-0.02 |
16 |
3,864 |
+31 |
| Dec06 |
050909 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.02 |
0 |
5,528 |
+0 |
| Mar07 |
050909 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.02 |
0 |
6,387 |
+0 |
| Jun07 |
050909 |
99.48 |
99.48 |
99.48 |
99.48 |
-0.04 |
0 |
320 |
-4 |
| Sep07 |
050909 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.03 |
0 |
370 |
+0 |
| Dec07 |
050909 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.02 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
16 |
40,492 |
+65 |
| 3-Mth Euro-Yen(SIMEX) |
| Sep05 |
050909 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
0 |
75,293 |
-43 |
| Dec05 |
050909 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
557 |
79,531 |
-844 |
| Mar06 |
050909 |
99.85 |
99.85 |
99.85 |
99.85 |
unch |
1,204 |
53,478 |
-40 |
| Jun06 |
050909 |
99.80 |
99.80 |
99.80 |
99.80 |
unch |
1,432 |
46,340 |
+1,075 |
| Sep06 |
050909 |
99.74 |
99.74 |
99.72 |
99.72 |
-0.03 |
1,342 |
31,268 |
+467 |
| Dec06 |
050909 |
99.66 |
99.66 |
99.65 |
99.65 |
-0.02 |
528 |
60,811 |
-653 |
| Mar07 |
050909 |
99.57 |
99.57 |
99.57 |
99.57 |
-0.02 |
178 |
26,679 |
+169 |
| Jun07 |
050909 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.02 |
890 |
13,764 |
+482 |
| Total Volume and Open Interest |
6,486 |
442,564 |
+913 |
| German Euro-Bund(EUREX) |
| Sep05 |
050908 |
123.98 |
124.20 |
123.97 |
124.03 |
+0.01 |
1,247,565 |
562,717 |
-370,378 |
| Dec05 |
050909 |
123.33 |
123.63 |
123.20 |
123.56 |
+0.16 |
1,043,904 |
1,148,597 |
+352,534 |
| Mar06 |
050909 |
123.55 |
123.89 |
123.55 |
123.87 |
+0.18 |
1,279 |
1,087 |
+516 |
| Total Volume and Open Interest |
1,214,421 |
1,227,707 |
-131,644 |
| German Euro-Bobl(EUREX) |
| Sep05 |
050908 |
115.58 |
115.67 |
115.57 |
115.58 |
unch |
615,906 |
378,661 |
-210,167 |
| Dec05 |
050909 |
114.84 |
114.98 |
114.78 |
114.90 |
+0.02 |
503,969 |
781,771 |
+161,271 |
| Mar06 |
050909 |
115.21 |
115.21 |
115.21 |
115.21 |
+0.12 |
1,710 |
4 |
+0 |
| Total Volume and Open Interest |
603,076 |
857,207 |
-141,958 |
| Long Gilt(LIFFE) |
| Sep05 |
050909 |
113~26 |
114~06 |
113~26 |
114~05 |
+0~07 |
3,396 |
19,697 |
-3,269 |
| Dec05 |
050909 |
113~18 |
113~31 |
113~16 |
113~28 |
+0~08 |
72,126 |
206,189 |
+6,033 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep05 |
050909 |
95.42 |
95.43 |
95.41 |
95.42 |
unch |
24,719 |
249,442 |
-5,277 |
| Dec05 |
050909 |
95.56 |
95.58 |
95.55 |
95.57 |
+0.01 |
49,211 |
339,584 |
+5,348 |
| Mar06 |
050909 |
95.67 |
95.69 |
95.64 |
95.69 |
+0.02 |
50,974 |
409,567 |
+9,321 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Sep05 |
050909 |
97.865 |
97.870 |
97.865 |
97.865 |
unch |
32,984 |
485,631 |
-4,248 |
| Dec05 |
050909 |
97.860 |
97.865 |
97.845 |
97.855 |
-0.005 |
57,208 |
655,183 |
+6,020 |
| Mar06 |
050909 |
97.860 |
97.865 |
97.845 |
97.855 |
-0.010 |
74,200 |
664,710 |
+18,915 |
| Total Volume and Open Interest |
369,669 |
3,387,545 |
+40,992 |
| 3-Mth Aus T-Bills(SFE) |
| Sep05 |
050908 |
94.37 |
94.38 |
94.36 |
94.37 |
-0.01 |
23,242 |
50,066 |
-816 |
| Dec05 |
050909 |
94.43 |
94.44 |
94.41 |
94.42 |
-0.01 |
68,969 |
305,280 |
+13,186 |
| Mar06 |
050909 |
94.48 |
94.50 |
94.47 |
94.48 |
-0.02 |
27,633 |
138,690 |
+8,077 |
| Jun06 |
050909 |
94.56 |
94.56 |
94.53 |
94.55 |
-0.02 |
10,164 |
88,169 |
+2,246 |
| Sep06 |
050909 |
94.56 |
94.56 |
94.53 |
94.55 |
-0.02 |
2,437 |
34,020 |
+723 |
| Dec06 |
050909 |
94.51 |
94.51 |
94.50 |
94.51 |
-0.03 |
603 |
24,853 |
+649 |
| Mar07 |
050909 |
94.47 |
94.48 |
94.47 |
94.48 |
-0.02 |
700 |
19,151 |
+414 |
| Jun07 |
050909 |
94.44 |
94.45 |
94.43 |
94.45 |
-0.01 |
600 |
23,940 |
+416 |
| Sep07 |
050909 |
94.42 |
94.43 |
94.42 |
94.43 |
-0.01 |
880 |
3,221 |
+714 |
| Dec07 |
050909 |
94.38 |
94.40 |
94.38 |
94.40 |
-0.01 |
200 |
2,318 |
+199 |
| Total Volume and Open Interest |
117,834 |
644,045 |
-21,432 |
| 10-Year Aus T-Bonds(SFE) |
| Sep05 |
050909 |
94.83 |
94.84 |
94.81 |
94.83 |
-0.01 |
36,420 |
337,549 |
+15,839 |
| Dec05 |
050909 |
94.85 |
94.85 |
94.82 |
94.83 |
-0.01 |
4,145 |
15,889 |
+4,050 |
| Total Volume and Open Interest |
40,565 |
353,438 |
+19,889 |
| 3-Year Aus T-Bonds(SFE) |
| Sep05 |
050909 |
94.89 |
94.90 |
94.87 |
94.89 |
unch |
142,466 |
548,714 |
+25,830 |
| Dec05 |
050909 |
94.89 |
94.91 |
94.89 |
94.91 |
unch |
5,547 |
18,602 |
+3,831 |
| Total Volume and Open Interest |
148,013 |
567,316 |
+29,661 |
| Gold(CMX) |
| Oct05 |
050909 |
448.5 |
450.4 |
448.5 |
450.0 |
+2.3 |
993 |
20,116 |
-33 |
| Dec05 |
050909 |
450.7 |
453.6 |
450.7 |
453.0 |
+2.3 |
65,902 |
239,618 |
+8,033 |
| Feb06 |
050909 |
455.0 |
457.0 |
455.0 |
456.3 |
+2.4 |
401 |
8,365 |
-30 |
| Apr06 |
050909 |
458.0 |
459.5 |
458.0 |
459.5 |
+2.4 |
203 |
5,211 |
+152 |
| Jun06 |
050909 |
461.5 |
463.5 |
461.5 |
462.8 |
+2.5 |
452 |
10,515 |
+157 |
| Aug06 |
050909 |
466.0 |
466.0 |
466.0 |
466.0 |
+2.5 |
20 |
1,533 |
+0 |
| Oct06 |
050909 |
469.3 |
469.3 |
469.3 |
469.3 |
+2.5 |
1 |
2,118 |
+0 |
| Dec06 |
050909 |
471.6 |
473.0 |
471.6 |
472.5 |
+2.5 |
4 |
5,645 |
+4 |
| Feb07 |
050909 |
475.8 |
475.8 |
475.8 |
475.8 |
+2.5 |
0 |
4,550 |
+0 |
| Apr07 |
050909 |
479.1 |
479.1 |
479.1 |
479.1 |
+2.5 |
0 |
100 |
+0 |
| Jun07 |
050909 |
482.4 |
482.4 |
482.4 |
482.4 |
+2.5 |
0 |
4,183 |
+0 |
| Total Volume and Open Interest |
67,990 |
307,933 |
+7,285 |
| Silver(CMX) |
| Sep05 |
050909 |
703.5 |
703.5 |
700.0 |
700.3 |
+3.7 |
74 |
859 |
-50 |
| Dec05 |
050909 |
707.5 |
709.5 |
704.5 |
706.5 |
+3.7 |
18,056 |
87,002 |
+468 |
| Mar06 |
050909 |
712.5 |
713.0 |
712.0 |
712.2 |
+3.8 |
124 |
5,395 |
+2 |
| May06 |
050909 |
715.1 |
715.1 |
715.1 |
715.1 |
+4.2 |
0 |
1,129 |
+0 |
| Jul06 |
050909 |
718.0 |
718.0 |
717.6 |
717.6 |
+4.3 |
66 |
6,671 |
+39 |
| Sep06 |
050909 |
720.2 |
720.2 |
720.2 |
720.2 |
+4.3 |
0 |
1,694 |
+0 |
| Dec06 |
050909 |
723.2 |
723.2 |
723.2 |
723.2 |
+4.9 |
15 |
7,238 |
+8 |
| Total Volume and Open Interest |
18,378 |
112,618 |
+475 |
| Platinum(NYM) |
| Oct05 |
050909 |
910.0 |
916.8 |
906.0 |
916.4 |
+3.0 |
999 |
9,786 |
+138 |
| Jan06 |
050909 |
911.0 |
915.0 |
910.8 |
913.9 |
+2.0 |
17 |
1,677 |
+9 |
| Apr06 |
050909 |
909.9 |
911.4 |
909.9 |
911.4 |
+2.0 |
0 |
134 |
+0 |
| Total Volume and Open Interest |
1,016 |
11,597 |
+147 |
| Palladium(NYME) |
| Sep05 |
050909 |
184.20 |
184.20 |
184.20 |
184.20 |
+0.05 |
20 |
271 |
-332 |
| Dec05 |
050909 |
186.00 |
186.90 |
184.50 |
186.40 |
+0.05 |
312 |
12,895 |
+132 |
| Mar06 |
050909 |
188.40 |
188.40 |
188.40 |
188.40 |
+0.05 |
9 |
36 |
+0 |
| Total Volume and Open Interest |
341 |
13,202 |
-200 |
| Copper(CMX) |
| Sep05 |
050909 |
169.00 |
169.20 |
166.90 |
168.40 |
-1.25 |
1,071 |
7,019 |
-513 |
| Dec05 |
050909 |
161.00 |
161.00 |
158.50 |
160.40 |
-1.45 |
11,140 |
75,180 |
-1,285 |
| Mar06 |
050909 |
153.60 |
153.80 |
152.80 |
153.80 |
-0.95 |
458 |
8,399 |
-278 |
| May06 |
050909 |
148.00 |
149.10 |
148.00 |
149.10 |
-0.75 |
308 |
1,873 |
+227 |
| Jul06 |
050909 |
144.80 |
145.20 |
144.50 |
145.20 |
-0.10 |
54 |
1,012 |
+28 |
| Total Volume and Open Interest |
13,440 |
103,398 |
-1,807 |
| Aluminum(CMX) |
| Sep05 |
050909 |
85.00 |
85.00 |
85.00 |
85.00 |
unch |
0 |
6 |
+0 |
| Oct05 |
050909 |
85.50 |
85.50 |
85.50 |
85.50 |
unch |
1 |
515 |
-1 |
| Nov05 |
050909 |
86.00 |
86.00 |
86.00 |
86.00 |
unch |
0 |
561 |
+0 |
| Dec05 |
050909 |
86.50 |
86.50 |
86.50 |
86.50 |
unch |
0 |
1,078 |
+0 |
| Jan06 |
050909 |
86.60 |
86.60 |
86.60 |
86.60 |
unch |
0 |
70 |
+0 |
| Feb06 |
050909 |
86.70 |
86.70 |
86.70 |
86.70 |
unch |
0 |
70 |
+0 |
| Total Volume and Open Interest |
1 |
2,565 |
-1 |
| DJIA Index(CBOT) |
| Sep05 |
050909 |
10615 |
10690 |
10610 |
10678 |
+84 |
8,104 |
29,344 |
-785 |
| Dec05 |
050909 |
10655 |
10737 |
10650 |
10720 |
+84 |
9,035 |
14,844 |
+6,464 |
| Mar06 |
050909 |
10740 |
10765 |
10740 |
10765 |
+84 |
0 |
8 |
+0 |
| Total Volume and Open Interest |
17,139 |
44,196 |
+5,679 |
| S & P 500(CME) |
| Sep05 |
050909 |
1234.70 |
1243.70 |
1234.50 |
1242.10 |
+10.20 |
133,900 |
325,278 |
-92,653 |
| Dec05 |
050909 |
1241.20 |
1250.30 |
1240.80 |
1248.50 |
+10.30 |
142,238 |
373,240 |
+111,291 |
| Mar06 |
050909 |
1255.00 |
1255.00 |
1255.00 |
1255.00 |
+10.30 |
51 |
4,766 |
+43 |
| Jun06 |
050909 |
1262.30 |
1262.30 |
1262.30 |
1262.30 |
+10.30 |
0 |
701 |
+0 |
| Total Volume and Open Interest |
276,189 |
704,057 |
+18,681 |
| S & P 500 E-Mini(Globex) |
| Sep05 |
050909 |
1232.00 |
1243.75 |
1231.25 |
1242.00 |
+10.00 |
365,102 |
861,129 |
-124,629 |
| Dec05 |
050909 |
1238.00 |
1250.25 |
1237.50 |
1248.50 |
+10.25 |
701,992 |
432,301 |
+199,003 |
| Total Volume and Open Interest |
1,067,094 |
1,293,430 |
+74,374 |
| NASDAQ 100(CME) |
| Sep05 |
050909 |
1599.50 |
1611.50 |
1597.50 |
1609.00 |
+10.00 |
7,774 |
48,104 |
-2,896 |
| Dec05 |
050909 |
1613.50 |
1625.00 |
1609.00 |
1622.50 |
+10.50 |
11,112 |
15,635 |
+5,968 |
| Mar06 |
050909 |
1636.00 |
1636.00 |
1636.00 |
1636.00 |
+10.50 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
18,886 |
63,746 |
+3,072 |
| NASDAQ 100 E-Mini(Globex) |
| Sep05 |
050909 |
1598.00 |
1611.50 |
1596.00 |
1609.00 |
+10.00 |
107,353 |
275,824 |
-27,195 |
| Dec05 |
050909 |
1610.50 |
1625.00 |
1609.50 |
1622.50 |
+10.50 |
210,730 |
77,028 |
+47,728 |
| Total Volume and Open Interest |
318,083 |
352,852 |
+20,533 |
| S & P Midcap 400(CME) |
| Sep05 |
050909 |
714.50 |
720.50 |
714.50 |
719.75 |
+5.20 |
1,694 |
11,190 |
-986 |
| Dec05 |
050909 |
721.00 |
725.70 |
720.75 |
724.60 |
+5.30 |
1,470 |
2,604 |
+1,282 |
| Mar06 |
050909 |
727.35 |
727.35 |
727.35 |
727.35 |
+5.30 |
|
|
|
| Total Volume and Open Interest |
6,354 |
15,265 |
+1,471 |
| Russell 2000(CME) |
| Sep05 |
050909 |
675.50 |
678.25 |
674.25 |
677.05 |
+4.00 |
8,290 |
30,884 |
-2,839 |
| Dec05 |
050909 |
678.50 |
681.20 |
677.40 |
680.40 |
+4.00 |
7,281 |
13,440 |
+6,689 |
| Mar06 |
050909 |
680.50 |
680.50 |
680.50 |
680.50 |
+4.00 |
|
|
|
| Total Volume and Open Interest |
15,571 |
44,324 |
+3,850 |
| Russell 2000 E-Mini(Globex) |
| Sep05 |
050909 |
672.50 |
679.00 |
672.00 |
677.10 |
+4.40 |
72,716 |
193,023 |
-32,470 |
| Dec05 |
050909 |
675.80 |
682.30 |
675.70 |
680.40 |
+4.00 |
109,897 |
68,020 |
+41,135 |
| Mar06 |
050901 |
671.60 |
671.60 |
671.60 |
671.60 |
|
|
|
|
| Value Line(KCBT) |
| Sep05 |
050909 |
1906.50 |
1916.50 |
1906.50 |
1916.50 |
+12.00 |
9 |
47 |
-9 |
| Total Volume and Open Interest |
9 |
51 |
-5 |
| Nikkei 225(CME) |
| Dec05 |
050909 |
12530 |
12725 |
12490 |
12675 |
+180 |
53,435 |
0 |
-95,840 |
| Mar06 |
050909 |
12520 |
12665 |
12520 |
12665 |
+180 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Sep05 |
050908 |
12655 |
12660 |
12495 |
12540 |
-75 |
120,997 |
204,044 |
-30,572 |
| Dec05 |
050909 |
12530 |
12725 |
12490 |
12675 |
+180 |
53,435 |
0 |
-95,840 |
| Mar06 |
050909 |
12520 |
12665 |
12520 |
12665 |
+180 |
|
|
|
| Total Volume and Open Interest |
53,672 |
|
|
| CAC 40(MATIF) |
| Sep05 |
050909 |
4467.0 |
4500.5 |
4467.0 |
4491.5 |
+21.0 |
57,819 |
491,166 |
+8,487 |
| Oct05 |
050909 |
4492.0 |
4505.0 |
4488.0 |
4500.0 |
+21.0 |
476 |
1,664 |
+256 |
| Nov05 |
050909 |
4506.0 |
4506.0 |
4506.0 |
4506.0 |
+21.0 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
58,530 |
512,116 |
+8,823 |
| Hang Seng Index(HKFE) |
| Sep05 |
050909 |
15170 |
15207 |
15056 |
15150 |
+5 |
24,728 |
113,642 |
+1,694 |
| Oct05 |
050909 |
15188 |
15234 |
15095 |
15185 |
+5 |
285 |
729 |
+64 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Sep05 |
050909 |
5005.0 |
5022.0 |
4966.5 |
5022.0 |
+32.0 |
113,818 |
198,979 |
-2,976 |
| Dec05 |
050909 |
5031.5 |
5052.0 |
5005.5 |
5048.5 |
+32.0 |
6,749 |
21,455 |
+4,702 |
| Mar06 |
050909 |
5070.0 |
5076.0 |
5036.5 |
5076.0 |
+32.5 |
717 |
5,775 |
-138 |
| Total Volume and Open Interest |
121,284 |
226,209 |
+1,588 |
| FT-SE 100(LIFFE) |
| Sep05 |
050909 |
5350.00 |
5366.00 |
5346.00 |
5360.50 |
+16.00 |
103,007 |
362,334 |
-45,968 |
| Dec05 |
050909 |
5378.00 |
5395.50 |
5376.50 |
5390.50 |
+16.50 |
62,157 |
115,553 |
+40,823 |
| Mar06 |
050909 |
5397.00 |
5397.00 |
5397.00 |
5397.00 |
+16.50 |
4 |
5,241 |
+4 |
| Total Volume and Open Interest |
165,168 |
491,903 |
-5,141 |
| SPI 200(SFE) |
| Sep05 |
050909 |
4467.0 |
4475.0 |
4441.0 |
4471.0 |
+9.0 |
20,782 |
204,073 |
+8,833 |
| Dec05 |
050909 |
4480.0 |
4486.0 |
4459.0 |
4484.0 |
+7.0 |
9,732 |
25,994 |
+8,764 |
| Mar06 |
050909 |
4464.0 |
4485.0 |
4464.0 |
4485.0 |
+7.0 |
73 |
3,369 |
+0 |
| Total Volume and Open Interest |
30,619 |
237,044 |
+17,629 |
| GSCI(CME) |
| Sep05 |
050909 |
445.00 |
446.20 |
439.00 |
439.60 |
-3.40 |
988 |
16,606 |
-510 |
| Oct05 |
050909 |
449.40 |
450.95 |
443.80 |
444.65 |
-2.55 |
1,145 |
2,032 |
+1,649 |
| Nov05 |
050909 |
448.50 |
448.50 |
448.50 |
448.50 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
2,133 |
18,638 |
+1,139 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
050909 |
323.50 |
324.00 |
323.50 |
323.50 |
+0.75 |
4 |
388 |
+1 |
| Jan06 |
050909 |
323.00 |
323.00 |
323.00 |
323.00 |
+0.75 |
1 |
416 |
-1 |
| Feb06 |
050909 |
322.50 |
322.50 |
322.50 |
322.50 |
+0.75 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
5 |
1,014 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
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|