|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue September 13, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep05 |
050913 |
572.00 |
577.00 |
569.00 |
576.00 |
+1.00 |
298 |
456 |
-533 |
| Nov05 |
050913 |
580.00 |
587.00 |
578.00 |
586.00 |
+1.00 |
43,761 |
171,603 |
-2,804 |
| Jan06 |
050913 |
588.00 |
595.50 |
587.00 |
594.50 |
+1.00 |
4,540 |
21,388 |
+29 |
| Mar06 |
050913 |
596.00 |
602.75 |
594.50 |
602.25 |
+1.00 |
2,982 |
15,232 |
+884 |
| May06 |
050913 |
602.50 |
608.00 |
600.00 |
606.50 |
+1.25 |
975 |
16,221 |
+536 |
| Jul06 |
050913 |
607.50 |
612.00 |
604.50 |
612.00 |
+1.25 |
2,719 |
10,338 |
+533 |
| Aug06 |
050913 |
608.00 |
608.00 |
608.00 |
608.00 |
+0.75 |
48 |
326 |
-33 |
| Total Volume and Open Interest |
56,465 |
243,486 |
-1,236 |
| Soybean Meal(CBOT) |
| Sep05 |
050913 |
177.00 |
178.30 |
176.20 |
177.50 |
-0.50 |
1,229 |
694 |
-686 |
| Oct05 |
050913 |
178.50 |
179.90 |
177.30 |
178.80 |
-0.60 |
6,847 |
18,951 |
-438 |
| Dec05 |
050913 |
180.50 |
182.50 |
179.60 |
181.40 |
unch |
14,340 |
59,156 |
+2,436 |
| Jan06 |
050913 |
182.00 |
184.00 |
181.20 |
183.30 |
-0.20 |
2,220 |
8,684 |
+188 |
| Mar06 |
050913 |
184.50 |
186.30 |
183.60 |
185.50 |
-0.60 |
1,156 |
8,683 |
+56 |
| May06 |
050913 |
185.50 |
187.00 |
184.60 |
186.30 |
-0.70 |
942 |
11,222 |
+129 |
| Jul06 |
050913 |
187.50 |
189.00 |
186.50 |
188.00 |
-0.10 |
1,148 |
6,592 |
+342 |
| Aug06 |
050913 |
188.20 |
189.50 |
187.50 |
188.20 |
-0.50 |
104 |
1,330 |
+41 |
| Total Volume and Open Interest |
28,270 |
118,410 |
+2,312 |
| Soybean Oil(CBOT) |
| Sep05 |
050913 |
22.08 |
22.08 |
21.90 |
21.97 |
-0.07 |
619 |
348 |
-593 |
| Oct05 |
050913 |
22.14 |
22.15 |
21.96 |
22.04 |
-0.10 |
6,169 |
17,712 |
-479 |
| Dec05 |
050913 |
22.28 |
22.33 |
22.16 |
22.27 |
-0.05 |
11,621 |
84,852 |
+1,202 |
| Jan06 |
050913 |
22.50 |
22.50 |
22.35 |
22.45 |
-0.04 |
1,068 |
8,791 |
-34 |
| Mar06 |
050913 |
22.67 |
22.67 |
22.55 |
22.62 |
-0.06 |
370 |
5,664 |
-11 |
| May06 |
050913 |
22.73 |
22.80 |
22.67 |
22.80 |
-0.07 |
157 |
8,175 |
-10 |
| Jul06 |
050913 |
22.90 |
22.90 |
22.83 |
22.89 |
-0.07 |
675 |
6,140 |
+289 |
| Aug06 |
050913 |
22.90 |
22.95 |
22.88 |
22.89 |
-0.04 |
7 |
958 |
+5 |
| Total Volume and Open Interest |
20,784 |
137,105 |
+414 |
| Canola(WCE) |
| Sep05 |
050913 |
257.8 |
257.8 |
257.8 |
257.8 |
+0.4 |
|
|
|
| Nov05 |
050913 |
264.2 |
265.0 |
262.5 |
264.8 |
+0.4 |
3,189 |
38,465 |
-543 |
| Jan06 |
050913 |
271.5 |
273.5 |
271.5 |
273.5 |
+0.5 |
300 |
18,157 |
+120 |
| Mar06 |
050913 |
278.2 |
280.8 |
278.2 |
280.8 |
+0.9 |
27 |
1,601 |
+12 |
| May06 |
050913 |
284.1 |
288.6 |
283.5 |
288.6 |
+1.1 |
22 |
1,467 |
+9 |
| Total Volume and Open Interest |
3,603 |
63,339 |
-386 |
| Corn(CBOT) |
| Sep05 |
050913 |
197.50 |
198.50 |
196.00 |
198.50 |
unch |
2,218 |
2,078 |
-1,182 |
| Dec05 |
050913 |
210.25 |
210.50 |
208.50 |
210.00 |
-1.50 |
107,483 |
497,983 |
-9,819 |
| Mar06 |
050913 |
222.25 |
222.50 |
220.50 |
222.00 |
-1.50 |
32,256 |
110,710 |
+8,979 |
| May06 |
050913 |
229.00 |
229.50 |
227.75 |
229.00 |
-1.25 |
7,404 |
26,398 |
+2,665 |
| Jul06 |
050913 |
234.75 |
235.25 |
233.50 |
235.00 |
-1.25 |
8,289 |
35,743 |
+1,955 |
| Sep06 |
050913 |
239.50 |
241.00 |
238.50 |
240.25 |
-1.25 |
530 |
4,695 |
+380 |
| Total Volume and Open Interest |
163,406 |
713,910 |
+2,877 |
| Wheat(CBOT) |
| Sep05 |
050913 |
311.50 |
316.50 |
310.00 |
316.50 |
+3.50 |
114 |
236 |
-176 |
| Dec05 |
050913 |
325.00 |
330.50 |
323.50 |
329.50 |
+3.00 |
27,756 |
217,042 |
+2,266 |
| Mar06 |
050913 |
338.50 |
343.50 |
336.50 |
343.25 |
+2.75 |
3,933 |
34,591 |
+845 |
| May06 |
050913 |
343.50 |
349.00 |
343.50 |
349.00 |
+3.00 |
49 |
1,315 |
+34 |
| Jul06 |
050913 |
349.00 |
354.50 |
348.00 |
354.00 |
+3.25 |
5,504 |
16,670 |
+1,211 |
| Total Volume and Open Interest |
37,372 |
271,078 |
+4,189 |
| Wheat(KCBT) |
| Sep05 |
050913 |
349.50 |
353.50 |
349.50 |
353.50 |
+5.00 |
50 |
27 |
-42 |
| Dec05 |
050913 |
355.50 |
364.00 |
354.00 |
363.25 |
+7.50 |
15,395 |
65,923 |
-849 |
| Mar06 |
050913 |
355.00 |
362.50 |
353.25 |
361.50 |
+6.50 |
3,162 |
20,695 |
+1,133 |
| May06 |
050913 |
352.50 |
359.50 |
352.00 |
358.50 |
+5.25 |
110 |
1,558 |
+64 |
| Jul06 |
050913 |
352.50 |
357.00 |
351.00 |
356.50 |
+3.50 |
2,199 |
8,476 |
+77 |
| Total Volume and Open Interest |
20,916 |
96,890 |
+383 |
| Wheat(MGE) |
| Sep05 |
050913 |
365.00 |
376.50 |
365.00 |
376.50 |
+12.50 |
79 |
58 |
-74 |
| Dec05 |
050913 |
342.00 |
356.00 |
341.00 |
353.00 |
+10.25 |
3,134 |
19,753 |
+296 |
| Mar06 |
050913 |
345.75 |
357.00 |
345.00 |
354.00 |
+7.75 |
1,364 |
7,943 |
+545 |
| May06 |
050913 |
352.00 |
359.00 |
349.00 |
358.00 |
+7.00 |
127 |
1,382 |
+92 |
| Jul06 |
050913 |
364.00 |
364.00 |
361.00 |
361.00 |
+5.00 |
120 |
224 |
+70 |
| Total Volume and Open Interest |
4,906 |
29,547 |
+982 |
| Oats(CBOT) |
| Sep05 |
050913 |
150.00 |
150.00 |
150.00 |
150.00 |
+1.25 |
2 |
0 |
-6 |
| Dec05 |
050913 |
151.25 |
156.00 |
150.75 |
155.75 |
+4.50 |
488 |
5,468 |
-13 |
| Mar06 |
050913 |
158.00 |
162.00 |
158.00 |
162.00 |
+3.25 |
17 |
199 |
+1 |
| May06 |
050913 |
166.00 |
166.00 |
166.00 |
166.00 |
+3.00 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
507 |
5,705 |
-18 |
| Rough Rice(CBOT) |
| Sep05 |
050913 |
6.38 |
6.46 |
6.38 |
6.46 |
+0.08 |
8 |
159 |
+2 |
| Nov05 |
050913 |
6.55 |
6.66 |
6.53 |
6.65 |
+0.08 |
536 |
5,124 |
+3 |
| Jan06 |
050913 |
6.80 |
6.88 |
6.79 |
6.88 |
+0.07 |
33 |
851 |
-7 |
| Mar06 |
050913 |
7.01 |
7.11 |
7.00 |
7.11 |
+0.08 |
66 |
486 |
+30 |
| Total Volume and Open Interest |
658 |
6,655 |
+38 |
| Live Cattle(CME) |
| Oct05 |
050913 |
85.500 |
85.550 |
84.925 |
85.300 |
-0.325 |
26,848 |
53,075 |
-12,570 |
| Dec05 |
050913 |
88.000 |
88.050 |
87.225 |
87.975 |
-0.300 |
17,073 |
53,627 |
+5,919 |
| Feb06 |
050913 |
89.300 |
89.300 |
88.600 |
89.050 |
-0.475 |
2,342 |
22,062 |
+989 |
| Apr06 |
050913 |
87.250 |
87.400 |
87.000 |
87.375 |
-0.275 |
767 |
6,681 |
+169 |
| Jun06 |
050913 |
83.050 |
83.100 |
82.600 |
83.025 |
-0.125 |
217 |
3,000 |
+70 |
| Aug06 |
050913 |
82.600 |
82.725 |
82.400 |
82.725 |
-0.025 |
63 |
1,463 |
+39 |
| Total Volume and Open Interest |
47,314 |
139,912 |
-5,380 |
| Feeder Cattle(CME) |
| Sep05 |
050913 |
114.900 |
115.200 |
114.400 |
114.900 |
-0.450 |
707 |
4,578 |
-362 |
| Oct05 |
050913 |
113.300 |
113.650 |
112.825 |
113.125 |
-0.750 |
2,133 |
13,959 |
-302 |
| Nov05 |
050913 |
112.500 |
112.700 |
111.950 |
112.450 |
-0.475 |
1,543 |
6,282 |
+307 |
| Jan06 |
050913 |
109.350 |
109.450 |
108.775 |
109.425 |
-0.450 |
531 |
2,377 |
+249 |
| Mar06 |
050913 |
104.200 |
104.200 |
103.750 |
104.125 |
-0.425 |
48 |
425 |
+13 |
| Apr06 |
050913 |
103.100 |
103.400 |
102.800 |
102.900 |
-0.500 |
19 |
226 |
+3 |
| May06 |
050913 |
102.700 |
102.850 |
102.250 |
102.700 |
-0.100 |
6 |
98 |
+3 |
| Total Volume and Open Interest |
4,988 |
27,951 |
-88 |
| Lean Hogs(CME) |
| Oct05 |
050913 |
65.300 |
65.475 |
64.600 |
65.075 |
+0.025 |
17,191 |
40,992 |
-8,022 |
| Dec05 |
050913 |
62.700 |
62.750 |
61.700 |
62.450 |
-0.225 |
15,047 |
40,926 |
+6,512 |
| Feb06 |
050913 |
63.450 |
63.850 |
62.875 |
63.775 |
+0.350 |
1,621 |
15,103 |
+379 |
| Apr06 |
050913 |
61.500 |
62.000 |
61.350 |
61.950 |
+0.350 |
680 |
4,620 |
+182 |
| May06 |
050913 |
61.750 |
62.700 |
61.750 |
62.575 |
+0.725 |
48 |
1,076 |
+8 |
| Jun06 |
050913 |
64.325 |
64.800 |
64.325 |
64.750 |
+0.425 |
92 |
1,506 |
+41 |
| Jul06 |
050913 |
61.250 |
61.800 |
61.250 |
61.600 |
+0.350 |
104 |
614 |
+41 |
| Aug06 |
050913 |
58.050 |
58.450 |
58.050 |
58.200 |
+0.200 |
33 |
303 |
+30 |
| Total Volume and Open Interest |
34,828 |
105,258 |
-817 |
| Pork Bellies(CME) |
| Feb06 |
050913 |
81.450 |
81.800 |
80.750 |
81.600 |
+0.150 |
156 |
1,090 |
-68 |
| Mar06 |
050913 |
81.000 |
81.000 |
81.000 |
81.000 |
unch |
0 |
45 |
+0 |
| May06 |
050913 |
82.400 |
82.400 |
82.400 |
82.400 |
+0.350 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
156 |
1,149 |
-68 |
| Class III Milk(CME) |
| Sep05 |
050913 |
14.24 |
14.26 |
14.22 |
14.26 |
unch |
9 |
3,322 |
+0 |
| Oct05 |
050913 |
14.44 |
14.44 |
14.28 |
14.29 |
-0.19 |
125 |
2,644 |
+28 |
| Nov05 |
050913 |
13.78 |
13.78 |
13.57 |
13.67 |
-0.13 |
82 |
1,795 |
+20 |
| Dec05 |
050913 |
13.45 |
13.45 |
13.37 |
13.37 |
-0.13 |
19 |
1,792 |
+5 |
| Jan06 |
050913 |
12.85 |
12.85 |
12.81 |
12.81 |
-0.04 |
10 |
1,155 |
+6 |
| Total Volume and Open Interest |
323 |
19,282 |
+88 |
| Cocoa(NYBOT) |
| Sep05 |
050913 |
1390 |
1390 |
1390 |
1390 |
-38 |
0 |
7 |
-3 |
| Dec05 |
050913 |
1476 |
1482 |
1440 |
1445 |
-38 |
7,047 |
48,530 |
-627 |
| Mar06 |
050913 |
1512 |
1513 |
1476 |
1479 |
-37 |
1,227 |
25,822 |
-72 |
| May06 |
050913 |
1520 |
1520 |
1495 |
1500 |
-36 |
51 |
7,294 |
-42 |
| Jul06 |
050913 |
1534 |
1534 |
1515 |
1517 |
-37 |
427 |
8,543 |
+286 |
| Sep06 |
050913 |
1555 |
1555 |
1537 |
1537 |
-36 |
74 |
9,930 |
+17 |
| Dec06 |
050913 |
1579 |
1580 |
1562 |
1562 |
-38 |
68 |
5,709 |
+33 |
| Total Volume and Open Interest |
8,995 |
113,584 |
-307 |
| Coffee "C"(NYBOT) |
| Sep05 |
050913 |
88.65 |
88.65 |
88.65 |
88.65 |
-0.40 |
20 |
180 |
-24 |
| Dec05 |
050913 |
92.10 |
93.20 |
91.55 |
91.90 |
-0.25 |
13,177 |
63,295 |
-1,422 |
| Mar06 |
050913 |
95.80 |
96.90 |
95.30 |
95.55 |
-0.25 |
2,847 |
13,359 |
+127 |
| May06 |
050913 |
97.90 |
99.00 |
97.50 |
97.70 |
-0.25 |
886 |
3,246 |
+239 |
| Jul06 |
050913 |
100.00 |
101.25 |
99.75 |
99.75 |
-0.25 |
270 |
2,352 |
+34 |
| Sep06 |
050913 |
102.00 |
102.00 |
101.60 |
101.70 |
-0.15 |
182 |
958 |
-1 |
| Total Volume and Open Interest |
17,573 |
84,326 |
-942 |
| Orange Juice(NYBOT) |
| Nov05 |
050913 |
94.45 |
95.00 |
93.50 |
94.20 |
-0.20 |
2,399 |
18,435 |
-548 |
| Jan06 |
050913 |
96.70 |
97.10 |
96.20 |
96.30 |
-0.40 |
184 |
3,100 |
+39 |
| Mar06 |
050913 |
99.00 |
99.60 |
99.00 |
99.00 |
-0.20 |
268 |
1,839 |
+9 |
| May06 |
050913 |
101.00 |
101.00 |
101.00 |
101.00 |
-0.20 |
0 |
231 |
+0 |
| Jul06 |
050913 |
103.00 |
103.00 |
103.00 |
103.00 |
-0.20 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
2,852 |
23,761 |
-512 |
| Sugar #11(NYBOT) |
| Oct05 |
050913 |
10.35 |
10.40 |
10.26 |
10.31 |
-0.09 |
72,599 |
154,909 |
-27,015 |
| Mar06 |
050913 |
10.80 |
10.86 |
10.66 |
10.78 |
-0.08 |
65,762 |
217,226 |
+24,191 |
| May06 |
050913 |
10.50 |
10.55 |
10.41 |
10.52 |
-0.03 |
7,815 |
44,045 |
+553 |
| Jul06 |
050913 |
10.19 |
10.24 |
10.12 |
10.22 |
unch |
3,325 |
27,610 |
-148 |
| Oct06 |
050913 |
10.10 |
10.15 |
10.09 |
10.14 |
+0.01 |
942 |
15,660 |
-66 |
| Total Volume and Open Interest |
151,798 |
471,456 |
-1,877 |
| Sugar #14(NYBOT) |
| Sep05 |
050808 |
22.25 |
22.25 |
22.25 |
22.25 |
-0.10 |
889 |
385 |
-721 |
| Nov05 |
050913 |
20.75 |
20.90 |
20.75 |
20.88 |
+0.12 |
107 |
3,714 |
+75 |
| Jan06 |
050913 |
20.52 |
20.59 |
20.52 |
20.56 |
+0.03 |
77 |
2,151 |
+14 |
| Mar06 |
050913 |
20.53 |
20.57 |
20.53 |
20.55 |
unch |
2 |
1,859 |
+2 |
| May06 |
050913 |
20.75 |
20.77 |
20.75 |
20.77 |
+0.03 |
25 |
2,053 |
+23 |
| Total Volume and Open Interest |
216 |
12,121 |
+114 |
| London Cocoa(LCE) |
| Sep05 |
050913 |
880 |
887 |
870 |
874 |
-11 |
10,283 |
18,175 |
-4,427 |
| Dec05 |
050913 |
853 |
856 |
834 |
838 |
-15 |
5,424 |
72,310 |
-698 |
| Mar06 |
050913 |
870 |
873 |
852 |
856 |
-15 |
6,096 |
44,946 |
+5,070 |
| May06 |
050913 |
879 |
880 |
868 |
869 |
-15 |
393 |
11,570 |
+232 |
| Jul06 |
050913 |
895 |
895 |
880 |
882 |
-14 |
513 |
19,481 |
+10 |
| Sep06 |
050913 |
905 |
905 |
894 |
896 |
-14 |
231 |
12,341 |
+167 |
| Dec06 |
050913 |
916 |
916 |
904 |
906 |
-13 |
233 |
12,767 |
+10 |
| Total Volume and Open Interest |
23,173 |
193,829 |
+364 |
| London Coffee(LCE) |
| Sep05 |
050913 |
900.00 |
907.00 |
888.00 |
892.00 |
-28.00 |
40 |
19,337 |
-8 |
| Nov05 |
050913 |
925.00 |
925.00 |
903.00 |
910.00 |
-31.00 |
3,309 |
74,374 |
-1,073 |
| Jan06 |
050913 |
950.00 |
950.00 |
926.00 |
934.00 |
-30.00 |
1,129 |
38,613 |
+487 |
| Mar06 |
050913 |
965.00 |
965.00 |
944.00 |
951.00 |
-29.00 |
300 |
28,121 |
+143 |
| May06 |
050913 |
980.00 |
982.00 |
963.00 |
969.00 |
-29.00 |
435 |
7,409 |
+314 |
| Jul06 |
050913 |
999.00 |
999.00 |
981.00 |
986.00 |
-27.00 |
0 |
3,157 |
+0 |
| Total Volume and Open Interest |
5,413 |
172,587 |
+63 |
| London Sugar(LCE) |
| Oct05 |
050913 |
314.50 |
315.90 |
308.00 |
310.60 |
-4.40 |
4,051 |
9,533 |
-1,456 |
| Dec05 |
050913 |
304.90 |
304.90 |
298.00 |
300.60 |
-3.30 |
3,918 |
23,416 |
+301 |
| Mar06 |
050913 |
303.40 |
303.40 |
296.50 |
299.60 |
-3.80 |
795 |
12,585 |
-20 |
| May06 |
050913 |
297.50 |
298.70 |
297.20 |
298.40 |
-2.10 |
385 |
3,294 |
+72 |
| Aug06 |
050913 |
294.60 |
298.00 |
294.60 |
297.60 |
-2.80 |
131 |
2,321 |
-65 |
| Total Volume and Open Interest |
9,295 |
55,903 |
-1,169 |
| Cotton(NYBOT) |
| Oct05 |
050913 |
49.10 |
49.15 |
48.00 |
48.37 |
-1.23 |
293 |
3,350 |
-54 |
| Dec05 |
050913 |
50.71 |
50.85 |
49.55 |
49.80 |
-1.40 |
7,526 |
77,279 |
+261 |
| Mar06 |
050913 |
52.35 |
52.35 |
51.15 |
51.43 |
-1.22 |
1,015 |
20,252 |
+77 |
| May06 |
050913 |
52.65 |
52.85 |
52.10 |
52.35 |
-1.15 |
65 |
1,982 |
-21 |
| Jul06 |
050913 |
53.50 |
53.50 |
53.30 |
53.30 |
-1.15 |
70 |
2,045 |
-5 |
| Oct06 |
050913 |
55.00 |
55.00 |
55.00 |
55.00 |
-1.10 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
9,006 |
105,632 |
+245 |
| Lumber(CME) |
| Sep05 |
050913 |
325.0 |
342.0 |
320.1 |
337.0 |
+14.3 |
305 |
303 |
-253 |
| Nov05 |
050913 |
288.8 |
293.3 |
282.0 |
293.0 |
+4.2 |
485 |
3,080 |
+142 |
| Jan06 |
050913 |
299.5 |
302.9 |
291.0 |
302.1 |
+1.1 |
63 |
382 |
+4 |
| Mar06 |
050913 |
310.7 |
314.4 |
308.0 |
314.4 |
-0.1 |
13 |
108 |
+1 |
| Total Volume and Open Interest |
866 |
3,892 |
-106 |
| Crude Oil(NYM) |
| Oct05 |
050913 |
63.60 |
63.85 |
62.65 |
63.11 |
-0.23 |
109,142 |
132,106 |
-20,391 |
| Nov05 |
050913 |
64.15 |
64.45 |
63.35 |
63.78 |
-0.23 |
71,904 |
163,554 |
+12,474 |
| Dec05 |
050913 |
64.85 |
65.00 |
63.90 |
64.38 |
-0.25 |
37,164 |
135,689 |
+4,164 |
| Jan06 |
050913 |
65.25 |
65.30 |
64.50 |
64.83 |
-0.26 |
13,213 |
51,396 |
+3,531 |
| Feb06 |
050913 |
65.60 |
65.60 |
64.80 |
65.19 |
-0.26 |
6,254 |
22,603 |
-37 |
| Mar06 |
050913 |
65.95 |
65.95 |
65.41 |
65.41 |
-0.25 |
2,451 |
27,512 |
+493 |
| Apr06 |
050913 |
65.90 |
65.90 |
65.48 |
65.48 |
-0.25 |
763 |
13,209 |
+153 |
| May06 |
050913 |
65.35 |
65.45 |
65.35 |
65.44 |
-0.25 |
110 |
12,183 |
+46 |
| Jun06 |
050913 |
65.65 |
65.65 |
65.00 |
65.35 |
-0.26 |
4,655 |
39,382 |
+1,254 |
| Jul06 |
050913 |
65.23 |
65.23 |
65.23 |
65.23 |
-0.27 |
496 |
8,702 |
-117 |
| Aug06 |
050913 |
65.10 |
65.10 |
65.10 |
65.10 |
-0.28 |
171 |
6,524 |
+25 |
| Sep06 |
050913 |
64.96 |
64.96 |
64.96 |
64.96 |
-0.29 |
1,872 |
7,995 |
-507 |
| Oct06 |
050913 |
64.81 |
64.81 |
64.81 |
64.81 |
-0.30 |
205 |
5,307 |
+100 |
| Nov06 |
050913 |
64.66 |
64.66 |
64.66 |
64.66 |
-0.30 |
350 |
5,177 |
+93 |
| Dec06 |
050913 |
64.90 |
65.00 |
64.20 |
64.50 |
-0.31 |
5,666 |
51,793 |
-255 |
| Jan07 |
050913 |
64.55 |
64.55 |
64.28 |
64.28 |
-0.32 |
0 |
8,294 |
+0 |
| Total Volume and Open Interest |
264,326 |
873,035 |
-224 |
| Heating Oil(NYM) |
| Oct05 |
050913 |
183.00 |
185.00 |
180.00 |
184.02 |
+2.59 |
40,104 |
43,531 |
-8,333 |
| Nov05 |
050913 |
187.00 |
189.00 |
184.40 |
188.10 |
+2.57 |
20,821 |
42,285 |
+4,256 |
| Dec05 |
050913 |
189.25 |
192.00 |
187.50 |
191.15 |
+2.32 |
6,624 |
24,967 |
-602 |
| Jan06 |
050913 |
193.25 |
195.25 |
190.75 |
194.00 |
+2.17 |
2,767 |
15,983 |
+267 |
| Feb06 |
050913 |
193.80 |
195.50 |
191.65 |
194.50 |
+2.17 |
1,693 |
12,437 |
+690 |
| Mar06 |
050913 |
191.50 |
193.40 |
189.50 |
192.30 |
+2.27 |
1,289 |
9,568 |
+87 |
| Apr06 |
050913 |
187.50 |
188.50 |
186.20 |
187.50 |
+2.17 |
437 |
5,739 |
+182 |
| May06 |
050913 |
182.75 |
184.65 |
182.65 |
183.15 |
+2.07 |
35 |
2,293 |
+14 |
| Jun06 |
050913 |
178.50 |
180.50 |
178.50 |
179.90 |
+1.92 |
534 |
5,877 |
-58 |
| Jul06 |
050913 |
180.50 |
180.50 |
179.65 |
179.65 |
+1.82 |
130 |
1,704 |
+53 |
| Aug06 |
050913 |
179.25 |
181.20 |
179.25 |
180.55 |
+1.77 |
24 |
432 |
+23 |
| Sep06 |
050913 |
182.05 |
182.05 |
182.05 |
182.05 |
+1.72 |
1 |
1,230 |
+1 |
| Total Volume and Open Interest |
74,736 |
169,650 |
-3,538 |
| Unleaded Gas(NYM) |
| Oct05 |
050913 |
188.00 |
192.00 |
185.50 |
189.16 |
+1.79 |
34,055 |
48,292 |
-4,048 |
| Nov05 |
050913 |
183.80 |
188.00 |
181.50 |
185.60 |
+1.29 |
22,655 |
40,256 |
+2,701 |
| Dec05 |
050913 |
180.00 |
183.15 |
179.00 |
181.60 |
+0.99 |
6,901 |
14,781 |
-1,457 |
| Jan06 |
050913 |
178.50 |
181.50 |
177.50 |
179.75 |
+0.24 |
1,565 |
12,229 |
+22 |
| Feb06 |
050913 |
178.00 |
179.50 |
178.00 |
179.10 |
+0.09 |
531 |
4,847 |
-59 |
| Mar06 |
050913 |
178.85 |
178.85 |
178.85 |
178.85 |
-0.01 |
920 |
4,319 |
+130 |
| Apr06 |
050913 |
189.15 |
189.15 |
189.15 |
189.15 |
-0.21 |
326 |
4,811 |
+9 |
| May06 |
050913 |
189.65 |
189.65 |
189.65 |
189.65 |
-0.36 |
1 |
2,861 |
+0 |
| Jun06 |
050913 |
189.45 |
189.45 |
189.45 |
189.45 |
-0.51 |
1 |
1,731 |
+1 |
| Jul06 |
050913 |
188.65 |
188.65 |
188.65 |
188.65 |
-0.61 |
2 |
783 |
-2 |
| Aug06 |
050913 |
187.15 |
187.15 |
187.15 |
187.15 |
-0.66 |
0 |
1,316 |
+0 |
| Sep06 |
050913 |
184.30 |
184.30 |
184.30 |
184.30 |
-0.71 |
0 |
30 |
+0 |
| Total Volume and Open Interest |
67,042 |
136,306 |
-2,653 |
| Natural Gas(NYM) |
| Oct05 |
050913 |
10.900 |
10.990 |
10.690 |
10.763 |
-0.268 |
27,950 |
74,531 |
-5,223 |
| Nov05 |
050913 |
11.500 |
11.570 |
11.300 |
11.371 |
-0.272 |
12,737 |
60,030 |
+5,275 |
| Dec05 |
050913 |
12.000 |
12.060 |
11.830 |
11.866 |
-0.277 |
4,530 |
43,722 |
+1,201 |
| Jan06 |
050913 |
12.290 |
12.360 |
12.130 |
12.156 |
-0.277 |
5,289 |
44,423 |
+1,406 |
| Feb06 |
050913 |
12.200 |
12.250 |
12.020 |
12.046 |
-0.292 |
1,538 |
24,446 |
+40 |
| Mar06 |
050913 |
11.900 |
11.950 |
11.720 |
11.751 |
-0.297 |
3,708 |
42,197 |
+97 |
| Apr06 |
050913 |
9.590 |
9.650 |
9.551 |
9.551 |
-0.097 |
1,790 |
27,682 |
-109 |
| May06 |
050913 |
9.250 |
9.300 |
9.191 |
9.191 |
-0.092 |
731 |
23,432 |
+181 |
| Jun06 |
050913 |
9.300 |
9.300 |
9.216 |
9.216 |
-0.092 |
259 |
8,785 |
-41 |
| Jul06 |
050913 |
9.325 |
9.350 |
9.257 |
9.257 |
-0.092 |
53 |
12,442 |
+37 |
| Aug06 |
050913 |
9.400 |
9.400 |
9.300 |
9.300 |
-0.092 |
58 |
12,900 |
-20 |
| Sep06 |
050913 |
9.370 |
9.380 |
9.276 |
9.276 |
-0.092 |
155 |
10,123 |
-5 |
| Oct06 |
050913 |
9.380 |
9.400 |
9.305 |
9.305 |
-0.092 |
542 |
19,910 |
-8 |
| Nov06 |
050913 |
9.740 |
9.780 |
9.680 |
9.680 |
-0.092 |
229 |
8,680 |
-92 |
| Dec06 |
050913 |
10.100 |
10.150 |
10.045 |
10.045 |
-0.092 |
361 |
10,598 |
+87 |
| Jan07 |
050913 |
10.400 |
10.420 |
10.325 |
10.325 |
-0.092 |
22 |
10,704 |
+0 |
| Total Volume and Open Interest |
61,473 |
540,982 |
+3,442 |
| Brent Crude Oil(ICE) |
| Oct05 |
050913 |
61.75 |
62.33 |
61.15 |
61.61 |
-0.19 |
51,063 |
36,304 |
-2,154 |
| Nov05 |
050913 |
62.22 |
62.87 |
61.75 |
62.21 |
-0.12 |
52,676 |
94,770 |
-6,245 |
| Dec05 |
050913 |
62.90 |
63.54 |
62.44 |
62.89 |
-0.14 |
31,229 |
69,760 |
+8,993 |
| Jan06 |
050913 |
63.50 |
63.99 |
63.05 |
63.37 |
-0.12 |
4,371 |
23,073 |
-466 |
| Feb06 |
050913 |
63.80 |
64.26 |
63.49 |
63.73 |
-0.14 |
2,392 |
12,061 |
+246 |
| Mar06 |
050913 |
64.15 |
64.54 |
63.79 |
63.96 |
-0.15 |
2,145 |
8,730 |
+900 |
| Apr06 |
050913 |
64.25 |
64.41 |
64.07 |
64.07 |
-0.15 |
50 |
4,316 |
-100 |
| May06 |
050913 |
64.01 |
64.01 |
64.01 |
64.01 |
-0.17 |
0 |
5,717 |
-50 |
| Jun06 |
050913 |
64.06 |
64.55 |
63.91 |
63.95 |
-0.18 |
1,517 |
17,601 |
+503 |
| Jul06 |
050913 |
63.84 |
63.84 |
63.84 |
63.84 |
-0.20 |
0 |
1,444 |
+0 |
| Aug06 |
050913 |
64.31 |
64.31 |
63.73 |
63.73 |
-0.22 |
0 |
689 |
+0 |
| Sep06 |
050913 |
64.26 |
64.26 |
63.61 |
63.61 |
-0.24 |
0 |
2,113 |
+0 |
| Oct06 |
050913 |
63.49 |
63.49 |
63.49 |
63.49 |
-0.26 |
1,500 |
2,575 |
+1,500 |
| Nov06 |
050913 |
63.37 |
63.37 |
63.37 |
63.37 |
-0.28 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
153,058 |
333,350 |
+300 |
| Gas Oil(ICE) |
| Oct05 |
050913 |
568.75 |
579.75 |
566.50 |
575.25 |
+6.50 |
32,360 |
62,756 |
-1,745 |
| Nov05 |
050913 |
575.75 |
586.25 |
573.75 |
582.50 |
+6.75 |
17,980 |
34,428 |
+2,428 |
| Dec05 |
050913 |
581.75 |
589.75 |
577.25 |
586.50 |
+7.25 |
7,316 |
33,476 |
+1,301 |
| Jan06 |
050913 |
581.50 |
591.00 |
581.00 |
588.75 |
+7.50 |
1,912 |
20,134 |
-91 |
| Feb06 |
050913 |
582.75 |
589.50 |
581.00 |
588.75 |
+7.50 |
94 |
10,059 |
+74 |
| Mar06 |
050913 |
581.25 |
589.00 |
581.00 |
587.75 |
+7.50 |
120 |
9,565 |
+95 |
| Apr06 |
050913 |
578.75 |
586.25 |
577.25 |
585.00 |
+7.50 |
75 |
5,654 |
-25 |
| May06 |
050913 |
576.00 |
582.50 |
576.00 |
582.50 |
+7.50 |
58 |
1,276 |
+0 |
| Jun06 |
050913 |
578.75 |
581.25 |
578.75 |
581.25 |
+8.00 |
803 |
14,587 |
+132 |
| Jul06 |
050913 |
578.50 |
581.25 |
578.50 |
581.25 |
+7.50 |
0 |
467 |
+0 |
| Total Volume and Open Interest |
72,638 |
218,425 |
-6,099 |
| US Dollar Index(NYBOT) |
| Sep05 |
050913 |
87.68 |
87.88 |
87.53 |
87.76 |
+0.06 |
8,612 |
9,425 |
-4,568 |
| Dec05 |
050913 |
87.41 |
87.69 |
87.30 |
87.53 |
+0.06 |
9,384 |
11,074 |
+1,976 |
| Mar06 |
050913 |
87.30 |
87.30 |
87.30 |
87.30 |
+0.06 |
2,001 |
2,011 |
+1,999 |
| Total Volume and Open Interest |
19,997 |
22,512 |
-593 |
| Australian Dollar(CME) |
| Sep05 |
050913 |
76.79 |
76.97 |
76.76 |
76.85 |
-0.15 |
17,607 |
53,951 |
-13,924 |
| Dec05 |
050913 |
76.52 |
76.70 |
76.37 |
76.53 |
-0.14 |
16,154 |
38,675 |
+19,919 |
| Mar06 |
050913 |
76.28 |
76.28 |
76.28 |
76.28 |
-0.14 |
4 |
10 |
+8 |
| Total Volume and Open Interest |
33,765 |
92,657 |
+6,003 |
| British Pound(CME) |
| Sep05 |
050913 |
182.13 |
182.45 |
182.12 |
182.23 |
+0.27 |
13,540 |
60,134 |
-5,223 |
| Dec05 |
050913 |
181.88 |
182.12 |
181.60 |
181.95 |
+0.27 |
13,691 |
27,609 |
+8,655 |
| Mar06 |
050913 |
181.48 |
181.58 |
181.48 |
181.58 |
+0.27 |
0 |
33 |
+0 |
| Total Volume and Open Interest |
27,231 |
87,777 |
+3,432 |
| Canadian Dollar(CME) |
| Sep05 |
050913 |
84.40 |
84.84 |
84.39 |
84.77 |
+0.44 |
12,637 |
82,369 |
-12,576 |
| Dec05 |
050913 |
84.60 |
85.14 |
84.60 |
84.98 |
+0.45 |
9,924 |
44,996 |
+19,178 |
| Mar06 |
050913 |
85.18 |
85.23 |
85.18 |
85.21 |
+0.46 |
26 |
1,188 |
+2 |
| Jun06 |
050913 |
85.30 |
85.44 |
85.30 |
85.44 |
+0.47 |
1 |
143 |
+1 |
| Total Volume and Open Interest |
22,589 |
128,725 |
+6,604 |
| Japanese Yen(CME) |
| Sep05 |
050913 |
90.23 |
90.46 |
90.10 |
90.42 |
-0.36 |
13,556 |
111,922 |
-12,486 |
| Dec05 |
050913 |
91.09 |
91.36 |
90.97 |
91.30 |
-0.36 |
17,867 |
73,830 |
+11,006 |
| Mar06 |
050913 |
92.10 |
92.18 |
92.10 |
92.18 |
-0.36 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
31,423 |
185,921 |
-1,480 |
| Swiss Franc(CME) |
| Sep05 |
050913 |
79.34 |
79.38 |
79.20 |
79.27 |
-0.20 |
6,392 |
44,162 |
-10,639 |
| Dec05 |
050913 |
80.00 |
80.12 |
79.78 |
79.90 |
-0.20 |
10,033 |
20,830 |
+8,665 |
| Mar06 |
050913 |
80.54 |
80.54 |
80.54 |
80.54 |
-0.20 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
16,425 |
65,066 |
-1,974 |
| EuroFX(CME) |
| Sep05 |
050913 |
122.82 |
122.95 |
122.50 |
122.70 |
-0.09 |
9,456 |
116,409 |
-12,799 |
| Dec05 |
050913 |
123.31 |
123.59 |
123.00 |
123.24 |
-0.09 |
17,043 |
46,794 |
+15,478 |
| Mar06 |
050913 |
123.79 |
123.79 |
123.79 |
123.79 |
-0.09 |
104 |
711 |
+103 |
| Total Volume and Open Interest |
26,603 |
164,298 |
+2,781 |
| Mexican Peso(CME) |
| Sep05 |
050913 |
9322.0 |
9325.0 |
9257.0 |
9262.0 |
-85.0 |
11,592 |
51,945 |
-6,290 |
| Dec05 |
050913 |
9202.0 |
9202.0 |
9120.0 |
9137.0 |
-85.0 |
10,318 |
28,326 |
+12,844 |
| Total Volume and Open Interest |
21,912 |
81,248 |
+6,554 |
| 30-Year T-Bonds(CBOT) |
| Sep05 |
050913 |
116~12 |
117~00 |
116~04 |
116~22 |
+0~11 |
34,989 |
52,920 |
-21,999 |
| Dec05 |
050913 |
115~31 |
116~21 |
115~21 |
116~10 |
+0~11 |
294,890 |
566,326 |
-1,279 |
| Mar06 |
050913 |
115~28 |
116~11 |
115~21 |
116~02 |
+0~11 |
24 |
1,250 |
+14 |
| Total Volume and Open Interest |
329,903 |
620,503 |
-23,264 |
| 10-Year T-Notes(CBOT) |
| Sep05 |
050913 |
112~060 |
112~210 |
112~025 |
112~175 |
+0~095 |
93,126 |
382,749 |
-11,590 |
| Dec05 |
050913 |
111~060 |
111~210 |
111~010 |
111~165 |
+0~095 |
761,055 |
1,503,290 |
+42,231 |
| Total Volume and Open Interest |
854,373 |
1,890,146 |
+30,779 |
| 5-Year T-Notes(CBOT) |
| Sep05 |
050913 |
108~085 |
108~110 |
108~080 |
108~080 |
+0~055 |
22,305 |
0 |
+0 |
| Dec05 |
050913 |
107~275 |
108~060 |
107~275 |
108~025 |
+0~060 |
385,644 |
0 |
+0 |
| Mar06 |
050913 |
107~300 |
107~300 |
107~300 |
107~300 |
+0~060 |
0 |
1,000 |
+0 |
| Total Volume and Open Interest |
407,949 |
1,000 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep05 |
050913 |
103~080 |
103~080 |
103~080 |
103~080 |
+0~008 |
641 |
41,999 |
-2,028 |
| Dec05 |
050913 |
103~052 |
103~065 |
103~052 |
103~064 |
+0~011 |
1,855 |
341,542 |
-2,689 |
| Total Volume and Open Interest |
2,496 |
383,541 |
-4,717 |
| Eurodollars(CME) |
| Sep05 |
050913 |
96.103 |
96.113 |
96.103 |
96.107 |
-0.003 |
37,911 |
1,064,159 |
-13,035 |
| Dec05 |
050913 |
95.880 |
95.925 |
95.880 |
95.905 |
+0.015 |
35,891 |
1,089,992 |
-17,467 |
| Mar06 |
050913 |
95.785 |
95.845 |
95.780 |
95.825 |
+0.035 |
26,320 |
1,099,318 |
-1,314 |
| Jun06 |
050913 |
95.735 |
95.800 |
95.735 |
95.785 |
+0.045 |
24,978 |
971,006 |
-12,660 |
| Sep06 |
050913 |
95.720 |
95.775 |
95.690 |
95.760 |
+0.050 |
126,822 |
757,215 |
-13,815 |
| Dec06 |
050913 |
95.670 |
95.740 |
95.670 |
95.735 |
+0.055 |
21,849 |
625,283 |
-4,217 |
| Mar07 |
050913 |
95.670 |
95.745 |
95.670 |
95.735 |
+0.055 |
22,671 |
471,603 |
+2,135 |
| Jun07 |
050913 |
95.675 |
95.730 |
95.675 |
95.725 |
+0.055 |
15,562 |
363,536 |
+2,263 |
| Sep07 |
050913 |
95.710 |
95.725 |
95.705 |
95.715 |
+0.055 |
17,547 |
266,783 |
+4,497 |
| Dec07 |
050913 |
95.680 |
95.695 |
95.675 |
95.685 |
+0.055 |
7,324 |
232,755 |
+2,424 |
| Mar08 |
050913 |
95.660 |
95.685 |
95.660 |
95.680 |
+0.060 |
15,530 |
211,747 |
+5,668 |
| Jun08 |
050913 |
95.650 |
95.660 |
95.650 |
95.660 |
+0.060 |
9,360 |
191,019 |
+1,913 |
| Sep08 |
050913 |
95.625 |
95.645 |
95.625 |
95.635 |
+0.060 |
9,804 |
179,846 |
+1,347 |
| Dec08 |
050913 |
95.585 |
95.610 |
95.585 |
95.595 |
+0.060 |
7,046 |
134,663 |
-1,229 |
| Mar09 |
050913 |
95.565 |
95.580 |
95.565 |
95.575 |
+0.060 |
13,965 |
122,496 |
-319 |
| Jun09 |
050913 |
95.530 |
95.545 |
95.530 |
95.540 |
+0.060 |
7,325 |
103,826 |
-3,492 |
| Sep09 |
050913 |
95.500 |
95.520 |
95.500 |
95.510 |
+0.060 |
3,998 |
88,062 |
-629 |
| Dec09 |
050913 |
95.455 |
95.475 |
95.455 |
95.465 |
+0.060 |
2,925 |
70,806 |
+260 |
| Total Volume and Open Interest |
304,847 |
8,224,335 |
-52,732 |
| 3-Mth Euro-Yen(CME) |
| Sep05 |
050913 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
10 |
5,205 |
-20 |
| Dec05 |
050913 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
0 |
6,853 |
+0 |
| Mar06 |
050913 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
53 |
5,550 |
+0 |
| Jun06 |
050913 |
99.77 |
99.78 |
99.77 |
99.77 |
unch |
61 |
6,236 |
+131 |
| Sep06 |
050913 |
99.69 |
99.69 |
99.69 |
99.69 |
+0.01 |
200 |
3,685 |
+5 |
| Dec06 |
050913 |
99.61 |
99.62 |
99.61 |
99.62 |
+0.02 |
448 |
5,785 |
+257 |
| Mar07 |
050913 |
99.53 |
99.53 |
99.53 |
99.53 |
+0.02 |
112 |
5,974 |
-413 |
| Jun07 |
050913 |
99.46 |
99.46 |
99.46 |
99.46 |
+0.01 |
286 |
609 |
+239 |
| Sep07 |
050913 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.01 |
0 |
370 |
+0 |
| Dec07 |
050913 |
99.30 |
99.30 |
99.30 |
99.30 |
+0.01 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
1,170 |
40,604 |
+199 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
050913 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
4,328 |
81,541 |
+1,982 |
| Mar06 |
050913 |
99.84 |
99.85 |
99.83 |
99.84 |
unch |
518 |
52,946 |
+102 |
| Jun06 |
050913 |
99.76 |
99.78 |
99.75 |
99.77 |
unch |
1,957 |
46,614 |
+601 |
| Sep06 |
050913 |
99.68 |
99.70 |
99.67 |
99.69 |
unch |
4,993 |
30,620 |
+290 |
| Dec06 |
050913 |
99.61 |
99.62 |
99.60 |
99.62 |
+0.01 |
1,852 |
61,619 |
+821 |
| Mar07 |
050913 |
99.52 |
99.54 |
99.52 |
99.54 |
+0.01 |
862 |
26,323 |
-256 |
| Jun07 |
050913 |
99.45 |
99.46 |
99.44 |
99.46 |
+0.01 |
432 |
13,988 |
+229 |
| Sep07 |
050913 |
99.37 |
99.37 |
99.37 |
99.37 |
+0.01 |
0 |
1,114 |
+0 |
| Total Volume and Open Interest |
15,531 |
443,906 |
+3,340 |
| German Euro-Bund(EUREX) |
| Dec05 |
050913 |
122.89 |
123.21 |
122.64 |
123.12 |
+0.25 |
1,133,372 |
1,257,860 |
+42,482 |
| Mar06 |
050913 |
123.15 |
123.50 |
122.99 |
123.46 |
+0.27 |
224 |
1,551 |
+256 |
| Jun06 |
050913 |
123.05 |
123.05 |
123.05 |
123.05 |
+0.25 |
|
|
|
| Total Volume and Open Interest |
1,133,596 |
1,259,411 |
+42,738 |
| German Euro-Bobl(EUREX) |
| Dec05 |
050913 |
114.57 |
114.74 |
114.46 |
114.69 |
+0.11 |
525,004 |
822,441 |
+4,791 |
| Mar06 |
050913 |
115.03 |
115.03 |
115.03 |
115.03 |
+0.11 |
0 |
106 |
+102 |
| Jun06 |
050913 |
114.39 |
114.39 |
114.39 |
114.39 |
+0.11 |
|
|
|
| Total Volume and Open Interest |
525,004 |
822,547 |
+4,893 |
| Long Gilt(LIFFE) |
| Sep05 |
050913 |
113~17 |
113~28 |
113~16 |
113~28 |
+0~11 |
1,048 |
18,097 |
+243 |
| Dec05 |
050913 |
113~08 |
113~21 |
113~03 |
113~19 |
+0~11 |
42,472 |
205,809 |
+2,375 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep05 |
050913 |
95.40 |
95.42 |
95.40 |
95.41 |
+0.01 |
9,139 |
246,732 |
-3,310 |
| Dec05 |
050913 |
95.49 |
95.54 |
95.48 |
95.51 |
unch |
21,793 |
341,703 |
+3,075 |
| Mar06 |
050913 |
95.58 |
95.63 |
95.56 |
95.60 |
unch |
25,172 |
408,629 |
-1,774 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Sep05 |
050913 |
97.865 |
97.870 |
97.860 |
97.865 |
-0.005 |
20,088 |
483,494 |
-258 |
| Dec05 |
050913 |
97.830 |
97.845 |
97.825 |
97.840 |
+0.005 |
52,715 |
668,765 |
+7,247 |
| Mar06 |
050913 |
97.805 |
97.825 |
97.790 |
97.820 |
+0.015 |
63,303 |
677,445 |
+12,063 |
| Total Volume and Open Interest |
345,500 |
3,428,220 |
+30,341 |
| 3-Mth Aus T-Bills(SFE) |
| Sep05 |
050908 |
94.37 |
94.38 |
94.36 |
94.37 |
-0.01 |
23,242 |
50,066 |
-816 |
| Dec05 |
050913 |
94.39 |
94.42 |
94.39 |
94.40 |
-0.01 |
40,443 |
227,026 |
-11,007 |
| Mar06 |
050913 |
94.43 |
94.44 |
94.41 |
94.42 |
-0.03 |
17,657 |
124,788 |
+1,600 |
| Jun06 |
050913 |
94.48 |
94.49 |
94.46 |
94.48 |
-0.03 |
8,395 |
80,079 |
-2,624 |
| Sep06 |
050913 |
94.48 |
94.48 |
94.47 |
94.48 |
-0.04 |
4,112 |
31,204 |
-1,581 |
| Dec06 |
050913 |
94.46 |
94.46 |
94.45 |
94.46 |
-0.04 |
957 |
24,092 |
-699 |
| Mar07 |
050913 |
94.42 |
94.44 |
94.42 |
94.43 |
-0.03 |
421 |
18,842 |
-23 |
| Jun07 |
050913 |
94.40 |
94.42 |
94.39 |
94.40 |
-0.03 |
650 |
25,192 |
+232 |
| Sep07 |
050913 |
94.38 |
94.41 |
94.37 |
94.38 |
-0.03 |
220 |
2,789 |
-2 |
| Dec07 |
050913 |
94.37 |
94.40 |
94.36 |
94.37 |
-0.02 |
100 |
2,292 |
-8 |
| Total Volume and Open Interest |
73,025 |
538,716 |
-14,043 |
| 10-Year Aus T-Bonds(SFE) |
| Sep05 |
050913 |
94.79 |
94.81 |
94.78 |
94.79 |
-0.03 |
64,148 |
313,917 |
+1,824 |
| Dec05 |
050913 |
94.79 |
94.81 |
94.78 |
94.79 |
-0.04 |
50,662 |
57,916 |
+33,553 |
| Total Volume and Open Interest |
114,810 |
371,833 |
+35,377 |
| 3-Year Aus T-Bonds(SFE) |
| Sep05 |
050913 |
94.83 |
94.86 |
94.82 |
94.84 |
-0.04 |
115,555 |
451,972 |
-13,192 |
| Dec05 |
050913 |
94.84 |
94.86 |
94.83 |
94.85 |
-0.04 |
70,846 |
116,827 |
+78,657 |
| Total Volume and Open Interest |
186,401 |
568,799 |
+65,465 |
| Gold(CMX) |
| Oct05 |
050913 |
449.7 |
450.0 |
445.5 |
447.0 |
-3.7 |
903 |
20,666 |
+431 |
| Dec05 |
050913 |
452.4 |
453.4 |
448.3 |
450.0 |
-3.7 |
34,502 |
252,124 |
+3,696 |
| Feb06 |
050913 |
456.0 |
456.0 |
451.7 |
453.3 |
-3.7 |
150 |
8,506 |
-2 |
| Apr06 |
050913 |
456.0 |
456.9 |
456.0 |
456.5 |
-3.8 |
135 |
5,397 |
-4 |
| Jun06 |
050913 |
462.1 |
462.5 |
458.9 |
459.8 |
-3.8 |
14 |
10,728 |
+3 |
| Aug06 |
050913 |
465.5 |
465.5 |
463.1 |
463.1 |
-3.8 |
15 |
1,548 |
+15 |
| Oct06 |
050913 |
466.4 |
466.4 |
466.4 |
466.4 |
-3.8 |
0 |
2,118 |
+0 |
| Dec06 |
050913 |
472.7 |
473.0 |
469.7 |
469.7 |
-3.8 |
11 |
5,651 |
+2 |
| Feb07 |
050913 |
473.0 |
473.0 |
473.0 |
473.0 |
-3.8 |
0 |
4,550 |
+0 |
| Apr07 |
050913 |
476.3 |
476.3 |
476.3 |
476.3 |
-3.8 |
0 |
100 |
+0 |
| Jun07 |
050913 |
479.6 |
479.6 |
479.6 |
479.6 |
-3.8 |
0 |
4,183 |
+0 |
| Total Volume and Open Interest |
35,736 |
321,552 |
+4,143 |
| Silver(CMX) |
| Sep05 |
050913 |
698.0 |
699.5 |
690.0 |
694.3 |
-5.5 |
92 |
663 |
-168 |
| Dec05 |
050913 |
705.5 |
708.0 |
691.0 |
700.5 |
-5.5 |
9,537 |
88,466 |
+715 |
| Mar06 |
050913 |
708.5 |
708.5 |
702.0 |
706.4 |
-5.3 |
49 |
5,522 |
-184 |
| May06 |
050913 |
709.3 |
709.3 |
709.3 |
709.3 |
-5.4 |
0 |
1,379 |
+0 |
| Jul06 |
050913 |
714.0 |
714.0 |
711.7 |
711.7 |
-5.5 |
2 |
6,823 |
+0 |
| Sep06 |
050913 |
714.2 |
714.2 |
714.2 |
714.2 |
-5.5 |
0 |
1,694 |
+0 |
| Dec06 |
050913 |
720.5 |
720.5 |
711.7 |
717.0 |
-5.5 |
68 |
7,274 |
+34 |
| Total Volume and Open Interest |
9,776 |
114,462 |
+408 |
| Platinum(NYM) |
| Oct05 |
050913 |
913.0 |
914.8 |
909.2 |
913.5 |
-2.4 |
927 |
9,994 |
+112 |
| Jan06 |
050913 |
913.0 |
913.0 |
908.5 |
911.5 |
-2.4 |
64 |
1,719 |
+29 |
| Apr06 |
050913 |
909.0 |
909.0 |
909.0 |
909.0 |
-2.4 |
0 |
141 |
+0 |
| Total Volume and Open Interest |
991 |
11,854 |
+141 |
| Palladium(NYME) |
| Sep05 |
050913 |
182.20 |
182.20 |
182.20 |
182.20 |
-0.95 |
0 |
260 |
+1 |
| Dec05 |
050913 |
185.00 |
185.00 |
182.50 |
184.00 |
-1.25 |
129 |
12,988 |
+37 |
| Mar06 |
050913 |
184.00 |
186.00 |
184.00 |
186.00 |
-1.25 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
129 |
13,284 |
+38 |
| Copper(CMX) |
| Sep05 |
050913 |
170.40 |
171.00 |
169.10 |
170.00 |
-1.90 |
453 |
6,111 |
-462 |
| Dec05 |
050913 |
162.40 |
163.20 |
161.00 |
162.55 |
-1.85 |
9,886 |
71,978 |
+592 |
| Mar06 |
050913 |
155.30 |
156.20 |
154.90 |
155.90 |
-1.50 |
861 |
8,106 |
-252 |
| May06 |
050913 |
150.90 |
150.90 |
150.90 |
150.90 |
-1.50 |
466 |
1,852 |
-27 |
| Jul06 |
050913 |
147.00 |
147.00 |
146.00 |
146.55 |
-1.45 |
30 |
1,029 |
+3 |
| Total Volume and Open Interest |
12,095 |
99,151 |
-45 |
| Aluminum(CMX) |
| Sep05 |
050913 |
86.55 |
86.55 |
86.55 |
86.55 |
+0.45 |
0 |
6 |
+0 |
| Oct05 |
050913 |
87.00 |
87.00 |
87.00 |
87.00 |
+0.40 |
0 |
515 |
+0 |
| Nov05 |
050913 |
87.40 |
87.40 |
87.40 |
87.40 |
+0.40 |
0 |
561 |
+0 |
| Dec05 |
050913 |
87.90 |
87.90 |
87.90 |
87.90 |
+0.40 |
0 |
1,078 |
+0 |
| Jan06 |
050913 |
87.90 |
87.90 |
87.90 |
87.90 |
+0.40 |
0 |
70 |
+0 |
| Feb06 |
050913 |
87.90 |
87.90 |
87.90 |
87.90 |
+0.40 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
0 |
2,565 |
+0 |
| DJIA Index(CBOT) |
| Sep05 |
050913 |
10649 |
10675 |
10599 |
10617 |
-62 |
7,373 |
26,807 |
-1,176 |
| Dec05 |
050913 |
10687 |
10722 |
10640 |
10658 |
-62 |
8,828 |
22,750 |
+4,960 |
| Mar06 |
050913 |
10745 |
10755 |
10703 |
10703 |
-62 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
16,201 |
49,566 |
+3,784 |
| S & P 500(CME) |
| Sep05 |
050913 |
1237.50 |
1239.30 |
1231.40 |
1232.60 |
-7.60 |
106,347 |
215,726 |
-55,090 |
| Dec05 |
050913 |
1244.00 |
1246.60 |
1237.70 |
1238.90 |
-7.70 |
115,060 |
494,669 |
+74,972 |
| Mar06 |
050913 |
1246.00 |
1246.00 |
1245.50 |
1245.50 |
-7.70 |
383 |
5,267 |
+447 |
| Jun06 |
050913 |
1252.80 |
1252.80 |
1252.80 |
1252.80 |
-7.90 |
2 |
731 |
+0 |
| Total Volume and Open Interest |
221,794 |
716,464 |
+20,328 |
| S & P 500 E-Mini(Globex) |
| Sep05 |
050913 |
1239.75 |
1240.50 |
1231.50 |
1232.50 |
-7.75 |
179,731 |
683,209 |
-61,709 |
| Dec05 |
050913 |
1246.00 |
1246.75 |
1237.50 |
1239.00 |
-7.50 |
602,597 |
662,704 |
+98,470 |
| Total Volume and Open Interest |
782,328 |
1,345,913 |
+36,761 |
| NASDAQ 100(CME) |
| Sep05 |
050913 |
1610.50 |
1619.50 |
1605.00 |
1609.50 |
-3.50 |
13,305 |
41,348 |
-2,117 |
| Dec05 |
050913 |
1624.50 |
1634.00 |
1618.00 |
1623.00 |
-3.50 |
16,625 |
30,759 |
+5,909 |
| Mar06 |
050913 |
1636.50 |
1636.50 |
1636.50 |
1636.50 |
-3.50 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
29,930 |
72,114 |
+3,792 |
| NASDAQ 100 E-Mini(Globex) |
| Sep05 |
050913 |
1612.00 |
1620.50 |
1605.00 |
1609.50 |
-3.50 |
49,849 |
233,214 |
-11,897 |
| Dec05 |
050913 |
1626.00 |
1634.50 |
1618.50 |
1623.00 |
-3.50 |
181,411 |
143,188 |
+24,962 |
| Total Volume and Open Interest |
231,260 |
376,402 |
+13,065 |
| S & P Midcap 400(CME) |
| Sep05 |
050913 |
716.50 |
719.00 |
715.25 |
716.05 |
-4.30 |
3,764 |
10,459 |
+684 |
| Dec05 |
050913 |
724.30 |
724.50 |
720.00 |
720.80 |
-4.40 |
3,904 |
9,234 |
+3,744 |
| Mar06 |
050913 |
723.55 |
723.55 |
723.55 |
723.55 |
-4.40 |
|
|
|
| Total Volume and Open Interest |
4,951 |
19,579 |
-114 |
| Russell 2000(CME) |
| Sep05 |
050913 |
675.00 |
675.00 |
673.20 |
674.40 |
-5.55 |
4,519 |
24,319 |
-2,202 |
| Dec05 |
050913 |
681.50 |
681.50 |
675.50 |
677.80 |
-5.60 |
4,686 |
21,649 |
+2,528 |
| Mar06 |
050913 |
677.90 |
677.90 |
677.90 |
677.90 |
-5.60 |
|
|
|
| Total Volume and Open Interest |
9,205 |
45,968 |
+326 |
| Russell 2000 E-Mini(Globex) |
| Sep05 |
050913 |
680.10 |
680.10 |
672.00 |
674.40 |
-5.60 |
57,475 |
149,958 |
-31,822 |
| Dec05 |
050913 |
683.30 |
683.30 |
675.30 |
677.80 |
-5.60 |
120,382 |
135,148 |
+40,602 |
| Mar06 |
050901 |
671.60 |
671.60 |
671.60 |
671.60 |
|
|
|
|
| Value Line(KCBT) |
| Sep05 |
050913 |
1900.00 |
1905.00 |
1900.00 |
1905.00 |
-15.00 |
6 |
45 |
+0 |
| Total Volume and Open Interest |
6 |
49 |
+0 |
| Nikkei 225(CME) |
| Dec05 |
050913 |
12885 |
12895 |
12800 |
12865 |
+10 |
44,076 |
213,034 |
+8,128 |
| Mar06 |
050913 |
12845 |
12850 |
12845 |
12850 |
+5 |
0 |
4 |
-56 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Sep05 |
050908 |
12655 |
12660 |
12495 |
12540 |
-75 |
120,997 |
204,044 |
-30,572 |
| Dec05 |
050913 |
12885 |
12895 |
12800 |
12865 |
+10 |
44,076 |
213,034 |
+8,128 |
| Mar06 |
050913 |
12845 |
12850 |
12845 |
12850 |
+5 |
0 |
4 |
-56 |
| Total Volume and Open Interest |
44,084 |
213,512 |
+8,090 |
| CAC 40(MATIF) |
| Sep05 |
050913 |
4492.5 |
4501.5 |
4455.5 |
4458.5 |
-36.0 |
60,845 |
508,725 |
+15,198 |
| Oct05 |
050913 |
4501.5 |
4507.5 |
4465.0 |
4467.0 |
-36.0 |
134 |
1,912 |
+22 |
| Nov05 |
050913 |
4482.0 |
4484.0 |
4473.5 |
4473.5 |
-36.0 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
68,103 |
535,326 |
+20,307 |
| Hang Seng Index(HKFE) |
| Sep05 |
050913 |
15201 |
15232 |
15008 |
15029 |
-171 |
19,605 |
109,799 |
-1,638 |
| Oct05 |
050913 |
15233 |
15255 |
15048 |
15060 |
-170 |
277 |
1,059 |
+230 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Sep05 |
050913 |
4999.0 |
4999.0 |
4896.5 |
4911.5 |
-79.5 |
145,312 |
180,743 |
-17,340 |
| Dec05 |
050913 |
5029.0 |
5029.0 |
4923.0 |
4937.5 |
-80.5 |
31,754 |
51,676 |
+23,554 |
| Mar06 |
050913 |
5015.0 |
5051.5 |
4950.0 |
4964.5 |
-80.5 |
1,957 |
5,822 |
+95 |
| Total Volume and Open Interest |
179,023 |
238,241 |
+6,309 |
| FT-SE 100(LIFFE) |
| Sep05 |
050913 |
5375.00 |
5379.00 |
5325.00 |
5339.00 |
-40.50 |
140,514 |
288,991 |
-44,156 |
| Dec05 |
050913 |
5406.00 |
5409.00 |
5359.00 |
5369.00 |
-40.50 |
95,416 |
213,919 |
+49,019 |
| Mar06 |
050913 |
5376.50 |
5376.50 |
5376.50 |
5376.50 |
-40.50 |
45 |
5,287 |
+45 |
| Total Volume and Open Interest |
235,975 |
516,975 |
+4,908 |
| SPI 200(SFE) |
| Sep05 |
050913 |
4474.0 |
4505.0 |
4462.0 |
4495.0 |
+11.0 |
41,958 |
169,523 |
-12,495 |
| Dec05 |
050913 |
4488.0 |
4515.0 |
4473.0 |
4504.0 |
+8.0 |
36,305 |
72,358 |
+28,945 |
| Mar06 |
050913 |
4505.0 |
4505.0 |
4505.0 |
4505.0 |
+8.0 |
10 |
3,381 |
-54 |
| Total Volume and Open Interest |
78,278 |
248,745 |
+16,396 |
| GSCI(CME) |
| Sep05 |
050913 |
433.00 |
433.10 |
428.40 |
431.25 |
-1.50 |
3,924 |
8,583 |
-3,016 |
| Oct05 |
050913 |
439.25 |
440.50 |
436.50 |
436.80 |
-1.60 |
3,644 |
10,480 |
+3,429 |
| Nov05 |
050913 |
440.00 |
440.00 |
440.00 |
440.00 |
-1.00 |
|
|
|
| Total Volume and Open Interest |
7,568 |
19,063 |
+413 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
050913 |
320.00 |
320.00 |
318.70 |
319.50 |
-2.25 |
48 |
399 |
+13 |
| Jan06 |
050913 |
318.25 |
319.00 |
317.75 |
319.00 |
-2.25 |
0 |
415 |
+0 |
| Feb06 |
050913 |
318.50 |
318.50 |
318.50 |
318.50 |
-2.25 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
48 |
1,024 |
+13 |
|
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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