|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed September 14, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Sep05 |
050914 |
573.00 |
574.00 |
567.00 |
569.50 |
-6.50 |
612 |
243 |
-213 |
| Nov05 |
050914 |
581.00 |
585.00 |
576.00 |
580.25 |
-5.75 |
31,060 |
170,920 |
-683 |
| Jan06 |
050914 |
589.00 |
593.50 |
585.00 |
588.75 |
-5.75 |
4,727 |
22,348 |
+960 |
| Mar06 |
050914 |
597.00 |
601.00 |
592.00 |
597.00 |
-5.25 |
2,658 |
15,576 |
+344 |
| May06 |
050914 |
603.00 |
606.00 |
598.50 |
602.00 |
-4.50 |
1,138 |
16,272 |
+51 |
| Jul06 |
050914 |
608.00 |
609.50 |
603.00 |
606.50 |
-5.50 |
1,116 |
10,675 |
+337 |
| Aug06 |
050914 |
609.00 |
609.00 |
603.00 |
604.00 |
-4.00 |
4 |
322 |
-4 |
| Total Volume and Open Interest |
41,914 |
244,301 |
+815 |
| Soybean Meal(CBOT) |
| Sep05 |
050914 |
178.00 |
178.00 |
175.00 |
175.50 |
-2.00 |
867 |
389 |
-305 |
| Oct05 |
050914 |
178.50 |
178.80 |
176.30 |
177.00 |
-1.80 |
7,331 |
17,733 |
-1,218 |
| Dec05 |
050914 |
181.20 |
181.20 |
178.80 |
179.70 |
-1.70 |
12,990 |
58,760 |
-396 |
| Jan06 |
050914 |
182.80 |
183.00 |
180.50 |
181.40 |
-1.90 |
3,337 |
9,143 |
+459 |
| Mar06 |
050914 |
185.20 |
185.20 |
182.90 |
183.80 |
-1.70 |
876 |
8,822 |
+139 |
| May06 |
050914 |
186.30 |
186.30 |
183.80 |
184.80 |
-1.50 |
1,597 |
11,439 |
+217 |
| Jul06 |
050914 |
188.00 |
188.00 |
185.80 |
185.80 |
-2.20 |
723 |
6,776 |
+184 |
| Aug06 |
050914 |
188.50 |
188.50 |
186.00 |
186.50 |
-1.70 |
290 |
1,546 |
+216 |
| Total Volume and Open Interest |
28,112 |
117,786 |
-624 |
| Soybean Oil(CBOT) |
| Sep05 |
050914 |
21.90 |
22.07 |
21.90 |
22.07 |
+0.10 |
370 |
253 |
-95 |
| Oct05 |
050914 |
22.05 |
22.30 |
21.99 |
22.17 |
+0.13 |
4,537 |
17,000 |
-712 |
| Dec05 |
050914 |
22.33 |
22.54 |
22.20 |
22.41 |
+0.14 |
8,496 |
85,247 |
+395 |
| Jan06 |
050914 |
22.52 |
22.70 |
22.39 |
22.60 |
+0.15 |
1,530 |
8,894 |
+103 |
| Mar06 |
050914 |
22.70 |
22.88 |
22.56 |
22.77 |
+0.15 |
499 |
5,727 |
+63 |
| May06 |
050914 |
22.90 |
23.00 |
22.68 |
22.90 |
+0.10 |
1,159 |
8,458 |
+283 |
| Jul06 |
050914 |
23.00 |
23.05 |
22.98 |
23.05 |
+0.16 |
635 |
6,241 |
+101 |
| Aug06 |
050914 |
23.05 |
23.05 |
22.95 |
22.95 |
+0.06 |
40 |
968 |
+10 |
| Total Volume and Open Interest |
17,544 |
137,383 |
+278 |
| Canola(WCE) |
| Sep05 |
050914 |
257.4 |
257.4 |
257.4 |
257.4 |
-0.4 |
|
|
|
| Nov05 |
050914 |
265.0 |
265.8 |
262.3 |
264.4 |
-0.4 |
5,642 |
38,371 |
-94 |
| Jan06 |
050914 |
273.5 |
274.6 |
271.2 |
272.9 |
-0.6 |
1,181 |
18,725 |
+568 |
| Mar06 |
050914 |
280.4 |
281.5 |
279.5 |
280.4 |
-0.4 |
451 |
1,913 |
+312 |
| May06 |
050914 |
285.3 |
289.0 |
284.8 |
286.0 |
-2.6 |
23 |
1,470 |
+3 |
| Total Volume and Open Interest |
7,350 |
64,173 |
+834 |
| Corn(CBOT) |
| Sep05 |
050914 |
198.00 |
198.00 |
195.00 |
195.00 |
-3.50 |
1,752 |
1,106 |
-972 |
| Dec05 |
050914 |
209.50 |
209.75 |
207.00 |
207.75 |
-2.25 |
50,702 |
491,202 |
-6,781 |
| Mar06 |
050914 |
221.25 |
221.75 |
219.75 |
220.25 |
-1.75 |
13,917 |
111,754 |
+1,044 |
| May06 |
050914 |
228.50 |
228.50 |
227.00 |
227.25 |
-1.75 |
2,882 |
26,731 |
+333 |
| Jul06 |
050914 |
234.25 |
234.50 |
232.50 |
233.00 |
-2.00 |
3,138 |
35,867 |
+124 |
| Sep06 |
050914 |
240.00 |
240.00 |
239.00 |
239.00 |
-1.25 |
176 |
4,825 |
+130 |
| Total Volume and Open Interest |
75,852 |
707,892 |
-6,018 |
| Wheat(CBOT) |
| Sep05 |
050914 |
318.50 |
318.50 |
311.00 |
311.50 |
-5.00 |
1,065 |
843 |
+607 |
| Dec05 |
050914 |
330.50 |
332.00 |
322.50 |
327.25 |
-2.25 |
26,704 |
220,118 |
+3,076 |
| Mar06 |
050914 |
344.50 |
345.00 |
336.50 |
341.50 |
-1.75 |
6,221 |
35,952 |
+1,361 |
| May06 |
050914 |
350.00 |
350.00 |
343.00 |
347.50 |
-1.50 |
76 |
1,348 |
+33 |
| Jul06 |
050914 |
355.00 |
355.50 |
348.00 |
353.25 |
-0.75 |
3,385 |
17,709 |
+1,039 |
| Total Volume and Open Interest |
37,611 |
277,293 |
+6,215 |
| Wheat(KCBT) |
| Sep05 |
050914 |
359.00 |
362.00 |
353.00 |
354.00 |
+0.50 |
139 |
113 |
+86 |
| Dec05 |
050914 |
367.00 |
367.00 |
358.50 |
364.75 |
+1.50 |
14,695 |
66,186 |
+263 |
| Mar06 |
050914 |
364.50 |
365.00 |
357.50 |
362.75 |
+1.25 |
4,645 |
21,314 |
+619 |
| May06 |
050914 |
357.00 |
359.00 |
352.50 |
356.50 |
-2.00 |
213 |
1,646 |
+88 |
| Jul06 |
050914 |
357.50 |
358.50 |
353.50 |
357.25 |
+0.75 |
2,887 |
8,827 |
+351 |
| Total Volume and Open Interest |
22,587 |
98,300 |
+1,410 |
| Wheat(MGE) |
| Sep05 |
050914 |
386.00 |
386.00 |
385.00 |
385.00 |
+8.50 |
22 |
47 |
-11 |
| Dec05 |
050914 |
352.50 |
360.00 |
351.00 |
358.75 |
+5.75 |
8,787 |
20,910 |
+1,157 |
| Mar06 |
050914 |
356.00 |
359.50 |
353.00 |
355.50 |
+1.50 |
2,586 |
8,974 |
+1,031 |
| May06 |
050914 |
358.50 |
359.00 |
356.50 |
357.50 |
-0.50 |
142 |
1,463 |
+81 |
| Jul06 |
050914 |
362.00 |
362.25 |
360.00 |
362.25 |
+1.25 |
66 |
256 |
+32 |
| Total Volume and Open Interest |
11,605 |
31,839 |
+2,292 |
| Oats(CBOT) |
| Sep05 |
050914 |
150.00 |
150.00 |
150.00 |
150.00 |
unch |
|
|
|
| Dec05 |
050914 |
159.00 |
159.50 |
155.75 |
157.75 |
+2.00 |
738 |
5,495 |
+27 |
| Mar06 |
050914 |
163.50 |
164.00 |
160.50 |
164.00 |
+2.00 |
50 |
223 |
+24 |
| May06 |
050914 |
168.00 |
168.00 |
168.00 |
168.00 |
+2.00 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
788 |
5,756 |
+51 |
| Rough Rice(CBOT) |
| Sep05 |
050914 |
6.50 |
6.55 |
6.50 |
6.55 |
+0.09 |
40 |
157 |
-2 |
| Nov05 |
050914 |
6.70 |
6.75 |
6.68 |
6.73 |
+0.08 |
259 |
5,166 |
+42 |
| Jan06 |
050914 |
6.92 |
6.98 |
6.92 |
6.96 |
+0.08 |
32 |
875 |
+24 |
| Mar06 |
050914 |
7.19 |
7.19 |
7.19 |
7.19 |
+0.08 |
17 |
478 |
-8 |
| Total Volume and Open Interest |
353 |
6,716 |
+61 |
| Live Cattle(CME) |
| Oct05 |
050914 |
85.400 |
86.300 |
85.100 |
85.500 |
+0.200 |
17,618 |
48,024 |
-5,051 |
| Dec05 |
050914 |
87.900 |
88.600 |
87.500 |
87.950 |
-0.025 |
15,619 |
59,908 |
+6,281 |
| Feb06 |
050914 |
89.050 |
89.775 |
88.800 |
89.150 |
+0.100 |
3,470 |
22,922 |
+860 |
| Apr06 |
050914 |
87.100 |
87.775 |
87.100 |
87.150 |
-0.225 |
392 |
6,746 |
+65 |
| Jun06 |
050914 |
83.025 |
83.500 |
82.800 |
82.850 |
-0.175 |
816 |
3,273 |
+273 |
| Aug06 |
050914 |
82.800 |
82.800 |
82.600 |
82.625 |
-0.100 |
25 |
1,483 |
+20 |
| Total Volume and Open Interest |
37,945 |
142,365 |
+2,453 |
| Feeder Cattle(CME) |
| Sep05 |
050914 |
115.150 |
115.600 |
114.525 |
114.900 |
unch |
714 |
4,394 |
-184 |
| Oct05 |
050914 |
113.500 |
114.200 |
112.900 |
113.025 |
-0.100 |
2,092 |
13,434 |
-525 |
| Nov05 |
050914 |
112.500 |
113.400 |
112.200 |
112.475 |
+0.025 |
1,144 |
6,907 |
+625 |
| Jan06 |
050914 |
109.225 |
109.900 |
108.800 |
109.200 |
-0.225 |
481 |
2,539 |
+162 |
| Mar06 |
050914 |
104.000 |
104.850 |
104.000 |
104.150 |
+0.025 |
81 |
431 |
+6 |
| Apr06 |
050914 |
102.925 |
103.500 |
102.825 |
102.850 |
-0.050 |
102 |
286 |
+60 |
| May06 |
050914 |
103.000 |
103.000 |
102.400 |
102.400 |
-0.300 |
44 |
122 |
+24 |
| Total Volume and Open Interest |
4,658 |
28,119 |
+168 |
| Lean Hogs(CME) |
| Oct05 |
050914 |
64.750 |
64.900 |
63.750 |
63.825 |
-1.250 |
13,168 |
34,630 |
-6,362 |
| Dec05 |
050914 |
62.000 |
62.300 |
61.450 |
61.625 |
-0.825 |
12,835 |
45,136 |
+4,210 |
| Feb06 |
050914 |
63.200 |
63.800 |
63.000 |
63.350 |
-0.425 |
2,336 |
15,579 |
+476 |
| Apr06 |
050914 |
61.500 |
62.150 |
61.450 |
61.900 |
-0.050 |
722 |
4,719 |
+99 |
| May06 |
050914 |
62.250 |
62.600 |
62.250 |
62.400 |
-0.175 |
95 |
1,124 |
+48 |
| Jun06 |
050914 |
64.600 |
64.950 |
64.600 |
64.725 |
-0.025 |
35 |
1,522 |
+16 |
| Jul06 |
050914 |
61.600 |
61.825 |
61.600 |
61.700 |
+0.100 |
66 |
644 |
+30 |
| Aug06 |
050914 |
57.800 |
58.200 |
57.800 |
58.050 |
-0.150 |
14 |
306 |
+3 |
| Total Volume and Open Interest |
29,309 |
103,785 |
-1,473 |
| Pork Bellies(CME) |
| Feb06 |
050914 |
81.600 |
81.800 |
79.900 |
80.675 |
-0.925 |
143 |
1,101 |
+11 |
| Mar06 |
050914 |
82.250 |
82.300 |
80.000 |
80.000 |
-1.000 |
0 |
45 |
+0 |
| May06 |
050914 |
82.400 |
82.400 |
82.400 |
82.400 |
unch |
0 |
14 |
+0 |
| Jul06 |
050914 |
84.000 |
84.000 |
84.000 |
84.000 |
|
|
|
|
| Aug06 |
050914 |
83.500 |
83.500 |
83.500 |
83.500 |
|
|
|
|
| Class III Milk(CME) |
| Sep05 |
050914 |
14.24 |
14.26 |
14.24 |
14.26 |
unch |
87 |
3,272 |
-50 |
| Oct05 |
050914 |
14.29 |
14.39 |
14.29 |
14.36 |
+0.07 |
204 |
2,590 |
-54 |
| Nov05 |
050914 |
13.74 |
13.79 |
13.72 |
13.72 |
+0.05 |
81 |
1,809 |
+14 |
| Dec05 |
050914 |
13.45 |
13.45 |
13.37 |
13.41 |
+0.04 |
164 |
1,752 |
-40 |
| Jan06 |
050914 |
12.85 |
12.85 |
12.81 |
12.85 |
+0.04 |
5 |
1,159 |
+4 |
| Total Volume and Open Interest |
617 |
19,173 |
-109 |
| Cocoa(NYBOT) |
| Sep05 |
050914 |
1368 |
1368 |
1368 |
1368 |
-22 |
3 |
7 |
+0 |
| Dec05 |
050914 |
1442 |
1460 |
1419 |
1423 |
-22 |
6,171 |
47,948 |
-582 |
| Mar06 |
050914 |
1476 |
1493 |
1457 |
1458 |
-21 |
1,600 |
26,119 |
+297 |
| May06 |
050914 |
1482 |
1482 |
1479 |
1479 |
-21 |
474 |
7,398 |
+104 |
| Jul06 |
050914 |
1520 |
1520 |
1495 |
1495 |
-22 |
71 |
8,543 |
+0 |
| Sep06 |
050914 |
1515 |
1515 |
1515 |
1515 |
-22 |
145 |
10,050 |
+120 |
| Dec06 |
050914 |
1541 |
1541 |
1541 |
1541 |
-21 |
139 |
5,813 |
+104 |
| Total Volume and Open Interest |
9,106 |
113,870 |
+286 |
| Coffee "C"(NYBOT) |
| Sep05 |
050914 |
89.90 |
91.40 |
89.90 |
91.40 |
+2.75 |
50 |
166 |
-14 |
| Dec05 |
050914 |
92.25 |
94.75 |
92.20 |
94.65 |
+2.75 |
8,814 |
62,996 |
-299 |
| Mar06 |
050914 |
96.00 |
98.50 |
95.90 |
98.30 |
+2.75 |
2,161 |
13,712 |
+353 |
| May06 |
050914 |
98.10 |
100.50 |
98.10 |
100.45 |
+2.75 |
622 |
3,390 |
+144 |
| Jul06 |
050914 |
100.30 |
102.50 |
100.30 |
102.50 |
+2.75 |
103 |
2,362 |
+10 |
| Sep06 |
050914 |
102.30 |
104.45 |
102.30 |
104.45 |
+2.75 |
64 |
958 |
+0 |
| Total Volume and Open Interest |
11,917 |
84,539 |
+213 |
| Orange Juice(NYBOT) |
| Nov05 |
050914 |
94.35 |
95.30 |
93.75 |
95.05 |
+0.85 |
990 |
18,300 |
-135 |
| Jan06 |
050914 |
96.50 |
97.40 |
96.20 |
97.10 |
+0.80 |
61 |
3,119 |
+19 |
| Mar06 |
050914 |
99.35 |
99.70 |
99.35 |
99.55 |
+0.55 |
190 |
1,890 |
+51 |
| May06 |
050914 |
101.45 |
101.45 |
101.45 |
101.45 |
+0.45 |
20 |
231 |
+0 |
| Jul06 |
050914 |
103.45 |
103.45 |
103.45 |
103.45 |
+0.45 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
1,261 |
23,649 |
-112 |
| Sugar #11(NYBOT) |
| Oct05 |
050914 |
10.25 |
10.35 |
10.18 |
10.30 |
-0.01 |
39,566 |
136,122 |
-18,787 |
| Mar06 |
050914 |
10.70 |
10.82 |
10.68 |
10.79 |
+0.01 |
50,993 |
231,490 |
+14,264 |
| May06 |
050914 |
10.45 |
10.57 |
10.42 |
10.57 |
+0.05 |
5,721 |
45,892 |
+1,847 |
| Jul06 |
050914 |
10.15 |
10.30 |
10.13 |
10.30 |
+0.08 |
3,157 |
27,267 |
-343 |
| Oct06 |
050914 |
10.07 |
10.22 |
10.07 |
10.22 |
+0.08 |
1,530 |
15,642 |
-18 |
| Total Volume and Open Interest |
101,570 |
468,489 |
-2,967 |
| Sugar #14(NYBOT) |
| Sep05 |
050808 |
22.25 |
22.25 |
22.25 |
22.25 |
-0.10 |
889 |
385 |
-721 |
| Nov05 |
050914 |
20.89 |
20.95 |
20.89 |
20.95 |
+0.07 |
728 |
4,140 |
+426 |
| Jan06 |
050914 |
20.56 |
20.61 |
20.56 |
20.61 |
+0.05 |
355 |
2,318 |
+167 |
| Mar06 |
050914 |
20.56 |
20.62 |
20.56 |
20.62 |
+0.07 |
32 |
1,865 |
+6 |
| May06 |
050914 |
20.80 |
20.80 |
20.75 |
20.75 |
-0.02 |
27 |
2,053 |
+0 |
| Total Volume and Open Interest |
1,255 |
12,807 |
+686 |
| London Cocoa(LCE) |
| Sep05 |
050914 |
868 |
868 |
834 |
835 |
-39 |
1,134 |
17,249 |
-926 |
| Dec05 |
050914 |
833 |
841 |
817 |
819 |
-19 |
5,065 |
71,706 |
-604 |
| Mar06 |
050914 |
855 |
860 |
839 |
839 |
-17 |
1,412 |
44,530 |
-416 |
| May06 |
050914 |
864 |
874 |
852 |
852 |
-17 |
30 |
11,569 |
-1 |
| Jul06 |
050914 |
880 |
888 |
865 |
866 |
-16 |
435 |
19,833 |
+352 |
| Sep06 |
050914 |
890 |
899 |
880 |
880 |
-16 |
102 |
12,429 |
+88 |
| Dec06 |
050914 |
904 |
911 |
892 |
892 |
-14 |
266 |
12,796 |
+29 |
| Total Volume and Open Interest |
8,444 |
192,351 |
-1,478 |
| London Coffee(LCE) |
| Sep05 |
050914 |
886.00 |
911.00 |
881.00 |
911.00 |
+19.00 |
70 |
19,274 |
-63 |
| Nov05 |
050914 |
903.00 |
935.00 |
897.00 |
929.00 |
+19.00 |
5,358 |
72,112 |
-2,262 |
| Jan06 |
050914 |
929.00 |
959.00 |
921.00 |
953.00 |
+19.00 |
3,005 |
39,731 |
+1,118 |
| Mar06 |
050914 |
944.00 |
971.00 |
940.00 |
970.00 |
+19.00 |
723 |
28,121 |
+0 |
| May06 |
050914 |
960.00 |
988.00 |
958.00 |
988.00 |
+19.00 |
408 |
7,557 |
+148 |
| Jul06 |
050914 |
985.00 |
1005.00 |
985.00 |
1005.00 |
+19.00 |
161 |
3,305 |
+148 |
| Total Volume and Open Interest |
9,815 |
171,730 |
-857 |
| London Sugar(LCE) |
| Oct05 |
050914 |
310.60 |
311.40 |
307.50 |
309.00 |
-1.60 |
5,361 |
6,861 |
-2,672 |
| Dec05 |
050914 |
300.60 |
302.00 |
298.00 |
300.00 |
-0.60 |
4,244 |
24,691 |
+1,275 |
| Mar06 |
050914 |
299.50 |
300.90 |
296.10 |
298.50 |
-1.10 |
963 |
12,781 |
+196 |
| May06 |
050914 |
296.50 |
296.80 |
295.80 |
296.80 |
-1.60 |
145 |
3,225 |
-69 |
| Aug06 |
050914 |
296.00 |
296.00 |
296.00 |
296.00 |
-1.60 |
70 |
2,269 |
-52 |
| Total Volume and Open Interest |
10,845 |
54,599 |
-1,304 |
| Cotton(NYBOT) |
| Oct05 |
050914 |
48.37 |
48.80 |
48.10 |
48.60 |
+0.23 |
536 |
3,231 |
-119 |
| Dec05 |
050914 |
49.70 |
50.40 |
49.56 |
49.94 |
+0.14 |
9,138 |
76,294 |
-985 |
| Mar06 |
050914 |
51.33 |
51.90 |
51.25 |
51.75 |
+0.32 |
719 |
20,327 |
+75 |
| May06 |
050914 |
52.50 |
52.70 |
52.50 |
52.70 |
+0.35 |
98 |
1,976 |
-6 |
| Jul06 |
050914 |
53.30 |
53.68 |
53.30 |
53.68 |
+0.38 |
58 |
2,029 |
-16 |
| Oct06 |
050914 |
55.30 |
55.30 |
55.30 |
55.30 |
+0.30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,589 |
104,571 |
-1,061 |
| Lumber(CME) |
| Sep05 |
050914 |
336.9 |
339.8 |
329.0 |
337.0 |
unch |
407 |
90 |
-213 |
| Nov05 |
050914 |
297.0 |
300.0 |
293.0 |
299.9 |
+6.9 |
893 |
3,285 |
+205 |
| Jan06 |
050914 |
302.5 |
309.5 |
302.3 |
307.1 |
+5.0 |
148 |
378 |
-4 |
| Mar06 |
050914 |
313.5 |
318.5 |
313.5 |
316.2 |
+1.8 |
19 |
108 |
+0 |
| Total Volume and Open Interest |
1,469 |
3,882 |
-10 |
| Crude Oil(NYM) |
| Oct05 |
050914 |
63.80 |
65.20 |
63.20 |
65.09 |
+1.98 |
110,403 |
115,031 |
-17,075 |
| Nov05 |
050914 |
64.30 |
65.80 |
63.90 |
65.73 |
+1.95 |
84,507 |
182,598 |
+19,044 |
| Dec05 |
050914 |
64.90 |
66.35 |
64.40 |
66.28 |
+1.90 |
37,964 |
134,187 |
-1,502 |
| Jan06 |
050914 |
65.35 |
66.75 |
65.35 |
66.70 |
+1.87 |
12,070 |
50,141 |
-1,255 |
| Feb06 |
050914 |
65.50 |
67.03 |
65.50 |
67.03 |
+1.84 |
2,697 |
22,013 |
-590 |
| Mar06 |
050914 |
65.95 |
67.22 |
65.95 |
67.22 |
+1.81 |
1,963 |
27,309 |
-203 |
| Apr06 |
050914 |
67.27 |
67.27 |
67.27 |
67.27 |
+1.79 |
1,100 |
13,436 |
+227 |
| May06 |
050914 |
66.30 |
67.21 |
66.30 |
67.21 |
+1.77 |
231 |
12,103 |
-80 |
| Jun06 |
050914 |
66.50 |
67.10 |
66.20 |
67.10 |
+1.75 |
2,884 |
40,113 |
+731 |
| Jul06 |
050914 |
66.96 |
66.96 |
66.96 |
66.96 |
+1.73 |
50 |
8,702 |
+0 |
| Aug06 |
050914 |
66.30 |
66.81 |
66.30 |
66.81 |
+1.71 |
468 |
6,276 |
-248 |
| Sep06 |
050914 |
66.65 |
66.65 |
66.65 |
66.65 |
+1.69 |
159 |
8,063 |
+68 |
| Oct06 |
050914 |
66.48 |
66.48 |
66.48 |
66.48 |
+1.67 |
532 |
5,406 |
+99 |
| Nov06 |
050914 |
66.31 |
66.31 |
66.31 |
66.31 |
+1.65 |
575 |
5,182 |
+5 |
| Dec06 |
050914 |
65.25 |
66.13 |
64.60 |
66.13 |
+1.63 |
12,081 |
52,625 |
+832 |
| Jan07 |
050914 |
65.88 |
65.88 |
65.88 |
65.88 |
+1.60 |
101 |
8,269 |
-25 |
| Total Volume and Open Interest |
275,996 |
872,847 |
-188 |
| Heating Oil(NYM) |
| Oct05 |
050914 |
185.50 |
192.95 |
183.75 |
192.49 |
+8.47 |
29,355 |
39,073 |
-4,458 |
| Nov05 |
050914 |
189.80 |
197.00 |
186.60 |
196.40 |
+8.30 |
19,633 |
48,010 |
+5,725 |
| Dec05 |
050914 |
193.00 |
199.40 |
191.50 |
199.25 |
+8.10 |
7,418 |
23,475 |
-1,492 |
| Jan06 |
050914 |
195.00 |
202.25 |
195.00 |
201.80 |
+7.80 |
5,019 |
15,268 |
-715 |
| Feb06 |
050914 |
196.50 |
202.75 |
196.40 |
202.15 |
+7.65 |
1,264 |
12,338 |
-99 |
| Mar06 |
050914 |
194.30 |
199.80 |
194.30 |
199.80 |
+7.50 |
993 |
9,515 |
-53 |
| Apr06 |
050914 |
189.50 |
195.00 |
189.50 |
194.50 |
+7.00 |
318 |
5,860 |
+121 |
| May06 |
050914 |
185.90 |
189.70 |
185.90 |
189.70 |
+6.55 |
461 |
2,598 |
+305 |
| Jun06 |
050914 |
183.00 |
186.05 |
183.00 |
186.05 |
+6.15 |
869 |
6,048 |
+171 |
| Jul06 |
050914 |
181.65 |
185.70 |
181.65 |
185.70 |
+6.05 |
103 |
1,833 |
+129 |
| Aug06 |
050914 |
184.00 |
186.55 |
184.00 |
186.55 |
+6.00 |
4 |
435 |
+3 |
| Sep06 |
050914 |
188.00 |
188.00 |
188.00 |
188.00 |
+5.95 |
0 |
1,230 |
+0 |
| Total Volume and Open Interest |
65,884 |
169,113 |
-537 |
| Unleaded Gas(NYM) |
| Oct05 |
050914 |
192.00 |
194.50 |
186.00 |
193.74 |
+4.58 |
31,232 |
43,679 |
-4,613 |
| Nov05 |
050914 |
187.00 |
191.30 |
183.00 |
190.57 |
+4.97 |
21,490 |
45,711 |
+5,455 |
| Dec05 |
050914 |
182.40 |
187.00 |
179.00 |
186.72 |
+5.12 |
5,879 |
15,427 |
+646 |
| Jan06 |
050914 |
180.75 |
185.07 |
180.00 |
185.07 |
+5.32 |
955 |
12,257 |
+28 |
| Feb06 |
050914 |
180.50 |
184.37 |
180.50 |
184.37 |
+5.27 |
372 |
4,916 |
+69 |
| Mar06 |
050914 |
180.00 |
184.22 |
179.00 |
184.22 |
+5.37 |
404 |
4,386 |
+67 |
| Apr06 |
050914 |
191.00 |
194.42 |
191.00 |
194.42 |
+5.27 |
431 |
4,746 |
-65 |
| May06 |
050914 |
191.25 |
194.87 |
191.25 |
194.87 |
+5.22 |
3 |
2,861 |
+0 |
| Jun06 |
050914 |
191.00 |
194.62 |
191.00 |
194.62 |
+5.17 |
147 |
1,793 |
+62 |
| Jul06 |
050914 |
193.82 |
193.82 |
193.82 |
193.82 |
+5.17 |
241 |
701 |
-82 |
| Aug06 |
050914 |
191.82 |
191.82 |
191.82 |
191.82 |
+4.67 |
35 |
1,316 |
+0 |
| Sep06 |
050914 |
188.97 |
188.97 |
188.97 |
188.97 |
+4.67 |
50 |
80 |
+50 |
| Total Volume and Open Interest |
61,423 |
137,926 |
+1,620 |
| Natural Gas(NYM) |
| Oct05 |
050914 |
10.970 |
11.200 |
10.900 |
11.166 |
+0.403 |
28,683 |
69,409 |
-5,122 |
| Nov05 |
050914 |
11.540 |
11.780 |
11.470 |
11.767 |
+0.396 |
12,149 |
60,444 |
+414 |
| Dec05 |
050914 |
11.970 |
12.222 |
11.930 |
12.222 |
+0.356 |
6,170 |
43,991 |
+269 |
| Jan06 |
050914 |
12.260 |
12.472 |
12.200 |
12.472 |
+0.316 |
3,175 |
43,741 |
-682 |
| Feb06 |
050914 |
12.150 |
12.350 |
12.100 |
12.327 |
+0.281 |
2,183 |
24,875 |
+429 |
| Mar06 |
050914 |
11.840 |
12.002 |
11.770 |
12.002 |
+0.251 |
6,056 |
45,155 |
+2,958 |
| Apr06 |
050914 |
9.650 |
9.850 |
9.600 |
9.842 |
+0.291 |
1,935 |
27,616 |
-66 |
| May06 |
050914 |
9.350 |
9.467 |
9.300 |
9.467 |
+0.276 |
1,056 |
23,681 |
+249 |
| Jun06 |
050914 |
9.310 |
9.492 |
9.280 |
9.492 |
+0.276 |
289 |
8,746 |
-39 |
| Jul06 |
050914 |
9.350 |
9.533 |
9.320 |
9.533 |
+0.276 |
182 |
12,405 |
-37 |
| Aug06 |
050914 |
9.400 |
9.576 |
9.350 |
9.576 |
+0.276 |
188 |
12,996 |
+96 |
| Sep06 |
050914 |
9.380 |
9.552 |
9.370 |
9.552 |
+0.276 |
110 |
10,125 |
+2 |
| Oct06 |
050914 |
9.400 |
9.581 |
9.390 |
9.581 |
+0.276 |
562 |
20,136 |
+226 |
| Nov06 |
050914 |
9.770 |
9.961 |
9.770 |
9.961 |
+0.281 |
519 |
8,915 |
+235 |
| Dec06 |
050914 |
10.130 |
10.331 |
10.120 |
10.331 |
+0.286 |
522 |
10,576 |
-22 |
| Jan07 |
050914 |
10.400 |
10.611 |
10.400 |
10.611 |
+0.286 |
63 |
10,716 |
+12 |
| Total Volume and Open Interest |
65,866 |
541,075 |
+93 |
| Brent Crude Oil(ICE) |
| Oct05 |
050914 |
61.80 |
63.59 |
61.58 |
63.37 |
+1.76 |
51,850 |
31,797 |
-4,507 |
| Nov05 |
050914 |
62.39 |
64.33 |
62.34 |
64.13 |
+1.92 |
56,251 |
90,359 |
-4,411 |
| Dec05 |
050914 |
62.97 |
65.00 |
62.97 |
64.87 |
+1.98 |
37,474 |
78,184 |
+8,424 |
| Jan06 |
050914 |
63.70 |
65.50 |
63.61 |
65.36 |
+1.99 |
6,720 |
24,292 |
+1,219 |
| Feb06 |
050914 |
64.10 |
65.72 |
64.00 |
65.72 |
+1.99 |
1,963 |
12,223 |
+162 |
| Mar06 |
050914 |
64.30 |
65.93 |
64.25 |
65.93 |
+1.97 |
633 |
9,013 |
+283 |
| Apr06 |
050914 |
64.35 |
66.17 |
64.35 |
65.98 |
+1.91 |
600 |
4,916 |
+600 |
| May06 |
050914 |
64.71 |
66.11 |
64.71 |
65.92 |
+1.91 |
0 |
5,717 |
+0 |
| Jun06 |
050914 |
64.28 |
65.83 |
64.28 |
65.83 |
+1.88 |
1,407 |
18,665 |
+1,064 |
| Jul06 |
050914 |
65.69 |
65.69 |
65.69 |
65.69 |
+1.85 |
0 |
1,444 |
+0 |
| Aug06 |
050914 |
65.55 |
65.55 |
65.55 |
65.55 |
+1.82 |
6 |
692 |
+3 |
| Sep06 |
050914 |
65.41 |
65.41 |
65.41 |
65.41 |
+1.80 |
6 |
2,116 |
+3 |
| Oct06 |
050914 |
65.27 |
65.27 |
65.27 |
65.27 |
+1.78 |
0 |
2,075 |
-500 |
| Nov06 |
050914 |
65.13 |
65.13 |
65.13 |
65.13 |
+1.76 |
0 |
122 |
+0 |
| Total Volume and Open Interest |
160,432 |
336,164 |
+2,814 |
| Gas Oil(ICE) |
| Oct05 |
050914 |
575.00 |
601.00 |
574.50 |
591.00 |
+15.75 |
25,806 |
58,860 |
-3,896 |
| Nov05 |
050914 |
581.50 |
604.50 |
581.50 |
597.50 |
+15.00 |
18,296 |
39,329 |
+4,901 |
| Dec05 |
050914 |
587.50 |
607.00 |
587.00 |
601.00 |
+14.50 |
6,806 |
33,819 |
+343 |
| Jan06 |
050914 |
589.50 |
610.00 |
589.00 |
603.25 |
+14.50 |
1,497 |
19,888 |
-246 |
| Feb06 |
050914 |
592.25 |
602.50 |
588.50 |
602.50 |
+13.75 |
474 |
10,292 |
+233 |
| Mar06 |
050914 |
588.00 |
600.00 |
588.00 |
600.00 |
+12.25 |
811 |
9,779 |
+214 |
| Apr06 |
050914 |
587.25 |
596.75 |
586.25 |
596.75 |
+11.75 |
733 |
5,987 |
+333 |
| May06 |
050914 |
587.00 |
593.50 |
586.75 |
593.50 |
+11.00 |
50 |
1,301 |
+25 |
| Jun06 |
050914 |
587.00 |
592.50 |
582.50 |
592.25 |
+11.00 |
77 |
14,637 |
+50 |
| Jul06 |
050914 |
592.75 |
592.75 |
592.75 |
592.75 |
+11.50 |
27 |
467 |
+0 |
| Total Volume and Open Interest |
55,342 |
220,497 |
+2,072 |
| US Dollar Index(NYBOT) |
| Sep05 |
050914 |
87.73 |
87.77 |
87.33 |
87.69 |
-0.07 |
4,207 |
7,502 |
-1,923 |
| Dec05 |
050914 |
87.50 |
87.54 |
87.10 |
87.46 |
-0.07 |
6,802 |
8,634 |
-2,440 |
| Mar06 |
050914 |
87.23 |
87.23 |
87.23 |
87.23 |
-0.07 |
0 |
2,011 |
+0 |
| Total Volume and Open Interest |
11,009 |
18,149 |
-4,363 |
| Australian Dollar(CME) |
| Sep05 |
050914 |
77.18 |
77.23 |
77.01 |
77.10 |
+0.25 |
10,117 |
43,551 |
-10,400 |
| Dec05 |
050914 |
76.83 |
77.02 |
76.65 |
76.78 |
+0.25 |
10,450 |
52,786 |
+14,111 |
| Mar06 |
050914 |
76.53 |
76.53 |
76.53 |
76.53 |
+0.25 |
0 |
9 |
-1 |
| Total Volume and Open Interest |
20,567 |
96,367 |
+3,710 |
| British Pound(CME) |
| Sep05 |
050914 |
182.90 |
182.90 |
182.24 |
182.26 |
+0.03 |
5,400 |
52,329 |
-7,805 |
| Dec05 |
050914 |
182.57 |
182.74 |
181.98 |
181.98 |
+0.03 |
5,937 |
39,336 |
+11,727 |
| Mar06 |
050914 |
182.15 |
182.15 |
181.61 |
181.61 |
+0.03 |
1 |
35 |
+2 |
| Total Volume and Open Interest |
11,338 |
91,701 |
+3,924 |
| Canadian Dollar(CME) |
| Sep05 |
050914 |
84.81 |
84.81 |
84.52 |
84.71 |
-0.06 |
16,295 |
73,100 |
-9,269 |
| Dec05 |
050914 |
85.02 |
85.04 |
84.68 |
84.92 |
-0.06 |
13,404 |
66,764 |
+21,768 |
| Mar06 |
050914 |
85.11 |
85.15 |
85.09 |
85.15 |
-0.06 |
61 |
1,174 |
-14 |
| Jun06 |
050914 |
85.40 |
85.40 |
85.38 |
85.38 |
-0.06 |
6 |
144 |
+1 |
| Total Volume and Open Interest |
29,775 |
141,219 |
+12,494 |
| Japanese Yen(CME) |
| Sep05 |
050914 |
91.05 |
91.05 |
90.63 |
90.65 |
+0.23 |
13,144 |
99,043 |
-12,879 |
| Dec05 |
050914 |
91.90 |
91.91 |
91.50 |
91.53 |
+0.23 |
15,705 |
90,030 |
+16,200 |
| Mar06 |
050914 |
92.52 |
92.52 |
92.41 |
92.41 |
+0.23 |
1 |
127 |
+5 |
| Total Volume and Open Interest |
28,850 |
189,247 |
+3,326 |
| Swiss Franc(CME) |
| Sep05 |
050914 |
79.68 |
79.75 |
79.45 |
79.47 |
+0.20 |
4,041 |
36,247 |
-7,915 |
| Dec05 |
050914 |
80.30 |
80.46 |
80.05 |
80.10 |
+0.20 |
10,081 |
24,521 |
+3,691 |
| Mar06 |
050914 |
80.73 |
80.73 |
80.73 |
80.73 |
+0.19 |
0 |
30 |
+3 |
| Total Volume and Open Interest |
14,122 |
60,845 |
-4,221 |
| EuroFX(CME) |
| Sep05 |
050914 |
123.21 |
123.30 |
122.70 |
122.79 |
+0.09 |
10,803 |
98,140 |
-18,269 |
| Dec05 |
050914 |
123.78 |
123.85 |
123.23 |
123.32 |
+0.08 |
12,752 |
63,499 |
+16,705 |
| Mar06 |
050914 |
123.98 |
124.00 |
123.86 |
123.86 |
+0.07 |
0 |
719 |
+8 |
| Total Volume and Open Interest |
23,556 |
162,743 |
-1,555 |
| Mexican Peso(CME) |
| Sep05 |
050914 |
9262.0 |
9262.0 |
9200.0 |
9240.0 |
-22.0 |
23,545 |
42,578 |
-9,367 |
| Dec05 |
050914 |
9137.0 |
9152.0 |
9080.0 |
9115.0 |
-22.0 |
14,659 |
44,788 |
+16,462 |
| Total Volume and Open Interest |
38,204 |
88,343 |
+7,095 |
| 30-Year T-Bonds(CBOT) |
| Sep05 |
050914 |
116~25 |
116~31 |
116~09 |
116~10 |
-0~12 |
20,108 |
39,860 |
-13,060 |
| Dec05 |
050914 |
116~11 |
116~21 |
115~28 |
115~30 |
-0~12 |
295,167 |
566,924 |
+598 |
| Mar06 |
050914 |
116~00 |
116~01 |
115~22 |
115~22 |
-0~12 |
53 |
1,260 |
+10 |
| Total Volume and Open Interest |
315,328 |
608,051 |
-12,452 |
| 10-Year T-Notes(CBOT) |
| Sep05 |
050914 |
112~175 |
112~235 |
112~075 |
112~085 |
-0~090 |
49,516 |
360,902 |
-21,847 |
| Dec05 |
050914 |
111~160 |
111~235 |
111~075 |
111~090 |
-0~075 |
725,882 |
1,551,173 |
+47,883 |
| Total Volume and Open Interest |
775,873 |
1,916,449 |
+26,303 |
| 5-Year T-Notes(CBOT) |
| Sep05 |
050914 |
108~075 |
108~075 |
108~040 |
108~040 |
-0~040 |
15,193 |
0 |
+0 |
| Dec05 |
050914 |
108~055 |
108~065 |
107~295 |
107~305 |
-0~040 |
374,189 |
0 |
+0 |
| Mar06 |
050914 |
107~260 |
107~260 |
107~260 |
107~260 |
-0~040 |
0 |
1,000 |
+0 |
| Total Volume and Open Interest |
389,382 |
1,000 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep05 |
050914 |
103~076 |
103~076 |
103~076 |
103~076 |
-0~004 |
1,576 |
42,037 |
+38 |
| Dec05 |
050914 |
103~069 |
103~070 |
103~058 |
103~060 |
-0~004 |
3,028 |
345,432 |
+3,890 |
| Total Volume and Open Interest |
4,604 |
387,469 |
+3,928 |
| Eurodollars(CME) |
| Sep05 |
050914 |
96.113 |
96.115 |
96.103 |
96.107 |
unch |
37,169 |
1,027,776 |
-36,383 |
| Dec05 |
050914 |
95.925 |
95.935 |
95.895 |
95.910 |
+0.005 |
32,220 |
1,100,149 |
+10,157 |
| Mar06 |
050914 |
95.850 |
95.855 |
95.805 |
95.820 |
-0.005 |
33,649 |
1,102,718 |
+3,400 |
| Jun06 |
050914 |
95.810 |
95.815 |
95.755 |
95.770 |
-0.015 |
19,894 |
973,698 |
+2,692 |
| Sep06 |
050914 |
95.770 |
95.810 |
95.725 |
95.740 |
-0.020 |
244,603 |
738,547 |
-18,668 |
| Dec06 |
050914 |
95.765 |
95.765 |
95.715 |
95.715 |
-0.020 |
23,969 |
633,682 |
+8,399 |
| Mar07 |
050914 |
95.765 |
95.765 |
95.715 |
95.715 |
-0.020 |
18,198 |
480,757 |
+9,154 |
| Jun07 |
050914 |
95.750 |
95.760 |
95.700 |
95.700 |
-0.025 |
17,543 |
366,827 |
+3,291 |
| Sep07 |
050914 |
95.740 |
95.745 |
95.680 |
95.685 |
-0.030 |
18,387 |
269,010 |
+2,227 |
| Dec07 |
050914 |
95.710 |
95.710 |
95.655 |
95.655 |
-0.030 |
16,362 |
237,139 |
+4,384 |
| Mar08 |
050914 |
95.705 |
95.705 |
95.640 |
95.645 |
-0.035 |
12,760 |
214,332 |
+2,585 |
| Jun08 |
050914 |
95.685 |
95.685 |
95.625 |
95.625 |
-0.035 |
11,676 |
194,248 |
+3,229 |
| Sep08 |
050914 |
95.630 |
95.645 |
95.595 |
95.600 |
-0.035 |
7,647 |
181,111 |
+1,265 |
| Dec08 |
050914 |
95.585 |
95.600 |
95.555 |
95.555 |
-0.040 |
7,644 |
135,060 |
+397 |
| Mar09 |
050914 |
95.565 |
95.585 |
95.535 |
95.535 |
-0.040 |
4,586 |
122,692 |
+196 |
| Jun09 |
050914 |
95.550 |
95.550 |
95.500 |
95.500 |
-0.040 |
6,266 |
103,028 |
-798 |
| Sep09 |
050914 |
95.520 |
95.520 |
95.470 |
95.470 |
-0.040 |
6,745 |
90,681 |
+2,619 |
| Dec09 |
050914 |
95.465 |
95.465 |
95.420 |
95.420 |
-0.045 |
2,318 |
71,412 |
+606 |
| Total Volume and Open Interest |
304,742 |
8,266,773 |
+42,438 |
| 3-Mth Euro-Yen(CME) |
| Sep05 |
050914 |
99.92 |
99.92 |
99.92 |
99.92 |
+0.01 |
0 |
5,205 |
+0 |
| Dec05 |
050914 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
703 |
7,343 |
+490 |
| Mar06 |
050914 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
5,483 |
-67 |
| Jun06 |
050914 |
99.76 |
99.76 |
99.76 |
99.76 |
-0.01 |
82 |
6,600 |
+364 |
| Sep06 |
050914 |
99.69 |
99.69 |
99.69 |
99.69 |
unch |
150 |
3,804 |
+119 |
| Dec06 |
050914 |
99.61 |
99.61 |
99.61 |
99.61 |
-0.01 |
909 |
6,072 |
+287 |
| Mar07 |
050914 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
0 |
5,910 |
-64 |
| Jun07 |
050914 |
99.45 |
99.45 |
99.45 |
99.45 |
-0.01 |
11 |
570 |
-39 |
| Sep07 |
050914 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
370 |
+0 |
| Dec07 |
050914 |
99.28 |
99.28 |
99.28 |
99.28 |
-0.02 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
1,855 |
41,694 |
+1,090 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
050914 |
99.89 |
99.90 |
99.89 |
99.89 |
unch |
6,716 |
84,731 |
+3,190 |
| Mar06 |
050914 |
99.85 |
99.85 |
99.83 |
99.84 |
unch |
2,724 |
53,038 |
+92 |
| Jun06 |
050914 |
99.78 |
99.78 |
99.76 |
99.76 |
-0.01 |
5,979 |
48,379 |
+1,765 |
| Sep06 |
050914 |
99.69 |
99.71 |
99.67 |
99.68 |
-0.01 |
6,221 |
29,627 |
-993 |
| Dec06 |
050914 |
99.62 |
99.63 |
99.59 |
99.61 |
-0.01 |
2,286 |
62,438 |
+819 |
| Mar07 |
050914 |
99.55 |
99.55 |
99.50 |
99.52 |
-0.02 |
565 |
26,568 |
+245 |
| Jun07 |
050914 |
99.48 |
99.48 |
99.44 |
99.44 |
-0.02 |
1,158 |
13,970 |
-18 |
| Sep07 |
050914 |
99.36 |
99.36 |
99.36 |
99.36 |
-0.01 |
0 |
1,114 |
+0 |
| Total Volume and Open Interest |
32,732 |
450,366 |
+6,460 |
| German Euro-Bund(EUREX) |
| Dec05 |
050914 |
123.06 |
123.39 |
123.05 |
123.16 |
+0.04 |
1,343,787 |
1,228,690 |
-29,170 |
| Mar06 |
050914 |
123.57 |
123.68 |
123.48 |
123.50 |
+0.04 |
1,698 |
1,568 |
+17 |
| Jun06 |
050914 |
122.66 |
122.66 |
122.66 |
122.66 |
-0.39 |
|
|
|
| Total Volume and Open Interest |
1,345,485 |
1,230,258 |
-29,153 |
| German Euro-Bobl(EUREX) |
| Dec05 |
050914 |
114.66 |
114.78 |
114.65 |
114.65 |
-0.04 |
554,651 |
810,986 |
-11,455 |
| Mar06 |
050914 |
114.99 |
114.99 |
114.99 |
114.99 |
-0.04 |
740 |
106 |
+0 |
| Jun06 |
050914 |
114.35 |
114.35 |
114.35 |
114.35 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
555,391 |
811,092 |
-11,455 |
| Long Gilt(LIFFE) |
| Sep05 |
050914 |
113~28 |
114~01 |
113~28 |
113~32 |
+0~04 |
1,201 |
18,064 |
-33 |
| Dec05 |
050914 |
113~19 |
113~26 |
113~18 |
113~23 |
+0~04 |
59,362 |
199,176 |
-6,633 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep05 |
050914 |
95.40 |
95.41 |
95.40 |
95.40 |
-0.01 |
18,932 |
240,788 |
-5,944 |
| Dec05 |
050914 |
95.50 |
95.52 |
95.49 |
95.49 |
-0.02 |
40,048 |
341,781 |
+78 |
| Mar06 |
050914 |
95.59 |
95.63 |
95.58 |
95.58 |
-0.02 |
84,257 |
392,763 |
-15,866 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Sep05 |
050914 |
97.865 |
97.865 |
97.860 |
97.865 |
unch |
12,833 |
478,272 |
-5,222 |
| Dec05 |
050914 |
97.840 |
97.840 |
97.825 |
97.835 |
-0.005 |
120,298 |
652,979 |
-15,786 |
| Mar06 |
050914 |
97.815 |
97.825 |
97.795 |
97.810 |
-0.010 |
162,794 |
652,165 |
-25,280 |
| Total Volume and Open Interest |
674,202 |
3,363,185 |
-65,035 |
| 3-Mth Aus T-Bills(SFE) |
| Sep05 |
050908 |
94.37 |
94.38 |
94.36 |
94.37 |
-0.01 |
23,242 |
50,066 |
-816 |
| Dec05 |
050914 |
94.41 |
94.43 |
94.40 |
94.41 |
+0.01 |
40,160 |
210,101 |
-16,925 |
| Mar06 |
050914 |
94.45 |
94.47 |
94.43 |
94.44 |
+0.02 |
28,705 |
132,268 |
+7,480 |
| Jun06 |
050914 |
94.51 |
94.54 |
94.49 |
94.51 |
+0.03 |
7,651 |
77,645 |
-2,434 |
| Sep06 |
050914 |
94.51 |
94.54 |
94.51 |
94.52 |
+0.04 |
2,005 |
30,396 |
-808 |
| Dec06 |
050914 |
94.49 |
94.51 |
94.49 |
94.51 |
+0.05 |
1,349 |
24,316 |
+224 |
| Mar07 |
050914 |
94.50 |
94.50 |
94.48 |
94.49 |
+0.06 |
1,060 |
19,103 |
+261 |
| Jun07 |
050914 |
94.46 |
94.47 |
94.44 |
94.47 |
+0.07 |
1,193 |
25,997 |
+805 |
| Sep07 |
050914 |
94.42 |
94.46 |
94.42 |
94.46 |
+0.08 |
1,754 |
3,615 |
+826 |
| Dec07 |
050914 |
94.45 |
94.45 |
94.45 |
94.45 |
+0.08 |
684 |
2,780 |
+488 |
| Total Volume and Open Interest |
85,106 |
529,056 |
-9,660 |
| 10-Year Aus T-Bonds(SFE) |
| Sep05 |
050914 |
94.84 |
94.87 |
94.83 |
94.85 |
+0.06 |
162,053 |
355,509 |
+41,592 |
| Dec05 |
050914 |
94.85 |
94.86 |
94.83 |
94.86 |
+0.06 |
147,596 |
205,479 |
+147,563 |
| Total Volume and Open Interest |
309,649 |
560,988 |
+189,155 |
| 3-Year Aus T-Bonds(SFE) |
| Sep05 |
050914 |
94.89 |
94.92 |
94.88 |
94.90 |
+0.06 |
130,157 |
434,403 |
-17,569 |
| Dec05 |
050914 |
94.90 |
94.92 |
94.88 |
94.90 |
+0.05 |
96,505 |
206,545 |
+89,718 |
| Total Volume and Open Interest |
226,662 |
640,948 |
+72,149 |
| Gold(CMX) |
| Oct05 |
050914 |
450.0 |
451.0 |
448.5 |
450.7 |
+3.7 |
1,307 |
20,837 |
+171 |
| Dec05 |
050914 |
453.5 |
454.4 |
451.4 |
453.7 |
+3.7 |
53,310 |
251,552 |
-572 |
| Feb06 |
050914 |
457.2 |
457.2 |
455.5 |
457.0 |
+3.7 |
119 |
8,547 |
+41 |
| Apr06 |
050914 |
459.0 |
460.2 |
459.0 |
460.2 |
+3.7 |
8 |
5,399 |
+2 |
| Jun06 |
050914 |
465.0 |
465.0 |
462.5 |
463.5 |
+3.7 |
191 |
10,727 |
-1 |
| Aug06 |
050914 |
466.8 |
466.8 |
466.8 |
466.8 |
+3.7 |
1 |
1,548 |
+0 |
| Oct06 |
050914 |
470.1 |
470.1 |
470.1 |
470.1 |
+3.7 |
0 |
2,118 |
+0 |
| Dec06 |
050914 |
474.5 |
474.5 |
472.6 |
473.4 |
+3.7 |
26 |
5,657 |
+6 |
| Feb07 |
050914 |
476.7 |
476.7 |
476.7 |
476.7 |
+3.7 |
1 |
4,551 |
+1 |
| Apr07 |
050914 |
480.0 |
480.0 |
480.0 |
480.0 |
+3.7 |
0 |
100 |
+0 |
| Jun07 |
050914 |
483.3 |
483.3 |
483.3 |
483.3 |
+3.7 |
0 |
4,183 |
+0 |
| Total Volume and Open Interest |
54,963 |
321,200 |
-352 |
| Silver(CMX) |
| Sep05 |
050914 |
700.0 |
700.0 |
698.0 |
698.6 |
+4.3 |
188 |
488 |
-175 |
| Dec05 |
050914 |
704.0 |
707.0 |
703.5 |
704.5 |
+4.0 |
14,529 |
89,620 |
+1,154 |
| Mar06 |
050914 |
711.0 |
712.5 |
709.0 |
710.4 |
+4.0 |
81 |
5,497 |
-25 |
| May06 |
050914 |
713.2 |
713.2 |
713.2 |
713.2 |
+3.9 |
0 |
1,379 |
+0 |
| Jul06 |
050914 |
716.0 |
718.0 |
715.6 |
715.6 |
+3.9 |
1 |
6,826 |
+3 |
| Sep06 |
050914 |
718.0 |
718.0 |
718.0 |
718.0 |
+3.8 |
0 |
1,694 |
+0 |
| Dec06 |
050914 |
720.8 |
720.8 |
720.8 |
720.8 |
+3.8 |
6 |
7,275 |
+1 |
| Total Volume and Open Interest |
14,820 |
115,435 |
+973 |
| Platinum(NYM) |
| Oct05 |
050914 |
916.0 |
918.0 |
914.0 |
917.5 |
+4.0 |
498 |
10,095 |
+101 |
| Jan06 |
050914 |
916.5 |
916.5 |
916.0 |
916.0 |
+4.5 |
8 |
1,724 |
+5 |
| Apr06 |
050914 |
909.0 |
913.5 |
909.0 |
913.5 |
+4.5 |
0 |
141 |
+0 |
| Total Volume and Open Interest |
506 |
11,960 |
+106 |
| Palladium(NYME) |
| Sep05 |
050914 |
182.95 |
182.95 |
182.95 |
182.95 |
+0.75 |
2 |
260 |
+0 |
| Dec05 |
050914 |
185.00 |
185.00 |
184.00 |
184.75 |
+0.75 |
415 |
12,991 |
+3 |
| Mar06 |
050914 |
186.75 |
186.75 |
186.75 |
186.75 |
+0.75 |
9 |
36 |
+0 |
| Total Volume and Open Interest |
426 |
13,287 |
+3 |
| Copper(CMX) |
| Sep05 |
050914 |
169.60 |
169.60 |
167.30 |
168.20 |
-1.80 |
458 |
5,837 |
-274 |
| Dec05 |
050914 |
162.10 |
162.35 |
160.00 |
161.10 |
-1.45 |
6,529 |
72,211 |
+233 |
| Mar06 |
050914 |
154.40 |
155.30 |
154.40 |
154.60 |
-1.30 |
423 |
8,320 |
+214 |
| May06 |
050914 |
149.80 |
149.80 |
149.80 |
149.80 |
-1.10 |
16 |
1,847 |
-5 |
| Jul06 |
050914 |
146.00 |
146.00 |
145.30 |
145.30 |
-1.25 |
48 |
1,053 |
+24 |
| Total Volume and Open Interest |
7,733 |
99,329 |
+178 |
| Aluminum(CMX) |
| Sep05 |
050914 |
85.55 |
85.55 |
85.55 |
85.55 |
-1.00 |
0 |
6 |
+0 |
| Oct05 |
050914 |
86.00 |
86.00 |
86.00 |
86.00 |
-1.00 |
0 |
515 |
+0 |
| Nov05 |
050914 |
86.35 |
86.35 |
86.35 |
86.35 |
-1.05 |
0 |
561 |
+0 |
| Dec05 |
050914 |
86.85 |
86.85 |
86.85 |
86.85 |
-1.05 |
0 |
1,078 |
+0 |
| Jan06 |
050914 |
86.85 |
86.85 |
86.85 |
86.85 |
-1.05 |
0 |
70 |
+0 |
| Feb06 |
050914 |
86.85 |
86.85 |
86.85 |
86.85 |
-1.05 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
0 |
2,565 |
+0 |
| DJIA Index(CBOT) |
| Sep05 |
050914 |
10620 |
10635 |
10537 |
10552 |
-65 |
6,493 |
22,625 |
-4,182 |
| Dec05 |
050914 |
10660 |
10680 |
10580 |
10595 |
-63 |
10,723 |
28,238 |
+5,488 |
| Mar06 |
050914 |
10700 |
10700 |
10630 |
10640 |
-63 |
3 |
7 |
-2 |
| Total Volume and Open Interest |
17,219 |
50,870 |
+1,304 |
| S & P 500(CME) |
| Sep05 |
050914 |
1233.50 |
1234.50 |
1226.50 |
1228.40 |
-4.20 |
111,317 |
167,334 |
-48,392 |
| Dec05 |
050914 |
1239.80 |
1241.30 |
1232.20 |
1234.60 |
-4.30 |
124,427 |
569,732 |
+75,063 |
| Mar06 |
050914 |
1240.00 |
1241.20 |
1240.00 |
1241.20 |
-4.30 |
280 |
5,266 |
-1 |
| Jun06 |
050914 |
1248.50 |
1248.50 |
1248.50 |
1248.50 |
-4.30 |
151 |
769 |
+38 |
| Total Volume and Open Interest |
236,175 |
743,422 |
+26,958 |
| S & P 500 E-Mini(Globex) |
| Sep05 |
050914 |
1232.50 |
1235.75 |
1225.75 |
1228.50 |
-4.00 |
207,171 |
634,631 |
-48,578 |
| Dec05 |
050914 |
1238.75 |
1242.25 |
1232.00 |
1234.50 |
-4.50 |
1,037,023 |
793,684 |
+130,980 |
| Total Volume and Open Interest |
1,244,194 |
1,428,315 |
+82,402 |
| NASDAQ 100(CME) |
| Sep05 |
050914 |
1609.00 |
1609.00 |
1589.50 |
1591.00 |
-18.50 |
11,621 |
39,072 |
-2,276 |
| Dec05 |
050914 |
1623.50 |
1624.00 |
1602.00 |
1604.00 |
-19.00 |
14,447 |
37,681 |
+6,922 |
| Mar06 |
050914 |
1617.00 |
1617.00 |
1617.00 |
1617.00 |
-19.50 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
26,068 |
76,760 |
+4,646 |
| NASDAQ 100 E-Mini(Globex) |
| Sep05 |
050914 |
1609.00 |
1614.50 |
1589.50 |
1591.00 |
-18.50 |
52,031 |
223,785 |
-9,429 |
| Dec05 |
050914 |
1622.50 |
1628.00 |
1602.00 |
1604.00 |
-19.00 |
250,644 |
170,350 |
+27,162 |
| Total Volume and Open Interest |
302,675 |
394,135 |
+17,733 |
| S & P Midcap 400(CME) |
| Sep05 |
050914 |
715.50 |
716.50 |
712.50 |
713.30 |
-2.75 |
2,441 |
8,503 |
-1,956 |
| Dec05 |
050914 |
721.50 |
722.50 |
716.50 |
717.90 |
-2.90 |
2,510 |
11,076 |
+1,842 |
| Mar06 |
050914 |
720.65 |
720.65 |
720.65 |
720.65 |
-2.90 |
|
|
|
| Total Volume and Open Interest |
5,664 |
20,314 |
+735 |
| Russell 2000(CME) |
| Sep05 |
050914 |
667.50 |
667.50 |
666.25 |
666.95 |
-7.45 |
4,928 |
20,587 |
-3,732 |
| Dec05 |
050914 |
678.50 |
678.50 |
669.00 |
670.20 |
-7.60 |
5,346 |
25,891 |
+4,242 |
| Mar06 |
050914 |
670.30 |
670.30 |
670.30 |
670.30 |
-7.60 |
|
|
|
| Total Volume and Open Interest |
10,274 |
46,478 |
+510 |
| Russell 2000 E-Mini(Globex) |
| Sep05 |
050914 |
674.50 |
675.90 |
665.80 |
667.00 |
-7.40 |
45,215 |
119,733 |
-30,225 |
| Dec05 |
050914 |
677.50 |
679.30 |
669.00 |
670.20 |
-7.60 |
135,267 |
168,670 |
+33,522 |
| Mar06 |
050901 |
671.60 |
671.60 |
671.60 |
671.60 |
|
|
|
|
| Value Line(KCBT) |
| Sep05 |
050914 |
1900.00 |
1900.00 |
1898.00 |
1898.00 |
-7.00 |
1 |
45 |
+0 |
| Total Volume and Open Interest |
1 |
48 |
-1 |
| Nikkei 225(CME) |
| Dec05 |
050914 |
12800 |
12835 |
12780 |
12810 |
-55 |
26,161 |
216,293 |
+3,259 |
| Mar06 |
050914 |
12780 |
12815 |
12780 |
12785 |
-65 |
10 |
4 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Sep05 |
050908 |
12655 |
12660 |
12495 |
12540 |
-75 |
120,997 |
204,044 |
-30,572 |
| Dec05 |
050914 |
12800 |
12835 |
12780 |
12810 |
-55 |
26,161 |
216,293 |
+3,259 |
| Mar06 |
050914 |
12780 |
12815 |
12780 |
12785 |
-65 |
10 |
4 |
+0 |
| Total Volume and Open Interest |
26,201 |
216,769 |
+3,257 |
| CAC 40(MATIF) |
| Sep05 |
050914 |
4467.0 |
4480.0 |
4456.5 |
4470.5 |
+12.0 |
114,843 |
519,719 |
+10,994 |
| Oct05 |
050914 |
4476.0 |
4488.5 |
4466.5 |
4479.0 |
+12.0 |
45,572 |
25,623 |
+23,711 |
| Nov05 |
050914 |
4482.0 |
4495.0 |
4474.0 |
4485.5 |
+12.0 |
50 |
29 |
+26 |
| Total Volume and Open Interest |
186,227 |
587,051 |
+51,725 |
| Hang Seng Index(HKFE) |
| Sep05 |
050914 |
15047 |
15094 |
14963 |
15069 |
+40 |
29,859 |
110,510 |
+711 |
| Oct05 |
050914 |
15070 |
15125 |
15000 |
15100 |
+40 |
287 |
1,159 |
+100 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Sep05 |
050914 |
4912.0 |
4936.5 |
4887.0 |
4906.0 |
-5.5 |
246,946 |
172,018 |
-8,725 |
| Dec05 |
050914 |
4939.0 |
4962.0 |
4913.0 |
4932.0 |
-5.5 |
79,234 |
99,740 |
+48,064 |
| Mar06 |
050914 |
4964.0 |
4987.0 |
4941.0 |
4959.0 |
-5.5 |
5,287 |
6,145 |
+323 |
| Total Volume and Open Interest |
331,467 |
277,903 |
+39,662 |
| FT-SE 100(LIFFE) |
| Sep05 |
050914 |
5343.50 |
5375.00 |
5326.50 |
5346.00 |
+7.00 |
256,966 |
200,051 |
-88,940 |
| Dec05 |
050914 |
5368.50 |
5384.00 |
5356.50 |
5376.00 |
+7.00 |
199,739 |
322,542 |
+108,623 |
| Mar06 |
050914 |
5377.50 |
5383.00 |
5377.50 |
5383.00 |
+6.50 |
0 |
5,287 |
+0 |
| Total Volume and Open Interest |
461,730 |
541,658 |
+24,683 |
| SPI 200(SFE) |
| Sep05 |
050914 |
4486.0 |
4530.0 |
4481.0 |
4524.0 |
+29.0 |
66,408 |
186,375 |
+16,852 |
| Dec05 |
050914 |
4496.0 |
4534.0 |
4490.0 |
4531.0 |
+27.0 |
57,442 |
125,674 |
+53,316 |
| Mar06 |
050914 |
4505.0 |
4533.0 |
4505.0 |
4531.0 |
+26.0 |
33 |
3,396 |
+15 |
| Total Volume and Open Interest |
124,048 |
319,093 |
+70,348 |
| GSCI(CME) |
| Sep05 |
050914 |
436.00 |
442.00 |
433.25 |
442.00 |
+10.75 |
3,703 |
4,768 |
-3,815 |
| Oct05 |
050914 |
440.80 |
447.90 |
440.80 |
447.60 |
+10.80 |
3,674 |
14,093 |
+3,613 |
| Nov05 |
050914 |
450.80 |
450.80 |
450.80 |
450.80 |
+10.80 |
|
|
|
| Total Volume and Open Interest |
7,377 |
18,861 |
-202 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
050914 |
320.50 |
320.50 |
318.75 |
319.30 |
-0.20 |
7 |
398 |
-1 |
| Jan06 |
050914 |
318.25 |
318.80 |
318.25 |
318.80 |
-0.20 |
13 |
413 |
-2 |
| Feb06 |
050914 |
318.30 |
318.30 |
318.30 |
318.30 |
-0.20 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
20 |
1,021 |
-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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