|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu September 15, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov05 |
050915 |
575.00 |
578.00 |
568.00 |
568.75 |
-11.50 |
38,351 |
171,521 |
+601 |
| Jan06 |
050915 |
585.00 |
587.00 |
577.00 |
577.75 |
-11.00 |
7,526 |
24,418 |
+2,070 |
| Mar06 |
050915 |
592.00 |
594.50 |
585.00 |
585.50 |
-11.50 |
3,679 |
15,644 |
+68 |
| May06 |
050915 |
596.50 |
599.00 |
589.00 |
590.50 |
-11.50 |
1,362 |
16,426 |
+154 |
| Jul06 |
050915 |
601.50 |
602.50 |
594.00 |
595.00 |
-11.50 |
1,641 |
10,733 |
+58 |
| Aug06 |
050915 |
600.00 |
600.50 |
594.00 |
594.00 |
-10.00 |
40 |
335 |
+13 |
| Sep06 |
050915 |
600.00 |
601.00 |
594.00 |
594.00 |
-10.00 |
4 |
122 |
+4 |
| Total Volume and Open Interest |
53,698 |
247,378 |
+3,077 |
| Soybean Meal(CBOT) |
| Oct05 |
050915 |
175.50 |
176.00 |
173.10 |
173.20 |
-3.80 |
5,975 |
17,916 |
+183 |
| Dec05 |
050915 |
178.30 |
178.50 |
175.80 |
175.90 |
-3.80 |
12,869 |
59,294 |
+534 |
| Jan06 |
050915 |
179.80 |
180.10 |
177.20 |
177.40 |
-4.00 |
3,232 |
9,894 |
+751 |
| Mar06 |
050915 |
183.00 |
183.00 |
179.80 |
179.90 |
-3.90 |
2,322 |
8,900 |
+78 |
| May06 |
050915 |
184.30 |
184.50 |
181.00 |
181.00 |
-3.80 |
1,515 |
11,879 |
+440 |
| Jul06 |
050915 |
186.00 |
186.50 |
183.20 |
183.20 |
-2.60 |
777 |
6,767 |
-9 |
| Aug06 |
050915 |
186.00 |
186.00 |
184.50 |
184.50 |
-2.00 |
394 |
1,753 |
+207 |
| Sep06 |
050915 |
186.50 |
186.50 |
184.40 |
184.40 |
-1.90 |
255 |
1,409 |
+156 |
| Total Volume and Open Interest |
27,957 |
119,966 |
+2,180 |
| Soybean Oil(CBOT) |
| Oct05 |
050915 |
22.17 |
22.25 |
22.06 |
22.13 |
-0.04 |
6,433 |
16,355 |
-645 |
| Dec05 |
050915 |
22.41 |
22.50 |
22.27 |
22.35 |
-0.06 |
13,266 |
85,986 |
+739 |
| Jan06 |
050915 |
22.60 |
22.68 |
22.46 |
22.51 |
-0.09 |
3,252 |
9,652 |
+758 |
| Mar06 |
050915 |
22.80 |
22.80 |
22.61 |
22.65 |
-0.12 |
1,537 |
5,951 |
+224 |
| May06 |
050915 |
22.90 |
22.95 |
22.75 |
22.78 |
-0.12 |
671 |
8,457 |
-1 |
| Jul06 |
050915 |
23.05 |
23.10 |
22.90 |
22.90 |
-0.15 |
593 |
6,198 |
-43 |
| Aug06 |
050915 |
23.00 |
23.12 |
22.90 |
22.90 |
-0.05 |
10 |
964 |
-4 |
| Sep06 |
050915 |
23.17 |
23.17 |
22.95 |
22.95 |
unch |
2 |
903 |
+0 |
| Total Volume and Open Interest |
26,218 |
138,214 |
+831 |
| Canola(WCE) |
| Sep05 |
050914 |
257.4 |
257.4 |
257.4 |
257.4 |
-0.4 |
|
|
|
| Nov05 |
050915 |
264.0 |
264.6 |
263.2 |
263.8 |
-0.6 |
3,934 |
36,910 |
-1,461 |
| Jan06 |
050915 |
273.0 |
273.0 |
271.7 |
272.5 |
-0.4 |
1,053 |
19,013 |
+288 |
| Mar06 |
050915 |
280.0 |
280.0 |
278.8 |
278.9 |
-1.5 |
534 |
2,318 |
+405 |
| May06 |
050915 |
285.0 |
286.0 |
282.5 |
286.0 |
unch |
68 |
1,475 |
+5 |
| Total Volume and Open Interest |
6,418 |
63,981 |
-192 |
| Corn(CBOT) |
| Dec05 |
050915 |
206.25 |
208.00 |
205.75 |
206.50 |
-1.25 |
47,692 |
484,350 |
-6,852 |
| Mar06 |
050915 |
219.00 |
220.50 |
218.50 |
219.00 |
-1.25 |
14,390 |
116,114 |
+4,360 |
| May06 |
050915 |
226.50 |
227.50 |
225.75 |
226.25 |
-1.00 |
3,207 |
26,405 |
-326 |
| Jul06 |
050915 |
231.75 |
233.25 |
231.25 |
232.00 |
-1.00 |
4,992 |
37,939 |
+2,072 |
| Sep06 |
050915 |
238.25 |
239.50 |
238.00 |
238.50 |
-0.50 |
261 |
5,007 |
+182 |
| Dec06 |
050915 |
248.00 |
248.25 |
247.25 |
247.50 |
-1.00 |
1,779 |
30,923 |
+34 |
| Total Volume and Open Interest |
73,253 |
706,677 |
-1,215 |
| Wheat(CBOT) |
| Dec05 |
050915 |
325.00 |
326.50 |
320.50 |
322.75 |
-4.50 |
27,199 |
220,805 |
+687 |
| Mar06 |
050915 |
338.00 |
340.00 |
334.00 |
337.00 |
-4.50 |
3,497 |
35,515 |
-437 |
| May06 |
050915 |
344.00 |
346.00 |
340.50 |
343.00 |
-4.50 |
99 |
1,322 |
-26 |
| Jul06 |
050915 |
350.00 |
351.50 |
346.25 |
350.00 |
-3.25 |
4,259 |
18,794 |
+1,085 |
| Sep06 |
050915 |
355.00 |
356.50 |
353.00 |
356.50 |
-3.00 |
19 |
247 |
+13 |
| Total Volume and Open Interest |
35,252 |
277,872 |
+579 |
| Wheat(KCBT) |
| Sep05 |
050914 |
359.00 |
362.00 |
353.00 |
354.00 |
+0.50 |
139 |
113 |
+86 |
| Dec05 |
050915 |
364.00 |
369.50 |
359.50 |
365.50 |
+0.75 |
18,573 |
67,860 |
+1,674 |
| Mar06 |
050915 |
362.00 |
365.00 |
358.00 |
361.75 |
-1.00 |
4,180 |
21,577 |
+263 |
| May06 |
050915 |
357.00 |
358.00 |
351.00 |
357.00 |
+0.50 |
345 |
1,857 |
+211 |
| Jul06 |
050915 |
356.50 |
357.00 |
352.00 |
352.75 |
-4.50 |
1,603 |
9,418 |
+591 |
| Total Volume and Open Interest |
24,805 |
100,969 |
+2,669 |
| Wheat(MGE) |
| Sep05 |
050914 |
386.00 |
386.00 |
385.00 |
385.00 |
+8.50 |
22 |
47 |
-11 |
| Dec05 |
050915 |
358.00 |
363.00 |
355.00 |
357.75 |
-1.00 |
6,875 |
21,955 |
+1,045 |
| Mar06 |
050915 |
354.00 |
357.50 |
351.50 |
353.50 |
-2.00 |
1,180 |
9,085 |
+111 |
| May06 |
050915 |
354.00 |
357.25 |
354.00 |
354.50 |
-3.00 |
92 |
1,510 |
+47 |
| Jul06 |
050915 |
359.00 |
362.50 |
358.00 |
359.00 |
-3.25 |
87 |
321 |
+65 |
| Total Volume and Open Interest |
8,247 |
33,099 |
+1,260 |
| Oats(CBOT) |
| Dec05 |
050915 |
158.75 |
159.25 |
157.75 |
159.00 |
+1.25 |
690 |
5,554 |
+59 |
| Mar06 |
050915 |
165.00 |
165.00 |
162.00 |
164.00 |
unch |
21 |
234 |
+11 |
| May06 |
050915 |
169.00 |
169.00 |
169.00 |
169.00 |
+1.00 |
0 |
36 |
+0 |
| Jul06 |
050915 |
171.00 |
171.00 |
171.00 |
171.00 |
+1.00 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
721 |
5,836 |
+80 |
| Rough Rice(CBOT) |
| Sep05 |
050915 |
6.55 |
6.58 |
6.55 |
6.55 |
+0.00 |
23 |
147 |
-10 |
| Nov05 |
050915 |
6.71 |
6.79 |
6.69 |
6.74 |
+0.01 |
174 |
5,253 |
+87 |
| Jan06 |
050915 |
6.93 |
7.00 |
6.93 |
6.98 |
+0.02 |
22 |
873 |
-2 |
| Mar06 |
050915 |
7.20 |
7.20 |
7.20 |
7.20 |
+0.01 |
0 |
478 |
+0 |
| Total Volume and Open Interest |
219 |
6,791 |
+75 |
| Live Cattle(CME) |
| Oct05 |
050915 |
85.750 |
86.475 |
85.275 |
86.375 |
+0.875 |
20,478 |
43,718 |
-4,306 |
| Dec05 |
050915 |
87.900 |
89.000 |
87.625 |
88.900 |
+0.950 |
16,817 |
66,520 |
+6,612 |
| Feb06 |
050915 |
89.100 |
89.950 |
88.900 |
89.900 |
+0.750 |
3,710 |
24,049 |
+1,127 |
| Apr06 |
050915 |
87.150 |
87.600 |
87.050 |
87.600 |
+0.450 |
830 |
6,970 |
+224 |
| Jun06 |
050915 |
82.950 |
83.350 |
82.800 |
83.225 |
+0.375 |
374 |
3,249 |
-24 |
| Aug06 |
050915 |
82.500 |
83.000 |
82.350 |
83.000 |
+0.375 |
28 |
1,518 |
+35 |
| Total Volume and Open Interest |
42,257 |
146,053 |
+3,688 |
| Feeder Cattle(CME) |
| Sep05 |
050915 |
115.300 |
115.375 |
114.850 |
115.375 |
+0.475 |
938 |
3,937 |
-457 |
| Oct05 |
050915 |
113.600 |
113.900 |
112.900 |
113.625 |
+0.600 |
2,009 |
13,237 |
-197 |
| Nov05 |
050915 |
112.700 |
113.150 |
112.250 |
112.925 |
+0.450 |
1,450 |
7,283 |
+376 |
| Jan06 |
050915 |
109.200 |
109.600 |
108.850 |
109.575 |
+0.375 |
764 |
2,922 |
+383 |
| Mar06 |
050915 |
104.100 |
104.600 |
104.100 |
104.600 |
+0.450 |
18 |
434 |
+3 |
| Apr06 |
050915 |
102.875 |
103.150 |
102.825 |
103.025 |
+0.175 |
33 |
305 |
+19 |
| May06 |
050915 |
103.000 |
103.000 |
102.900 |
102.900 |
+0.500 |
12 |
131 |
+9 |
| Total Volume and Open Interest |
5,224 |
28,255 |
+136 |
| Lean Hogs(CME) |
| Oct05 |
050915 |
64.200 |
64.500 |
63.375 |
64.425 |
+0.600 |
11,588 |
30,744 |
-3,886 |
| Dec05 |
050915 |
61.650 |
62.100 |
61.300 |
62.000 |
+0.375 |
11,316 |
49,189 |
+4,053 |
| Feb06 |
050915 |
63.300 |
63.900 |
62.950 |
63.725 |
+0.375 |
1,632 |
15,869 |
+290 |
| Apr06 |
050915 |
61.650 |
62.350 |
61.450 |
62.325 |
+0.425 |
827 |
4,878 |
+159 |
| May06 |
050915 |
62.400 |
62.800 |
62.400 |
62.775 |
+0.375 |
26 |
1,131 |
+7 |
| Jun06 |
050915 |
64.750 |
65.250 |
64.600 |
65.225 |
+0.500 |
72 |
1,536 |
+14 |
| Jul06 |
050915 |
61.650 |
62.150 |
61.650 |
62.150 |
+0.450 |
37 |
654 |
+10 |
| Aug06 |
050915 |
58.800 |
58.800 |
58.800 |
58.800 |
+0.750 |
9 |
314 |
+8 |
| Total Volume and Open Interest |
25,516 |
104,442 |
+657 |
| Pork Bellies(CME) |
| Feb06 |
050915 |
80.750 |
81.375 |
79.800 |
81.125 |
+0.450 |
221 |
1,063 |
-38 |
| Mar06 |
050915 |
80.000 |
80.000 |
80.000 |
80.000 |
unch |
3 |
44 |
-1 |
| May06 |
050915 |
82.300 |
82.450 |
82.300 |
82.450 |
+0.050 |
0 |
14 |
+0 |
| Jul06 |
050915 |
84.050 |
84.050 |
84.050 |
84.050 |
+0.050 |
1 |
1 |
|
| Aug06 |
050915 |
83.500 |
83.500 |
83.500 |
83.500 |
unch |
1 |
1 |
|
| Total Volume and Open Interest |
226 |
1,123 |
|
| Class III Milk(CME) |
| Sep05 |
050915 |
14.24 |
14.28 |
14.24 |
14.27 |
+0.01 |
29 |
3,290 |
+18 |
| Oct05 |
050915 |
14.34 |
14.44 |
14.30 |
14.41 |
+0.05 |
181 |
2,597 |
+7 |
| Nov05 |
050915 |
13.70 |
13.78 |
13.70 |
13.76 |
+0.04 |
61 |
1,820 |
+11 |
| Dec05 |
050915 |
13.40 |
13.45 |
13.40 |
13.43 |
+0.02 |
31 |
1,755 |
+3 |
| Jan06 |
050915 |
12.85 |
12.94 |
12.85 |
12.90 |
+0.05 |
9 |
1,164 |
+5 |
| Total Volume and Open Interest |
404 |
19,269 |
+96 |
| Cocoa(NYBOT) |
| Sep05 |
050915 |
1355 |
1355 |
1355 |
1355 |
-13 |
0 |
4 |
-3 |
| Dec05 |
050915 |
1411 |
1417 |
1399 |
1405 |
-18 |
6,490 |
46,567 |
-1,381 |
| Mar06 |
050915 |
1448 |
1452 |
1437 |
1441 |
-17 |
1,308 |
26,168 |
+49 |
| May06 |
050915 |
1470 |
1470 |
1458 |
1461 |
-18 |
402 |
7,698 |
+300 |
| Jul06 |
050915 |
1488 |
1488 |
1478 |
1481 |
-14 |
88 |
8,568 |
+25 |
| Sep06 |
050915 |
1498 |
1501 |
1498 |
1501 |
-14 |
100 |
10,050 |
+0 |
| Dec06 |
050915 |
1521 |
1524 |
1521 |
1524 |
-17 |
110 |
5,913 |
+100 |
| Total Volume and Open Interest |
8,675 |
112,965 |
-905 |
| Coffee "C"(NYBOT) |
| Sep05 |
050915 |
89.35 |
89.35 |
89.35 |
89.35 |
-2.05 |
16 |
154 |
-12 |
| Dec05 |
050915 |
94.20 |
94.30 |
91.40 |
92.25 |
-2.40 |
9,105 |
62,212 |
-784 |
| Mar06 |
050915 |
97.60 |
98.00 |
95.30 |
95.90 |
-2.40 |
1,458 |
14,154 |
+442 |
| May06 |
050915 |
99.75 |
99.80 |
98.00 |
98.05 |
-2.40 |
356 |
3,539 |
+149 |
| Jul06 |
050915 |
101.00 |
101.00 |
100.10 |
100.10 |
-2.40 |
109 |
2,403 |
+41 |
| Sep06 |
050915 |
103.00 |
103.00 |
102.05 |
102.05 |
-2.40 |
96 |
981 |
+23 |
| Total Volume and Open Interest |
11,172 |
84,423 |
-116 |
| Orange Juice(NYBOT) |
| Nov05 |
050915 |
95.15 |
95.35 |
94.75 |
94.85 |
-0.20 |
1,000 |
18,250 |
-50 |
| Jan06 |
050915 |
97.45 |
97.45 |
96.90 |
96.90 |
-0.20 |
143 |
3,085 |
-34 |
| Mar06 |
050915 |
99.50 |
99.75 |
99.35 |
99.35 |
-0.20 |
28 |
1,916 |
+26 |
| May06 |
050915 |
101.00 |
101.35 |
101.00 |
101.35 |
-0.10 |
0 |
231 |
+0 |
| Jul06 |
050915 |
103.35 |
103.35 |
103.35 |
103.35 |
-0.10 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
1,171 |
23,591 |
-58 |
| Sugar #11(NYBOT) |
| Oct05 |
050915 |
10.25 |
10.38 |
10.18 |
10.33 |
+0.03 |
38,831 |
115,523 |
-20,599 |
| Mar06 |
050915 |
10.75 |
10.88 |
10.68 |
10.81 |
+0.02 |
43,853 |
247,155 |
+15,665 |
| May06 |
050915 |
10.52 |
10.66 |
10.52 |
10.61 |
+0.04 |
3,796 |
47,102 |
+1,210 |
| Jul06 |
050915 |
10.25 |
10.40 |
10.24 |
10.35 |
+0.05 |
3,556 |
29,213 |
+1,946 |
| Oct06 |
050915 |
10.20 |
10.29 |
10.16 |
10.28 |
+0.06 |
1,518 |
16,253 |
+611 |
| Total Volume and Open Interest |
92,156 |
467,413 |
-1,076 |
| Sugar #14(NYBOT) |
| Sep05 |
050808 |
22.25 |
22.25 |
22.25 |
22.25 |
-0.10 |
889 |
385 |
-721 |
| Nov05 |
050915 |
20.95 |
21.00 |
20.95 |
21.00 |
+0.05 |
139 |
4,192 |
+52 |
| Jan06 |
050915 |
20.62 |
20.75 |
20.62 |
20.75 |
+0.14 |
487 |
2,246 |
-72 |
| Mar06 |
050915 |
20.62 |
20.76 |
20.62 |
20.75 |
+0.13 |
147 |
1,898 |
+33 |
| May06 |
050915 |
20.79 |
20.86 |
20.79 |
20.85 |
+0.10 |
42 |
2,065 |
+12 |
| Total Volume and Open Interest |
878 |
12,853 |
+46 |
| London Cocoa(LCE) |
| Sep05 |
050915 |
824 |
825 |
800 |
800 |
-35 |
14,237 |
3,189 |
-14,060 |
| Dec05 |
050915 |
816 |
824 |
813 |
819 |
unch |
16,798 |
77,317 |
+5,611 |
| Mar06 |
050915 |
838 |
843 |
832 |
839 |
unch |
940 |
44,662 |
+132 |
| May06 |
050915 |
846 |
854 |
846 |
852 |
unch |
255 |
11,639 |
+70 |
| Jul06 |
050915 |
866 |
870 |
862 |
866 |
unch |
564 |
20,131 |
+298 |
| Sep06 |
050915 |
879 |
881 |
879 |
881 |
+1 |
172 |
12,420 |
-9 |
| Dec06 |
050915 |
892 |
893 |
892 |
893 |
+1 |
377 |
12,993 |
+197 |
| Total Volume and Open Interest |
33,368 |
184,590 |
-7,761 |
| London Coffee(LCE) |
| Sep05 |
050915 |
905.00 |
905.00 |
900.00 |
900.00 |
-11.00 |
45 |
19,236 |
-38 |
| Nov05 |
050915 |
941.00 |
948.00 |
911.00 |
915.00 |
-14.00 |
4,896 |
72,412 |
+300 |
| Jan06 |
050915 |
960.00 |
970.00 |
935.00 |
939.00 |
-14.00 |
1,517 |
40,028 |
+297 |
| Mar06 |
050915 |
986.00 |
986.00 |
953.00 |
957.00 |
-13.00 |
463 |
28,211 |
+90 |
| May06 |
050915 |
1000.00 |
1000.00 |
971.00 |
974.00 |
-14.00 |
212 |
7,594 |
+37 |
| Jul06 |
050915 |
1018.00 |
1019.00 |
991.00 |
991.00 |
-14.00 |
4 |
3,309 |
+4 |
| Total Volume and Open Interest |
7,137 |
172,420 |
+690 |
| London Sugar(LCE) |
| Oct05 |
050915 |
309.00 |
309.00 |
296.70 |
309.00 |
unch |
5,203 |
3,525 |
-3,336 |
| Dec05 |
050915 |
300.40 |
300.40 |
295.00 |
299.40 |
-0.60 |
4,699 |
24,924 |
+233 |
| Mar06 |
050915 |
297.90 |
298.50 |
295.50 |
298.50 |
unch |
1,403 |
13,602 |
+821 |
| May06 |
050915 |
296.00 |
298.50 |
296.00 |
298.00 |
+1.20 |
28 |
3,269 |
+44 |
| Aug06 |
050915 |
296.10 |
297.70 |
296.10 |
297.70 |
+1.70 |
0 |
2,269 |
+0 |
| Total Volume and Open Interest |
11,398 |
52,312 |
-2,287 |
| Cotton(NYBOT) |
| Oct05 |
050915 |
48.20 |
48.50 |
48.00 |
48.04 |
-0.56 |
325 |
3,164 |
-67 |
| Dec05 |
050915 |
49.50 |
49.94 |
49.38 |
49.50 |
-0.44 |
6,096 |
76,078 |
-216 |
| Mar06 |
050915 |
51.50 |
51.70 |
51.20 |
51.48 |
-0.27 |
890 |
20,448 |
+121 |
| May06 |
050915 |
52.45 |
52.45 |
52.45 |
52.45 |
-0.25 |
78 |
1,950 |
-26 |
| Jul06 |
050915 |
53.45 |
53.45 |
53.45 |
53.45 |
-0.23 |
22 |
2,051 |
+22 |
| Oct06 |
050915 |
55.00 |
55.00 |
55.00 |
55.00 |
-0.30 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,411 |
104,405 |
-166 |
| Lumber(CME) |
| Sep05 |
050915 |
336.0 |
339.2 |
334.8 |
334.8 |
-2.2 |
73 |
39 |
-51 |
| Nov05 |
050915 |
300.0 |
304.3 |
297.6 |
299.5 |
-0.4 |
694 |
3,251 |
-34 |
| Jan06 |
050915 |
310.0 |
311.6 |
306.2 |
308.4 |
+1.3 |
110 |
387 |
+9 |
| Mar06 |
050915 |
316.2 |
318.4 |
316.0 |
317.0 |
+0.8 |
12 |
114 |
+6 |
| Total Volume and Open Interest |
898 |
3,819 |
-63 |
| Crude Oil(NYM) |
| Oct05 |
050915 |
65.40 |
65.70 |
63.90 |
64.75 |
-0.34 |
116,776 |
98,631 |
-16,400 |
| Nov05 |
050915 |
65.92 |
66.20 |
64.50 |
65.25 |
-0.48 |
102,886 |
208,839 |
+26,241 |
| Dec05 |
050915 |
66.45 |
66.70 |
65.10 |
65.78 |
-0.50 |
34,874 |
130,593 |
-3,594 |
| Jan06 |
050915 |
66.75 |
66.95 |
65.90 |
66.23 |
-0.47 |
10,580 |
50,909 |
+768 |
| Feb06 |
050915 |
67.20 |
67.20 |
66.00 |
66.58 |
-0.45 |
5,443 |
23,214 |
+1,201 |
| Mar06 |
050915 |
67.20 |
67.35 |
66.45 |
66.80 |
-0.42 |
2,780 |
27,697 |
+388 |
| Apr06 |
050915 |
66.65 |
66.87 |
66.65 |
66.87 |
-0.40 |
1,394 |
13,981 |
+545 |
| May06 |
050915 |
66.35 |
66.83 |
66.35 |
66.83 |
-0.38 |
315 |
12,190 |
+87 |
| Jun06 |
050915 |
67.30 |
67.30 |
66.40 |
66.74 |
-0.36 |
2,079 |
40,442 |
+329 |
| Jul06 |
050915 |
66.62 |
66.62 |
66.62 |
66.62 |
-0.34 |
200 |
8,656 |
-46 |
| Aug06 |
050915 |
66.80 |
66.80 |
66.49 |
66.49 |
-0.32 |
250 |
6,526 |
+250 |
| Sep06 |
050915 |
66.35 |
66.35 |
66.35 |
66.35 |
-0.30 |
125 |
7,988 |
-75 |
| Oct06 |
050915 |
66.20 |
66.20 |
66.20 |
66.20 |
-0.28 |
0 |
5,406 |
+0 |
| Nov06 |
050915 |
66.05 |
66.05 |
66.05 |
66.05 |
-0.26 |
0 |
5,182 |
+0 |
| Dec06 |
050915 |
66.15 |
66.45 |
65.70 |
65.89 |
-0.24 |
8,301 |
52,276 |
-349 |
| Jan07 |
050915 |
65.58 |
65.64 |
65.58 |
65.64 |
-0.24 |
31 |
8,300 |
+31 |
| Total Volume and Open Interest |
292,131 |
884,175 |
+11,328 |
| Heating Oil(NYM) |
| Oct05 |
050915 |
193.00 |
193.00 |
187.00 |
191.20 |
-1.29 |
26,908 |
35,551 |
-3,522 |
| Nov05 |
050915 |
196.10 |
196.50 |
191.60 |
195.25 |
-1.15 |
16,986 |
53,464 |
+5,454 |
| Dec05 |
050915 |
199.50 |
199.70 |
195.00 |
198.35 |
-0.90 |
5,414 |
24,460 |
+985 |
| Jan06 |
050915 |
202.40 |
202.40 |
197.00 |
201.25 |
-0.55 |
3,322 |
15,752 |
+484 |
| Feb06 |
050915 |
202.15 |
202.50 |
199.50 |
201.75 |
-0.40 |
820 |
12,492 |
+154 |
| Mar06 |
050915 |
199.50 |
199.80 |
197.25 |
199.15 |
-0.65 |
540 |
9,270 |
-245 |
| Apr06 |
050915 |
194.50 |
194.50 |
192.40 |
193.85 |
-0.65 |
268 |
5,789 |
-71 |
| May06 |
050915 |
189.70 |
189.70 |
187.90 |
189.05 |
-0.65 |
53 |
2,631 |
+33 |
| Jun06 |
050915 |
186.20 |
186.20 |
185.40 |
185.40 |
-0.65 |
593 |
6,163 |
+115 |
| Jul06 |
050915 |
184.95 |
184.95 |
184.95 |
184.95 |
-0.75 |
9 |
1,881 |
+48 |
| Aug06 |
050915 |
185.55 |
185.70 |
185.55 |
185.70 |
-0.85 |
6 |
440 |
+5 |
| Sep06 |
050915 |
187.05 |
187.05 |
187.05 |
187.05 |
-0.95 |
46 |
1,234 |
+4 |
| Total Volume and Open Interest |
55,132 |
172,656 |
+3,543 |
| Unleaded Gas(NYM) |
| Oct05 |
050915 |
194.50 |
196.00 |
185.75 |
189.87 |
-3.87 |
33,729 |
39,928 |
-3,751 |
| Nov05 |
050915 |
191.00 |
192.00 |
183.25 |
186.74 |
-3.83 |
20,296 |
49,244 |
+3,533 |
| Dec05 |
050915 |
186.10 |
187.25 |
182.00 |
183.69 |
-3.03 |
6,194 |
16,036 |
+609 |
| Jan06 |
050915 |
184.50 |
184.50 |
181.25 |
182.59 |
-2.48 |
1,615 |
12,162 |
-95 |
| Feb06 |
050915 |
184.25 |
184.25 |
182.19 |
182.19 |
-2.18 |
1,290 |
5,531 |
+615 |
| Mar06 |
050915 |
181.35 |
182.50 |
181.35 |
182.19 |
-2.03 |
1,213 |
4,386 |
+0 |
| Apr06 |
050915 |
192.49 |
192.49 |
192.49 |
192.49 |
-1.93 |
198 |
4,835 |
+89 |
| May06 |
050915 |
192.89 |
192.89 |
192.89 |
192.89 |
-1.98 |
263 |
2,803 |
-58 |
| Jun06 |
050915 |
192.54 |
192.54 |
192.54 |
192.54 |
-2.08 |
414 |
2,084 |
+291 |
| Jul06 |
050915 |
191.54 |
191.54 |
191.54 |
191.54 |
-2.28 |
260 |
811 |
+110 |
| Aug06 |
050915 |
189.89 |
189.89 |
189.89 |
189.89 |
-1.93 |
268 |
1,368 |
+52 |
| Sep06 |
050915 |
187.14 |
187.14 |
187.14 |
187.14 |
-1.83 |
1 |
81 |
+1 |
| Total Volume and Open Interest |
65,472 |
139,219 |
+1,293 |
| Natural Gas(NYM) |
| Oct05 |
050915 |
11.370 |
11.450 |
10.860 |
11.336 |
+0.170 |
28,762 |
67,910 |
-1,499 |
| Nov05 |
050915 |
11.960 |
12.020 |
11.500 |
11.969 |
+0.202 |
15,508 |
66,361 |
+5,917 |
| Dec05 |
050915 |
12.300 |
12.600 |
12.000 |
12.447 |
+0.225 |
8,240 |
44,210 |
+219 |
| Jan06 |
050915 |
12.630 |
12.800 |
12.300 |
12.692 |
+0.220 |
6,922 |
44,564 |
+823 |
| Feb06 |
050915 |
12.470 |
12.532 |
12.200 |
12.532 |
+0.205 |
3,879 |
25,174 |
+299 |
| Mar06 |
050915 |
12.150 |
12.200 |
11.850 |
12.157 |
+0.155 |
7,418 |
45,510 |
+355 |
| Apr06 |
050915 |
9.970 |
10.050 |
9.700 |
10.007 |
+0.165 |
3,295 |
27,135 |
-481 |
| May06 |
050915 |
9.550 |
9.627 |
9.480 |
9.627 |
+0.160 |
511 |
23,881 |
+200 |
| Jun06 |
050915 |
9.550 |
9.652 |
9.520 |
9.652 |
+0.160 |
148 |
8,810 |
+64 |
| Jul06 |
050915 |
9.600 |
9.693 |
9.500 |
9.693 |
+0.160 |
410 |
12,314 |
-91 |
| Aug06 |
050915 |
9.540 |
9.736 |
9.540 |
9.736 |
+0.160 |
319 |
13,197 |
+201 |
| Sep06 |
050915 |
9.712 |
9.712 |
9.712 |
9.712 |
+0.160 |
370 |
10,300 |
+175 |
| Oct06 |
050915 |
9.610 |
9.741 |
9.610 |
9.741 |
+0.160 |
654 |
20,238 |
+102 |
| Nov06 |
050915 |
10.131 |
10.131 |
10.131 |
10.131 |
+0.170 |
110 |
8,909 |
-6 |
| Dec06 |
050915 |
10.350 |
10.511 |
10.331 |
10.511 |
+0.180 |
1,343 |
10,847 |
+271 |
| Jan07 |
050915 |
10.570 |
10.796 |
10.570 |
10.796 |
+0.185 |
30 |
10,717 |
+1 |
| Total Volume and Open Interest |
79,817 |
547,784 |
+6,709 |
| Brent Crude Oil(ICE) |
| Nov05 |
050915 |
64.20 |
64.75 |
62.88 |
63.66 |
-0.47 |
83,250 |
88,173 |
-2,186 |
| Dec05 |
050915 |
65.00 |
65.30 |
63.63 |
64.37 |
-0.50 |
41,397 |
87,098 |
+8,914 |
| Jan06 |
050915 |
65.55 |
65.76 |
64.27 |
64.90 |
-0.46 |
15,646 |
26,799 |
+2,507 |
| Feb06 |
050915 |
65.75 |
65.99 |
64.65 |
65.28 |
-0.44 |
5,897 |
14,540 |
+2,317 |
| Mar06 |
050915 |
66.15 |
66.20 |
65.46 |
65.50 |
-0.43 |
2,561 |
8,325 |
-688 |
| Apr06 |
050915 |
66.08 |
66.10 |
65.56 |
65.56 |
-0.42 |
820 |
5,050 |
+134 |
| May06 |
050915 |
66.04 |
66.04 |
65.52 |
65.52 |
-0.40 |
100 |
5,717 |
+0 |
| Jun06 |
050915 |
65.85 |
65.85 |
65.15 |
65.47 |
-0.36 |
1,970 |
17,595 |
-1,070 |
| Jul06 |
050915 |
65.38 |
65.38 |
65.38 |
65.38 |
-0.31 |
0 |
1,444 |
+0 |
| Aug06 |
050915 |
65.23 |
65.23 |
65.23 |
65.23 |
-0.32 |
0 |
689 |
-3 |
| Sep06 |
050915 |
65.56 |
65.60 |
65.08 |
65.08 |
-0.33 |
0 |
2,113 |
-3 |
| Oct06 |
050915 |
64.93 |
64.93 |
64.93 |
64.93 |
-0.34 |
0 |
2,075 |
+0 |
| Nov06 |
050915 |
64.78 |
64.78 |
64.78 |
64.78 |
-0.35 |
0 |
122 |
+0 |
| Dec06 |
050915 |
65.20 |
65.20 |
64.20 |
64.62 |
-0.37 |
3,191 |
25,856 |
+329 |
| Total Volume and Open Interest |
193,011 |
338,218 |
+2,054 |
| Gas Oil(ICE) |
| Oct05 |
050915 |
604.00 |
604.25 |
585.25 |
591.25 |
+0.25 |
22,226 |
55,189 |
-3,671 |
| Nov05 |
050915 |
606.25 |
610.00 |
593.75 |
599.00 |
+1.50 |
14,907 |
39,789 |
+460 |
| Dec05 |
050915 |
607.00 |
613.25 |
597.75 |
603.25 |
+2.25 |
7,228 |
35,085 |
+1,266 |
| Jan06 |
050915 |
612.50 |
613.25 |
601.25 |
606.00 |
+2.75 |
2,430 |
18,679 |
-1,209 |
| Feb06 |
050915 |
609.25 |
611.25 |
605.00 |
605.75 |
+3.25 |
316 |
10,278 |
-14 |
| Mar06 |
050915 |
606.25 |
606.25 |
604.00 |
604.00 |
+4.00 |
279 |
9,641 |
-138 |
| Apr06 |
050915 |
601.75 |
601.75 |
601.75 |
601.75 |
+5.00 |
229 |
5,951 |
-36 |
| May06 |
050915 |
601.00 |
601.00 |
592.50 |
599.50 |
+6.00 |
20 |
1,291 |
-10 |
| Jun06 |
050915 |
598.50 |
601.00 |
590.75 |
598.00 |
+5.75 |
938 |
15,277 |
+640 |
| Jul06 |
050915 |
599.75 |
600.25 |
598.00 |
598.00 |
+5.25 |
0 |
467 |
+0 |
| Total Volume and Open Interest |
49,898 |
217,933 |
-2,564 |
| US Dollar Index(NYBOT) |
| Sep05 |
050915 |
87.63 |
88.23 |
87.63 |
88.12 |
+0.43 |
866 |
6,816 |
-686 |
| Dec05 |
050915 |
87.49 |
88.00 |
87.37 |
87.89 |
+0.43 |
3,181 |
9,017 |
+383 |
| Mar06 |
050915 |
87.55 |
87.66 |
87.55 |
87.66 |
+0.43 |
0 |
2,011 |
+0 |
| Total Volume and Open Interest |
4,047 |
17,846 |
-303 |
| Australian Dollar(CME) |
| Sep05 |
050915 |
77.01 |
77.01 |
76.60 |
76.61 |
-0.49 |
9,134 |
35,930 |
-7,621 |
| Dec05 |
050915 |
76.61 |
76.68 |
76.21 |
76.29 |
-0.49 |
11,617 |
66,184 |
+13,398 |
| Mar06 |
050915 |
76.04 |
76.04 |
76.04 |
76.04 |
-0.49 |
0 |
9 |
+0 |
| Total Volume and Open Interest |
20,751 |
102,144 |
+5,777 |
| British Pound(CME) |
| Sep05 |
050915 |
180.67 |
180.80 |
180.45 |
180.56 |
-1.70 |
18,075 |
37,200 |
-15,129 |
| Dec05 |
050915 |
180.40 |
180.56 |
180.10 |
180.28 |
-1.70 |
19,048 |
56,174 |
+16,838 |
| Mar06 |
050915 |
179.91 |
179.91 |
179.91 |
179.91 |
-1.70 |
6 |
35 |
+0 |
| Total Volume and Open Interest |
37,129 |
93,410 |
+1,709 |
| Canadian Dollar(CME) |
| Sep05 |
050915 |
84.44 |
84.49 |
84.05 |
84.34 |
-0.37 |
16,137 |
59,781 |
-13,319 |
| Dec05 |
050915 |
84.65 |
84.73 |
84.27 |
84.55 |
-0.37 |
16,171 |
85,549 |
+18,785 |
| Mar06 |
050915 |
84.93 |
84.93 |
84.48 |
84.78 |
-0.37 |
36 |
1,163 |
-11 |
| Jun06 |
050915 |
84.96 |
85.01 |
84.96 |
85.01 |
-0.37 |
2 |
144 |
+0 |
| Total Volume and Open Interest |
32,346 |
146,674 |
+5,455 |
| Japanese Yen(CME) |
| Sep05 |
050915 |
90.64 |
90.70 |
90.33 |
90.35 |
-0.30 |
17,673 |
75,527 |
-23,516 |
| Dec05 |
050915 |
91.56 |
91.66 |
91.22 |
91.23 |
-0.30 |
19,813 |
98,184 |
+8,154 |
| Mar06 |
050915 |
92.11 |
92.11 |
92.11 |
92.11 |
-0.30 |
350 |
464 |
+337 |
| Total Volume and Open Interest |
37,836 |
174,222 |
-15,025 |
| Swiss Franc(CME) |
| Sep05 |
050915 |
78.97 |
78.98 |
78.84 |
78.91 |
-0.56 |
10,976 |
31,442 |
-4,805 |
| Dec05 |
050915 |
79.60 |
79.64 |
79.40 |
79.53 |
-0.57 |
6,950 |
28,239 |
+3,718 |
| Mar06 |
050915 |
80.16 |
80.16 |
80.16 |
80.16 |
-0.57 |
30 |
41 |
+11 |
| Total Volume and Open Interest |
17,956 |
59,769 |
-1,076 |
| EuroFX(CME) |
| Sep05 |
050915 |
122.22 |
122.27 |
122.04 |
122.19 |
-0.60 |
15,823 |
77,350 |
-20,790 |
| Dec05 |
050915 |
122.77 |
122.90 |
122.46 |
122.72 |
-0.60 |
19,040 |
79,216 |
+15,717 |
| Mar06 |
050915 |
123.28 |
123.28 |
123.26 |
123.26 |
-0.60 |
653 |
1,334 |
+615 |
| Total Volume and Open Interest |
35,516 |
158,291 |
-4,452 |
| Mexican Peso(CME) |
| Sep05 |
050915 |
9260.0 |
9275.0 |
9242.0 |
9242.0 |
+2.0 |
6,315 |
42,834 |
+256 |
| Dec05 |
050915 |
9097.0 |
9145.0 |
9097.0 |
9117.0 |
+2.0 |
6,210 |
55,971 |
+11,183 |
| Total Volume and Open Interest |
12,629 |
99,876 |
+11,533 |
| 30-Year T-Bonds(CBOT) |
| Sep05 |
050915 |
116~12 |
117~07 |
115~12 |
115~21 |
-0~21 |
8,700 |
36,932 |
-2,928 |
| Dec05 |
050915 |
115~31 |
116~10 |
114~30 |
115~09 |
-0~21 |
262,574 |
565,968 |
-956 |
| Mar06 |
050915 |
115~05 |
115~06 |
114~23 |
115~00 |
-0~22 |
52 |
1,298 |
+38 |
| Total Volume and Open Interest |
271,326 |
604,205 |
-3,846 |
| 10-Year T-Notes(CBOT) |
| Sep05 |
050915 |
112~080 |
112~145 |
111~225 |
111~265 |
-0~140 |
56,194 |
339,394 |
-21,508 |
| Dec05 |
050915 |
111~090 |
111~180 |
110~255 |
110~305 |
-0~105 |
671,548 |
1,559,050 |
+7,877 |
| Total Volume and Open Interest |
729,127 |
1,904,087 |
-12,362 |
| 5-Year T-Notes(CBOT) |
| Sep05 |
050915 |
108~060 |
108~060 |
108~000 |
108~000 |
-0~040 |
7,246 |
0 |
+0 |
| Dec05 |
050915 |
108~010 |
108~055 |
107~235 |
107~265 |
-0~040 |
375,244 |
0 |
+0 |
| Mar06 |
050915 |
107~220 |
107~220 |
107~220 |
107~220 |
-0~040 |
0 |
1,000 |
+0 |
| Total Volume and Open Interest |
382,490 |
1,000 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep05 |
050915 |
103~080 |
103~080 |
103~072 |
103~072 |
-0~004 |
123 |
40,115 |
-1,922 |
| Dec05 |
050915 |
103~065 |
103~070 |
103~053 |
103~057 |
-0~003 |
364 |
341,685 |
-3,747 |
| Total Volume and Open Interest |
487 |
381,800 |
-5,669 |
| Eurodollars(CME) |
| Sep05 |
050915 |
96.110 |
96.113 |
96.103 |
96.105 |
-0.002 |
29,108 |
1,006,085 |
-21,691 |
| Dec05 |
050915 |
95.920 |
95.935 |
95.895 |
95.910 |
unch |
31,145 |
1,114,430 |
+14,281 |
| Mar06 |
050915 |
95.835 |
95.860 |
95.790 |
95.810 |
-0.010 |
30,238 |
1,126,863 |
+24,145 |
| Jun06 |
050915 |
95.795 |
95.815 |
95.730 |
95.750 |
-0.020 |
28,061 |
990,257 |
+16,559 |
| Sep06 |
050915 |
95.745 |
95.795 |
95.700 |
95.715 |
-0.025 |
228,387 |
752,467 |
+13,920 |
| Dec06 |
050915 |
95.745 |
95.745 |
95.670 |
95.680 |
-0.035 |
28,299 |
632,186 |
-1,496 |
| Mar07 |
050915 |
95.745 |
95.745 |
95.660 |
95.675 |
-0.040 |
18,117 |
480,483 |
-274 |
| Jun07 |
050915 |
95.730 |
95.730 |
95.645 |
95.660 |
-0.040 |
25,426 |
378,512 |
+11,685 |
| Sep07 |
050915 |
95.710 |
95.720 |
95.630 |
95.645 |
-0.040 |
21,188 |
270,579 |
+1,569 |
| Dec07 |
050915 |
95.665 |
95.670 |
95.595 |
95.610 |
-0.045 |
14,306 |
238,904 |
+1,765 |
| Mar08 |
050915 |
95.650 |
95.660 |
95.585 |
95.600 |
-0.045 |
13,508 |
213,173 |
-1,159 |
| Jun08 |
050915 |
95.640 |
95.640 |
95.560 |
95.575 |
-0.050 |
19,053 |
196,752 |
+2,504 |
| Sep08 |
050915 |
95.610 |
95.610 |
95.535 |
95.545 |
-0.055 |
5,403 |
181,819 |
+708 |
| Dec08 |
050915 |
95.555 |
95.560 |
95.490 |
95.500 |
-0.055 |
3,787 |
135,377 |
+317 |
| Mar09 |
050915 |
95.545 |
95.545 |
95.470 |
95.475 |
-0.060 |
2,406 |
122,781 |
+89 |
| Jun09 |
050915 |
95.490 |
95.500 |
95.425 |
95.440 |
-0.060 |
6,057 |
105,561 |
+2,533 |
| Sep09 |
050915 |
95.470 |
95.470 |
95.395 |
95.405 |
-0.065 |
2,060 |
90,297 |
-384 |
| Dec09 |
050915 |
95.420 |
95.420 |
95.345 |
95.355 |
-0.065 |
2,343 |
70,926 |
-486 |
| Total Volume and Open Interest |
319,997 |
8,331,754 |
+64,981 |
| 3-Mth Euro-Yen(CME) |
| Sep05 |
050915 |
99.92 |
99.92 |
99.91 |
99.91 |
-0.01 |
511 |
5,604 |
+399 |
| Dec05 |
050915 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
503 |
7,261 |
-82 |
| Mar06 |
050915 |
99.84 |
99.84 |
99.84 |
99.84 |
unch |
0 |
5,483 |
+0 |
| Jun06 |
050915 |
99.76 |
99.76 |
99.76 |
99.76 |
unch |
385 |
8,209 |
+1,609 |
| Sep06 |
050915 |
99.67 |
99.67 |
99.67 |
99.67 |
-0.02 |
0 |
3,723 |
-81 |
| Dec06 |
050915 |
99.59 |
99.59 |
99.59 |
99.59 |
-0.02 |
5 |
6,446 |
+374 |
| Mar07 |
050915 |
99.50 |
99.50 |
99.50 |
99.50 |
-0.03 |
0 |
6,065 |
+155 |
| Jun07 |
050915 |
99.43 |
99.43 |
99.42 |
99.42 |
-0.03 |
0 |
515 |
-55 |
| Sep07 |
050915 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.02 |
0 |
370 |
+0 |
| Dec07 |
050915 |
99.27 |
99.27 |
99.27 |
99.27 |
-0.01 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
1,404 |
44,013 |
+2,319 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
050915 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
9,806 |
84,942 |
+211 |
| Mar06 |
050915 |
99.84 |
99.84 |
99.83 |
99.84 |
unch |
3,396 |
54,381 |
+1,343 |
| Jun06 |
050915 |
99.77 |
99.77 |
99.75 |
99.76 |
unch |
5,876 |
51,183 |
+2,804 |
| Sep06 |
050915 |
99.69 |
99.69 |
99.67 |
99.67 |
-0.01 |
4,655 |
30,599 |
+972 |
| Dec06 |
050915 |
99.61 |
99.61 |
99.58 |
99.59 |
-0.02 |
2,938 |
64,238 |
+1,800 |
| Mar07 |
050915 |
99.52 |
99.52 |
99.49 |
99.51 |
-0.01 |
1,004 |
27,264 |
+696 |
| Jun07 |
050915 |
99.45 |
99.45 |
99.43 |
99.43 |
-0.01 |
1,184 |
14,507 |
+537 |
| Sep07 |
050915 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.02 |
0 |
1,114 |
+0 |
| Total Volume and Open Interest |
28,859 |
382,614 |
-67,752 |
| German Euro-Bund(EUREX) |
| Dec05 |
050915 |
123.03 |
123.23 |
122.85 |
122.86 |
-0.30 |
1,121,196 |
1,370,341 |
+141,651 |
| Mar06 |
050915 |
123.27 |
123.51 |
123.19 |
123.19 |
-0.31 |
3,137 |
1,496 |
-72 |
| Jun06 |
050915 |
122.36 |
122.36 |
122.36 |
122.36 |
-0.30 |
960 |
0 |
+0 |
| Total Volume and Open Interest |
1,125,293 |
1,371,837 |
+141,579 |
| German Euro-Bobl(EUREX) |
| Dec05 |
050915 |
114.60 |
114.68 |
114.49 |
114.49 |
-0.16 |
431,185 |
844,781 |
+33,795 |
| Mar06 |
050915 |
114.83 |
114.83 |
114.83 |
114.83 |
-0.16 |
0 |
842 |
+736 |
| Jun06 |
050915 |
114.19 |
114.19 |
114.19 |
114.19 |
-0.16 |
|
|
|
| Total Volume and Open Interest |
431,185 |
845,623 |
+34,531 |
| Long Gilt(LIFFE) |
| Sep05 |
050915 |
113~26 |
114~01 |
113~24 |
113~29 |
-0~03 |
1,451 |
17,564 |
-500 |
| Dec05 |
050915 |
113~18 |
113~25 |
113~14 |
113~20 |
-0~03 |
77,838 |
207,550 |
+8,374 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep05 |
050915 |
95.40 |
95.43 |
95.39 |
95.40 |
unch |
19,861 |
234,525 |
-6,263 |
| Dec05 |
050915 |
95.49 |
95.54 |
95.48 |
95.51 |
+0.02 |
68,890 |
335,283 |
-6,498 |
| Mar06 |
050915 |
95.56 |
95.63 |
95.55 |
95.61 |
+0.03 |
89,317 |
370,850 |
-21,913 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Sep05 |
050915 |
97.860 |
97.865 |
97.860 |
97.865 |
unch |
127,966 |
412,996 |
-65,276 |
| Dec05 |
050915 |
97.830 |
97.835 |
97.820 |
97.830 |
-0.005 |
155,803 |
626,088 |
-26,891 |
| Mar06 |
050915 |
97.795 |
97.805 |
97.785 |
97.795 |
-0.015 |
128,971 |
648,796 |
-3,369 |
| Total Volume and Open Interest |
739,736 |
3,240,672 |
-122,513 |
| 3-Mth Aus T-Bills(SFE) |
| Sep05 |
050908 |
94.37 |
94.38 |
94.36 |
94.37 |
-0.01 |
23,242 |
50,066 |
-816 |
| Dec05 |
050915 |
94.41 |
94.41 |
94.39 |
94.40 |
-0.01 |
24,756 |
186,407 |
-23,694 |
| Mar06 |
050915 |
94.43 |
94.43 |
94.40 |
94.42 |
-0.02 |
24,865 |
137,877 |
+5,609 |
| Jun06 |
050915 |
94.50 |
94.50 |
94.46 |
94.48 |
-0.03 |
11,076 |
79,331 |
+1,686 |
| Sep06 |
050915 |
94.51 |
94.51 |
94.49 |
94.50 |
-0.02 |
2,356 |
30,861 |
+465 |
| Dec06 |
050915 |
94.50 |
94.50 |
94.48 |
94.49 |
-0.02 |
2,271 |
22,905 |
-1,411 |
| Mar07 |
050915 |
94.47 |
94.47 |
94.47 |
94.47 |
-0.02 |
619 |
19,045 |
-58 |
| Jun07 |
050915 |
94.44 |
94.45 |
94.44 |
94.45 |
-0.02 |
1,501 |
27,366 |
+1,369 |
| Sep07 |
050915 |
94.43 |
94.44 |
94.43 |
94.44 |
-0.02 |
1,274 |
4,407 |
+792 |
| Dec07 |
050915 |
94.43 |
94.45 |
94.43 |
94.45 |
unch |
0 |
2,796 |
+16 |
| Total Volume and Open Interest |
68,958 |
514,070 |
-14,986 |
| 10-Year Aus T-Bonds(SFE) |
| Sep05 |
050915 |
94.84 |
94.84 |
94.82 |
94.82 |
-0.03 |
105,284 |
221,468 |
-134,041 |
| Dec05 |
050915 |
94.84 |
94.85 |
94.82 |
94.82 |
-0.03 |
105,891 |
266,477 |
+60,998 |
| Total Volume and Open Interest |
211,175 |
487,945 |
-73,043 |
| 3-Year Aus T-Bonds(SFE) |
| Sep05 |
050915 |
94.88 |
94.89 |
94.87 |
94.88 |
-0.02 |
139,018 |
358,925 |
-75,478 |
| Dec05 |
050915 |
94.88 |
94.89 |
94.86 |
94.88 |
-0.02 |
137,678 |
309,027 |
+102,482 |
| Total Volume and Open Interest |
276,696 |
667,952 |
+27,004 |
| Gold(CMX) |
| Oct05 |
050915 |
453.5 |
457.0 |
453.5 |
456.3 |
+5.6 |
740 |
20,958 |
+121 |
| Dec05 |
050915 |
457.0 |
459.7 |
456.3 |
459.3 |
+5.6 |
50,508 |
256,191 |
+4,639 |
| Feb06 |
050915 |
459.0 |
463.0 |
459.0 |
462.6 |
+5.6 |
89 |
8,527 |
-20 |
| Apr06 |
050915 |
463.0 |
466.0 |
463.0 |
465.9 |
+5.7 |
181 |
5,449 |
+50 |
| Jun06 |
050915 |
468.5 |
469.2 |
466.5 |
469.2 |
+5.7 |
184 |
10,787 |
+60 |
| Aug06 |
050915 |
471.0 |
472.5 |
471.0 |
472.5 |
+5.7 |
180 |
1,468 |
-80 |
| Oct06 |
050915 |
475.8 |
475.8 |
475.8 |
475.8 |
+5.7 |
0 |
2,118 |
+0 |
| Dec06 |
050915 |
477.0 |
479.1 |
477.0 |
479.1 |
+5.7 |
40 |
5,663 |
+6 |
| Feb07 |
050915 |
482.4 |
482.4 |
482.4 |
482.4 |
+5.7 |
0 |
4,551 |
+0 |
| Apr07 |
050915 |
485.7 |
485.7 |
485.7 |
485.7 |
+5.7 |
0 |
100 |
+0 |
| Jun07 |
050915 |
489.0 |
489.0 |
489.0 |
489.0 |
+5.7 |
0 |
4,183 |
+0 |
| Total Volume and Open Interest |
51,923 |
325,975 |
+4,775 |
| Silver(CMX) |
| Sep05 |
050915 |
707.0 |
707.0 |
694.0 |
701.9 |
+3.3 |
176 |
497 |
+9 |
| Dec05 |
050915 |
711.5 |
714.0 |
698.5 |
707.8 |
+3.3 |
8,870 |
89,232 |
-388 |
| Mar06 |
050915 |
719.5 |
720.0 |
705.0 |
713.6 |
+3.2 |
103 |
5,563 |
+66 |
| May06 |
050915 |
707.0 |
716.6 |
707.0 |
716.6 |
+3.4 |
0 |
1,379 |
+0 |
| Jul06 |
050915 |
720.0 |
720.0 |
717.0 |
719.0 |
+3.4 |
3 |
6,829 |
+3 |
| Sep06 |
050915 |
721.3 |
721.3 |
721.3 |
721.3 |
+3.3 |
0 |
1,694 |
+0 |
| Dec06 |
050915 |
727.5 |
727.5 |
715.0 |
724.1 |
+3.3 |
188 |
7,188 |
-87 |
| Total Volume and Open Interest |
9,373 |
115,054 |
-381 |
| Platinum(NYM) |
| Oct05 |
050915 |
919.0 |
923.8 |
913.2 |
919.7 |
+2.2 |
471 |
10,170 |
+75 |
| Jan06 |
050915 |
920.0 |
922.0 |
918.0 |
918.7 |
+2.7 |
35 |
1,742 |
+18 |
| Apr06 |
050915 |
916.5 |
916.5 |
916.2 |
916.2 |
+2.7 |
1 |
141 |
+0 |
| Total Volume and Open Interest |
507 |
12,053 |
+93 |
| Palladium(NYME) |
| Sep05 |
050915 |
183.65 |
185.15 |
183.65 |
185.15 |
+2.20 |
0 |
190 |
-70 |
| Dec05 |
050915 |
184.50 |
189.00 |
184.50 |
187.15 |
+2.40 |
115 |
12,972 |
-19 |
| Mar06 |
050915 |
189.15 |
189.15 |
189.15 |
189.15 |
+2.40 |
0 |
36 |
+0 |
| Total Volume and Open Interest |
115 |
13,198 |
-89 |
| Copper(CMX) |
| Sep05 |
050915 |
168.00 |
168.20 |
166.50 |
167.80 |
-0.40 |
938 |
5,362 |
-475 |
| Dec05 |
050915 |
160.70 |
161.10 |
158.90 |
160.45 |
-0.65 |
8,311 |
71,513 |
-698 |
| Mar06 |
050915 |
153.50 |
154.30 |
153.40 |
154.15 |
-0.45 |
351 |
8,502 |
+182 |
| May06 |
050915 |
149.35 |
149.35 |
149.35 |
149.35 |
-0.45 |
13 |
1,853 |
+6 |
| Jul06 |
050915 |
144.00 |
145.00 |
144.00 |
144.85 |
-0.45 |
65 |
1,063 |
+10 |
| Total Volume and Open Interest |
10,060 |
98,485 |
-844 |
| Aluminum(CMX) |
| Sep05 |
050915 |
84.55 |
84.55 |
84.55 |
84.55 |
-1.00 |
0 |
6 |
+0 |
| Oct05 |
050915 |
85.00 |
85.00 |
85.00 |
85.00 |
-1.00 |
535 |
980 |
+465 |
| Nov05 |
050915 |
85.35 |
85.35 |
85.35 |
85.35 |
-1.00 |
35 |
596 |
+35 |
| Dec05 |
050915 |
85.85 |
85.85 |
85.85 |
85.85 |
-1.00 |
600 |
1,678 |
+600 |
| Jan06 |
050915 |
85.85 |
85.85 |
85.85 |
85.85 |
-1.00 |
0 |
70 |
+0 |
| Feb06 |
050915 |
85.85 |
85.85 |
85.85 |
85.85 |
-1.00 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
1,170 |
3,665 |
+1,100 |
| DJIA Index(CBOT) |
| Sep05 |
050915 |
10565 |
10580 |
10525 |
10555 |
+3 |
5,276 |
17,984 |
-4,641 |
| Dec05 |
050915 |
10609 |
10625 |
10560 |
10597 |
+2 |
9,151 |
31,412 |
+3,174 |
| Mar06 |
050915 |
10615 |
10642 |
10615 |
10642 |
+2 |
14 |
8 |
+1 |
| Total Volume and Open Interest |
14,441 |
49,404 |
-1,466 |
| S & P 500(CME) |
| Sep05 |
050915 |
1231.00 |
1232.10 |
1225.00 |
1227.30 |
-1.10 |
60,585 |
145,238 |
-22,096 |
| Dec05 |
050915 |
1237.00 |
1238.50 |
1230.70 |
1233.50 |
-1.10 |
80,716 |
607,330 |
+37,598 |
| Mar06 |
050915 |
1242.00 |
1242.00 |
1240.10 |
1240.10 |
-1.10 |
53 |
5,395 |
+129 |
| Jun06 |
050915 |
1247.40 |
1247.40 |
1247.40 |
1247.40 |
-1.10 |
4 |
765 |
-4 |
| Total Volume and Open Interest |
141,363 |
758,804 |
+15,382 |
| S & P 500 E-Mini(Globex) |
| Sep05 |
050915 |
1228.00 |
1232.25 |
1224.75 |
1227.25 |
-1.25 |
88,824 |
571,702 |
-62,929 |
| Dec05 |
050915 |
1234.50 |
1238.50 |
1230.75 |
1233.50 |
-1.00 |
835,647 |
832,796 |
+39,112 |
| Total Volume and Open Interest |
924,471 |
1,404,498 |
-23,817 |
| NASDAQ 100(CME) |
| Sep05 |
050915 |
1593.00 |
1594.00 |
1585.50 |
1586.50 |
-4.50 |
13,551 |
41,308 |
+2,236 |
| Dec05 |
050915 |
1607.00 |
1609.00 |
1597.50 |
1599.50 |
-4.50 |
17,642 |
45,327 |
+7,646 |
| Mar06 |
050915 |
1612.50 |
1612.50 |
1612.50 |
1612.50 |
-4.50 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
31,193 |
86,642 |
+9,882 |
| NASDAQ 100 E-Mini(Globex) |
| Sep05 |
050915 |
1591.00 |
1596.00 |
1584.50 |
1586.50 |
-4.50 |
48,754 |
203,273 |
-20,512 |
| Dec05 |
050915 |
1604.00 |
1609.50 |
1597.50 |
1599.50 |
-4.50 |
307,206 |
202,972 |
+32,622 |
| Total Volume and Open Interest |
355,960 |
406,245 |
+12,110 |
| S & P Midcap 400(CME) |
| Sep05 |
050915 |
712.30 |
714.00 |
712.30 |
712.45 |
-0.85 |
2,890 |
7,976 |
-527 |
| Dec05 |
050915 |
718.50 |
720.10 |
715.25 |
717.00 |
-0.90 |
2,774 |
12,338 |
+1,262 |
| Mar06 |
050915 |
719.75 |
719.75 |
719.75 |
719.75 |
-0.90 |
|
|
|
| Total Volume and Open Interest |
3,344 |
19,735 |
-579 |
| Russell 2000(CME) |
| Sep05 |
050915 |
666.75 |
666.75 |
664.50 |
664.60 |
-2.35 |
4,476 |
18,426 |
-2,161 |
| Dec05 |
050915 |
670.75 |
672.00 |
666.60 |
667.80 |
-2.40 |
5,088 |
29,520 |
+3,629 |
| Mar06 |
050915 |
667.90 |
667.90 |
667.90 |
667.90 |
-2.40 |
|
|
|
| Total Volume and Open Interest |
9,564 |
47,946 |
+1,468 |
| Russell 2000 E-Mini(Globex) |
| Sep05 |
050915 |
666.80 |
668.90 |
663.20 |
664.60 |
-2.40 |
23,145 |
108,847 |
-10,886 |
| Dec05 |
050915 |
669.90 |
672.30 |
666.50 |
667.80 |
-2.40 |
108,603 |
185,105 |
+16,435 |
| Mar06 |
050901 |
671.60 |
671.60 |
671.60 |
671.60 |
|
|
|
|
| Value Line(KCBT) |
| Sep05 |
050915 |
1888.00 |
1888.00 |
1888.00 |
1888.00 |
-10.00 |
2 |
47 |
+2 |
| Total Volume and Open Interest |
2 |
53 |
+5 |
| Nikkei 225(CME) |
| Dec05 |
050915 |
12775 |
12945 |
12765 |
12940 |
+130 |
25,401 |
215,146 |
-1,147 |
| Mar06 |
050915 |
12775 |
12935 |
12765 |
12935 |
+150 |
10 |
10 |
+6 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
050915 |
12775 |
12945 |
12765 |
12940 |
+130 |
25,401 |
215,146 |
-1,147 |
| Mar06 |
050915 |
12775 |
12935 |
12765 |
12935 |
+150 |
10 |
10 |
+6 |
| Jun06 |
050915 |
12875 |
12875 |
12875 |
12875 |
+155 |
|
|
|
| Total Volume and Open Interest |
25,432 |
215,634 |
-1,135 |
| CAC 40(MATIF) |
| Sep05 |
050915 |
4458.5 |
4496.5 |
4451.0 |
4476.5 |
+6.0 |
314,313 |
552,794 |
+33,075 |
| Oct05 |
050915 |
4467.5 |
4504.5 |
4459.5 |
4485.5 |
+6.5 |
207,252 |
129,232 |
+103,609 |
| Nov05 |
050915 |
4478.0 |
4506.5 |
4478.0 |
4491.5 |
+6.0 |
31 |
59 |
+30 |
| Total Volume and Open Interest |
568,256 |
746,330 |
+159,279 |
| Hang Seng Index(HKFE) |
| Sep05 |
050915 |
15070 |
15114 |
14978 |
15054 |
-15 |
31,109 |
108,270 |
-2,240 |
| Oct05 |
050915 |
15098 |
15145 |
15015 |
15087 |
-13 |
361 |
1,194 |
+35 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Sep05 |
050915 |
4905.0 |
4926.0 |
4887.5 |
4896.5 |
-9.5 |
198,329 |
120,549 |
-51,469 |
| Dec05 |
050915 |
4936.5 |
4952.0 |
4914.5 |
4923.0 |
-9.0 |
66,257 |
124,540 |
+24,800 |
| Mar06 |
050915 |
4954.0 |
4979.0 |
4941.5 |
4950.0 |
-9.0 |
5,733 |
6,120 |
-25 |
| Total Volume and Open Interest |
270,319 |
251,209 |
-26,694 |
| FT-SE 100(LIFFE) |
| Sep05 |
050915 |
5340.00 |
5388.00 |
5339.00 |
5376.00 |
+30.00 |
150,509 |
157,910 |
-42,141 |
| Dec05 |
050915 |
5372.50 |
5418.00 |
5369.50 |
5406.00 |
+30.00 |
113,776 |
377,492 |
+54,950 |
| Mar06 |
050915 |
5413.50 |
5413.50 |
5413.50 |
5413.50 |
+30.50 |
26 |
5,313 |
+26 |
| Total Volume and Open Interest |
264,321 |
554,493 |
+12,835 |
| SPI 200(SFE) |
| Sep05 |
050915 |
4535.0 |
4535.0 |
4499.0 |
4500.0 |
-24.0 |
73,559 |
130,394 |
-55,981 |
| Dec05 |
050915 |
4521.0 |
4543.0 |
4510.0 |
4526.0 |
-5.0 |
72,529 |
183,123 |
+57,449 |
| Mar06 |
050915 |
4528.0 |
4541.0 |
4513.0 |
4527.0 |
-4.0 |
430 |
3,589 |
+193 |
| Total Volume and Open Interest |
146,525 |
320,754 |
+1,661 |
| GSCI(CME) |
| Oct05 |
050915 |
449.40 |
449.40 |
441.20 |
444.75 |
-2.85 |
3,648 |
17,499 |
+3,406 |
| Nov05 |
050915 |
449.00 |
449.00 |
449.00 |
449.00 |
-1.80 |
|
|
|
| Total Volume and Open Interest |
7,396 |
21,055 |
+2,194 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
050915 |
320.00 |
320.50 |
320.00 |
320.00 |
+0.70 |
53 |
387 |
-11 |
| Jan06 |
050915 |
319.50 |
319.50 |
319.50 |
319.50 |
+0.70 |
1 |
414 |
+1 |
| Feb06 |
050915 |
319.00 |
319.00 |
319.00 |
319.00 |
+0.70 |
0 |
7 |
+0 |
| Total Volume and Open Interest |
54 |
1,011 |
-10 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|