|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Wed September 21, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov05 |
050921 |
575.00 |
586.00 |
572.00 |
577.75 |
+5.75 |
26,588 |
165,691 |
-696 |
| Jan06 |
050921 |
583.00 |
595.00 |
580.50 |
586.75 |
+5.75 |
3,410 |
27,689 |
+572 |
| Mar06 |
050921 |
591.00 |
602.00 |
588.50 |
594.00 |
+5.75 |
2,748 |
17,885 |
+443 |
| May06 |
050921 |
595.00 |
606.50 |
593.00 |
599.50 |
+7.50 |
314 |
16,770 |
-2 |
| Jul06 |
050921 |
601.00 |
610.00 |
598.00 |
603.50 |
+5.50 |
1,888 |
11,641 |
+213 |
| Aug06 |
050921 |
598.50 |
605.00 |
597.00 |
600.00 |
+4.50 |
18 |
355 |
+0 |
| Sep06 |
050921 |
600.00 |
600.00 |
598.00 |
598.00 |
+4.50 |
12 |
123 |
-12 |
| Total Volume and Open Interest |
35,694 |
248,330 |
+386 |
| Soybean Meal(CBOT) |
| Oct05 |
050921 |
172.80 |
174.50 |
171.00 |
172.60 |
+0.30 |
5,324 |
17,115 |
-1,473 |
| Dec05 |
050921 |
175.70 |
177.50 |
173.80 |
175.60 |
+0.40 |
8,695 |
59,696 |
+93 |
| Jan06 |
050921 |
177.20 |
178.50 |
175.10 |
177.10 |
+0.60 |
1,135 |
11,519 |
+325 |
| Mar06 |
050921 |
179.20 |
181.00 |
177.70 |
179.50 |
+0.40 |
1,250 |
9,734 |
+90 |
| May06 |
050921 |
180.80 |
182.00 |
178.90 |
180.40 |
+0.10 |
1,131 |
12,342 |
+88 |
| Jul06 |
050921 |
182.50 |
183.80 |
180.80 |
182.80 |
+0.30 |
2,116 |
8,122 |
+546 |
| Aug06 |
050921 |
183.00 |
184.50 |
181.50 |
183.00 |
+0.20 |
159 |
2,158 |
+143 |
| Sep06 |
050921 |
183.50 |
185.00 |
182.00 |
183.30 |
-0.20 |
193 |
1,988 |
+178 |
| Total Volume and Open Interest |
20,282 |
125,486 |
+180 |
| Soybean Oil(CBOT) |
| Oct05 |
050921 |
22.60 |
23.22 |
22.60 |
22.92 |
+0.47 |
2,844 |
16,006 |
-217 |
| Dec05 |
050921 |
22.93 |
23.50 |
22.90 |
23.21 |
+0.51 |
11,115 |
84,325 |
-1,533 |
| Jan06 |
050921 |
23.05 |
23.62 |
23.05 |
23.35 |
+0.54 |
1,640 |
10,130 |
-133 |
| Mar06 |
050921 |
23.25 |
23.75 |
23.20 |
23.52 |
+0.54 |
1,090 |
7,107 |
+10 |
| May06 |
050921 |
23.25 |
23.85 |
23.25 |
23.65 |
+0.53 |
360 |
9,100 |
+124 |
| Jul06 |
050921 |
23.42 |
23.95 |
23.42 |
23.74 |
+0.49 |
2,286 |
7,220 |
+557 |
| Aug06 |
050921 |
23.90 |
23.95 |
23.72 |
23.72 |
+0.49 |
1 |
1,060 |
+1 |
| Sep06 |
050921 |
23.90 |
23.90 |
23.75 |
23.75 |
+0.50 |
2 |
946 |
+1 |
| Total Volume and Open Interest |
19,843 |
140,213 |
-913 |
| Canola(WCE) |
| Sep05 |
050914 |
257.4 |
257.4 |
257.4 |
257.4 |
-0.4 |
|
|
|
| Nov05 |
050921 |
259.0 |
262.4 |
257.8 |
258.4 |
+0.7 |
3,902 |
37,449 |
+727 |
| Jan06 |
050921 |
267.7 |
270.7 |
266.8 |
268.0 |
+2.3 |
881 |
21,132 |
+482 |
| Mar06 |
050921 |
273.0 |
277.9 |
273.0 |
274.3 |
+1.8 |
149 |
2,532 |
+104 |
| May06 |
050921 |
282.5 |
282.5 |
279.8 |
279.8 |
+0.5 |
5 |
1,479 |
-3 |
| Total Volume and Open Interest |
4,975 |
66,922 |
+1,326 |
| Corn(CBOT) |
| Dec05 |
050921 |
207.25 |
207.50 |
205.00 |
206.50 |
-0.25 |
28,822 |
468,741 |
-2,996 |
| Mar06 |
050921 |
219.75 |
219.75 |
218.00 |
219.25 |
unch |
7,862 |
126,067 |
+2,003 |
| May06 |
050921 |
226.75 |
227.25 |
225.25 |
226.75 |
unch |
2,337 |
27,759 |
+427 |
| Jul06 |
050921 |
233.50 |
234.00 |
232.00 |
233.25 |
unch |
4,556 |
40,249 |
+1,044 |
| Sep06 |
050921 |
240.00 |
240.00 |
239.00 |
239.75 |
unch |
359 |
5,610 |
+244 |
| Dec06 |
050921 |
248.75 |
249.00 |
247.25 |
248.50 |
unch |
1,317 |
32,859 |
+195 |
| Total Volume and Open Interest |
45,291 |
707,083 |
+944 |
| Wheat(CBOT) |
| Dec05 |
050921 |
321.00 |
325.50 |
320.00 |
325.25 |
+4.00 |
13,664 |
221,524 |
+637 |
| Mar06 |
050921 |
336.00 |
340.50 |
333.50 |
339.75 |
+3.75 |
3,715 |
35,966 |
-574 |
| May06 |
050921 |
341.00 |
346.50 |
340.50 |
346.00 |
+2.75 |
81 |
1,557 |
+46 |
| Jul06 |
050921 |
348.00 |
352.50 |
347.00 |
352.00 |
+3.25 |
1,847 |
21,337 |
+354 |
| Sep06 |
050921 |
355.00 |
358.00 |
353.50 |
358.00 |
+3.00 |
14 |
289 |
+2 |
| Total Volume and Open Interest |
19,417 |
281,916 |
+513 |
| Wheat(KCBT) |
| Sep05 |
050914 |
359.00 |
362.00 |
353.00 |
354.00 |
+0.50 |
139 |
113 |
+86 |
| Dec05 |
050921 |
356.75 |
361.00 |
355.00 |
360.75 |
+2.75 |
9,737 |
60,063 |
-1,318 |
| Mar06 |
050921 |
355.00 |
360.50 |
355.00 |
359.50 |
+2.00 |
3,870 |
21,389 |
-274 |
| May06 |
050921 |
353.50 |
357.00 |
353.50 |
356.50 |
+2.50 |
290 |
2,022 |
+123 |
| Jul06 |
050921 |
352.50 |
356.50 |
352.00 |
355.50 |
+2.50 |
2,223 |
11,304 |
+807 |
| Total Volume and Open Interest |
16,127 |
95,001 |
-658 |
| Wheat(MGE) |
| Sep05 |
050914 |
386.00 |
386.00 |
385.00 |
385.00 |
+8.50 |
22 |
47 |
-11 |
| Dec05 |
050921 |
354.00 |
361.00 |
352.50 |
359.50 |
+5.25 |
2,310 |
18,235 |
-808 |
| Mar06 |
050921 |
353.00 |
361.00 |
352.50 |
360.75 |
+8.25 |
399 |
9,431 |
-71 |
| May06 |
050921 |
356.50 |
362.50 |
355.75 |
362.50 |
+7.00 |
102 |
1,500 |
-54 |
| Jul06 |
050921 |
360.00 |
364.75 |
360.00 |
364.75 |
+4.75 |
176 |
568 |
-15 |
| Total Volume and Open Interest |
2,987 |
29,924 |
-948 |
| Oats(CBOT) |
| Dec05 |
050921 |
158.25 |
159.75 |
157.25 |
159.00 |
+1.75 |
421 |
5,351 |
-188 |
| Mar06 |
050921 |
164.00 |
165.00 |
164.00 |
165.00 |
+2.00 |
12 |
293 |
+4 |
| May06 |
050921 |
168.50 |
168.50 |
168.50 |
168.50 |
+0.75 |
0 |
42 |
+0 |
| Jul06 |
050921 |
171.00 |
171.00 |
171.00 |
171.00 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
433 |
5,688 |
-184 |
| Rough Rice(CBOT) |
| Sep05 |
050921 |
6.74 |
6.74 |
6.74 |
6.74 |
+0.17 |
7 |
28 |
-85 |
| Nov05 |
050921 |
6.72 |
6.95 |
6.72 |
6.91 |
+0.17 |
166 |
5,318 |
-10 |
| Jan06 |
050921 |
6.94 |
7.15 |
6.94 |
7.11 |
+0.16 |
44 |
898 |
+16 |
| Mar06 |
050921 |
7.25 |
7.36 |
7.25 |
7.33 |
+0.15 |
0 |
479 |
+0 |
| Total Volume and Open Interest |
217 |
6,763 |
-79 |
| Live Cattle(CME) |
| Oct05 |
050921 |
85.350 |
85.725 |
85.250 |
85.650 |
-0.175 |
6,905 |
33,585 |
-2,765 |
| Dec05 |
050921 |
87.650 |
87.950 |
87.500 |
87.875 |
-0.325 |
8,663 |
76,070 |
+1,424 |
| Feb06 |
050921 |
89.250 |
89.500 |
88.950 |
89.500 |
-0.075 |
1,718 |
26,455 |
+445 |
| Apr06 |
050921 |
87.000 |
87.250 |
86.800 |
87.200 |
-0.100 |
289 |
7,528 |
+72 |
| Jun06 |
050921 |
82.450 |
82.700 |
82.450 |
82.625 |
-0.200 |
277 |
3,330 |
+61 |
| Aug06 |
050921 |
82.050 |
82.375 |
82.050 |
82.325 |
-0.125 |
53 |
1,670 |
+14 |
| Total Volume and Open Interest |
17,905 |
148,681 |
-749 |
| Feeder Cattle(CME) |
| Sep05 |
050921 |
114.250 |
114.500 |
114.150 |
114.475 |
unch |
460 |
3,038 |
-173 |
| Oct05 |
050921 |
112.350 |
112.700 |
112.300 |
112.575 |
-0.375 |
1,976 |
12,871 |
-487 |
| Nov05 |
050921 |
111.750 |
112.000 |
111.600 |
111.950 |
-0.300 |
1,472 |
8,669 |
+321 |
| Jan06 |
050921 |
108.800 |
109.000 |
108.450 |
108.950 |
-0.150 |
390 |
3,551 |
+36 |
| Mar06 |
050921 |
103.750 |
103.850 |
103.650 |
103.800 |
-0.200 |
23 |
439 |
-7 |
| Apr06 |
050921 |
102.500 |
102.800 |
102.500 |
102.800 |
-0.025 |
14 |
332 |
+1 |
| May06 |
050921 |
102.500 |
102.500 |
102.400 |
102.425 |
-0.275 |
6 |
150 |
+6 |
| Total Volume and Open Interest |
4,342 |
29,063 |
-302 |
| Lean Hogs(CME) |
| Oct05 |
050921 |
65.650 |
65.950 |
64.800 |
64.875 |
-0.900 |
7,488 |
24,840 |
-2,159 |
| Dec05 |
050921 |
63.025 |
63.150 |
62.000 |
62.200 |
-0.925 |
8,160 |
55,985 |
+2,558 |
| Feb06 |
050921 |
64.000 |
64.400 |
63.550 |
63.950 |
-0.250 |
1,608 |
17,545 |
+620 |
| Apr06 |
050921 |
62.600 |
63.350 |
62.600 |
63.050 |
+0.025 |
522 |
5,259 |
+295 |
| May06 |
050921 |
63.200 |
63.600 |
63.000 |
63.475 |
+0.225 |
152 |
1,236 |
+79 |
| Jun06 |
050921 |
65.500 |
66.225 |
65.450 |
66.125 |
+0.350 |
141 |
1,640 |
+15 |
| Jul06 |
050921 |
62.400 |
62.900 |
62.400 |
62.650 |
+0.250 |
23 |
693 |
+7 |
| Aug06 |
050921 |
59.000 |
59.225 |
59.000 |
59.225 |
+0.625 |
10 |
296 |
+4 |
| Total Volume and Open Interest |
18,107 |
107,630 |
+1,420 |
| Pork Bellies(CME) |
| Feb06 |
050921 |
84.000 |
84.850 |
83.250 |
83.350 |
+0.500 |
220 |
1,002 |
-20 |
| Mar06 |
050921 |
84.300 |
84.300 |
83.100 |
83.100 |
+0.300 |
0 |
46 |
+0 |
| May06 |
050921 |
85.975 |
86.000 |
85.975 |
86.000 |
+1.000 |
1 |
17 |
+1 |
| Jul06 |
050921 |
87.500 |
87.500 |
87.500 |
87.500 |
+1.500 |
1 |
2 |
+1 |
| Aug06 |
050921 |
86.800 |
86.800 |
86.800 |
86.800 |
+1.400 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
222 |
1,068 |
-18 |
| Class III Milk(CME) |
| Sep05 |
050921 |
14.31 |
14.31 |
14.31 |
14.31 |
unch |
3 |
3,283 |
+1 |
| Oct05 |
050921 |
14.53 |
14.60 |
14.40 |
14.42 |
-0.11 |
84 |
2,576 |
-14 |
| Nov05 |
050921 |
13.77 |
13.80 |
13.63 |
13.65 |
-0.12 |
27 |
1,839 |
+3 |
| Dec05 |
050921 |
13.43 |
13.43 |
13.31 |
13.34 |
-0.07 |
4 |
1,754 |
+3 |
| Jan06 |
050921 |
12.85 |
12.85 |
12.80 |
12.80 |
-0.05 |
11 |
1,201 |
+2 |
| Total Volume and Open Interest |
210 |
19,635 |
+29 |
| Cocoa(NYBOT) |
| Dec05 |
050921 |
1385 |
1395 |
1351 |
1352 |
-23 |
6,929 |
48,033 |
-78 |
| Mar06 |
050921 |
1425 |
1426 |
1391 |
1392 |
-22 |
2,830 |
27,638 |
+917 |
| May06 |
050921 |
1420 |
1423 |
1413 |
1413 |
-22 |
105 |
7,702 |
+22 |
| Jul06 |
050921 |
1435 |
1435 |
1434 |
1434 |
-21 |
23 |
8,661 |
+30 |
| Sep06 |
050921 |
1465 |
1465 |
1454 |
1454 |
-22 |
28 |
10,664 |
-10 |
| Dec06 |
050921 |
1511 |
1511 |
1478 |
1478 |
-22 |
53 |
6,682 |
+50 |
| Mar07 |
050921 |
1512 |
1512 |
1504 |
1504 |
-21 |
28 |
7,775 |
+0 |
| Total Volume and Open Interest |
10,030 |
117,911 |
+912 |
| Coffee "C"(NYBOT) |
| Sep05 |
050921 |
90.35 |
90.35 |
90.35 |
90.35 |
-1.40 |
3 |
75 |
-18 |
| Dec05 |
050921 |
91.00 |
91.80 |
87.10 |
91.10 |
-1.40 |
12,381 |
61,526 |
+14 |
| Mar06 |
050921 |
94.75 |
95.30 |
91.00 |
94.70 |
-1.35 |
1,873 |
14,998 |
+87 |
| May06 |
050921 |
97.00 |
97.20 |
93.70 |
96.80 |
-1.40 |
301 |
3,682 |
+12 |
| Jul06 |
050921 |
99.25 |
99.25 |
96.00 |
98.80 |
-1.35 |
188 |
2,667 |
-5 |
| Sep06 |
050921 |
101.25 |
101.25 |
98.75 |
100.80 |
-1.25 |
75 |
1,070 |
-12 |
| Total Volume and Open Interest |
14,861 |
85,023 |
+96 |
| Orange Juice(NYBOT) |
| Nov05 |
050921 |
96.65 |
97.40 |
96.30 |
97.00 |
+0.60 |
2,579 |
17,306 |
-607 |
| Jan06 |
050921 |
98.50 |
99.30 |
98.50 |
99.30 |
+1.00 |
1,039 |
3,796 |
+419 |
| Mar06 |
050921 |
100.95 |
101.55 |
100.70 |
101.55 |
+1.00 |
303 |
2,110 |
+94 |
| May06 |
050921 |
103.45 |
103.45 |
103.45 |
103.45 |
+1.00 |
13 |
248 |
+13 |
| Jul06 |
050921 |
104.90 |
105.35 |
104.90 |
105.35 |
+1.00 |
0 |
102 |
+0 |
| Total Volume and Open Interest |
3,934 |
23,569 |
-81 |
| Sugar #11(NYBOT) |
| Oct05 |
050921 |
10.45 |
10.46 |
10.15 |
10.25 |
-0.24 |
14,564 |
62,426 |
-5,234 |
| Mar06 |
050921 |
10.68 |
10.69 |
10.31 |
10.49 |
-0.27 |
29,907 |
313,150 |
+7,143 |
| May06 |
050921 |
10.60 |
10.62 |
10.30 |
10.42 |
-0.25 |
6,646 |
47,471 |
-245 |
| Jul06 |
050921 |
10.42 |
10.44 |
10.14 |
10.24 |
-0.24 |
5,991 |
33,321 |
+2,513 |
| Oct06 |
050921 |
10.33 |
10.34 |
10.12 |
10.19 |
-0.18 |
511 |
15,870 |
+63 |
| Total Volume and Open Interest |
58,045 |
486,938 |
+4,757 |
| Sugar #14(NYBOT) |
| Sep05 |
050808 |
22.25 |
22.25 |
22.25 |
22.25 |
-0.10 |
889 |
385 |
-721 |
| Nov05 |
050921 |
21.35 |
21.35 |
21.31 |
21.31 |
-0.04 |
559 |
3,258 |
-570 |
| Jan06 |
050921 |
20.95 |
20.97 |
20.95 |
20.95 |
-0.05 |
55 |
2,327 |
+36 |
| Mar06 |
050921 |
20.95 |
20.95 |
20.95 |
20.95 |
unch |
62 |
2,022 |
+3 |
| May06 |
050921 |
20.90 |
20.95 |
20.90 |
20.95 |
+0.03 |
39 |
2,151 |
+0 |
| Total Volume and Open Interest |
900 |
12,604 |
-398 |
| London Cocoa(LCE) |
| Sep05 |
050915 |
824 |
825 |
800 |
800 |
-35 |
14,237 |
3,189 |
-14,060 |
| Dec05 |
050921 |
804 |
809 |
787 |
789 |
-16 |
5,831 |
78,720 |
-151 |
| Mar06 |
050921 |
826 |
830 |
810 |
811 |
-14 |
1,623 |
44,284 |
-79 |
| May06 |
050921 |
840 |
845 |
824 |
825 |
-14 |
570 |
11,517 |
-238 |
| Jul06 |
050921 |
851 |
859 |
839 |
839 |
-14 |
71 |
21,133 |
+7 |
| Sep06 |
050921 |
866 |
866 |
851 |
853 |
-14 |
71 |
12,678 |
+8 |
| Dec06 |
050921 |
875 |
875 |
867 |
867 |
-13 |
51 |
13,868 |
+50 |
| Total Volume and Open Interest |
8,221 |
184,625 |
-399 |
| London Coffee(LCE) |
| Sep05 |
050921 |
875.00 |
883.00 |
839.00 |
839.00 |
-20.00 |
11 |
190 |
-27 |
| Nov05 |
050921 |
898.00 |
904.00 |
856.00 |
857.00 |
-24.00 |
6,804 |
68,539 |
-860 |
| Jan06 |
050921 |
924.00 |
927.00 |
880.00 |
881.00 |
-24.00 |
2,624 |
57,291 |
+485 |
| Mar06 |
050921 |
937.00 |
945.00 |
899.00 |
899.00 |
-24.00 |
1,341 |
29,107 |
+49 |
| May06 |
050921 |
959.00 |
959.00 |
916.00 |
917.00 |
-24.00 |
521 |
8,327 |
+41 |
| Jul06 |
050921 |
979.00 |
980.00 |
935.00 |
935.00 |
-24.00 |
2 |
3,321 |
+0 |
| Total Volume and Open Interest |
11,318 |
168,485 |
-318 |
| London Sugar(LCE) |
| Oct05 |
050915 |
309.00 |
309.00 |
296.70 |
309.00 |
unch |
5,203 |
3,525 |
-3,336 |
| Dec05 |
050921 |
288.10 |
289.00 |
281.10 |
283.50 |
-6.60 |
3,336 |
24,955 |
-440 |
| Mar06 |
050921 |
292.10 |
292.90 |
285.50 |
287.00 |
-7.10 |
1,728 |
13,785 |
-55 |
| May06 |
050921 |
293.50 |
293.50 |
287.00 |
288.00 |
-7.10 |
899 |
4,034 |
+647 |
| Aug06 |
050921 |
294.00 |
294.00 |
288.50 |
289.50 |
-5.60 |
308 |
2,541 |
+10 |
| Total Volume and Open Interest |
6,277 |
50,472 |
+164 |
| Cotton(NYBOT) |
| Oct05 |
050921 |
49.70 |
50.30 |
49.60 |
50.00 |
+1.00 |
398 |
1,954 |
-181 |
| Dec05 |
050921 |
51.50 |
51.95 |
51.30 |
51.89 |
+1.32 |
8,344 |
76,366 |
+46 |
| Mar06 |
050921 |
52.70 |
53.20 |
52.65 |
53.16 |
+1.21 |
1,622 |
21,251 |
+261 |
| May06 |
050921 |
53.65 |
53.90 |
53.65 |
53.90 |
+0.95 |
60 |
1,995 |
-6 |
| Jul06 |
050921 |
54.80 |
54.80 |
54.70 |
54.70 |
+0.90 |
14 |
2,053 |
-7 |
| Oct06 |
050921 |
56.40 |
56.40 |
56.40 |
56.40 |
+0.90 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
10,439 |
104,347 |
+113 |
| Lumber(CME) |
| Nov05 |
050921 |
298.0 |
308.8 |
294.3 |
306.0 |
+7.1 |
577 |
3,186 |
-9 |
| Jan06 |
050921 |
309.4 |
320.5 |
306.0 |
317.8 |
+7.3 |
137 |
436 |
-5 |
| Mar06 |
050921 |
320.0 |
329.5 |
320.0 |
328.5 |
+6.7 |
37 |
138 |
+21 |
| May06 |
050921 |
330.0 |
335.0 |
329.8 |
334.0 |
+8.5 |
7 |
27 |
+1 |
| Total Volume and Open Interest |
758 |
3,791 |
+8 |
| Crude Oil(NYM) |
| Nov05 |
050921 |
68.00 |
68.10 |
66.60 |
66.80 |
+0.60 |
134,613 |
248,656 |
-32 |
| Dec05 |
050921 |
67.90 |
67.95 |
66.60 |
66.79 |
+0.40 |
49,801 |
135,819 |
+4,753 |
| Jan06 |
050921 |
68.00 |
68.10 |
67.00 |
67.00 |
+0.34 |
10,611 |
52,818 |
+373 |
| Feb06 |
050921 |
68.20 |
68.20 |
67.10 |
67.22 |
+0.31 |
2,632 |
24,332 |
-437 |
| Mar06 |
050921 |
68.00 |
68.20 |
67.35 |
67.41 |
+0.29 |
3,261 |
27,862 |
-513 |
| Apr06 |
050921 |
68.30 |
68.30 |
67.47 |
67.47 |
+0.28 |
701 |
14,165 |
+48 |
| May06 |
050921 |
67.40 |
67.43 |
67.40 |
67.43 |
+0.28 |
423 |
12,881 |
+127 |
| Jun06 |
050921 |
68.10 |
68.10 |
67.35 |
67.35 |
+0.28 |
2,317 |
40,785 |
+303 |
| Jul06 |
050921 |
67.23 |
67.23 |
67.23 |
67.23 |
+0.27 |
20 |
9,325 |
-5 |
| Aug06 |
050921 |
67.10 |
67.10 |
67.10 |
67.10 |
+0.26 |
25 |
7,033 |
+0 |
| Sep06 |
050921 |
66.96 |
66.96 |
66.96 |
66.96 |
+0.26 |
0 |
8,071 |
+0 |
| Oct06 |
050921 |
66.81 |
66.81 |
66.81 |
66.81 |
+0.25 |
2 |
5,501 |
+0 |
| Nov06 |
050921 |
66.65 |
66.65 |
66.65 |
66.65 |
+0.25 |
345 |
5,270 |
+69 |
| Dec06 |
050921 |
67.15 |
67.15 |
66.49 |
66.49 |
+0.25 |
7,429 |
52,466 |
+772 |
| Jan07 |
050921 |
66.22 |
66.22 |
66.22 |
66.22 |
+0.25 |
70 |
8,755 |
+45 |
| Feb07 |
050921 |
66.01 |
66.01 |
66.01 |
66.01 |
+0.25 |
0 |
3,127 |
+0 |
| Total Volume and Open Interest |
262,451 |
846,588 |
-17,714 |
| Heating Oil(NYM) |
| Oct05 |
050921 |
207.00 |
209.50 |
200.50 |
203.87 |
+2.74 |
20,923 |
24,777 |
-3,306 |
| Nov05 |
050921 |
209.85 |
211.50 |
204.00 |
206.15 |
+1.97 |
13,840 |
59,409 |
+497 |
| Dec05 |
050921 |
211.00 |
213.00 |
206.50 |
208.30 |
+1.52 |
4,513 |
24,822 |
+571 |
| Jan06 |
050921 |
214.50 |
214.50 |
209.00 |
210.30 |
+1.12 |
2,282 |
17,416 |
-903 |
| Feb06 |
050921 |
215.00 |
215.00 |
209.75 |
210.60 |
+0.77 |
1,700 |
13,004 |
-72 |
| Mar06 |
050921 |
210.25 |
210.50 |
208.40 |
208.40 |
+0.47 |
923 |
10,452 |
-200 |
| Apr06 |
050921 |
203.50 |
205.50 |
202.50 |
202.65 |
+0.12 |
357 |
5,789 |
+104 |
| May06 |
050921 |
197.75 |
197.75 |
197.75 |
197.75 |
-0.18 |
124 |
3,049 |
+5 |
| Jun06 |
050921 |
197.00 |
197.00 |
193.00 |
194.15 |
-0.28 |
252 |
5,670 |
+13 |
| Jul06 |
050921 |
193.80 |
193.80 |
193.80 |
193.80 |
-0.28 |
142 |
2,012 |
+4 |
| Aug06 |
050921 |
196.25 |
196.25 |
194.40 |
194.40 |
-0.38 |
93 |
506 |
+52 |
| Sep06 |
050921 |
196.50 |
196.50 |
195.65 |
195.65 |
-0.43 |
26 |
1,190 |
+6 |
| Total Volume and Open Interest |
45,453 |
171,899 |
-3,220 |
| Unleaded Gas(NYM) |
| Oct05 |
050921 |
213.00 |
214.50 |
203.50 |
205.31 |
+7.65 |
27,751 |
31,841 |
-1,926 |
| Nov05 |
050921 |
204.00 |
205.00 |
196.00 |
197.38 |
+4.62 |
15,247 |
53,674 |
+259 |
| Dec05 |
050921 |
194.00 |
197.00 |
189.00 |
190.23 |
+2.47 |
5,877 |
17,305 |
+15 |
| Jan06 |
050921 |
192.00 |
192.00 |
187.88 |
187.88 |
+1.77 |
1,173 |
12,182 |
-306 |
| Feb06 |
050921 |
189.00 |
189.00 |
186.88 |
186.88 |
+1.67 |
490 |
5,408 |
-99 |
| Mar06 |
050921 |
191.00 |
191.00 |
186.38 |
186.38 |
+1.37 |
266 |
4,770 |
-27 |
| Apr06 |
050921 |
195.58 |
195.58 |
195.58 |
195.58 |
+0.97 |
23 |
4,972 |
+7 |
| May06 |
050921 |
195.00 |
195.73 |
195.00 |
195.73 |
+0.87 |
310 |
2,934 |
+64 |
| Jun06 |
050921 |
194.93 |
194.93 |
194.93 |
194.93 |
+0.77 |
100 |
2,495 |
+95 |
| Jul06 |
050921 |
192.50 |
193.83 |
192.50 |
193.83 |
+0.67 |
288 |
1,352 |
+264 |
| Aug06 |
050921 |
192.03 |
192.03 |
192.03 |
192.03 |
+0.57 |
0 |
1,569 |
+0 |
| Sep06 |
050921 |
187.00 |
189.43 |
187.00 |
189.43 |
+0.47 |
0 |
154 |
+0 |
| Total Volume and Open Interest |
51,551 |
138,657 |
-1,653 |
| Natural Gas(NYM) |
| Oct05 |
050921 |
13.070 |
13.150 |
12.550 |
12.594 |
+0.102 |
34,526 |
61,057 |
-7,232 |
| Nov05 |
050921 |
13.480 |
13.600 |
12.950 |
12.998 |
-0.034 |
14,308 |
75,124 |
+946 |
| Dec05 |
050921 |
13.920 |
14.000 |
13.430 |
13.463 |
-0.069 |
6,223 |
43,270 |
-893 |
| Jan06 |
050921 |
14.200 |
14.250 |
13.750 |
13.768 |
-0.044 |
5,448 |
45,884 |
+648 |
| Feb06 |
050921 |
14.050 |
14.080 |
13.648 |
13.648 |
-0.024 |
4,840 |
25,411 |
+745 |
| Mar06 |
050921 |
13.650 |
13.650 |
13.218 |
13.218 |
-0.002 |
3,889 |
47,888 |
-98 |
| Apr06 |
050921 |
10.900 |
10.950 |
10.628 |
10.628 |
-0.042 |
2,338 |
28,866 |
-113 |
| May06 |
050921 |
10.400 |
10.400 |
10.168 |
10.168 |
-0.042 |
1,945 |
25,014 |
+345 |
| Jun06 |
050921 |
10.360 |
10.360 |
10.194 |
10.194 |
-0.042 |
354 |
9,475 |
+31 |
| Jul06 |
050921 |
10.530 |
10.530 |
10.237 |
10.237 |
-0.042 |
237 |
12,865 |
+99 |
| Aug06 |
050921 |
10.550 |
10.575 |
10.282 |
10.282 |
-0.042 |
917 |
14,278 |
-158 |
| Sep06 |
050921 |
10.450 |
10.450 |
10.258 |
10.258 |
-0.042 |
663 |
10,610 |
-275 |
| Oct06 |
050921 |
10.350 |
10.400 |
10.288 |
10.288 |
-0.042 |
874 |
21,444 |
-108 |
| Nov06 |
050921 |
10.780 |
10.850 |
10.713 |
10.713 |
-0.032 |
856 |
7,843 |
-217 |
| Dec06 |
050921 |
11.400 |
11.400 |
11.128 |
11.128 |
-0.022 |
1,091 |
10,580 |
+3 |
| Jan07 |
050921 |
11.500 |
11.600 |
11.433 |
11.433 |
-0.012 |
304 |
10,791 |
-128 |
| Total Volume and Open Interest |
82,945 |
562,344 |
-5,268 |
| Brent Crude Oil(ICE) |
| Nov05 |
050921 |
64.99 |
65.80 |
64.53 |
64.73 |
+0.53 |
78,192 |
75,759 |
-10,406 |
| Dec05 |
050921 |
65.45 |
66.37 |
65.18 |
65.30 |
+0.50 |
28,900 |
91,470 |
-1,814 |
| Jan06 |
050921 |
65.85 |
66.75 |
65.62 |
65.70 |
+0.45 |
5,273 |
25,892 |
-715 |
| Feb06 |
050921 |
66.33 |
66.96 |
65.92 |
66.00 |
+0.45 |
2,568 |
14,093 |
-202 |
| Mar06 |
050921 |
66.66 |
67.01 |
66.17 |
66.18 |
+0.40 |
1,018 |
8,419 |
-113 |
| Apr06 |
050921 |
66.80 |
67.05 |
66.24 |
66.27 |
+0.38 |
297 |
4,725 |
-53 |
| May06 |
050921 |
66.87 |
66.96 |
66.25 |
66.25 |
+0.41 |
238 |
5,717 |
+0 |
| Jun06 |
050921 |
66.59 |
66.93 |
66.15 |
66.15 |
+0.40 |
318 |
18,646 |
+175 |
| Jul06 |
050921 |
66.25 |
66.34 |
66.03 |
66.03 |
+0.39 |
0 |
1,969 |
+0 |
| Aug06 |
050921 |
65.91 |
65.91 |
65.91 |
65.91 |
+0.38 |
35 |
770 |
+0 |
| Sep06 |
050921 |
65.78 |
65.78 |
65.78 |
65.78 |
+0.36 |
35 |
2,543 |
-35 |
| Oct06 |
050921 |
65.64 |
65.64 |
65.64 |
65.64 |
+0.34 |
0 |
2,200 |
-75 |
| Nov06 |
050921 |
65.50 |
65.50 |
65.50 |
65.50 |
+0.32 |
0 |
122 |
+0 |
| Dec06 |
050921 |
65.62 |
66.15 |
65.35 |
65.35 |
+0.30 |
1,799 |
24,694 |
-299 |
| Total Volume and Open Interest |
118,998 |
310,323 |
-14,012 |
| Gas Oil(ICE) |
| Oct05 |
050921 |
620.00 |
628.00 |
612.75 |
623.75 |
+24.50 |
22,661 |
51,912 |
-323 |
| Nov05 |
050921 |
628.75 |
631.50 |
617.50 |
627.00 |
+21.50 |
15,508 |
45,011 |
+846 |
| Dec05 |
050921 |
627.75 |
634.25 |
620.25 |
629.50 |
+19.25 |
9,345 |
35,225 |
+403 |
| Jan06 |
050921 |
629.75 |
635.00 |
623.50 |
631.50 |
+18.50 |
4,712 |
17,603 |
-155 |
| Feb06 |
050921 |
626.50 |
632.75 |
625.50 |
630.00 |
+17.75 |
109 |
11,338 |
-60 |
| Mar06 |
050921 |
629.00 |
629.50 |
624.25 |
626.75 |
+16.75 |
207 |
9,727 |
+10 |
| Apr06 |
050921 |
622.50 |
622.75 |
622.50 |
622.75 |
+15.75 |
13 |
6,001 |
+0 |
| May06 |
050921 |
619.50 |
619.50 |
619.50 |
619.50 |
+15.75 |
200 |
1,326 |
+47 |
| Jun06 |
050921 |
613.00 |
620.00 |
613.00 |
616.75 |
+14.75 |
2,028 |
15,029 |
-277 |
| Jul06 |
050921 |
616.25 |
616.25 |
616.25 |
616.25 |
+14.50 |
0 |
643 |
+0 |
| Total Volume and Open Interest |
55,667 |
220,469 |
+411 |
| US Dollar Index(NYBOT) |
| Dec05 |
050921 |
88.44 |
88.51 |
87.65 |
87.89 |
-0.49 |
2,601 |
10,269 |
+823 |
| Mar06 |
050921 |
87.66 |
87.66 |
87.66 |
87.66 |
-0.49 |
0 |
2,017 |
+0 |
| Jun06 |
050921 |
87.44 |
87.44 |
87.44 |
87.44 |
-0.49 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
2,601 |
12,289 |
-4,799 |
| Australian Dollar(CME) |
| Dec05 |
050921 |
76.90 |
77.03 |
76.65 |
76.65 |
+0.16 |
5,980 |
78,602 |
+870 |
| Mar06 |
050921 |
76.58 |
76.58 |
76.40 |
76.40 |
+0.16 |
0 |
9 |
+0 |
| Jun06 |
050921 |
76.43 |
76.43 |
76.13 |
76.13 |
+0.16 |
0 |
14 |
+0 |
| Total Volume and Open Interest |
5,980 |
78,632 |
-27,157 |
| British Pound(CME) |
| Dec05 |
050921 |
180.90 |
181.02 |
180.58 |
180.63 |
+0.96 |
5,477 |
67,736 |
+135 |
| Mar06 |
050921 |
180.36 |
180.36 |
180.36 |
180.36 |
+0.98 |
3 |
48 |
+3 |
| Jun06 |
050921 |
180.90 |
180.90 |
180.31 |
180.31 |
+1.03 |
|
|
|
| Total Volume and Open Interest |
5,480 |
67,785 |
-27,553 |
| Canadian Dollar(CME) |
| Dec05 |
050921 |
85.94 |
86.10 |
85.49 |
85.67 |
-0.05 |
4,241 |
97,595 |
-303 |
| Mar06 |
050921 |
86.07 |
86.07 |
85.90 |
85.90 |
-0.05 |
18 |
1,259 |
+33 |
| Jun06 |
050921 |
86.43 |
86.44 |
86.13 |
86.13 |
-0.05 |
2 |
183 |
+0 |
| Sep06 |
050921 |
86.36 |
86.36 |
86.36 |
86.36 |
-0.05 |
0 |
31 |
+0 |
| Total Volume and Open Interest |
5,043 |
148,171 |
-612 |
| Japanese Yen(CME) |
| Dec05 |
050921 |
90.82 |
90.96 |
90.55 |
90.65 |
+0.42 |
6,786 |
127,325 |
+1,709 |
| Mar06 |
050921 |
91.53 |
91.53 |
91.53 |
91.53 |
+0.42 |
3 |
476 |
+2 |
| Jun06 |
050921 |
92.48 |
92.48 |
92.48 |
92.48 |
+0.42 |
0 |
48 |
+1 |
| Total Volume and Open Interest |
6,790 |
127,850 |
-48,893 |
| Swiss Franc(CME) |
| Dec05 |
050921 |
79.39 |
79.45 |
79.17 |
79.23 |
+0.50 |
5,831 |
57,064 |
+4,718 |
| Mar06 |
050921 |
79.86 |
79.86 |
79.86 |
79.86 |
+0.50 |
1 |
42 |
+2 |
| Jun06 |
050921 |
80.52 |
80.52 |
80.52 |
80.52 |
+0.50 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
5,877 |
57,198 |
-22,944 |
| EuroFX(CME) |
| Dec05 |
050921 |
122.82 |
122.91 |
122.45 |
122.58 |
+0.71 |
5,402 |
116,788 |
-11,313 |
| Mar06 |
050921 |
123.15 |
123.15 |
123.14 |
123.14 |
+0.72 |
7 |
1,480 |
+51 |
| Jun06 |
050921 |
123.80 |
123.80 |
123.80 |
123.80 |
+0.73 |
10 |
367 |
+2 |
| Total Volume and Open Interest |
5,419 |
118,666 |
-67,495 |
| Mexican Peso(CME) |
| Sep05 |
050919 |
9190.0 |
9200.0 |
9190.0 |
9200.0 |
-17.0 |
180 |
47,477 |
-203 |
| Dec05 |
050921 |
9137.0 |
9170.0 |
9120.0 |
9130.0 |
+20.0 |
6,228 |
73,552 |
+1,297 |
| Total Volume and Open Interest |
6,228 |
74,609 |
-45,745 |
| 30-Year T-Bonds(CBOT) |
| Sep05 |
050921 |
115~18 |
116~09 |
115~18 |
116~05 |
+0~22 |
7,509 |
12,573 |
-5,084 |
| Dec05 |
050921 |
115~01 |
115~30 |
114~30 |
115~23 |
+0~21 |
313,252 |
535,268 |
-21,276 |
| Mar06 |
050921 |
115~21 |
115~21 |
114~00 |
115~14 |
+0~21 |
108 |
1,344 |
-5 |
| Total Volume and Open Interest |
320,870 |
549,202 |
-26,366 |
| 10-Year T-Notes(CBOT) |
| Sep05 |
050921 |
111~120 |
111~255 |
111~120 |
111~220 |
+0~100 |
42,255 |
167,191 |
-48,341 |
| Dec05 |
050921 |
110~215 |
111~085 |
110~205 |
111~035 |
+0~125 |
730,489 |
1,544,740 |
-34,555 |
| Total Volume and Open Interest |
772,838 |
1,717,781 |
-82,807 |
| 5-Year T-Notes(CBOT) |
| Sep05 |
050921 |
107~285 |
107~315 |
107~285 |
107~315 |
+0~070 |
8,056 |
0 |
+0 |
| Dec05 |
050921 |
107~220 |
107~260 |
107~220 |
107~235 |
+0~050 |
510,874 |
0 |
+0 |
| Mar06 |
050921 |
107~190 |
107~190 |
107~190 |
107~190 |
+0~050 |
0 |
1,000 |
+0 |
| Total Volume and Open Interest |
518,930 |
1,000 |
+0 |
| 2 Year T-Notes(CBOT) |
| Sep05 |
050921 |
103~061 |
103~061 |
103~060 |
103~060 |
+0~007 |
526 |
30,322 |
-4,327 |
| Dec05 |
050921 |
103~044 |
103~048 |
103~044 |
103~045 |
+0~007 |
4,670 |
315,731 |
-17,363 |
| Total Volume and Open Interest |
5,196 |
346,053 |
-21,690 |
| Eurodollars(CME) |
| Dec05 |
050921 |
95.810 |
95.815 |
95.795 |
95.795 |
+0.020 |
67,312 |
1,151,920 |
+10,953 |
| Mar06 |
050921 |
95.720 |
95.735 |
95.715 |
95.715 |
+0.030 |
45,185 |
1,126,036 |
+2,258 |
| Jun06 |
050921 |
95.680 |
95.700 |
95.675 |
95.680 |
+0.035 |
31,143 |
999,915 |
+7,092 |
| Sep06 |
050921 |
95.625 |
95.700 |
95.615 |
95.665 |
+0.040 |
220,389 |
688,429 |
+13,628 |
| Dec06 |
050921 |
95.635 |
95.660 |
95.630 |
95.645 |
+0.045 |
24,471 |
655,513 |
+4,698 |
| Mar07 |
050921 |
95.640 |
95.670 |
95.635 |
95.655 |
+0.050 |
36,844 |
495,579 |
+8,237 |
| Jun07 |
050921 |
95.625 |
95.660 |
95.625 |
95.645 |
+0.055 |
33,672 |
390,819 |
+10,279 |
| Sep07 |
050921 |
95.605 |
95.645 |
95.605 |
95.630 |
+0.055 |
33,279 |
291,244 |
+10,655 |
| Dec07 |
050921 |
95.590 |
95.620 |
95.590 |
95.605 |
+0.060 |
8,150 |
240,621 |
+174 |
| Mar08 |
050921 |
95.580 |
95.615 |
95.580 |
95.600 |
+0.065 |
21,995 |
212,580 |
-1,669 |
| Jun08 |
050921 |
95.560 |
95.595 |
95.560 |
95.580 |
+0.065 |
13,418 |
202,688 |
+2,557 |
| Sep08 |
050921 |
95.525 |
95.565 |
95.525 |
95.555 |
+0.070 |
8,672 |
190,203 |
-457 |
| Dec08 |
050921 |
95.495 |
95.530 |
95.495 |
95.515 |
+0.070 |
4,595 |
134,126 |
-1,592 |
| Mar09 |
050921 |
95.480 |
95.515 |
95.480 |
95.500 |
+0.070 |
9,839 |
117,286 |
-2,348 |
| Jun09 |
050921 |
95.450 |
95.485 |
95.450 |
95.475 |
+0.075 |
6,139 |
110,912 |
+2,305 |
| Sep09 |
050921 |
95.420 |
95.455 |
95.420 |
95.445 |
+0.075 |
7,594 |
96,709 |
+3,036 |
| Dec09 |
050921 |
95.380 |
95.410 |
95.380 |
95.400 |
+0.080 |
2,924 |
71,213 |
+355 |
| Mar10 |
050921 |
95.360 |
95.390 |
95.360 |
95.380 |
+0.080 |
3,078 |
44,815 |
-323 |
| Total Volume and Open Interest |
410,685 |
7,460,909 |
+80,115 |
| 3-Mth Euro-Yen(CME) |
| Sep05 |
050916 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
6 |
5,604 |
+0 |
| Dec05 |
050921 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
610 |
6,294 |
-315 |
| Mar06 |
050921 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
68 |
8,189 |
+20 |
| Jun06 |
050921 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
405 |
7,448 |
+19 |
| Sep06 |
050921 |
99.67 |
99.67 |
99.67 |
99.67 |
unch |
104 |
3,910 |
+73 |
| Dec06 |
050921 |
99.60 |
99.60 |
99.60 |
99.60 |
+0.02 |
36 |
6,406 |
+76 |
| Mar07 |
050921 |
99.51 |
99.51 |
99.51 |
99.51 |
unch |
0 |
6,057 |
+0 |
| Jun07 |
050921 |
99.42 |
99.42 |
99.42 |
99.42 |
unch |
0 |
384 |
-67 |
| Sep07 |
050921 |
99.34 |
99.34 |
99.34 |
99.34 |
unch |
0 |
370 |
+0 |
| Dec07 |
050921 |
99.24 |
99.24 |
99.24 |
99.24 |
-0.01 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
1,223 |
39,395 |
-194 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
050921 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
2,367 |
82,829 |
-897 |
| Mar06 |
050921 |
99.83 |
99.83 |
99.83 |
99.83 |
unch |
1,686 |
56,735 |
+518 |
| Jun06 |
050921 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
2,494 |
53,894 |
-85 |
| Sep06 |
050921 |
99.67 |
99.67 |
99.66 |
99.67 |
unch |
3,264 |
34,957 |
+2,003 |
| Dec06 |
050921 |
99.59 |
99.59 |
99.58 |
99.58 |
-0.01 |
367 |
65,313 |
+302 |
| Mar07 |
050921 |
99.50 |
99.50 |
99.49 |
99.50 |
unch |
138 |
27,594 |
+74 |
| Jun07 |
050921 |
99.41 |
99.42 |
99.41 |
99.42 |
unch |
230 |
14,994 |
+222 |
| Sep07 |
050921 |
99.32 |
99.32 |
99.32 |
99.32 |
unch |
0 |
1,114 |
+0 |
| Total Volume and Open Interest |
10,566 |
391,836 |
+2,157 |
| German Euro-Bund(EUREX) |
| Dec05 |
050921 |
123.43 |
123.85 |
123.40 |
123.82 |
+0.54 |
817,882 |
1,358,604 |
+118,872 |
| Mar06 |
050921 |
123.70 |
124.19 |
123.70 |
124.19 |
+0.56 |
841 |
1,871 |
+259 |
| Jun06 |
050921 |
123.32 |
123.32 |
123.32 |
123.32 |
+0.54 |
15 |
0 |
+0 |
| Total Volume and Open Interest |
818,738 |
1,360,475 |
+119,131 |
| German Euro-Bobl(EUREX) |
| Dec05 |
050921 |
114.72 |
114.94 |
114.68 |
114.92 |
+0.27 |
417,128 |
814,364 |
+19,997 |
| Mar06 |
050921 |
115.28 |
115.28 |
115.28 |
115.28 |
+0.29 |
1 |
770 |
+0 |
| Jun06 |
050921 |
114.62 |
114.62 |
114.62 |
114.62 |
+0.27 |
973 |
0 |
+0 |
| Total Volume and Open Interest |
418,102 |
815,134 |
+19,997 |
| Long Gilt(LIFFE) |
| Sep05 |
050921 |
113~26 |
114~05 |
113~26 |
114~02 |
+0~16 |
210 |
11,703 |
-110 |
| Dec05 |
050921 |
113~17 |
113~30 |
113~16 |
113~26 |
+0~17 |
51,359 |
211,987 |
+4,604 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Sep05 |
050921 |
95.41 |
95.41 |
95.40 |
95.40 |
unch |
4,451 |
209,285 |
-1,546 |
| Dec05 |
050921 |
95.51 |
95.53 |
95.50 |
95.52 |
+0.01 |
23,754 |
320,013 |
-1,254 |
| Mar06 |
050921 |
95.61 |
95.67 |
95.60 |
95.65 |
+0.04 |
47,282 |
341,729 |
-6,040 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Dec05 |
050921 |
97.840 |
97.845 |
97.835 |
97.845 |
+0.005 |
98,956 |
609,050 |
-7,938 |
| Mar06 |
050921 |
97.810 |
97.840 |
97.805 |
97.830 |
+0.020 |
102,505 |
613,187 |
-7,732 |
| Jun06 |
050921 |
97.735 |
97.790 |
97.735 |
97.775 |
+0.035 |
87,282 |
420,423 |
-3,180 |
| Total Volume and Open Interest |
479,901 |
2,793,930 |
-420,097 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
050921 |
94.38 |
94.39 |
94.37 |
94.39 |
unch |
9,449 |
165,047 |
-3,025 |
| Mar06 |
050921 |
94.36 |
94.39 |
94.35 |
94.39 |
unch |
20,193 |
164,531 |
+5,882 |
| Jun06 |
050921 |
94.41 |
94.44 |
94.40 |
94.44 |
unch |
6,055 |
81,922 |
-1,288 |
| Sep06 |
050921 |
94.42 |
94.46 |
94.41 |
94.46 |
+0.01 |
409 |
30,423 |
-1,650 |
| Dec06 |
050921 |
94.44 |
94.46 |
94.44 |
94.46 |
+0.01 |
366 |
24,252 |
-510 |
| Mar07 |
050921 |
94.40 |
94.44 |
94.40 |
94.44 |
+0.01 |
101 |
19,629 |
-13 |
| Jun07 |
050921 |
94.41 |
94.42 |
94.40 |
94.42 |
+0.01 |
2 |
28,790 |
-2 |
| Sep07 |
050921 |
94.41 |
94.42 |
94.40 |
94.41 |
+0.01 |
300 |
5,084 |
+200 |
| Dec07 |
050921 |
94.41 |
94.42 |
94.40 |
94.42 |
+0.02 |
20 |
3,494 |
+20 |
| Mar08 |
050921 |
94.41 |
94.41 |
94.41 |
94.41 |
+0.02 |
40 |
1,322 |
+40 |
| Total Volume and Open Interest |
36,935 |
526,193 |
-346 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
050921 |
94.73 |
94.79 |
94.72 |
94.78 |
+0.03 |
29,638 |
283,648 |
+8,378 |
| Mar06 |
050921 |
94.81 |
94.81 |
94.81 |
94.81 |
+0.02 |
|
|
|
| Total Volume and Open Interest |
29,638 |
283,648 |
+8,378 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
050921 |
94.80 |
94.86 |
94.79 |
94.85 |
+0.01 |
44,203 |
346,749 |
-28,478 |
| Mar06 |
050921 |
94.87 |
94.87 |
94.87 |
94.87 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
44,203 |
346,749 |
-28,478 |
| Gold(CMX) |
| Oct05 |
050921 |
466.7 |
470.0 |
466.4 |
469.4 |
+2.6 |
2,027 |
22,348 |
-178 |
| Dec05 |
050921 |
470.2 |
473.6 |
469.8 |
472.6 |
+2.6 |
61,596 |
288,720 |
+2,554 |
| Feb06 |
050921 |
474.5 |
477.0 |
473.5 |
476.0 |
+2.6 |
2,938 |
11,623 |
+1,719 |
| Apr06 |
050921 |
479.0 |
479.4 |
478.9 |
479.4 |
+2.6 |
388 |
5,691 |
+47 |
| Jun06 |
050921 |
481.0 |
483.5 |
481.0 |
482.8 |
+2.6 |
211 |
10,518 |
+86 |
| Aug06 |
050921 |
486.8 |
486.8 |
486.3 |
486.3 |
+2.6 |
66 |
1,477 |
+9 |
| Oct06 |
050921 |
489.8 |
489.8 |
489.8 |
489.8 |
+2.6 |
9 |
2,146 |
+8 |
| Dec06 |
050921 |
491.2 |
493.2 |
491.2 |
493.2 |
+2.6 |
173 |
5,720 |
-31 |
| Feb07 |
050921 |
496.7 |
496.7 |
496.7 |
496.7 |
+2.6 |
4 |
4,575 |
-1 |
| Apr07 |
050921 |
500.1 |
500.1 |
500.1 |
500.1 |
+2.5 |
0 |
100 |
+0 |
| Jun07 |
050921 |
503.6 |
503.6 |
503.6 |
503.6 |
+2.5 |
0 |
4,203 |
+0 |
| Total Volume and Open Interest |
67,428 |
363,315 |
+4,224 |
| Silver(CMX) |
| Sep05 |
050921 |
735.0 |
735.5 |
735.0 |
735.5 |
+4.0 |
3 |
319 |
-111 |
| Dec05 |
050921 |
738.5 |
745.0 |
735.0 |
741.5 |
+4.0 |
23,508 |
90,145 |
+359 |
| Mar06 |
050921 |
743.5 |
747.5 |
743.0 |
746.9 |
+4.2 |
696 |
6,455 |
+236 |
| May06 |
050921 |
748.9 |
748.9 |
748.9 |
748.9 |
+4.1 |
5 |
1,382 |
-4 |
| Jul06 |
050921 |
750.0 |
750.8 |
750.0 |
750.8 |
+4.0 |
62 |
6,981 |
+36 |
| Sep06 |
050921 |
752.2 |
752.2 |
752.2 |
752.2 |
+4.0 |
100 |
1,894 |
+0 |
| Dec06 |
050921 |
749.0 |
754.0 |
747.0 |
754.0 |
+4.0 |
17 |
7,710 |
-3 |
| Total Volume and Open Interest |
24,407 |
117,718 |
+522 |
| Platinum(NYM) |
| Oct05 |
050921 |
931.0 |
936.5 |
930.5 |
936.3 |
+2.5 |
1,206 |
11,396 |
+175 |
| Jan06 |
050921 |
929.8 |
935.8 |
929.0 |
935.0 |
+2.2 |
246 |
1,943 |
+79 |
| Apr06 |
050921 |
932.5 |
932.5 |
932.5 |
932.5 |
+2.2 |
0 |
141 |
-1 |
| Total Volume and Open Interest |
1,452 |
13,480 |
+253 |
| Palladium(NYME) |
| Sep05 |
050921 |
201.65 |
201.65 |
201.65 |
201.65 |
+1.30 |
0 |
131 |
-59 |
| Dec05 |
050921 |
202.00 |
203.50 |
198.50 |
203.15 |
+0.60 |
2,551 |
13,104 |
-189 |
| Mar06 |
050921 |
206.00 |
206.00 |
205.15 |
205.15 |
+0.60 |
134 |
132 |
+95 |
| Total Volume and Open Interest |
2,685 |
13,368 |
-153 |
| Copper(CMX) |
| Sep05 |
050921 |
177.30 |
179.90 |
176.50 |
179.65 |
+4.70 |
417 |
4,411 |
-163 |
| Dec05 |
050921 |
169.00 |
170.90 |
168.00 |
170.65 |
+4.05 |
14,258 |
73,640 |
+745 |
| Mar06 |
050921 |
161.70 |
163.60 |
161.10 |
163.45 |
+3.65 |
1,077 |
8,104 |
+9 |
| May06 |
050921 |
158.25 |
158.25 |
158.25 |
158.25 |
+3.15 |
98 |
1,827 |
-199 |
| Jul06 |
050921 |
153.45 |
153.45 |
153.45 |
153.45 |
+2.85 |
81 |
1,378 |
+71 |
| Total Volume and Open Interest |
16,230 |
100,852 |
+432 |
| Aluminum(CMX) |
| Sep05 |
050921 |
86.05 |
86.05 |
86.05 |
86.05 |
+1.95 |
0 |
6 |
+0 |
| Oct05 |
050921 |
86.50 |
86.50 |
86.50 |
86.50 |
+1.95 |
0 |
980 |
+0 |
| Nov05 |
050921 |
86.85 |
86.85 |
86.85 |
86.85 |
+1.95 |
0 |
596 |
+0 |
| Dec05 |
050921 |
87.35 |
87.35 |
87.35 |
87.35 |
+1.95 |
0 |
1,678 |
+0 |
| Jan06 |
050921 |
87.20 |
87.20 |
87.20 |
87.20 |
+1.80 |
0 |
70 |
+0 |
| Feb06 |
050921 |
87.05 |
87.05 |
87.05 |
87.05 |
+1.65 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
0 |
3,665 |
+0 |
| DJIA Index(CBOT) |
| Sep05 |
050915 |
10565 |
10580 |
10525 |
10555 |
+3 |
5,276 |
17,984 |
-4,641 |
| Dec05 |
050921 |
10498 |
10508 |
10405 |
10419 |
-104 |
5,198 |
33,601 |
+88 |
| Mar06 |
050921 |
10486 |
10486 |
10462 |
10462 |
-104 |
0 |
12 |
+0 |
| Total Volume and Open Interest |
5,198 |
33,613 |
+88 |
| S & P 500(CME) |
| Dec05 |
050921 |
1224.50 |
1225.00 |
1214.50 |
1215.90 |
-11.70 |
28,283 |
625,578 |
-2,827 |
| Mar06 |
050921 |
1225.50 |
1225.50 |
1222.60 |
1222.60 |
-11.80 |
28 |
5,197 |
-1 |
| Jun06 |
050921 |
1230.00 |
1230.00 |
1230.00 |
1230.00 |
-12.10 |
1 |
765 |
+0 |
| Sep06 |
050921 |
1237.50 |
1237.50 |
1237.50 |
1237.50 |
-12.10 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
28,312 |
631,616 |
-2,828 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
050921 |
1227.50 |
1229.50 |
1214.25 |
1216.00 |
-11.50 |
898,982 |
902,372 |
-4,353 |
| Mar06 |
050921 |
1233.75 |
1233.75 |
1221.25 |
1222.50 |
-12.00 |
181 |
107 |
+13 |
| Total Volume and Open Interest |
899,163 |
902,479 |
-4,340 |
| NASDAQ 100(CME) |
| Dec05 |
050921 |
1588.00 |
1589.00 |
1573.00 |
1574.50 |
-17.50 |
10,237 |
51,721 |
-5 |
| Mar06 |
050921 |
1587.50 |
1587.50 |
1587.50 |
1587.50 |
-17.50 |
0 |
7 |
+0 |
| Jun06 |
050921 |
1600.50 |
1600.50 |
1600.50 |
1600.50 |
-17.50 |
|
|
|
| Total Volume and Open Interest |
10,237 |
51,728 |
-5 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
050921 |
1590.50 |
1595.00 |
1573.00 |
1574.50 |
-17.50 |
338,654 |
230,651 |
-4,521 |
| Mar06 |
050921 |
1595.00 |
1595.00 |
1587.50 |
1587.50 |
-17.50 |
9 |
71 |
+0 |
| Total Volume and Open Interest |
338,663 |
230,722 |
-4,521 |
| S & P Midcap 400(CME) |
| Dec05 |
050921 |
707.25 |
707.25 |
699.00 |
699.20 |
-9.60 |
199 |
12,444 |
+36 |
| Mar06 |
050921 |
703.20 |
703.20 |
703.20 |
703.20 |
-8.35 |
|
|
|
| Jun06 |
050921 |
706.20 |
706.20 |
706.20 |
706.20 |
-8.35 |
|
|
|
| Total Volume and Open Interest |
137 |
12,501 |
+57 |
| Russell 2000(CME) |
| Dec05 |
050921 |
660.70 |
661.20 |
651.50 |
651.70 |
-10.80 |
906 |
31,176 |
+64 |
| Mar06 |
050921 |
656.20 |
656.20 |
656.20 |
656.20 |
-10.80 |
|
|
|
| Jun06 |
050921 |
658.20 |
658.20 |
658.20 |
658.20 |
-9.80 |
|
|
|
| Total Volume and Open Interest |
906 |
31,176 |
+64 |
| Russell 2000 E-Mini(Globex) |
| Sep05 |
050916 |
665.00 |
669.55 |
664.90 |
669.55 |
+4.95 |
21,391 |
87,294 |
-21,553 |
| Dec05 |
050921 |
662.20 |
662.90 |
651.40 |
651.70 |
-10.80 |
96,404 |
213,536 |
+4,195 |
| Mar06 |
050921 |
661.90 |
661.90 |
656.20 |
656.20 |
-10.80 |
0 |
25 |
+0 |
| Total Volume and Open Interest |
96,404 |
213,561 |
+4,195 |
| Value Line(KCBT) |
| Dec05 |
050921 |
1857.00 |
1857.00 |
1843.50 |
1843.50 |
-25.50 |
34 |
89 |
-15 |
| Total Volume and Open Interest |
34 |
89 |
-15 |
| Nikkei 225(CME) |
| Dec05 |
050921 |
13105 |
13200 |
13075 |
13155 |
+25 |
42,693 |
217,110 |
-3,044 |
| Mar06 |
050921 |
13130 |
13180 |
13075 |
13145 |
+50 |
1 |
13 |
+0 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
050921 |
13105 |
13200 |
13075 |
13155 |
+25 |
42,693 |
217,110 |
-3,044 |
| Mar06 |
050921 |
13130 |
13180 |
13075 |
13145 |
+50 |
1 |
13 |
+0 |
| Jun06 |
050921 |
13085 |
13085 |
13085 |
13085 |
+50 |
|
|
|
| Total Volume and Open Interest |
42,733 |
217,596 |
-3,014 |
| CAC 40(MATIF) |
| Sep05 |
050916 |
4477.5 |
4525.5 |
4475.0 |
4518.5 |
+42.0 |
289,810 |
543,545 |
-9,249 |
| Oct05 |
050921 |
4499.5 |
4523.0 |
4462.0 |
4476.5 |
-63.5 |
63,086 |
355,738 |
+10,361 |
| Nov05 |
050921 |
4511.0 |
4528.0 |
4483.0 |
4483.0 |
-63.5 |
124 |
859 |
+16 |
| Total Volume and Open Interest |
67,247 |
448,247 |
+11,344 |
| Hang Seng Index(HKFE) |
| Sep05 |
050921 |
15195 |
15261 |
15142 |
15200 |
-35 |
37,951 |
107,968 |
+1,438 |
| Oct05 |
050921 |
15220 |
15292 |
15180 |
15215 |
-55 |
1,746 |
1,494 |
+225 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Dec05 |
050921 |
4950.0 |
4957.0 |
4873.5 |
4880.5 |
-93.5 |
108,104 |
177,066 |
-5,275 |
| Mar06 |
050921 |
4971.0 |
4983.0 |
4903.0 |
4907.0 |
-94.0 |
3,251 |
8,759 |
+3,028 |
| Jun06 |
050921 |
4985.0 |
4985.0 |
4933.5 |
4933.5 |
-95.0 |
1 |
1 |
+1 |
| Total Volume and Open Interest |
111,356 |
185,826 |
-2,246 |
| FT-SE 100(LIFFE) |
| Dec05 |
050921 |
5423.00 |
5440.00 |
5386.00 |
5399.00 |
-47.00 |
57,870 |
426,422 |
+1,921 |
| Mar06 |
050921 |
5418.50 |
5418.50 |
5396.50 |
5406.50 |
-47.50 |
7 |
5,315 |
+2 |
| Jun06 |
050921 |
5413.50 |
5413.50 |
5413.50 |
5413.50 |
-48.00 |
0 |
13,778 |
+0 |
| Total Volume and Open Interest |
57,877 |
445,515 |
+1,923 |
| SPI 200(SFE) |
| Sep05 |
050916 |
4499.6 |
4499.6 |
4499.6 |
4499.6 |
-0.4 |
5,494 |
76,211 |
-54,183 |
| Dec05 |
050921 |
4575.0 |
4590.0 |
4561.0 |
4566.0 |
-26.0 |
15,281 |
192,340 |
+2,401 |
| Mar06 |
050921 |
4572.0 |
4572.0 |
4567.0 |
4567.0 |
-26.0 |
52 |
3,700 |
-41 |
| Total Volume and Open Interest |
15,671 |
200,013 |
+2,561 |
| GSCI(CME) |
| Oct05 |
050921 |
469.50 |
469.60 |
460.20 |
462.25 |
+5.25 |
108 |
17,513 |
-2 |
| Nov05 |
050921 |
462.95 |
462.95 |
462.95 |
462.95 |
+2.95 |
|
|
|
| Dec05 |
050921 |
466.95 |
466.95 |
466.95 |
466.95 |
+3.45 |
2 |
1 |
+1 |
| Total Volume and Open Interest |
110 |
17,514 |
-1 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
050921 |
325.50 |
326.00 |
325.20 |
326.00 |
+2.25 |
24 |
384 |
+0 |
| Jan06 |
050921 |
326.00 |
326.20 |
325.25 |
325.50 |
+2.25 |
0 |
414 |
+0 |
| Feb06 |
050921 |
324.00 |
324.00 |
324.00 |
324.00 |
+2.25 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
24 |
1,008 |
+0 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|