|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Thu September 29, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov05 |
050929 |
563.50 |
567.50 |
558.00 |
560.50 |
-2.25 |
31,198 |
161,288 |
-2,318 |
| Jan06 |
050929 |
572.50 |
576.50 |
567.50 |
570.25 |
-2.00 |
3,706 |
33,876 |
+1,245 |
| Mar06 |
050929 |
581.50 |
584.50 |
575.75 |
578.25 |
-2.00 |
2,307 |
20,262 |
+436 |
| May06 |
050929 |
587.00 |
590.50 |
581.25 |
583.50 |
-2.25 |
1,156 |
16,800 |
+306 |
| Jul06 |
050929 |
592.50 |
594.50 |
585.50 |
588.50 |
-2.00 |
700 |
12,131 |
-88 |
| Aug06 |
050929 |
592.50 |
594.50 |
584.00 |
584.50 |
-2.50 |
11 |
414 |
+1 |
| Sep06 |
050929 |
589.00 |
589.00 |
586.00 |
586.00 |
-1.00 |
1 |
124 |
+1 |
| Total Volume and Open Interest |
39,585 |
252,895 |
-394 |
| Soybean Meal(CBOT) |
| Oct05 |
050929 |
170.20 |
170.20 |
166.20 |
167.10 |
-2.40 |
8,799 |
9,386 |
-2,440 |
| Dec05 |
050929 |
171.80 |
172.00 |
168.80 |
170.20 |
-1.70 |
14,519 |
63,678 |
+1,218 |
| Jan06 |
050929 |
173.30 |
173.30 |
170.70 |
171.80 |
-1.70 |
987 |
12,120 |
+56 |
| Mar06 |
050929 |
175.40 |
175.80 |
173.20 |
174.40 |
-1.20 |
3,461 |
11,838 |
+865 |
| May06 |
050929 |
176.80 |
177.00 |
174.90 |
175.50 |
-1.40 |
2,046 |
13,516 |
+684 |
| Jul06 |
050929 |
179.00 |
179.50 |
177.20 |
178.10 |
-1.00 |
655 |
9,196 |
+88 |
| Aug06 |
050929 |
180.50 |
180.50 |
178.30 |
178.80 |
-0.20 |
145 |
2,426 |
+49 |
| Sep06 |
050929 |
181.30 |
181.30 |
179.10 |
179.50 |
-0.30 |
116 |
2,280 |
+74 |
| Total Volume and Open Interest |
31,283 |
127,556 |
+828 |
| Soybean Oil(CBOT) |
| Oct05 |
050929 |
22.58 |
23.00 |
22.42 |
22.55 |
+0.13 |
7,076 |
8,728 |
-1,462 |
| Dec05 |
050929 |
22.84 |
23.26 |
22.68 |
22.86 |
+0.18 |
18,315 |
86,718 |
-42 |
| Jan06 |
050929 |
23.13 |
23.44 |
22.88 |
23.06 |
+0.18 |
4,724 |
11,695 |
+1,139 |
| Mar06 |
050929 |
23.33 |
23.60 |
23.14 |
23.25 |
+0.15 |
2,192 |
9,547 |
+713 |
| May06 |
050929 |
23.47 |
23.77 |
23.23 |
23.41 |
+0.16 |
1,983 |
10,243 |
-57 |
| Jul06 |
050929 |
23.55 |
23.90 |
23.35 |
23.50 |
+0.10 |
595 |
8,783 |
-8 |
| Aug06 |
050929 |
23.60 |
23.85 |
23.40 |
23.51 |
+0.11 |
110 |
988 |
-107 |
| Sep06 |
050929 |
23.83 |
23.83 |
23.54 |
23.54 |
+0.09 |
22 |
1,129 |
+5 |
| Total Volume and Open Interest |
35,229 |
142,322 |
+261 |
| Canola(WCE) |
| Nov05 |
050929 |
254.8 |
256.5 |
252.7 |
253.9 |
+1.2 |
7,777 |
32,161 |
-1,302 |
| Jan06 |
050929 |
264.5 |
265.5 |
261.8 |
262.6 |
+0.8 |
1,308 |
25,912 |
-526 |
| Mar06 |
050929 |
271.0 |
271.8 |
269.1 |
269.7 |
+1.8 |
189 |
3,095 |
+45 |
| May06 |
050929 |
277.1 |
277.1 |
275.3 |
276.7 |
+0.6 |
35 |
1,482 |
-3 |
| Jul06 |
050929 |
282.0 |
282.0 |
279.8 |
281.9 |
-0.3 |
39 |
723 |
+28 |
| Total Volume and Open Interest |
9,566 |
67,289 |
-1,547 |
| Corn(CBOT) |
| Dec05 |
050929 |
204.25 |
204.75 |
202.50 |
203.50 |
+0.25 |
39,220 |
468,356 |
+2,670 |
| Mar06 |
050929 |
216.50 |
217.50 |
215.50 |
216.50 |
+0.50 |
11,316 |
137,542 |
+3,650 |
| May06 |
050929 |
224.00 |
225.00 |
223.00 |
224.00 |
+0.50 |
2,336 |
30,347 |
+344 |
| Jul06 |
050929 |
230.50 |
231.75 |
229.75 |
230.75 |
+1.00 |
2,130 |
43,120 |
+319 |
| Sep06 |
050929 |
237.50 |
238.25 |
236.75 |
237.25 |
+0.50 |
269 |
6,838 |
+186 |
| Dec06 |
050929 |
246.00 |
247.25 |
245.50 |
246.00 |
+0.50 |
1,196 |
35,174 |
+385 |
| Total Volume and Open Interest |
56,625 |
727,896 |
+7,675 |
| Wheat(CBOT) |
| Dec05 |
050929 |
331.00 |
335.50 |
330.25 |
333.50 |
+4.75 |
16,102 |
214,155 |
+314 |
| Mar06 |
050929 |
344.50 |
348.50 |
343.50 |
347.25 |
+4.00 |
3,985 |
39,939 |
+673 |
| May06 |
050929 |
351.00 |
354.50 |
351.00 |
354.00 |
+4.50 |
191 |
2,037 |
+133 |
| Jul06 |
050929 |
357.50 |
361.00 |
357.50 |
359.75 |
+3.75 |
2,357 |
25,000 |
+530 |
| Sep06 |
050929 |
366.00 |
367.00 |
364.50 |
366.00 |
+4.00 |
30 |
704 |
+17 |
| Total Volume and Open Interest |
22,795 |
283,611 |
+1,724 |
| Wheat(KCBT) |
| Dec05 |
050929 |
368.00 |
373.00 |
367.75 |
370.25 |
+2.25 |
9,502 |
60,835 |
-741 |
| Mar06 |
050929 |
369.50 |
372.50 |
369.00 |
371.25 |
+3.25 |
4,450 |
24,283 |
+924 |
| May06 |
050929 |
371.00 |
371.00 |
368.00 |
369.00 |
+3.00 |
116 |
2,155 |
+40 |
| Jul06 |
050929 |
364.00 |
367.50 |
364.00 |
364.75 |
+1.25 |
2,341 |
13,886 |
+210 |
| Sep06 |
050929 |
368.75 |
368.75 |
368.00 |
368.00 |
+3.00 |
15 |
373 |
+10 |
| Total Volume and Open Interest |
16,435 |
101,699 |
+443 |
| Wheat(MGE) |
| Dec05 |
050929 |
374.00 |
379.00 |
371.75 |
374.25 |
+1.50 |
3,221 |
18,047 |
+0 |
| Mar06 |
050929 |
373.00 |
378.00 |
372.75 |
374.25 |
+2.00 |
839 |
9,200 |
+79 |
| May06 |
050929 |
377.50 |
378.00 |
375.00 |
375.00 |
+4.00 |
232 |
1,521 |
-11 |
| Jul06 |
050929 |
376.00 |
376.00 |
372.00 |
374.00 |
+1.00 |
640 |
1,145 |
+310 |
| Sep06 |
050929 |
372.00 |
373.00 |
372.00 |
372.00 |
+2.00 |
2 |
143 |
+0 |
| Total Volume and Open Interest |
4,229 |
29,759 |
+0 |
| Oats(CBOT) |
| Dec05 |
050929 |
155.50 |
156.00 |
154.50 |
156.00 |
+1.25 |
848 |
5,597 |
+70 |
| Mar06 |
050929 |
162.50 |
163.00 |
161.25 |
163.00 |
+1.25 |
23 |
331 |
+15 |
| May06 |
050929 |
166.75 |
166.75 |
166.75 |
166.75 |
unch |
0 |
42 |
+0 |
| Jul06 |
050929 |
171.00 |
171.00 |
171.00 |
171.00 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
871 |
5,973 |
+85 |
| Rough Rice(CBOT) |
| Nov05 |
050929 |
7.34 |
7.36 |
7.25 |
7.34 |
+0.03 |
973 |
4,885 |
+65 |
| Jan06 |
050929 |
7.56 |
7.57 |
7.47 |
7.56 |
+0.03 |
293 |
1,009 |
+47 |
| Mar06 |
050929 |
7.74 |
7.78 |
7.69 |
7.78 |
+0.05 |
65 |
596 |
+11 |
| May06 |
050929 |
7.98 |
7.98 |
7.98 |
7.98 |
+0.05 |
0 |
39 |
+0 |
| Total Volume and Open Interest |
1,331 |
6,530 |
+123 |
| Live Cattle(CME) |
| Oct05 |
050929 |
87.350 |
88.450 |
87.300 |
88.425 |
+1.300 |
10,640 |
24,130 |
-1,831 |
| Dec05 |
050929 |
88.900 |
90.100 |
88.800 |
90.050 |
+1.325 |
15,510 |
88,730 |
+2,618 |
| Feb06 |
050929 |
90.500 |
91.600 |
90.500 |
91.525 |
+0.975 |
4,409 |
28,691 |
+351 |
| Apr06 |
050929 |
88.250 |
88.950 |
88.100 |
88.900 |
+0.775 |
991 |
8,851 |
+352 |
| Jun06 |
050929 |
83.500 |
84.200 |
83.450 |
84.175 |
+0.675 |
436 |
4,044 |
+145 |
| Aug06 |
050929 |
82.900 |
83.700 |
82.900 |
83.675 |
+0.775 |
129 |
1,866 |
+9 |
| Total Volume and Open Interest |
32,136 |
156,370 |
+1,646 |
| Feeder Cattle(CME) |
| Sep05 |
050929 |
116.050 |
116.075 |
115.925 |
116.050 |
-0.075 |
397 |
2,267 |
-146 |
| Oct05 |
050929 |
114.500 |
115.225 |
114.225 |
115.175 |
+0.725 |
1,818 |
10,375 |
-460 |
| Nov05 |
050929 |
113.750 |
114.750 |
113.500 |
114.675 |
+0.900 |
2,142 |
12,151 |
+471 |
| Jan06 |
050929 |
110.600 |
111.900 |
110.600 |
111.875 |
+0.975 |
773 |
4,611 |
+241 |
| Mar06 |
050929 |
106.000 |
107.000 |
105.800 |
106.975 |
+0.875 |
50 |
506 |
+19 |
| Apr06 |
050929 |
104.400 |
105.250 |
104.400 |
105.225 |
+0.775 |
28 |
350 |
+3 |
| May06 |
050929 |
104.750 |
105.100 |
104.600 |
105.050 |
+0.900 |
29 |
205 |
+10 |
| Total Volume and Open Interest |
5,249 |
30,499 |
+149 |
| Lean Hogs(CME) |
| Oct05 |
050929 |
66.000 |
66.900 |
65.950 |
66.800 |
+0.850 |
5,440 |
18,233 |
-202 |
| Dec05 |
050929 |
63.150 |
63.625 |
63.100 |
63.400 |
+0.300 |
8,532 |
64,063 |
+1,109 |
| Feb06 |
050929 |
64.950 |
65.300 |
64.900 |
65.050 |
-0.100 |
2,317 |
20,019 |
+711 |
| Apr06 |
050929 |
64.200 |
64.500 |
64.150 |
64.475 |
-0.075 |
542 |
6,346 |
+275 |
| May06 |
050929 |
64.500 |
64.700 |
64.450 |
64.550 |
-0.025 |
83 |
1,376 |
+30 |
| Jun06 |
050929 |
67.150 |
67.400 |
66.800 |
67.350 |
+0.025 |
219 |
2,017 |
+77 |
| Jul06 |
050929 |
64.250 |
64.250 |
63.800 |
63.825 |
-0.275 |
95 |
844 |
+52 |
| Aug06 |
050929 |
60.550 |
60.550 |
60.100 |
60.150 |
-0.550 |
24 |
454 |
+3 |
| Total Volume and Open Interest |
17,256 |
113,562 |
+2,058 |
| Pork Bellies(CME) |
| Feb06 |
050929 |
89.800 |
91.750 |
89.800 |
91.375 |
+1.525 |
171 |
1,031 |
+25 |
| Mar06 |
050929 |
89.600 |
89.600 |
89.600 |
89.600 |
unch |
4 |
48 |
+2 |
| May06 |
050929 |
93.000 |
93.000 |
93.000 |
93.000 |
+0.800 |
0 |
21 |
+0 |
| Jul06 |
050929 |
93.100 |
93.100 |
93.100 |
93.100 |
+0.100 |
0 |
5 |
+0 |
| Aug06 |
050929 |
92.000 |
92.000 |
92.000 |
92.000 |
unch |
0 |
7 |
+0 |
| Total Volume and Open Interest |
175 |
1,112 |
+27 |
| Class III Milk(CME) |
| Sep05 |
050929 |
14.26 |
14.26 |
14.26 |
14.26 |
-0.01 |
1 |
3,256 |
+0 |
| Oct05 |
050929 |
14.31 |
14.32 |
14.23 |
14.32 |
-0.03 |
8 |
2,587 |
+1 |
| Nov05 |
050929 |
13.57 |
13.57 |
13.50 |
13.52 |
-0.06 |
27 |
1,962 |
+7 |
| Dec05 |
050929 |
13.29 |
13.29 |
13.25 |
13.26 |
-0.06 |
10 |
1,778 |
+3 |
| Jan06 |
050929 |
12.81 |
12.83 |
12.78 |
12.78 |
-0.05 |
7 |
1,233 |
+5 |
| Total Volume and Open Interest |
190 |
20,121 |
+60 |
| Cocoa(NYBOT) |
| Dec05 |
050929 |
1413 |
1440 |
1393 |
1434 |
+61 |
6,625 |
54,436 |
+345 |
| Mar06 |
050929 |
1432 |
1470 |
1432 |
1469 |
+59 |
1,234 |
28,387 |
-47 |
| May06 |
050929 |
1459 |
1490 |
1459 |
1490 |
+58 |
136 |
8,102 |
+71 |
| Jul06 |
050929 |
1492 |
1512 |
1492 |
1512 |
+59 |
15 |
8,757 |
-3 |
| Sep06 |
050929 |
1534 |
1534 |
1534 |
1534 |
+60 |
30 |
10,669 |
+1 |
| Dec06 |
050929 |
1545 |
1558 |
1545 |
1558 |
+58 |
22 |
6,955 |
+17 |
| Mar07 |
050929 |
1581 |
1581 |
1581 |
1581 |
+58 |
0 |
7,750 |
-34 |
| Total Volume and Open Interest |
8,062 |
125,812 |
+350 |
| Coffee "C"(NYBOT) |
| Dec05 |
050929 |
92.50 |
95.00 |
91.75 |
92.95 |
+0.05 |
10,971 |
61,675 |
-543 |
| Mar06 |
050929 |
95.70 |
98.25 |
95.25 |
96.25 |
-0.05 |
1,739 |
15,718 |
+72 |
| May06 |
050929 |
98.00 |
100.25 |
97.50 |
98.35 |
-0.05 |
461 |
3,417 |
-19 |
| Jul06 |
050929 |
101.75 |
101.75 |
99.75 |
100.30 |
-0.20 |
176 |
3,059 |
+21 |
| Sep06 |
050929 |
101.80 |
105.00 |
101.80 |
102.25 |
-0.25 |
103 |
1,199 |
+24 |
| Dec06 |
050929 |
107.75 |
107.75 |
104.60 |
104.75 |
-0.55 |
82 |
708 |
+4 |
| Total Volume and Open Interest |
13,565 |
86,076 |
-430 |
| Orange Juice(NYBOT) |
| Nov05 |
050929 |
100.25 |
101.60 |
99.30 |
101.15 |
+0.65 |
1,111 |
15,606 |
-319 |
| Jan06 |
050929 |
102.25 |
103.50 |
101.60 |
103.15 |
+0.65 |
48 |
4,361 |
-2 |
| Mar06 |
050929 |
105.75 |
105.75 |
103.90 |
105.00 |
+0.30 |
12 |
2,505 |
+7 |
| May06 |
050929 |
105.90 |
106.50 |
105.90 |
106.50 |
+0.50 |
22 |
324 |
+22 |
| Jul06 |
050929 |
107.50 |
108.00 |
106.75 |
108.00 |
+0.50 |
0 |
106 |
+0 |
| Total Volume and Open Interest |
1,193 |
22,912 |
-292 |
| Sugar #11(NYBOT) |
| Oct05 |
050929 |
11.18 |
11.20 |
10.86 |
10.89 |
-0.24 |
21,010 |
22,691 |
-10,325 |
| Mar06 |
050929 |
11.23 |
11.29 |
11.10 |
11.14 |
-0.11 |
53,037 |
310,093 |
-2,696 |
| May06 |
050929 |
11.19 |
11.24 |
11.10 |
11.12 |
-0.08 |
5,176 |
45,017 |
+1,044 |
| Jul06 |
050929 |
11.02 |
11.05 |
10.96 |
10.98 |
-0.05 |
4,394 |
35,565 |
+1,165 |
| Oct06 |
050929 |
11.04 |
11.06 |
10.98 |
10.98 |
-0.06 |
2,443 |
19,038 |
+699 |
| Total Volume and Open Interest |
89,852 |
451,510 |
-8,589 |
| Sugar #14(NYBOT) |
| Sep05 |
050808 |
22.25 |
22.25 |
22.25 |
22.25 |
-0.10 |
889 |
385 |
-721 |
| Nov05 |
050929 |
21.38 |
21.60 |
21.38 |
21.60 |
+0.12 |
23 |
1,850 |
+128 |
| Jan06 |
050929 |
21.26 |
21.45 |
21.25 |
21.45 |
+0.20 |
22 |
2,328 |
+32 |
| Mar06 |
050929 |
21.20 |
21.50 |
21.20 |
21.50 |
+0.32 |
50 |
2,088 |
+29 |
| May06 |
050929 |
21.16 |
21.46 |
21.16 |
21.40 |
+0.25 |
34 |
2,183 |
-12 |
| Total Volume and Open Interest |
132 |
11,472 |
+179 |
| London Cocoa(LCE) |
| Sep05 |
050915 |
824 |
825 |
800 |
800 |
-35 |
14,237 |
3,189 |
-14,060 |
| Dec05 |
050929 |
822 |
869 |
822 |
866 |
+43 |
7,583 |
81,659 |
+498 |
| Mar06 |
050929 |
842 |
884 |
841 |
882 |
+40 |
3,212 |
44,212 |
-1,141 |
| May06 |
050929 |
863 |
897 |
863 |
896 |
+41 |
140 |
11,439 |
+27 |
| Jul06 |
050929 |
874 |
909 |
874 |
909 |
+40 |
126 |
22,252 |
+53 |
| Sep06 |
050929 |
887 |
922 |
885 |
922 |
+40 |
56 |
12,726 |
-33 |
| Dec06 |
050929 |
929 |
936 |
929 |
935 |
+40 |
25 |
14,145 |
+15 |
| Total Volume and Open Interest |
11,142 |
189,159 |
-581 |
| London Coffee(LCE) |
| Sep05 |
050929 |
870.00 |
870.00 |
853.00 |
853.00 |
-2.00 |
24 |
36 |
-13 |
| Nov05 |
050929 |
891.00 |
904.00 |
863.00 |
875.00 |
-2.00 |
3,309 |
60,759 |
-215 |
| Jan06 |
050929 |
908.00 |
922.00 |
886.00 |
894.00 |
-2.00 |
2,387 |
60,124 |
-720 |
| Mar06 |
050929 |
926.00 |
935.00 |
905.00 |
911.00 |
-3.00 |
913 |
30,495 |
+233 |
| May06 |
050929 |
949.00 |
949.00 |
928.00 |
928.00 |
-2.00 |
14 |
9,673 |
+0 |
| Jul06 |
050929 |
967.00 |
968.00 |
943.00 |
943.00 |
-2.00 |
2 |
4,061 |
+1 |
| Total Volume and Open Interest |
6,664 |
166,959 |
-718 |
| London Sugar(LCE) |
| Oct05 |
050915 |
309.00 |
309.00 |
296.70 |
309.00 |
unch |
5,203 |
3,525 |
-3,336 |
| Dec05 |
050929 |
302.70 |
302.70 |
299.00 |
299.50 |
-0.50 |
3,284 |
22,271 |
+923 |
| Mar06 |
050929 |
302.00 |
306.00 |
302.00 |
303.80 |
+0.80 |
1,516 |
14,288 |
+479 |
| May06 |
050929 |
303.00 |
306.50 |
303.00 |
304.80 |
+1.30 |
194 |
5,147 |
+26 |
| Aug06 |
050929 |
306.00 |
311.00 |
306.00 |
308.00 |
+2.00 |
945 |
2,711 |
+129 |
| Total Volume and Open Interest |
7,623 |
50,773 |
+2,624 |
| Cotton(NYBOT) |
| Oct05 |
050929 |
52.20 |
53.10 |
52.20 |
53.10 |
+0.40 |
48 |
54 |
-125 |
| Dec05 |
050929 |
54.00 |
54.45 |
53.35 |
54.41 |
+0.50 |
15,989 |
78,634 |
-250 |
| Mar06 |
050929 |
55.25 |
55.70 |
54.60 |
55.60 |
+0.28 |
5,728 |
25,169 |
+1,646 |
| May06 |
050929 |
55.60 |
56.30 |
55.50 |
56.30 |
+0.20 |
303 |
2,230 |
+67 |
| Jul06 |
050929 |
56.80 |
56.80 |
56.70 |
56.78 |
unch |
232 |
2,305 |
+161 |
| Oct06 |
050929 |
57.90 |
57.90 |
57.90 |
57.90 |
+0.05 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
22,358 |
109,189 |
+1,515 |
| Lumber(CME) |
| Nov05 |
050929 |
305.0 |
312.0 |
302.7 |
308.3 |
+0.8 |
350 |
2,992 |
+27 |
| Jan06 |
050929 |
313.2 |
318.8 |
313.0 |
318.8 |
+4.4 |
121 |
561 |
+16 |
| Mar06 |
050929 |
322.0 |
327.9 |
321.0 |
327.9 |
+4.9 |
8 |
196 |
+1 |
| May06 |
050929 |
330.0 |
330.0 |
328.0 |
328.0 |
+3.0 |
1 |
62 |
+1 |
| Total Volume and Open Interest |
486 |
3,842 |
+47 |
| Crude Oil(NYM) |
| Nov05 |
050929 |
67.00 |
67.20 |
65.52 |
66.79 |
+0.44 |
125,181 |
233,418 |
-5,227 |
| Dec05 |
050929 |
66.80 |
66.90 |
65.00 |
66.29 |
-0.17 |
91,459 |
160,766 |
+10,509 |
| Jan06 |
050929 |
66.95 |
67.02 |
65.50 |
66.43 |
-0.34 |
21,234 |
63,431 |
+9,247 |
| Feb06 |
050929 |
67.20 |
67.30 |
66.05 |
66.63 |
-0.45 |
10,742 |
22,722 |
-1,420 |
| Mar06 |
050929 |
67.20 |
67.20 |
65.90 |
66.81 |
-0.50 |
7,924 |
27,769 |
-203 |
| Apr06 |
050929 |
67.10 |
67.10 |
66.89 |
66.89 |
-0.54 |
2,373 |
13,537 |
+416 |
| May06 |
050929 |
66.89 |
66.89 |
66.89 |
66.89 |
-0.56 |
957 |
13,774 |
-75 |
| Jun06 |
050929 |
67.30 |
67.30 |
66.20 |
66.83 |
-0.58 |
3,812 |
42,412 |
+2,658 |
| Jul06 |
050929 |
66.75 |
66.75 |
66.75 |
66.75 |
-0.60 |
10 |
9,670 |
+1 |
| Aug06 |
050929 |
66.64 |
66.64 |
66.64 |
66.64 |
-0.62 |
299 |
7,360 |
+36 |
| Sep06 |
050929 |
66.52 |
66.52 |
66.52 |
66.52 |
-0.64 |
230 |
8,389 |
-99 |
| Oct06 |
050929 |
66.39 |
66.39 |
66.39 |
66.39 |
-0.65 |
261 |
5,032 |
-156 |
| Nov06 |
050929 |
66.24 |
66.24 |
66.24 |
66.24 |
-0.66 |
211 |
7,608 |
+186 |
| Dec06 |
050929 |
66.60 |
66.60 |
65.60 |
66.09 |
-0.67 |
8,762 |
54,290 |
-357 |
| Jan07 |
050929 |
65.82 |
65.82 |
65.82 |
65.82 |
-0.67 |
0 |
8,783 |
+0 |
| Feb07 |
050929 |
65.62 |
65.62 |
65.62 |
65.62 |
-0.67 |
0 |
3,127 |
+0 |
| Total Volume and Open Interest |
281,914 |
868,151 |
+16,937 |
| Heating Oil(NYM) |
| Oct05 |
050929 |
217.00 |
217.00 |
205.00 |
212.47 |
-1.64 |
16,422 |
12,304 |
-1,059 |
| Nov05 |
050929 |
218.45 |
218.45 |
207.50 |
215.45 |
-1.41 |
28,954 |
69,616 |
+2,431 |
| Dec05 |
050929 |
219.50 |
219.50 |
209.00 |
217.15 |
-1.31 |
9,186 |
27,937 |
+1,846 |
| Jan06 |
050929 |
220.70 |
220.70 |
211.00 |
218.45 |
-1.11 |
5,740 |
19,436 |
+546 |
| Feb06 |
050929 |
220.10 |
220.50 |
210.00 |
217.45 |
-1.16 |
2,141 |
14,086 |
+253 |
| Mar06 |
050929 |
216.00 |
216.00 |
205.00 |
213.55 |
-1.16 |
1,907 |
10,977 |
+134 |
| Apr06 |
050929 |
206.00 |
206.35 |
201.00 |
206.35 |
-1.11 |
463 |
5,825 |
+28 |
| May06 |
050929 |
197.35 |
200.10 |
194.00 |
200.10 |
-1.11 |
245 |
4,037 |
-11 |
| Jun06 |
050929 |
196.00 |
196.00 |
190.00 |
195.65 |
-1.11 |
668 |
5,502 |
-30 |
| Jul06 |
050929 |
195.15 |
195.15 |
195.15 |
195.15 |
-1.06 |
289 |
3,373 |
+267 |
| Aug06 |
050929 |
195.00 |
195.75 |
195.00 |
195.75 |
-1.01 |
0 |
561 |
+0 |
| Sep06 |
050929 |
197.05 |
197.05 |
197.05 |
197.05 |
-0.96 |
17 |
1,270 |
+16 |
| Total Volume and Open Interest |
66,282 |
178,923 |
+4,465 |
| Unleaded Gas(NYM) |
| Oct05 |
050929 |
236.00 |
237.00 |
216.50 |
225.16 |
-8.77 |
26,486 |
17,502 |
-2,040 |
| Nov05 |
050929 |
220.50 |
221.00 |
207.50 |
214.20 |
-3.38 |
30,855 |
68,035 |
+2,226 |
| Dec05 |
050929 |
206.50 |
206.50 |
198.00 |
202.20 |
-1.38 |
8,177 |
25,379 |
+1,129 |
| Jan06 |
050929 |
202.00 |
202.00 |
196.00 |
197.45 |
-1.18 |
2,127 |
13,577 |
+673 |
| Feb06 |
050929 |
200.00 |
200.00 |
194.50 |
195.20 |
-0.98 |
1,090 |
5,625 |
+244 |
| Mar06 |
050929 |
194.10 |
194.10 |
194.10 |
194.10 |
-0.88 |
915 |
5,011 |
+248 |
| Apr06 |
050929 |
203.00 |
203.00 |
203.00 |
203.00 |
-0.78 |
153 |
4,748 |
+75 |
| May06 |
050929 |
202.90 |
202.90 |
202.90 |
202.90 |
-0.73 |
223 |
2,811 |
-114 |
| Jun06 |
050929 |
202.50 |
202.50 |
202.50 |
202.50 |
-0.28 |
125 |
3,063 |
-50 |
| Jul06 |
050929 |
200.70 |
200.70 |
200.70 |
200.70 |
-0.68 |
123 |
1,421 |
+23 |
| Aug06 |
050929 |
198.55 |
198.55 |
198.55 |
198.55 |
-0.68 |
50 |
1,520 |
-50 |
| Sep06 |
050929 |
195.70 |
195.70 |
195.70 |
195.70 |
-0.68 |
205 |
258 |
+105 |
| Total Volume and Open Interest |
70,518 |
149,122 |
+2,586 |
| Natural Gas(NYM) |
| Nov05 |
050929 |
14.395 |
14.550 |
13.900 |
14.196 |
+0.096 |
23,744 |
85,119 |
+0 |
| Dec05 |
050929 |
14.770 |
15.000 |
14.400 |
14.686 |
+0.116 |
8,291 |
46,320 |
+0 |
| Jan06 |
050929 |
15.120 |
15.350 |
14.750 |
14.991 |
+0.116 |
5,323 |
46,872 |
+0 |
| Feb06 |
050929 |
14.950 |
15.100 |
14.600 |
14.761 |
+0.096 |
1,763 |
26,375 |
+0 |
| Mar06 |
050929 |
14.420 |
14.500 |
14.100 |
14.286 |
+0.071 |
3,532 |
49,692 |
+0 |
| Apr06 |
050929 |
11.420 |
11.500 |
11.150 |
11.366 |
-0.049 |
3,668 |
29,218 |
+0 |
| May06 |
050929 |
10.920 |
10.980 |
10.630 |
10.836 |
-0.049 |
4,389 |
26,499 |
+1,396 |
| Jun06 |
050929 |
10.900 |
10.980 |
10.740 |
10.848 |
-0.057 |
281 |
9,439 |
+3 |
| Jul06 |
050929 |
10.950 |
11.050 |
10.750 |
10.883 |
-0.059 |
244 |
13,200 |
-40 |
| Aug06 |
050929 |
11.000 |
11.050 |
10.850 |
10.918 |
-0.066 |
238 |
14,666 |
+207 |
| Sep06 |
050929 |
10.900 |
11.050 |
10.750 |
10.892 |
-0.066 |
74 |
11,008 |
+15 |
| Oct06 |
050929 |
11.000 |
11.050 |
10.850 |
10.919 |
-0.066 |
2,035 |
21,314 |
+76 |
| Nov06 |
050929 |
11.400 |
11.450 |
11.200 |
11.334 |
-0.071 |
527 |
8,911 |
+50 |
| Dec06 |
050929 |
11.770 |
11.850 |
11.720 |
11.729 |
-0.086 |
279 |
11,208 |
-139 |
| Jan07 |
050929 |
11.900 |
12.150 |
11.900 |
12.029 |
-0.086 |
603 |
10,681 |
-105 |
| Feb07 |
050929 |
11.800 |
12.060 |
11.800 |
11.934 |
-0.101 |
497 |
3,884 |
+128 |
| Total Volume and Open Interest |
93,249 |
537,929 |
+0 |
| Brent Crude Oil(ICE) |
| Nov05 |
050929 |
63.95 |
64.28 |
62.08 |
63.67 |
-0.26 |
66,460 |
72,356 |
-3,406 |
| Dec05 |
050929 |
64.54 |
65.04 |
62.90 |
64.34 |
-0.43 |
43,096 |
100,259 |
+1,472 |
| Jan06 |
050929 |
65.35 |
65.62 |
63.50 |
64.85 |
-0.56 |
17,148 |
31,252 |
+324 |
| Feb06 |
050929 |
65.80 |
66.06 |
63.83 |
65.47 |
-0.35 |
8,933 |
18,639 |
+1,089 |
| Mar06 |
050929 |
66.00 |
66.25 |
64.03 |
65.66 |
-0.38 |
2,454 |
10,841 |
+939 |
| Apr06 |
050929 |
66.30 |
66.30 |
65.11 |
65.76 |
-0.39 |
907 |
5,311 |
+312 |
| May06 |
050929 |
66.22 |
66.28 |
65.32 |
65.76 |
-0.40 |
622 |
5,891 |
-55 |
| Jun06 |
050929 |
66.15 |
66.28 |
64.09 |
65.68 |
-0.38 |
2,559 |
18,041 |
-227 |
| Jul06 |
050929 |
65.59 |
65.59 |
65.59 |
65.59 |
-0.36 |
0 |
2,136 |
+0 |
| Aug06 |
050929 |
65.50 |
65.50 |
65.50 |
65.50 |
-0.36 |
67 |
770 |
+0 |
| Sep06 |
050929 |
65.40 |
65.40 |
65.40 |
65.40 |
-0.36 |
677 |
2,578 |
-165 |
| Oct06 |
050929 |
65.30 |
65.30 |
65.30 |
65.30 |
-0.36 |
0 |
2,212 |
+0 |
| Nov06 |
050929 |
65.19 |
65.19 |
65.19 |
65.19 |
-0.37 |
0 |
134 |
+0 |
| Dec06 |
050929 |
65.53 |
65.68 |
63.57 |
65.08 |
-0.38 |
4,269 |
25,934 |
-42 |
| Total Volume and Open Interest |
148,319 |
331,773 |
+543 |
| Gas Oil(ICE) |
| Oct05 |
050929 |
637.50 |
643.50 |
616.75 |
629.25 |
-11.25 |
24,980 |
40,118 |
-3,468 |
| Nov05 |
050929 |
639.00 |
645.00 |
619.25 |
634.00 |
-8.25 |
21,724 |
57,924 |
+4,851 |
| Dec05 |
050929 |
638.00 |
644.25 |
620.75 |
634.00 |
-7.50 |
14,514 |
34,791 |
-2,511 |
| Jan06 |
050929 |
638.00 |
644.00 |
624.00 |
633.75 |
-7.00 |
6,962 |
20,430 |
+2,734 |
| Feb06 |
050929 |
634.25 |
640.00 |
625.00 |
631.25 |
-6.50 |
1,600 |
10,704 |
+266 |
| Mar06 |
050929 |
635.00 |
635.00 |
622.25 |
627.25 |
-5.75 |
875 |
11,603 |
+593 |
| Apr06 |
050929 |
622.25 |
622.25 |
622.25 |
622.25 |
-5.25 |
146 |
6,040 |
+64 |
| May06 |
050929 |
616.25 |
616.25 |
616.25 |
616.25 |
-6.50 |
62 |
1,334 |
-10 |
| Jun06 |
050929 |
617.25 |
619.50 |
603.50 |
611.00 |
-8.50 |
2,998 |
16,650 |
+1,380 |
| Jul06 |
050929 |
619.00 |
619.00 |
611.00 |
611.00 |
-8.00 |
175 |
768 |
+75 |
| Total Volume and Open Interest |
75,923 |
228,759 |
+5,374 |
| US Dollar Index(NYBOT) |
| Dec05 |
050929 |
89.03 |
89.44 |
89.01 |
89.22 |
-0.06 |
2,086 |
16,467 |
+926 |
| Mar06 |
050929 |
88.97 |
88.97 |
88.97 |
88.97 |
-0.06 |
1 |
2,028 |
+0 |
| Jun06 |
050929 |
88.73 |
88.73 |
88.73 |
88.73 |
-0.06 |
2 |
1 |
-2 |
| Total Volume and Open Interest |
2,089 |
18,497 |
+924 |
| Australian Dollar(CME) |
| Dec05 |
050929 |
75.94 |
75.94 |
75.60 |
75.79 |
+0.20 |
3,184 |
65,147 |
+1,999 |
| Mar06 |
050929 |
75.55 |
75.55 |
75.54 |
75.54 |
+0.20 |
2 |
10 |
-1 |
| Jun06 |
050929 |
75.27 |
75.27 |
75.27 |
75.27 |
+0.20 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
3,187 |
65,180 |
+1,999 |
| British Pound(CME) |
| Dec05 |
050929 |
176.42 |
176.43 |
175.74 |
175.96 |
-0.43 |
4,631 |
79,397 |
+3,842 |
| Mar06 |
050929 |
175.77 |
175.77 |
175.77 |
175.77 |
-0.43 |
5 |
161 |
+25 |
| Jun06 |
050929 |
176.00 |
176.00 |
175.76 |
175.76 |
-0.43 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,636 |
79,560 |
+3,886 |
| Canadian Dollar(CME) |
| Dec05 |
050929 |
85.40 |
85.75 |
85.10 |
85.55 |
+0.23 |
4,391 |
110,263 |
+6,012 |
| Mar06 |
050929 |
85.61 |
85.90 |
85.60 |
85.78 |
+0.23 |
27 |
1,386 |
+9 |
| Jun06 |
050929 |
86.00 |
86.01 |
86.00 |
86.01 |
+0.23 |
4 |
192 |
+4 |
| Sep06 |
050929 |
86.24 |
86.24 |
86.24 |
86.24 |
+0.23 |
0 |
32 |
+0 |
| Total Volume and Open Interest |
4,422 |
111,884 |
+6,029 |
| Japanese Yen(CME) |
| Dec05 |
050929 |
89.48 |
89.48 |
89.10 |
89.26 |
+0.10 |
2,866 |
139,839 |
+4,315 |
| Mar06 |
050929 |
90.14 |
90.14 |
90.14 |
90.14 |
+0.10 |
0 |
499 |
+6 |
| Jun06 |
050929 |
91.14 |
91.14 |
91.14 |
91.14 |
+0.10 |
0 |
51 |
+0 |
| Total Volume and Open Interest |
2,866 |
140,390 |
+4,321 |
| Swiss Franc(CME) |
| Dec05 |
050929 |
77.96 |
77.96 |
77.58 |
77.86 |
+0.01 |
3,336 |
79,751 |
+5,075 |
| Mar06 |
050929 |
78.49 |
78.49 |
78.49 |
78.49 |
+0.01 |
0 |
81 |
+23 |
| Jun06 |
050929 |
79.15 |
79.15 |
79.15 |
79.15 |
+0.01 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
3,336 |
79,929 |
+5,098 |
| EuroFX(CME) |
| Dec05 |
050929 |
121.07 |
121.07 |
120.54 |
120.85 |
+0.10 |
4,049 |
131,536 |
+3,048 |
| Mar06 |
050929 |
121.42 |
121.42 |
121.42 |
121.42 |
+0.10 |
1 |
1,503 |
+16 |
| Jun06 |
050929 |
122.10 |
122.10 |
122.10 |
122.10 |
+0.10 |
0 |
403 |
+4 |
| Total Volume and Open Interest |
4,050 |
133,504 |
+3,082 |
| Mexican Peso(CME) |
| Sep05 |
050919 |
9190.0 |
9200.0 |
9190.0 |
9200.0 |
-17.0 |
180 |
47,477 |
-203 |
| Dec05 |
050929 |
9127.0 |
9160.0 |
9117.0 |
9147.0 |
+47.0 |
11,630 |
77,435 |
-1,399 |
| Total Volume and Open Interest |
11,732 |
78,487 |
-1,488 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
050929 |
115~05 |
115~13 |
114~18 |
114~25 |
-0~12 |
292,661 |
554,997 |
+5,941 |
| Mar06 |
050929 |
114~00 |
115~03 |
114~00 |
114~16 |
-0~12 |
271 |
2,111 |
+159 |
| Jun06 |
050929 |
114~12 |
114~12 |
114~12 |
114~12 |
-0~12 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
292,932 |
557,128 |
+6,100 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
050929 |
110~140 |
110~190 |
110~040 |
110~080 |
-0~060 |
735,619 |
1,570,725 |
-4,575 |
| Mar06 |
050929 |
110~165 |
110~165 |
110~010 |
110~045 |
-0~045 |
1,421 |
10,399 |
+690 |
| Total Volume and Open Interest |
737,040 |
1,581,145 |
-3,885 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
050929 |
107~105 |
107~115 |
107~020 |
107~035 |
-0~050 |
418,988 |
0 |
+0 |
| Mar06 |
050929 |
106~310 |
106~310 |
106~310 |
106~310 |
-0~050 |
0 |
1,000 |
+0 |
| Jun06 |
050929 |
106~240 |
106~240 |
106~240 |
106~240 |
-0~050 |
|
|
|
| Total Volume and Open Interest |
418,988 |
1,000 |
+0 |
| 2 Year T-Notes(CBOT) |
| Dec05 |
050929 |
103~018 |
103~018 |
103~004 |
103~006 |
-0~007 |
2,393 |
319,067 |
+666 |
| Total Volume and Open Interest |
3,349 |
333,387 |
-2,324 |
| Eurodollars(CME) |
| Dec05 |
050929 |
95.690 |
95.690 |
95.660 |
95.670 |
-0.005 |
37,178 |
1,101,869 |
+6,391 |
| Mar06 |
050929 |
95.570 |
95.580 |
95.515 |
95.530 |
-0.020 |
39,580 |
1,191,635 |
-11,294 |
| Jun06 |
050929 |
95.530 |
95.540 |
95.460 |
95.475 |
-0.035 |
49,384 |
1,145,996 |
+20,284 |
| Sep06 |
050929 |
95.505 |
95.540 |
95.445 |
95.465 |
-0.040 |
321,590 |
756,060 |
-6,406 |
| Dec06 |
050929 |
95.525 |
95.530 |
95.460 |
95.465 |
-0.040 |
41,177 |
696,357 |
-4,006 |
| Mar07 |
050929 |
95.550 |
95.555 |
95.485 |
95.490 |
-0.035 |
20,796 |
538,004 |
+9,838 |
| Jun07 |
050929 |
95.555 |
95.555 |
95.480 |
95.495 |
-0.030 |
35,923 |
423,845 |
+7,437 |
| Sep07 |
050929 |
95.545 |
95.545 |
95.480 |
95.485 |
-0.030 |
40,925 |
317,299 |
+6,638 |
| Dec07 |
050929 |
95.480 |
95.480 |
95.455 |
95.460 |
-0.030 |
18,621 |
236,639 |
-5,976 |
| Mar08 |
050929 |
95.520 |
95.520 |
95.450 |
95.455 |
-0.035 |
10,926 |
213,137 |
-1,389 |
| Jun08 |
050929 |
95.460 |
95.460 |
95.430 |
95.435 |
-0.035 |
22,708 |
204,587 |
-3,329 |
| Sep08 |
050929 |
95.480 |
95.480 |
95.415 |
95.415 |
-0.035 |
21,400 |
194,670 |
-6,576 |
| Dec08 |
050929 |
95.390 |
95.395 |
95.375 |
95.380 |
-0.035 |
11,621 |
136,553 |
+618 |
| Mar09 |
050929 |
95.370 |
95.380 |
95.370 |
95.370 |
-0.035 |
11,696 |
117,509 |
-1,180 |
| Jun09 |
050929 |
95.345 |
95.355 |
95.345 |
95.345 |
-0.035 |
4,254 |
119,544 |
-19 |
| Sep09 |
050929 |
95.315 |
95.320 |
95.310 |
95.315 |
-0.035 |
6,798 |
114,050 |
+640 |
| Dec09 |
050929 |
95.340 |
95.340 |
95.270 |
95.275 |
-0.035 |
4,993 |
70,058 |
+45 |
| Mar10 |
050929 |
95.255 |
95.265 |
95.255 |
95.260 |
-0.035 |
3,436 |
47,650 |
-154 |
| Total Volume and Open Interest |
421,911 |
7,886,673 |
+29,205 |
| 3-Mth Euro-Yen(CME) |
| Sep05 |
050916 |
99.91 |
99.91 |
99.91 |
99.91 |
unch |
6 |
5,604 |
+0 |
| Dec05 |
050929 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
101 |
6,280 |
+20 |
| Mar06 |
050929 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
70 |
8,127 |
-85 |
| Jun06 |
050929 |
99.73 |
99.74 |
99.73 |
99.74 |
unch |
0 |
5,762 |
-1,333 |
| Sep06 |
050929 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.01 |
79 |
3,843 |
+56 |
| Dec06 |
050929 |
99.54 |
99.55 |
99.54 |
99.55 |
unch |
139 |
6,491 |
-27 |
| Mar07 |
050929 |
99.44 |
99.44 |
99.44 |
99.44 |
-0.01 |
0 |
4,468 |
-589 |
| Jun07 |
050929 |
99.34 |
99.34 |
99.34 |
99.34 |
-0.02 |
0 |
423 |
-10 |
| Sep07 |
050929 |
99.23 |
99.23 |
99.23 |
99.23 |
-0.02 |
0 |
420 |
+0 |
| Dec07 |
050929 |
99.10 |
99.10 |
99.10 |
99.10 |
-0.07 |
0 |
27 |
+0 |
| Total Volume and Open Interest |
389 |
36,151 |
-1,968 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
050929 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
1,536 |
85,321 |
-1,659 |
| Mar06 |
050929 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
1,131 |
56,992 |
-463 |
| Jun06 |
050929 |
99.73 |
99.74 |
99.73 |
99.74 |
+0.01 |
3,958 |
57,093 |
-6 |
| Sep06 |
050929 |
99.64 |
99.65 |
99.64 |
99.65 |
+0.01 |
4,499 |
39,950 |
+2,318 |
| Dec06 |
050929 |
99.55 |
99.55 |
99.54 |
99.55 |
unch |
4,568 |
67,863 |
+1,960 |
| Mar07 |
050929 |
99.45 |
99.45 |
99.44 |
99.44 |
unch |
2,665 |
27,228 |
+127 |
| Jun07 |
050929 |
99.35 |
99.35 |
99.34 |
99.35 |
unch |
890 |
15,208 |
-410 |
| Sep07 |
050929 |
99.23 |
99.24 |
99.23 |
99.24 |
-0.01 |
0 |
1,254 |
+0 |
| Total Volume and Open Interest |
19,247 |
405,315 |
+1,867 |
| German Euro-Bund(EUREX) |
| Dec05 |
050929 |
122.83 |
123.06 |
122.38 |
122.50 |
-0.34 |
1,183,249 |
1,330,085 |
+8,927 |
| Mar06 |
050929 |
123.28 |
123.35 |
122.74 |
122.84 |
-0.36 |
2,173 |
4,038 |
+1,478 |
| Jun06 |
050929 |
122.11 |
122.11 |
122.11 |
122.11 |
-0.38 |
1,150 |
1 |
+1 |
| Total Volume and Open Interest |
1,186,572 |
1,334,124 |
+10,406 |
| German Euro-Bobl(EUREX) |
| Dec05 |
050929 |
114.21 |
114.34 |
113.92 |
113.98 |
-0.25 |
661,361 |
792,488 |
-5,077 |
| Mar06 |
050929 |
114.43 |
114.43 |
114.33 |
114.34 |
-0.25 |
1,276 |
872 |
+0 |
| Jun06 |
050929 |
113.68 |
113.68 |
113.68 |
113.68 |
-0.25 |
0 |
100 |
+100 |
| Total Volume and Open Interest |
662,637 |
793,460 |
-4,977 |
| Long Gilt(LIFFE) |
| Dec05 |
050929 |
112~31 |
113~08 |
112~23 |
112~29 |
unch |
102,613 |
195,734 |
-7,091 |
| Mar06 |
050929 |
112~31 |
112~31 |
112~31 |
112~31 |
+0~01 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
050929 |
95.48 |
95.52 |
95.48 |
95.52 |
+0.05 |
62,780 |
319,246 |
+2,258 |
| Mar06 |
050929 |
95.58 |
95.64 |
95.58 |
95.62 |
+0.06 |
106,301 |
341,757 |
-10,813 |
| Jun06 |
050929 |
95.61 |
95.68 |
95.61 |
95.66 |
+0.07 |
67,440 |
255,536 |
-1,013 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Dec05 |
050929 |
97.800 |
97.810 |
97.770 |
97.785 |
-0.015 |
138,316 |
633,215 |
+19,436 |
| Mar06 |
050929 |
97.725 |
97.745 |
97.670 |
97.690 |
-0.035 |
152,314 |
586,735 |
-11,247 |
| Jun06 |
050929 |
97.625 |
97.645 |
97.550 |
97.580 |
-0.045 |
152,898 |
450,801 |
+28,467 |
| Total Volume and Open Interest |
746,204 |
2,880,987 |
+51,909 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
050929 |
94.35 |
94.36 |
94.34 |
94.36 |
+0.01 |
18,196 |
165,307 |
+8,468 |
| Mar06 |
050929 |
94.32 |
94.33 |
94.30 |
94.33 |
+0.02 |
37,700 |
211,778 |
+27,583 |
| Jun06 |
050929 |
94.33 |
94.34 |
94.30 |
94.33 |
+0.02 |
15,317 |
94,729 |
+9,582 |
| Sep06 |
050929 |
94.32 |
94.33 |
94.30 |
94.33 |
+0.03 |
3,984 |
34,658 |
+907 |
| Dec06 |
050929 |
94.30 |
94.31 |
94.29 |
94.31 |
+0.02 |
1,906 |
29,285 |
+1,487 |
| Mar07 |
050929 |
94.28 |
94.28 |
94.27 |
94.28 |
+0.03 |
1,756 |
20,268 |
+901 |
| Jun07 |
050929 |
94.24 |
94.25 |
94.23 |
94.25 |
+0.03 |
1,342 |
32,210 |
-356 |
| Sep07 |
050929 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.04 |
443 |
5,787 |
+230 |
| Dec07 |
050929 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.05 |
2 |
3,753 |
+2 |
| Mar08 |
050929 |
94.23 |
94.23 |
94.22 |
94.23 |
+0.05 |
52 |
1,430 |
+102 |
| Total Volume and Open Interest |
80,719 |
600,951 |
+48,919 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
050929 |
94.64 |
94.67 |
94.62 |
94.66 |
+0.05 |
59,460 |
318,639 |
+31,287 |
| Mar06 |
050929 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
59,460 |
318,639 |
+31,287 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
050929 |
94.71 |
94.73 |
94.68 |
94.72 |
+0.03 |
154,148 |
421,720 |
+67,712 |
| Mar06 |
050929 |
94.72 |
94.72 |
94.72 |
94.72 |
+0.03 |
|
|
|
| Total Volume and Open Interest |
154,148 |
421,720 |
+67,712 |
| Gold(CMX) |
| Oct05 |
050929 |
470.0 |
473.8 |
468.0 |
472.3 |
+2.5 |
8,788 |
17,414 |
-3,616 |
| Dec05 |
050929 |
473.0 |
477.0 |
471.4 |
475.8 |
+2.7 |
75,376 |
294,757 |
+2,193 |
| Feb06 |
050929 |
477.0 |
480.0 |
476.8 |
479.3 |
+2.7 |
1,008 |
11,746 |
+402 |
| Apr06 |
050929 |
478.8 |
483.5 |
478.8 |
482.9 |
+2.8 |
405 |
5,990 |
+247 |
| Jun06 |
050929 |
486.5 |
487.0 |
485.5 |
486.5 |
+2.9 |
268 |
10,750 |
+41 |
| Aug06 |
050929 |
490.1 |
490.1 |
490.1 |
490.1 |
+2.9 |
0 |
1,500 |
+0 |
| Oct06 |
050929 |
493.8 |
493.8 |
493.8 |
493.8 |
+3.0 |
136 |
2,701 |
+115 |
| Dec06 |
050929 |
494.0 |
497.5 |
493.8 |
497.4 |
+3.1 |
60 |
5,849 |
+15 |
| Feb07 |
050929 |
501.0 |
501.0 |
501.0 |
501.0 |
+3.1 |
175 |
4,866 |
+75 |
| Apr07 |
050929 |
504.6 |
504.6 |
504.6 |
504.6 |
+3.1 |
0 |
100 |
+0 |
| Jun07 |
050929 |
508.2 |
508.2 |
508.2 |
508.2 |
+3.2 |
176 |
4,160 |
-51 |
| Total Volume and Open Interest |
86,392 |
366,240 |
-579 |
| Silver(CMX) |
| Dec05 |
050929 |
743.5 |
757.0 |
740.0 |
755.5 |
+15.2 |
16,843 |
92,536 |
+1,867 |
| Mar06 |
050929 |
749.0 |
761.0 |
749.0 |
760.8 |
+15.1 |
282 |
6,853 |
-22 |
| May06 |
050929 |
759.0 |
763.0 |
759.0 |
762.7 |
+15.0 |
10 |
1,387 |
+9 |
| Jul06 |
050929 |
760.0 |
764.5 |
760.0 |
764.5 |
+14.9 |
31 |
6,670 |
+10 |
| Sep06 |
050929 |
765.5 |
765.5 |
765.5 |
765.5 |
+14.4 |
30 |
2,504 |
+5 |
| Dec06 |
050929 |
758.0 |
770.0 |
757.0 |
766.8 |
+13.8 |
19 |
7,735 |
+2 |
| Mar07 |
050929 |
767.9 |
767.9 |
767.9 |
767.9 |
+13.4 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
17,443 |
120,936 |
+1,982 |
| Platinum(NYM) |
| Oct05 |
050929 |
924.0 |
928.0 |
920.5 |
924.7 |
+3.2 |
2,271 |
1,482 |
-1,303 |
| Jan06 |
050929 |
931.0 |
933.5 |
928.0 |
932.2 |
+6.4 |
3,024 |
11,406 |
+1,485 |
| Apr06 |
050929 |
930.0 |
932.2 |
930.0 |
932.2 |
+6.4 |
1 |
179 |
+1 |
| Total Volume and Open Interest |
5,296 |
13,067 |
+183 |
| Palladium(NYME) |
| Dec05 |
050929 |
202.50 |
202.50 |
199.60 |
200.00 |
-1.30 |
515 |
13,104 |
+71 |
| Mar06 |
050929 |
202.05 |
202.05 |
201.80 |
201.80 |
-1.30 |
13 |
194 |
+13 |
| Jun06 |
050929 |
207.00 |
207.00 |
204.30 |
204.30 |
-1.30 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
528 |
13,301 |
+83 |
| Copper(CMX) |
| Dec05 |
050929 |
173.70 |
175.35 |
173.30 |
173.95 |
-0.85 |
10,977 |
79,380 |
+1,262 |
| Mar06 |
050929 |
166.00 |
166.70 |
165.70 |
166.05 |
-0.65 |
861 |
8,836 |
+278 |
| May06 |
050929 |
160.65 |
160.65 |
160.65 |
160.65 |
-0.55 |
121 |
2,188 |
+107 |
| Jul06 |
050929 |
155.75 |
155.75 |
155.75 |
155.75 |
-0.55 |
23 |
1,370 |
-4 |
| Sep06 |
050929 |
150.65 |
150.65 |
150.65 |
150.65 |
-0.55 |
0 |
1,257 |
+0 |
| Total Volume and Open Interest |
16,587 |
105,459 |
+1,064 |
| Aluminum(CMX) |
| Oct05 |
050929 |
87.35 |
87.35 |
87.35 |
87.35 |
+1.00 |
1 |
1,012 |
+26 |
| Nov05 |
050929 |
87.55 |
87.55 |
87.55 |
87.55 |
+1.00 |
0 |
596 |
+0 |
| Dec05 |
050929 |
88.05 |
88.05 |
88.05 |
88.05 |
+1.00 |
0 |
1,678 |
+0 |
| Jan06 |
050929 |
87.75 |
87.75 |
87.75 |
87.75 |
+1.00 |
0 |
70 |
+0 |
| Feb06 |
050929 |
87.50 |
87.50 |
87.50 |
87.50 |
+1.00 |
0 |
70 |
+0 |
| Mar06 |
050929 |
87.30 |
87.30 |
87.30 |
87.30 |
+1.00 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
1 |
3,691 |
+23 |
| DJIA Index(CBOT) |
| Sep05 |
050915 |
10565 |
10580 |
10525 |
10555 |
+3 |
5,276 |
17,984 |
-4,641 |
| Dec05 |
050929 |
10505 |
10595 |
10445 |
10577 |
+68 |
6,752 |
33,790 |
-763 |
| Mar06 |
050929 |
10619 |
10619 |
10619 |
10619 |
+66 |
6 |
18 |
+3 |
| Total Volume and Open Interest |
6,760 |
33,810 |
-758 |
| S & P 500(CME) |
| Dec05 |
050929 |
1221.30 |
1234.30 |
1216.30 |
1231.80 |
+9.00 |
26,431 |
626,890 |
-1,413 |
| Mar06 |
050929 |
1228.00 |
1239.00 |
1228.00 |
1238.70 |
+9.00 |
2 |
5,278 |
+0 |
| Jun06 |
050929 |
1246.50 |
1246.50 |
1246.50 |
1246.50 |
+9.00 |
0 |
1,438 |
-10 |
| Sep06 |
050929 |
1254.00 |
1254.00 |
1254.00 |
1254.00 |
+9.00 |
0 |
56 |
+0 |
| Total Volume and Open Interest |
26,433 |
633,690 |
-1,423 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
050929 |
1222.50 |
1234.50 |
1216.25 |
1231.75 |
+9.00 |
820,109 |
964,967 |
+16,964 |
| Mar06 |
050929 |
1226.00 |
1240.00 |
1224.25 |
1238.75 |
+9.00 |
25 |
505 |
+1 |
| Total Volume and Open Interest |
820,134 |
965,472 |
+16,965 |
| NASDAQ 100(CME) |
| Dec05 |
050929 |
1579.00 |
1603.00 |
1571.00 |
1601.00 |
+20.50 |
4,840 |
56,611 |
+196 |
| Mar06 |
050929 |
1614.00 |
1614.00 |
1614.00 |
1614.00 |
+20.50 |
2 |
9 |
+2 |
| Jun06 |
050929 |
1627.00 |
1627.00 |
1627.00 |
1627.00 |
+20.50 |
|
|
|
| Total Volume and Open Interest |
4,842 |
56,620 |
+198 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
050929 |
1580.00 |
1603.00 |
1571.00 |
1601.00 |
+20.50 |
231,274 |
276,603 |
+11,134 |
| Mar06 |
050929 |
1597.50 |
1614.00 |
1595.50 |
1614.00 |
+20.50 |
2 |
124 |
+0 |
| Total Volume and Open Interest |
231,276 |
276,727 |
+11,134 |
| S & P Midcap 400(CME) |
| Dec05 |
050929 |
706.75 |
716.00 |
704.00 |
715.40 |
+7.20 |
217 |
12,621 |
-18 |
| Mar06 |
050929 |
718.40 |
718.40 |
718.40 |
718.40 |
+6.20 |
|
|
|
| Jun06 |
050929 |
721.40 |
721.40 |
721.40 |
721.40 |
+6.20 |
|
|
|
| Total Volume and Open Interest |
220 |
12,637 |
+16 |
| Russell 2000(CME) |
| Dec05 |
050929 |
659.75 |
668.25 |
655.50 |
667.30 |
+7.20 |
400 |
31,596 |
-1 |
| Mar06 |
050929 |
671.55 |
671.55 |
671.55 |
671.55 |
+6.95 |
|
|
|
| Jun06 |
050929 |
674.55 |
674.55 |
674.55 |
674.55 |
+6.95 |
|
|
|
| Total Volume and Open Interest |
400 |
31,596 |
-1 |
| Russell 2000 E-Mini(Globex) |
| Sep05 |
050916 |
665.00 |
669.55 |
664.90 |
669.55 |
+4.95 |
21,391 |
87,294 |
-21,553 |
| Dec05 |
050929 |
660.10 |
668.40 |
655.00 |
667.30 |
+7.20 |
122,322 |
223,797 |
+3,284 |
| Mar06 |
050929 |
671.60 |
671.60 |
671.60 |
671.60 |
+7.00 |
0 |
86 |
+0 |
| Total Volume and Open Interest |
122,322 |
223,883 |
+3,284 |
| Value Line(KCBT) |
| Dec05 |
050929 |
1865.00 |
1882.00 |
1852.00 |
1882.00 |
+17.50 |
9 |
88 |
-5 |
| Total Volume and Open Interest |
9 |
88 |
-5 |
| Nikkei 225(CME) |
| Dec05 |
050929 |
13475 |
13645 |
13455 |
13645 |
+205 |
49,304 |
233,794 |
+676 |
| Mar06 |
050929 |
13610 |
13625 |
13610 |
13610 |
+180 |
6 |
20 |
+3 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
050929 |
13475 |
13645 |
13455 |
13645 |
+205 |
49,304 |
233,794 |
+676 |
| Mar06 |
050929 |
13610 |
13625 |
13610 |
13610 |
+180 |
6 |
20 |
+3 |
| Jun06 |
050929 |
13550 |
13550 |
13550 |
13550 |
+180 |
|
|
|
| Total Volume and Open Interest |
49,328 |
234,301 |
+741 |
| CAC 40(MATIF) |
| Sep05 |
050916 |
4477.5 |
4525.5 |
4475.0 |
4518.5 |
+42.0 |
289,810 |
543,545 |
-9,249 |
| Oct05 |
050929 |
4597.0 |
4614.5 |
4583.0 |
4586.0 |
-20.0 |
66,556 |
406,175 |
+12,165 |
| Nov05 |
050929 |
4609.5 |
4621.0 |
4590.5 |
4592.5 |
-20.0 |
123 |
2,122 |
+48 |
| Total Volume and Open Interest |
68,448 |
500,381 |
+11,952 |
| Hang Seng Index(HKFE) |
| Sep05 |
050929 |
15231 |
15339 |
15225 |
15333 |
+108 |
48,577 |
65,402 |
-33,677 |
| Oct05 |
050929 |
15280 |
15504 |
15270 |
15470 |
+201 |
43,777 |
76,486 |
+53,592 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Dec05 |
050929 |
5078.0 |
5083.0 |
5027.5 |
5080.5 |
+31.5 |
144,453 |
201,701 |
+5,906 |
| Mar06 |
050929 |
5103.0 |
5109.5 |
5055.5 |
5108.5 |
+31.5 |
662 |
9,490 |
+254 |
| Jun06 |
050929 |
5132.0 |
5139.5 |
5085.0 |
5138.5 |
+32.5 |
504 |
311 |
-6 |
| Total Volume and Open Interest |
145,619 |
211,502 |
+6,154 |
| FT-SE 100(LIFFE) |
| Dec05 |
050929 |
5523.50 |
5532.00 |
5475.00 |
5502.50 |
-11.50 |
64,298 |
435,108 |
-2,457 |
| Mar06 |
050929 |
5527.00 |
5527.00 |
5500.50 |
5511.50 |
-11.50 |
53 |
5,354 |
+19 |
| Jun06 |
050929 |
5526.00 |
5526.00 |
5511.50 |
5518.50 |
-12.50 |
0 |
13,784 |
+0 |
| Total Volume and Open Interest |
64,351 |
454,246 |
-2,438 |
| SPI 200(SFE) |
| Sep05 |
050916 |
4499.6 |
4499.6 |
4499.6 |
4499.6 |
-0.4 |
5,494 |
76,211 |
-54,183 |
| Dec05 |
050929 |
4667.0 |
4699.0 |
4659.0 |
4678.0 |
+36.0 |
9,996 |
193,222 |
-981 |
| Mar06 |
050929 |
4677.0 |
4698.0 |
4677.0 |
4680.0 |
+35.0 |
70 |
4,255 |
-65 |
| Total Volume and Open Interest |
10,247 |
202,137 |
-864 |
| GSCI(CME) |
| Oct05 |
050929 |
477.10 |
477.20 |
465.60 |
474.00 |
+1.00 |
318 |
17,669 |
-4 |
| Nov05 |
050929 |
471.60 |
474.00 |
471.60 |
474.00 |
unch |
2 |
2 |
+1 |
| Dec05 |
050929 |
476.00 |
476.00 |
476.00 |
476.00 |
unch |
2 |
6 |
+2 |
| Total Volume and Open Interest |
322 |
17,677 |
-1 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
050929 |
332.00 |
332.00 |
330.50 |
331.50 |
+0.50 |
55 |
389 |
+1 |
| Jan06 |
050929 |
331.50 |
331.50 |
331.00 |
331.00 |
+0.50 |
2 |
423 |
+0 |
| Feb06 |
050929 |
329.50 |
329.50 |
329.50 |
329.50 |
+0.50 |
0 |
6 |
+0 |
| Total Volume and Open Interest |
57 |
1,022 |
+1 |
|
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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|