|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Fri October 07, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov05 |
051007 |
564.50 |
569.00 |
563.00 |
564.25 |
unch |
47,775 |
149,039 |
-2,514 |
| Jan06 |
051007 |
575.50 |
580.00 |
575.00 |
576.00 |
-0.50 |
12,240 |
55,139 |
+4,794 |
| Mar06 |
051007 |
585.50 |
588.00 |
583.00 |
583.75 |
+0.25 |
3,367 |
23,879 |
+1,061 |
| May06 |
051007 |
589.00 |
593.50 |
588.00 |
589.25 |
+0.75 |
2,538 |
19,346 |
+670 |
| Jul06 |
051007 |
595.25 |
598.50 |
593.00 |
594.00 |
+0.75 |
1,886 |
16,487 |
+418 |
| Aug06 |
051007 |
596.00 |
596.00 |
593.50 |
595.00 |
+5.00 |
4 |
454 |
+3 |
| Sep06 |
051007 |
592.50 |
592.50 |
592.50 |
592.50 |
+1.50 |
1 |
118 |
+1 |
| Total Volume and Open Interest |
68,844 |
275,103 |
+4,834 |
| Soybean Meal(CBOT) |
| Oct05 |
051007 |
164.00 |
165.50 |
163.50 |
165.30 |
+1.60 |
1,292 |
1,568 |
-320 |
| Dec05 |
051007 |
167.60 |
169.30 |
167.10 |
168.60 |
+1.30 |
14,946 |
64,682 |
+184 |
| Jan06 |
051007 |
169.50 |
170.90 |
169.00 |
170.30 |
+1.10 |
1,763 |
14,307 |
+166 |
| Mar06 |
051007 |
172.30 |
174.10 |
172.00 |
173.30 |
+1.50 |
3,102 |
14,804 |
+610 |
| May06 |
051007 |
174.50 |
176.30 |
174.00 |
175.60 |
+1.60 |
2,733 |
15,329 |
+230 |
| Jul06 |
051007 |
177.30 |
179.20 |
177.20 |
178.60 |
+1.50 |
1,542 |
12,068 |
+387 |
| Aug06 |
051007 |
179.00 |
180.20 |
178.50 |
179.50 |
+1.60 |
221 |
3,111 |
+111 |
| Sep06 |
051007 |
180.00 |
181.50 |
179.00 |
180.20 |
+1.50 |
206 |
2,977 |
+69 |
| Total Volume and Open Interest |
26,410 |
132,922 |
+1,398 |
| Soybean Oil(CBOT) |
| Oct05 |
051007 |
23.88 |
23.97 |
23.47 |
23.47 |
-0.35 |
1,285 |
1,911 |
-1,042 |
| Dec05 |
051007 |
24.20 |
24.20 |
23.63 |
23.66 |
-0.38 |
21,528 |
90,736 |
+1,508 |
| Jan06 |
051007 |
24.40 |
24.45 |
23.88 |
23.92 |
-0.36 |
4,050 |
20,010 |
+1,690 |
| Mar06 |
051007 |
24.55 |
24.58 |
24.00 |
24.05 |
-0.35 |
1,376 |
12,114 |
+264 |
| May06 |
051007 |
24.60 |
24.60 |
24.10 |
24.15 |
-0.35 |
1,723 |
12,231 |
-370 |
| Jul06 |
051007 |
24.72 |
24.72 |
24.25 |
24.26 |
-0.32 |
1,425 |
13,301 |
+555 |
| Aug06 |
051007 |
24.53 |
24.53 |
24.25 |
24.25 |
-0.28 |
116 |
982 |
+9 |
| Sep06 |
051007 |
24.50 |
24.53 |
24.25 |
24.25 |
-0.36 |
111 |
1,383 |
+1 |
| Total Volume and Open Interest |
31,883 |
157,965 |
+2,654 |
| Canola(WCE) |
| Nov05 |
051007 |
261.3 |
262.0 |
258.7 |
259.7 |
-0.7 |
5,801 |
30,134 |
+256 |
| Jan06 |
051007 |
271.6 |
271.6 |
268.3 |
269.2 |
-0.9 |
2,931 |
29,045 |
+1,547 |
| Mar06 |
051007 |
278.0 |
278.5 |
276.1 |
276.1 |
-1.3 |
73 |
4,230 |
+28 |
| May06 |
051007 |
283.3 |
287.0 |
283.0 |
283.6 |
-1.3 |
17 |
1,425 |
-1 |
| Jul06 |
051007 |
289.5 |
289.6 |
289.5 |
289.6 |
-2.2 |
43 |
1,049 |
+20 |
| Total Volume and Open Interest |
9,038 |
70,343 |
+1,874 |
| Corn(CBOT) |
| Dec05 |
051007 |
204.25 |
204.25 |
202.25 |
202.50 |
-1.75 |
28,563 |
468,377 |
+1,478 |
| Mar06 |
051007 |
217.00 |
217.25 |
215.25 |
215.50 |
-1.50 |
8,065 |
154,293 |
+2,209 |
| May06 |
051007 |
224.75 |
225.00 |
223.25 |
223.50 |
-1.50 |
2,266 |
32,358 |
+649 |
| Jul06 |
051007 |
232.00 |
232.25 |
230.25 |
230.50 |
-1.50 |
1,910 |
51,569 |
+924 |
| Sep06 |
051007 |
238.50 |
238.50 |
237.25 |
237.25 |
-1.50 |
523 |
6,967 |
+22 |
| Dec06 |
051007 |
248.00 |
248.25 |
246.50 |
246.75 |
-1.25 |
1,537 |
37,185 |
+410 |
| Total Volume and Open Interest |
43,016 |
757,752 |
+5,677 |
| Wheat(CBOT) |
| Dec05 |
051007 |
342.50 |
343.00 |
336.75 |
338.00 |
-7.25 |
19,969 |
210,934 |
-370 |
| Mar06 |
051007 |
357.00 |
357.00 |
350.50 |
352.50 |
-6.75 |
3,381 |
46,754 |
+378 |
| May06 |
051007 |
363.00 |
363.00 |
358.00 |
360.00 |
-6.50 |
165 |
2,388 |
+10 |
| Jul06 |
051007 |
368.00 |
369.50 |
364.00 |
365.25 |
-6.25 |
3,095 |
31,491 |
+978 |
| Sep06 |
051007 |
375.00 |
375.00 |
370.00 |
371.50 |
-6.00 |
243 |
1,444 |
+81 |
| Total Volume and Open Interest |
27,206 |
297,467 |
+1,063 |
| Wheat(KCBT) |
| Dec05 |
051007 |
379.00 |
380.00 |
375.50 |
376.75 |
-5.00 |
7,727 |
64,586 |
+615 |
| Mar06 |
051007 |
382.50 |
383.00 |
379.25 |
379.25 |
-4.75 |
2,915 |
28,436 |
+495 |
| May06 |
051007 |
381.00 |
382.00 |
378.00 |
378.50 |
-3.00 |
656 |
2,404 |
+31 |
| Jul06 |
051007 |
379.00 |
379.00 |
374.00 |
375.00 |
-4.50 |
2,145 |
17,557 |
+459 |
| Sep06 |
051007 |
380.00 |
380.00 |
376.50 |
377.50 |
-4.50 |
73 |
531 |
+50 |
| Total Volume and Open Interest |
13,526 |
113,845 |
+1,654 |
| Wheat(MGE) |
| Dec05 |
051007 |
384.75 |
384.75 |
378.00 |
379.00 |
-6.50 |
3,328 |
17,446 |
-339 |
| Mar06 |
051007 |
385.00 |
385.50 |
381.00 |
382.00 |
-4.50 |
1,144 |
11,001 |
+486 |
| May06 |
051007 |
385.00 |
385.00 |
383.00 |
383.75 |
-2.25 |
10 |
1,662 |
+5 |
| Jul06 |
051007 |
386.00 |
387.00 |
384.00 |
385.50 |
-3.50 |
470 |
2,753 |
+201 |
| Sep06 |
051007 |
381.00 |
384.00 |
381.00 |
381.50 |
-0.50 |
5 |
238 |
+5 |
| Total Volume and Open Interest |
4,979 |
33,457 |
+359 |
| Oats(CBOT) |
| Dec05 |
051007 |
168.75 |
170.50 |
167.25 |
168.00 |
-0.75 |
1,070 |
6,373 |
+154 |
| Mar06 |
051007 |
173.50 |
174.50 |
172.00 |
172.50 |
-0.50 |
77 |
425 |
+10 |
| May06 |
051007 |
174.00 |
174.00 |
174.00 |
174.00 |
unch |
5 |
60 |
+5 |
| Jul06 |
051007 |
172.00 |
172.00 |
172.00 |
172.00 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
1,152 |
6,863 |
+169 |
| Rough Rice(CBOT) |
| Nov05 |
051007 |
7.36 |
7.45 |
7.35 |
7.43 |
+0.05 |
308 |
4,188 |
-8 |
| Jan06 |
051007 |
7.63 |
7.69 |
7.60 |
7.68 |
+0.04 |
114 |
2,044 |
+21 |
| Mar06 |
051007 |
7.81 |
7.90 |
7.81 |
7.90 |
+0.06 |
38 |
733 |
-22 |
| May06 |
051007 |
8.05 |
8.11 |
8.05 |
8.11 |
+0.08 |
55 |
141 |
+50 |
| Total Volume and Open Interest |
515 |
7,113 |
+41 |
| Live Cattle(CME) |
| Oct05 |
051007 |
89.450 |
90.775 |
89.250 |
90.250 |
+0.525 |
4,797 |
16,853 |
-1,449 |
| Dec05 |
051007 |
90.650 |
91.700 |
90.275 |
91.100 |
+0.325 |
8,567 |
96,421 |
+1,263 |
| Feb06 |
051007 |
92.250 |
93.100 |
91.850 |
93.050 |
+0.675 |
3,500 |
36,262 |
+1,129 |
| Apr06 |
051007 |
89.100 |
89.750 |
88.900 |
89.575 |
+0.425 |
777 |
10,982 |
+353 |
| Jun06 |
051007 |
84.300 |
84.900 |
84.200 |
84.850 |
+0.425 |
342 |
4,828 |
+148 |
| Aug06 |
051007 |
83.500 |
84.400 |
83.450 |
84.300 |
+0.500 |
77 |
1,927 |
-5 |
| Total Volume and Open Interest |
18,075 |
167,501 |
+1,441 |
| Feeder Cattle(CME) |
| Oct05 |
051007 |
117.800 |
118.400 |
117.050 |
118.325 |
+0.750 |
1,333 |
8,353 |
-424 |
| Nov05 |
051007 |
116.400 |
116.850 |
115.650 |
116.650 |
+0.375 |
1,966 |
13,727 |
+213 |
| Jan06 |
051007 |
113.550 |
113.950 |
112.650 |
113.825 |
+0.500 |
953 |
6,334 |
+282 |
| Mar06 |
051007 |
108.850 |
109.300 |
108.100 |
109.275 |
+0.425 |
80 |
722 |
+27 |
| Apr06 |
051007 |
107.100 |
107.100 |
106.850 |
107.100 |
+0.050 |
43 |
373 |
+0 |
| May06 |
051007 |
106.750 |
106.900 |
106.550 |
106.850 |
+0.050 |
52 |
395 |
+30 |
| Aug06 |
051007 |
107.000 |
107.500 |
106.900 |
107.500 |
+0.300 |
24 |
88 |
+14 |
| Total Volume and Open Interest |
4,451 |
29,992 |
+142 |
| Lean Hogs(CME) |
| Oct05 |
051007 |
67.850 |
68.650 |
67.850 |
68.550 |
+0.875 |
2,457 |
11,089 |
-75 |
| Dec05 |
051007 |
64.700 |
65.625 |
64.450 |
65.025 |
+0.650 |
8,571 |
69,843 |
+985 |
| Feb06 |
051007 |
67.150 |
68.100 |
67.100 |
68.000 |
+0.850 |
2,584 |
22,559 |
+350 |
| Apr06 |
051007 |
66.100 |
67.200 |
66.100 |
67.050 |
+0.775 |
833 |
7,140 |
+418 |
| May06 |
051007 |
66.200 |
67.250 |
66.200 |
67.250 |
+1.000 |
189 |
1,608 |
+67 |
| Jun06 |
051007 |
68.700 |
69.700 |
68.700 |
69.675 |
+0.750 |
563 |
2,547 |
+14 |
| Jul06 |
051007 |
65.000 |
66.000 |
65.000 |
65.600 |
+0.600 |
178 |
1,172 |
+105 |
| Aug06 |
051007 |
61.800 |
62.750 |
61.800 |
62.400 |
+0.650 |
45 |
587 |
+21 |
| Total Volume and Open Interest |
15,457 |
116,882 |
+1,888 |
| Pork Bellies(CME) |
| Feb06 |
051007 |
96.400 |
98.400 |
96.050 |
97.475 |
+1.075 |
674 |
1,286 |
+142 |
| Mar06 |
051007 |
96.500 |
96.500 |
96.500 |
96.500 |
+0.900 |
8 |
50 |
-8 |
| May06 |
051007 |
99.250 |
99.250 |
99.250 |
99.250 |
+1.050 |
0 |
22 |
+0 |
| Jul06 |
051007 |
99.000 |
99.900 |
99.000 |
99.900 |
+0.400 |
3 |
9 |
+4 |
| Aug06 |
051007 |
100.250 |
100.250 |
100.250 |
100.250 |
+0.200 |
10 |
26 |
+9 |
| Total Volume and Open Interest |
695 |
1,393 |
+147 |
| Class III Milk(CME) |
| Oct05 |
051007 |
14.30 |
14.34 |
14.25 |
14.33 |
+0.03 |
43 |
2,586 |
-27 |
| Nov05 |
051007 |
13.42 |
13.50 |
13.33 |
13.48 |
+0.04 |
73 |
2,087 |
+16 |
| Dec05 |
051007 |
13.25 |
13.35 |
13.20 |
13.32 |
+0.02 |
113 |
1,891 |
+81 |
| Jan06 |
051007 |
12.83 |
12.84 |
12.82 |
12.84 |
+0.01 |
46 |
1,322 |
+18 |
| Feb06 |
051007 |
12.54 |
12.54 |
12.51 |
12.51 |
-0.04 |
51 |
1,245 |
+33 |
| Total Volume and Open Interest |
756 |
18,315 |
+343 |
| Cocoa(NYBOT) |
| Dec05 |
051007 |
1385 |
1389 |
1363 |
1367 |
-25 |
3,870 |
53,209 |
+268 |
| Mar06 |
051007 |
1423 |
1425 |
1402 |
1406 |
-24 |
2,483 |
30,134 |
+2,039 |
| May06 |
051007 |
1446 |
1446 |
1428 |
1428 |
-25 |
172 |
8,411 |
-15 |
| Jul06 |
051007 |
1469 |
1469 |
1449 |
1449 |
-25 |
11 |
8,854 |
+11 |
| Sep06 |
051007 |
1480 |
1480 |
1471 |
1471 |
-25 |
0 |
10,620 |
+0 |
| Dec06 |
051007 |
1505 |
1505 |
1497 |
1497 |
-24 |
4 |
7,083 |
+4 |
| Mar07 |
051007 |
1519 |
1519 |
1519 |
1519 |
-24 |
0 |
7,750 |
+0 |
| Total Volume and Open Interest |
6,540 |
126,817 |
+2,307 |
| Coffee "C"(NYBOT) |
| Dec05 |
051007 |
94.00 |
95.00 |
92.80 |
94.85 |
+1.35 |
7,353 |
61,552 |
-130 |
| Mar06 |
051007 |
97.00 |
98.20 |
96.00 |
98.10 |
+1.30 |
1,771 |
16,260 |
+192 |
| May06 |
051007 |
99.00 |
100.30 |
98.80 |
100.20 |
+1.35 |
497 |
3,850 |
+115 |
| Jul06 |
051007 |
100.90 |
102.10 |
100.90 |
102.10 |
+1.35 |
31 |
3,094 |
+45 |
| Sep06 |
051007 |
102.75 |
103.85 |
102.75 |
103.85 |
+1.30 |
6 |
1,258 |
+1 |
| Dec06 |
051007 |
105.60 |
106.75 |
105.60 |
106.75 |
+1.35 |
10 |
757 |
-8 |
| Total Volume and Open Interest |
9,668 |
87,568 |
+215 |
| Orange Juice(NYBOT) |
| Nov05 |
051007 |
104.20 |
104.35 |
103.10 |
103.85 |
-0.30 |
1,649 |
15,584 |
+40 |
| Jan06 |
051007 |
105.75 |
106.10 |
105.00 |
105.90 |
-0.20 |
442 |
6,497 |
+124 |
| Mar06 |
051007 |
107.10 |
107.90 |
107.00 |
107.90 |
-0.45 |
224 |
3,452 |
-2 |
| May06 |
051007 |
109.50 |
109.65 |
109.50 |
109.65 |
-0.45 |
1 |
378 |
+1 |
| Jul06 |
051007 |
111.40 |
111.40 |
111.40 |
111.40 |
-0.45 |
35 |
192 |
+18 |
| Total Volume and Open Interest |
2,351 |
26,113 |
+181 |
| Sugar #11(NYBOT) |
| Mar06 |
051007 |
11.30 |
11.40 |
11.23 |
11.37 |
+0.11 |
32,981 |
311,675 |
-1,725 |
| May06 |
051007 |
11.28 |
11.39 |
11.26 |
11.36 |
+0.09 |
4,389 |
50,386 |
+514 |
| Jul06 |
051007 |
11.16 |
11.23 |
11.12 |
11.21 |
+0.05 |
2,489 |
39,195 |
+309 |
| Oct06 |
051007 |
11.16 |
11.24 |
11.12 |
11.22 |
+0.06 |
2,050 |
23,726 |
-341 |
| Mar07 |
051007 |
11.22 |
11.28 |
11.19 |
11.25 |
+0.04 |
2,479 |
16,318 |
+483 |
| Total Volume and Open Interest |
45,299 |
453,300 |
-457 |
| Sugar #14(NYBOT) |
| Nov05 |
051007 |
21.29 |
21.29 |
21.29 |
21.29 |
+0.11 |
1,025 |
2,167 |
+818 |
| Jan06 |
051007 |
21.25 |
21.35 |
21.25 |
21.30 |
+0.06 |
212 |
2,576 |
-7 |
| Mar06 |
051007 |
21.28 |
21.28 |
21.28 |
21.28 |
-0.05 |
44 |
2,212 |
+33 |
| May06 |
051007 |
21.28 |
21.28 |
21.28 |
21.28 |
+0.03 |
2 |
2,313 |
+0 |
| Jul06 |
051007 |
21.54 |
21.55 |
21.54 |
21.54 |
+0.04 |
5 |
2,384 |
+5 |
| Total Volume and Open Interest |
1,293 |
12,667 |
+854 |
| London Cocoa(LCE) |
| Dec05 |
051007 |
829 |
829 |
819 |
820 |
-11 |
1,993 |
69,470 |
-69 |
| Mar06 |
051007 |
848 |
849 |
839 |
839 |
-11 |
2,198 |
47,617 |
+2,029 |
| May06 |
051007 |
860 |
861 |
852 |
852 |
-11 |
183 |
11,450 |
-132 |
| Jul06 |
051007 |
870 |
870 |
865 |
866 |
-10 |
202 |
22,686 |
+6 |
| Sep06 |
051007 |
879 |
879 |
877 |
879 |
-10 |
11 |
12,686 |
-5 |
| Dec06 |
051007 |
894 |
895 |
892 |
893 |
-9 |
0 |
14,160 |
+0 |
| Mar07 |
051007 |
905 |
905 |
904 |
904 |
-10 |
0 |
2,628 |
+0 |
| Total Volume and Open Interest |
4,587 |
180,826 |
+1,829 |
| London Coffee(LCE) |
| Nov05 |
051007 |
879.00 |
888.00 |
870.00 |
870.00 |
-14.00 |
2,763 |
54,740 |
+153 |
| Jan06 |
051007 |
899.00 |
907.00 |
889.00 |
889.00 |
-15.00 |
1,733 |
64,367 |
+359 |
| Mar06 |
051007 |
916.00 |
923.00 |
906.00 |
906.00 |
-15.00 |
625 |
31,868 |
+324 |
| May06 |
051007 |
940.00 |
940.00 |
923.00 |
923.00 |
-15.00 |
28 |
9,498 |
+28 |
| Jul06 |
051007 |
945.00 |
945.00 |
938.00 |
938.00 |
-15.00 |
36 |
4,220 |
+36 |
| Sep06 |
051007 |
963.00 |
963.00 |
957.00 |
957.00 |
-14.00 |
138 |
1,683 |
+133 |
| Total Volume and Open Interest |
5,324 |
166,635 |
+1,033 |
| London Sugar(LCE) |
| Oct05 |
050915 |
309.00 |
309.00 |
296.70 |
309.00 |
unch |
5,203 |
3,525 |
-3,336 |
| Dec05 |
051007 |
295.00 |
298.20 |
294.10 |
297.00 |
+2.20 |
5,013 |
22,536 |
-909 |
| Mar06 |
051007 |
302.20 |
306.50 |
302.20 |
305.50 |
+3.00 |
2,004 |
14,680 |
-331 |
| May06 |
051007 |
307.50 |
309.50 |
307.50 |
309.50 |
+2.00 |
407 |
5,431 |
+211 |
| Aug06 |
051007 |
314.90 |
314.90 |
313.50 |
314.00 |
+2.50 |
41 |
2,877 |
-15 |
| Total Volume and Open Interest |
7,755 |
52,883 |
-961 |
| Cotton(NYBOT) |
| Oct05 |
051007 |
53.60 |
53.70 |
52.20 |
52.20 |
-0.55 |
7 |
1 |
-6 |
| Dec05 |
051007 |
53.75 |
54.10 |
53.21 |
53.63 |
-0.12 |
10,010 |
79,818 |
+589 |
| Mar06 |
051007 |
55.25 |
55.70 |
55.00 |
55.40 |
unch |
2,373 |
25,767 |
+360 |
| May06 |
051007 |
55.90 |
56.20 |
55.90 |
56.18 |
-0.05 |
22 |
2,171 |
+0 |
| Jul06 |
051007 |
56.55 |
56.85 |
56.55 |
56.85 |
-0.10 |
27 |
2,412 |
+11 |
| Oct06 |
051007 |
57.35 |
57.35 |
57.35 |
57.35 |
unch |
0 |
64 |
+0 |
| Total Volume and Open Interest |
12,499 |
111,506 |
+985 |
| Lumber(CME) |
| Nov05 |
051007 |
292.0 |
293.7 |
288.0 |
289.8 |
+0.5 |
499 |
2,312 |
-24 |
| Jan06 |
051007 |
311.0 |
311.0 |
305.8 |
306.0 |
-0.8 |
126 |
1,187 |
+2 |
| Mar06 |
051007 |
319.7 |
319.8 |
315.4 |
318.3 |
+0.5 |
58 |
229 |
-3 |
| May06 |
051007 |
320.3 |
320.3 |
320.3 |
320.3 |
-2.7 |
3 |
71 |
-1 |
| Total Volume and Open Interest |
687 |
3,829 |
-25 |
| Crude Oil(NYM) |
| Nov05 |
051007 |
61.70 |
61.95 |
61.10 |
61.84 |
+0.48 |
116,497 |
186,357 |
-10,429 |
| Dec05 |
051007 |
61.40 |
61.70 |
60.90 |
61.62 |
+0.56 |
101,079 |
182,860 |
+3,304 |
| Jan06 |
051007 |
61.60 |
62.10 |
61.35 |
62.04 |
+0.59 |
26,438 |
79,404 |
+2,674 |
| Feb06 |
051007 |
61.95 |
62.46 |
61.65 |
62.46 |
+0.62 |
7,871 |
29,827 |
+754 |
| Mar06 |
051007 |
62.50 |
62.76 |
62.05 |
62.76 |
+0.64 |
5,248 |
25,913 |
-1,031 |
| Apr06 |
051007 |
62.95 |
62.95 |
62.95 |
62.95 |
+0.66 |
2,147 |
14,940 |
+86 |
| May06 |
051007 |
62.80 |
63.04 |
62.70 |
63.04 |
+0.68 |
2,368 |
14,265 |
+299 |
| Jun06 |
051007 |
62.65 |
63.08 |
62.40 |
63.08 |
+0.70 |
7,817 |
41,596 |
+897 |
| Jul06 |
051007 |
62.65 |
63.07 |
62.65 |
63.07 |
+0.70 |
163 |
9,950 |
+4 |
| Aug06 |
051007 |
63.04 |
63.04 |
63.04 |
63.04 |
+0.71 |
151 |
7,256 |
-154 |
| Sep06 |
051007 |
63.00 |
63.00 |
63.00 |
63.00 |
+0.72 |
790 |
9,180 |
+535 |
| Oct06 |
051007 |
62.95 |
62.95 |
62.95 |
62.95 |
+0.73 |
10 |
5,119 |
+0 |
| Nov06 |
051007 |
62.50 |
62.86 |
62.50 |
62.86 |
+0.73 |
0 |
7,648 |
+0 |
| Dec06 |
051007 |
62.30 |
62.76 |
62.10 |
62.76 |
+0.73 |
13,799 |
53,889 |
-161 |
| Jan07 |
051007 |
62.58 |
62.58 |
62.58 |
62.58 |
+0.73 |
0 |
8,663 |
+0 |
| Feb07 |
051007 |
62.45 |
62.45 |
62.45 |
62.45 |
+0.73 |
0 |
3,335 |
+0 |
| Total Volume and Open Interest |
305,761 |
867,585 |
-6,696 |
| Heating Oil(NYM) |
| Nov05 |
051007 |
195.00 |
196.50 |
193.00 |
196.01 |
+0.94 |
29,159 |
62,603 |
-1,992 |
| Dec05 |
051007 |
198.00 |
200.75 |
197.00 |
200.23 |
+1.59 |
12,901 |
33,678 |
+1,278 |
| Jan06 |
051007 |
201.50 |
203.50 |
200.25 |
203.08 |
+1.74 |
4,558 |
22,306 |
+77 |
| Feb06 |
051007 |
201.20 |
203.70 |
201.20 |
203.58 |
+1.84 |
1,111 |
13,828 |
+162 |
| Mar06 |
051007 |
200.00 |
201.28 |
198.25 |
201.28 |
+2.04 |
1,306 |
11,567 |
+390 |
| Apr06 |
051007 |
194.00 |
195.28 |
193.00 |
195.28 |
+2.24 |
257 |
5,949 |
-3 |
| May06 |
051007 |
187.50 |
189.88 |
186.60 |
189.88 |
+2.34 |
81 |
4,061 |
+43 |
| Jun06 |
051007 |
186.00 |
186.48 |
184.00 |
186.48 |
+2.54 |
1,293 |
5,761 |
-202 |
| Jul06 |
051007 |
186.00 |
186.48 |
184.00 |
186.48 |
+2.54 |
648 |
3,588 |
+145 |
| Aug06 |
051007 |
187.33 |
187.33 |
187.33 |
187.33 |
+2.59 |
31 |
627 |
+13 |
| Sep06 |
051007 |
186.50 |
188.88 |
186.50 |
188.88 |
+2.64 |
280 |
1,274 |
-35 |
| Oct06 |
051007 |
190.78 |
190.78 |
190.78 |
190.78 |
+2.69 |
5 |
175 |
+5 |
| Total Volume and Open Interest |
52,161 |
169,612 |
-27 |
| Unleaded Gas(NYM) |
| Nov05 |
051007 |
184.50 |
185.50 |
178.50 |
182.92 |
-1.13 |
28,176 |
62,432 |
+116 |
| Dec05 |
051007 |
180.50 |
182.25 |
177.25 |
181.66 |
+0.99 |
11,542 |
30,776 |
+183 |
| Jan06 |
051007 |
179.00 |
180.76 |
177.00 |
180.76 |
+2.09 |
4,675 |
15,554 |
+257 |
| Feb06 |
051007 |
176.75 |
179.91 |
176.00 |
179.91 |
+2.34 |
816 |
6,021 |
-106 |
| Mar06 |
051007 |
179.81 |
179.81 |
179.81 |
179.81 |
+2.54 |
1,162 |
5,588 |
-21 |
| Apr06 |
051007 |
187.35 |
188.96 |
187.35 |
188.96 |
+2.59 |
404 |
5,097 |
+247 |
| May06 |
051007 |
186.00 |
189.06 |
186.00 |
189.06 |
+2.59 |
45 |
2,842 |
+5 |
| Jun06 |
051007 |
186.90 |
188.51 |
186.25 |
188.51 |
+2.64 |
99 |
3,228 |
+16 |
| Jul06 |
051007 |
185.75 |
187.41 |
185.75 |
187.41 |
+2.69 |
11 |
1,585 |
+8 |
| Aug06 |
051007 |
180.00 |
185.51 |
180.00 |
185.51 |
+2.79 |
10 |
1,678 |
+0 |
| Sep06 |
051007 |
180.00 |
182.91 |
180.00 |
182.91 |
+2.84 |
10 |
274 |
+0 |
| Oct06 |
051007 |
170.00 |
172.81 |
170.00 |
172.81 |
+2.84 |
|
|
|
| Total Volume and Open Interest |
46,934 |
135,068 |
+698 |
| Natural Gas(NYM) |
| Nov05 |
051007 |
13.270 |
13.460 |
13.150 |
13.226 |
-0.149 |
26,304 |
76,854 |
-3,690 |
| Dec05 |
051007 |
13.790 |
13.960 |
13.680 |
13.762 |
-0.133 |
12,881 |
53,957 |
+255 |
| Jan06 |
051007 |
14.150 |
14.300 |
14.030 |
14.141 |
-0.119 |
8,513 |
55,465 |
+874 |
| Feb06 |
051007 |
13.940 |
14.140 |
13.900 |
14.011 |
-0.109 |
3,031 |
27,431 |
+236 |
| Mar06 |
051007 |
13.550 |
13.700 |
13.470 |
13.601 |
-0.094 |
4,714 |
48,361 |
+409 |
| Apr06 |
051007 |
10.650 |
10.770 |
10.550 |
10.671 |
-0.024 |
3,526 |
32,190 |
+146 |
| May06 |
051007 |
10.130 |
10.250 |
10.110 |
10.216 |
+0.011 |
2,427 |
26,462 |
-306 |
| Jun06 |
051007 |
10.180 |
10.220 |
10.130 |
10.216 |
+0.016 |
425 |
9,857 |
-146 |
| Jul06 |
051007 |
10.170 |
10.246 |
10.160 |
10.246 |
+0.021 |
544 |
13,427 |
+121 |
| Aug06 |
051007 |
10.200 |
10.276 |
10.200 |
10.276 |
+0.021 |
371 |
16,336 |
+44 |
| Sep06 |
051007 |
10.140 |
10.251 |
10.140 |
10.251 |
+0.021 |
261 |
11,180 |
-44 |
| Oct06 |
051007 |
10.160 |
10.330 |
10.160 |
10.281 |
+0.021 |
1,610 |
23,346 |
-133 |
| Nov06 |
051007 |
10.700 |
10.706 |
10.630 |
10.706 |
+0.011 |
399 |
9,288 |
+151 |
| Dec06 |
051007 |
10.950 |
11.120 |
10.900 |
11.111 |
+0.011 |
179 |
11,353 |
+55 |
| Jan07 |
051007 |
11.420 |
11.431 |
11.350 |
11.431 |
+0.011 |
639 |
12,327 |
+427 |
| Feb07 |
051007 |
11.185 |
11.400 |
11.185 |
11.331 |
+0.006 |
658 |
5,007 |
+595 |
| Total Volume and Open Interest |
71,655 |
553,233 |
+177 |
| Brent Crude Oil(ICE) |
| Nov05 |
051007 |
59.30 |
59.30 |
58.40 |
59.21 |
+0.84 |
55,433 |
55,484 |
-3,763 |
| Dec05 |
051007 |
59.66 |
59.88 |
58.92 |
59.65 |
+0.56 |
47,653 |
109,426 |
+1,959 |
| Jan06 |
051007 |
60.09 |
60.46 |
59.50 |
60.22 |
+0.47 |
20,431 |
43,752 |
+2,795 |
| Feb06 |
051007 |
60.35 |
60.85 |
60.01 |
60.65 |
+0.46 |
5,477 |
21,091 |
+2,112 |
| Mar06 |
051007 |
60.85 |
61.14 |
60.47 |
60.96 |
+0.43 |
1,764 |
11,372 |
+284 |
| Apr06 |
051007 |
61.11 |
61.30 |
60.95 |
61.21 |
+0.43 |
729 |
6,028 |
+73 |
| May06 |
051007 |
61.26 |
61.37 |
61.10 |
61.35 |
+0.42 |
405 |
5,925 |
-14 |
| Jun06 |
051007 |
61.32 |
61.64 |
60.78 |
61.38 |
+0.40 |
1,071 |
19,993 |
-213 |
| Jul06 |
051007 |
61.40 |
61.40 |
61.40 |
61.40 |
+0.37 |
0 |
2,136 |
+0 |
| Aug06 |
051007 |
61.38 |
61.38 |
61.38 |
61.38 |
+0.39 |
0 |
790 |
+0 |
| Sep06 |
051007 |
61.36 |
61.36 |
61.36 |
61.36 |
+0.41 |
0 |
2,533 |
+0 |
| Oct06 |
051007 |
61.34 |
61.34 |
61.34 |
61.34 |
+0.43 |
12 |
2,160 |
-12 |
| Nov06 |
051007 |
61.32 |
61.32 |
61.32 |
61.32 |
+0.45 |
112 |
222 |
+88 |
| Dec06 |
051007 |
61.08 |
61.43 |
60.75 |
61.26 |
+0.44 |
6,586 |
26,494 |
-85 |
| Total Volume and Open Interest |
140,902 |
343,857 |
+3,391 |
| Gas Oil(ICE) |
| Oct05 |
051007 |
596.00 |
603.00 |
593.50 |
595.00 |
+2.25 |
19,121 |
20,541 |
-3,158 |
| Nov05 |
051007 |
598.00 |
604.75 |
594.75 |
596.50 |
+1.50 |
18,989 |
56,625 |
+44 |
| Dec05 |
051007 |
599.25 |
606.50 |
596.50 |
598.50 |
+1.25 |
9,566 |
37,692 |
+1,721 |
| Jan06 |
051007 |
600.50 |
606.75 |
599.50 |
600.00 |
+0.75 |
2,294 |
18,165 |
+700 |
| Feb06 |
051007 |
603.50 |
603.75 |
597.25 |
597.25 |
+0.25 |
206 |
11,064 |
-68 |
| Mar06 |
051007 |
598.75 |
598.75 |
592.50 |
592.50 |
unch |
179 |
11,706 |
+56 |
| Apr06 |
051007 |
591.00 |
591.00 |
587.75 |
587.75 |
unch |
42 |
6,033 |
-42 |
| May06 |
051007 |
585.50 |
585.50 |
582.25 |
582.25 |
-0.50 |
242 |
1,540 |
+206 |
| Jun06 |
051007 |
581.50 |
585.00 |
578.00 |
578.50 |
-0.75 |
305 |
16,044 |
-137 |
| Jul06 |
051007 |
578.50 |
578.50 |
578.50 |
578.50 |
-0.75 |
0 |
768 |
+0 |
| Total Volume and Open Interest |
52,899 |
209,301 |
-256 |
| US Dollar Index(NYBOT) |
| Dec05 |
051007 |
88.61 |
89.10 |
88.56 |
88.95 |
+0.48 |
13,293 |
17,011 |
-507 |
| Mar06 |
051007 |
88.70 |
88.70 |
88.70 |
88.70 |
+0.48 |
5 |
2,030 |
+3 |
| Jun06 |
051007 |
88.46 |
88.46 |
88.46 |
88.46 |
+0.48 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
13,298 |
19,043 |
-504 |
| Australian Dollar(CME) |
| Dec05 |
051007 |
75.57 |
75.60 |
75.35 |
75.41 |
-0.18 |
7,027 |
62,288 |
-6,064 |
| Mar06 |
051007 |
75.19 |
75.19 |
75.19 |
75.19 |
-0.18 |
10 |
40 |
-10 |
| Jun06 |
051007 |
74.97 |
74.97 |
74.97 |
74.97 |
-0.18 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
7,037 |
62,354 |
-6,074 |
| British Pound(CME) |
| Dec05 |
051007 |
176.52 |
176.53 |
175.61 |
175.95 |
-1.90 |
12,240 |
95,981 |
+5,624 |
| Mar06 |
051007 |
176.10 |
176.10 |
175.82 |
175.82 |
-1.88 |
10 |
120 |
+7 |
| Jun06 |
051007 |
175.82 |
175.82 |
175.82 |
175.82 |
-1.87 |
0 |
3 |
+0 |
| Total Volume and Open Interest |
12,250 |
96,105 |
+5,631 |
| Canadian Dollar(CME) |
| Dec05 |
051007 |
84.93 |
85.45 |
84.80 |
85.31 |
+0.51 |
4,682 |
103,159 |
-2,337 |
| Mar06 |
051007 |
85.15 |
85.62 |
85.15 |
85.55 |
+0.51 |
46 |
1,458 |
-21 |
| Jun06 |
051007 |
85.68 |
85.80 |
85.68 |
85.80 |
+0.51 |
2 |
198 |
+9 |
| Sep06 |
051007 |
86.05 |
86.05 |
86.05 |
86.05 |
+0.51 |
14 |
43 |
+5 |
| Total Volume and Open Interest |
4,774 |
104,892 |
-2,325 |
| Japanese Yen(CME) |
| Dec05 |
051007 |
88.80 |
88.80 |
88.38 |
88.46 |
-0.59 |
5,319 |
169,252 |
-311 |
| Mar06 |
051007 |
89.34 |
89.34 |
89.34 |
89.34 |
-0.59 |
2 |
560 |
+45 |
| Jun06 |
051007 |
90.34 |
90.34 |
90.34 |
90.34 |
-0.59 |
0 |
55 |
+0 |
| Total Volume and Open Interest |
5,321 |
169,870 |
-266 |
| Swiss Franc(CME) |
| Dec05 |
051007 |
78.97 |
78.97 |
78.49 |
78.67 |
-0.63 |
17,736 |
70,585 |
-16,150 |
| Mar06 |
051007 |
79.32 |
79.32 |
79.12 |
79.30 |
-0.63 |
1 |
105 |
-1 |
| Jun06 |
051007 |
79.96 |
79.96 |
79.96 |
79.96 |
-0.63 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
17,737 |
70,787 |
-16,151 |
| EuroFX(CME) |
| Dec05 |
051007 |
121.90 |
121.91 |
121.39 |
121.60 |
-0.68 |
18,497 |
135,922 |
+1,650 |
| Mar06 |
051007 |
122.27 |
122.27 |
122.15 |
122.19 |
-0.68 |
79 |
1,629 |
+115 |
| Jun06 |
051007 |
122.90 |
122.90 |
122.90 |
122.90 |
-0.68 |
100 |
511 |
+100 |
| Total Volume and Open Interest |
18,776 |
138,257 |
+1,966 |
| Mexican Peso(CME) |
| Dec05 |
051007 |
9147.0 |
9180.0 |
9125.0 |
9160.0 |
+20.0 |
16,344 |
81,397 |
-595 |
| Mar06 |
051007 |
9062.0 |
9062.0 |
9062.0 |
9062.0 |
+20.0 |
4 |
542 |
-2 |
| Total Volume and Open Interest |
16,348 |
82,486 |
-597 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051007 |
113~29 |
114~12 |
113~07 |
114~08 |
+0~04 |
256,723 |
568,220 |
-3,038 |
| Mar06 |
051007 |
113~13 |
114~04 |
113~05 |
114~00 |
+0~04 |
763 |
3,234 |
+297 |
| Jun06 |
051007 |
113~05 |
113~28 |
113~05 |
113~28 |
+0~04 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
257,486 |
571,474 |
-2,741 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051007 |
109~175 |
109~260 |
109~045 |
109~235 |
+0~020 |
564,254 |
1,647,382 |
+32,190 |
| Mar06 |
051007 |
109~160 |
109~220 |
109~075 |
109~220 |
+0~020 |
5,604 |
13,448 |
+1,280 |
| Total Volume and Open Interest |
569,858 |
1,661,126 |
+33,470 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051007 |
106~185 |
106~235 |
106~100 |
106~230 |
+0~005 |
382,219 |
0 |
+0 |
| Mar06 |
051007 |
106~180 |
106~180 |
106~180 |
106~180 |
+0~005 |
262 |
2,260 |
+54 |
| Jun06 |
051007 |
106~110 |
106~110 |
106~110 |
106~110 |
+0~005 |
|
|
|
| Total Volume and Open Interest |
382,481 |
2,260 |
+54 |
| 2 Year T-Notes(CBOT) |
| Dec05 |
051007 |
102~114 |
102~120 |
102~096 |
102~119 |
+0~001 |
1,150 |
331,738 |
-1,752 |
| Total Volume and Open Interest |
1,150 |
331,738 |
-1,752 |
| Eurodollars(CME) |
| Dec05 |
051007 |
95.590 |
95.620 |
95.565 |
95.610 |
+0.005 |
33,989 |
1,132,915 |
-16,325 |
| Mar06 |
051007 |
95.450 |
95.470 |
95.385 |
95.460 |
-0.010 |
24,712 |
1,131,652 |
-7,232 |
| Jun06 |
051007 |
95.375 |
95.410 |
95.300 |
95.395 |
-0.010 |
34,071 |
1,227,487 |
-4,979 |
| Sep06 |
051007 |
95.375 |
95.395 |
95.280 |
95.380 |
-0.005 |
295,617 |
822,017 |
+14,572 |
| Dec06 |
051007 |
95.355 |
95.385 |
95.315 |
95.385 |
-0.005 |
35,916 |
739,781 |
+10,979 |
| Mar07 |
051007 |
95.380 |
95.405 |
95.360 |
95.405 |
-0.005 |
34,585 |
576,722 |
+951 |
| Jun07 |
051007 |
95.380 |
95.405 |
95.320 |
95.405 |
-0.005 |
31,606 |
473,922 |
+2,331 |
| Sep07 |
051007 |
95.370 |
95.390 |
95.340 |
95.390 |
-0.005 |
34,668 |
333,288 |
+4,895 |
| Dec07 |
051007 |
95.340 |
95.365 |
95.310 |
95.365 |
-0.005 |
9,640 |
246,228 |
-591 |
| Mar08 |
051007 |
95.315 |
95.355 |
95.295 |
95.355 |
-0.005 |
15,555 |
223,218 |
+128 |
| Jun08 |
051007 |
95.295 |
95.335 |
95.280 |
95.335 |
-0.005 |
10,165 |
219,225 |
+2,589 |
| Sep08 |
051007 |
95.270 |
95.315 |
95.255 |
95.315 |
unch |
8,018 |
205,990 |
+1,293 |
| Dec08 |
051007 |
95.245 |
95.280 |
95.205 |
95.280 |
unch |
5,621 |
134,240 |
+900 |
| Mar09 |
051007 |
95.230 |
95.265 |
95.190 |
95.265 |
unch |
7,679 |
121,374 |
-260 |
| Jun09 |
051007 |
95.205 |
95.240 |
95.165 |
95.240 |
unch |
3,895 |
109,207 |
-121 |
| Sep09 |
051007 |
95.175 |
95.210 |
95.135 |
95.210 |
unch |
4,137 |
106,567 |
+811 |
| Dec09 |
051007 |
95.125 |
95.175 |
95.090 |
95.170 |
+0.005 |
4,089 |
74,235 |
+1,044 |
| Mar10 |
051007 |
95.110 |
95.160 |
95.075 |
95.155 |
+0.005 |
2,547 |
46,986 |
-105 |
| Total Volume and Open Interest |
330,103 |
8,207,647 |
+8,198 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051007 |
99.90 |
99.90 |
99.89 |
99.90 |
+0.01 |
0 |
6,234 |
-104 |
| Mar06 |
051007 |
99.82 |
99.82 |
99.82 |
99.82 |
-0.01 |
10 |
7,979 |
+9 |
| Jun06 |
051007 |
99.75 |
99.75 |
99.75 |
99.75 |
unch |
0 |
5,197 |
-274 |
| Sep06 |
051007 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
0 |
4,328 |
+269 |
| Dec06 |
051007 |
99.55 |
99.55 |
99.55 |
99.55 |
-0.01 |
20 |
6,632 |
-380 |
| Mar07 |
051007 |
99.45 |
99.45 |
99.45 |
99.45 |
unch |
0 |
2,257 |
+0 |
| Jun07 |
051007 |
99.36 |
99.36 |
99.36 |
99.36 |
unch |
72 |
617 |
+240 |
| Sep07 |
051007 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
0 |
470 |
+25 |
| Dec07 |
051007 |
99.15 |
99.15 |
99.15 |
99.15 |
unch |
0 |
32 |
+0 |
| Mar08 |
051007 |
99.04 |
99.04 |
99.04 |
99.04 |
+0.01 |
0 |
60 |
+0 |
| Total Volume and Open Interest |
102 |
34,056 |
-215 |
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051007 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
430 |
88,391 |
+318 |
| Mar06 |
051007 |
99.83 |
99.83 |
99.82 |
99.82 |
-0.01 |
631 |
58,128 |
-434 |
| Jun06 |
051007 |
99.75 |
99.75 |
99.74 |
99.74 |
-0.01 |
590 |
54,257 |
-128 |
| Sep06 |
051007 |
99.65 |
99.65 |
99.65 |
99.65 |
-0.01 |
2,010 |
36,605 |
-80 |
| Dec06 |
051007 |
99.56 |
99.56 |
99.55 |
99.55 |
-0.01 |
1,027 |
50,362 |
-2,142 |
| Mar07 |
051007 |
99.46 |
99.46 |
99.45 |
99.45 |
-0.01 |
334 |
24,595 |
-71 |
| Jun07 |
051007 |
99.36 |
99.37 |
99.35 |
99.36 |
unch |
82 |
14,212 |
+21 |
| Sep07 |
051007 |
99.25 |
99.25 |
99.25 |
99.25 |
unch |
124 |
1,645 |
+25 |
| Total Volume and Open Interest |
5,278 |
361,721 |
-4,632 |
| German Euro-Bund(EUREX) |
| Dec05 |
051007 |
122.14 |
122.43 |
121.93 |
122.40 |
+0.18 |
1,421,360 |
1,358,500 |
+13,396 |
| Mar06 |
051007 |
122.45 |
122.76 |
122.31 |
122.76 |
+0.19 |
3,224 |
16,337 |
+333 |
| Jun06 |
051007 |
122.00 |
122.00 |
122.00 |
122.00 |
+0.15 |
2,099 |
1 |
+1 |
| Total Volume and Open Interest |
1,426,683 |
1,374,838 |
+13,730 |
| German Euro-Bobl(EUREX) |
| Dec05 |
051007 |
113.71 |
113.84 |
113.57 |
113.84 |
+0.07 |
883,178 |
865,542 |
-7,480 |
| Mar06 |
051007 |
114.03 |
114.19 |
114.03 |
114.19 |
+0.08 |
202 |
619 |
-4 |
| Jun06 |
051007 |
113.60 |
113.60 |
113.60 |
113.60 |
+0.04 |
5,516 |
0 |
+0 |
| Total Volume and Open Interest |
888,896 |
866,161 |
-7,484 |
| Long Gilt(LIFFE) |
| Dec05 |
051007 |
112~29 |
113~01 |
112~15 |
112~28 |
-0~03 |
78,466 |
212,211 |
+3,369 |
| Mar06 |
051007 |
112~31 |
112~31 |
112~31 |
112~31 |
-0~03 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051007 |
95.55 |
95.58 |
95.53 |
95.57 |
+0.02 |
46,030 |
305,297 |
-1,669 |
| Mar06 |
051007 |
95.67 |
95.72 |
95.64 |
95.70 |
+0.03 |
103,398 |
381,991 |
+34,722 |
| Jun06 |
051007 |
95.70 |
95.75 |
95.67 |
95.73 |
+0.02 |
62,886 |
303,200 |
+22,647 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051007 |
97.730 |
97.740 |
97.705 |
97.730 |
-0.030 |
86,674 |
631,958 |
+1,883 |
| Mar06 |
051007 |
97.625 |
97.630 |
97.585 |
97.620 |
-0.040 |
156,997 |
647,587 |
+10,776 |
| Jun06 |
051007 |
97.505 |
97.515 |
97.450 |
97.500 |
-0.045 |
207,049 |
520,090 |
+9,203 |
| Total Volume and Open Interest |
758,385 |
3,125,630 |
+38,842 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051007 |
94.34 |
94.35 |
94.34 |
94.35 |
-0.01 |
5,513 |
144,780 |
+1,681 |
| Mar06 |
051007 |
94.28 |
94.31 |
94.28 |
94.31 |
-0.01 |
15,857 |
219,581 |
+9,039 |
| Jun06 |
051007 |
94.30 |
94.33 |
94.30 |
94.32 |
-0.02 |
2,305 |
82,129 |
+546 |
| Sep06 |
051007 |
94.31 |
94.32 |
94.31 |
94.32 |
-0.02 |
708 |
34,538 |
-232 |
| Dec06 |
051007 |
94.30 |
94.30 |
94.29 |
94.30 |
-0.03 |
1,152 |
29,815 |
+227 |
| Mar07 |
051007 |
94.26 |
94.27 |
94.26 |
94.27 |
-0.02 |
16 |
18,356 |
+89 |
| Jun07 |
051007 |
94.24 |
94.24 |
94.24 |
94.24 |
-0.03 |
71 |
33,570 |
+71 |
| Sep07 |
051007 |
94.23 |
94.24 |
94.23 |
94.23 |
-0.02 |
5 |
7,520 |
+0 |
| Dec07 |
051007 |
94.22 |
94.22 |
94.22 |
94.22 |
-0.01 |
15 |
3,971 |
+15 |
| Mar08 |
051007 |
94.21 |
94.21 |
94.21 |
94.21 |
unch |
0 |
1,566 |
+0 |
| Total Volume and Open Interest |
25,642 |
577,886 |
+11,436 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051007 |
94.62 |
94.64 |
94.62 |
94.64 |
-0.04 |
19,848 |
306,614 |
-2,302 |
| Mar06 |
051007 |
94.64 |
94.64 |
94.64 |
94.64 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
19,848 |
306,614 |
-2,302 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051007 |
94.67 |
94.69 |
94.67 |
94.69 |
-0.03 |
70,445 |
339,629 |
-9,120 |
| Mar06 |
051007 |
94.69 |
94.69 |
94.69 |
94.69 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
70,445 |
339,629 |
-9,120 |
| Gold(CMX) |
| Oct05 |
051007 |
472.0 |
475.5 |
470.0 |
474.7 |
+2.8 |
243 |
561 |
+96 |
| Dec05 |
051007 |
474.5 |
479.1 |
472.5 |
477.7 |
+2.7 |
69,312 |
312,572 |
+2,634 |
| Feb06 |
051007 |
479.0 |
482.8 |
476.5 |
481.4 |
+2.7 |
1,481 |
13,577 |
+229 |
| Apr06 |
051007 |
484.7 |
486.5 |
484.5 |
485.1 |
+2.8 |
230 |
6,106 |
+118 |
| Jun06 |
051007 |
486.8 |
491.0 |
486.7 |
488.8 |
+2.8 |
669 |
10,605 |
-42 |
| Aug06 |
051007 |
488.5 |
492.6 |
488.5 |
492.6 |
+2.8 |
200 |
2,184 |
+56 |
| Oct06 |
051007 |
496.5 |
496.5 |
496.5 |
496.5 |
+2.9 |
100 |
3,168 |
+70 |
| Dec06 |
051007 |
498.0 |
501.5 |
497.0 |
500.2 |
+2.9 |
81 |
5,385 |
+6 |
| Feb07 |
051007 |
504.0 |
504.0 |
504.0 |
504.0 |
+3.0 |
0 |
4,916 |
+0 |
| Apr07 |
051007 |
507.8 |
507.8 |
507.8 |
507.8 |
+3.1 |
0 |
100 |
+0 |
| Jun07 |
051007 |
511.5 |
511.5 |
511.5 |
511.5 |
+3.1 |
0 |
4,203 |
+0 |
| Aug07 |
051007 |
515.2 |
515.2 |
515.2 |
515.2 |
+3.1 |
|
|
|
| Total Volume and Open Interest |
72,316 |
369,840 |
+3,167 |
| Silver(CMX) |
| Dec05 |
051007 |
765.0 |
778.5 |
764.0 |
777.0 |
+17.5 |
22,420 |
97,299 |
+2,049 |
| Mar06 |
051007 |
769.0 |
783.0 |
769.0 |
782.5 |
+17.4 |
1,289 |
8,261 |
+528 |
| May06 |
051007 |
773.0 |
784.1 |
773.0 |
784.1 |
+17.3 |
21 |
1,959 |
+15 |
| Jul06 |
051007 |
777.0 |
787.0 |
777.0 |
785.7 |
+17.2 |
9 |
6,478 |
+3 |
| Sep06 |
051007 |
786.6 |
786.6 |
786.6 |
786.6 |
+17.1 |
143 |
2,670 |
+121 |
| Dec06 |
051007 |
776.0 |
790.0 |
776.0 |
787.9 |
+17.0 |
194 |
8,853 |
+79 |
| Mar07 |
051007 |
789.4 |
789.4 |
789.4 |
789.4 |
+17.2 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
24,081 |
128,979 |
+2,795 |
| Platinum(NYM) |
| Oct05 |
051007 |
933.0 |
937.6 |
930.0 |
937.6 |
+10.0 |
18 |
204 |
-5 |
| Jan06 |
051007 |
932.5 |
939.5 |
932.5 |
939.1 |
+8.4 |
770 |
12,587 |
-32 |
| Apr06 |
051007 |
939.1 |
939.1 |
939.1 |
939.1 |
+8.4 |
0 |
188 |
+0 |
| Total Volume and Open Interest |
788 |
12,979 |
-37 |
| Palladium(NYME) |
| Dec05 |
051007 |
199.90 |
205.00 |
199.00 |
204.55 |
+7.55 |
982 |
12,935 |
-28 |
| Mar06 |
051007 |
205.00 |
206.55 |
202.00 |
206.55 |
+7.55 |
189 |
382 |
+181 |
| Jun06 |
051007 |
209.05 |
209.05 |
209.05 |
209.05 |
+7.55 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,171 |
13,321 |
+153 |
| Copper(CMX) |
| Dec05 |
051007 |
179.50 |
180.90 |
178.80 |
180.85 |
+2.55 |
6,604 |
82,813 |
+643 |
| Mar06 |
051007 |
171.00 |
172.80 |
171.00 |
172.70 |
+2.50 |
854 |
10,536 |
-276 |
| May06 |
051007 |
165.90 |
167.00 |
165.90 |
167.00 |
+2.30 |
211 |
2,685 |
+118 |
| Jul06 |
051007 |
159.70 |
161.80 |
159.70 |
161.80 |
+2.10 |
10 |
1,414 |
+6 |
| Sep06 |
051007 |
156.80 |
156.80 |
156.80 |
156.80 |
+2.10 |
0 |
1,257 |
+0 |
| Total Volume and Open Interest |
8,494 |
109,974 |
+489 |
| Aluminum(CMX) |
| Oct05 |
051007 |
88.80 |
88.80 |
88.80 |
88.80 |
+1.75 |
49 |
63 |
+10 |
| Nov05 |
051007 |
89.00 |
89.00 |
89.00 |
89.00 |
+1.75 |
49 |
565 |
-31 |
| Dec05 |
051007 |
89.40 |
89.40 |
89.40 |
89.40 |
+1.75 |
0 |
1,679 |
+0 |
| Jan06 |
051007 |
90.00 |
90.00 |
90.00 |
90.00 |
+1.75 |
0 |
81 |
+0 |
| Feb06 |
051007 |
89.90 |
89.90 |
89.90 |
89.90 |
+1.75 |
0 |
70 |
+0 |
| Mar06 |
051007 |
89.70 |
89.70 |
89.70 |
89.70 |
+1.75 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
98 |
2,723 |
-21 |
| DJIA Index(CBOT) |
| Dec05 |
051007 |
10320 |
10375 |
10306 |
10323 |
-1 |
10,746 |
36,172 |
+632 |
| Mar06 |
051007 |
10367 |
10367 |
10367 |
10367 |
+1 |
5 |
28 |
+1 |
| Total Volume and Open Interest |
10,751 |
36,202 |
+633 |
| S & P 500(CME) |
| Dec05 |
051007 |
1201.10 |
1204.50 |
1195.70 |
1200.00 |
+3.10 |
47,011 |
627,501 |
-684 |
| Mar06 |
051007 |
1208.00 |
1208.20 |
1207.00 |
1207.00 |
+3.10 |
195 |
5,451 |
+62 |
| Jun06 |
051007 |
1214.80 |
1214.80 |
1214.80 |
1214.80 |
+3.10 |
0 |
1,459 |
+0 |
| Sep06 |
051007 |
1222.30 |
1222.30 |
1222.30 |
1222.30 |
+3.10 |
0 |
57 |
+0 |
| Total Volume and Open Interest |
47,206 |
634,505 |
-622 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
051007 |
1196.75 |
1204.75 |
1195.00 |
1200.00 |
+3.00 |
1,602,807 |
984,496 |
+10,702 |
| Mar06 |
051007 |
1204.75 |
1211.00 |
1204.00 |
1207.00 |
+3.00 |
201 |
761 |
-161 |
| Total Volume and Open Interest |
1,603,008 |
985,257 |
+10,541 |
| NASDAQ 100(CME) |
| Dec05 |
051007 |
1568.50 |
1573.00 |
1559.00 |
1563.00 |
-1.50 |
13,388 |
56,937 |
+1,588 |
| Mar06 |
051007 |
1578.00 |
1578.00 |
1578.00 |
1578.00 |
-1.50 |
10 |
42 |
+10 |
| Jun06 |
051007 |
1592.00 |
1593.00 |
1592.00 |
1593.00 |
-1.50 |
0 |
15 |
+0 |
| Total Volume and Open Interest |
13,398 |
56,994 |
+1,598 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
051007 |
1564.50 |
1573.00 |
1558.50 |
1563.00 |
-1.50 |
489,273 |
303,485 |
+49,597 |
| Mar06 |
051007 |
1568.00 |
1585.00 |
1568.00 |
1578.00 |
-1.50 |
61 |
233 |
+24 |
| Total Volume and Open Interest |
489,334 |
303,718 |
+49,621 |
| S & P Midcap 400(CME) |
| Dec05 |
051007 |
695.25 |
698.00 |
693.00 |
695.70 |
+1.60 |
239 |
12,775 |
-5 |
| Mar06 |
051007 |
698.70 |
698.70 |
698.70 |
698.70 |
+1.60 |
|
|
|
| Jun06 |
051007 |
701.70 |
701.70 |
701.70 |
701.70 |
+1.60 |
|
|
|
| Total Volume and Open Interest |
511 |
12,806 |
+31 |
| Russell 2000(CME) |
| Dec05 |
051007 |
646.25 |
648.00 |
643.00 |
647.10 |
+4.90 |
1,098 |
32,981 |
+132 |
| Mar06 |
051007 |
651.60 |
651.60 |
651.60 |
651.60 |
+4.90 |
4 |
7 |
+0 |
| Jun06 |
051007 |
654.60 |
654.60 |
654.60 |
654.60 |
+4.90 |
|
|
|
| Total Volume and Open Interest |
1,102 |
32,988 |
+132 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051007 |
642.10 |
648.80 |
641.50 |
647.10 |
+4.90 |
193,770 |
248,781 |
+5,749 |
| Mar06 |
051007 |
650.00 |
652.50 |
650.00 |
651.60 |
+4.90 |
26 |
183 |
+13 |
| Total Volume and Open Interest |
193,796 |
248,964 |
+5,762 |
| Value Line(KCBT) |
| Dec05 |
051007 |
1828.00 |
1838.00 |
1828.00 |
1838.00 |
+8.00 |
13 |
97 |
+5 |
| Total Volume and Open Interest |
13 |
97 |
+5 |
| Nikkei 225(CME) |
| Dec05 |
051007 |
13135 |
13340 |
13125 |
13225 |
-55 |
87,715 |
234,245 |
-1,125 |
| Mar06 |
051007 |
13230 |
13320 |
13125 |
13220 |
-135 |
30 |
38 |
+10 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
051007 |
13135 |
13340 |
13125 |
13225 |
-55 |
87,715 |
234,245 |
-1,125 |
| Mar06 |
051007 |
13230 |
13320 |
13125 |
13220 |
-135 |
30 |
38 |
+10 |
| Jun06 |
051007 |
13160 |
13160 |
13160 |
13160 |
-130 |
|
|
|
| Total Volume and Open Interest |
87,910 |
235,015 |
-1,065 |
| CAC 40(MATIF) |
| Oct05 |
051007 |
4521.0 |
4555.0 |
4516.0 |
4528.5 |
-11.0 |
73,124 |
452,565 |
+11,154 |
| Nov05 |
051007 |
4533.0 |
4561.0 |
4527.0 |
4535.0 |
-11.0 |
138 |
2,846 |
+46 |
| Dec05 |
051007 |
4527.5 |
4557.0 |
4523.5 |
4532.0 |
-11.5 |
1,836 |
92,055 |
+601 |
| Total Volume and Open Interest |
75,098 |
551,528 |
+11,801 |
| Hang Seng Index(HKFE) |
| Oct05 |
051007 |
14851 |
14910 |
14793 |
14822 |
+13 |
50,687 |
111,375 |
-3,219 |
| Nov05 |
051007 |
14835 |
14900 |
14787 |
14811 |
+11 |
454 |
766 |
+260 |
| Dec05 |
051007 |
14870 |
14924 |
14841 |
14853 |
+5 |
153 |
1,837 |
+31 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Dec05 |
051007 |
5018.0 |
5054.0 |
5003.5 |
5022.0 |
+32.5 |
183,378 |
204,514 |
+2,985 |
| Mar06 |
051007 |
5045.0 |
5081.0 |
5034.0 |
5050.5 |
+33.0 |
677 |
9,726 |
-82 |
| Jun06 |
051007 |
5083.5 |
5111.5 |
5066.0 |
5081.5 |
+34.0 |
1,388 |
1,750 |
+703 |
| Total Volume and Open Interest |
185,443 |
215,990 |
+3,606 |
| FT-SE 100(LIFFE) |
| Dec05 |
051007 |
5373.50 |
5414.50 |
5369.50 |
5377.50 |
-11.00 |
89,870 |
432,950 |
-1,806 |
| Mar06 |
051007 |
5390.00 |
5404.50 |
5385.50 |
5385.50 |
-11.00 |
23 |
5,376 |
+12 |
| Jun06 |
051007 |
5397.00 |
5397.00 |
5391.00 |
5391.00 |
-11.00 |
5 |
13,791 |
+5 |
| Total Volume and Open Interest |
89,898 |
452,117 |
-1,789 |
| SPI 200(SFE) |
| Dec05 |
051007 |
4441.0 |
4489.0 |
4429.0 |
4449.0 |
+19.0 |
28,921 |
206,829 |
+8,517 |
| Mar06 |
051007 |
4450.0 |
4463.0 |
4439.0 |
4450.0 |
+19.0 |
69 |
4,465 |
+31 |
| Jun06 |
051007 |
4477.0 |
4477.0 |
4477.0 |
4477.0 |
+19.0 |
37 |
3,142 |
-18 |
| Total Volume and Open Interest |
29,027 |
216,649 |
+8,530 |
| GSCI(CME) |
| Oct05 |
051007 |
443.20 |
445.00 |
441.30 |
443.60 |
+1.20 |
950 |
16,436 |
-657 |
| Nov05 |
051007 |
446.40 |
448.00 |
444.65 |
446.85 |
+1.75 |
862 |
1,618 |
+740 |
| Dec05 |
051007 |
451.50 |
451.50 |
451.50 |
451.50 |
+1.00 |
1 |
5 |
-1 |
| Total Volume and Open Interest |
1,813 |
18,059 |
+82 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
051007 |
330.50 |
331.50 |
330.50 |
331.50 |
+1.00 |
66 |
370 |
-14 |
| Jan06 |
051007 |
331.00 |
331.00 |
331.00 |
331.00 |
+0.50 |
6 |
425 |
+2 |
| Feb06 |
051007 |
329.00 |
329.00 |
329.00 |
329.00 |
+0.50 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
72 |
1,007 |
-12 |
|
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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