|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue October 11, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov05 |
051011 |
558.50 |
566.50 |
558.00 |
563.50 |
+8.00 |
34,669 |
144,492 |
+0 |
| Jan06 |
051011 |
571.00 |
578.25 |
570.50 |
576.50 |
+8.00 |
13,794 |
60,619 |
+0 |
| Mar06 |
051011 |
578.50 |
585.50 |
578.00 |
583.00 |
+7.75 |
3,115 |
24,477 |
+0 |
| May06 |
051011 |
584.00 |
590.50 |
583.50 |
588.50 |
+8.50 |
1,831 |
19,382 |
+0 |
| Jul06 |
051011 |
590.00 |
595.00 |
589.00 |
593.50 |
+8.25 |
2,172 |
16,870 |
+0 |
| Aug06 |
051011 |
594.50 |
596.50 |
593.00 |
593.50 |
+8.50 |
76 |
454 |
+0 |
| Sep06 |
051011 |
590.00 |
596.00 |
590.00 |
590.50 |
+4.50 |
0 |
118 |
+0 |
| Total Volume and Open Interest |
62,181 |
277,212 |
+0 |
| Soybean Meal(CBOT) |
| Oct05 |
051011 |
165.00 |
166.40 |
164.30 |
165.10 |
+0.80 |
651 |
1,410 |
+0 |
| Dec05 |
051011 |
167.20 |
168.90 |
167.20 |
167.90 |
+1.30 |
9,708 |
65,409 |
+0 |
| Jan06 |
051011 |
169.30 |
170.50 |
168.90 |
169.50 |
+1.00 |
1,578 |
14,732 |
+0 |
| Mar06 |
051011 |
172.00 |
173.50 |
171.60 |
172.50 |
+1.20 |
1,889 |
15,029 |
+0 |
| May06 |
051011 |
174.30 |
175.50 |
173.90 |
174.50 |
+1.10 |
2,288 |
15,464 |
+0 |
| Jul06 |
051011 |
177.30 |
178.50 |
176.70 |
177.50 |
+1.10 |
1,675 |
12,298 |
+0 |
| Aug06 |
051011 |
178.50 |
179.50 |
178.00 |
178.50 |
+1.50 |
348 |
3,385 |
+0 |
| Sep06 |
051011 |
180.00 |
180.50 |
179.00 |
179.00 |
+0.70 |
306 |
3,175 |
+0 |
| Total Volume and Open Interest |
21,074 |
135,285 |
+0 |
| Soybean Oil(CBOT) |
| Oct05 |
051011 |
23.21 |
23.52 |
23.21 |
23.40 |
+0.33 |
1,214 |
913 |
+0 |
| Dec05 |
051011 |
23.45 |
23.85 |
23.41 |
23.58 |
+0.32 |
19,490 |
86,471 |
+0 |
| Jan06 |
051011 |
23.72 |
24.07 |
23.67 |
23.84 |
+0.32 |
7,897 |
25,866 |
+0 |
| Mar06 |
051011 |
23.88 |
24.22 |
23.80 |
24.02 |
+0.35 |
1,572 |
11,825 |
+0 |
| May06 |
051011 |
24.02 |
24.31 |
23.92 |
24.17 |
+0.36 |
1,968 |
12,361 |
+0 |
| Jul06 |
051011 |
24.05 |
24.50 |
24.02 |
24.28 |
+0.33 |
1,638 |
13,495 |
+0 |
| Aug06 |
051011 |
24.25 |
24.48 |
24.25 |
24.27 |
+0.30 |
86 |
1,025 |
+0 |
| Sep06 |
051011 |
24.25 |
24.40 |
24.25 |
24.30 |
+0.27 |
96 |
1,437 |
+0 |
| Total Volume and Open Interest |
35,174 |
158,825 |
+0 |
| Canola(WCE) |
| Nov05 |
051011 |
259.0 |
260.3 |
257.5 |
258.1 |
-1.6 |
5,801 |
30,134 |
+0 |
| Jan06 |
051011 |
268.0 |
269.5 |
267.0 |
267.5 |
-1.7 |
2,931 |
29,045 |
+0 |
| Mar06 |
051011 |
276.0 |
276.4 |
275.1 |
275.3 |
-0.8 |
73 |
4,230 |
+0 |
| May06 |
051011 |
281.2 |
283.7 |
281.2 |
282.8 |
-0.8 |
17 |
1,425 |
+0 |
| Jul06 |
051011 |
288.3 |
289.0 |
288.3 |
289.0 |
-0.6 |
43 |
1,049 |
+0 |
| Total Volume and Open Interest |
9,038 |
70,343 |
+0 |
| Corn(CBOT) |
| Dec05 |
051011 |
203.50 |
204.25 |
202.25 |
202.50 |
+0.50 |
30,210 |
469,774 |
+0 |
| Mar06 |
051011 |
215.75 |
217.00 |
215.00 |
215.50 |
+0.75 |
9,732 |
155,875 |
+0 |
| May06 |
051011 |
224.00 |
224.75 |
223.00 |
223.25 |
+0.25 |
1,243 |
32,532 |
+0 |
| Jul06 |
051011 |
230.75 |
231.50 |
229.75 |
230.25 |
+0.50 |
2,771 |
51,566 |
+0 |
| Sep06 |
051011 |
237.50 |
238.00 |
236.50 |
236.50 |
unch |
196 |
7,081 |
+0 |
| Dec06 |
051011 |
247.00 |
247.25 |
245.75 |
246.00 |
+0.25 |
1,386 |
37,154 |
+0 |
| Total Volume and Open Interest |
49,660 |
761,079 |
+0 |
| Wheat(CBOT) |
| Dec05 |
051011 |
342.00 |
344.50 |
339.50 |
342.75 |
+3.00 |
18,053 |
209,714 |
+0 |
| Mar06 |
051011 |
355.00 |
358.50 |
353.75 |
357.75 |
+3.75 |
3,549 |
46,865 |
+0 |
| May06 |
051011 |
363.00 |
364.00 |
361.50 |
364.00 |
+2.50 |
304 |
2,439 |
+0 |
| Jul06 |
051011 |
368.00 |
371.00 |
367.00 |
370.75 |
+3.50 |
2,730 |
31,351 |
+0 |
| Sep06 |
051011 |
375.50 |
377.00 |
373.50 |
377.00 |
+3.75 |
147 |
1,571 |
+0 |
| Total Volume and Open Interest |
25,302 |
296,342 |
+0 |
| Wheat(KCBT) |
| Dec05 |
051011 |
383.50 |
386.00 |
381.50 |
382.75 |
+0.25 |
6,020 |
65,197 |
+0 |
| Mar06 |
051011 |
385.50 |
387.50 |
383.00 |
385.50 |
+2.00 |
2,645 |
28,880 |
+0 |
| May06 |
051011 |
381.00 |
385.00 |
381.00 |
383.00 |
+2.00 |
707 |
2,725 |
+0 |
| Jul06 |
051011 |
377.50 |
379.75 |
376.00 |
378.75 |
+2.00 |
2,742 |
17,238 |
+0 |
| Sep06 |
051011 |
380.50 |
383.00 |
380.00 |
383.00 |
+3.00 |
7 |
531 |
+0 |
| Total Volume and Open Interest |
12,130 |
114,905 |
+0 |
| Wheat(MGE) |
| Dec05 |
051011 |
385.50 |
385.50 |
382.50 |
385.00 |
+2.50 |
2,213 |
17,277 |
+0 |
| Mar06 |
051011 |
388.00 |
388.50 |
385.50 |
387.50 |
+1.50 |
1,594 |
11,239 |
+0 |
| May06 |
051011 |
389.50 |
390.00 |
387.00 |
389.50 |
+2.25 |
131 |
1,743 |
+0 |
| Jul06 |
051011 |
389.00 |
394.25 |
387.00 |
391.25 |
+3.75 |
652 |
2,878 |
+0 |
| Sep06 |
051011 |
385.00 |
385.00 |
383.50 |
384.75 |
+1.25 |
123 |
277 |
+0 |
| Total Volume and Open Interest |
4,775 |
33,771 |
+0 |
| Oats(CBOT) |
| Dec05 |
051011 |
165.75 |
167.00 |
165.50 |
165.50 |
+0.50 |
792 |
6,386 |
+0 |
| Mar06 |
051011 |
172.75 |
173.75 |
172.50 |
172.50 |
+1.25 |
79 |
440 |
+0 |
| May06 |
051011 |
174.00 |
174.00 |
174.00 |
174.00 |
unch |
0 |
60 |
+0 |
| Jul06 |
051011 |
172.00 |
172.00 |
172.00 |
172.00 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
871 |
6,891 |
+0 |
| Rough Rice(CBOT) |
| Nov05 |
051011 |
7.29 |
7.32 |
7.27 |
7.27 |
-0.03 |
469 |
4,298 |
+0 |
| Jan06 |
051011 |
7.52 |
7.57 |
7.51 |
7.52 |
-0.02 |
100 |
2,032 |
+0 |
| Mar06 |
051011 |
7.78 |
7.78 |
7.75 |
7.75 |
-0.02 |
100 |
762 |
+0 |
| May06 |
051011 |
7.99 |
7.99 |
7.96 |
7.96 |
-0.02 |
52 |
192 |
+0 |
| Total Volume and Open Interest |
826 |
7,291 |
+0 |
| Live Cattle(CME) |
| Oct05 |
051011 |
90.450 |
91.000 |
90.325 |
90.775 |
-0.025 |
4,867 |
0 |
-12,413 |
| Dec05 |
051011 |
91.150 |
91.650 |
90.950 |
91.375 |
-0.025 |
8,684 |
0 |
-98,092 |
| Feb06 |
051011 |
93.000 |
93.250 |
92.650 |
93.175 |
-0.050 |
4,322 |
0 |
-36,594 |
| Apr06 |
051011 |
89.500 |
89.925 |
89.450 |
89.800 |
+0.125 |
1,035 |
0 |
-11,726 |
| Jun06 |
051011 |
84.725 |
85.000 |
84.525 |
84.850 |
+0.050 |
240 |
0 |
-5,201 |
| Aug06 |
051011 |
84.200 |
84.300 |
83.900 |
84.250 |
-0.100 |
20 |
0 |
-2,088 |
| Total Volume and Open Interest |
22,338 |
166,343 |
+0 |
| Feeder Cattle(CME) |
| Oct05 |
051011 |
118.000 |
118.725 |
117.750 |
118.700 |
+0.700 |
796 |
0 |
-7,719 |
| Nov05 |
051011 |
116.350 |
117.200 |
116.100 |
117.000 |
+0.600 |
1,219 |
0 |
-13,168 |
| Jan06 |
051011 |
113.500 |
114.250 |
113.350 |
114.175 |
+0.350 |
748 |
0 |
-6,814 |
| Mar06 |
051011 |
108.850 |
109.500 |
108.850 |
109.500 |
+0.500 |
59 |
0 |
-765 |
| Apr06 |
051011 |
107.150 |
107.500 |
107.100 |
107.400 |
+0.150 |
11 |
0 |
-372 |
| May06 |
051011 |
106.550 |
107.200 |
106.550 |
107.100 |
+0.350 |
11 |
0 |
-412 |
| Aug06 |
051011 |
107.050 |
107.700 |
107.050 |
107.700 |
+0.400 |
5 |
0 |
-96 |
| Total Volume and Open Interest |
6,560 |
29,346 |
+0 |
| Lean Hogs(CME) |
| Oct05 |
051011 |
67.900 |
68.000 |
67.550 |
67.675 |
-0.650 |
2,080 |
0 |
-10,249 |
| Dec05 |
051011 |
64.100 |
64.300 |
63.400 |
63.500 |
-1.025 |
6,381 |
0 |
-70,137 |
| Feb06 |
051011 |
67.100 |
67.100 |
66.450 |
66.775 |
-0.775 |
1,591 |
0 |
-22,954 |
| Apr06 |
051011 |
66.100 |
66.150 |
65.500 |
65.750 |
-0.800 |
497 |
0 |
-7,349 |
| May06 |
051011 |
66.400 |
66.600 |
66.100 |
66.250 |
-0.850 |
33 |
0 |
-1,637 |
| Jun06 |
051011 |
69.400 |
69.450 |
68.900 |
69.025 |
-0.850 |
239 |
0 |
-2,732 |
| Jul06 |
051011 |
65.750 |
65.750 |
65.150 |
65.150 |
-0.700 |
63 |
0 |
-1,244 |
| Aug06 |
051011 |
62.400 |
62.400 |
61.900 |
61.950 |
-0.900 |
8 |
0 |
-607 |
| Total Volume and Open Interest |
12,255 |
117,254 |
+0 |
| Pork Bellies(CME) |
| Feb06 |
051011 |
96.450 |
96.450 |
94.575 |
94.600 |
-1.850 |
370 |
0 |
-1,308 |
| Mar06 |
051011 |
95.300 |
95.300 |
95.300 |
95.300 |
-1.700 |
2 |
0 |
-50 |
| May06 |
051011 |
98.250 |
98.250 |
97.900 |
98.000 |
-1.225 |
2 |
0 |
-22 |
| Jul06 |
051011 |
99.900 |
99.900 |
99.900 |
99.900 |
unch |
1 |
0 |
-12 |
| Aug06 |
051011 |
99.900 |
99.900 |
99.900 |
99.900 |
-1.000 |
|
|
|
| Total Volume and Open Interest |
317 |
1,418 |
+0 |
| Class III Milk(CME) |
| Oct05 |
051011 |
14.33 |
14.33 |
14.33 |
14.33 |
unch |
7 |
0 |
-2,583 |
| Nov05 |
051011 |
13.60 |
13.71 |
13.60 |
13.70 |
+0.09 |
111 |
0 |
-2,127 |
| Dec05 |
051011 |
13.40 |
13.50 |
13.35 |
13.50 |
+0.10 |
50 |
0 |
-1,915 |
| Jan06 |
051011 |
12.90 |
12.91 |
12.86 |
12.90 |
+0.04 |
59 |
0 |
-1,343 |
| Feb06 |
051011 |
12.52 |
12.53 |
12.52 |
12.52 |
+0.01 |
31 |
0 |
-1,273 |
| Total Volume and Open Interest |
988 |
18,761 |
+0 |
| Cocoa(NYBOT) |
| Dec05 |
051011 |
1370 |
1372 |
1351 |
1356 |
unch |
5,404 |
52,401 |
+0 |
| Mar06 |
051011 |
1405 |
1409 |
1391 |
1394 |
-2 |
1,694 |
30,093 |
+0 |
| May06 |
051011 |
1430 |
1430 |
1414 |
1416 |
-1 |
150 |
8,413 |
+0 |
| Jul06 |
051011 |
1436 |
1436 |
1436 |
1436 |
-1 |
85 |
8,923 |
+0 |
| Sep06 |
051011 |
1468 |
1468 |
1458 |
1458 |
-2 |
10 |
10,630 |
+0 |
| Dec06 |
051011 |
1494 |
1494 |
1484 |
1484 |
-2 |
6 |
7,086 |
+0 |
| Mar07 |
051011 |
1509 |
1509 |
1509 |
1509 |
+1 |
0 |
7,750 |
+0 |
| Total Volume and Open Interest |
7,349 |
126,052 |
+0 |
| Coffee "C"(NYBOT) |
| Dec05 |
051011 |
99.80 |
101.70 |
99.50 |
100.75 |
+1.85 |
6,335 |
62,525 |
+0 |
| Mar06 |
051011 |
102.90 |
104.75 |
102.60 |
103.90 |
+1.80 |
1,547 |
16,577 |
+0 |
| May06 |
051011 |
104.90 |
106.50 |
104.90 |
105.90 |
+1.75 |
312 |
3,832 |
+0 |
| Jul06 |
051011 |
107.00 |
108.00 |
107.00 |
107.65 |
+1.75 |
262 |
3,142 |
+0 |
| Sep06 |
051011 |
108.80 |
109.30 |
108.75 |
109.30 |
+1.75 |
50 |
1,248 |
+0 |
| Dec06 |
051011 |
111.50 |
112.50 |
111.50 |
112.15 |
+1.75 |
12 |
755 |
+0 |
| Total Volume and Open Interest |
8,518 |
88,876 |
+0 |
| Orange Juice(NYBOT) |
| Nov05 |
051011 |
103.95 |
104.00 |
100.60 |
101.60 |
-2.40 |
1,223 |
15,548 |
+0 |
| Jan06 |
051011 |
106.00 |
106.00 |
102.60 |
103.60 |
-2.40 |
470 |
6,372 |
+0 |
| Mar06 |
051011 |
107.30 |
107.30 |
105.30 |
105.60 |
-2.30 |
380 |
3,796 |
+0 |
| May06 |
051011 |
108.50 |
108.50 |
107.35 |
107.35 |
-2.30 |
50 |
428 |
+0 |
| Jul06 |
051011 |
109.10 |
109.10 |
109.10 |
109.10 |
-2.30 |
0 |
192 |
+0 |
| Total Volume and Open Interest |
2,123 |
26,346 |
+0 |
| Sugar #11(NYBOT) |
| Mar06 |
051011 |
11.70 |
11.87 |
11.65 |
11.84 |
+0.18 |
21,458 |
311,529 |
+0 |
| May06 |
051011 |
11.70 |
11.80 |
11.64 |
11.77 |
+0.15 |
5,698 |
51,190 |
+0 |
| Jul06 |
051011 |
11.54 |
11.58 |
11.41 |
11.54 |
+0.13 |
3,289 |
39,217 |
+0 |
| Oct06 |
051011 |
11.55 |
11.58 |
11.42 |
11.53 |
+0.12 |
1,122 |
24,206 |
+0 |
| Mar07 |
051011 |
11.56 |
11.60 |
11.42 |
11.55 |
+0.13 |
1,439 |
16,931 |
+0 |
| Total Volume and Open Interest |
33,743 |
455,334 |
+0 |
| Sugar #14(NYBOT) |
| Nov05 |
051010 |
21.45 |
21.45 |
21.45 |
21.45 |
+0.16 |
256 |
1,302 |
-865 |
| Jan06 |
051011 |
21.47 |
21.59 |
21.47 |
21.59 |
+0.13 |
339 |
2,626 |
+0 |
| Mar06 |
051011 |
21.45 |
21.56 |
21.45 |
21.56 |
+0.11 |
2 |
2,214 |
+0 |
| May06 |
051011 |
21.48 |
21.57 |
21.48 |
21.57 |
+0.11 |
2 |
2,313 |
+0 |
| Jul06 |
051011 |
21.55 |
21.72 |
21.55 |
21.71 |
+0.13 |
5 |
2,388 |
+0 |
| Total Volume and Open Interest |
609 |
11,863 |
+0 |
| London Cocoa(LCE) |
| Dec05 |
051011 |
822 |
828 |
817 |
818 |
unch |
1,631 |
0 |
-69,693 |
| Mar06 |
051011 |
839 |
848 |
837 |
837 |
-1 |
1,931 |
0 |
-47,809 |
| May06 |
051011 |
853 |
859 |
849 |
850 |
-1 |
242 |
0 |
-11,440 |
| Jul06 |
051011 |
867 |
871 |
864 |
864 |
-1 |
290 |
0 |
-22,762 |
| Sep06 |
051011 |
878 |
878 |
877 |
877 |
-1 |
3 |
0 |
-12,685 |
| Dec06 |
051011 |
894 |
894 |
890 |
890 |
-1 |
|
|
|
| Mar07 |
051011 |
906 |
906 |
902 |
902 |
-1 |
764 |
0 |
-2,631 |
| Total Volume and Open Interest |
3,444 |
181,320 |
+0 |
| London Coffee(LCE) |
| Nov05 |
051011 |
919.00 |
952.00 |
915.00 |
949.00 |
+42.00 |
2,398 |
0 |
-53,269 |
| Jan06 |
051011 |
935.00 |
974.00 |
935.00 |
969.00 |
+41.00 |
2,177 |
0 |
-65,205 |
| Mar06 |
051011 |
950.00 |
985.00 |
950.00 |
985.00 |
+42.00 |
544 |
0 |
-32,531 |
| May06 |
051011 |
975.00 |
1002.00 |
975.00 |
1002.00 |
+42.00 |
15 |
0 |
-9,517 |
| Jul06 |
051011 |
998.00 |
1017.00 |
998.00 |
1017.00 |
+42.00 |
27 |
0 |
-4,223 |
| Sep06 |
051011 |
1027.00 |
1034.00 |
1027.00 |
1034.00 |
+41.00 |
3 |
0 |
-1,805 |
| Total Volume and Open Interest |
10,290 |
166,809 |
+0 |
| London Sugar(LCE) |
| Oct05 |
050915 |
309.00 |
309.00 |
296.70 |
309.00 |
unch |
5,203 |
3,525 |
-3,336 |
| Dec05 |
051011 |
305.00 |
309.90 |
305.00 |
308.60 |
+3.20 |
1,979 |
0 |
-22,476 |
| Mar06 |
051011 |
311.50 |
315.20 |
311.50 |
314.90 |
+3.40 |
1,317 |
0 |
-15,098 |
| May06 |
051011 |
315.90 |
317.70 |
314.90 |
317.70 |
+3.70 |
620 |
0 |
-5,461 |
| Aug06 |
051011 |
319.50 |
321.00 |
318.30 |
321.00 |
+3.30 |
408 |
0 |
-2,905 |
| Total Volume and Open Interest |
4,008 |
53,579 |
+0 |
| Cotton(NYBOT) |
| Dec05 |
051011 |
55.60 |
55.85 |
55.10 |
55.17 |
-0.49 |
3,301 |
79,838 |
+0 |
| Mar06 |
051011 |
57.10 |
57.20 |
56.65 |
56.71 |
-0.39 |
1,088 |
25,901 |
+0 |
| May06 |
051011 |
57.57 |
57.75 |
57.25 |
57.26 |
-0.49 |
26 |
2,180 |
+0 |
| Jul06 |
051011 |
58.25 |
58.30 |
57.90 |
58.00 |
-0.45 |
1 |
2,413 |
+0 |
| Oct06 |
051011 |
57.80 |
57.80 |
57.80 |
57.80 |
-0.60 |
0 |
64 |
+0 |
| Dec06 |
051011 |
59.00 |
59.15 |
58.80 |
58.80 |
-0.50 |
5 |
1,266 |
+0 |
| Total Volume and Open Interest |
4,421 |
111,668 |
+0 |
| Lumber(CME) |
| Nov05 |
051011 |
285.0 |
285.1 |
278.7 |
280.0 |
-6.1 |
331 |
0 |
-2,305 |
| Jan06 |
051011 |
302.7 |
303.7 |
299.0 |
299.4 |
-3.6 |
105 |
0 |
-1,178 |
| Mar06 |
051011 |
313.8 |
314.0 |
311.8 |
312.0 |
-2.0 |
17 |
0 |
-230 |
| May06 |
051011 |
321.0 |
321.0 |
318.1 |
318.1 |
-2.9 |
|
|
|
| Total Volume and Open Interest |
532 |
3,814 |
+0 |
| Crude Oil(NYM) |
| Nov05 |
051011 |
62.50 |
63.60 |
62.45 |
63.53 |
+1.73 |
90,342 |
161,216 |
+0 |
| Dec05 |
051011 |
62.30 |
63.15 |
62.15 |
63.05 |
+1.48 |
86,470 |
199,134 |
+0 |
| Jan06 |
051011 |
62.70 |
63.50 |
62.70 |
63.47 |
+1.44 |
22,475 |
81,320 |
+0 |
| Feb06 |
051011 |
63.10 |
63.81 |
63.00 |
63.81 |
+1.40 |
5,968 |
31,475 |
+0 |
| Mar06 |
051011 |
63.35 |
64.09 |
63.35 |
64.09 |
+1.37 |
4,290 |
25,639 |
+0 |
| Apr06 |
051011 |
63.90 |
64.29 |
63.90 |
64.29 |
+1.36 |
789 |
14,887 |
+0 |
| May06 |
051011 |
64.00 |
64.37 |
63.50 |
64.37 |
+1.35 |
837 |
14,131 |
+0 |
| Jun06 |
051011 |
63.75 |
64.39 |
63.60 |
64.39 |
+1.33 |
5,621 |
43,153 |
+0 |
| Jul06 |
051011 |
64.37 |
64.37 |
64.37 |
64.37 |
+1.32 |
1,031 |
10,253 |
+0 |
| Aug06 |
051011 |
63.85 |
64.33 |
63.85 |
64.33 |
+1.31 |
1 |
7,255 |
+0 |
| Sep06 |
051011 |
64.28 |
64.28 |
64.28 |
64.28 |
+1.30 |
181 |
9,118 |
+0 |
| Oct06 |
051011 |
64.23 |
64.23 |
64.23 |
64.23 |
+1.30 |
83 |
5,157 |
+0 |
| Nov06 |
051011 |
64.14 |
64.14 |
64.14 |
64.14 |
+1.30 |
16 |
7,648 |
+0 |
| Dec06 |
051011 |
63.65 |
64.04 |
63.30 |
64.04 |
+1.30 |
5,561 |
54,251 |
+0 |
| Jan07 |
051011 |
63.85 |
63.85 |
63.85 |
63.85 |
+1.29 |
0 |
8,663 |
+0 |
| Feb07 |
051011 |
63.72 |
63.72 |
63.72 |
63.72 |
+1.29 |
0 |
3,335 |
+0 |
| Total Volume and Open Interest |
229,786 |
864,037 |
+0 |
| Heating Oil(NYM) |
| Nov05 |
051011 |
199.50 |
202.25 |
198.25 |
201.79 |
+4.61 |
29,430 |
57,676 |
+0 |
| Dec05 |
051011 |
203.50 |
205.65 |
202.25 |
205.35 |
+4.15 |
18,654 |
36,826 |
+0 |
| Jan06 |
051011 |
206.50 |
208.75 |
206.00 |
208.25 |
+3.90 |
5,377 |
23,677 |
+0 |
| Feb06 |
051011 |
207.75 |
209.00 |
207.00 |
208.65 |
+3.65 |
1,847 |
13,867 |
+0 |
| Mar06 |
051011 |
205.75 |
206.10 |
204.00 |
206.10 |
+3.45 |
2,314 |
12,470 |
+0 |
| Apr06 |
051011 |
199.75 |
199.85 |
198.30 |
199.85 |
+3.10 |
51 |
5,988 |
+0 |
| May06 |
051011 |
194.40 |
194.40 |
193.40 |
194.15 |
+2.75 |
166 |
4,209 |
+0 |
| Jun06 |
051011 |
189.50 |
190.50 |
189.50 |
190.45 |
+2.45 |
147 |
5,796 |
+0 |
| Jul06 |
051011 |
190.95 |
190.95 |
190.25 |
190.25 |
+2.30 |
10 |
3,588 |
+0 |
| Aug06 |
051011 |
190.00 |
191.05 |
189.80 |
191.05 |
+2.25 |
4 |
631 |
+0 |
| Sep06 |
051011 |
193.00 |
193.00 |
191.35 |
192.55 |
+2.20 |
53 |
1,325 |
+0 |
| Oct06 |
051011 |
194.25 |
194.40 |
194.25 |
194.40 |
+2.15 |
2 |
178 |
+2 |
| Total Volume and Open Interest |
58,362 |
170,484 |
+0 |
| Unleaded Gas(NYM) |
| Nov05 |
051011 |
182.25 |
184.00 |
180.00 |
183.32 |
+3.26 |
39,377 |
58,432 |
+0 |
| Dec05 |
051011 |
182.00 |
184.00 |
180.25 |
183.50 |
+3.29 |
18,615 |
32,132 |
+0 |
| Jan06 |
051011 |
182.25 |
183.80 |
180.50 |
183.80 |
+4.09 |
6,554 |
15,634 |
+0 |
| Feb06 |
051011 |
180.00 |
183.25 |
180.00 |
183.25 |
+4.29 |
1,525 |
6,450 |
+0 |
| Mar06 |
051011 |
181.80 |
183.15 |
179.50 |
183.15 |
+4.19 |
1,975 |
6,037 |
+0 |
| Apr06 |
051011 |
192.30 |
192.30 |
192.30 |
192.30 |
+4.09 |
539 |
5,288 |
+0 |
| May06 |
051011 |
192.35 |
192.35 |
192.35 |
192.35 |
+3.99 |
204 |
2,934 |
+0 |
| Jun06 |
051011 |
191.75 |
191.75 |
191.75 |
191.75 |
+3.89 |
42 |
3,245 |
+0 |
| Jul06 |
051011 |
189.00 |
190.75 |
189.00 |
190.75 |
+3.94 |
90 |
1,593 |
+0 |
| Aug06 |
051011 |
188.90 |
188.90 |
188.90 |
188.90 |
+3.94 |
69 |
1,699 |
+21 |
| Sep06 |
051011 |
186.30 |
186.30 |
186.30 |
186.30 |
+3.89 |
18 |
270 |
+3 |
| Oct06 |
051011 |
176.60 |
176.60 |
176.60 |
176.60 |
+3.89 |
16 |
15 |
+15 |
| Total Volume and Open Interest |
69,024 |
133,729 |
+0 |
| Natural Gas(NYM) |
| Nov05 |
051011 |
13.230 |
13.590 |
13.220 |
13.519 |
+0.544 |
25,729 |
73,293 |
+0 |
| Dec05 |
051011 |
13.750 |
14.020 |
13.740 |
13.984 |
+0.489 |
15,744 |
56,349 |
+0 |
| Jan06 |
051011 |
14.170 |
14.420 |
14.150 |
14.404 |
+0.497 |
8,844 |
56,828 |
+0 |
| Feb06 |
051011 |
14.020 |
14.250 |
14.010 |
14.244 |
+0.467 |
1,562 |
26,866 |
+0 |
| Mar06 |
051011 |
13.630 |
13.799 |
13.600 |
13.799 |
+0.432 |
2,267 |
47,909 |
+0 |
| Apr06 |
051011 |
10.630 |
10.719 |
10.590 |
10.719 |
+0.202 |
1,944 |
31,404 |
+0 |
| May06 |
051011 |
10.200 |
10.274 |
10.170 |
10.274 |
+0.177 |
1,323 |
26,244 |
+0 |
| Jun06 |
051011 |
10.250 |
10.269 |
10.200 |
10.269 |
+0.167 |
340 |
9,903 |
+0 |
| Jul06 |
051011 |
10.280 |
10.299 |
10.150 |
10.299 |
+0.167 |
254 |
13,473 |
+0 |
| Aug06 |
051011 |
10.300 |
10.334 |
10.200 |
10.334 |
+0.167 |
267 |
16,373 |
+0 |
| Sep06 |
051011 |
10.280 |
10.309 |
10.170 |
10.309 |
+0.167 |
601 |
11,381 |
+0 |
| Oct06 |
051011 |
10.280 |
10.339 |
10.240 |
10.339 |
+0.162 |
652 |
23,395 |
+0 |
| Nov06 |
051011 |
10.650 |
10.754 |
10.640 |
10.754 |
+0.152 |
169 |
9,260 |
+0 |
| Dec06 |
051011 |
11.150 |
11.164 |
11.050 |
11.164 |
+0.152 |
124 |
11,429 |
+0 |
| Jan07 |
051011 |
11.450 |
11.474 |
11.390 |
11.474 |
+0.142 |
620 |
12,374 |
+0 |
| Feb07 |
051011 |
11.350 |
11.379 |
11.320 |
11.379 |
+0.137 |
169 |
5,029 |
+0 |
| Total Volume and Open Interest |
66,211 |
553,020 |
+0 |
| Brent Crude Oil(ICE) |
| Nov05 |
051011 |
59.08 |
60.29 |
58.81 |
60.08 |
+1.30 |
47,333 |
0 |
-46,727 |
| Dec05 |
051011 |
59.70 |
60.94 |
59.46 |
60.69 |
+1.26 |
51,910 |
0 |
-110,552 |
| Jan06 |
051011 |
60.44 |
61.53 |
60.10 |
61.36 |
+1.24 |
25,248 |
0 |
-48,570 |
| Feb06 |
051011 |
60.85 |
61.83 |
60.72 |
61.83 |
+1.22 |
4,223 |
0 |
-21,642 |
| Mar06 |
051011 |
61.12 |
62.17 |
61.12 |
62.17 |
+1.20 |
904 |
0 |
-11,195 |
| Apr06 |
051011 |
61.69 |
62.46 |
61.69 |
62.42 |
+1.19 |
427 |
0 |
-5,860 |
| May06 |
051011 |
61.87 |
62.60 |
61.87 |
62.58 |
+1.18 |
240 |
0 |
-5,925 |
| Jun06 |
051011 |
61.64 |
62.63 |
61.64 |
62.63 |
+1.17 |
968 |
0 |
-20,417 |
| Jul06 |
051011 |
62.66 |
62.66 |
62.66 |
62.66 |
+1.14 |
40 |
0 |
-2,136 |
| Aug06 |
051011 |
62.69 |
62.69 |
62.69 |
62.69 |
+1.15 |
|
|
|
| Sep06 |
051011 |
62.67 |
62.74 |
62.62 |
62.70 |
+1.16 |
|
|
|
| Oct06 |
051011 |
62.26 |
62.67 |
62.26 |
62.67 |
+1.17 |
|
|
|
| Nov06 |
051011 |
62.17 |
62.58 |
62.16 |
62.58 |
+1.15 |
14 |
0 |
-202 |
| Dec06 |
051011 |
61.45 |
62.51 |
61.45 |
62.51 |
+1.16 |
2,024 |
0 |
-25,779 |
| Total Volume and Open Interest |
135,081 |
341,102 |
+0 |
| Gas Oil(ICE) |
| Oct05 |
051011 |
598.50 |
612.00 |
594.00 |
604.75 |
+11.00 |
15,387 |
0 |
-18,983 |
| Nov05 |
051011 |
602.00 |
619.00 |
598.25 |
609.50 |
+13.00 |
21,283 |
0 |
-56,659 |
| Dec05 |
051011 |
605.50 |
622.25 |
602.25 |
613.00 |
+13.75 |
11,018 |
0 |
-41,402 |
| Jan06 |
051011 |
607.25 |
620.00 |
604.75 |
614.75 |
+13.50 |
3,931 |
0 |
-17,965 |
| Feb06 |
051011 |
603.00 |
612.75 |
602.25 |
612.25 |
+13.75 |
504 |
0 |
-11,022 |
| Mar06 |
051011 |
597.00 |
607.25 |
597.00 |
607.25 |
+13.75 |
15 |
0 |
-11,596 |
| Apr06 |
051011 |
598.00 |
601.00 |
598.00 |
601.00 |
+12.75 |
|
|
|
| May06 |
051011 |
591.75 |
595.25 |
591.75 |
595.25 |
+12.25 |
18 |
0 |
-1,540 |
| Jun06 |
051011 |
588.00 |
592.25 |
588.00 |
591.25 |
+12.00 |
458 |
0 |
-16,039 |
| Jul06 |
051011 |
591.50 |
591.50 |
591.50 |
591.50 |
+12.00 |
|
|
|
| Total Volume and Open Interest |
52,714 |
|
|
| US Dollar Index(NYBOT) |
| Dec05 |
051011 |
89.32 |
89.83 |
89.31 |
89.79 |
+0.56 |
4,902 |
18,002 |
+0 |
| Mar06 |
051011 |
89.28 |
89.54 |
89.28 |
89.54 |
+0.46 |
0 |
2,028 |
+0 |
| Jun06 |
051011 |
89.30 |
89.30 |
89.30 |
89.30 |
+0.47 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
4,902 |
20,032 |
+0 |
| Australian Dollar(CME) |
| Dec05 |
051011 |
75.16 |
75.18 |
74.85 |
75.03 |
-0.38 |
16,242 |
0 |
-62,288 |
| Mar06 |
051011 |
74.74 |
74.85 |
74.74 |
74.81 |
-0.38 |
2 |
0 |
-40 |
| Jun06 |
051011 |
74.59 |
74.59 |
74.59 |
74.59 |
-0.38 |
|
|
|
| Total Volume and Open Interest |
23,718 |
62,354 |
+0 |
| British Pound(CME) |
| Dec05 |
051011 |
174.87 |
174.92 |
174.33 |
174.35 |
-1.60 |
43,655 |
0 |
-95,981 |
| Mar06 |
051011 |
174.22 |
174.22 |
174.22 |
174.22 |
-1.60 |
22 |
0 |
-120 |
| Jun06 |
051011 |
174.22 |
174.22 |
174.22 |
174.22 |
-1.60 |
|
|
|
| Total Volume and Open Interest |
57,126 |
96,105 |
+0 |
| Canadian Dollar(CME) |
| Dec05 |
051011 |
84.79 |
85.32 |
84.79 |
85.10 |
-0.21 |
31,823 |
0 |
-103,159 |
| Mar06 |
051011 |
85.16 |
85.45 |
85.10 |
85.34 |
-0.21 |
140 |
0 |
-1,458 |
| Jun06 |
051011 |
85.59 |
85.59 |
85.59 |
85.59 |
-0.21 |
1 |
0 |
-198 |
| Sep06 |
051011 |
85.95 |
85.95 |
85.84 |
85.84 |
-0.21 |
|
|
|
| Total Volume and Open Interest |
31,920 |
104,892 |
+0 |
| Japanese Yen(CME) |
| Dec05 |
051011 |
88.28 |
88.31 |
87.89 |
87.95 |
-0.51 |
46,205 |
0 |
-169,252 |
| Mar06 |
051011 |
89.17 |
89.17 |
88.83 |
88.83 |
-0.51 |
|
|
|
| Jun06 |
051011 |
89.83 |
89.83 |
89.83 |
89.83 |
-0.51 |
|
|
|
| Total Volume and Open Interest |
52,157 |
169,870 |
+0 |
| Swiss Franc(CME) |
| Dec05 |
051011 |
78.16 |
78.21 |
77.87 |
77.95 |
-0.72 |
34,361 |
0 |
-70,585 |
| Mar06 |
051011 |
78.66 |
78.66 |
78.53 |
78.58 |
-0.72 |
2 |
0 |
-105 |
| Jun06 |
051011 |
79.24 |
79.24 |
79.24 |
79.24 |
-0.72 |
|
|
|
| Total Volume and Open Interest |
65,042 |
70,787 |
+0 |
| EuroFX(CME) |
| Dec05 |
051011 |
120.60 |
120.71 |
120.18 |
120.26 |
-1.34 |
144,484 |
0 |
-135,922 |
| Mar06 |
051011 |
121.19 |
121.19 |
120.85 |
120.85 |
-1.34 |
230 |
0 |
-1,629 |
| Jun06 |
051011 |
121.60 |
121.60 |
121.56 |
121.56 |
-1.34 |
|
|
|
| Total Volume and Open Interest |
200,126 |
138,257 |
+0 |
| Mexican Peso(CME) |
| Dec05 |
051011 |
9160.0 |
9180.0 |
9150.0 |
9152.0 |
-8.0 |
10,779 |
0 |
-81,397 |
| Mar06 |
051011 |
9055.0 |
9055.0 |
9055.0 |
9055.0 |
-7.0 |
|
|
|
| Total Volume and Open Interest |
26,487 |
82,486 |
+0 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051011 |
114~09 |
114~16 |
113~24 |
114~00 |
-0~08 |
256,723 |
568,220 |
+0 |
| Mar06 |
051011 |
114~00 |
114~05 |
113~18 |
113~24 |
-0~08 |
763 |
3,234 |
+0 |
| Jun06 |
051011 |
113~22 |
113~27 |
113~09 |
113~20 |
-0~08 |
0 |
18 |
+0 |
| Total Volume and Open Interest |
267,638 |
571,474 |
+0 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051011 |
109~230 |
109~265 |
109~135 |
109~200 |
-0~035 |
564,254 |
1,647,382 |
+0 |
| Mar06 |
051011 |
109~220 |
109~220 |
109~145 |
109~185 |
-0~035 |
5,604 |
13,448 |
+0 |
| Total Volume and Open Interest |
605,579 |
1,661,126 |
+0 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051011 |
106~215 |
106~220 |
106~165 |
106~210 |
-0~020 |
11,955 |
1,267,997 |
+1,267,997 |
| Mar06 |
051011 |
106~155 |
106~160 |
106~155 |
106~160 |
-0~020 |
262 |
2,260 |
+0 |
| Jun06 |
051011 |
106~090 |
106~090 |
106~090 |
106~090 |
-0~020 |
|
|
|
| Total Volume and Open Interest |
430,386 |
1,270,257 |
+1,267,997 |
| 2 Year T-Notes(CBOT) |
| Dec05 |
051011 |
102~113 |
102~113 |
102~108 |
102~113 |
-0~006 |
6,141 |
331,738 |
+0 |
| Total Volume and Open Interest |
6,141 |
331,738 |
+0 |
| Eurodollars(CME) |
| Dec05 |
051011 |
95.595 |
95.605 |
95.585 |
95.605 |
-0.005 |
249,000 |
0 |
-1,132,915 |
| Mar06 |
051011 |
95.445 |
95.445 |
95.410 |
95.435 |
-0.025 |
335,000 |
0 |
-1,131,652 |
| Jun06 |
051011 |
95.375 |
95.375 |
95.330 |
95.360 |
-0.035 |
373,000 |
0 |
-1,227,487 |
| Sep06 |
051011 |
95.365 |
95.390 |
95.315 |
95.345 |
-0.035 |
278,250 |
831,843 |
+9,826 |
| Dec06 |
051011 |
95.365 |
95.370 |
95.325 |
95.350 |
-0.035 |
275,000 |
0 |
-739,781 |
| Mar07 |
051011 |
95.380 |
95.380 |
95.350 |
95.375 |
-0.030 |
108,000 |
0 |
-576,722 |
| Jun07 |
051011 |
95.380 |
95.380 |
95.350 |
95.375 |
-0.030 |
73,000 |
0 |
-473,922 |
| Sep07 |
051011 |
95.370 |
95.370 |
95.340 |
95.360 |
-0.030 |
42,000 |
0 |
-333,288 |
| Dec07 |
051011 |
95.350 |
95.350 |
95.315 |
95.335 |
-0.030 |
22,000 |
0 |
-246,228 |
| Mar08 |
051011 |
95.340 |
95.340 |
95.310 |
95.325 |
-0.030 |
15,000 |
0 |
-223,218 |
| Jun08 |
051011 |
95.320 |
95.320 |
95.290 |
95.305 |
-0.030 |
11,000 |
0 |
-219,225 |
| Sep08 |
051011 |
95.300 |
95.300 |
95.270 |
95.285 |
-0.030 |
10,000 |
0 |
-205,990 |
| Dec08 |
051011 |
95.270 |
95.270 |
95.235 |
95.250 |
-0.030 |
6,248 |
0 |
-134,240 |
| Mar09 |
051011 |
95.255 |
95.255 |
95.220 |
95.235 |
-0.030 |
4,366 |
0 |
-121,374 |
| Jun09 |
051011 |
95.230 |
95.230 |
95.195 |
95.210 |
-0.030 |
3,916 |
0 |
-109,207 |
| Sep09 |
051011 |
95.200 |
95.200 |
95.165 |
95.180 |
-0.030 |
7,662 |
0 |
-106,567 |
| Dec09 |
051011 |
95.165 |
95.165 |
95.130 |
95.140 |
-0.030 |
2,863 |
0 |
-74,235 |
| Mar10 |
051011 |
95.150 |
95.150 |
95.115 |
95.125 |
-0.030 |
2,621 |
0 |
-46,986 |
| Total Volume and Open Interest |
1,696,798 |
8,207,647 |
+0 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051011 |
99.89 |
99.89 |
99.89 |
99.89 |
-0.01 |
64 |
0 |
-6,234 |
| Mar06 |
051011 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
20 |
0 |
-7,979 |
| Jun06 |
051011 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.02 |
|
|
|
| Sep06 |
051011 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.02 |
20 |
0 |
-4,328 |
| Dec06 |
051011 |
99.52 |
99.52 |
99.52 |
99.52 |
-0.03 |
8 |
0 |
-6,632 |
| Mar07 |
051011 |
99.42 |
99.42 |
99.42 |
99.42 |
-0.03 |
|
|
|
| Jun07 |
051011 |
99.33 |
99.33 |
99.33 |
99.33 |
-0.03 |
|
|
|
| Sep07 |
051011 |
99.23 |
99.23 |
99.23 |
99.23 |
unch |
|
|
|
| Dec07 |
051011 |
99.11 |
99.11 |
99.11 |
99.11 |
-0.04 |
|
|
|
| Mar08 |
051011 |
99.00 |
99.00 |
99.00 |
99.00 |
-0.04 |
|
|
|
| Total Volume and Open Interest |
112 |
|
|
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051011 |
99.89 |
99.89 |
99.89 |
99.89 |
unch |
2,894 |
0 |
-87,495 |
| Mar06 |
051011 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
161 |
0 |
-58,092 |
| Jun06 |
051011 |
99.74 |
99.74 |
99.73 |
99.73 |
-0.01 |
2,504 |
0 |
-53,240 |
| Sep06 |
051011 |
99.64 |
99.65 |
99.63 |
99.63 |
-0.01 |
1,225 |
0 |
-35,112 |
| Dec06 |
051011 |
99.55 |
99.55 |
99.52 |
99.52 |
-0.02 |
131 |
0 |
-51,630 |
| Mar07 |
051011 |
99.41 |
99.41 |
99.41 |
99.41 |
-0.03 |
26 |
0 |
-24,460 |
| Jun07 |
051011 |
99.34 |
99.35 |
99.32 |
99.32 |
-0.03 |
34 |
0 |
-14,236 |
| Sep07 |
051011 |
99.21 |
99.21 |
99.21 |
99.21 |
-0.03 |
|
|
|
| Total Volume and Open Interest |
6,975 |
359,411 |
+0 |
| German Euro-Bund(EUREX) |
| Dec05 |
051011 |
122.39 |
122.45 |
122.14 |
122.18 |
-0.22 |
1,155,865 |
1,335,465 |
-23,035 |
| Mar06 |
051011 |
122.77 |
122.81 |
122.56 |
122.56 |
-0.24 |
2,435 |
23,223 |
+4,283 |
| Jun06 |
051011 |
121.78 |
121.78 |
121.78 |
121.78 |
-0.25 |
161 |
1 |
+0 |
| Total Volume and Open Interest |
409,363 |
1,325,551 |
-28,855 |
| German Euro-Bobl(EUREX) |
| Dec05 |
051011 |
113.81 |
113.84 |
113.69 |
113.74 |
-0.07 |
270,000 |
877,153 |
+9,512 |
| Mar06 |
051011 |
113.47 |
114.14 |
113.47 |
114.10 |
-0.06 |
1 |
1,420 |
+601 |
| Jun06 |
051011 |
113.44 |
113.44 |
113.44 |
113.44 |
-0.07 |
370 |
0 |
+0 |
| Total Volume and Open Interest |
270,371 |
878,573 |
+10,113 |
| Long Gilt(LIFFE) |
| Dec05 |
051011 |
112~30 |
113~01 |
112~23 |
112~26 |
-0~05 |
66,042 |
203,854 |
-6,628 |
| Mar06 |
051011 |
112~29 |
112~29 |
112~29 |
112~29 |
-0~05 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051011 |
95.58 |
95.59 |
95.54 |
95.55 |
-0.04 |
60,502 |
298,113 |
+1,916 |
| Mar06 |
051011 |
95.72 |
95.72 |
95.66 |
95.67 |
-0.05 |
122,552 |
434,867 |
+31,989 |
| Jun06 |
051011 |
95.76 |
95.76 |
95.70 |
95.71 |
-0.05 |
74,469 |
315,060 |
+605 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051011 |
97.735 |
97.735 |
97.715 |
97.720 |
-0.015 |
193,962 |
616,550 |
-415 |
| Mar06 |
051011 |
97.625 |
97.630 |
97.600 |
97.615 |
-0.015 |
236,829 |
680,250 |
+42,540 |
| Jun06 |
051011 |
97.510 |
97.515 |
97.480 |
97.495 |
-0.020 |
206,747 |
525,012 |
-10,779 |
| Total Volume and Open Interest |
1,072,605 |
3,216,199 |
+70,820 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051011 |
94.34 |
94.34 |
94.33 |
94.34 |
unch |
6,049 |
0 |
-151,844 |
| Mar06 |
051011 |
94.27 |
94.29 |
94.26 |
94.28 |
-0.01 |
6,451 |
0 |
-222,108 |
| Jun06 |
051011 |
94.29 |
94.31 |
94.27 |
94.29 |
-0.01 |
2,958 |
0 |
-83,396 |
| Sep06 |
051011 |
94.29 |
94.31 |
94.27 |
94.29 |
-0.01 |
222 |
0 |
-34,546 |
| Dec06 |
051011 |
94.27 |
94.31 |
94.27 |
94.28 |
unch |
107 |
0 |
-30,335 |
| Mar07 |
051011 |
94.23 |
94.26 |
94.23 |
94.25 |
unch |
|
|
|
| Jun07 |
051011 |
94.23 |
94.26 |
94.23 |
94.23 |
unch |
41 |
0 |
-33,572 |
| Sep07 |
051011 |
94.21 |
94.24 |
94.21 |
94.23 |
+0.01 |
|
|
|
| Dec07 |
051011 |
94.21 |
94.22 |
94.21 |
94.22 |
unch |
13 |
0 |
-3,971 |
| Mar08 |
051011 |
94.23 |
94.23 |
94.22 |
94.22 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
15,867 |
|
|
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051011 |
94.64 |
94.68 |
94.62 |
94.66 |
+0.01 |
8,554 |
0 |
-300,601 |
| Mar06 |
051011 |
94.66 |
94.66 |
94.66 |
94.66 |
+0.01 |
|
|
|
| Total Volume and Open Interest |
8,554 |
|
|
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051011 |
94.67 |
94.71 |
94.65 |
94.69 |
unch |
29,065 |
0 |
-330,069 |
| Mar06 |
051011 |
94.69 |
94.69 |
94.69 |
94.69 |
unch |
|
|
|
| Total Volume and Open Interest |
29,065 |
|
|
| Gold(CMX) |
| Oct05 |
051011 |
477.5 |
477.5 |
477.0 |
477.1 |
+2.0 |
96 |
570 |
+0 |
| Dec05 |
051011 |
477.8 |
481.5 |
477.4 |
479.8 |
+1.8 |
64,576 |
313,308 |
+0 |
| Feb06 |
051011 |
481.5 |
485.6 |
481.5 |
483.5 |
+1.8 |
468 |
13,484 |
+0 |
| Apr06 |
051011 |
486.0 |
489.2 |
486.0 |
487.2 |
+1.8 |
232 |
6,140 |
+0 |
| Jun06 |
051011 |
490.0 |
492.0 |
490.0 |
491.0 |
+1.9 |
450 |
10,430 |
+0 |
| Aug06 |
051011 |
494.2 |
494.9 |
494.2 |
494.9 |
+2.0 |
1 |
2,185 |
+0 |
| Oct06 |
051011 |
498.8 |
498.8 |
498.8 |
498.8 |
+2.0 |
290 |
3,443 |
+0 |
| Dec06 |
051011 |
500.5 |
504.0 |
500.5 |
502.6 |
+2.1 |
452 |
5,509 |
+0 |
| Feb07 |
051011 |
506.5 |
506.5 |
506.5 |
506.5 |
+2.2 |
261 |
5,020 |
+0 |
| Apr07 |
051011 |
510.3 |
510.3 |
510.3 |
510.3 |
+2.2 |
0 |
100 |
+0 |
| Jun07 |
051011 |
514.0 |
514.1 |
514.0 |
514.1 |
+2.3 |
200 |
4,281 |
+0 |
| Aug07 |
051011 |
517.9 |
517.9 |
517.9 |
517.9 |
+2.4 |
|
|
|
| Total Volume and Open Interest |
67,026 |
370,933 |
+0 |
| Silver(CMX) |
| Dec05 |
051011 |
784.0 |
795.5 |
782.0 |
787.5 |
+3.0 |
25,910 |
99,065 |
+0 |
| Mar06 |
051011 |
786.5 |
800.0 |
785.5 |
792.9 |
+2.9 |
469 |
8,425 |
+0 |
| May06 |
051011 |
792.0 |
794.4 |
792.0 |
794.4 |
+2.8 |
108 |
2,027 |
+0 |
| Jul06 |
051011 |
792.0 |
801.0 |
792.0 |
795.7 |
+2.5 |
58 |
6,482 |
+0 |
| Sep06 |
051011 |
805.0 |
805.0 |
796.5 |
796.5 |
+2.4 |
0 |
2,670 |
+0 |
| Dec06 |
051011 |
795.5 |
807.0 |
794.0 |
797.8 |
+2.4 |
92 |
8,944 |
+0 |
| Mar07 |
051011 |
799.3 |
799.3 |
799.3 |
799.3 |
+2.4 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
26,757 |
131,181 |
+0 |
| Platinum(NYM) |
| Oct05 |
051011 |
942.0 |
946.0 |
942.0 |
945.5 |
+3.4 |
103 |
154 |
+0 |
| Jan06 |
051011 |
944.6 |
948.0 |
941.0 |
947.5 |
+3.4 |
777 |
12,810 |
+0 |
| Apr06 |
051011 |
950.0 |
950.0 |
947.5 |
947.5 |
+3.4 |
0 |
188 |
+0 |
| Total Volume and Open Interest |
880 |
13,152 |
+0 |
| Palladium(NYME) |
| Dec05 |
051011 |
212.00 |
213.20 |
210.20 |
212.70 |
+2.15 |
1,141 |
12,766 |
+0 |
| Mar06 |
051011 |
214.70 |
214.70 |
214.70 |
214.70 |
+2.15 |
14 |
388 |
+0 |
| Jun06 |
051011 |
217.20 |
217.20 |
217.20 |
217.20 |
+2.15 |
0 |
4 |
+0 |
| Total Volume and Open Interest |
1,155 |
13,158 |
+0 |
| Copper(CMX) |
| Dec05 |
051011 |
181.40 |
183.80 |
181.30 |
183.50 |
+2.90 |
6,699 |
83,424 |
+0 |
| Mar06 |
051011 |
173.50 |
175.50 |
173.50 |
175.40 |
+3.00 |
533 |
10,728 |
+0 |
| May06 |
051011 |
167.90 |
169.60 |
167.90 |
169.60 |
+2.90 |
106 |
2,778 |
+0 |
| Jul06 |
051011 |
162.80 |
164.20 |
162.80 |
164.20 |
+2.70 |
7 |
1,420 |
+0 |
| Sep06 |
051011 |
159.00 |
159.00 |
159.00 |
159.00 |
+2.50 |
6 |
1,263 |
+0 |
| Total Volume and Open Interest |
9,468 |
111,023 |
+0 |
| Aluminum(CMX) |
| Oct05 |
051011 |
90.40 |
90.40 |
90.40 |
90.40 |
+2.40 |
0 |
63 |
+0 |
| Nov05 |
051011 |
90.60 |
90.60 |
90.60 |
90.60 |
+2.40 |
7 |
566 |
+0 |
| Dec05 |
051011 |
91.00 |
91.00 |
91.00 |
91.00 |
+2.40 |
0 |
1,679 |
+0 |
| Jan06 |
051011 |
90.70 |
90.70 |
90.70 |
90.70 |
+1.50 |
0 |
81 |
+0 |
| Feb06 |
051011 |
90.50 |
90.50 |
90.50 |
90.50 |
+1.40 |
0 |
70 |
+0 |
| Mar06 |
051011 |
90.30 |
90.30 |
90.30 |
90.30 |
+1.40 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
7 |
2,724 |
+0 |
| DJIA Index(CBOT) |
| Dec05 |
051011 |
10300 |
10340 |
10255 |
10276 |
+18 |
4,719 |
35,772 |
+0 |
| Mar06 |
051011 |
10345 |
10345 |
10305 |
10320 |
+18 |
0 |
28 |
+0 |
| Jun06 |
051011 |
10400 |
10400 |
10363 |
10363 |
|
|
|
|
| S & P 500(CME) |
| Dec05 |
051011 |
1194.00 |
1198.00 |
1187.30 |
1188.40 |
-1.60 |
28,749 |
0 |
-629,624 |
| Mar06 |
051011 |
1198.00 |
1198.00 |
1195.40 |
1195.40 |
-1.60 |
21 |
0 |
-5,453 |
| Jun06 |
051011 |
1203.20 |
1203.20 |
1203.20 |
1203.20 |
-1.60 |
|
|
|
| Sep06 |
051011 |
1210.70 |
1210.70 |
1210.70 |
1210.70 |
-1.60 |
|
|
|
| Total Volume and Open Interest |
37,503 |
636,630 |
+0 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
051011 |
1190.25 |
1198.00 |
1187.00 |
1188.50 |
-1.50 |
785,969 |
0 |
-987,250 |
| Mar06 |
051011 |
1197.75 |
1203.00 |
1194.75 |
1195.50 |
-1.50 |
161 |
0 |
-834 |
| Total Volume and Open Interest |
872,445 |
988,084 |
+0 |
| NASDAQ 100(CME) |
| Dec05 |
051011 |
1560.00 |
1560.00 |
1543.00 |
1545.50 |
-9.00 |
3,893 |
0 |
-57,781 |
| Mar06 |
051011 |
1560.50 |
1560.50 |
1560.50 |
1560.50 |
-9.00 |
|
|
|
| Jun06 |
051011 |
1575.50 |
1575.50 |
1575.50 |
1575.50 |
-9.00 |
|
|
|
| Total Volume and Open Interest |
10,061 |
57,830 |
+0 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
051011 |
1555.00 |
1563.50 |
1543.00 |
1545.50 |
-9.00 |
208,177 |
0 |
-314,272 |
| Mar06 |
051011 |
1577.00 |
1577.00 |
1559.50 |
1560.50 |
-9.00 |
6 |
0 |
-230 |
| Total Volume and Open Interest |
230,822 |
314,502 |
+0 |
| S & P Midcap 400(CME) |
| Dec05 |
051011 |
693.10 |
695.50 |
686.00 |
686.30 |
-4.60 |
468 |
12,661 |
-145 |
| Mar06 |
051011 |
689.30 |
689.30 |
689.30 |
689.30 |
-4.60 |
|
|
|
| Jun06 |
051011 |
692.30 |
692.30 |
692.30 |
692.30 |
-4.60 |
|
|
|
| Total Volume and Open Interest |
468 |
12,661 |
+0 |
| Russell 2000(CME) |
| Dec05 |
051011 |
642.75 |
645.20 |
631.50 |
631.50 |
-8.80 |
549 |
0 |
-33,193 |
| Mar06 |
051011 |
644.00 |
644.00 |
636.00 |
636.00 |
-8.80 |
|
|
|
| Jun06 |
051011 |
639.00 |
639.00 |
639.00 |
639.00 |
-8.80 |
|
|
|
| Total Volume and Open Interest |
1,188 |
33,200 |
+0 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051011 |
640.50 |
645.30 |
631.30 |
631.50 |
-8.80 |
97,145 |
0 |
-249,481 |
| Mar06 |
051011 |
647.50 |
647.50 |
636.00 |
636.00 |
-8.80 |
3 |
0 |
-182 |
| Total Volume and Open Interest |
115,846 |
249,663 |
+0 |
| Value Line(KCBT) |
| Dec05 |
051011 |
1819.00 |
1819.00 |
1805.00 |
1809.00 |
-5.50 |
11 |
94 |
+0 |
| Total Volume and Open Interest |
11 |
94 |
+0 |
| Nikkei 225(CME) |
| Dec05 |
051011 |
13250 |
13550 |
13225 |
13530 |
+305 |
62,314 |
235,545 |
+1,300 |
| Mar06 |
051011 |
13550 |
13550 |
13550 |
13550 |
+330 |
10 |
66 |
+28 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
051011 |
13250 |
13550 |
13225 |
13530 |
+305 |
62,314 |
235,545 |
+1,300 |
| Mar06 |
051011 |
13550 |
13550 |
13550 |
13550 |
+330 |
10 |
66 |
+28 |
| Jun06 |
051011 |
13490 |
13490 |
13490 |
13490 |
+330 |
|
|
|
| Total Volume and Open Interest |
62,386 |
236,438 |
+1,423 |
| CAC 40(MATIF) |
| Oct05 |
051011 |
4523.5 |
4574.0 |
4523.5 |
4549.5 |
+8.5 |
77,596 |
471,152 |
+2,185 |
| Nov05 |
051011 |
4544.0 |
4578.0 |
4544.0 |
4556.0 |
+8.5 |
645 |
3,230 |
+332 |
| Dec05 |
051011 |
4531.5 |
4578.0 |
4531.5 |
4553.5 |
+9.0 |
590 |
91,634 |
-146 |
| Total Volume and Open Interest |
78,831 |
570,078 |
+2,371 |
| Hang Seng Index(HKFE) |
| Oct05 |
051010 |
14891 |
14922 |
14845 |
14879 |
+57 |
29,788 |
109,374 |
-2,001 |
| Nov05 |
051010 |
14866 |
14906 |
14850 |
14865 |
+54 |
451 |
915 |
+149 |
| Dec05 |
051010 |
14913 |
14932 |
14909 |
14909 |
+56 |
83 |
1,850 |
+13 |
| Total Volume and Open Interest |
|
|
|
| DAX Index(EUREX) |
| Dec05 |
051011 |
5045.0 |
5086.5 |
5034.0 |
5041.0 |
+5.0 |
158,176 |
197,998 |
+0 |
| Mar06 |
051011 |
5078.5 |
5115.0 |
5063.5 |
5070.0 |
+5.5 |
1,462 |
9,905 |
+0 |
| Jun06 |
051011 |
5120.0 |
5146.5 |
5094.5 |
5100.5 |
+5.5 |
2,006 |
2,214 |
+0 |
| Total Volume and Open Interest |
103,599 |
210,117 |
+0 |
| FT-SE 100(LIFFE) |
| Dec05 |
051011 |
5388.00 |
5422.00 |
5382.00 |
5399.50 |
+2.00 |
50,281 |
0 |
-431,695 |
| Mar06 |
051011 |
5423.50 |
5427.50 |
5401.00 |
5407.00 |
+2.00 |
73 |
0 |
-5,381 |
| Jun06 |
051011 |
5412.50 |
5412.50 |
5412.50 |
5412.50 |
+2.00 |
|
|
|
| Total Volume and Open Interest |
71,327 |
450,864 |
+0 |
| SPI 200(SFE) |
| Dec05 |
051011 |
4455.0 |
4459.0 |
4421.0 |
4448.0 |
-36.0 |
15,230 |
0 |
-204,570 |
| Mar06 |
051011 |
4449.0 |
4449.0 |
4449.0 |
4449.0 |
-37.0 |
306 |
0 |
-4,491 |
| Jun06 |
051011 |
4475.0 |
4475.0 |
4475.0 |
4475.0 |
-37.0 |
2 |
0 |
-3,217 |
| Total Volume and Open Interest |
16,723 |
214,454 |
-38 |
| GSCI(CME) |
| Oct05 |
051011 |
447.00 |
451.95 |
446.50 |
451.95 |
+10.25 |
3,703 |
0 |
-13,373 |
| Nov05 |
051011 |
452.00 |
455.20 |
452.00 |
455.20 |
+9.60 |
3,715 |
0 |
-4,956 |
| Dec05 |
051011 |
460.00 |
460.00 |
460.00 |
460.00 |
+10.00 |
|
|
|
| Total Volume and Open Interest |
6,726 |
18,334 |
+0 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
051011 |
334.50 |
335.55 |
334.50 |
334.75 |
+2.25 |
7 |
368 |
+0 |
| Jan06 |
051011 |
333.50 |
334.50 |
333.50 |
334.25 |
+2.25 |
1 |
426 |
+0 |
| Feb06 |
051011 |
332.25 |
332.25 |
332.25 |
332.25 |
+2.25 |
0 |
5 |
+0 |
| Total Volume and Open Interest |
0 |
4 |
-1,002 |
|
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions. |
|
|