|
 |
| MRCI's Free Historical Futures Prices |
| Daily Futures Price Listing Tue October 25, 2005 |
| Most Recent Information |
Previous Day |
| Mth |
Date |
Open |
High |
Low |
Close |
Change |
Volume |
Open Int |
Change |
| Soybeans(CBOT) |
| Nov05 |
051025 |
575.00 |
582.00 |
571.75 |
578.00 |
+3.00 |
61,709 |
73,529 |
-20,485 |
| Jan06 |
051025 |
587.25 |
594.00 |
584.00 |
590.25 |
+2.75 |
28,156 |
123,085 |
+4,978 |
| Mar06 |
051025 |
596.00 |
602.50 |
593.50 |
599.00 |
+2.75 |
5,278 |
33,136 |
-425 |
| May06 |
051025 |
602.00 |
608.00 |
600.00 |
604.50 |
+2.50 |
4,498 |
22,232 |
+210 |
| Jul06 |
051025 |
605.50 |
614.00 |
605.50 |
610.25 |
+3.00 |
4,582 |
21,789 |
+1,096 |
| Aug06 |
051025 |
611.00 |
613.00 |
608.00 |
609.00 |
+4.00 |
86 |
1,363 |
+39 |
| Sep06 |
051025 |
613.00 |
613.50 |
609.00 |
609.00 |
+2.50 |
49 |
664 |
+14 |
| Total Volume and Open Interest |
106,798 |
289,009 |
-14,359 |
| Soybean Meal(CBOT) |
| Dec05 |
051025 |
170.00 |
171.90 |
170.00 |
170.90 |
+1.00 |
14,261 |
63,252 |
+948 |
| Jan06 |
051025 |
172.90 |
173.50 |
171.80 |
172.50 |
+0.90 |
2,697 |
16,480 |
+97 |
| Mar06 |
051025 |
175.00 |
176.40 |
175.00 |
175.50 |
+1.00 |
2,138 |
16,414 |
+294 |
| May06 |
051025 |
177.80 |
179.00 |
177.70 |
177.80 |
+0.40 |
1,019 |
16,003 |
+130 |
| Jul06 |
051025 |
180.50 |
181.80 |
180.50 |
180.70 |
+0.40 |
1,547 |
13,311 |
+469 |
| Aug06 |
051025 |
182.50 |
183.20 |
181.80 |
181.90 |
+0.30 |
127 |
3,601 |
+81 |
| Sep06 |
051025 |
183.50 |
184.00 |
182.10 |
182.30 |
unch |
104 |
3,403 |
+74 |
| Oct06 |
051025 |
184.00 |
184.00 |
182.00 |
182.20 |
unch |
14 |
1,755 |
+2 |
| Total Volume and Open Interest |
22,782 |
138,258 |
+2,736 |
| Soybean Oil(CBOT) |
| Dec05 |
051025 |
23.62 |
24.05 |
23.53 |
23.78 |
+0.02 |
18,079 |
65,538 |
-2,909 |
| Jan06 |
051025 |
23.99 |
24.24 |
23.79 |
24.00 |
-0.01 |
4,591 |
52,047 |
+1,045 |
| Mar06 |
051025 |
24.05 |
24.46 |
24.05 |
24.22 |
+0.02 |
1,213 |
12,537 |
-7 |
| May06 |
051025 |
24.40 |
24.58 |
24.21 |
24.40 |
+0.05 |
373 |
13,341 |
-173 |
| Jul06 |
051025 |
24.50 |
24.75 |
24.40 |
24.55 |
unch |
1,937 |
15,518 |
+733 |
| Aug06 |
051025 |
24.80 |
24.80 |
24.42 |
24.59 |
+0.01 |
116 |
1,436 |
-51 |
| Sep06 |
051025 |
24.85 |
24.85 |
24.55 |
24.64 |
+0.04 |
108 |
1,743 |
-11 |
| Oct06 |
051025 |
24.80 |
24.80 |
24.60 |
24.60 |
+0.10 |
26 |
988 |
+26 |
| Total Volume and Open Interest |
26,998 |
169,860 |
-1,234 |
| Canola(WCE) |
| Nov05 |
051025 |
250.0 |
252.0 |
249.1 |
250.2 |
+0.3 |
4,205 |
14,739 |
-1,680 |
| Jan06 |
051025 |
260.9 |
262.8 |
260.0 |
261.2 |
-0.1 |
8,665 |
38,698 |
+1,410 |
| Mar06 |
051025 |
269.9 |
271.6 |
269.5 |
269.6 |
unch |
2,053 |
6,248 |
+455 |
| May06 |
051025 |
278.0 |
279.1 |
276.0 |
277.6 |
+0.9 |
210 |
1,493 |
-41 |
| Jul06 |
051025 |
286.9 |
286.9 |
284.6 |
284.6 |
+0.4 |
29 |
1,458 |
+8 |
| Total Volume and Open Interest |
15,185 |
67,226 |
+150 |
| Corn(CBOT) |
| Dec05 |
051025 |
199.50 |
200.50 |
198.75 |
199.50 |
unch |
40,217 |
465,924 |
-1,681 |
| Mar06 |
051025 |
212.75 |
213.75 |
212.00 |
212.75 |
unch |
15,969 |
190,455 |
+5,819 |
| May06 |
051025 |
221.25 |
222.00 |
220.75 |
221.25 |
unch |
3,657 |
37,422 |
+1,308 |
| Jul06 |
051025 |
228.25 |
229.00 |
227.50 |
228.50 |
+0.25 |
3,230 |
60,436 |
+825 |
| Sep06 |
051025 |
236.00 |
236.75 |
235.75 |
235.75 |
-0.25 |
627 |
7,905 |
+133 |
| Dec06 |
051025 |
245.75 |
246.50 |
245.25 |
245.50 |
-0.50 |
1,214 |
41,723 |
+436 |
| Total Volume and Open Interest |
64,821 |
811,552 |
+6,763 |
| Wheat(CBOT) |
| Dec05 |
051025 |
323.00 |
326.50 |
322.25 |
325.50 |
+2.25 |
15,661 |
201,285 |
-755 |
| Mar06 |
051025 |
337.00 |
341.50 |
337.00 |
340.25 |
+1.75 |
2,959 |
50,569 |
+984 |
| May06 |
051025 |
346.50 |
349.50 |
346.50 |
349.00 |
+2.25 |
144 |
2,936 |
+24 |
| Jul06 |
051025 |
353.00 |
356.50 |
352.50 |
355.50 |
+2.25 |
1,418 |
34,097 |
+236 |
| Sep06 |
051025 |
362.00 |
363.00 |
360.50 |
362.75 |
+2.50 |
23 |
2,065 |
+7 |
| Total Volume and Open Interest |
20,299 |
297,227 |
+497 |
| Wheat(KCBT) |
| Dec05 |
051025 |
365.50 |
370.50 |
365.50 |
370.25 |
+5.00 |
6,830 |
67,738 |
-318 |
| Mar06 |
051025 |
371.50 |
377.00 |
371.00 |
376.75 |
+5.25 |
2,735 |
32,010 |
+151 |
| May06 |
051025 |
370.50 |
373.00 |
370.50 |
373.00 |
+4.00 |
205 |
3,359 |
-109 |
| Jul06 |
051025 |
364.00 |
368.00 |
364.00 |
367.25 |
+3.75 |
759 |
19,456 |
+11 |
| Sep06 |
051025 |
368.00 |
371.50 |
368.00 |
370.00 |
+2.00 |
149 |
964 |
+117 |
| Total Volume and Open Interest |
10,678 |
124,030 |
-148 |
| Wheat(MGE) |
| Dec05 |
051025 |
365.50 |
370.00 |
365.25 |
369.25 |
+2.75 |
1,592 |
14,784 |
+86 |
| Mar06 |
051025 |
373.50 |
377.00 |
372.00 |
376.00 |
+2.75 |
1,399 |
13,436 |
+241 |
| May06 |
051025 |
375.00 |
378.00 |
375.00 |
377.50 |
+1.75 |
16 |
2,143 |
-2 |
| Jul06 |
051025 |
376.00 |
378.50 |
376.00 |
378.50 |
+2.75 |
750 |
4,444 |
+213 |
| Sep06 |
051025 |
376.00 |
377.50 |
375.50 |
377.50 |
+2.00 |
87 |
451 |
+8 |
| Total Volume and Open Interest |
3,850 |
36,083 |
+546 |
| Oats(CBOT) |
| Dec05 |
051025 |
168.50 |
169.25 |
165.00 |
167.00 |
-1.50 |
402 |
6,541 |
+160 |
| Mar06 |
051025 |
175.50 |
175.75 |
172.50 |
173.75 |
-2.00 |
34 |
586 |
+31 |
| May06 |
051025 |
178.00 |
178.00 |
178.00 |
178.00 |
-0.50 |
6 |
75 |
+6 |
| Jul06 |
051025 |
181.00 |
181.00 |
181.00 |
181.00 |
unch |
0 |
1 |
+0 |
| Total Volume and Open Interest |
443 |
7,211 |
+197 |
| Rough Rice(CBOT) |
| Nov05 |
051025 |
7.15 |
7.24 |
7.15 |
7.24 |
+0.06 |
683 |
2,168 |
-700 |
| Jan06 |
051025 |
7.42 |
7.53 |
7.42 |
7.53 |
+0.07 |
1,492 |
3,668 |
+576 |
| Mar06 |
051025 |
7.69 |
7.75 |
7.67 |
7.75 |
+0.05 |
361 |
1,212 |
+113 |
| May06 |
051025 |
7.97 |
7.97 |
7.97 |
7.97 |
+0.05 |
0 |
205 |
+0 |
| Total Volume and Open Interest |
3,647 |
7,964 |
+507 |
| Live Cattle(CME) |
| Oct05 |
051025 |
88.550 |
89.300 |
88.550 |
88.850 |
+0.475 |
1,701 |
4,285 |
+4,285 |
| Dec05 |
051025 |
90.100 |
91.450 |
90.100 |
90.700 |
+0.700 |
11,639 |
96,335 |
+96,335 |
| Feb06 |
051025 |
93.000 |
94.000 |
93.000 |
93.600 |
+0.700 |
4,122 |
41,428 |
+41,428 |
| Apr06 |
051025 |
89.925 |
91.000 |
89.900 |
90.850 |
+0.950 |
976 |
14,551 |
+14,551 |
| Jun06 |
051025 |
84.850 |
85.575 |
84.850 |
85.550 |
+0.725 |
567 |
6,864 |
+6,864 |
| Aug06 |
051025 |
84.250 |
85.000 |
84.250 |
84.800 |
+0.675 |
272 |
2,714 |
+2,714 |
| Total Volume and Open Interest |
19,331 |
166,629 |
-1,221 |
| Feeder Cattle(CME) |
| Oct05 |
051025 |
115.700 |
116.150 |
115.600 |
115.750 |
-0.100 |
1,710 |
2,981 |
+2,981 |
| Nov05 |
051025 |
114.150 |
114.750 |
114.100 |
114.275 |
+0.375 |
3,078 |
10,169 |
+10,169 |
| Jan06 |
051025 |
112.300 |
113.050 |
112.200 |
112.650 |
+0.750 |
1,561 |
10,654 |
+10,654 |
| Mar06 |
051025 |
108.200 |
109.100 |
108.200 |
108.975 |
+0.975 |
320 |
1,302 |
+1,302 |
| Apr06 |
051025 |
107.350 |
108.000 |
107.300 |
107.750 |
+0.750 |
105 |
630 |
+630 |
| May06 |
051025 |
107.000 |
107.400 |
107.000 |
107.400 |
+0.800 |
157 |
749 |
+749 |
| Aug06 |
051025 |
107.450 |
107.900 |
107.450 |
107.900 |
+0.600 |
8 |
251 |
+251 |
| Total Volume and Open Interest |
6,941 |
26,740 |
-571 |
| Lean Hogs(CME) |
| Dec05 |
051025 |
60.850 |
61.300 |
60.350 |
61.200 |
+0.250 |
6,180 |
67,446 |
+67,446 |
| Feb06 |
051025 |
64.150 |
64.700 |
63.650 |
64.650 |
+0.375 |
3,020 |
26,199 |
+26,199 |
| Apr06 |
051025 |
65.000 |
65.150 |
64.275 |
64.900 |
-0.050 |
1,280 |
9,368 |
+9,368 |
| May06 |
051025 |
65.500 |
65.775 |
65.300 |
65.625 |
+0.025 |
59 |
1,847 |
+1,847 |
| Jun06 |
051025 |
68.525 |
68.900 |
68.150 |
68.875 |
+0.075 |
359 |
3,627 |
+3,627 |
| Jul06 |
051025 |
65.500 |
65.600 |
65.100 |
65.450 |
+0.075 |
111 |
1,321 |
+1,321 |
| Aug06 |
051025 |
61.700 |
61.700 |
61.350 |
61.600 |
-0.100 |
27 |
703 |
+703 |
| Oct06 |
051025 |
55.000 |
55.200 |
55.000 |
55.200 |
-0.250 |
14 |
437 |
+437 |
| Total Volume and Open Interest |
11,065 |
111,002 |
+1,095 |
| Pork Bellies(CME) |
| Feb06 |
051025 |
87.750 |
90.200 |
87.750 |
88.350 |
+0.600 |
308 |
1,241 |
+1,241 |
| Mar06 |
051025 |
89.200 |
89.200 |
87.650 |
87.650 |
+0.625 |
1 |
61 |
+61 |
| May06 |
051025 |
90.500 |
90.750 |
90.500 |
90.750 |
+0.750 |
0 |
31 |
+31 |
| Jul06 |
051025 |
92.500 |
92.700 |
92.500 |
92.700 |
+0.700 |
0 |
16 |
+16 |
| Aug06 |
051025 |
92.500 |
92.500 |
92.500 |
92.500 |
+0.500 |
0 |
26 |
+26 |
| Total Volume and Open Interest |
309 |
1,375 |
+37 |
| Class III Milk(CME) |
| Oct05 |
051025 |
14.39 |
14.39 |
14.39 |
14.39 |
unch |
3 |
2,608 |
+2,608 |
| Nov05 |
051025 |
13.70 |
13.70 |
13.68 |
13.68 |
-0.06 |
76 |
2,330 |
+2,330 |
| Dec05 |
051025 |
13.52 |
13.52 |
13.48 |
13.49 |
-0.05 |
36 |
2,057 |
+2,057 |
| Jan06 |
051025 |
13.05 |
13.05 |
13.04 |
13.04 |
-0.06 |
34 |
1,527 |
+1,527 |
| Feb06 |
051025 |
12.70 |
12.70 |
12.70 |
12.70 |
unch |
19 |
1,296 |
+1,296 |
| Total Volume and Open Interest |
296 |
19,969 |
-11 |
| Cocoa(NYBOT) |
| Dec05 |
051025 |
1400 |
1408 |
1388 |
1403 |
-5 |
5,399 |
54,891 |
+29 |
| Mar06 |
051025 |
1440 |
1446 |
1428 |
1441 |
-4 |
1,774 |
32,439 |
+232 |
| May06 |
051025 |
1455 |
1463 |
1455 |
1461 |
-4 |
140 |
10,291 |
+45 |
| Jul06 |
051025 |
1480 |
1480 |
1480 |
1480 |
-5 |
50 |
9,176 |
+3 |
| Sep06 |
051025 |
1500 |
1500 |
1500 |
1500 |
-5 |
80 |
10,424 |
-3 |
| Dec06 |
051025 |
1527 |
1527 |
1527 |
1527 |
-6 |
654 |
7,164 |
+0 |
| Mar07 |
051025 |
1551 |
1551 |
1551 |
1551 |
-4 |
250 |
9,028 |
-350 |
| Total Volume and Open Interest |
8,347 |
134,206 |
-44 |
| Coffee "C"(NYBOT) |
| Dec05 |
051025 |
104.25 |
105.25 |
102.60 |
103.70 |
+0.55 |
11,569 |
53,894 |
-939 |
| Mar06 |
051025 |
107.20 |
108.10 |
105.70 |
106.75 |
+0.50 |
3,942 |
20,651 |
+1,096 |
| May06 |
051025 |
108.75 |
109.25 |
108.50 |
108.50 |
+0.55 |
308 |
5,222 |
+42 |
| Jul06 |
051025 |
110.30 |
111.00 |
110.05 |
110.05 |
+0.55 |
416 |
3,220 |
+59 |
| Sep06 |
051025 |
111.95 |
112.45 |
111.25 |
111.25 |
+0.55 |
86 |
1,388 |
-50 |
| Dec06 |
051025 |
114.00 |
114.25 |
113.50 |
113.50 |
+0.55 |
20 |
1,025 |
+28 |
| Total Volume and Open Interest |
16,353 |
86,373 |
+236 |
| Orange Juice(NYBOT) |
| Nov05 |
051025 |
112.00 |
115.50 |
111.80 |
115.25 |
+3.40 |
4,203 |
9,180 |
-2,862 |
| Jan06 |
051025 |
114.40 |
118.00 |
114.05 |
117.85 |
+3.45 |
4,349 |
14,812 |
+2,470 |
| Mar06 |
051025 |
116.40 |
119.50 |
116.00 |
119.35 |
+3.35 |
278 |
4,925 |
+70 |
| May06 |
051025 |
117.00 |
119.75 |
117.00 |
119.75 |
+3.00 |
105 |
731 |
+80 |
| Jul06 |
051025 |
120.00 |
120.50 |
120.00 |
120.50 |
+3.00 |
0 |
242 |
+0 |
| Total Volume and Open Interest |
8,938 |
29,961 |
-250 |
| Sugar #11(NYBOT) |
| Mar06 |
051025 |
11.62 |
11.85 |
11.62 |
11.82 |
+0.19 |
19,987 |
310,977 |
-7,335 |
| May06 |
051025 |
11.58 |
11.76 |
11.58 |
11.74 |
+0.18 |
6,442 |
54,112 |
-2,995 |
| Jul06 |
051025 |
11.32 |
11.47 |
11.32 |
11.46 |
+0.18 |
4,919 |
36,312 |
-2,405 |
| Oct06 |
051025 |
11.26 |
11.38 |
11.26 |
11.38 |
+0.15 |
3,618 |
24,167 |
-180 |
| Mar07 |
051025 |
11.35 |
11.46 |
11.35 |
11.42 |
+0.12 |
3,902 |
24,862 |
+988 |
| Total Volume and Open Interest |
39,160 |
466,772 |
-12,285 |
| Sugar #14(NYBOT) |
| Nov05 |
051010 |
21.45 |
21.45 |
21.45 |
21.45 |
+0.16 |
256 |
1,302 |
-865 |
| Jan06 |
051021 |
21.98 |
21.98 |
21.80 |
21.88 |
-0.15 |
160 |
2,891 |
+70 |
| Mar06 |
051021 |
21.83 |
21.83 |
21.70 |
21.70 |
-0.12 |
35 |
2,597 |
+2 |
| May06 |
051021 |
21.70 |
21.70 |
21.60 |
21.61 |
-0.09 |
13 |
2,610 |
-7 |
| Jul06 |
051021 |
21.82 |
21.82 |
21.71 |
21.76 |
-0.05 |
3 |
2,468 |
-36 |
| Total Volume and Open Interest |
221 |
12,107 |
+39 |
| London Cocoa(LCE) |
| Dec05 |
051021 |
822 |
822 |
813 |
821 |
+3 |
3,431 |
66,447 |
-396 |
| Mar06 |
051025 |
856 |
859 |
846 |
854 |
-8 |
1,810 |
54,433 |
+54,433 |
| May06 |
051025 |
869 |
869 |
860 |
865 |
-9 |
1,166 |
15,354 |
+15,354 |
| Jul06 |
051025 |
881 |
881 |
870 |
879 |
-8 |
350 |
24,692 |
+24,692 |
| Sep06 |
051025 |
893 |
893 |
885 |
891 |
-8 |
196 |
12,709 |
+12,709 |
| Dec06 |
051025 |
902 |
902 |
902 |
902 |
-9 |
305 |
14,385 |
+14,385 |
| Mar07 |
051025 |
915 |
915 |
915 |
915 |
-8 |
0 |
3,551 |
+3,551 |
| Total Volume and Open Interest |
7,252 |
191,747 |
+1,606 |
| London Coffee(LCE) |
| Nov05 |
051025 |
950.00 |
977.00 |
950.00 |
974.00 |
+12.00 |
3,428 |
36,891 |
+36,891 |
| Jan06 |
051025 |
980.00 |
998.00 |
980.00 |
995.00 |
+11.00 |
4,357 |
71,589 |
+71,589 |
| Mar06 |
051025 |
1002.00 |
1014.00 |
1002.00 |
1013.00 |
+11.00 |
1,004 |
36,161 |
+36,161 |
| May06 |
051025 |
1018.00 |
1028.00 |
1018.00 |
1027.00 |
+11.00 |
51 |
9,725 |
+9,725 |
| Jul06 |
051025 |
1039.00 |
1042.00 |
1036.00 |
1042.00 |
+12.00 |
28 |
4,344 |
+4,344 |
| Sep06 |
051025 |
1053.00 |
1057.00 |
1053.00 |
1057.00 |
+11.00 |
21 |
1,883 |
+1,883 |
| Total Volume and Open Interest |
8,889 |
160,851 |
-534 |
| London Sugar(LCE) |
| Oct05 |
050915 |
309.00 |
309.00 |
296.70 |
309.00 |
unch |
5,203 |
3,525 |
-3,336 |
| Dec05 |
051025 |
299.30 |
299.30 |
295.30 |
298.20 |
unch |
916 |
20,839 |
+20,839 |
| Mar06 |
051025 |
305.00 |
307.40 |
303.50 |
307.00 |
+1.30 |
1,507 |
17,847 |
+17,847 |
| May06 |
051025 |
310.00 |
316.20 |
309.30 |
312.90 |
+1.20 |
599 |
5,264 |
+5,264 |
| Aug06 |
051025 |
318.00 |
319.90 |
317.80 |
319.90 |
+1.20 |
40 |
3,252 |
+3,252 |
| Total Volume and Open Interest |
3,795 |
55,910 |
+66 |
| Cotton(NYBOT) |
| Dec05 |
051025 |
54.15 |
55.34 |
54.10 |
55.23 |
+1.20 |
7,887 |
83,748 |
+176 |
| Mar06 |
051025 |
56.33 |
57.20 |
56.16 |
57.19 |
+1.03 |
2,415 |
29,337 |
+143 |
| May06 |
051025 |
57.05 |
58.00 |
57.00 |
57.99 |
+0.96 |
163 |
3,462 |
+53 |
| Jul06 |
051025 |
58.10 |
58.65 |
58.10 |
58.65 |
+0.85 |
14 |
3,001 |
+12 |
| Oct06 |
051025 |
58.80 |
58.80 |
58.80 |
58.80 |
+0.80 |
0 |
64 |
+0 |
| Dec06 |
051025 |
58.80 |
59.80 |
58.80 |
59.80 |
+1.00 |
4 |
1,363 |
+1 |
| Total Volume and Open Interest |
10,483 |
120,984 |
+385 |
| Lumber(CME) |
| Nov05 |
051025 |
289.9 |
294.2 |
287.7 |
292.8 |
+2.9 |
370 |
1,983 |
+1,983 |
| Jan06 |
051025 |
300.1 |
303.7 |
298.7 |
302.0 |
+1.4 |
238 |
1,423 |
+1,423 |
| Mar06 |
051025 |
314.0 |
317.5 |
314.0 |
315.9 |
+1.2 |
44 |
308 |
+308 |
| May06 |
051025 |
322.9 |
322.9 |
319.2 |
321.6 |
-1.4 |
6 |
71 |
+71 |
| Total Volume and Open Interest |
658 |
3,815 |
+26 |
| Crude Oil(NYM) |
| Dec05 |
051025 |
60.23 |
62.55 |
59.98 |
62.44 |
+2.12 |
103,721 |
279,805 |
-7,095 |
| Jan06 |
051025 |
60.55 |
62.95 |
60.25 |
62.82 |
+2.27 |
40,154 |
100,247 |
+1,396 |
| Feb06 |
051025 |
60.54 |
63.10 |
60.52 |
63.10 |
+2.32 |
15,645 |
42,360 |
+1,846 |
| Mar06 |
051025 |
60.87 |
63.35 |
60.69 |
63.28 |
+2.35 |
6,477 |
30,588 |
+1,001 |
| Apr06 |
051025 |
60.93 |
63.45 |
60.79 |
63.37 |
+2.36 |
1,586 |
15,858 |
+15 |
| May06 |
051025 |
60.99 |
63.42 |
60.85 |
63.42 |
+2.35 |
1,094 |
15,037 |
-90 |
| Jun06 |
051025 |
60.87 |
63.43 |
60.83 |
63.43 |
+2.34 |
4,456 |
47,307 |
-467 |
| Jul06 |
051025 |
61.10 |
63.43 |
60.86 |
63.43 |
+2.33 |
654 |
10,458 |
+450 |
| Aug06 |
051025 |
61.27 |
63.40 |
61.27 |
63.40 |
+2.31 |
413 |
7,528 |
-141 |
| Sep06 |
051025 |
63.36 |
63.36 |
63.36 |
63.36 |
+2.29 |
5 |
8,952 |
-2 |
| Oct06 |
051025 |
62.25 |
63.31 |
62.25 |
63.31 |
+2.28 |
70 |
5,388 |
+30 |
| Nov06 |
051025 |
63.19 |
63.19 |
63.19 |
63.19 |
+2.27 |
0 |
7,938 |
+0 |
| Dec06 |
051025 |
60.70 |
63.20 |
60.49 |
63.07 |
+2.27 |
11,384 |
52,508 |
+1,026 |
| Jan07 |
051025 |
62.88 |
62.88 |
62.88 |
62.88 |
+2.27 |
0 |
9,093 |
+0 |
| Feb07 |
051025 |
62.73 |
62.73 |
62.73 |
62.73 |
+2.27 |
250 |
4,095 |
+250 |
| Mar07 |
051025 |
62.59 |
62.59 |
62.59 |
62.59 |
+2.27 |
0 |
5,587 |
+0 |
| Total Volume and Open Interest |
192,783 |
833,178 |
+162 |
| Heating Oil(NYM) |
| Nov05 |
051025 |
180.00 |
190.00 |
179.50 |
188.99 |
+9.26 |
14,773 |
23,927 |
-1,877 |
| Dec05 |
051025 |
185.00 |
194.00 |
184.11 |
193.26 |
+8.55 |
13,518 |
56,518 |
-2,385 |
| Jan06 |
051025 |
188.40 |
197.50 |
187.65 |
196.56 |
+8.45 |
6,583 |
30,399 |
-287 |
| Feb06 |
051025 |
188.85 |
198.50 |
188.70 |
197.51 |
+8.40 |
2,852 |
17,377 |
+599 |
| Mar06 |
051025 |
187.25 |
196.00 |
187.25 |
195.21 |
+8.10 |
1,712 |
14,624 |
+628 |
| Apr06 |
051025 |
182.25 |
191.00 |
182.21 |
189.91 |
+7.70 |
366 |
6,809 |
+148 |
| May06 |
051025 |
177.11 |
186.10 |
177.05 |
184.66 |
+7.55 |
168 |
4,421 |
+1 |
| Jun06 |
051025 |
174.25 |
182.10 |
174.25 |
181.41 |
+7.45 |
1,246 |
5,489 |
+157 |
| Jul06 |
051025 |
178.00 |
181.36 |
178.00 |
181.36 |
+7.40 |
161 |
3,981 |
-105 |
| Aug06 |
051025 |
179.00 |
182.26 |
179.00 |
182.26 |
+7.35 |
474 |
1,840 |
-13 |
| Sep06 |
051025 |
182.45 |
183.66 |
182.45 |
183.66 |
+7.25 |
451 |
1,409 |
-32 |
| Oct06 |
051025 |
184.25 |
185.51 |
184.25 |
185.51 |
+7.25 |
11 |
366 |
+11 |
| Total Volume and Open Interest |
43,020 |
172,553 |
-2,938 |
| Unleaded Gas(NYM) |
| Nov05 |
051025 |
158.50 |
167.50 |
157.00 |
165.38 |
+7.22 |
19,802 |
29,702 |
-1,580 |
| Dec05 |
051025 |
162.95 |
171.00 |
161.50 |
169.97 |
+6.69 |
11,699 |
50,288 |
-15 |
| Jan06 |
051025 |
164.95 |
172.70 |
164.55 |
172.20 |
+6.17 |
2,362 |
22,135 |
+222 |
| Feb06 |
051025 |
166.95 |
173.75 |
166.10 |
173.75 |
+6.02 |
1,071 |
9,378 |
+409 |
| Mar06 |
051025 |
167.52 |
174.65 |
167.52 |
174.65 |
+5.92 |
1,215 |
8,446 |
+186 |
| Apr06 |
051025 |
180.50 |
184.30 |
180.50 |
184.30 |
+5.87 |
582 |
5,696 |
-155 |
| May06 |
051025 |
181.00 |
184.90 |
180.75 |
184.90 |
+5.82 |
157 |
3,160 |
+9 |
| Jun06 |
051025 |
181.50 |
185.00 |
181.20 |
185.00 |
+5.77 |
294 |
3,990 |
+131 |
| Jul06 |
051025 |
180.70 |
184.50 |
180.70 |
184.50 |
+5.77 |
75 |
1,793 |
-18 |
| Aug06 |
051025 |
180.00 |
183.40 |
180.00 |
183.40 |
+5.82 |
56 |
1,819 |
+16 |
| Sep06 |
051025 |
181.00 |
181.30 |
181.00 |
181.30 |
+5.82 |
85 |
577 |
+25 |
| Oct06 |
051025 |
172.20 |
172.20 |
172.20 |
172.20 |
+5.82 |
0 |
159 |
+0 |
| Total Volume and Open Interest |
37,398 |
137,143 |
-770 |
| Natural Gas(NYM) |
| Nov05 |
051025 |
13.020 |
14.360 |
13.000 |
14.338 |
+1.334 |
23,540 |
34,794 |
-3,277 |
| Dec05 |
051025 |
13.200 |
14.480 |
13.180 |
14.462 |
+1.285 |
14,361 |
77,769 |
+2,257 |
| Jan06 |
051025 |
13.530 |
14.850 |
13.515 |
14.779 |
+1.244 |
6,946 |
70,689 |
+154 |
| Feb06 |
051025 |
13.450 |
14.614 |
13.430 |
14.614 |
+1.154 |
1,535 |
28,042 |
+334 |
| Mar06 |
051025 |
13.080 |
14.149 |
13.060 |
14.149 |
+1.059 |
3,570 |
47,325 |
-1,495 |
| Apr06 |
051025 |
10.615 |
11.159 |
10.615 |
11.159 |
+0.539 |
2,908 |
30,645 |
+76 |
| May06 |
051025 |
10.315 |
10.829 |
10.315 |
10.829 |
+0.509 |
2,841 |
23,304 |
-670 |
| Jun06 |
051025 |
10.330 |
10.839 |
10.330 |
10.839 |
+0.502 |
555 |
10,569 |
-229 |
| Jul06 |
051025 |
10.400 |
10.879 |
10.400 |
10.879 |
+0.502 |
1,010 |
14,376 |
-12 |
| Aug06 |
051025 |
10.510 |
10.919 |
10.510 |
10.919 |
+0.502 |
2,635 |
16,778 |
-77 |
| Sep06 |
051025 |
10.620 |
10.892 |
10.500 |
10.892 |
+0.497 |
112 |
11,983 |
-29 |
| Oct06 |
051025 |
10.650 |
10.924 |
10.650 |
10.924 |
+0.497 |
325 |
23,607 |
+65 |
| Nov06 |
051025 |
10.950 |
11.364 |
10.950 |
11.364 |
+0.492 |
183 |
10,263 |
+6 |
| Dec06 |
051025 |
11.310 |
11.794 |
11.307 |
11.794 |
+0.487 |
233 |
11,719 |
-26 |
| Jan07 |
051025 |
11.620 |
12.114 |
11.607 |
12.114 |
+0.487 |
52 |
12,317 |
+28 |
| Feb07 |
051025 |
11.547 |
12.024 |
11.547 |
12.024 |
+0.477 |
156 |
5,225 |
+103 |
| Total Volume and Open Interest |
62,730 |
554,241 |
-2,733 |
| Brent Crude Oil(ICE) |
| Dec05 |
051025 |
58.18 |
60.35 |
57.83 |
60.24 |
+2.00 |
50,418 |
84,945 |
+84,945 |
| Jan06 |
051025 |
58.51 |
60.80 |
58.34 |
60.72 |
+2.11 |
17,671 |
92,120 |
+92,120 |
| Feb06 |
051025 |
59.07 |
61.26 |
58.81 |
61.21 |
+2.19 |
6,116 |
27,245 |
+27,245 |
| Mar06 |
051025 |
59.26 |
61.57 |
59.12 |
61.54 |
+2.23 |
1,735 |
12,167 |
+12,167 |
| Apr06 |
051025 |
59.31 |
61.73 |
59.25 |
61.73 |
+2.29 |
877 |
6,579 |
+6,579 |
| May06 |
051025 |
59.48 |
61.79 |
59.29 |
61.79 |
+2.32 |
1,924 |
5,030 |
+5,030 |
| Jun06 |
051025 |
59.42 |
61.82 |
59.31 |
61.82 |
+2.33 |
1,887 |
31,362 |
+31,362 |
| Jul06 |
051025 |
59.45 |
61.86 |
59.37 |
61.86 |
+2.33 |
0 |
3,222 |
+3,222 |
| Aug06 |
051025 |
61.89 |
61.89 |
61.89 |
61.89 |
+2.32 |
0 |
819 |
+819 |
| Sep06 |
051025 |
61.86 |
61.86 |
61.86 |
61.86 |
+2.32 |
0 |
5,072 |
+5,072 |
| Oct06 |
051025 |
61.83 |
61.83 |
61.83 |
61.83 |
+2.32 |
0 |
2,177 |
+2,177 |
| Nov06 |
051025 |
61.80 |
61.80 |
61.80 |
61.80 |
+2.34 |
0 |
616 |
+616 |
| Dec06 |
051025 |
59.23 |
61.96 |
59.14 |
61.77 |
+2.36 |
2,962 |
29,474 |
+29,474 |
| Jan07 |
051025 |
61.61 |
61.61 |
61.61 |
61.61 |
+2.36 |
0 |
4,280 |
+4,280 |
| Total Volume and Open Interest |
84,560 |
342,632 |
+5,865 |
| Gas Oil(ICE) |
| Nov05 |
051025 |
557.25 |
582.00 |
552.75 |
570.25 |
+12.50 |
17,592 |
48,923 |
-2,397 |
| Dec05 |
051025 |
563.25 |
588.00 |
559.25 |
576.25 |
+12.75 |
13,358 |
57,423 |
+1,069 |
| Jan06 |
051025 |
566.75 |
592.25 |
564.00 |
580.75 |
+13.00 |
4,927 |
24,230 |
+507 |
| Feb06 |
051025 |
564.00 |
585.25 |
564.00 |
581.00 |
+13.25 |
1,079 |
11,371 |
+277 |
| Mar06 |
051025 |
561.75 |
579.75 |
561.75 |
578.50 |
+13.50 |
211 |
11,845 |
-175 |
| Apr06 |
051025 |
559.50 |
574.75 |
559.50 |
574.25 |
+13.50 |
226 |
6,185 |
+56 |
| May06 |
051025 |
570.50 |
570.50 |
570.00 |
570.00 |
+13.50 |
684 |
1,384 |
-96 |
| Jun06 |
051025 |
553.50 |
576.25 |
552.50 |
567.50 |
+14.00 |
1,459 |
15,669 |
+255 |
| Jul06 |
051025 |
568.25 |
568.25 |
568.25 |
568.25 |
+14.00 |
0 |
768 |
+0 |
| Aug06 |
051025 |
569.25 |
569.25 |
569.25 |
569.25 |
+14.00 |
0 |
62 |
+0 |
| Total Volume and Open Interest |
40,454 |
205,208 |
-696 |
| US Dollar Index(NYBOT) |
| Dec05 |
051025 |
89.95 |
90.16 |
88.95 |
89.04 |
-0.91 |
7,583 |
33,867 |
+3,903 |
| Mar06 |
051025 |
89.34 |
89.39 |
88.75 |
88.77 |
-0.93 |
13 |
2,106 |
+10 |
| Jun06 |
051025 |
88.51 |
88.51 |
88.51 |
88.51 |
-0.95 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
7,596 |
35,974 |
+3,913 |
| Australian Dollar(CME) |
| Dec05 |
051025 |
75.00 |
75.58 |
74.73 |
75.55 |
+0.74 |
15,840 |
61,064 |
+61,064 |
| Mar06 |
051025 |
74.54 |
75.33 |
74.54 |
75.33 |
+0.74 |
3 |
16 |
+16 |
| Jun06 |
051025 |
75.11 |
75.11 |
75.02 |
75.11 |
+0.74 |
0 |
17 |
+17 |
| Total Volume and Open Interest |
15,843 |
61,106 |
-31 |
| British Pound(CME) |
| Dec05 |
051025 |
176.87 |
178.60 |
176.21 |
178.38 |
+1.80 |
44,070 |
73,847 |
+73,847 |
| Mar06 |
051025 |
177.24 |
178.58 |
176.35 |
178.27 |
+1.80 |
5 |
227 |
+227 |
| Jun06 |
051025 |
178.37 |
178.40 |
176.47 |
178.37 |
+1.80 |
0 |
5 |
+5 |
| Total Volume and Open Interest |
44,075 |
74,083 |
+497 |
| Canadian Dollar(CME) |
| Dec05 |
051025 |
84.42 |
85.32 |
84.26 |
85.14 |
+0.78 |
37,706 |
103,917 |
+103,917 |
| Mar06 |
051025 |
84.55 |
85.50 |
84.55 |
85.36 |
+0.78 |
107 |
1,633 |
+1,633 |
| Jun06 |
051025 |
85.53 |
85.59 |
84.86 |
85.59 |
+0.78 |
8 |
396 |
+396 |
| Sep06 |
051025 |
85.82 |
85.82 |
85.07 |
85.82 |
+0.78 |
51 |
88 |
+88 |
| Total Volume and Open Interest |
37,878 |
106,183 |
-4,107 |
| Japanese Yen(CME) |
| Dec05 |
051025 |
87.28 |
87.80 |
86.93 |
87.56 |
+0.47 |
56,457 |
175,213 |
+175,213 |
| Mar06 |
051025 |
88.44 |
88.68 |
87.87 |
88.44 |
+0.47 |
3 |
18,802 |
+18,802 |
| Jun06 |
051025 |
89.60 |
89.61 |
89.44 |
89.44 |
+0.47 |
0 |
55 |
+55 |
| Total Volume and Open Interest |
56,460 |
194,073 |
+2,715 |
| Swiss Franc(CME) |
| Dec05 |
051025 |
78.04 |
78.88 |
77.66 |
78.77 |
+0.74 |
45,223 |
75,663 |
+75,663 |
| Mar06 |
051025 |
78.97 |
79.47 |
78.31 |
79.40 |
+0.74 |
69 |
130 |
+130 |
| Jun06 |
051025 |
80.06 |
80.09 |
79.16 |
80.06 |
+0.74 |
0 |
17 |
+17 |
| Total Volume and Open Interest |
45,292 |
75,820 |
+474 |
| EuroFX(CME) |
| Dec05 |
051025 |
120.16 |
121.58 |
119.71 |
121.42 |
+1.30 |
148,366 |
147,507 |
+147,507 |
| Mar06 |
051025 |
120.60 |
122.14 |
120.33 |
122.02 |
+1.31 |
261 |
2,244 |
+2,244 |
| Jun06 |
051025 |
122.73 |
122.83 |
121.14 |
122.73 |
+1.31 |
0 |
763 |
+763 |
| Total Volume and Open Interest |
148,627 |
150,714 |
-3,194 |
| Mexican Peso(CME) |
| Dec05 |
051025 |
9133.0 |
9165.0 |
9108.0 |
9130.0 |
-8.0 |
18,712 |
68,396 |
+68,396 |
| Mar06 |
051025 |
9033.0 |
9040.0 |
9033.0 |
9033.0 |
-7.0 |
0 |
592 |
+592 |
| Total Volume and Open Interest |
18,712 |
69,511 |
+5,713 |
| 30-Year T-Bonds(CBOT) |
| Dec05 |
051025 |
113~02 |
113~12 |
112~04 |
112~14 |
-0~21 |
292,200 |
582,732 |
-7,165 |
| Mar06 |
051025 |
112~27 |
113~02 |
111~29 |
112~06 |
-0~21 |
3,723 |
13,014 |
+3,013 |
| Jun06 |
051025 |
111~31 |
111~31 |
111~31 |
111~31 |
-0~24 |
1 |
20 |
+0 |
| Total Volume and Open Interest |
295,924 |
595,767 |
-4,152 |
| 10-Year T-Notes(CBOT) |
| Dec05 |
051025 |
109~050 |
109~090 |
108~170 |
108~235 |
-0~140 |
765,512 |
1,625,856 |
-48,548 |
| Mar06 |
051025 |
108~280 |
109~025 |
108~130 |
108~185 |
-0~140 |
6,177 |
26,141 |
+1,656 |
| Total Volume and Open Interest |
771,695 |
1,652,318 |
-46,935 |
| 5-Year T-Notes(CBOT) |
| Dec05 |
051025 |
106~125 |
106~145 |
106~030 |
106~040 |
-0~095 |
|
|
|
| Mar06 |
051025 |
106~060 |
106~065 |
105~295 |
105~300 |
-0~100 |
203 |
5,979 |
+417 |
| Jun06 |
051025 |
105~230 |
105~230 |
105~230 |
105~230 |
-0~100 |
|
|
|
| Total Volume and Open Interest |
386,530 |
1,347,486 |
-61,229 |
| 2 Year T-Notes(CBOT) |
| Dec05 |
051025 |
102~106 |
102~110 |
102~085 |
102~093 |
-0~014 |
80,323 |
369,173 |
+6,850 |
| Total Volume and Open Interest |
80,323 |
369,173 |
+6,850 |
| Eurodollars(CME) |
| Dec05 |
051025 |
95.570 |
95.575 |
95.545 |
95.555 |
-0.015 |
174,628 |
1,203,510 |
+1,203,510 |
| Mar06 |
051025 |
95.385 |
95.405 |
95.315 |
95.345 |
-0.045 |
263,417 |
1,201,832 |
+1,201,832 |
| Jun06 |
051025 |
95.325 |
95.340 |
95.230 |
95.270 |
-0.060 |
382,781 |
1,293,396 |
+1,293,396 |
| Sep06 |
051025 |
95.305 |
95.325 |
95.205 |
95.250 |
-0.065 |
313,335 |
884,592 |
+4,460 |
| Dec06 |
051025 |
95.310 |
95.320 |
95.255 |
95.255 |
-0.065 |
17,660 |
830,694 |
+9,383 |
| Mar07 |
051025 |
95.335 |
95.355 |
95.235 |
95.280 |
-0.065 |
134,096 |
642,436 |
+642,436 |
| Jun07 |
051025 |
95.335 |
95.350 |
95.230 |
95.275 |
-0.065 |
102,383 |
522,824 |
+522,824 |
| Sep07 |
051025 |
95.325 |
95.335 |
95.210 |
95.250 |
-0.070 |
82,312 |
340,727 |
+340,727 |
| Dec07 |
051025 |
95.295 |
95.300 |
95.175 |
95.215 |
-0.070 |
36,295 |
264,283 |
+264,283 |
| Mar08 |
051025 |
95.275 |
95.290 |
95.160 |
95.205 |
-0.070 |
27,364 |
239,449 |
+239,449 |
| Jun08 |
051025 |
95.255 |
95.265 |
95.135 |
95.180 |
-0.070 |
31,088 |
224,439 |
+224,439 |
| Sep08 |
051025 |
95.225 |
95.240 |
95.115 |
95.150 |
-0.070 |
33,953 |
216,644 |
+216,644 |
| Dec08 |
051025 |
95.145 |
95.195 |
95.110 |
95.110 |
-0.070 |
4,424 |
142,538 |
+142,538 |
| Mar09 |
051025 |
95.130 |
95.180 |
95.095 |
95.095 |
-0.070 |
8,666 |
129,552 |
+129,552 |
| Jun09 |
051025 |
95.140 |
95.155 |
95.065 |
95.070 |
-0.065 |
4,524 |
108,075 |
+108,075 |
| Sep09 |
051025 |
95.065 |
95.125 |
95.035 |
95.040 |
-0.065 |
4,789 |
104,554 |
+104,554 |
| Dec09 |
051025 |
95.040 |
95.085 |
94.990 |
94.995 |
-0.070 |
4,339 |
76,382 |
+76,382 |
| Mar10 |
051025 |
95.005 |
95.070 |
94.975 |
94.980 |
-0.070 |
6,754 |
47,000 |
+47,000 |
| Total Volume and Open Interest |
1,829,693 |
8,665,690 |
+56,374 |
| 3-Mth Euro-Yen(CME) |
| Dec05 |
051025 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
|
|
|
| Mar06 |
051025 |
99.82 |
99.82 |
99.82 |
99.82 |
unch |
|
|
|
| Jun06 |
051025 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.01 |
|
|
|
| Sep06 |
051025 |
99.63 |
99.63 |
99.63 |
99.63 |
-0.01 |
|
|
|
| Dec06 |
051025 |
99.53 |
99.53 |
99.53 |
99.53 |
unch |
|
|
|
| Mar07 |
051025 |
99.41 |
99.41 |
99.41 |
99.41 |
unch |
|
|
|
| Jun07 |
051025 |
99.31 |
99.31 |
99.31 |
99.31 |
unch |
|
|
|
| Sep07 |
051025 |
99.21 |
99.21 |
99.21 |
99.21 |
unch |
|
|
|
| Dec07 |
051025 |
99.11 |
99.11 |
99.11 |
99.11 |
unch |
|
|
|
| Mar08 |
051025 |
99.00 |
99.00 |
99.00 |
99.00 |
unch |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euro-Yen(SIMEX) |
| Dec05 |
051025 |
99.90 |
99.90 |
99.90 |
99.90 |
unch |
278 |
83,520 |
+83,520 |
| Mar06 |
051025 |
99.83 |
99.83 |
99.82 |
99.82 |
-0.01 |
736 |
57,804 |
+57,804 |
| Jun06 |
051025 |
99.73 |
99.73 |
99.73 |
99.73 |
-0.01 |
363 |
54,709 |
+54,709 |
| Sep06 |
051025 |
99.63 |
99.63 |
99.62 |
99.63 |
-0.01 |
1,693 |
34,228 |
+34,228 |
| Dec06 |
051025 |
99.53 |
99.53 |
99.52 |
99.53 |
unch |
1,027 |
48,397 |
+48,397 |
| Mar07 |
051025 |
99.40 |
99.42 |
99.40 |
99.42 |
unch |
170 |
25,620 |
+25,620 |
| Jun07 |
051025 |
99.31 |
99.32 |
99.30 |
99.32 |
unch |
100 |
14,068 |
+14,068 |
| Sep07 |
051025 |
99.20 |
99.21 |
99.20 |
99.21 |
unch |
0 |
1,794 |
+1,794 |
| Total Volume and Open Interest |
4,369 |
348,019 |
+291 |
| German Euro-Bund(EUREX) |
| Dec05 |
051025 |
121.65 |
121.77 |
120.93 |
121.01 |
-0.69 |
784,953 |
1,422,419 |
+14,121 |
| Mar06 |
051025 |
122.05 |
122.07 |
121.24 |
121.28 |
-0.75 |
1,157 |
41,405 |
+319 |
| Jun06 |
051025 |
120.61 |
120.61 |
120.61 |
120.61 |
-0.69 |
0 |
1 |
+0 |
| Total Volume and Open Interest |
786,110 |
1,463,825 |
+14,440 |
| German Euro-Bobl(EUREX) |
| Dec05 |
051025 |
113.51 |
113.59 |
113.09 |
113.12 |
-0.41 |
459,965 |
970,739 |
-11,257 |
| Mar06 |
051025 |
113.85 |
113.85 |
113.40 |
113.40 |
-0.43 |
4,257 |
5,865 |
+503 |
| Jun06 |
051025 |
112.82 |
112.82 |
112.82 |
112.82 |
-0.41 |
|
|
|
| Total Volume and Open Interest |
464,222 |
976,604 |
-10,754 |
| Long Gilt(LIFFE) |
| Dec05 |
051025 |
111~25 |
111~31 |
111~16 |
111~21 |
-0~14 |
0 |
44,413 |
-188,819 |
| Mar06 |
051025 |
111~31 |
111~31 |
111~31 |
111~31 |
-0~14 |
|
|
|
| Total Volume and Open Interest |
|
|
|
| 3-Mth Short Sterling(LIFFE) |
| Dec05 |
051025 |
95.43 |
95.44 |
95.41 |
95.42 |
-0.01 |
0 |
44,600 |
-260,874 |
| Mar06 |
051025 |
95.48 |
95.49 |
95.44 |
95.46 |
-0.03 |
0 |
50,097 |
-379,587 |
| Jun06 |
051025 |
95.48 |
95.49 |
95.43 |
95.45 |
-0.04 |
0 |
46,581 |
-259,582 |
| Total Volume and Open Interest |
|
|
|
| 3-Mth Euribor(LIFFE) |
| Dec05 |
051025 |
97.720 |
97.730 |
97.665 |
97.690 |
-0.035 |
0 |
60,817 |
-663,333 |
| Mar06 |
051025 |
97.585 |
97.600 |
97.505 |
97.530 |
-0.070 |
0 |
64,630 |
-671,516 |
| Jun06 |
051025 |
97.465 |
97.475 |
97.370 |
97.395 |
-0.085 |
0 |
64,543 |
-460,557 |
| Total Volume and Open Interest |
477,764 |
3,487,437 |
+11,875 |
| 3-Mth Aus T-Bills(SFE) |
| Dec05 |
051021 |
94.33 |
94.35 |
94.33 |
94.34 |
unch |
4,772 |
118,536 |
-5,904 |
| Mar06 |
051021 |
94.31 |
94.34 |
94.31 |
94.32 |
+0.02 |
17,950 |
240,116 |
-3,201 |
| Jun06 |
051021 |
94.32 |
94.34 |
94.32 |
94.32 |
+0.01 |
2,328 |
92,242 |
-2,728 |
| Sep06 |
051021 |
94.33 |
94.34 |
94.32 |
94.32 |
+0.01 |
1,022 |
34,766 |
-725 |
| Dec06 |
051021 |
94.32 |
94.32 |
94.31 |
94.31 |
+0.02 |
388 |
33,083 |
-3 |
| Mar07 |
051021 |
94.29 |
94.29 |
94.28 |
94.28 |
+0.02 |
0 |
19,364 |
-39 |
| Jun07 |
051021 |
94.25 |
94.25 |
94.25 |
94.25 |
+0.02 |
1 |
35,428 |
-34 |
| Sep07 |
051021 |
94.23 |
94.23 |
94.23 |
94.23 |
+0.02 |
0 |
8,416 |
+0 |
| Dec07 |
051021 |
94.22 |
94.22 |
94.22 |
94.22 |
+0.02 |
0 |
4,111 |
+0 |
| Mar08 |
051021 |
94.21 |
94.21 |
94.21 |
94.21 |
+0.01 |
0 |
1,575 |
+0 |
| Total Volume and Open Interest |
26,476 |
589,717 |
-12,631 |
| 10-Year Aus T-Bonds(SFE) |
| Dec05 |
051021 |
94.60 |
94.64 |
94.60 |
94.62 |
+0.05 |
15,743 |
291,561 |
-27,566 |
| Mar06 |
051021 |
94.62 |
94.62 |
94.62 |
94.62 |
+0.05 |
|
|
|
| Total Volume and Open Interest |
15,743 |
291,561 |
-27,566 |
| 3-Year Aus T-Bonds(SFE) |
| Dec05 |
051021 |
94.69 |
94.71 |
94.68 |
94.70 |
+0.04 |
49,635 |
345,652 |
-72,878 |
| Mar06 |
051021 |
94.70 |
94.70 |
94.70 |
94.70 |
+0.04 |
|
|
|
| Total Volume and Open Interest |
49,635 |
345,652 |
-72,878 |
| Gold(CMX) |
| Oct05 |
051025 |
465.0 |
474.0 |
465.0 |
472.8 |
+7.8 |
9 |
195 |
-6 |
| Dec05 |
051025 |
467.2 |
475.8 |
466.3 |
474.7 |
+7.7 |
50,879 |
269,232 |
-6,719 |
| Feb06 |
051025 |
470.9 |
479.5 |
470.9 |
478.5 |
+7.8 |
2,766 |
17,930 |
+383 |
| Apr06 |
051025 |
479.5 |
483.2 |
479.5 |
482.3 |
+7.9 |
75 |
6,422 |
+21 |
| Jun06 |
051025 |
484.0 |
486.7 |
483.7 |
486.1 |
+7.9 |
140 |
10,508 |
+25 |
| Aug06 |
051025 |
489.9 |
489.9 |
489.9 |
489.9 |
+7.9 |
0 |
2,195 |
+0 |
| Oct06 |
051025 |
493.7 |
493.7 |
493.7 |
493.7 |
+7.9 |
562 |
4,717 |
+293 |
| Dec06 |
051025 |
489.6 |
498.5 |
489.6 |
497.5 |
+7.9 |
209 |
6,161 |
+50 |
| Feb07 |
051025 |
501.4 |
501.4 |
501.4 |
501.4 |
+7.9 |
0 |
5,144 |
+0 |
| Apr07 |
051025 |
505.2 |
505.2 |
505.2 |
505.2 |
+7.9 |
0 |
100 |
+0 |
| Jun07 |
051025 |
508.9 |
508.9 |
508.9 |
508.9 |
+7.9 |
0 |
4,569 |
+0 |
| Aug07 |
051025 |
512.7 |
512.7 |
512.7 |
512.7 |
+8.0 |
|
|
|
| Total Volume and Open Interest |
45,969 |
335,816 |
+303 |
| Silver(CMX) |
| Dec05 |
051025 |
769.5 |
787.0 |
768.5 |
782.5 |
+11.7 |
16,088 |
97,758 |
-182 |
| Mar06 |
051025 |
780.5 |
794.5 |
780.5 |
790.1 |
+11.8 |
605 |
11,662 |
+373 |
| May06 |
051025 |
792.9 |
792.9 |
792.9 |
792.9 |
+11.8 |
90 |
2,257 |
-8 |
| Jul06 |
051025 |
795.5 |
795.5 |
795.5 |
795.5 |
+11.8 |
240 |
6,738 |
+21 |
| Sep06 |
051025 |
797.8 |
797.8 |
797.8 |
797.8 |
+11.8 |
290 |
2,958 |
-240 |
| Dec06 |
051025 |
795.0 |
804.0 |
795.0 |
800.2 |
+11.6 |
113 |
8,710 |
-67 |
| Mar07 |
051025 |
802.3 |
802.3 |
802.3 |
802.3 |
+11.6 |
0 |
50 |
+0 |
| Total Volume and Open Interest |
17,428 |
133,873 |
-161 |
| Platinum(NYM) |
| Oct05 |
051025 |
945.0 |
950.0 |
943.6 |
943.6 |
+13.3 |
21 |
52 |
+3 |
| Jan06 |
051025 |
933.1 |
947.5 |
933.1 |
945.6 |
+12.8 |
516 |
12,392 |
+67 |
| Apr06 |
051025 |
945.6 |
945.6 |
945.6 |
945.6 |
+12.8 |
0 |
188 |
+0 |
| Total Volume and Open Interest |
537 |
12,632 |
+70 |
| Palladium(NYME) |
| Dec05 |
051025 |
213.50 |
222.50 |
212.95 |
221.55 |
+7.75 |
476 |
12,738 |
+61 |
| Mar06 |
051025 |
219.00 |
226.00 |
219.00 |
223.80 |
+7.75 |
2 |
502 |
+1 |
| Jun06 |
051025 |
225.80 |
225.80 |
225.80 |
225.80 |
+7.75 |
3 |
7 |
-1 |
| Total Volume and Open Interest |
481 |
13,250 |
+54 |
| Copper(CMX) |
| Dec05 |
051025 |
178.45 |
182.50 |
177.00 |
182.45 |
+4.00 |
22,351 |
69,514 |
-5,473 |
| Mar06 |
051025 |
171.50 |
175.70 |
171.10 |
175.70 |
+3.80 |
2,031 |
14,178 |
+816 |
| May06 |
051025 |
167.90 |
169.70 |
167.90 |
169.70 |
+3.60 |
202 |
3,887 |
+159 |
| Jul06 |
051025 |
162.00 |
164.00 |
162.00 |
164.00 |
+3.40 |
29 |
1,509 |
+17 |
| Sep06 |
051025 |
158.30 |
158.30 |
158.30 |
158.30 |
+3.20 |
15 |
1,310 |
+15 |
| Total Volume and Open Interest |
26,626 |
100,409 |
-4,432 |
| Aluminum(CMX) |
| Oct05 |
051021 |
88.20 |
88.20 |
88.20 |
88.20 |
-1.35 |
0 |
19 |
+0 |
| Nov05 |
051021 |
88.50 |
88.50 |
88.50 |
88.50 |
-1.45 |
2 |
566 |
+0 |
| Dec05 |
051021 |
88.90 |
88.90 |
88.90 |
88.90 |
-1.45 |
0 |
1,679 |
+0 |
| Jan06 |
051021 |
89.55 |
89.55 |
89.55 |
89.55 |
-1.45 |
2 |
96 |
+0 |
| Feb06 |
051021 |
89.20 |
89.20 |
89.20 |
89.20 |
-1.45 |
0 |
70 |
+0 |
| Mar06 |
051021 |
88.95 |
88.95 |
88.95 |
88.95 |
-1.45 |
0 |
70 |
+0 |
| Total Volume and Open Interest |
4 |
2,695 |
+0 |
| DJIA Index(CBOT) |
| Dec05 |
051025 |
10393 |
10428 |
10330 |
10394 |
-4 |
10,253 |
37,925 |
+1,852 |
| Mar06 |
051025 |
10410 |
10438 |
10400 |
10438 |
-3 |
0 |
46 |
+0 |
| Jun06 |
051025 |
10481 |
10481 |
10481 |
10481 |
-4 |
|
|
|
| Total Volume and Open Interest |
10,255 |
37,975 |
+1,854 |
| S & P 500(CME) |
| Dec05 |
051025 |
1202.00 |
1204.70 |
1192.00 |
1198.90 |
-3.50 |
55,766 |
641,102 |
+641,102 |
| Mar06 |
051025 |
1207.00 |
1211.00 |
1200.90 |
1206.10 |
-3.40 |
111 |
5,793 |
+5,793 |
| Jun06 |
051025 |
1214.40 |
1219.00 |
1209.50 |
1214.40 |
-3.10 |
22 |
830 |
+830 |
| Sep06 |
051025 |
1222.40 |
1227.00 |
1217.50 |
1222.40 |
-3.10 |
12 |
546 |
+546 |
| Total Volume and Open Interest |
55,911 |
648,307 |
-2,762 |
| S & P 500 E-Mini(Globex) |
| Dec05 |
051025 |
1202.00 |
1204.75 |
1191.75 |
1199.00 |
-3.50 |
1,144,612 |
1,084,011 |
+1,084,011 |
| Mar06 |
051025 |
1209.00 |
1211.50 |
1199.25 |
1206.00 |
-3.50 |
479 |
3,019 |
+246 |
| Total Volume and Open Interest |
1,144,850 |
1,086,784 |
-19,684 |
| NASDAQ 100(CME) |
| Dec05 |
051025 |
1597.50 |
1597.50 |
1580.00 |
1590.00 |
-8.00 |
9,484 |
62,810 |
+62,810 |
| Mar06 |
051025 |
1605.00 |
1607.00 |
1605.00 |
1605.00 |
-8.00 |
0 |
38 |
+38 |
| Jun06 |
051025 |
1620.00 |
1620.00 |
1620.00 |
1620.00 |
-8.00 |
0 |
17 |
+0 |
| Total Volume and Open Interest |
9,484 |
62,865 |
-109 |
| NASDAQ 100 E-Mini(Globex) |
| Dec05 |
051025 |
1597.50 |
1597.50 |
1580.50 |
1590.00 |
-8.00 |
289,196 |
420,178 |
+420,178 |
| Mar06 |
051025 |
1609.00 |
1612.50 |
1598.00 |
1605.00 |
-8.00 |
101 |
328 |
+29 |
| Total Volume and Open Interest |
289,248 |
420,477 |
-2,454 |
| S & P Midcap 400(CME) |
| Dec05 |
051025 |
696.50 |
699.00 |
691.00 |
696.10 |
-2.20 |
38 |
12,921 |
+5 |
| Mar06 |
051025 |
699.10 |
699.10 |
699.00 |
699.10 |
-2.20 |
|
|
|
| Jun06 |
051025 |
702.10 |
702.10 |
702.00 |
702.10 |
-2.20 |
|
|
|
| Total Volume and Open Interest |
38 |
12,921 |
+5 |
| Russell 2000(CME) |
| Dec05 |
051025 |
648.50 |
649.00 |
638.00 |
644.70 |
-3.90 |
1,105 |
34,634 |
+34,634 |
| Mar06 |
051025 |
649.20 |
649.75 |
649.20 |
649.20 |
-3.90 |
1 |
36 |
+36 |
| Jun06 |
051025 |
652.20 |
652.75 |
652.20 |
652.20 |
-3.90 |
|
|
|
| Total Volume and Open Interest |
1,106 |
34,670 |
-144 |
| Russell 2000 E-Mini(Globex) |
| Dec05 |
051025 |
648.50 |
649.20 |
637.90 |
644.70 |
-3.90 |
163,505 |
273,240 |
+273,240 |
| Mar06 |
051025 |
648.90 |
653.30 |
642.60 |
649.20 |
-3.90 |
138 |
1,050 |
+1,050 |
| Total Volume and Open Interest |
163,643 |
274,290 |
-52 |
| Value Line(KCBT) |
| Dec05 |
051025 |
1817.00 |
1822.00 |
1806.00 |
1816.00 |
-12.00 |
19 |
103 |
+4 |
| Total Volume and Open Interest |
19 |
103 |
+4 |
| Nikkei 225(CME) |
| Dec05 |
051025 |
13250 |
13345 |
13230 |
13305 |
+220 |
38,828 |
224,207 |
-3,734 |
| Mar06 |
051025 |
13240 |
13285 |
13240 |
13275 |
+175 |
0 |
123 |
+39 |
| Total Volume and Open Interest |
|
|
|
| Nikkei 225(SIMEX) |
| Dec05 |
051025 |
13250 |
13345 |
13230 |
13305 |
+220 |
38,828 |
224,207 |
-3,734 |
| Mar06 |
051025 |
13240 |
13285 |
13240 |
13275 |
+175 |
0 |
123 |
+39 |
| Jun06 |
051025 |
13210 |
13210 |
13210 |
13210 |
+175 |
|
|
|
| Total Volume and Open Interest |
38,837 |
224,847 |
-3,695 |
| CAC 40(MATIF) |
| Oct05 |
051021 |
4366.0 |
4393.5 |
4350.5 |
4365.7 |
-24.8 |
292,334 |
561,303 |
+1,762 |
| Nov05 |
051025 |
4442.0 |
4452.0 |
4393.0 |
4404.0 |
-22.5 |
108,047 |
310,944 |
+24,584 |
| Dec05 |
051025 |
4448.5 |
4448.5 |
4396.0 |
4401.0 |
-22.5 |
3,191 |
110,303 |
-750 |
| Total Volume and Open Interest |
111,238 |
425,427 |
-448,082 |
| Hang Seng Index(HKFE) |
| Oct05 |
051025 |
14588 |
14595 |
14373 |
14389 |
+10 |
36,275 |
97,643 |
+562 |
| Nov05 |
051025 |
14590 |
14590 |
14355 |
14376 |
+11 |
4,673 |
4,684 |
+677 |
| Dec05 |
051025 |
14600 |
14600 |
14400 |
14414 |
+11 |
384 |
2,318 |
+47 |
| Total Volume and Open Interest |
41,406 |
105,077 |
+1,286 |
| DAX Index(EUREX) |
| Dec05 |
051025 |
4939.0 |
4946.5 |
4854.0 |
4854.0 |
-82.0 |
122,172 |
209,985 |
+10,130 |
| Mar06 |
051025 |
4969.0 |
4972.0 |
4882.0 |
4882.0 |
-82.5 |
181 |
10,553 |
+7 |
| Jun06 |
051025 |
4980.0 |
4980.0 |
4912.0 |
4912.0 |
-82.5 |
74 |
1,733 |
+125 |
| Total Volume and Open Interest |
122,427 |
222,271 |
+10,262 |
| FT-SE 100(LIFFE) |
| Dec05 |
051025 |
5225.50 |
5228.00 |
5183.50 |
5190.00 |
-26.00 |
1,088 |
91,859 |
+91,859 |
| Mar06 |
051025 |
5214.00 |
5214.00 |
5196.00 |
5196.00 |
-26.00 |
0 |
2,671 |
+2,671 |
| Jun06 |
051025 |
5200.00 |
5202.00 |
5200.00 |
5202.00 |
-26.00 |
0 |
3 |
+3 |
| Total Volume and Open Interest |
121,751 |
446,168 |
+4,005 |
| SPI 200(SFE) |
| Dec05 |
051025 |
4368.0 |
4426.0 |
4368.0 |
4399.0 |
+33.0 |
19,851 |
202,688 |
+202,688 |
| Mar06 |
051025 |
4409.0 |
4415.0 |
4395.0 |
4398.0 |
+33.0 |
233 |
5,063 |
+5,063 |
| Jun06 |
051025 |
4422.0 |
4422.0 |
4418.0 |
4422.0 |
+33.0 |
2 |
3,252 |
+3,252 |
| Total Volume and Open Interest |
20,090 |
213,711 |
-2,679 |
| GSCI(CME) |
| Nov05 |
051025 |
435.50 |
448.40 |
435.50 |
448.00 |
+17.40 |
411 |
17,722 |
+17,722 |
| Dec05 |
051025 |
454.00 |
454.00 |
454.00 |
454.00 |
+17.00 |
1 |
0 |
+0 |
| Jan06 |
051025 |
453.00 |
453.00 |
453.00 |
453.00 |
+15.00 |
2 |
0 |
+0 |
| Total Volume and Open Interest |
414 |
17,722 |
+130 |
| Reuters CRB Index(NYBOT) |
| Nov05 |
051021 |
330.75 |
332.00 |
329.20 |
332.00 |
unch |
26 |
375 |
-5 |
| Jan06 |
051021 |
329.75 |
331.00 |
329.00 |
331.00 |
unch |
26 |
439 |
+3 |
| Feb06 |
051021 |
329.00 |
329.00 |
329.00 |
329.00 |
unch |
0 |
6 |
+0 |
| Total Volume and Open Interest |
53 |
1,028 |
-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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